Dfa Investment Trust N-CSRS Certified semi-annual shareholder report (management investment company)

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-07436

THE DFA INVESTMENT TRUST COMPANY

(Exact name of registrant as specified in charter)

6300 Bee Cave Road, Building One, Austin, TX 78746

(Address of principal executive offices) (Zip code)

Catherine L. Newell, Esquire, President and General Counsel

The DFA Investment Trust Company,

6300 Bee Cave Road, Building One, Austin, TX 78746

(Name and address of agent for service)

Registrant’s telephone number, including area code: 512-306-7400

Date of fiscal year end: October 31

Date of reporting period: November 1, 2023 – April 30, 2024

ITEM 1. REPORTS TO STOCKHOLDERS.

Semi-Annual Report

Six Months Ended: April 30, 2024 (Unaudited)

DFA INVESTMENT DIMENSIONS GROUP INC. / DIMENSIONAL INVESTMENT GROUP INC. / THE DFA INVESTMENT TRUST COMPANY

DFA Investment Dimensions Group Inc.

Enhanced U.S. Large Company Portfolio	U.S. Core Equity 1 Portfolio	U.S. Micro Cap Portfolio
U.S. Large Cap Equity Portfolio	U.S. Core Equity 2 Portfolio	U.S. High Relative Profitability Portfolio
U.S. Large Cap Value Portfolio	U.S. Vector Equity Portfolio	DFA Real Estate Securities Portfolio
U.S. Targeted Value Portfolio	U.S. Small Cap Portfolio	DFA Commodity Strategy Portfolio
U.S. Small Cap Value Portfolio

Dimensional Investment Group Inc.

U.S. Large Company Portfolio

The DFA Investment Trust Company

The U.S. Large Cap Value Series

Beginning in July 2024, amendments adopted by the Securities and Exchange Commission will substantially impact the design, content, and transmission of shareholder reports. Shareholder reports will provide key fund information in a clear and concise format and must be mailed to each shareholder that has not elected to receive the reports electronically.

Financial statements will no longer be included in the shareholder report but will be available at https://www.dimensional.com/us-en/document-center, can be mailed by sending a request to Dimensional Fund Advisors, LP, 6300 Bee Cave Road, Building One, Austin, TX 78746, or can be accessed on the SEC’s website at www.sec.gov. You may elect to receive shareholder reports and other communications electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly, by calling (888) 576-1167, or by sending an e-mail request to document_requests@dimensional.com.

June 2024

Dear Shareholder,

For more than 40 years, Dimensional’s commitment to research, rigor, and pursuing higher expected returns has provided data-driven solutions for investors. Our evidence-based approach, which combines Nobel Prize-winning insights with decades of expertise managing portfolios, guides us at every point in the investment process.

We use the information in prices to seek higher returns and manage risk while maintaining low costs and diversification. Our systematic approach to investing can be implemented consistently around the world and across asset classes.

What started with the launch of our first fund in 1981 still holds true today. Every dollar invested is backed by financial science and Dimensional’s commitment to providing an outstanding investment experience. On behalf of everyone at Dimensional, we thank you for entrusting us with your investments.

Sincerely,

David P. Butler	Gerard O’Reilly
CO-CHIEF EXECUTIVE OFFICER	CO-CHIEF EXECUTIVE OFFICER and
	CO-CHIEF INVESTMENT OFFICER

[THIS PAGE INTENTIONALLY LEFT BLANK]

SEMI-ANNUAL REPORT

(Unaudited)

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes		1
DFA Investment Dimensions Group Inc.
Disclosure of Fund Expenses		3
Disclosure of Portfolio Holdings		6
Schedules of Investments/Summary Schedules of Portfolio Holdings Enhanced U.S. Large Company Portfolio		8
U.S. Large Cap Equity Portfolio		14
U.S. Large Cap Value Portfolio		17
U.S. Targeted Value Portfolio		18
U.S. Small Cap Value Portfolio		22
U.S. Core Equity 1 Portfolio		26
U.S. Core Equity 2 Portfolio		30
U.S. Vector Equity Portfolio		34
U.S. Small Cap Portfolio		38
U.S. Micro Cap Portfolio		42
U.S. High Relative Profitability Portfolio		46
DFA Real Estate Securities Portfolio		49
Statements of Assets and Liabilities		51
Statements of Operations		54
Statements of Changes in Net Assets		57
Financial Highlights		61
Notes to Financial Statements		67
DFA Investment Dimensions Group Inc.
Consolidated Disclosure of Fund Expenses		87
Consolidated Disclosure of Portfolio Holdings		89
Consolidated Schedule of Investments
DFA Commodity Strategy Portfolio		90
Consolidated Statement of Assets and Liabilities		103
Consolidated Statement of Operations		104
Consolidated Statements of Changes in Net Assets		105
Consolidated Financial Highlights		106
Consolidated Notes to Financial Statements		107
Dimensional Investment Group Inc.
Disclosure of Fund Expenses		121
Disclosure of Portfolio Holdings		122
Summary Schedule of Portfolio Holdings
U.S. Large Company Portfolio		123
Statement of Assets and Liabilities		126
Statement of Operations		127
Statements of Changes in Net Assets		128
Financial Highlights		129
Notes to Financial Statements		130
The DFA Investment Trust Company
Disclosure of Fund Expenses		140
Disclosure of Portfolio Holdings		141
Summary Schedule of Portfolio Holdings
The U.S. Large Cap Value Series		142
Statement of Assets and Liabilities		145
Statement of Operations		146
Statements of Changes in Net Assets		147

i

TABLE OF CONTENTS

CONTINUED

	Page
Financial Highlights		148
Notes to Financial Statements		149
Voting Proxies on Fund Portfolio Securities		157
Statement Regarding Liquidity Risk Management Program		158
Board Approval of Investment Management Agreements		160

This report is submitted for the information of a Portfolio’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

ii

DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Schedules of Investments/Summary Schedules of Portfolio Holdings

Investment Abbreviations
REIT	Real Estate Investment Trust
SOFR	Secured Overnight Financing Rate
USTMMR	U.S. Treasury Money Market Rate
AUD	Australian Dollars
CAD	Canadian Dollars
GBP	British Pounds
NZD	New Zealand Dollars
USD	United States Dollar
Investment Footnotes
^	Denominated in USD, unless otherwise noted.
†	See Note B to Financial Statements.
(r)	The adjustable rate shown is effective as of April 30, 2024.
W	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.
#	Total or Partial Securities on Loan.
@	Security purchased with cash collateral received from Securities on Loan.
§	Affiliated Fund.
‡	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings in unaffiliated issuers of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
*	Non-Income Producing Securities.
∞	Rates reflect the effective yields at purchase date.
Financial Highlights
**	The Net Investment Income (Loss) per share and the ratio of Net Investment Income to Average Net Assets includes the effect of an estimation related to a one time distribution from a real estate investment trust. Net Investment Income (Loss) per share, Net Gain (Loss) per share and the ratio of Net Investment Income to Average Net Assets for the DFA Real Estate Securities Portfolio would have been $0.92, $7.69 and 2.43%, respectively had the effect of this estimation not been considered.
(A)	Computed using average shares outstanding.
(B)	Non-Annualized
(C)	Annualized

1

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

CONTINUED

All Statements, Schedules and Notes to Financial Statements
—	Amounts designated as — are either zero, rounded to zero, or less than $500.
SEC	Securities and Exchange Commission

2

DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Tables are shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses and legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Tables below illustrate your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and “Expenses Paid During Period” reflects the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended April 30, 2024

EXPENSE TABLES

	Beginning Account Value 11/01/23		Ending Account Value 04/30/24		Annualized Expense Ratio (1)			Expenses Paid During Period (1)
Enhanced U.S. Large Company Portfolio
Actual Fund Return	$	1,000.00	$	1,215.60		0.15	%	$	0.83
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.12		0.15	%	$	0.75
U.S. Large Cap Equity Portfolio
Actual Fund Return	$	1,000.00	$	1,219.50		0.14	%	$	0.77
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.17		0.14	%	$	0.70

3

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 11/01/23		Ending Account Value 04/30/24		Annualized Expense Ratio (1)			Expenses Paid During Period (1)
U.S. Large Cap Value Portfolio (2)
Actual Fund Return	$	1,000.00	$	1,206.80		0.22	%	$	1.21
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.77		0.22	%	$	1.11
U.S. Targeted Value Portfolio
Actual Fund Return	$	1,000.00	$	1,186.00		0.30	%	$	1.63
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.37		0.30	%	$	1.51
U.S. Small Cap Value Portfolio
Actual Fund Return	$	1,000.00	$	1,192.60		0.31	%	$	1.69
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.32		0.31	%	$	1.56
U.S. Core Equity 1 Portfolio
Actual Fund Return	$	1,000.00	$	1,212.00		0.15	%	$	0.82
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.12		0.15	%	$	0.75
U.S. Core Equity 2 Portfolio
Actual Fund Return	$	1,000.00	$	1,209.90		0.19	%	$	1.04
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.92		0.19	%	$	0.96
U.S. Vector Equity Portfolio
Actual Fund Return	$	1,000.00	$	1,208.80		0.28	%	$	1.54
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.47		0.28	%	$	1.41
U.S. Small Cap Portfolio
Actual Fund Return	$	1,000.00	$	1,191.50		0.28	%	$	1.53
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.47		0.28	%	$	1.41
U.S. Micro Cap Portfolio
Actual Fund Return	$	1,000.00	$	1,184.60		0.41	%	$	2.23
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.83		0.41	%	$	2.06
U.S. High Relative Profitability Portfolio
Actual Fund Return	$	1,000.00	$	1,206.60		0.23	%	$	1.26
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.72		0.23	%	$	1.16
DFA Real Estate Securities Portfolio
Actual Fund Return	$	1,000.00	$	1,107.20		0.18	%	$	0.94
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.97		0.18	%	$	0.91

(1) Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (182), then divided by the number of days in the year (366) to reflect the six-month period.

4

DISCLOSURE OF FUND EXPENSES

CONTINUED

(2) The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the allocation of the Feeder Fund’s portion of the expenses of its Master Fund (Affiliated Investment Company).

5

DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-PORT with the SEC on March 28, 2024. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

PORTFOLIO HOLDINGS

The SEC requires that all funds present their categories of portfolio holdings in a table, chart, or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The categories of industry classification for the Affiliated Investment Company are represented in its Disclosure of Portfolio Holdings, which is included elsewhere in the report. Refer to the Summary Schedule of Portfolio Holdings for the Affiliated Investment Company’s holdings, which reflect the investments by category or country.

FEEDER FUND

	Affiliated Investment Company
U.S. Large Cap Value Portfolio		100.0	%

ENHANCED DOMESTIC EQUITY PORTFOLIO

Enhanced U.S. Large Company Portfolio
Basic Materials	2.7	%
Communications	0.5	%
Consumer, Cyclical	3.4	%
Consumer, Non-cyclical	9.8	%
Energy	7.9	%
Financials	36.6	%
Foreign Government	4.5	%
Industrials	3.2	%
Supranational	0.7	%
Technology	1.1	%
U.S. Government	26.5	%
Utilities	3.1	%
	100.0	%

     

     

6

DOMESTIC EQUITY PORTFOLIOS

U.S. Large Cap Equity Portfolio
Communication Services	8.7	%
Consumer Discretionary	10.3	%
Consumer Staples	6.8	%
Energy	5.8	%
Financials	13.9	%
Health Care	11.5	%
Industrials	10.9	%
Information Technology	26.5	%
Materials	3.5	%
Real Estate	0.2	%
Utilities	1.9	%
	100.0	%

U.S. Targeted Value Portfolio
Communication Services	2.5	%
Consumer Discretionary	16.2	%
Consumer Staples	3.8	%
Energy	10.8	%
Financials	26.3	%
Health Care	5.2	%
Industrials	17.4	%
Information Technology	8.0	%
Materials	8.3	%
Real Estate	1.1	%
Utilities	0.4	%
	100.0	%

U.S. Small Cap Value Portfolio
Communication Services	2.1	%
Consumer Discretionary	15.7	%
Consumer Staples	4.2	%
Energy	11.9	%
Financials	25.2	%
Health Care	4.2	%
Industrials	20.0	%
Information Technology	7.0	%
Materials	8.4	%
Real Estate	1.0	%
Utilities	0.3	%
	100.0	%

U.S. Core Equity 1 Portfolio
Communication Services	7.4	%
Consumer Discretionary	10.6	%
Consumer Staples	6.0	%
Energy	6.3	%
Financials	14.9	%
Health Care	10.3	%
Industrials	13.4	%
Information Technology	24.8	%
Materials	3.8	%
Real Estate	0.3	%
Utilities	2.2	%
	100.0	%

U.S. Core Equity 2 Portfolio
Communication Services	6.2	%
Consumer Discretionary	10.2	%
Consumer Staples	6.1	%
Energy	6.4	%
Financials	15.8	%
Health Care	10.7	%
Industrials	14.5	%
Information Technology	23.8	%
Materials	4.1	%
Real Estate	0.4	%
Utilities	1.8	%
	100.0	%

U.S. Vector Equity Portfolio
Communication Services	5.5	%
Consumer Discretionary	11.9	%
Consumer Staples	4.8	%
Energy	10.2	%
Financials	22.9	%
Health Care	9.0	%
Industrials	17.3	%
Information Technology	9.9	%
Materials	7.0	%
Real Estate	0.6	%
Utilities	0.9	%
	100.0	%

U.S. Small Cap Portfolio
Communication Services	2.2	%
Consumer Discretionary	14.5	%
Consumer Staples	4.4	%
Energy	5.8	%
Financials	19.7	%
Health Care	9.2	%
Industrials	21.9	%
Information Technology	12.6	%
Materials	6.2	%
Real Estate	0.7	%
Utilities	2.8	%
	100.0	%

U.S. Micro Cap Portfolio
Communication Services	2.8	%
Consumer Discretionary	15.0	%
Consumer Staples	3.9	%
Energy	5.7	%
Financials	20.9	%
Health Care	11.2	%
Industrials	20.5	%
Information Technology	11.1	%
Materials	5.6	%
Real Estate	1.1	%
Utilities	2.2	%
	100.0	%

U.S. High Relative Profitability Portfolio
Communication Services	0.7	%
Consumer Discretionary	10.0	%
Consumer Staples	10.2	%
Energy	5.9	%
Financials	11.0	%
Health Care	16.1	%
Industrials	16.7	%
Information Technology	28.2	%
Materials	1.0	%
Utilities	0.2	%
	100.0	%

DFA Real Estate Securities Portfolio
Real Estate	100.0	%
	100.0	%

   

      

7

ENHANCED U.S. LARGE COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Face Amount^			Value†
		(000)
BONDS — (66.9%)
AUSTRALIA — (2.1%)
ANZ New Zealand International Ltd., Floating Rate Note, SOFR + 0.600%, FRN
(r)W	5.950%, 02/18/25			460	$	461,000
Australia & New Zealand Banking Group Ltd.
(r)W	SOFR + 0.810%, FRN, 6.164%, 01/18/27			650		654,826
Commonwealth Bank of Australia, Floating Rate Note,
(r)	SOFR + 0.400%, FRN, 5.753%, 07/07/25			1,100		1,100,932
(r)W	SOFR + 0.750%, FRN, 6.103%, 03/13/26			892		896,603
(r)W	SOFR + 0.520%, FRN, 5.874%, 06/15/26			1,218		1,218,331
TOTAL AUSTRALIA						4,331,692
CANADA — (3.8%)
Bank of Montreal, SOFR + 0.620%, FRN
(r)	5.974%, 09/15/26			300		299,648
Bank of Montreal, Floating Rate Note,
(r)	SOFR + 0.465%, FRN, 5.818%, 01/10/25			173		173,202
(r)	SOFR + 1.060%, FRN, 6.413%, 06/07/25			110		110,711
(r)	SOFR + 1.330%, FRN, 6.683%, 06/05/26			683		694,269
Canadian Imperial Bank of Commerce, Floating Rate Note, SOFR + 0.420%, FRN
(r)	5.774%, 10/18/24			2,014		2,015,423

		Face Amount^			Value†
		(000)
CANADA — (Continued)
Canadian Natural Resources Ltd.
3.900%, 02/01/25				2,450	$	2,416,417
Royal Bank of Canada
2.550%, 07/16/24				2,000		1,987,276
TOTAL CANADA						7,696,946
FRANCE — (4.6%)
Banque Federative du Credit Mutuel SA, SOFR + 1.400%, FRN
(r)	6.754%, 07/13/26			1,300		1,320,992
Banque Federative du Credit Mutuel SA, Floating Rate Note, SOFR + 0.410%, FRN
(r)W	5.758%, 02/04/25			1,000		1,000,147
BNP Paribas SA
W	3.375%, 01/09/25			1,900		1,868,651
BPCE SA
W	2.375%, 01/14/25			2,265		2,208,699
Credit Agricole SA, SOFR + 0.870%, FRN
(r)W	6.223%, 03/11/27			1,000		1,003,574
Societe Generale SA
#W	2.625%, 10/16/24			2,000		1,967,565
TOTAL FRANCE						9,369,628
GERMANY — (3.0%)
Bayer U.S. Finance LLC
W	3.375%, 10/08/24			2,500		2,471,244
Daimler Truck Finance North America LLC
W	3.500%, 04/07/25			1,871		1,833,085
Mercedes-Benz Finance North America LLC
W	3.250%, 08/01/24			1,750		1,738,273
TOTAL GERMANY						6,042,602
IRELAND — (1.1%)
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
2.875%, 08/14/24				2,300		2,280,865

8

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

		Face Amount^			Value†
		(000)
ITALY — (2.3%)
Intesa Sanpaolo SpA
W	3.250%, 09/23/24			2,202	$	2,178,422
Republic of Italy Government International Bonds 2.375%, 10/17/24				2,500		2,460,295
TOTAL ITALY						4,638,717
JAPAN — (2.0%)
American Honda Finance Corp.
0.550%, 07/12/24				1,000		990,299
American Honda Finance Corp., Floating Rate Note, SOFR + 0.600%, FRN
(r)	5.948%, 08/14/25			269		269,489
Nomura Holdings, Inc.
2.648%, 01/16/25				2,500		2,441,284
Sumitomo Mitsui Financial Group, Inc.
2.696%, 07/16/24				300		298,131
TOTAL JAPAN						3,999,203
NETHERLANDS — (5.3%)
BNG Bank NV
5.250%, 05/20/24			AUD	10,000		6,479,920
Cooperatieve Rabobank UA
W	2.625%, 07/22/24			3,500		3,475,785
(r)	SOFR + 0.710%, FRN, 6.063%, 01/09/26			300		301,455
Cooperatieve Rabobank UA, Floating Rate Note, SOFR + 0.900%, FRN
(r)	6.253%, 10/05/26			500		504,097
TOTAL NETHERLANDS						10,761,257
NORWAY — (3.3%)
Kommunalbanken AS
5.250%, 07/15/24			AUD	5,300		3,437,479
Kommunalbanken AS, Floating Rate Note, SOFR + 1.000%, FRN
(r)	6.353%, 06/17/26			3,200		3,243,296
TOTAL NORWAY						6,680,775
SPAIN — (0.7%)
Avangrid, Inc.
3.150%, 12/01/24				266		261,743

		Face Amount^			Value†
		(000)
SPAIN — (Continued)
Banco Santander SA
2.706%, 06/27/24				1,200	$	1,194,584
TOTAL SPAIN						1,456,327
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.7%)
International Bank for Reconstruction & Development, Floating Rate Note, SOFR + 0.180%, FRN
(r)	5.534%, 06/15/26			174		173,845
International Finance Corp.
1.450%, 07/22/24			AUD	2,000		1,287,148
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS						1,460,993
SWITZERLAND — (1.2%)
UBS AG
W	0.700%, 08/09/24			2,450		2,416,271
UNITED KINGDOM — (3.0%)
BAT Capital Corp.
3.222%, 08/15/24				580		575,091
HSBC USA, Inc.
3.750%, 05/24/24				1,250		1,248,283
3.500%, 06/23/24				1,100		1,096,083
NatWest Markets PLC
W	0.800%, 08/12/24			350		345,227
Reckitt Benckiser Treasury Services PLC
W	2.750%, 06/26/24			2,958		2,944,896
TOTAL UNITED KINGDOM						6,209,580
UNITED STATES — (33.8%)
American Express Co.
3.375%, 05/03/24				1,075		1,074,926
American Express Co., Floating Rate Note,
(r)	SOFR + 0.930%, FRN, 6.282%, 03/04/25			500		503,725
(r)	SOFR + 0.650%, FRN, 5.998%, 11/04/26			266		266,699
American Water Capital Corp.
3.400%, 03/01/25				2,600		2,552,818
Ameriprise Financial, Inc.
3.000%, 04/02/25				1,814		1,771,343

9

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

		Face Amount^			Value†
		(000)
UNITED STATES — (Continued)
Amgen, Inc.
3.125%, 05/01/25				3,000	$	2,925,153
Arrow Electronics, Inc.
3.250%, 09/08/24				1,500		1,486,045
Bank of America Corp., Floating Rate Note, SOFR + 0.410%, FRN
(r)	5.764%, 06/14/24			655		655,037
Bank of America NA, Floating Rate Note, SOFR + 1.020%, FRN
(r)	6.370%, 08/18/26			300		304,194
Bank of New York Mellon Corp., Floating Rate Note, SOFR + 0.620%, FRN
(r)	5.975%, 04/25/25			1,500		1,504,597
Boardwalk Pipelines LP
4.950%, 12/15/24				1,500		1,491,050
Bristol-Myers Squibb Co., Floating Rate Note, SOFR + 0.490%, FRN
(r)	5.838%, 02/20/26			750		752,654
Brixmor Operating Partnership LP
3.850%, 02/01/25				1,800		1,771,173
Capital One Financial Corp.
3.200%, 02/05/25				600		588,242
Cardinal Health, Inc.
3.079%, 06/15/24				2,750		2,740,343
Citibank NA, Floating Rate Note, SOFR + 1.060%, FRN
(r)	6.412%, 12/04/26			1,500		1,518,437
CNA Financial Corp.
3.950%, 05/15/24				307		306,819
Discover Financial Services
3.950%, 11/06/24				1,340		1,326,467
Edison International
3.550%, 11/15/24				1,500		1,481,471
Elevance Health, Inc.
3.500%, 08/15/24				200		198,692
2.375%, 01/15/25				2,800		2,735,401
Energy Transfer LP
2.900%, 05/15/25				2,000		1,944,388
EOG Resources, Inc.
3.150%, 04/01/25				2,107		2,062,463
ERAC USA Finance LLC
W	3.850%, 11/15/24			3,000		2,968,910

		Face Amount^			Value†
		(000)
UNITED STATES — (Continued)
General Motors Financial Co., Inc.
3.800%, 04/07/25				1,500	$	1,471,741
Georgia-Pacific LLC
W	0.625%, 05/15/24			2,000		1,996,251
International Business Machines Corp.
3.000%, 05/15/24				2,200		2,197,795
John Deere Capital Corp., Floating Rate Note,
(r)	SOFR + 0.440%, FRN, 5.792%, 03/06/26			500		501,383
(r)	SOFR + 0.790%, FRN, 6.143%, 06/08/26			1,072		1,081,872
JPMorgan Chase Bank NA, Floating Rate Note, SOFR + 1.000%, FRN
(r)	6.353%, 12/08/26			1,700		1,721,465
Kinder Morgan Energy Partners LP
4.250%, 09/01/24				1,500		1,491,198
Morgan Stanley Bank NA, Floating Rate Note, SOFR + 1.165%, FRN
(r)	6.520%, 10/30/26			1,350		1,369,432
MPLX LP
4.875%, 12/01/24				1,250		1,241,990
National Rural Utilities Cooperative Finance Corp., Floating Rate Note, SOFR + 0.800%, FRN
(r)	6.148%, 02/05/27			1,218		1,223,243
NextEra Energy Capital Holdings, Inc., Floating Rate Note, SOFR + 0.760%, FRN
(r)	6.115%, 01/29/26			750		751,833
Nuveen Finance LLC
W	4.125%, 11/01/24			2,500		2,476,675
Omnicom Group, Inc./Omnicom Capital, Inc.
3.650%, 11/01/24				1,004		993,283
ONEOK, Inc.
2.750%, 09/01/24				360		356,185
Parker-Hannifin Corp.
3.650%, 06/15/24				240		239,244

10

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

		Face Amount^			Value†
		(000)
UNITED STATES — (Continued)
Penske Truck Leasing Co. LP/PTL Finance Corp.
W	2.700%, 11/01/24			1,183	$	1,164,339
Realty Income Corp.
3.875%, 07/15/24				2,500		2,491,297
Santander Holdings USA, Inc.
3.500%, 06/07/24				1,000		999,622
Sherwin-Williams Co.
4.050%, 08/08/24				1,389		1,382,559
Simon Property Group LP
2.000%, 09/13/24				3,650		3,601,790
Ventas Realty LP
3.750%, 05/01/24				1,000		1,000,000
3.500%, 02/01/25				400		392,751
VF Corp.
2.400%, 04/23/25				520		501,592
Wells Fargo & Co.
#	3.300%, 09/09/24			3,000		2,975,013
Willis North America, Inc.
3.600%, 05/15/24				500		499,560
TOTAL UNITED STATES						69,053,160
TOTAL BONDS						136,398,016
U.S. TREASURY OBLIGATIONS — (26.2%)
U.S. Treasury Floating Rate Notes
(r)	3MTreasury money market yield + 0.150%, FRN, 5.471%, 04/30/26			8,000		7,997,522
U.S. Treasury Notes
	3.000%, 06/30/24			2,000		1,991,836
(r)	3M USTMMR + 0.170%, FRN, 5.491%, 10/31/25			18,500		18,521,412
(r)	3M USTMMR + 0.245%, FRN, 5.566%, 01/31/26			18,000		18,039,540
U.S. Treasury Notes, Floating Rate Note
(r)	3M USTMMR + 0.169%, FRN, 5.490%, 04/30/25			4,900		4,905,168
(r)	3M USTMMR + 0.125%, FRN, 5.446%, 07/31/25			2,000		2,000,874
TOTAL U.S. TREASURY OBLIGATIONS						53,456,352

		Face Amount^				Value†
		(000)
COMMERCIAL PAPER — (5.9%)
SPAIN — (0.4%)
Avangrid, Inc.
W	5.115%, 06/13/24				750	$	744,800
UNITED STATES — (5.5%)
American Electric Power Co., Inc.
W	5.711%, 05/15/24				1,600		1,596,347
Bayer Corp.
W	5.753%, 07/08/24				1,000		989,102
W	5.661%, 07/08/24				500		494,551
Canadian National Railway Co.
W	5.561%, 07/08/24				2,000		1,979,108
Dominion Energy, Inc.
W	5.703%, 05/17/24				950		947,546
W	5.764%, 06/03/24				735		731,171
Duke Energy Corp.
W	5.610%, 05/02/24				1,000		999,699
EIDP, Inc.
W	5.617%, 05/10/24				500		499,236
W	5.595%, 06/13/24				1,000		993,201
W	5.689%, 06/28/24				500		495,673
Harley-Davidson Financial Services, Inc.
W	6.176%, 06/05/24				1,600		1,590,829
TOTAL UNITED STATES							11,316,463
TOTAL COMMERCIAL PAPER (Cost $12,062,955)							12,061,263
TOTAL INVESTMENT SECURITIES (Cost $204,658,628)							201,915,631
				Shares
SECURITIES LENDING COLLATERAL — (1.0%)
@§	The DFA Short Term Investment Fund				182,681		2,113,255
TOTAL INVESTMENTS — (100.0%) (Cost $206,771,884)						$	204,028,886

11

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

As of April 30, 2024, Enhanced U.S. Large Company 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	10,958,462	CAD	14,771,410	HSBC Bank		05/08/24	$	227,278
USD	648,766	GBP	510,849	Citibank, N.A.		05/13/24		10,401
GBP	510,849	USD	636,075	Citibank, N.A.		05/13/24		2,291
USD	11,568,178	AUD	17,683,011	Australia and New Zealand Bank		05/28/24		104,105
Total Appreciation							$	344,075
CAD	9,679,577	USD	7,179,002	NatWest Markets PLC		05/08/24	$	(146,950	)
CAD	5,091,833	USD	3,761,366	UBS AG		05/08/24		(62,234	)
Total (Depreciation)							$	(209,184	)
Total Appreciation (Depreciation)							$	134,891

As of April 30, 2024, Enhanced U.S. Large Company 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		834		06/21/24	$	213,269,480	$	211,293,900	$	(1,975,580	)
Total Futures Contracts					$	213,269,480	$	211,293,900	$	(1,975,580	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Bonds
Australia		—	$	4,331,692		—	$	4,331,692
Canada		—		7,696,946		—		7,696,946
France		—		9,369,628		—		9,369,628
Germany		—		6,042,602		—		6,042,602
Ireland		—		2,280,865		—		2,280,865
Italy		—		4,638,717		—		4,638,717
Japan		—		3,999,203		—		3,999,203
Netherlands		—		10,761,257		—		10,761,257
Norway		—		6,680,775		—		6,680,775
Spain		—		1,456,327		—		1,456,327
Supranational Organization Obligations		—		1,460,993		—		1,460,993
Switzerland		—		2,416,271		—		2,416,271
United Kingdom		—		6,209,580		—		6,209,580
United States		—		69,053,160		—		69,053,160
U.S. Treasury Obligations		—		53,456,352		—		53,456,352

12

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2			Level 3		Total
Commercial Paper		—		$	12,061,263			—	$	12,061,263
Securities Lending Collateral		—			2,113,255			—		2,113,255
Total Investments in Securities		—		$	204,028,886			—	$	204,028,886
Financial Instruments
Assets
Forward Currency Contracts**		—			344,075			—		344,075
Liabilities
Forward Currency Contracts**		—			(209,184	)		—		(209,184	)
Futures Contracts**	$	(1,975,580	)		—			—		(1,975,580	)
Total Financial Instruments	$	(1,975,580	)	$	134,891			—	$	(1,840,689	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

13

U.S. LARGE CAP EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (99.1%)
COMMUNICATION SERVICES — (8.6%)
*	Alphabet, Inc., Class A		229,610	$	37,375,916		2.1	%
*	Alphabet, Inc., Class C		200,426		32,998,137		1.9	%
	Comcast Corp., Class A		189,948		7,238,918		0.4	%
	Meta Platforms, Inc., Class A		85,107		36,610,478		2.1	%
*	Netflix, Inc.		10,791		5,941,956		0.3	%
	Other Securities				30,957,203		1.9	%
TOTAL COMMUNICATION SERVICES					151,122,608		8.7	%
CONSUMER DISCRETIONARY — (10.2%)
*	Amazon.com, Inc.		339,845		59,472,875		3.4	%
	Home Depot, Inc.		40,965		13,691,322		0.8	%
	McDonald’s Corp.		22,877		6,246,336		0.4	%
*	Tesla, Inc.		79,700		14,607,416		0.8	%
	Other Securities				85,132,601		4.9	%
TOTAL CONSUMER DISCRETIONARY					179,150,550		10.3	%
CONSUMER STAPLES — (6.8%)
	Coca-Cola Co.		139,387		8,609,935		0.5	%
	Costco Wholesale Corp.		13,733		9,927,586		0.6	%
	PepsiCo, Inc.		55,210		9,711,991		0.6	%
	Procter & Gamble Co.		89,222		14,561,030		0.8	%
	Walmart, Inc.		201,519		11,960,153		0.7	%
	Other Securities				63,819,920		3.6	%
TOTAL CONSUMER STAPLES					118,590,615		6.8	%
ENERGY — (5.7%)
	Chevron Corp.		70,909		11,435,494		0.6	%
	ConocoPhillips		65,099		8,177,736		0.5	%
	Exxon Mobil Corp.		181,735		21,493,798		1.2	%
	Other Securities				59,186,933		3.5	%
TOTAL ENERGY					100,293,961		5.8	%
FINANCIALS — (13.8%)
	American Express Co.		29,273		6,850,760		0.4	%
	Bank of America Corp.		222,437		8,232,393		0.5	%
*	Berkshire Hathaway, Inc., Class B		56,327		22,346,611		1.3	%
	JPMorgan Chase & Co.		109,615		21,017,580		1.2	%
	Mastercard, Inc., Class A		33,368		15,055,642		0.9	%
#	Visa, Inc., Class A		57,658		15,487,515		0.9	%
	Wells Fargo & Co.		110,486		6,554,030		0.4	%
	Other Securities				146,427,445		8.3	%
TOTAL FINANCIALS					241,971,976		13.9	%
HEALTH CARE — (11.4%)
	Abbott Laboratories		62,251		6,596,738		0.4	%
	AbbVie, Inc.		73,369		11,932,734		0.7	%
	Amgen, Inc.		23,156		6,343,355		0.4	%
	Eli Lilly & Co.		32,354		25,271,709		1.5	%

14

U.S. LARGE CAP EQUITY PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
HEALTH CARE — (Continued)
	Johnson & Johnson		104,193	$	15,065,266		0.9	%
	Merck & Co., Inc.		82,408		10,648,762		0.6	%
	Thermo Fisher Scientific, Inc.		10,883		6,189,380		0.4	%
	UnitedHealth Group, Inc.		40,430		19,555,991		1.1	%
	Other Securities				98,443,055		5.5	%
TOTAL HEALTH CARE					200,046,990		11.5	%
INDUSTRIALS — (10.8%)
	Caterpillar, Inc.		24,452		8,180,906		0.5	%
	Deere & Co.		14,746		5,771,732		0.3	%
	Union Pacific Corp.		24,788		5,878,722		0.3	%
	Other Securities				170,425,878		9.8	%
TOTAL INDUSTRIALS					190,257,238		10.9	%
INFORMATION TECHNOLOGY — (26.2%)
	Accenture PLC, Class A		25,784		7,758,664		0.4	%
*	Adobe, Inc.		14,236		6,588,848		0.4	%
*	Advanced Micro Devices, Inc.		48,629		7,701,861		0.4	%
	Apple, Inc.		514,947		87,710,752		5.0	%
	Broadcom, Inc.		17,709		23,026,481		1.3	%
	Cisco Systems, Inc.		175,806		8,259,366		0.5	%
	International Business Machines Corp.		49,670		8,255,154		0.5	%
	Microsoft Corp.		211,304		82,266,986		4.7	%
	NVIDIA Corp.		98,747		85,319,383		4.9	%
	Oracle Corp.		59,922		6,816,128		0.4	%
	QUALCOMM, Inc.		50,711		8,410,419		0.5	%
	Salesforce, Inc.		29,658		7,976,223		0.5	%
	Texas Instruments, Inc.		35,960		6,344,063		0.4	%
	Other Securities				114,146,225		6.5	%
TOTAL INFORMATION TECHNOLOGY					460,580,553		26.4	%
MATERIALS — (3.5%)
	Linde PLC		18,643		8,220,817		0.5	%
	Other Securities				52,388,892		3.0	%
TOTAL MATERIALS					60,609,709		3.5	%
REAL ESTATE — (0.3%)
	Other Securities				4,383,551		0.2	%
UTILITIES — (1.8%)
	Other Securities				32,284,048		1.8	%
TOTAL COMMON STOCKS (Cost $712,399,669)					1,739,291,799		99.8	%
TEMPORARY CASH INVESTMENTS — (0.5%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		7,727,614		7,727,614		0.5	%

15

U.S. LARGE CAP EQUITY PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
SECURITIES LENDING COLLATERAL —  (0.4%)
@§	The DFA Short Term Investment Fund		658,713	$	7,619,997		0.4	%
TOTAL INVESTMENTS—(100.0%) (Cost $727,747,280)				$	1,754,639,410		100.7	%

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3			Total
Assets
Common Stocks
Communication Services	$	151,112,317	$	10,291		—		$	151,122,608
Consumer Discretionary		179,150,550		—		—			179,150,550
Consumer Staples		118,590,615		—		—			118,590,615
Energy		100,293,961		—		—			100,293,961
Financials		241,971,976		—		—			241,971,976
Health Care		200,012,133		—	$	34,857			200,046,990
Industrials		190,257,238		—		—			190,257,238
Information Technology		460,580,553		—		—			460,580,553
Materials		60,609,709		—		—			60,609,709
Real Estate		4,383,551		—		—			4,383,551
Utilities		32,284,048		—		—			32,284,048
Temporary Cash Investments		7,727,614		—		—			7,727,614
Securities Lending Collateral		—		7,619,997		—			7,619,997
Total Investments in Securities	$	1,746,974,265	$	7,630,288	$	34,857	<>	$	1,754,639,410

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

16

U.S. LARGE CAP VALUE PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The U.S. Large Cap Value Series of The DFA Investment Trust Company	$	23,841,421,190
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES	$	23,841,421,190

Summary of the Portfolio’s Master Fund’s investments as of April 30, 2024, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

17

U.S. TARGETED VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (94.9%)
COMMUNICATION SERVICES — (2.4%)
#	Nexstar Media Group, Inc.		287,913	$	46,083,355		0.4	%
	Other Securities				263,996,671		2.1	%
TOTAL COMMUNICATION SERVICES					310,080,026		2.5	%
CONSUMER DISCRETIONARY — (15.4%)
#*	AutoNation, Inc.		299,131		48,204,961		0.4	%
	BorgWarner, Inc.		1,734,241		56,831,078		0.5	%
#	Lithia Motors, Inc.		194,012		49,352,773		0.4	%
	Macy’s, Inc.		2,552,342		47,039,663		0.4	%
*	Modine Manufacturing Co.		519,425		48,114,338		0.4	%
*	Mohawk Industries, Inc.		445,960		51,428,107		0.4	%
#	Penske Automotive Group, Inc.		416,546		63,694,049		0.5	%
	PVH Corp.		422,730		45,993,024		0.4	%
#	Signet Jewelers Ltd.		457,648		44,863,233		0.4	%
*	Taylor Morrison Home Corp.		1,092,774		61,206,272		0.5	%
	Toll Brothers, Inc.		966,011		115,061,570		0.9	%
	Other Securities				1,396,790,263		10.9	%
TOTAL CONSUMER DISCRETIONARY					2,028,579,331		16.1	%
CONSUMER STAPLES — (3.6%)
	Ingredion, Inc.		424,738		48,670,727		0.4	%
*	Post Holdings, Inc.		469,667		49,855,152		0.4	%
	Other Securities				373,087,948		2.9	%
TOTAL CONSUMER STAPLES					471,613,827		3.7	%
ENERGY — (10.2%)
*	Antero Resources Corp.		1,745,842		59,376,086		0.5	%
#	Chesapeake Energy Corp.		650,849		58,498,308		0.5	%
	HF Sinclair Corp.		1,452,267		78,785,485		0.6	%
	Matador Resources Co.		841,863		52,448,065		0.4	%
	Murphy Oil Corp.		1,255,247		56,034,226		0.5	%
	PBF Energy, Inc., Class A		991,358		52,809,641		0.4	%
	Range Resources Corp.		1,616,447		58,046,612		0.5	%
	SM Energy Co.		1,068,077		51,791,054		0.4	%
*	Southwestern Energy Co.		6,030,194		45,166,153		0.4	%
	Other Securities				834,639,305		6.5	%
TOTAL ENERGY					1,347,594,935		10.7	%
FINANCIALS — (24.9%)
	Ally Financial, Inc.		1,617,301		62,023,493		0.5	%
#	Bank OZK		1,057,763		47,229,118		0.4	%
	Jackson Financial, Inc., Class A		673,039		45,982,024		0.4	%
	MGIC Investment Corp.		2,233,839		45,302,255		0.4	%
	Old Republic International Corp.		1,754,565		52,391,311		0.4	%
	Popular, Inc.		690,156		58,656,358		0.5	%
	SouthState Corp.		599,958		45,416,821		0.4	%
	Unum Group		1,565,395		79,365,526		0.6	%
	Wintrust Financial Corp.		485,243		46,893,884		0.4	%

18

U.S. TARGETED VALUE PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
FINANCIALS — (Continued)
	Zions Bancorp NA		1,204,682	$	49,126,932		0.4	%
	Other Securities				2,745,813,542		21.5	%
TOTAL FINANCIALS					3,278,201,264		25.9	%
HEALTH CARE — (4.9%)
	Other Securities				647,984,376		5.1	%
INDUSTRIALS — (16.5%)
	AGCO Corp.		401,058		45,796,813		0.4	%
	Air Lease Corp.		1,150,875		57,819,960		0.5	%
*	Beacon Roofing Supply, Inc.		514,071		50,651,416		0.4	%
	Boise Cascade Co.		359,406		47,538,632		0.4	%
	Knight-Swift Transportation Holdings, Inc.		1,222,697		56,525,282		0.5	%
	Regal Rexnord Corp.		341,052		55,035,561		0.4	%
	Ryder System, Inc.		370,749		45,175,766		0.4	%
	UFP Industries, Inc.		405,541		45,704,471		0.4	%
	WESCO International, Inc.		358,650		54,783,787		0.4	%
	Other Securities				1,709,053,135		13.4	%
TOTAL INDUSTRIALS					2,168,084,823		17.2	%
INFORMATION TECHNOLOGY — (7.6%)
	Amkor Technology, Inc.		2,177,190		70,432,097		0.6	%
*	Arrow Electronics, Inc.		519,037		66,265,454		0.5	%
	Avnet, Inc.		990,678		48,414,434		0.4	%
	TD SYNNEX Corp.		578,135		68,127,428		0.5	%
	Other Securities				743,886,558		5.9	%
TOTAL INFORMATION TECHNOLOGY					997,125,971		7.9	%
MATERIALS — (7.9%)
*	Cleveland-Cliffs, Inc.		3,234,086		54,656,053		0.4	%
	Commercial Metals Co.		1,101,036		59,169,675		0.5	%
	Other Securities				928,136,320		7.3	%
TOTAL MATERIALS					1,041,962,048		8.2	%
REAL ESTATE — (1.1%)
*	Jones Lang LaSalle, Inc.		264,310		47,760,817		0.4	%
	Other Securities				93,259,481		0.7	%
TOTAL REAL ESTATE					141,020,298		1.1	%
UTILITIES — (0.4%)
	Other Securities				52,696,025		0.4	%
TOTAL COMMON STOCKS					12,484,942,924		98.8	%
PREFERRED STOCKS — (0.1%)
COMMUNICATION SERVICES — (0.0%)
	Other Security				155,258		0.0	%

19

U.S. TARGETED VALUE PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
INDUSTRIALS — (0.1%)
	Other Security			$	4,607,298		0.1	%
TOTAL PREFERRED STOCKS.					4,762,556		0.1	%
TOTAL INVESTMENT SECURITIES (Cost $8,615,429,993)					12,489,705,480
TEMPORARY CASH INVESTMENTS — (1.0%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%.		127,456,205		127,456,205		1.0	%
SECURITIES LENDING COLLATERAL — (4.0%)
@§	The DFA Short Term Investment Fund		46,203,814		534,485,715		4.2	%
TOTAL INVESTMENTS—(100.0%) (Cost $9,277,367,959)				$	13,151,647,400		104.1	%

As of April 30, 2024, U.S. Targeted Value Portfolio had entered into the following outstanding futures contracts:

Description	Number of Contracts		Expiration Date		Notional Value		Market Value		Unrealized Appreciation (Depreciation)
Long Position Contracts:
S&P 500® Emini Index.		454		06/21/24	$	117,999,947	$	115,020,900	$	(2,979,047	)
Total Futures Contracts					$	117,999,947	$	115,020,900	$	(2,979,047	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3			Total
Assets
Common Stocks
Communication Services	$	309,958,671	$	121,355		—		$	310,080,026
Consumer Discretionary		2,028,565,955		13,376		—			2,028,579,331
Consumer Staples		471,602,695		11,132		—			471,613,827
Energy		1,347,594,935		—		—			1,347,594,935
Financials		3,278,150,368		50,896		—			3,278,201,264
Health Care		646,724,583		—	$	1,259,793			647,984,376
Industrials		2,167,969,450		91,991		23,382			2,168,084,823
Information Technology		997,081,693		44,278		—			997,125,971
Materials		1,040,836,200		—		1,125,848			1,041,962,048
Real Estate		141,014,773		5,525		—			141,020,298
Utilities		52,696,025		—		—			52,696,025
Preferred Stocks
Communication Services		155,258		—		—			155,258
Industrials		4,607,298		—		—			4,607,298
Temporary Cash Investments		127,456,205		—		—			127,456,205
Securities Lending Collateral		—		534,485,715		—			534,485,715
Total Investments in Securities	$	12,614,414,109	$	534,824,268	$	2,409,023	<>	$	13,151,647,400

20

U.S. TARGETED VALUE PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Financial Instruments
Liabilities
Futures Contracts**	$	(2,979,047	)		—		—	$	(2,979,047	)
Total Financial Instruments	$	(2,979,047	)		—		—	$	(2,979,047	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

21

U.S. SMALL CAP VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (92.5%)
COMMUNICATION SERVICES — (2.0%)
	Other Securities			$	312,182,300		2.1	%
CONSUMER DISCRETIONARY — (14.5%)
	Graham Holdings Co., Class B		96,981		68,019,564		0.5	%
#	Group 1 Automotive, Inc.		263,200		77,386,064		0.5	%
	Macy’s, Inc.		3,998,728		73,696,557		0.5	%
#	Meritage Homes Corp.		575,946		95,457,290		0.6	%
#*	Modine Manufacturing Co.		941,518		87,212,812		0.6	%
*	Mohawk Industries, Inc.		943,202		108,770,055		0.7	%
	PVH Corp.		938,688		102,129,254		0.7	%
*	Taylor Morrison Home Corp.		2,499,727		140,009,709		0.9	%
#	Thor Industries, Inc.		786,308		78,174,741		0.5	%
*	Tri Pointe Homes, Inc.		2,209,349		81,414,511		0.6	%
	Other Securities				1,377,138,430		9.2	%
TOTAL CONSUMER DISCRETIONARY					2,289,408,987		15.3	%
CONSUMER STAPLES — (3.9%)
	Ingredion, Inc.		564,279		64,660,731		0.4	%
*	Post Holdings, Inc.		653,700		69,390,255		0.5	%
	Other Securities				471,769,888		3.2	%
TOTAL CONSUMER STAPLES					605,820,874		4.1	%
ENERGY — (11.0%)
#*	CNX Resources Corp.		3,455,708		81,278,252		0.5	%
#*	DT Midstream, Inc.		1,191,435		74,107,257		0.5	%
	Murphy Oil Corp.		2,274,675		101,541,492		0.7	%
	PBF Energy, Inc., Class A		1,921,768		102,372,581		0.7	%
	Scorpio Tankers, Inc.		893,863		62,892,201		0.4	%
*	Southwestern Energy Co.		10,695,934		80,112,546		0.5	%
	Other Securities				1,234,012,288		8.3	%
TOTAL ENERGY					1,736,316,617		11.6	%
FINANCIALS — (23.3%)
	American Equity Investment Life Holding Co.		1,546,160		86,755,038		0.6	%
	Associated Banc-Corp.		3,219,427		67,833,327		0.5	%
	Assured Guaranty Ltd.		1,272,526		97,602,744		0.7	%
	Bank OZK		1,789,471		79,899,880		0.5	%
#	FNB Corp.		7,542,462		100,616,443		0.7	%
#	Jackson Financial, Inc., Class A		1,200,996		82,052,047		0.6	%
	Janus Henderson Group PLC		2,020,820		63,090,000		0.4	%
	MGIC Investment Corp.		4,358,814		88,396,748		0.6	%
	Old National Bancorp		4,512,682		74,639,760		0.5	%
	Popular, Inc.		963,439		81,882,681		0.6	%
	United Bankshares, Inc.		1,941,200		63,011,352		0.4	%
	White Mountains Insurance Group Ltd.		40,293		71,646,595		0.5	%
	Other Securities				2,711,775,294		18.0	%
TOTAL FINANCIALS					3,669,201,909		24.6	%

22

U.S. SMALL CAP VALUE PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
HEALTH CARE — (3.9%)
*	Elanco Animal Health, Inc.		4,832,908	$	63,601,069		0.4	%
	Perrigo Co. PLC		2,001,455		65,367,520		0.4	%
	Other Securities				476,116,408		3.2	%
TOTAL HEALTH CARE					605,084,997		4.0	%
INDUSTRIALS — (18.5%)
#	Air Lease Corp.		1,906,656		95,790,397		0.6	%
#*	Alaska Air Group, Inc.		1,852,448		79,692,313		0.5	%
*	Alight, Inc., Class A		6,985,829		63,012,178		0.4	%
#	Boise Cascade Co.		651,886		86,224,961		0.6	%
	Encore Wire Corp.		348,815		97,444,958		0.7	%
*	Gates Industrial Corp. PLC		3,767,726		66,387,332		0.4	%
#	GATX Corp.		750,478		91,828,488		0.6	%
*	Kirby Corp.		837,100		91,352,723		0.6	%
*	SkyWest, Inc.		1,078,678		78,775,854		0.5	%
	Other Securities				2,157,466,821		14.6	%
TOTAL INDUSTRIALS					2,907,976,025		19.5	%
INFORMATION TECHNOLOGY — (6.5%)
	Amkor Technology, Inc.		4,431,293		143,352,329		1.0	%
	Avnet, Inc.		1,966,781		96,116,588		0.7	%
*	Sanmina Corp.		1,322,942		80,262,891		0.6	%
	Other Securities				698,065,413		4.5	%
TOTAL INFORMATION TECHNOLOGY					1,017,797,221		6.8	%
MATERIALS — (7.7%)
	Ashland, Inc.		721,280		68,759,622		0.5	%
	Carpenter Technology Corp.		1,018,558		87,290,421		0.6	%
	Commercial Metals Co.		1,935,823		104,031,128		0.7	%
	Element Solutions, Inc.		3,805,131		88,012,680		0.6	%
#	U.S. Steel Corp.		2,597,186		94,797,289		0.6	%
	Other Securities				775,937,804		5.2	%
TOTAL MATERIALS					1,218,828,944		8.2	%
REAL ESTATE — (0.9%)
	Other Securities				140,748,198		0.9	%
UTILITIES — (0.3%)
	Other Securities				51,778,208		0.3	%
TOTAL COMMON STOCKS					14,555,144,280		97.4	%
PREFERRED STOCKS — (0.0%)
COMMUNICATION SERVICES — (0.0%)
	Other Security				167,756		0.0	%
INDUSTRIALS — (0.0%)
	Other Security				4,426,342		0.1	%
TOTAL PREFERRED STOCKS					4,594,098		0.1	%
TOTAL INVESTMENT SECURITIES (Cost $9,996,151,707)					14,559,738,378

23

U.S. SMALL CAP VALUE PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
TEMPORARY CASH INVESTMENTS — (2.6%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		407,039,495	$	407,039,495		2.7	%
SECURITIES LENDING COLLATERAL — (4.9%)
@§	The DFA Short Term Investment Fund		67,079,579		775,976,572		5.2	%
TOTAL INVESTMENTS—(100.0%) (Cost $11,179,186,492)				$	15,742,754,445		105.4	%

As of April 30, 2024, U.S. Small Cap Value Portfolio had entered into the following outstanding futures contracts:

Description	Number of Contracts		Expiration Date		Notional Value		Market Value		Unrealized Appreciation (Depreciation)
Long Position Contracts:
S&P 500® Emini Index		1,448		06/21/24	$	366,222,912	$	366,850,800	$	627,888
Total Futures Contracts					$	366,222,912	$	366,850,800	$	627,888

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3			Total
Assets
Common Stocks
Communication Services	$	312,182,300		—		—		$	312,182,300
Consumer Discretionary		2,289,057,279	$	351,708		—			2,289,408,987
Consumer Staples		604,406,096		1,414,778		—			605,820,874
Energy		1,736,316,617		—		—			1,736,316,617
Financials		3,668,818,827		383,082		—			3,669,201,909
Health Care		603,625,637		—	$	1,459,360			605,084,997
Industrials		2,907,872,542		103,483		—			2,907,976,025
Information Technology		1,017,797,221		—		—			1,017,797,221
Materials		1,215,911,672		967,953		1,949,319			1,218,828,944
Real Estate		140,748,198		—		—			140,748,198
Utilities		51,778,208		—		—			51,778,208
Preferred Stocks
Communication Services		167,756		—		—			167,756
Industrials		4,426,342		—		—			4,426,342
Temporary Cash Investments		407,039,495		—		—			407,039,495
Securities Lending Collateral		—		775,976,572		—			775,976,572
Total Investments in Securities	$	14,960,148,190	$	779,197,576	$	3,408,679	<>	$	15,742,754,445
Financial Instruments
Assets
Futures Contracts**		627,888		—		—			627,888
Total Financial Instruments	$	627,888		—		—		$	627,888

** Valued at the unrealized appreciation/(depreciation) on the investment.

24

U.S. SMALL CAP VALUE PORTFOLIO

CONTINUED

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

25

U.S. CORE EQUITY 1 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (97.4%)
COMMUNICATION SERVICES — (7.2%)
*	Alphabet, Inc., Class A		2,905,839	$	473,012,472		1.5	%
*	Alphabet, Inc., Class C		2,559,387		421,377,476		1.3	%
	Comcast Corp., Class A		3,950,603		150,557,480		0.5	%
	Meta Platforms, Inc., Class A		1,273,355		547,759,120		1.7	%
*	Netflix, Inc.		170,109		93,668,820		0.3	%
	Verizon Communications, Inc.		3,523,916		139,159,443		0.4	%
	Walt Disney Co.		813,577		90,388,405		0.3	%
	Other Securities				458,193,235		1.3	%
TOTAL COMMUNICATION SERVICES					2,374,116,451		7.3	%
CONSUMER DISCRETIONARY — (10.4%)
*	Amazon.com, Inc.		4,523,073		791,537,775		2.4	%
	Home Depot, Inc.		578,985		193,508,367		0.6	%
	McDonald’s Corp.		392,232		107,095,025		0.3	%
*	Tesla, Inc.		639,441		117,196,746		0.4	%
	Other Securities				2,219,024,789		6.8	%
TOTAL CONSUMER DISCRETIONARY					3,428,362,702		10.5	%
CONSUMER STAPLES — (5.8%)
	Coca-Cola Co.		2,283,694		141,063,778		0.4	%
	Costco Wholesale Corp.		244,634		176,845,919		0.6	%
	PepsiCo, Inc.		977,554		171,961,524		0.5	%
	Procter & Gamble Co.		1,494,389		243,884,285		0.8	%
	Walmart, Inc.		2,593,329		153,914,076		0.5	%
	Other Securities				1,039,336,461		3.1	%
TOTAL CONSUMER STAPLES					1,927,006,043		5.9	%
ENERGY — (6.2%)
	Chevron Corp.		1,195,783		192,843,924		0.6	%
	ConocoPhillips		1,164,407		146,272,807		0.5	%
	Exxon Mobil Corp.		3,891,009		460,189,634		1.4	%
	Other Securities				1,244,796,654		3.8	%
TOTAL ENERGY					2,044,103,019		6.3	%
FINANCIALS — (14.5%)
	American Express Co.		431,793		101,052,516		0.3	%
	Bank of America Corp.		3,912,477		144,800,774		0.5	%
*	Berkshire Hathaway, Inc., Class B		954,456		378,661,329		1.2	%
	JPMorgan Chase & Co.		2,201,688		422,151,657		1.3	%
	Mastercard, Inc., Class A		537,761		242,637,763		0.8	%
#	Visa, Inc., Class A		913,551		245,388,934		0.8	%
	Wells Fargo & Co.		1,702,102		100,968,691		0.3	%
	Other Securities				3,162,411,632		9.5	%
TOTAL FINANCIALS					4,798,073,296		14.7	%
HEALTH CARE — (10.1%)
	AbbVie, Inc.		1,188,733		193,335,535		0.6	%
	Amgen, Inc.		373,973		102,446,164		0.3	%

26

U.S. CORE EQUITY 1 PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
HEALTH CARE — (Continued)
	Eli Lilly & Co.		520,601	$	406,641,441		1.3	%
	Johnson & Johnson		1,354,074		195,785,560		0.6	%
	Merck & Co., Inc.		1,040,904		134,505,615		0.4	%
	Thermo Fisher Scientific, Inc.		171,737		97,670,267		0.3	%
	UnitedHealth Group, Inc.		497,708		240,741,360		0.8	%
	Other Securities				1,965,336,951		6.0	%
TOTAL HEALTH CARE					3,336,462,893		10.3	%
INDUSTRIALS — (13.0%)
	Caterpillar, Inc.		417,155		139,567,548		0.4	%
	Union Pacific Corp.		454,379		107,760,524		0.3	%
	Other Securities				4,058,789,749		12.5	%
TOTAL INDUSTRIALS					4,306,117,821		13.2	%
INFORMATION TECHNOLOGY — (24.1%)
	Accenture PLC, Class A		397,785		119,697,484		0.4	%
*	Adobe, Inc.		255,487		118,247,048		0.4	%
*	Advanced Micro Devices, Inc.		555,071		87,912,145		0.3	%
	Apple, Inc.		8,778,323		1,495,211,757		4.6	%
	Applied Materials, Inc.		568,804		112,992,915		0.4	%
	Broadcom, Inc.		292,283		380,046,816		1.2	%
	Cisco Systems, Inc.		2,518,417		118,315,231		0.4	%
	International Business Machines Corp.		582,556		96,820,807		0.3	%
	Microsoft Corp.		4,018,013		1,564,333,001		4.8	%
	NVIDIA Corp.		1,500,449		1,296,417,945		4.0	%
	Oracle Corp.		840,214		95,574,343		0.3	%
	QUALCOMM, Inc.		801,076		132,858,455		0.4	%
	Texas Instruments, Inc.		748,830		132,108,589		0.4	%
	Other Securities				2,241,870,282		6.6	%
TOTAL INFORMATION TECHNOLOGY					7,992,406,818		24.5	%
MATERIALS — (3.7%)
	Linde PLC		225,284		99,341,233		0.3	%
	Other Securities				1,132,252,753		3.5	%
TOTAL MATERIALS					1,231,593,986		3.8	%
REAL ESTATE — (0.3%)
	Other Securities				86,369,277		0.3	%
UTILITIES — (2.1%)
	Other Securities				711,407,127		2.2	%
TOTAL COMMON STOCKS					32,236,019,433		99.0	%
PREFERRED STOCKS — (0.0%)
COMMUNICATION SERVICES — (0.0%)
	Other Security				168,913		0.0	%
CONSUMER DISCRETIONARY — (0.0%)
	Other Security				455,144		0.0	%

27

U.S. Core Equity 1 PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
INDUSTRIALS — (0.0%)
	Other Security			$	1,422,948		0.0	%
TOTAL PREFERRED STOCKS					2,047,005		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $11,473,312,729)					32,238,066,438
TEMPORARY CASH INVESTMENTS — (0.9%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		313,041,451		313,041,451		1.0	%
SECURITIES LENDING COLLATERAL — (1.7%)
@§	The DFA Short Term Investment Fund		48,126,464		556,726,934		1.7	%
TOTAL INVESTMENTS—(100.0%) (Cost $12,343,078,129)				$	33,107,834,823		101.7	%

As of April 30, 2024, U.S. Core Equity 1 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		1,130		06/21/24	$	294,422,254	$	286,285,500	$	(8,136,754	)
Total Futures Contracts					$	294,422,254	$	286,285,500	$	(8,136,754	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	2,373,967,155	$	149,296		—	$	2,374,116,451
Consumer Discretionary		3,428,352,242		10,460		—		3,428,362,702
Consumer Staples		1,926,908,151		97,892		—		1,927,006,043
Energy		2,044,103,019		—		—		2,044,103,019
Financials		4,798,070,696		2,600		—		4,798,073,296
Health Care		3,335,441,892		—	$	1,021,001		3,336,462,893
Industrials		4,305,057,297		1,053,368		7,156		4,306,117,821
Information Technology		7,992,207,836		198,982		—		7,992,406,818
Materials		1,231,361,941		—		232,045		1,231,593,986
Real Estate		86,329,812		39,465		—		86,369,277
Utilities		711,407,127		—		—		711,407,127
Preferred Stocks
Communication Services		168,913		—		—		168,913
Consumer Discretionary		455,144		—		—		455,144
Industrials		1,422,948		—		—		1,422,948

28

U.S. CORE EQUITY 1 PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
Temporary Cash Investments	$	313,041,451			—		—		$	313,041,451
Securities Lending Collateral		—		$	556,726,934		—			556,726,934
Total Investments in Securities	$	32,548,295,624		$	558,278,997	$	1,260,202	<>	$	33,107,834,823
Financial Instruments
Liabilities
Futures Contracts**		(8,136,754	)		—		—			(8,136,754	)
Total Financial Instruments	$	(8,136,754	)		—		—		$	(8,136,754	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

29

U.S. CORE EQUITY 2 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (97.4%)
COMMUNICATION SERVICES — (6.1%)
*	Alphabet, Inc., Class A		2,677,497	$	435,842,962		1.4	%
*	Alphabet, Inc., Class C		1,961,540		322,947,946		1.0	%
	Comcast Corp., Class A		3,103,081		118,258,417		0.4	%
	Meta Platforms, Inc., Class A		917,389		394,633,226		1.3	%
	Verizon Communications, Inc.		2,275,706		89,867,630		0.3	%
	Other Securities				603,813,412		1.8	%
TOTAL COMMUNICATION SERVICES					1,965,363,593		6.2	%
CONSUMER DISCRETIONARY — (9.9%)
*	Amazon.com, Inc.		3,334,764		583,583,700		1.8	%
	Home Depot, Inc.		543,803		181,749,839		0.6	%
	Other Securities				2,437,623,588		7.7	%
TOTAL CONSUMER DISCRETIONARY					3,202,957,127		10.1	%
CONSUMER STAPLES — (5.9%)
	Coca-Cola Co.		2,221,306		137,210,072		0.4	%
	Costco Wholesale Corp.		139,674		100,970,335		0.3	%
	Kroger Co.		1,328,188		73,555,051		0.2	%
	PepsiCo, Inc.		986,623		173,556,852		0.6	%
	Procter & Gamble Co.		1,475,717		240,837,014		0.8	%
	Walmart, Inc.		2,286,919		135,728,643		0.4	%
	Other Securities				1,041,286,065		3.3	%
TOTAL CONSUMER STAPLES					1,903,144,032		6.0	%
ENERGY — (6.3%)
	Chevron Corp.		1,182,652		190,726,288		0.6	%
	ConocoPhillips		1,162,116		145,985,012		0.5	%
	Exxon Mobil Corp.		2,780,914		328,898,699		1.0	%
	Other Securities				1,362,524,388		4.3	%
TOTAL ENERGY					2,028,134,387		6.4	%
FINANCIALS — (15.4%)
	Bank of America Corp.		3,352,939		124,092,272		0.4	%
*	Berkshire Hathaway, Inc., Class B		813,088		322,576,402		1.0	%
	JPMorgan Chase & Co.		1,819,978		348,962,582		1.1	%
	Mastercard, Inc., Class A		491,098		221,583,418		0.7	%
	Morgan Stanley		871,822		79,196,310		0.3	%
#	Visa, Inc., Class A		909,954		244,422,744		0.8	%
	Wells Fargo & Co.		1,742,572		103,369,371		0.3	%
	Other Securities				3,521,717,919		11.0	%
TOTAL FINANCIALS					4,965,921,018		15.6	%
HEALTH CARE — (10.4%)
	AbbVie, Inc.		1,169,550		190,215,612		0.6	%
	Amgen, Inc.		365,932		100,243,412		0.3	%
	Eli Lilly & Co.		462,619		361,351,701		1.1	%
	Johnson & Johnson		1,844,193		266,651,866		0.9	%
	Merck & Co., Inc.		808,550		104,480,831		0.3	%

30

U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
HEALTH CARE — (Continued)
	Pfizer, Inc.		2,901,462	$	74,335,456		0.2	%
	Thermo Fisher Scientific, Inc.		147,912		84,120,513		0.3	%
	UnitedHealth Group, Inc.		503,119		243,358,660		0.8	%
	Other Securities				1,944,282,835		6.1	%
TOTAL HEALTH CARE					3,369,040,886		10.6	%
INDUSTRIALS — (14.1%)
	Caterpillar, Inc.		426,704		142,762,357		0.5	%
	Deere & Co.		216,269		84,649,849		0.3	%
	Honeywell International, Inc.		381,428		73,512,618		0.2	%
	Lockheed Martin Corp.		161,715		75,186,155		0.2	%
	Union Pacific Corp.		437,167		103,678,526		0.3	%
	Other Securities				4,082,935,507		12.8	%
TOTAL INDUSTRIALS					4,562,725,012		14.3	%
INFORMATION TECHNOLOGY — (23.2%)
	Accenture PLC, Class A		449,831		135,358,646		0.4	%
*	Adobe, Inc.		173,720		80,402,828		0.3	%
	Apple, Inc.		8,343,456		1,421,140,860		4.5	%
	Applied Materials, Inc.		476,792		94,714,731		0.3	%
	Broadcom, Inc.		214,673		279,132,862		0.9	%
	Cisco Systems, Inc.		2,247,906		105,606,624		0.3	%
	International Business Machines Corp.		547,292		90,959,930		0.3	%
	Microsoft Corp.		3,889,402		1,514,260,881		4.8	%
	NVIDIA Corp.		1,461,559		1,262,816,207		4.0	%
	Oracle Corp.		832,941		94,747,039		0.3	%
	QUALCOMM, Inc.		817,724		135,619,525		0.4	%
	Texas Instruments, Inc.		673,110		118,750,066		0.4	%
	Other Securities				2,175,982,094		6.7	%
TOTAL INFORMATION TECHNOLOGY					7,509,492,293		23.6	%
MATERIALS — (4.0%)
	Linde PLC		189,850		83,716,256		0.3	%
	Other Securities				1,217,365,527		3.8	%
TOTAL MATERIALS					1,301,081,783		4.1	%
REAL ESTATE — (0.3%)
	Other Securities				111,388,923		0.3	%
UTILITIES — (1.8%)
	Other Securities				575,657,050		1.8	%
TOTAL COMMON STOCKS					31,494,906,104		99.0	%
PREFERRED STOCKS — (0.0%)
COMMUNICATION SERVICES — (0.0%)
	Other Security				169,714		0.0	%
CONSUMER DISCRETIONARY — (0.0%)
	Other Security				448,957		0.0	%

31

U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
INDUSTRIALS — (0.0%)
	Other Security			$	1,941,644		0.0	%
TOTAL PREFERRED STOCKS					2,560,315		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $12,890,421,919)					31,497,466,419
TEMPORARY CASH INVESTMENTS — (0.9%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		304,555,123		304,555,123		1.0	%
SECURITIES LENDING COLLATERAL — (1.7%)
@§	The DFA Short Term Investment Fund		46,549,580		538,485,536		1.7	%
TOTAL INVESTMENTS—(100.0%) (Cost $13,733,482,608)				$	32,340,507,078		101.7	%

As of April 30, 2024, U.S. Core Equity 2 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		1,081		06/21/24	$	272,821,145	$	273,871,350	$	1,050,205
Total Futures Contracts					$	272,821,145	$	273,871,350	$	1,050,205

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	1,965,152,427	$	211,166		—	$	1,965,363,593
Consumer Discretionary		3,202,953,208		3,919		—		3,202,957,127
Consumer Staples		1,903,008,621		135,411		—		1,903,144,032
Energy		2,028,134,387		—		—		2,028,134,387
Financials		4,965,881,037		39,981		—		4,965,921,018
Health Care		3,367,781,388		—	$	1,259,498		3,369,040,886
Industrials		4,560,427,866		2,290,149		6,997		4,562,725,012
Information Technology		7,509,312,007		179,935		351		7,509,492,293
Materials		1,300,756,360		—		325,423		1,301,081,783
Real Estate		111,269,958		118,965		—		111,388,923
Utilities		575,657,050		—		—		575,657,050
Preferred Stocks
Communication Services		169,714		—		—		169,714
Consumer Discretionary		448,957		—		—		448,957
Industrials		1,941,644		—		—		1,941,644

32

U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3			Total
Temporary Cash Investments	$	304,555,123		—		—		$	304,555,123
Securities Lending Collateral		—	$	538,485,536		—			538,485,536
Total Investments in Securities	$	31,797,449,747	$	541,465,062	$	1,592,269	<>	$	32,340,507,078
Financial Instruments
Assets
Futures Contracts**		1,050,205		—		—			1,050,205
Total Financial Instruments	$	1,050,205		—		—		$	1,050,205

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

33

U.S. VECTOR EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (95.6%)
COMMUNICATION SERVICES — (5.3%)
*	Alphabet, Inc., Class A		170,641	$	27,776,942		0.6	%
*	Alphabet, Inc., Class C		174,880		28,792,243		0.6	%
	Comcast Corp., Class A		440,297		16,779,719		0.4	%
	Meta Platforms, Inc., Class A		116,165		49,970,698		1.1	%
	Verizon Communications, Inc.		508,612		20,085,088		0.4	%
	Walt Disney Co.		87,280		9,696,808		0.2	%
	Other Securities				104,010,713		2.2	%
TOTAL COMMUNICATION SERVICES					257,112,211		5.5	%
CONSUMER DISCRETIONARY — (11.3%)
*	Amazon.com, Inc.		314,432		55,025,600		1.2	%
	General Motors Co.		281,807		12,548,866		0.3	%
	Lennar Corp., Class A		91,957		13,942,520		0.3	%
	PulteGroup, Inc.		122,349		13,632,126		0.3	%
	Toll Brothers, Inc.		94,747		11,285,315		0.3	%
	Other Securities				445,260,139		9.3	%
TOTAL CONSUMER DISCRETIONARY					551,694,566		11.7	%
CONSUMER STAPLES — (4.6%)
	Procter & Gamble Co.		90,151		14,712,643		0.3	%
	Walmart, Inc.		190,017		11,277,509		0.3	%
	Other Securities				198,015,267		4.2	%
TOTAL CONSUMER STAPLES					224,005,419		4.8	%
ENERGY — (9.8%)
	Chevron Corp.		183,004		29,513,055		0.6	%
	ConocoPhillips		107,669		13,525,380		0.3	%
	Coterra Energy, Inc.		441,905		12,090,521		0.3	%
	Diamondback Energy, Inc.		88,399		17,779,691		0.4	%
	EOG Resources, Inc.		74,939		9,901,690		0.2	%
	Exxon Mobil Corp.		490,358		57,994,641		1.2	%
	Marathon Petroleum Corp.		85,987		15,625,558		0.3	%
	Valero Energy Corp.		72,578		11,603,045		0.3	%
	Other Securities				306,509,678		6.5	%
TOTAL ENERGY					474,543,259		10.1	%
FINANCIALS — (21.9%)
	Bank of America Corp.		491,054		18,173,909		0.4	%
	Bank of New York Mellon Corp.		248,319		14,027,540		0.3	%
*	Berkshire Hathaway, Inc., Class B		110,049		43,659,740		0.9	%
	Discover Financial Services		123,098		15,600,210		0.3	%
	First Citizens BancShares, Inc., Class A		7,787		13,134,800		0.3	%
	Hartford Financial Services Group, Inc.		147,540		14,295,151		0.3	%
	JPMorgan Chase & Co.		273,311		52,404,651		1.1	%
	Morgan Stanley		121,949		11,077,847		0.2	%
	Prudential Financial, Inc.		149,872		16,557,859		0.4	%
	Travelers Cos., Inc.		89,577		19,004,656		0.4	%
	Wells Fargo & Co.		220,608		13,086,467		0.3	%

34

U.S. VECTOR EQUITY PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
FINANCIALS — (Continued)
	Other Securities			$	835,761,607		17.8	%
TOTAL FINANCIALS					1,066,784,437		22.7	%
HEALTH CARE — (8.6%)
*	Centene Corp.		152,830		11,165,760		0.2	%
	Cigna Group		32,553		11,622,723		0.3	%
	Johnson & Johnson		149,782		21,656,979		0.5	%
	Merck & Co., Inc.		89,572		11,574,494		0.3	%
	UnitedHealth Group, Inc.		33,343		16,128,009		0.4	%
	Other Securities				345,750,683		7.2	%
TOTAL HEALTH CARE					417,898,648		8.9	%
INDUSTRIALS — (16.5%)
	EMCOR Group, Inc.		27,082		9,672,878		0.2	%
	Johnson Controls International PLC		191,281		12,446,655		0.3	%
	RTX Corp.		107,084		10,871,168		0.2	%
	Other Securities				770,218,054		16.4	%
TOTAL INDUSTRIALS					803,208,755		17.1	%
INFORMATION TECHNOLOGY — (9.5%)
*	Advanced Micro Devices, Inc.		75,622		11,977,012		0.3	%
	Amkor Technology, Inc.		308,829		9,990,618		0.2	%
	Intel Corp.		359,241		10,946,073		0.2	%
	Micron Technology, Inc.		131,794		14,887,450		0.3	%
#*	Super Micro Computer, Inc.		40,553		34,826,916		0.7	%
	Other Securities				377,956,048		8.1	%
TOTAL INFORMATION TECHNOLOGY					460,584,117		9.8	%
MATERIALS — (6.7%)
	Dow, Inc.		258,845		14,728,280		0.3	%
	Linde PLC		28,454		12,547,076		0.3	%
	Nucor Corp.		119,369		20,117,258		0.4	%
	Steel Dynamics, Inc.		93,151		12,120,808		0.3	%
	Other Securities				266,881,356		5.6	%
TOTAL MATERIALS					326,394,778		6.9	%
REAL ESTATE — (0.6%)
	Other Securities				26,709,219		0.6	%
UTILITIES — (0.8%)
	Other Securities				40,526,088		0.9	%
TOTAL COMMON STOCKS					4,649,461,497		99.0	%
PREFERRED STOCKS — (0.0%)
COMMUNICATION SERVICES — (0.0%)
	Other Security				168,157		0.0	%

35

U.S. VECTOR EQUITY PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
INDUSTRIALS — (0.0%)
	Other Security			$	629,375		0.0	%
TOTAL PREFERRED STOCKS					797,532		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $2,185,388,231)					4,650,259,029
TEMPORARY CASH INVESTMENTS — (0.9%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		44,644,690		44,644,690		1.0	%
SECURITIES LENDING COLLATERAL — (3.5%)
@§	The DFA Short Term Investment Fund		14,719,112		170,270,687		3.6	%
TOTAL INVESTMENTS—(100.0%) (Cost $2,400,303,608)				$	4,865,174,406		103.6	%

As of April 30, 2024, U.S. Vector 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		158		06/21/24	$	41,168,374	$	40,029,300	$	(1,139,074	)
Total Futures Contracts					$	41,168,374	$	40,029,300	$	(1,139,074	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3			Total
Assets
Common Stocks
Communication Services	$	257,029,797	$	82,414		—		$	257,112,211
Consumer Discretionary		551,640,402		54,164		—			551,694,566
Consumer Staples		223,931,735		73,684		—			224,005,419
Energy		474,543,259		—		—			474,543,259
Financials		1,066,759,499		24,938		—			1,066,784,437
Health Care		417,270,917		588	$	627,143			417,898,648
Industrials		802,646,857		558,618		3,280			803,208,755
Information Technology		460,480,150		103,967		—			460,584,117
Materials		326,300,574		—		94,204			326,394,778
Real Estate		26,696,064		13,155		—			26,709,219
Utilities		40,526,088		—		—			40,526,088
Preferred Stocks
Communication Services		168,157		—		—			168,157
Industrials		629,375		—		—			629,375
Temporary Cash Investments		44,644,690		—		—			44,644,690
Securities Lending Collateral		—		170,270,687		—			170,270,687
Total Investments in Securities	$	4,693,267,564	$	171,182,215	$	724,627	<>	$	4,865,174,406

36

U.S. VECTOR EQUITY PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Financial Instruments
Liabilities
Futures Contracts**	$	(1,139,074	)		—		—	$	(1,139,074	)
Total Financial Instruments	$	(1,139,074	)		—		—	$	(1,139,074	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

37

U.S. SMALL CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (91.3%)
COMMUNICATION SERVICES — (2.0%)
	Other Securities			$	330,579,185		2.2	%
CONSUMER DISCRETIONARY — (13.3%)
#*	Abercrombie & Fitch Co., Class A		307,692		37,390,732		0.3	%
#	Installed Building Products, Inc.		204,686		48,250,631		0.3	%
	KB Home		580,762		37,610,147		0.3	%
	Meritage Homes Corp.		232,019		38,454,829		0.3	%
#	Signet Jewelers Ltd.		323,386		31,701,530		0.2	%
*	Taylor Morrison Home Corp.		788,528		44,165,453		0.3	%
*	Valvoline, Inc.		876,190		37,255,599		0.3	%
	Other Securities				1,872,714,672		12.4	%
TOTAL CONSUMER DISCRETIONARY					2,147,543,593		14.4	%
CONSUMER STAPLES — (4.1%)
	Coca-Cola Consolidated, Inc.		51,279		42,356,454		0.3	%
#*	elf Beauty, Inc.		263,111		42,763,431		0.3	%
*	Sprouts Farmers Market, Inc.		644,318		42,544,318		0.3	%
	Other Securities				527,072,555		3.5	%
TOTAL CONSUMER STAPLES					654,736,758		4.4	%
ENERGY — (5.3%)
#	SM Energy Co.		724,577		35,134,739		0.2	%
	Other Securities				817,335,508		5.5	%
TOTAL ENERGY					852,470,247		5.7	%
FINANCIALS — (18.0%)
	Evercore, Inc., Class A		245,542		44,565,873		0.3	%
	FirstCash Holdings, Inc.		296,366		33,483,431		0.2	%
	RLI Corp.		227,887		32,211,827		0.2	%
	Selective Insurance Group, Inc.		392,412		39,888,680		0.3	%
	White Mountains Insurance Group Ltd.		19,195		34,131,397		0.2	%
	Other Securities				2,732,983,880		18.4	%
TOTAL FINANCIALS					2,917,265,088		19.6	%
HEALTH CARE — (8.4%)
*	CorVel Corp.		146,325		34,949,726		0.2	%
#	Ensign Group, Inc.		373,872		44,251,490		0.3	%
*	Tenet Healthcare Corp.		341,457		38,342,207		0.3	%
	Other Securities				1,241,443,628		8.3	%
TOTAL HEALTH CARE					1,358,987,051		9.1	%
INDUSTRIALS — (19.9%)
#	AAON, Inc.		532,919		50,142,349		0.3	%
	Acuity Brands, Inc.		134,727		33,452,714		0.2	%
	Applied Industrial Technologies, Inc.		248,688		45,572,076		0.3	%
	Armstrong World Industries, Inc.		322,195		37,013,762		0.3	%
#	Atkore, Inc.		241,573		42,347,747		0.3	%
*	Beacon Roofing Supply, Inc.		454,581		44,789,866		0.3	%

38

U.S. SMALL CAP PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
INDUSTRIALS — (Continued)
#	Boise Cascade Co.		301,831	$	39,923,186		0.3	%
#	Comfort Systems USA, Inc.		262,154		81,113,069		0.6	%
	Federal Signal Corp.		401,231		32,620,080		0.2	%
*	FTI Consulting, Inc.		155,073		33,159,260		0.2	%
	Moog, Inc., Class A		206,931		32,916,514		0.2	%
	MSA Safety, Inc.		252,424		45,537,290		0.3	%
#	Mueller Industries, Inc.		755,017		42,145,049		0.3	%
#	Simpson Manufacturing Co., Inc.		335,531		58,345,486		0.4	%
	Timken Co.		422,591		37,703,569		0.3	%
	UFP Industries, Inc.		399,275		44,998,292		0.3	%
	Watts Water Technologies, Inc., Class A		180,152		35,752,966		0.2	%
	Other Securities				2,490,074,597		16.7	%
TOTAL INDUSTRIALS					3,227,607,872		21.7	%
INFORMATION TECHNOLOGY — (11.5%)
	Amkor Technology, Inc.		1,421,213		45,976,241		0.3	%
#	Badger Meter, Inc.		192,848		35,275,756		0.2	%
*	Fabrinet		238,552		41,286,195		0.3	%
#*	Insight Enterprises, Inc.		218,092		39,817,056		0.3	%
#*	Novanta, Inc.		235,809		36,904,108		0.2	%
#*	Onto Innovation, Inc.		284,331		52,740,557		0.4	%
*	Qualys, Inc.		264,495		43,353,375		0.3	%
	Other Securities				1,565,829,414		10.5	%
TOTAL INFORMATION TECHNOLOGY					1,861,182,702		12.5	%
MATERIALS — (5.6%)
#*	ATI, Inc.		615,494		36,744,992		0.3	%
#	Cabot Corp.		370,571		33,807,192		0.2	%
	Commercial Metals Co.		715,898		38,472,359		0.3	%
	Eagle Materials, Inc.		130,521		32,722,920		0.2	%
#	Element Solutions, Inc.		1,739,840		40,242,499		0.3	%
	Louisiana-Pacific Corp.		475,096		34,772,276		0.2	%
	Other Securities				694,075,593		4.6	%
TOTAL MATERIALS					910,837,831		6.1	%
REAL ESTATE — (0.6%)
	Other Securities				96,704,284		0.6	%
UTILITIES — (2.6%)
	Other Securities				411,785,654		2.8	%
TOTAL COMMON STOCKS					14,769,700,265		99.1	%
PREFERRED STOCKS — (0.0%)
COMMUNICATION SERVICES — (0.0%)
	Other Security				151,988		0.0	%
INDUSTRIALS — (0.0%)
	Other Security				3,399,850		0.0	%
TOTAL PREFERRED STOCKS					3,551,838		0.0	%

39

U.S. SMALL CAP PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
RIGHTS/WARRANTS — (0.0%)
FINANCIALS — (0.0%)
	Other Security			$	127		0.0	%
TOTAL RIGHTS/WARRANTS					127		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $8,488,672,281)					14,773,252,230
TEMPORARY CASH INVESTMENTS — (0.8%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		139,331,546		139,331,546		0.9	%
SECURITIES LENDING COLLATERAL — (7.9%)
@§	The DFA Short Term Investment Fund		110,365,111		1,276,703,601		8.6	%
TOTAL INVESTMENTS—(100.0%) (Cost $9,904,718,683)				$	16,189,287,377		108.6	%

As of April 30, 2024, U.S. Small Cap 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		527		06/21/24	$	138,389,383	$	133,515,450	$	(4,873,933	)
Total Futures Contracts					$	138,389,383	$	133,515,450	$	(4,873,933	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	330,538,617	$	40,568		—	$	330,579,185
Consumer Discretionary		2,147,543,593		—		—		2,147,543,593
Consumer Staples		654,572,191		164,567		—		654,736,758
Energy		852,470,247		—		—		852,470,247
Financials		2,917,183,245		81,843		—		2,917,265,088
Health Care		1,356,677,026		—	$	2,310,025		1,358,987,051
Industrials		3,227,588,946		11,067		7,859		3,227,607,872
Information Technology		1,861,175,637		—		7,065		1,861,182,702
Materials		909,991,823		—		846,008		910,837,831
Real Estate		96,695,514		8,770		—		96,704,284
Utilities		411,785,654		—		—		411,785,654
Preferred Stocks
Communication Services		151,988		—		—		151,988
Industrials		3,399,850		—		—		3,399,850

40

U.S. SMALL CAP PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
Rights/Warrants
Financials		—		$	127		—		$	127
Temporary Cash Investments	$	139,331,546			—		—			139,331,546
Securities Lending Collateral		—			1,276,703,601		—			1,276,703,601
Total Investments in Securities	$	14,909,105,877		$	1,277,010,543	$	3,170,957	<>	$	16,189,287,377
Financial Instruments
Liabilities
Futures Contracts**		(4,873,933	)		—		—			(4,873,933	)
Total Financial Instruments	$	(4,873,933	)		—		—		$	(4,873,933	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

41

U.S. MICRO CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (92.4%)
COMMUNICATION SERVICES — (2.6%)
	Other Securities			$	189,925,966		2.8	%
CONSUMER DISCRETIONARY — (13.9%)
#*	Abercrombie & Fitch Co., Class A		309,087		37,560,252		0.6	%
#	American Eagle Outfitters, Inc.		862,452		20,923,086		0.3	%
#*	Boot Barn Holdings, Inc.		218,493		23,262,950		0.3	%
*	Cavco Industries, Inc.		67,389		24,543,748		0.4	%
#*	Modine Manufacturing Co.		300,478		27,833,277		0.4	%
*	ODP Corp.		343,644		17,494,916		0.3	%
#	Signet Jewelers Ltd.		195,670		19,181,530		0.3	%
#*	Stride, Inc.		307,962		20,556,463		0.3	%
*	Tri Pointe Homes, Inc.		625,733		23,058,261		0.3	%
#*	Vista Outdoor, Inc.		499,839		17,539,351		0.3	%
	Other Securities				774,607,746		11.4	%
TOTAL CONSUMER DISCRETIONARY					1,006,561,580		14.9	%
CONSUMER STAPLES — (3.6%)
	Other Securities				263,390,513		3.9	%
ENERGY — (5.3%)
	CNX Resources Corp.		1,161,237		27,312,294		0.4	%
	Scorpio Tankers, Inc.		281,079		19,776,719		0.3	%
#*	Tidewater, Inc.		228,378		20,976,519		0.3	%
	Other Securities				315,429,094		4.7	%
TOTAL ENERGY					383,494,626		5.7	%
FINANCIALS — (19.3%)
	BancFirst Corp.		237,248		21,155,404		0.3	%
	First BanCorp.		1,576,127		27,188,191		0.4	%
*	NMI Holdings, Inc., Class A		581,320		17,939,535		0.3	%
	Piper Sandler Cos		134,207		26,276,389		0.4	%
	Other Securities				1,305,542,916		19.2	%
TOTAL FINANCIALS					1,398,102,435		20.6	%
HEALTH CARE — (10.3%)
*	CorVel Corp.		158,162		37,776,994		0.6	%
#*	Krystal Biotech, Inc.		144,924		22,190,763		0.3	%
*	Prestige Consumer Healthcare, Inc.		285,192		20,465,378		0.3	%
*	RadNet, Inc.		388,934		18,863,299		0.3	%
	Other Securities				650,894,171		9.6	%
TOTAL HEALTH CARE					750,190,605		11.1	%
INDUSTRIALS — (18.9%)
*	AAR Corp.		264,917		18,316,361		0.3	%
*	AeroVironment, Inc.		140,696		22,481,814		0.3	%
	Alamo Group, Inc.		91,149		17,717,543		0.3	%
#	ArcBest Corp.		191,857		21,278,860		0.3	%
	Boise Cascade Co.		282,825		37,409,263		0.6	%
	CBIZ, Inc.		406,188		28,912,462		0.4	%

42

U.S. MICRO CAP PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
INDUSTRIALS — (Continued)
	Encore Wire Corp.		84,933	$	23,726,883		0.4	%
	Enpro, Inc.		125,591		18,854,977		0.3	%
	ESCO Technologies, Inc.		174,924		17,746,040		0.3	%
	Federal Signal Corp.		239,038		19,433,789		0.3	%
*	GMS, Inc.		223,238		20,653,980		0.3	%
	Griffon Corp.		402,713		26,385,756		0.4	%
	ICF International, Inc.		129,423		18,674,445		0.3	%
*	IES Holdings, Inc.		156,480		21,143,578		0.3	%
#	Kadant, Inc.		84,503		23,136,076		0.3	%
	Matson, Inc.		225,848		24,341,897		0.4	%
	McGrath RentCorp.		167,761		17,893,388		0.3	%
*	MYR Group, Inc.		136,039		22,616,484		0.3	%
*	SPX Technologies, Inc.		173,830		21,174,232		0.3	%
	Other Securities				950,350,130		13.9	%
TOTAL INDUSTRIALS					1,372,247,958		20.3	%
INFORMATION TECHNOLOGY — (10.2%)
*	FormFactor, Inc.		482,486		21,514,051		0.3	%
*	Plexus Corp.		205,049		20,712,000		0.3	%
	Other Securities				699,378,613		10.3	%
TOTAL INFORMATION TECHNOLOGY					741,604,664		10.9	%
MATERIALS — (5.1%)
#	Alpha Metallurgical Resources, Inc.		65,382		21,387,760		0.3	%
	Carpenter Technology Corp.		256,503		21,982,307		0.3	%
	Innospec, Inc.		180,162		21,619,440		0.3	%
	Materion Corp.		151,333		17,394,215		0.3	%
	U.S. Lime & Minerals, Inc.		58,620		18,172,200		0.3	%
	Other Securities				272,128,845		4.0	%
TOTAL MATERIALS					372,684,767		5.5	%
REAL ESTATE — (1.1%)
#	St. Joe Co.		421,390		24,103,508		0.4	%
	Other Securities				52,751,473		0.7	%
TOTAL REAL ESTATE					76,854,981		1.1	%
UTILITIES — (2.1%)
#	Otter Tail Corp.		270,818		23,117,024		0.3	%
	Other Securities				126,651,110		1.9	%
TOTAL UTILITIES					149,768,134		2.2	%
TOTAL COMMON STOCKS					6,704,826,229		99.0	%
PREFERRED STOCKS — (0.0%)
COMMUNICATION SERVICES — (0.0%)
	Other Security				162,397		0.0	%

43

U.S. MICRO CAP PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
INDUSTRIALS — (0.0%)
	Other Security			$	1,465,278		0.0	%
TOTAL PREFERRED STOCKS					1,627,675		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $3,764,183,110)					6,706,453,904
TEMPORARY CASH INVESTMENTS — (0.9%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		65,400,025		65,400,025		1.0	%
SECURITIES LENDING COLLATERAL — (6.7%)
@§	The DFA Short Term Investment Fund		42,232,036		488,540,195		7.2	%
TOTAL INVESTMENTS—(100.0%) (Cost $4,318,116,864)				$	7,260,394,124		107.2	%

As of April 30, 2024, U.S. Micro Cap 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		243		06/21/24	$	62,217,347	$	61,564,050	$	(653,297	)
Total Futures Contracts					$	62,217,347	$	61,564,050	$	(653,297	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3			Total
Assets
Common Stocks
Communication Services	$	189,757,360	$	168,606		—		$	189,925,966
Consumer Discretionary		1,006,347,048		214,532		—			1,006,561,580
Consumer Staples		262,735,545		654,968		—			263,390,513
Energy		383,494,626		—		—			383,494,626
Financials		1,397,870,136		232,299		—			1,398,102,435
Health Care		748,694,041		—	$	1,496,564			750,190,605
Industrials		1,372,218,507		—		29,451			1,372,247,958
Information Technology		741,601,740		—		2,924			741,604,664
Materials		372,212,863		—		471,904			372,684,767
Real Estate		76,736,586		118,395		—			76,854,981
Utilities		149,768,134		—		—			149,768,134
Preferred Stocks
Communication Services		162,397		—		—			162,397
Industrials		1,465,278		—		—			1,465,278
Temporary Cash Investments		65,400,025		—		—			65,400,025
Securities Lending Collateral		—		488,540,195		—			488,540,195
Total Investments in Securities	$	6,768,464,286	$	489,928,995	$	2,000,843	<>	$	7,260,394,124

44

U.S. MICRO CAP PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Financial Instruments
Liabilities
Futures Contracts**	$	(653,297	)		—		—	$	(653,297	)
Total Financial Instruments	$	(653,297	)		—		—	$	(653,297	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

45

U.S. HIGH RELATIVE PROFITABILITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (99.1%)
COMMUNICATION SERVICES — (0.7%)
	Other Securities			$	35,087,886		0.7	%
CONSUMER DISCRETIONARY — (9.9%)
	Home Depot, Inc.		400,450		133,838,399		2.7	%
	Ross Stores, Inc.		295,258		38,250,674		0.8	%
*	Royal Caribbean Cruises Ltd.		201,738		28,168,677		0.6	%
	TJX Cos., Inc.		600,719		56,521,651		1.1	%
	Other Securities				233,430,413		4.7	%
TOTAL CONSUMER DISCRETIONARY					490,209,814		9.9	%
CONSUMER STAPLES — (10.1%)
	Coca-Cola Co.		1,429,132		88,277,484		1.8	%
	Kroger Co.		743,305		41,164,231		0.8	%
	PepsiCo, Inc.		689,790		121,340,959		2.5	%
	Procter & Gamble Co.		274,144		44,740,301		0.9	%
	Sysco Corp.		391,024		29,060,904		0.6	%
	Target Corp.		269,232		43,340,967		0.9	%
	Other Securities				132,197,032		2.6	%
TOTAL CONSUMER STAPLES					500,121,878		10.1	%
ENERGY — (5.8%)
	Cheniere Energy, Inc.		193,073		30,470,781		0.6	%
	ConocoPhillips		445,887		56,012,325		1.1	%
	Devon Energy Corp.		572,583		29,304,798		0.6	%
	Occidental Petroleum Corp.		515,971		34,126,322		0.7	%
	Other Securities				136,660,183		2.8	%
TOTAL ENERGY					286,574,409		5.8	%
FINANCIALS — (10.9%)
	American Express Co.		225,384		52,746,617		1.1	%
	Ameriprise Financial, Inc.		106,466		43,841,634		0.9	%
	Mastercard, Inc., Class A		325,683		146,948,170		3.0	%
#	Visa, Inc., Class A		777,312		208,793,776		4.2	%
	Other Securities				88,022,097		1.7	%
TOTAL FINANCIALS					540,352,294		10.9	%
HEALTH CARE — (16.0%)
	AbbVie, Inc.		819,687		133,313,894		2.7	%
	Amgen, Inc.		263,714		72,241,813		1.5	%
	Bristol-Myers Squibb Co.		1,046,076		45,964,579		0.9	%
	Eli Lilly & Co.		304,063		237,503,609		4.8	%
	Gilead Sciences, Inc.		686,662		44,770,362		0.9	%
*	IDEXX Laboratories, Inc.		63,140		31,112,866		0.6	%
	Johnson & Johnson		970,803		140,368,406		2.8	%
	Zoetis, Inc.		195,153		31,076,164		0.6	%
	Other Securities				54,344,612		1.2	%
TOTAL HEALTH CARE					790,696,305		16.0	%

46

U.S. HIGH RELATIVE PROFITABILITY PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
INDUSTRIALS — (16.6%)
	Automatic Data Processing, Inc.		186,986	$	45,230,044		0.9	%
	Caterpillar, Inc.		272,530		91,180,362		1.9	%
	Deere & Co.		143,891		56,320,376		1.1	%
	Delta Air Lines, Inc.		579,429		29,012,010		0.6	%
	Ferguson PLC		174,587		36,645,811		0.7	%
	Honeywell International, Inc.		271,386		52,304,224		1.1	%
	Illinois Tool Works, Inc.		135,400		33,052,494		0.7	%
	Lockheed Martin Corp.		112,034		52,087,968		1.1	%
	Union Pacific Corp.		319,265		75,716,887		1.5	%
	United Parcel Service, Inc., Class B		392,703		57,915,838		1.2	%
#	United Rentals, Inc.		43,257		28,895,243		0.6	%
	Waste Management, Inc.		218,335		45,418,047		0.9	%
	Other Securities				214,804,709		4.3	%
TOTAL INDUSTRIALS					818,584,013		16.6	%
INFORMATION TECHNOLOGY — (27.9%)
	Apple, Inc.		1,506,943		256,677,601		5.2	%
	Broadcom, Inc.		117,837		153,219,916		3.1	%
	International Business Machines Corp.		476,470		79,189,314		1.6	%
	KLA Corp.		62,338		42,968,960		0.9	%
	Lam Research Corp.		57,368		51,310,513		1.0	%
	Microsoft Corp.		611,844		238,209,224		4.8	%
	NVIDIA Corp.		247,401		213,759,412		4.3	%
	NXP Semiconductors NV		110,676		28,354,084		0.6	%
	Oracle Corp.		717,589		81,625,749		1.6	%
	Texas Instruments, Inc.		450,160		79,417,227		1.6	%
	Other Securities				155,614,400		3.2	%
TOTAL INFORMATION TECHNOLOGY					1,380,346,400		27.9	%
MATERIALS — (1.0%)
	Sherwin-Williams Co.		103,032		30,869,417		0.6	%
	Other Securities				15,676,478		0.4	%
TOTAL MATERIALS					46,545,895		1.0	%
UTILITIES — (0.2%)
	Other Securities				11,155,130		0.2	%
TOTAL COMMON STOCKS (Cost $3,337,302,712)					4,899,674,024		99.1	%
TEMPORARY CASH INVESTMENTS — (0.9%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		44,755,708		44,755,708		0.9	%
SECURITIES LENDING COLLATERAL — (0.0%)
@§	The DFA Short Term Investment Fund		105,696		1,222,693		0.0	%
TOTAL INVESTMENTS—(100.0%) (Cost $3,383,281,015)				$	4,945,652,425		100.0	%

47

U.S. HIGH RELATIVE PROFITABILITY PORTFOLIO

CONTINUED

As of April 30, 2024, U.S. High Relative Profitability Portfolio had entered into the following outstanding futures contracts:

Description	Number of Contracts		Expiration Date		Notional Value		Market Value		Unrealized Appreciation (Depreciation)
Long Position Contracts:
S&P 500® Emini Index		138		06/21/24	$	34,828,231	$	34,962,300	$	134,069
Total Futures Contracts					$	34,828,231	$	34,962,300	$	134,069

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	35,087,886		—		—	$	35,087,886
Consumer Discretionary		490,209,814		—		—		490,209,814
Consumer Staples		500,121,878		—		—		500,121,878
Energy		286,574,409		—		—		286,574,409
Financials		540,352,294		—		—		540,352,294
Health Care		790,696,305		—		—		790,696,305
Industrials		818,584,013		—		—		818,584,013
Information Technology		1,380,346,400		—		—		1,380,346,400
Materials		46,545,895		—		—		46,545,895
Utilities		11,155,130		—		—		11,155,130
Temporary Cash Investments		44,755,708		—		—		44,755,708
Securities Lending Collateral		—	$	1,222,693		—		1,222,693
Total Investments in Securities	$	4,944,429,732	$	1,222,693		—	$	4,945,652,425
Financial Instruments
Assets
Futures Contracts**		134,069		—		—		134,069
Total Financial Instruments	$	134,069		—		—	$	134,069

** Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

48

DFA REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (98.4%)
REAL ESTATE — (98.4%)
	Agree Realty Corp.		569,263	$	32,573,229		0.5	%
	Alexandria Real Estate Equities, Inc.		941,006		109,034,365		1.7	%
	American Homes 4 Rent, Class A		1,854,772		66,400,838		1.0	%
	American Tower Corp.		2,658,274		456,053,487		7.0	%
	Americold Realty Trust, Inc.		1,605,427		35,271,231		0.5	%
	Apartment Income REIT Corp.		818,418		31,410,883		0.5	%
	AvalonBay Communities, Inc.		804,395		152,489,160		2.4	%
	Boston Properties, Inc.		843,818		52,223,896		0.8	%
	Brixmor Property Group, Inc.		1,701,839		37,610,642		0.6	%
	Camden Property Trust		605,959		60,401,993		0.9	%
	Crown Castle, Inc.		2,466,463		231,304,900		3.6	%
	CubeSmart.		1,273,294		51,492,009		0.8	%
	Digital Realty Trust, Inc.		1,758,298		244,016,596		3.8	%
	EastGroup Properties, Inc.		270,603		42,040,882		0.7	%
	Equinix, Inc.		538,256		382,759,224		5.9	%
	Equity LifeStyle Properties, Inc.		1,004,219		60,544,364		0.9	%
	Equity Residential		2,038,988		131,310,827		2.0	%
	Essex Property Trust, Inc.		363,648		89,548,320		1.4	%
	Extra Space Storage, Inc.		1,199,654		161,089,539		2.5	%
	Federal Realty Investment Trust		421,484		43,905,988		0.7	%
	First Industrial Realty Trust, Inc.		747,722		33,961,533		0.5	%
	Gaming & Leisure Properties, Inc.		1,533,707		65,535,300		1.0	%
	Healthcare Realty Trust, Inc., Class A		2,153,562		30,645,187		0.5	%
	Healthpeak Properties, Inc.		4,009,893		74,624,109		1.2	%
	Host Hotels & Resorts, Inc.		3,985,010		75,197,139		1.2	%
	Invitation Homes, Inc.		3,465,975		118,536,345		1.8	%
	Iron Mountain, Inc.		1,660,021		128,684,828		2.0	%
	Kimco Realty Corp.		3,819,674		71,160,527		1.1	%
	Kite Realty Group Trust		1,239,531		27,021,776		0.4	%
	Lamar Advertising Co., Class A		496,918		57,567,950		0.9	%
	Mid-America Apartment Communities, Inc.		660,888		85,915,440		1.3	%
	NNN REIT, Inc.		1,032,246		41,836,930		0.6	%
	Omega Healthcare Investors, Inc.		1,387,389		42,190,500		0.7	%
	Prologis, Inc.		5,215,444		532,236,060		8.2	%
	Public Storage		899,490		233,372,681		3.6	%
	Realty Income Corp.		4,776,584		255,738,307		3.9	%
	Regency Centers Corp.		947,124		56,088,683		0.9	%
	Rexford Industrial Realty, Inc.		1,220,255		52,239,117		0.8	%
	Ryman Hospitality Properties, Inc.		321,354		33,896,420		0.5	%
	SBA Communications Corp.		612,485		113,995,708		1.8	%
	Simon Property Group, Inc.		1,847,843		259,677,377		4.0	%
	STAG Industrial, Inc.		1,026,618		35,305,393		0.5	%
	Sun Communities, Inc.		705,942		78,585,463		1.2	%
	Terreno Realty Corp.		510,332		27,736,544		0.4	%
	UDR, Inc.		1,772,273		67,488,156		1.0	%
	Ventas, Inc.		2,286,999		101,268,316		1.6	%
	VICI Properties, Inc.		5,894,872		168,298,596		2.6	%
	Welltower, Inc.		3,209,985		305,847,371		4.7	%
	WP Carey, Inc.		1,241,072		68,060,388		1.1	%

49

DFA REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
REAL ESTATE — (Continued)
	Other Securities			$	712,304,823		10.8	%
TOTAL COMMON STOCKS (Cost $4,317,984,570)					6,426,499,340		99.0	%
TEMPORARY CASH INVESTMENTS — (1.0%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		62,161,102		62,161,102		1.0	%
SECURITIES LENDING COLLATERAL — (0.6%)
@§	The DFA Short Term Investment Fund		3,429,361		39,670,844		0.6	%
TOTAL INVESTMENTS—(100.0%) (Cost $4,419,818,637)				$	6,528,331,286		100.6	%

As of April 30, 2024, DFA Real Estate Securities 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		217		06/21/24	$	56,572,740	$	54,976,950	$	(1,595,790	)
Total Futures Contracts					$	56,572,740	$	54,976,950	$	(1,595,790	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Assets
Common Stocks
Real Estate	$	6,426,499,340			—		—	$	6,426,499,340
Temporary Cash Investments		62,161,102			—		—		62,161,102
Securities Lending Collateral		—		$	39,670,844		—		39,670,844
Total Investments in Securities	$	6,488,660,442		$	39,670,844		—	$	6,528,331,286
Financial Instruments
Liabilities
Futures Contracts**		(1,595,790	)		—		—		(1,595,790	)
Total Financial Instruments	$	(1,595,790	)		—		—	$	(1,595,790	)

** Valued at the unrealized appreciation/(depreciation) on the investment. 

See accompanying Notes to Financial Statements.

50

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

	Enhanced U.S. Large Company Portfolio*			U.S. Large Cap Equity Portfolio*		U.S. Large Cap Value Portfolio		U.S. Targeted Value Portfolio*
ASSETS:
Investments in Affiliated Investment Companies at Value		—			—	$	23,841,421		—
Investment Securities at Value (including $2,064, $23,741, $0 and $667,396 of securities on loan, respectively)	$	201,916		$	1,739,292		—	$	12,489,705
Temporary Cash Investments at Value & Cost		—			7,728		—		127,456
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $2,113, $7,620, $0 and $534,482, respectively)		2,113			7,620		—		534,486
Segregated Cash for Futures Contracts		—			—		—		5,357
Foreign Currencies at Value		2			—		—		—
Cash		16,880			—		4,581		—
Receivables:
Investment Securities Sold		—			1,907		—		12,309
Dividends and Interest		1,467			1,057		—		6,376
Securities Lending Income		—			4		—		107
Fund Shares Sold		5			216		5,894		4,244
Unrealized Gain on Forward Currency Contracts		344			—		—		—
Prepaid Expenses and Other Assets		12			14		71		66
Total Assets		222,739			1,757,838		23,851,967		13,180,106
LIABILITIES:
Payables:
Upon Return of Securities Loaned		2,112			7,633		—		534,847
Investment Securities Purchased		10,005			4,849		—		—
Fund Shares Redeemed		303			2,360		11,018		6,359
Due to Advisor		18			146		1,801		2,788
Futures Margin Variation		3,336			—		—		1,816
Unrealized Loss on Forward Currency Contracts		209			—		—		—
Accrued Expenses and Other Liabilities		33			78		926		635
Total Liabilities		16,016			15,066		13,745		546,445
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	206,723		$	1,742,772	$	23,838,222	$	12,633,661
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $206,723; $1,742,772; $23,838,222 and $12,633,661, respectively and shares outstanding of 15,747,847, 62,072,926, 506,129,295 and 404,348,821, respectively, $0.01 Par Value (1)	$	13.13		$	28.08	$	47.10	$	31.24
(1) NUMBER OF SHARES AUTHORIZED		1,000,000,000			1,000,000,000		4,000,000,000		1,500,000,000
Investment Securities at Cost	$	204,659		$	712,400		N/A	$	8,615,430
Foreign Currencies at Cost	$	2		$	—	$	—	$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	228,471		$	626,842	$	12,947,758	$	8,072,000
Total Distributable Earnings (Loss)		(21,748	)		1,115,930		10,890,464		4,561,661
NET ASSETS	$	206,723		$	1,742,772	$	23,838,222	$	12,633,661

* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

51

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

			U.S. Core		U.S. Core		U.S. Vector
	U.S. Small Cap		Equity 1		Equity 2		Equity
	Value Portfolio*		Portfolio*		Portfolio*		Portfolio*
ASSETS:
Investment Securities at Value (including $858,306, $694,660, $834,518 and $228,852 of securities on loan, respectively)	$	14,559,738	$	32,238,066	$	31,497,466	$	4,650,259
Temporary Cash Investments at Value & Cost		407,039		313,041		304,555		44,645
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $775,995, $556,724, $538,506 and $170,271, respectively)		775,977		556,727		538,486		170,271
Segregated Cash for Futures Contracts		17,086		13,334		12,756		1,864
Cash		—		—		425		—
Receivables:
Investment Securities Sold		6,486		9,886		16,049		2,014
Dividends and Interest		6,580		20,622		19,558		2,908
Securities Lending Income		112		167		179		43
Fund Shares Sold		4,904		9,061		6,477		2,236
Prepaid Expenses and Other Assets		68		151		90		28
Total Assets		15,777,990		33,161,055		32,396,041		4,874,268
LIABILITIES:
Payables:
Upon Return of Securities Loaned		776,025		557,130		538,987		170,364
Investment Securities Purchased		38,414		12,385		14,132		4,433
Fund Shares Redeemed		13,193		18,048		19,540		2,460
Due to Advisor		3,506		3,269		3,873		984
Futures Margin Variation		5,293		4,520		4,324		632
Accrued Expenses and Other Liabilities		746		913		1,092		170
Total Liabilities		837,177		596,265		581,948		179,043
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	14,940,813	$	32,564,790	$	31,814,093	$	4,695,225
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $14,940,813; $32,564,790; $31,814,093 and $4,695,225, respectively and shares outstanding of 337,490,794, 859,079,173, 936,976,506 and 188,838,513, respectively, $0.01 Par Value (1)	$	44.27	$	37.91	$	33.95	$	24.86
(1) NUMBER OF SHARES AUTHORIZED		3,400,000,000		3,000,000,000		4,600,000,000		2,000,000,000
Investment Securities at Cost	$	9,996,152	$	11,473,313	$	12,890,422	$	2,185,388
NET ASSETS CONSIST OF:
Paid-In Capital	$	9,301,465	$	10,917,259	$	10,837,139	$	1,993,870
Total Distributable Earnings (Loss)		5,639,348		21,647,531		20,976,954		2,701,355
NET ASSETS	$	14,940,813	$	32,564,790	$	31,814,093	$	4,695,225

* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

52

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

	U.S. Small Cap Portfolio*		U.S. Micro Cap Portfolio*		U.S. High Relative Profitability Portfolio*		DFA Real Estate Securities Portfolio*
ASSETS:
Investment Securities at Value (including $1,589,011, $556,902, $108,639 and $46,243 of securities on loan, respectively)	$	14,773,252	$	6,706,454	$	4,899,674	$	6,426,499
Temporary Cash Investments at Value & Cost		139,332		65,400		44,756		62,161
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $1,276,715, $488,534, $1,223 and $39,673, respectively)		1,276,704		488,540		1,223		39,671
Segregated Cash for Futures Contracts		6,840		2,867		1,628		2,561
Cash		1,783		—		—		—
Receivables:
Investment Securities Sold		4,317		2,774		2,000		—
Dividends and Interest		5,789		3,578		4,334		4,711
Securities Lending Income		155		93		14		66
Fund Shares Sold		6,080		2,348		1,318		3,285
Prepaid Expenses and Other Assets		77		41		44		39
Total Assets		16,214,329		7,272,095		4,954,991		6,538,993
LIABILITIES:
Payables:
Upon Return of Securities Loaned		1,277,175		488,676		1,211		39,993
Investment Securities Purchased		3,683		944		—		—
Fund Shares Redeemed		20,670		4,271		6,015		5,522
Due to Advisor		3,113		2,158		795		838
Futures Margin Variation		1,702		972		552		868
Accrued Expenses and Other Liabilities		651		333		253		386
Total Liabilities		1,306,994		497,354		8,826		47,607
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	14,907,335	$	6,774,741	$	4,946,165	$	6,491,386
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $14,907,335; $6,774,741; $4,946,165 and $6,491,386, respectively and shares outstanding of 340,501,853, 263,649,965, 228,395,693 and 182,233,906, respectively, $0.01 Par Value (1)	$	43.78	$	25.70	$	21.66	$	35.62
(1) NUMBER OF SHARES AUTHORIZED		2,000,000,000		3,000,000,000		500,000,000		1,700,000,000
Investment Securities at Cost.	$	8,488,672	$	3,764,183	$	3,337,303	$	4,317,985
NET ASSETS CONSIST OF:
Paid-In Capital	$	7,989,313	$	3,646,877	$	2,998,167	$	4,271,743
Total Distributable Earnings (Loss)		6,918,022		3,127,864		1,947,998		2,219,643
NET ASSETS	$	14,907,335	$	6,774,741	$	4,946,165	$	6,491,386

* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

53

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	Enhanced U.S. Large Company Portfolio#			U.S. Large Cap Equity Portfolio#		U.S. Large Cap Value Portfolio*			U.S. Targeted Value Portfolio#
Investment Income
Net Investment Income Allocated from Affiliated Investment Companies
Dividends (Net of Foreign Taxes Withheld of $0, $0, $0 and $0, respectively)		—			—	$	288,970			—
Interest		—			—		2,523			—
Income from Securities Lending, Net		—			—		736			—
Expenses Allocated from Affiliated Investment Companies		—			—		(12,467	)		—
Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies		—			—		279,762			—
Fund Investment Income
Dividends (Net of Foreign Taxes Withheld of $0, $5, $0 and $271, respectively)		—		$	13,935		—		$	123,149
Interest	$	4,146			—		—			—
Income from Securities Lending, Net		4			62		—			795
Total Fund Investment Income		4,150			13,997		—			123,944
Fund Expenses
Investment Management Fees		132			856		22,216			16,880
Accounting & Transfer Agent Fees		24			144		1,554			601
S&P 500® Fees		6			—		—			—
Custodian Fees		2			10		1			96
Filing Fees		10			16		67			57
Shareholders’ Reports		11			19		175			166
Directors’/Trustees’ Fees & Expenses		1			6		81			43
Professional Fees		2			11		122			77
Other		3			122		1,322			879
Total Fund Expenses.		191			1,184		25,538			18,799
Fees Waived, Expenses Reimbursed by Advisor (Note C)		27			—		11,708			167
Fees Paid Indirectly (Note C)		1			—		—			—
Net Expenses		163			1,184		13,830			18,632
Net Investment Income (Loss)		3,987			12,813		265,932			105,312
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		(647	)		26,517		—			(99,229	)
Affiliated Investment Companies Shares Sold		—			—		—			23
Transactions Allocated from Affiliated Investment Company**		—			—		1,499,748			—
Futures		22,492			252		—			24,741
Foreign Currency Transactions		(13	)		—		—			—
Forward Currency Contracts		(443	)		—		—			—
In-Kind Redemptions		—			62,525		—			765,578
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		3,726			229,505		—			1,244,788
Affiliated Investment Companies Shares		—			—		—			20
Transactions Allocated from Affiliated Investment Company***		—			—		2,531,765			—
Futures		13,094			—		—			(1,832	)
Translation of Foreign Currency-Denominated Amounts		2			—		—			—
Forward Currency Contracts		(13	)		—		—			—
Net Realized and Unrealized Gain (Loss)		38,198			318,799		4,031,513			1,934,089
Net Increase (Decrease) in Net Assets Resulting from Operations	$	42,185		$	331,612	$	4,297,445		$	2,039,401

** Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively.

*** Including foreign capital gain taxes of $0, $0, $0 and $0, respectively.

* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

54

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	U.S. Small Cap Value Portfolio#			U.S. Core Equity 1 Portfolio#			U.S. Core Equity 2 Portfolio#			U.S. Vector Equity Portfolio#
Investment Income
Dividends (Net of Foreign Taxes Withheld of $321, $91, $108 and $26, respectively)	$	147,995		$	264,604		$	262,849		$	42,847
Income from Securities Lending, Net		821			1,827			1,630			379
Total Investment Income		148,816			266,431			264,479			43,226
Expenses
Investment Management Fees		20,673			19,093			25,178			5,769
Accounting & Transfer Agent Fees		1,100			2,557			2,353			400
Custodian Fees		99			154			163			31
Filing Fees		65			120			92			22
Shareholders’ Reports		166			154			157			48
Directors’/Trustees’ Fees & Expenses		50			107			108			15
Professional Fees		88			189			190			28
Other		657			1,540			1,910			189
Total Expenses		22,898			23,914			30,151			6,502
Fees Waived, Expenses Reimbursed by Advisor (Note C)		—			—			669			—
Net Expenses		22,898			23,914			29,482			6,502
Net Investment Income (Loss)		125,918			242,517			234,997			36,724
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		15,677			(105,396	)		203,390			(15,932	)
Affiliated Investment Companies Shares Sold		27			10			9			(8	)
Futures		32,985			45,218			32,602			7,079
In-Kind Redemptions		1,004,320			899,538			2,070,087			238,368
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		1,313,837			4,823,821			3,276,842			579,549
Affiliated Investment Companies Shares		(9	)		3			(9	)		5
Futures		2,928			(1,861	)		11,273			(272	)
Net Realized and Unrealized Gain (Loss)		2,369,765			5,661,333			5,594,194			808,789
Net Increase (Decrease) in Net Assets Resulting from Operations	$	2,495,683		$	5,903,850		$	5,829,191		$	845,513

** Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively.

*** Including foreign capital gain taxes of $0, $0, $0 and $0, respectively.

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

55

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	U.S. Small Cap Portfolio#			U.S. Micro Cap Portfolio#			U.S. High Relative Profitability Portfolio#		DFA Real Estate Securities Portfolio#
Investment Income
Dividends (Net of Foreign Taxes Withheld of $168, $89, $30 and $0, respectively)	$	116,987		$	56,812		$	44,560	$	136,522
Income from Securities Lending, Net		1,417			752			94		232
Total Investment Income		118,404			57,564			44,654		136,754
Fund Expenses
Investment Management Fees		18,338			12,866			4,685		5,885
Accounting & Transfer Agent Fees		865			501			458		543
Custodian Fees		99			57			24		41
Filing Fees		65			27			39		35
Shareholders’ Reports		151			69			69		130
Directors’/Trustees’ Fees & Expenses		50			23			17		25
Professional Fees		88			41			30		46
Previously Waived Fees Recovered by Advisor (Note C)		28			—			—		—
Other		546			399			351		457
Total Fund Expenses		20,230			13,983			5,673		7,162
Fees Waived, Expenses Reimbursed by Advisor (Note C)		47			—			—		931
Net Expenses.		20,183			13,983			5,673		6,231
Net Investment Income (Loss)		98,221			43,581			38,981		130,523
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		(36,781	)		(3,292	)		28,314		(12,163	)
Affiliated Investment Companies Shares Sold		118			36			7		(14	)
Futures		19,530			6,758			3,555		8,051
In-Kind Redemptions		633,196			171,710			359,653		138,071
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		1,713,364			880,699			460,012		436,831
Affiliated Investment Companies Shares		—			10			—		(1	)
Futures		(70	)		3,219			1,497		1,587
Net Realized and Unrealized Gain (Loss)		2,329,357			1,059,140			853,038		572,362
Net Increase (Decrease) in Net Assets Resulting from Operations	$	2,427,578		$	1,102,721		$	892,019	$	702,885

** Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively.

*** Including foreign capital gain taxes of $0, $0, $0 and $0, respectively.

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

56

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Enhanced U.S. Large						U.S. Large Cap Equity						U.S. Large Cap Value
	Company Portfolio						Portfolio						Portfolio#
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	3,987		$	6,822		$	12,813		$	25,265		$	265,932		$	519,469
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		(647	)		(2,528	)		26,517			63,579			—			—
Affiliated Investment Companies Shares Sold		—			(1	)		—			1			—			—
Transactions Allocated from Affiliated Investment Company*,**		—			—			—			—			1,499,748			1,275,114
Futures		22,492			9,122			252			19			—			—
Foreign Currency Transactions		(13	)		15			—			—			—			—
Forward Currency Contracts		(443	)		708			—			—			—			—
In-Kind Redemptions		—			—			62,525			1,670			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		3,726			6,323			229,505			46,602			—			—
Affiliated Investment Companies Shares		—			3			—			3			—			—
Transactions Allocated from Affiliated Investment Company***,****		—			—			—			—			2,531,765			(1,930,515	)
Futures		13,094			2,459			—			—			—			—
Translation of Foreign Currency-Denominated Amounts		2			8			—			—			—			—
Forward Currency Contracts		(13	)		(374	)		—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		42,185			22,557			331,612			137,139			4,297,445			(135,932	)
Distributions:
Institutional Class Shares		(5,195	)		(6,552	)		(71,796	)		(72,775	)		(608,787	)		(1,036,603	)
Capital Share Transactions (1):
Shares Issued		12,279			15,615			166,899			112,800			3,966,580			4,366,292
Shares Issued in Lieu of Cash Distributions.		5,174			6,531			62,557			64,304			550,589			943,718
Shares Redeemed		(44,092	)		(100,420	)		(293,441	)		(308,325	)		(5,529,801	)		(6,270,166	)
Net Increase (Decrease) from Capital Share Transactions		(26,639	)		(78,274	)		(63,985	)		(131,221	)		(1,012,632	)		(960,156	)
Total Increase (Decrease) in Net Assets		10,351			(62,269	)		195,831			(66,857	)		2,676,026			(2,132,691	)
Net Assets
Beginning of Period		196,372			258,641			1,546,941			1,613,798			21,162,196			23,294,887
End of Period	$	206,723		$	196,372		$	1,742,772		$	1,546,941		$	23,838,222		$	21,162,196
(1) Shares Issued and Redeemed:
Shares Issued		983			1,408			6,112			4,717			87,211			103,852
Shares Issued in Lieu of Cash Distributions		415			601			2,393			2,749			12,407			22,435
Shares Redeemed		(3,406	)		(9,208	)		(10,817	)		(12,931	)		(121,784	)		(148,955	)
Net Increase (Decrease) from Shares Issued and Redeemed		(2,008	)		(7,199	)		(2,312	)		(5,465	)		(22,166	)		(22,668	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $0 and $0, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

57

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Targeted Value						U.S. Small Cap Value						U.S. Core Equity 1
	Portfolio						Portfolio						Portfolio
	Six Months			Year			Six Months			Year			Six Months			Year
	Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Apr 30,			Oct 31,			Apr 30,			Oct 31,
	2024			2023			2024			2023			2024			2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	105,312		$	195,817		$	125,918		$	244,975		$	242,517		$	467,184
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		(99,229	)		203,527			15,677			499,680			(105,396	)		(19,972	)
Affiliated Investment Companies Shares Sold		23			37			27			178			10			129
Futures		24,741			15,355			32,985			16,515			45,218			7,188
In-Kind Redemptions		765,578			508,819			1,004,320			631,554			899,538			110,661
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		1,244,788			(1,143,344	)		1,313,837			(1,685,616	)		4,823,821			1,298,012
Affiliated Investment Companies Shares		20			300			(9	)		310			3			401
Futures		(1,832	)		(4,308	)		2,928			(10,073	)		(1,861	)		2,341
Net Increase (Decrease) in Net Assets Resulting from Operations		2,039,401			(223,797	)		2,495,683			(302,477	)		5,903,850			1,865,944
Distributions:
Institutional Class Shares		(200,149	)		(614,367	)		(435,629	)		(945,213	)		(235,741	)		(1,100,742	)
Capital Share Transactions (1):
Shares Issued		2,252,509			3,123,341			2,522,971			2,986,948			2,387,531			3,051,996
Shares Issued in Lieu of Cash Distributions		187,111			574,668			396,013			863,245			226,425			1,059,256
Shares Issued upon Conversion from Class R1 and R2		—			92,602			—			—			—			—
Shares Redeemed		(2,682,326	)		(3,768,767	)		(2,954,823	)		(4,030,343	)		(3,817,600	)		(4,831,411	)
Net Increase (Decrease) from Capital Share Transactions		(242,706	)		21,844			(35,839	)		(180,150	)		(1,203,644	)		(720,159	)
Total Increase (Decrease) in Net Assets		1,596,546			(816,320	)		2,024,215			(1,427,840	)		4,464,465			45,043
Net Assets
Beginning of Period		11,037,115			11,853,435			12,916,598			14,344,438			28,100,325			28,055,282
End of Period	$	12,633,661		$	11,037,115		$	14,940,813		$	12,916,598		$	32,564,790		$	28,100,325
(1) Shares Issued and Redeemed:
Shares Issued		72,451			109,646			57,449			73,906			65,205			96,032
Shares Issued in Lieu of Cash Distributions		6,026			20,580			9,114			21,635			6,168			33,949
Shares Issued upon Conversion from Class R1 and R2		—			3,282			—			—			—			—
Shares Redeemed		(86,590	)		(133,479	)		(66,895	)		(99,192	)		(104,210	)		(151,907	)
Net Increase (Decrease) from Shares Issued and Redeemed		(8,113	)		29			(332	)		(3,651	)		(32,837	)		(21,926	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $0 and $0, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

See accompanying Notes to Financial Statements.

58

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Core Equity 2 Portfolio						U.S. Vector Equity Portfolio						U.S. Small Cap Portfolio
	Six Months			Year			Six Months			Year			Six Months			Year
	Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Apr 30,			Oct 31,			Apr 30,			Oct 31,
	2024			2023			2024			2023			2024			2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	234,997		$	466,193		$	36,724		$	71,495		$	98,221		$	182,236
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		203,390			212,512			(15,932	)		100,955			(36,781	)		271,748
Affiliated Investment Companies Shares Sold		9			45			(8	)		24			118			133
Futures		32,602			17,680			7,079			648			19,530			12,493
In-Kind Redemptions		2,070,087			928,790			238,368			78,286			633,196			470,958
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		3,276,842			70,927			579,549			(258,670	)		1,713,364			(1,439,539	)
Affiliated Investment Companies Shares		(9	)		332			5			99			—			494
Futures		11,273			(5,760	)		(272	)		243			(70	)		(8,721	)
Net Increase (Decrease) in Net Assets Resulting from Operations		5,829,191			1,690,719			845,513			(6,920	)		2,427,578			(510,198	)
Distributions:
Institutional Class Shares		(333,049	)		(1,250,430	)		(122,030	)		(209,532	)		(283,418	)		(697,129	)
Capital Share Transactions (1):
Shares Issued		3,598,136			3,561,807			524,522			537,638			1,947,175			2,543,294
Shares Issued in Lieu of Cash Distributions		327,347			1,231,432			118,025			203,171			265,329			650,841
Shares Redeemed		(5,541,172	)		(6,573,835	)		(744,531	)		(875,691	)		(2,197,149	)		(3,122,590	)
Net Increase (Decrease) from Capital Share Transactions		(1,615,689	)		(1,780,596	)		(101,984	)		(134,882	)		15,355			71,545
Total Increase (Decrease) in Net Assets		3,880,453			(1,340,307	)		621,499			(351,334	)		2,159,515			(1,135,782	)
Net Assets
Beginning of Period		27,933,640			29,273,947			4,073,726			4,425,060			12,747,820			13,883,602
End of Period	$	31,814,093		$	27,933,640		$	4,695,225		$	4,073,726		$	14,907,335		$	12,747,820
(1) Shares Issued and Redeemed:
Shares Issued		107,606			122,172			21,674			24,272			45,193			62,952
Shares Issued in Lieu of Cash Distributions		10,109			43,512			4,967			9,286			6,288			16,356
Shares Redeemed		(165,795	)		(225,764	)		(30,706	)		(39,565	)		(51,175	)		(77,231	)
Net Increase (Decrease) from Shares Issued and Redeemed		(48,080	)		(60,080	)		(4,065	)		(6,007	)		306			2,077

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $0 and $0, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

See accompanying Notes to Financial Statements.

59

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

							U.S. High Relative						DFA Real Estate Securities
	U.S. Micro Cap Portfolio						Profitability Portfolio						Portfolio
	Six Months			Year			Six Months			Year			Six Months			Year
	Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Apr 30,			Oct 31,			Apr 30,			Oct 31,
	2024			2023			2024			2023			2024			2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	43,581		$	79,326		$	38,981		$	82,978		$	130,523		$	255,696
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		(3,292	)		124,839			28,314			(13,359	)		(12,163	)		61,871
Affiliated Investment Companies Shares Sold		36			(7	)		7			9			(14	)		(60	)
Futures		6,758			5,577			3,555			559			8,051			10,056
In-Kind Redemptions		171,710			98,676			359,653			146,859			138,071			185,024
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		880,699			(603,563	)		460,012			179,761			436,831			(1,026,975	)
Affiliated Investment Companies Shares		10			230			—			—			(1	)		158
Futures		3,219			(5,850	)		1,497			74			1,587			(5,903	)
Net Increase (Decrease) in Net Assets Resulting from Operations		1,102,721			(300,772	)		892,019			396,881			702,885			(520,133	)
Distributions:
Institutional Class Shares		(139,147	)		(320,213	)		(33,261	)		(166,760	)		(199,939	)		(524,375	)
Capital Share Transactions (1):
Shares Issued		531,235			822,690			1,053,384			1,054,944			729,039			1,558,787
Shares Issued in Lieu of Cash Distributions		126,129			293,272			32,805			165,299			192,975			493,034
Shares Redeemed		(869,610	)		(946,998	)		(1,372,895	)		(1,738,549	)		(1,275,603	)		(2,734,210	)
Net Increase (Decrease) from Capital Share Transactions		(212,246	)		168,964			(286,706	)		(518,306	)		(353,589	)		(682,389	)
Total Increase (Decrease) in Net Assets		751,328			(452,021	)		572,052			(288,185	)		149,357			(1,726,897	)
Net Assets
Beginning of Period		6,023,413			6,475,434			4,374,113			4,662,298			6,342,029			8,068,926
End of Period	$	6,774,741		$	6,023,413		$	4,946,165		$	4,374,113		$	6,491,386		$	6,342,029
(1) Shares Issued and Redeemed:
Shares Issued		20,855			34,724			48,810			57,418			19,598			42,513
Shares Issued in Lieu of Cash Distributions		4,962			12,513			1,528			9,180			5,193			13,149
Shares Redeemed		(34,247	)		(39,963	)		(63,956	)		(95,116	)		(34,155	)		(74,244	)
Net Increase (Decrease) from Shares Issued and Redeemed		(8,430	)		7,274			(13,618	)		(28,518	)		(9,364	)		(18,582	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $0 and $0, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

See accompanying Notes to Financial Statements.

60

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Enhanced U.S. Large Company Portfolio																		U.S. Large Cap Equity Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	11.06		$	10.36		$	18.53		$	14.06		$	14.02		$	13.03		$	24.03		$	23.10		$	28.11		$	20.01		$	18.61		$	16.75
Income from Investment Operations (A)
Net Investment Income (Loss)		0.23			0.33			0.15			0.10			0.12			0.26			0.20			0.38			0.37			0.33			0.32			0.31
Net Gains (Losses) on Securities (Realized and Unrealized)		2.14			0.68			(2.48	)		5.49			1.17			1.60			4.99			1.62			(4.19	)		8.11			1.42			1.86
Total from Investment Operations		2.37			1.01			(2.33	)		5.59			1.29			1.86			5.19			2.00			(3.82	)		8.44			1.74			2.17
Less Distributions:
Net Investment Income		(0.30	)		(0.31	)		(0.11	)		(0.13	)		(0.11	)		(0.30	)		(0.18	)		(0.34	)		(0.34	)		(0.34	)		(0.31	)		(0.31	)
Net Realized Gains		—			—			(5.73	)		(0.99	)		(1.14	)		(0.57	)		(0.96	)		(0.73	)		(0.85	)		—			(0.03	)		—
Total Distributions		(0.30	)		(0.31	)		(5.84	)		(1.12	)		(1.25	)		(0.87	)		(1.14	)		(1.07	)		(1.19	)		(0.34	)		(0.34	)		(0.31	)
Net Asset Value, End of Period	$	13.13		$	11.06		$	10.36		$	18.53		$	14.06		$	14.02		$	28.08		$	24.03		$	23.10		$	28.11		$	20.01		$	18.61
Total Return		21.56	%(B)		9.77	%		(19.24	%)		41.82	%		9.55	%		15.67	%		21.95	%(B)		8.83	%		(14.12	%)		42.42	%		9.52	%		13.13	%
Net Assets, End of Period (thousands)	$	206,723		$	196,372		$	258,641		$	426,867		$	433,322		$	386,750		$	1,742,772		$	1,546,941		$	1,613,798		$	2,200,814		$	1,693,438		$	1,611,529
Ratio of Expenses to Average Net Assets		0.15	%(C)		0.15	%		0.15	%		0.15	%		0.15	%		0.15	%		0.14	%(C)		0.13	%		0.13	%		0.14	%		0.16	%		0.19	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly)		0.17	%(C)		0.19	%		0.17	%		0.17	%		0.22	%		0.25	%		0.14	%(C)		0.13	%		0.13	%		0.14	%		0.16	%		0.19	%
Ratio of Net Investment Income to Average Net Assets		3.63	%(C)		3.02	%		1.26	%		0.59	%		0.89	%		1.98	%		1.50	%(C)		1.56	%		1.45	%		1.32	%		1.68	%		1.77	%
Portfolio Turnover Rate		34	%(B)		19	%		118	%		70	%		90	%		109	%		7	%(B)		8	%		7	%		7	%		20	%		22	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

61

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Large Cap Value Portfolio																		U.S. Targeted Value Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	40.06		$	42.28		$	45.91		$	31.40		$	37.13		$	37.41		$	26.76		$	28.74		$	31.61		$	18.57		$	22.31		$	23.46
Income from Investment Operations (A)
Net Investment Income (Loss)		0.51			0.96			0.91			0.76			0.79			0.83			0.26			0.47			0.43			0.46			0.31			0.32
Net Gains (Losses) on Securities (Realized and Unrealized)		7.70			(1.27	)		(2.50	)		14.46			(4.98	)		1.45			4.71			(0.97	)		(0.87	)		13.02			(3.19	)		(0.23	)
Total from Investment Operations		8.21			(0.31	)		(1.59	)		15.22			(4.19	)		2.28			4.97			(0.50	)		(0.44	)		13.48			(2.88	)		0.09
Less Distributions:
Net Investment Income		(0.43	)		(0.87	)		(0.82	)		(0.71	)		(0.73	)		(0.76	)		(0.23	)		(0.44	)		(0.40	)		(0.44	)		(0.29	)		(0.30	)
Net Realized Gains		(0.74	)		(1.04	)		(1.22	)		—			(0.81	)		(1.80	)		(0.26	)		(1.04	)		(2.03	)		—			(0.57	)		(0.94	)
Total Distributions		(1.17	)		(1.91	)		(2.04	)		(0.71	)		(1.54	)		(2.56	)		(0.49	)		(1.48	)		(2.43	)		(0.44	)		(0.86	)		(1.24	)
Net Asset Value, End of Period	$	47.10		$	40.06		$	42.28		$	45.91		$	31.40		$	37.13		$	31.24		$	26.76		$	28.74		$	31.61		$	18.57		$	22.31
Total Return		20.68	%(B)		(0.89	%)		(3.54	%)		48.68	%		(11.56	%)		6.97	%		18.60	%(B)		(1.90	%)		(1.39	%)		72.95	%		(13.27	%)		0.88	%
Net Assets, End of Period (thousands)	$	23,838,222		$	21,162,196		$	23,294,887		$	25,309,703		$	18,715,077		$	12,633,661		$	25,656,577		$	11,037,115		$	11,746,736		$	12,591,768		$	8,711,891		$	10,655,324
Ratio of Expenses to Average Net Assets		0.22	%(C)		0.22	%		0.21	%		0.23	%		0.27	%		0.28	%		0.30	%(C)		0.30	%		0.30	%		0.33	%		0.37	%		0.38	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor)		0.32	%(C)		0.32	%		0.31	%		0.33	%		0.37	%		0.38	%		0.30	%(C)		0.30	%		0.30	%		0.33	%		0.37	%		0.38	%
Ratio of Net Investment Income to Average Net Assets		2.27	%(C)		2.27	%		2.09	%		1.80	%		2.38	%		2.33	%		1.68	%(C)		1.64	%		1.47	%		1.65	%		1.65	%		1.45	%
Portfolio Turnover Rate		N/A	(B)		N/A			N/A			N/A			N/A			N/A			3	%(B)		20	%		18	%		13	%		20	%		16	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

62

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Small Cap Value Portfolio																		U.S. Core Equity 1 Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	38.23		$	42.01		$	46.33		$	27.34		$	32.79		$	36.39		$	31.51		$	30.70		$	36.25		$	25.24		$	24.71		$	22.77
Income from Investment Operations (A)
Net Investment Income (Loss)		0.37			0.72			0.68			0.80			0.44			0.42			0.28			0.52			0.49			0.44			0.41			0.40
Net Gains (Losses) on Securities (Realized and Unrealized)		6.97			(1.68	)		(0.47	)		18.98			(4.95	)		(1.69	)		6.39			1.51			(4.65	)		10.99			0.93			2.08
Total from Investment Operations		7.34			(0.96	)		0.21			19.78			(4.51	)		(1.27	)		6.67			2.03			(4.16	)		11.43			1.34			2.48
Less Distributions:
Net Investment Income		(0.34	)		(0.69	)		(0.67	)		(0.79	)		(0.38	)		(0.38	)		(0.27	)		(0.47	)		(0.45	)		(0.42	)		(0.39	)		(0.40	)
Net Realized Gains		(0.96	)		(2.13	)		(3.86	)		—			(0.56	)		(1.95	)		—			(0.75	)		(0.94	)		—			(0.42	)		(0.14	)
Total Distributions		(1.30	)		(2.82	)		(4.53	)		(0.79	)		(0.94	)		(2.33	)		(0.27	)		(1.22	)		(1.39	)		(0.42	)		(0.81	)		(0.54	)
Net Asset Value, End of Period	$	44.27		$	38.23		$	42.01		$	46.33		$	27.34		$	32.79		$	37.91		$	31.51		$	30.70		$	36.25		$	25.24		$	24.71
Total Return		19.26	%(B)		(2.49	%)		0.58	%		73.01	%		(14.11	%)		(3.04	%)		21.20	%(B)		6.69	%		(11.85	%)		45.50	%		5.55	%		11.18	%
Net Assets, End of Period (thousands)	$	14,940,813		$	12,916,598		$	14,344,438		$	15,145,347		$	10,481,057		$	13,766,513		$	32,564,790		$	28,100,325		$	28,055,282		$	33,385,041		$	24,427,934		$	26,592,058
Ratio of Expenses to Average Net Assets		0.31	%(C)		0.31	%		0.33	%		0.42	%		0.52	%		0.53	%		0.15	%(C)		0.15	%		0.14	%		0.15	%		0.18	%		0.20	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed)		0.31	%(C)		0.31	%		0.33	%		0.42	%		0.52	%		0.53	%		0.15	%(C)		0.15	%		0.14	%		0.15	%		0.18	%		0.20	%
Ratio of Net Investment Income to Average Net Assets		1.71	%(C)		1.77	%		1.62	%		1.94	%		1.56	%		1.26	%		1.52	%(C)		1.61	%		1.48	%		1.34	%		1.69	%		1.72	%
Portfolio Turnover Rate		3	%(B)		25	%		23	%		22	%		18	%		19	%		4	%(B)		8	%		5	%		4	%		3	%		5	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

63

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Core Equity 2 Portfolio																		U.S. Vector Equity Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	28.36		$	28.01		$	33.16		$	22.79		$	22.66		$	21.25		$	21.12		$	22.25		$	26.02		$	17.00		$	18.71		$	18.40
Income from Investment Operations (A)
Net Investment Income (Loss)		0.24			0.45			0.42			0.39			0.36			0.36			0.19			0.36			0.35			0.31			0.27			0.28
Net Gains (Losses) on Securities (Realized and Unrealized)		5.69			1.11			(3.98	)		10.35			0.60			1.65			4.19			(0.42	)		(2.17	)		9.00			(1.40	)		0.72
Total from Investment Operations		5.93			1.56			(3.56	)		10.74			0.96			2.01			4.38			(0.06	)		(1.82	)		9.31			(1.13	)		1.00
Less Distributions:
Net Investment Income		(0.21	)		(0.42	)		(0.39	)		(0.37	)		(0.33	)		(0.37	)		(0.17	)		(0.34	)		(0.32	)		(0.29	)		(0.25	)		(0.27	)
Net Realized Gains		(0.13	)		(0.79	)		(1.20	)		—			(0.50	)		(0.23	)		(0.47	)		(0.73	)		(1.63	)		—			(0.33	)		(0.42	)
Total Distributions		(0.34	)		(1.21	)		(1.59	)		(0.37	)		(0.83	)		(0.60	)		(0.64	)		(1.07	)		(1.95	)		(0.29	)		(0.58	)		(0.69	)
Net Asset Value, End of Period	$	33.95		$	28.36		$	28.01		$	33.16		$	22.79		$	22.66		$	24.86		$	21.12		$	22.25		$	26.02		$	17.00		$	18.71
Total Return		20.99	%(B)		5.64	%		(11.19	%)		47.35	%		4.37	%		9.78	%		20.88	%(B)		(0.41	%)		(7.42	%)		54.98	%		(6.12	%)		5.92	%
Net Assets, End of Period (thousands)	$	31,814,093		$	27,933,640		$	29,273,947		$	35,148,897		$	25,670,305		$	27,829,155		$	4,695,225		$	4,073,726		$	4,425,060		$	5,182,775		$	3,612,716		$	4,583,612
Ratio of Expenses to Average Net Assets		0.19	%(C)		0.19	%		0.18	%		0.19	%		0.21	%		0.22	%		0.28	%(C)		0.28	%		0.28	%		0.29	%		0.32	%		0.33	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed)		0.19	%(C)		0.19	%		0.18	%		0.19	%		0.21	%		0.22	%		0.28	%(C)		0.28	%		0.28	%		0.29	%		0.32	%		0.33	%
Ratio of Net Investment Income to Average Net Assets		1.49	%(C)		1.57	%		1.41	%		1.29	%		1.63	%		1.69	%		1.59	%(C)		1.64	%		1.49	%		1.31	%		1.59	%		1.53	%
Portfolio Turnover Rate		5	%(B)		7	%		5	%		5	%		3	%		6	%		5	%(B)		11	%		10	%		10	%		13	%		6	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

64

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Small Cap Portfolio																		U.S. Micro Cap Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	37.47		$	41.06		$	48.50		$	31.00		$	33.80		$	35.02		$	22.14		$	24.45		$	29.55		$	18.19		$	20.78		$	21.88
Income from Investment Operations (A)
Net Investment Income (Loss)		0.29			0.53			0.48			0.50			0.35			0.38			0.16			0.29			0.27			0.24			0.18			0.20
Net Gains (Losses) on Securities (Realized and Unrealized)		6.86			(2.06	)		(4.93	)		17.50			(2.02	)		(0.05	)		3.92			(1.39	)		(2.41	)		11.37			(2.18	)		(0.26	)
Total from Investment Operations		7.15			(1.53	)		(4.45	)		18.00			(1.67	)		0.33			4.08			(1.10	)		(2.14	)		11.61			(2.00	)		(0.06	)
Less Distributions:
Net Investment Income		(0.26	)		(0.50	)		(0.45	)		(0.50	)		(0.32	)		(0.35	)		(0.14	)		(0.28	)		(0.26	)		(0.25	)		(0.16	)		(0.18	)
Net Realized Gains		(0.58	)		(1.56	)		(2.54	)		—			(0.81	)		(1.20	)		(0.38	)		(0.93	)		(2.70	)		—			(0.43	)		(0.86	)
Total Distributions		(0.84	)		(2.06	)		(2.99	)		(0.50	)		(1.13	)		(1.55	)		(0.52	)		(1.21	)		(2.96	)		(0.25	)		(0.59	)		(1.04	)
Net Asset Value, End of Period	$	43.78		$	37.47		$	41.06		$	48.50		$	31.00		$	33.80		$	25.70		$	22.14		$	24.45		$	29.55		$	18.19		$	20.78
Total Return		19.15	%(B)		(3.96	%)		(9.62	%)		58.30	%		(5.08	%)		1.41	%		18.46	%(B)		(4.74	%)		(7.93	%)		64.00	%		(9.87	%)		0.24	%
Net Assets, End of Period (thousands)	$	14,907,335		$	12,747,820		$	13,883,602		$	16,747,405		$	13,189,730		$	17,392,495		$	6,774,741		$	6,023,413		$	6,475,434		$	7,453,865		$	5,120,258		$	6,351,299
Ratio of Expenses to Average Net Assets		0.28	%(C)		0.28	%		0.29	%		0.33	%		0.36	%		0.37	%		0.41	%(C)		0.41	%		0.41	%		0.46	%		0.52	%		0.53	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed)		0.28	%(C)		0.28	%		0.29	%		0.33	%		0.36	%		0.37	%		0.41	%(C)		0.41	%		0.41	%		0.46	%		0.52	%		0.53	%
Ratio of Net Investment Income to Average Net Assets		1.34	%(C)		1.31	%		1.12	%		1.13	%		1.15	%		1.13	%		1.29	%(C)		1.22	%		1.08	%		0.90	%		1.00	%		0.98	%
Portfolio Turnover Rate		3	%(B)		20	%		13	%		12	%		3	%		8	%		4	%(B)		22	%		22	%		20	%		11	%		15	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

65

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. High Relative Profitability Portfolio																		DFA Real Estate Securities Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	18.07		$	17.23		$	19.51		$	14.61		$	13.51		$	11.85		$	33.10		$	38.39		$	48.90		$	34.21		$	41.90		$	34.14
Income from Investment Operations (A)
Net Investment Income (Loss)		0.16			0.32			0.29			0.26			0.25			0.22			0.70			1.26			0.89			0.90			1.01			0.52	**
Net Gains (Losses) on Securities (Realized and Unrealized)		3.57			1.17			(1.91	)		4.89			1.07			1.64			2.89			(4.00	)		(10.10	)		14.86			(7.77	)		8.09	**
Total from Investment Operations		3.73			1.49			(1.62	)		5.15			1.32			1.86			3.59			(2.74	)		(9.21	)		15.76			(6.76	)		8.61
Less Distributions:
Net Investment Income		(0.14	)		(0.30	)		(0.27	)		(0.25	)		(0.22	)		(0.20	)		(0.90	)		(1.22	)		(0.79	)		(0.95	)		(0.87	)		(0.85	)
Net Realized Gains		—			(0.35	)		(0.39	)		—			—			—			(0.17	)		(1.33	)		(0.51	)		(0.12	)		(0.06	)		—
Total Distributions		(0.14	)		(0.65	)		(0.66	)		(0.25	)		(0.22	)		(0.20	)		(1.07	)		(2.55	)		(1.30	)		(1.07	)		(0.93	)		(0.85	)
Net Asset Value, End of Period	$	21.66		$	18.07		$	17.23		$	19.51		$	14.61		$	13.51		$	35.62		$	33.10		$	38.39		$	48.90		$	34.21		$	41.90
Total Return		20.66	%(B)		8.67	%		(8.55	%)		35.42	%		9.90	%		15.88	%		10.72	%(B)		(7.83	%)		(19.38	%)		47.01	%		(16.27	%)		25.64	%
Net Assets, End of Period (thousands)	$	4,946,165		$	4,374,113		$	4,662,298		$	5,835,637		$	3,629,125		$	1,703,302		$	6,491,386		$	6,342,029		$	8,068,926		$	11,215,098		$	8,137,555		$	10,671,437
Ratio of Expenses to Average Net Assets		0.23	%(C)		0.23	%		0.23	%		0.24	%		0.25	%		0.25	%		0.18	%(C)		0.18	%		0.18	%		0.18	%		0.18	%		0.18	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor)		0.23	%(C)		0.23	%		0.23	%		0.24	%		0.25	%		0.25	%		0.21	%(C)		0.20	%		0.20	%		0.20	%		0.20	%		0.20	%
Ratio of Net Investment Income to Average Net Assets		1.58	%(C)		1.78	%		1.61	%		1.46	%		1.76	%		1.73	%		3.77	%(C)		3.39	%		1.96	%		2.12	%		2.73	%		1.38	%**
Portfolio Turnover Rate		6	%(B)		12	%		20	%		12	%		0	%		4	%		1	%(B)		3	%		3	%		5	%		5	%		3	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.See page 1-2 for the Definitions of Abbreviations and Footnotes.See page 1-2 for the Definitions of Abbreviations and Footnotes.See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

66

DFA INVESTMENT DIMENSIONS GROUP INC.

NOTES TO FINANCIAL STATEMENTS

(UNAUDITED)

A. Organization:

DFA Investment Dimensions Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940 (the “1940 Act”), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and two operational portfolios, of which twelve (the “Portfolios”) are included in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”), Topic 946, “Financial Services-Investment Companies.”

Of the Portfolios, one (the “Feeder Fund”) invests all of its assets in a corresponding series (the “Master Fund” which is treated as a partnership for federal income tax purposes) of The DFA Investment Trust Company (“DFAITC”). As of April 30, 2024, the Feeder Fund was the owner of record of the approximate percentage of the total outstanding shares of the Master Fund as detailed below:

		Percentage
		Ownership
Feeder Fund	Master Fund	at 04/30/24
U.S. Large Cap Value Portfolio	The U.S. Large Cap Value Series		86	%

To achieve its investment objective, the Feeder Fund invests substantially all of its assets in the Master Fund as indicated above. The Feeder Fund also invests in short-term temporary cash investments and futures.

The financial statements of the Master Fund are included elsewhere in this report and should be read in conjunction with the financial statements of the Feeder Fund.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. 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)

Securities held by Enhanced U.S. Large Company Portfolio, U.S. Large Cap Equity Portfolio, 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 and U.S. High Relative Profitability Portfolio (collectively, the “Domestic Equity Portfolios”) including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Domestic Equity Portfolios that

67

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 value the securities at the mean between 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of Dimensional Fund Advisors LP) 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 may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Debt securities held by the Portfolios 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. These valuations are generally categorized as Level 2 or Level 3 in the hierarchy.

Listed derivatives, such as futures, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Shares held by the Portfolios in other investment companies (such as the Master Fund) are valued at their respective daily net asset values as reported by their administrator. The Feeder Fund’s investment in the Master Fund reflects its proportionate interest in the net assets of the Master Fund. These valuations are classified as Level 1 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 Summary Schedule of Portfolio Holdings/Schedule of Investments (except for the Feeder Fund). The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the Enhanced U.S. Large Company Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolio enters into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement. The Portfolio also enters into forward currency contracts solely for the purpose of hedging against fluctuations in currency exchange rates. These contracts are marked-to-market daily based on daily forward exchange rates.

The Enhanced U.S. Large Company Portfolio isolates the effect of foreign currency rate fluctuations when determining the realized gain or loss upon the sale or maturity of foreign currency-denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for income tax reporting purposes.

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Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the Enhanced U.S. Large Company Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/ Trustees’ Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the “Notice”) to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and from the investment in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

The Feeder Fund recognizes its pro-rata shares of net investment income and realized and unrealized gains/losses on a daily basis from its Master Fund within DFAITC, which is treated as a partnership for federal income tax purposes.

The Portfolios may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

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C. Investment Advisor:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolios. For the six months ended April 30, 2024, the Portfolios’ investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

Enhanced U.S. Large Company Portfolio	0.12	%
U.S. Large Cap Equity Portfolio	0.10	%
U.S. Large Cap Value Portfolio	0.19	%
U.S. Targeted Value Portfolio	0.27	%
U.S. Small Cap Value Portfolio	0.28	%
U.S. Core Equity 1 Portfolio	0.12	%
U.S. Core Equity 2 Portfolio	0.16	%
U.S. Vector Equity Portfolio	0.25	%
U.S. Small Cap Portfolio	0.25	%
U.S. Micro Cap Portfolio	0.38	%
U.S. High Relative Profitability Portfolio	0.19	%
DFA Real Estate Securities Portfolio	0.17	%

Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a “Fee Waiver Agreement”), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for the non-feeder Portfolios will remain in effect through February 28, 2025, may only be terminated by the Fund’s Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. The Fee Waiver Agreement with respect to the total management fees paid by the Feeder Fund, as described in the notes below, will remain in effect permanently, unless terminated by the Fund. During the six months ended April 30, 2024, the non-feeder Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of a class of a Portfolio are less than the applicable Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the six months ended April 30, 2024, waived fees/assumed expenses during the six months ended April 30, 2024, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Advisor, however, will not be reimbursed by the Feeder Fund in connection with its Permanent Fee Waiver (defined below). The Fund, on behalf of a Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

Institutional Class Shares	Expense Limitation Amount			Total Management Fee Limit			Recovery of Previously Waived Fees/ Assumed Expenses		Waived Fees/ Assumed Expenses
Enhanced U.S. Large Company Portfolio (1)		0.15	%		—			—	$	27
U.S. Large Cap Equity Portfolio (1)		0.19	%		—			—		—
U.S. Large Cap Value Portfolio (2)		—			0.19	%		—		11,708
U.S. Targeted Value Portfolio (3)		0.29	%		—			—		167
U.S. Core Equity 1 Portfolio (1)		0.23	%		—			—		—
U.S. Core Equity 2 Portfolio (1)		0.18	%		—			—		669
U.S. Vector Equity Portfolio (1)		0.36	%		—			—		—
U.S. Small Cap Portfolio (1)		0.27	%		—		$	28		47
U.S. High Relative Profitability Portfolio (4)		0.25	%		—			—		—
DFA Real Estate Securities Portfolio (1)		0.18	%		—			—	$	931

(1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the Portfolio’s ordinary operating expenses (excluding the expenses the Portfolio incurs indirectly through investment in other investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of the Portfolio to the rate listed above as a percentage of average net assets on an annualized basis (the “Expense Limitation Amount”). Prior to February 28, 2024, the Expense Limitation Amount for the U.S. Targeted Value Portfolio and the U.S. Core Equity 2 Portfolio was 0.50% and 0.26%, respectively. Prior to February 28, 2024, the U.S. Small Cap Portfolio did not have a Fee Waiver Agreement.

70

(2) Effective February 28, 2021, the Advisor has contractually agreed to permanently waive all or a portion of the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund (the “Money Market Series”), to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Permanent Fee Waiver"). From February 28, 2020 to February 27, 2021, the Permanent Fee Waiver Limit was 0.23%. From July 21, 2015 to February 27, 2020, the Permanent Fee Waiver Limit was 0.25%.

(3) The Advisor has contractually agreed to waive its management fee and to assume the Portfolio’s Institutional Class Shares’ expenses (excluding the expenses the Portfolio incurs indirectly through investment in other investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of the Institutional Class Shares of the Portfolio to the rate listed above for such class of shares as a percentage of average net assets on an annualized basis (the “Expense Limitation Amount”).

(4) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding money market funds, but excluding the expenses that the Portfolio incurs indirectly through its investment in unaffiliated investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the “Expense Limitation Amount”).

	Previously Waived Fees/ Assumed Expenses Subject to Future Recovery Expiring
	10/31/2024		10/31/2025		10/31/2026		4/30/2027		Total
Enhanced U.S. Large Company Portfolio	$	29	$	65	$	80	$	27	$	201
U.S. Targeted Value Portfolio		—		—		—		167		167
U.S. Core Equity 2 Portfolio		—		—		—		669		669
U.S. Small Cap Portfolio		—		—		—		19		19
DFA Real Estate Securities Portfolio		923		1,502		1,815		931		5,171

Earned Income Credit:

Additionally, the following Portfolio has entered into an arrangement with its custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolio’s custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of the Portfolio’s net assets. During the six months ended April 30, 2024, expenses reduced were as follows (amount in thousands):

	Fees Paid
	Indirectly
Enhanced U.S. Large Company Portfolio	$	1

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Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the six months ended April 30, 2024, the total related amount paid by the Fund to the CCO was $107 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

D. Deferred Compensation:

As of April 30, 2024, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

Enhanced U.S. Large Company Portfolio	$	4
U.S. Large Cap Equity Portfolio		1
U.S. Large Cap Value Portfolio		140
U.S. Targeted Value Portfolio		33
U.S. Small Cap Value Portfolio		147
U.S. Core Equity 1 Portfolio		23
U.S. Core Equity 2 Portfolio		37
U.S. Vector Equity Portfolio		31
U.S. Small Cap Portfolio		89
U.S. Micro Cap Portfolio		66
U.S. High Relative Profitability Portfolio		4
DFA Real Estate Securities Portfolio		38

E. Purchases and Sales of Securities:

For the six months ended April 30, 2024, the Portfolios’ transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. government securities (with respect to the Portfolios other than the Enhanced U.S. Large Company Portfolio) (amounts in thousands), were as follows:

	U.S. Government Securities				Other Investment Securities
	Purchases		Sales		Purchases		Sales
Enhanced U.S. Large Company Portfolio	$	46,533	$	25,273	$	19,392	$	33,814
U.S. Large Cap Equity Portfolio		—		—		116,836		142,019
U.S. Targeted Value Portfolio		—		—		1,256,295		311,248
U.S. Small Cap Value Portfolio		—		—		1,695,484		463,458
U.S. Core Equity 1 Portfolio		—		—		1,102,280		1,205,212
U.S. Core Equity 2 Portfolio		—		—		2,454,300		1,691,529
U.S. Vector Equity Portfolio		—		—		345,917		227,029
U.S. Small Cap Portfolio		—		—		1,226,633		381,219
U.S. Micro Cap Portfolio		—		—		326,734		277,913
U.S. High Relative Profitability Portfolio		—		—		709,907		314,747
DFA Real Estate Securities Portfolio		—		—		54,527		266,176

There were no purchases or sales of long-term U.S. government securities by the Portfolios other than the Enhanced U.S. Large Company Portfolio.

For the six months ended April 30, 2024, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

72

The amounts presented below may differ from the respective amounts presented in the corresponding Schedule of Investments/Summary Schedule of Portfolio Holdings, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

	Balance at October 31, 2023		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales			Change in Unrealized Appreciation/ Depreciation			Balance at April 30, 2024		Shares as of April 30, 2024		Dividend Income		Capital Gain Distributions
Enhanced U.S. Large Company Portfolio
The DFA Short Term Investment Fund	$	3,260	$	38,681	$	39,828		—			—		$	2,113		183	$	147		—
Total	$	3,260	$	38,681	$	39,828		—			—		$	2,113		183	$	147		—
U.S. Large Cap Equity Portfolio
The DFA Short Term Investment Fund	$	5,197	$	55,912	$	53,489		—			—		$	7,620		659	$	211		—
Total	$	5,197	$	55,912	$	53,489		—			—		$	7,620		659	$	211		—
U.S. Targeted Value Portfolio
The DFA Short Term Investment Fund	$	843,471	$	2,957,082	$	3,266,110	$	23		$	20		$	534,486		46,204	$	20,274		—
Total	$	843,471	$	2,957,082	$	3,266,110	$	23		$	20		$	534,486		46,204	$	20,274		—
U.S. Small Cap Value Portfolio
The DFA Short Term Investment Fund	$	585,187	$	3,665,260	$	3,474,488	$	27		$	(9	)	$	775,977		67,080	$	21,914		—
Total	$	585,187	$	3,665,260	$	3,474,488	$	27		$	(9	)	$	775,977		67,080	$	21,914		—
U.S. Core Equity 1 Portfolio
The DFA Short Term Investment Fund	$	426,456	$	4,067,618	$	3,937,360	$	10		$	3		$	556,727		48,126	$	18,344		—
Total	$	426,456	$	4,067,618	$	3,937,360	$	10		$	3		$	556,727		48,126	$	18,344		—
U.S. Core Equity 2 Portfolio
The DFA Short Term Investment Fund	$	538,314	$	3,039,098	$	3,038,926	$	9		$	(9	)	$	538,486		46,550	$	19,091		—
Total	$	538,314	$	3,039,098	$	3,038,926	$	9		$	(9	)	$	538,486		46,550	$	19,091		—
U.S. Vector Equity Portfolio
The DFA Short Term Investment Fund	$	238,383	$	979,271	$	1,047,380	$	(8	)	$	5		$	170,271		14,719	$	5,785		—
Total	$	238,383	$	979,271	$	1,047,380	$	(8	)	$	5		$	170,271		14,719	$	5,785		—
U.S. Small Cap Portfolio
The DFA Short Term Investment Fund	$	964,767	$	4,849,420	$	4,537,601	$	118			—		$	1,276,704		110,365	$	29,814		—
Total	$	964,767	$	4,849,420	$	4,537,601	$	118			—		$	1,276,704		110,365	$	29,814		—

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	Balance at October 31, 2023		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales			Change in Unrealized Appreciation/ Depreciation			Balance at April 30, 2024		Shares as of April 30, 2024		Dividend Income		Capital Gain Distributions
U.S. Micro Cap Portfolio
The DFA Short Term Investment Fund	$	473,309	$	2,179,749	$	2,164,564	$	36		$	10		$	488,540		42,232	$	15,456		—
Total	$	473,309	$	2,179,749	$	2,164,564	$	36		$	10		$	488,540		42,232	$	15,456		—
U.S. High Relative Profitability Portfolio
The DFA Short Term Investment Fund	$	34,186	$	370,615	$	403,585	$	7			—		$	1,223		106		—		—
Total	$	34,186	$	370,615	$	403,585	$	7			—		$	1,223		106		—		—
DFA Real Estate Securities Portfolio
The DFA Short Term Investment Fund	$	130,278	$	496,228	$	586,820	$	(14	)	$	(1	)	$	39,671		3,429	$	2,677		—
Total	$	130,278	$	496,228	$	586,820	$	(14	)	$	(1	)	$	39,671		3,429	$	2,677		—

F. Federal Income Taxes:

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2023, can occur as a result of realized gains on securities considered to be “passive foreign investment companies,” non-deductible expenses, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2022, and October 31, 2023, were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Tax Exempt Income		Total
Enhanced U.S. Large Company Portfolio
2022	$	56,965	$	76,606		—	$	133,571
2023		6,552		—		—		6,552
U.S. Large Cap Equity Portfolio
2022		25,100		65,512		—		90,612
2023		22,527		50,248		—		72,775

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	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Tax Exempt Income		Total
U.S. Large Cap Value Portfolio
2022	$	452,232	$	665,497		—	$	1,117,729
2023		470,186		566,417		—		1,036,603
U.S. Targeted Value Portfolio
2022		248,278		726,722		—		975,000
2023		185,456		428,911		—		614,367
U.S. Small Cap Value Portfolio
2022		322,497		1,148,147		—		1,470,644
2023		232,902		712,311		—		945,213
U.S. Core Equity 1 Portfolio
2022		411,055		858,230		—		1,269,285
2023		427,511		673,231		—		1,100,742
U.S. Core Equity 2 Portfolio
2022		433,070		1,243,325		—		1,676,395
2023		433,372		817,058		—		1,250,430
U.S. Vector Equity Portfolio
2022		77,716		309,307		—		387,023
2023		66,344		143,188		—		209,532
U.S. Small Cap Portfolio
2022		153,059		848,752		—		1,001,811
2023		172,046		525,083		—		697,129
U.S. Micro Cap Portfolio
2022		67,157		674,741		—		741,898
2023		74,896		245,317		—		320,213
U.S. High Relative Profitability Portfolio
2022		83,850		110,031		—		193,881
2023		75,263		91,497		—		166,760
DFA Real Estate Securities Portfolio
2022		195,676		96,127		—		291,803
2023		248,798		275,577		—		524,375

As of October 31, 2023, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

	Net Investment
	Income and
	Short-Term			Long-Term
	Capital Gains			Capital Gains			Total
Enhanced U.S. Large Company Portfolio	$	(681	)		—		$	(681	)
U.S. Large Cap Equity Portfolio		(2,520	)	$	(2,995	)		(5,515	)
U.S. Large Cap Value Portfolio		(48,927	)		(19,176	)		(68,103	)
U.S. Targeted Value Portfolio		(9,518	)		(107,739	)		(117,257	)
U.S. Small Cap Value Portfolio		(11,661	)		(136,344	)		(148,005	)

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	Net Investment
	Income and
	Short-Term			Long-Term
	Capital Gains			Capital Gains			Total
U.S. Core Equity 1 Portfolio	$	(13,276	)		—		$	(13,276	)
U.S. Core Equity 2 Portfolio		(32,412	)	$	(101,482	)		(133,894	)
U.S. Vector Equity Portfolio		(5,267	)		(11,491	)		(16,758	)
U.S. Small Cap Portfolio		(11,186	)		(74,804	)		(85,990	)
U.S. Micro Cap Portfolio		(4,988	)		(15,830	)		(20,818	)
U.S. High Relative Profitability Portfolio		(7,722	)		—			(7,722	)
DFA Real Estate Securities Portfolio		(23,922	)		(30,684	)		(54,606	)

As of October 31, 2023, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

	Undistributed Net Investment Income and Short-Term Capital Gains		Undistributed Long-Term Capital Gains		Capital Loss Carryforwards			Unrealized Appreciation (Depreciation)			Total Net Distributable Earnings (Accumulated Losses)
Enhanced U.S. Large Company Portfolio	$	2,979		—	$	(57,576	)	$	(4,143	)	$	(58,740	)
U.S. Large Cap Equity Portfolio		148	$	60,512		—			795,453			856,113
U.S. Large Cap Value Portfolio		—		387,137		—			6,814,851			7,201,988
U.S. Targeted Value Portfolio		—		107,196		—			2,615,250			2,722,446
U.S. Small Cap Value Portfolio		—		321,805		—			3,257,644			3,579,449
U.S. Core Equity 1 Portfolio		26,293		—		(5,231	)		15,958,400			15,979,462
U.S. Core Equity 2 Portfolio		—		128,901		—			15,351,960			15,480,861
U.S. Vector Equity Portfolio		—		89,685		—			1,888,220			1,977,905
U.S. Small Cap Portfolio		—		195,537		—			4,578,419			4,773,956
U.S. Micro Cap Portfolio		—		101,536		—			2,062,816			2,164,352
U.S. High Relative Profitability Portfolio		—		—		(12,848	)		1,102,095			1,089,247
DFA Real Estate Securities Portfolio		69,575		31,436		—			1,615,727			1,716,738

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2023, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

	Unlimited		Total
Enhanced U.S. Large Company Portfolio	$	57,576	$	57,576
U.S. Core Equity 1 Portfolio		5,231		5,231
U.S. High Relative Profitability Portfolio		12,848		12,848

During the year ended October 31, 2023, the Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

Enhanced U.S. Large Company Portfolio $ 8,684

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As of April 30, 2024, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)
Enhanced U.S. Large Company Portfolio	$	189,571	$	439	$	(3,092	)	$	(2,653	)
U.S. Large Cap Equity Portfolio		729,682		1,029,355		(2,463	)		1,026,892
U.S. Large Cap Value Portfolio		14,491,361		9,349,085		—			9,349,085
U.S. Targeted Value Portfolio		9,290,428		4,274,184		(399,905	)		3,874,279
U.S. Small Cap Value Portfolio		11,168,985		4,979,329		(415,761	)		4,563,568
U.S. Core Equity 1 Portfolio		12,319,336		20,884,033		(119,276	)		20,764,757
U.S. Core Equity 2 Portfolio		13,701,491		18,772,595		(165,571	)		18,607,024
U.S. Vector Equity Portfolio		2,396,534		2,510,627		(45,756	)		2,464,871
U.S. Small Cap Portfolio		9,892,703		6,522,037		(237,468	)		6,284,569
U.S. Micro Cap Portfolio		4,313,000		3,099,926		(157,648	)		2,942,278
U.S. High Relative Profitability Portfolio		3,382,183		1,647,435		(85,064	)		1,562,371
DFA Real Estate Securities Portfolio		4,553,300		2,377,642		(349,835	)		2,027,807

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios’ tax positions and has concluded that no additional provision for income tax is required in the Portfolios’ financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

G. 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 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:

Derivative Financial Instruments:

Summarized below are the specific types of derivative instruments used by the Portfolios.

1. Forward Currency Contracts: The Enhanced U.S. Large Company Portfolio 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 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 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. The Enhanced U.S. Large Company Portfolio typically hedges its foreign currency exposure. 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.

77

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.

2. Futures Contracts: Each Portfolio listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Enhanced U.S. Large Company Portfolio may also use futures contracts and options thereon to hedge against securities prices or as part of its overall investment strategy. 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.

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 Portfolio could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2024 was as follows (amounts in thousands):

	Forward Currency Contracts*		Futures**
Enhanced U.S. Large Company Portfolio	$	34,530	$	216,672
U.S. Targeted Value Portfolio		—		131,743
U.S. Small Cap Value Portfolio		—		186,329
U.S. Core Equity 1 Portfolio		—		269,386
U.S. Core Equity 2 Portfolio		—		264,799
U.S. Vector Equity Portfolio		—		38,342
U.S. Small Cap Portfolio		—		125,201
U.S. Micro Cap Portfolio		—		60,256
U.S. High Relative Profitability Portfolio		—		35,148
DFA Real Estate Securities Portfolio		—		58,758

* Average amount of Currency Purchased/Sold in USD.

** Average Notional Value of futures contracts.

The following is a summary of the Portfolios’ derivative instrument holdings categorized by primary risk exposure as of April 30, 2024 (amounts in thousands):

	Asset Derivatives Value
	Total Value at April 30, 2024		Forward Currency Contracts (1)		Equity Contracts *,(2)
Enhanced U.S. Large Company Portfolio	$	344	$	344		—
U.S. Small Cap Value Portfolio		628		—	$	628
U.S. Core Equity 2 Portfolio		1,050		—		1,050
U.S. High Relative Profitability Portfolio		134		—		134

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	Liability Derivatives Value
	Total Value at April 30, 2024			Forward Currency Contracts (3)			Equity Contracts *,(4)
Enhanced U.S. Large Company Portfolio	$	(2,185	)	$	(209	)	$	(1,976	)
U.S. Targeted Value Portfolio		(2,979	)		—			(2,979	)
U.S. Core Equity 1 Portfolio		(8,137	)		—			(8,137	)
U.S. Vector Equity Portfolio		(1,139	)		—			(1,139	)
U.S. Small Cap Portfolio		(4,874	)		—			(4,874	)
U.S. Micro Cap Portfolio		(653	)		—			(653	)
DFA Real Estate Securities Portfolio		(1,596	)		—			(1,596	)

(1) Presented on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

(2) Presented on Statements of Assets and Liabilities as Receivables: Futures Margin Variation.

(3) Presented on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

(4) Presented on Statements of Assets and Liabilities as Payables: Futures Margin Variation.

* Includes cumulative appreciation (depreciation) of futures contracts. Only current day’s margin variation is reported within the Statements of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios’ derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2024 (amounts in thousands):

	Realized Gain (Loss) on Derivatives
	Total		Forward Currency Contracts (1)			Equity Contracts (2)
Enhanced U.S. Large Company Portfolio	$	22,049	$	(443	)	$	22,492
U.S. Large Cap Equity Portfolio		252		—			252	*
U.S. Targeted Value Portfolio		24,741		—			24,741
U.S. Small Cap Value Portfolio		32,985		—			32,985
U.S. Core Equity 1 Portfolio		45,218		—			45,218
U.S. Core Equity 2 Portfolio		32,602		—			32,602
U.S. Vector Equity Portfolio		7,079		—			7,079
U.S. Small Cap Portfolio		19,530		—			19,530
U.S. Micro Cap Portfolio		6,758		—			6,758
U.S. High Relative Profitability Portfolio		3,555		—			3,555
DFA Real Estate Securities Portfolio		8,051		—			8,051

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	Change in Unrealized Appreciation (Depreciation) on Derivatives
	Total			Forward Currency Contracts (3)			Equity Contracts (4)
Enhanced U.S. Large Company Portfolio	$	13,081		$	(13	)	$	13,094
U.S. Targeted Value Portfolio		(1,832	)		—			(1,832	)
U.S. Small Cap Value Portfolio		2,928			—			2,928
U.S. Core Equity 1 Portfolio		(1,861	)		—			(1,861	)
U.S. Core Equity 2 Portfolio		11,273			—			11,273
U.S. Vector Equity Portfolio		(272	)		—			(272	)
U.S. Small Cap Portfolio		(70	)		—			(70	)
U.S. Micro Cap Portfolio		3,219			—			3,219
U.S. High Relative Profitability Portfolio		1,497			—			1,497
DFA Real Estate Securities Portfolio		1,587			—			1,587

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

(2) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(3) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

(4) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

* As of April 30, 2024, there were no futures contracts outstanding. During the six months ended April 30, 2024, the Portfolio had limited activity in futures contracts.

Offsetting of Derivative Assets and Derivative Liabilities:

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs over-the-counter (OTC) derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

80

The following table presents the Portfolios’ gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of April 30, 2024 (amounts in thousands):

			Net Amounts of Assets Presented in the Statements of Assets and Liabilities		Gross Amounts Not Offset in the Statements of Assets and Liabilities										Net Amounts of Liabilities Presented in the Statements of Assets and Liabilities		Gross Amounts Not Offset in the Statements of Assets and Liabilities
Description	Gross Amounts of Recognized Assets (a)				Financial Instruments (b)		Non-Cash Collateral Received		Cash Collateral Received		Net Amount (c)		Gross Amounts of Recognized Liabilities (a)				Financial Instruments (d)		Non-Cash Collateral Pledged		Cash Collateral Pledged		Net Amount (e)
	Assets												Liabilities
Enhanced U.S. Large Company Portfolio
HSBC Bank	$	227	$	227		—		—		—	$	227		—		—		—		—		—		—
NatWest Markets PLC		—		—		—		—		—		—	$	147	$	147		—		—		—	$	147
UBS AG		—		—		—		—		—		—		62		62		—		—		—		62
Citibank, N.A.		13		13		—		—		—		13		—		—		—		—		—		—
Australia and New Zealand Bank		104		104		—		—		—		104		—		—		—		—		—		—
Total	$	344	$	344		—		—		—	$	344	$	209	$	209		—		—		—	$	209

(a) No amounts have been netted against the gross amounts recognized in the Statements of Assets and Liabilities.

(b) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that management elects not to offset on the Statements of Assets and Liabilities.

(c) Represents the net amount due from counterparties in the event of default.

(d) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that management elects not to offset on the Statements of Assets and Liabilities.

(e) Represents the net amount due to counterparties in the event of default.

H. Line of Credit and Interfund Lending Program:

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 3, 2024, with its domestic custodian bank. A line of credit with similar terms was in effect through April 3, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 2, 2025.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 27, 2023. A line of credit with similar terms was in effect through December 27, 2023. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio’s net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 26, 2024.

81

For the six months ended April 30, 2024, borrowings by the following Portfolio under the lines of credit were as follows (amounts in thousands, except percentages and days):

	Weighted Average Interest Rate			Weighted Average Loan Balance		Number of Days Outstanding*		Interest Expense Incurred		Maximum Amount Borrowed During the Period		Outstanding Borrowings as of 04/30/2024
U.S. Large Cap Equity Portfolio		6.08	%	$	1,187		4	$	1	$	2,093		—

* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2024, that the Portfolio’s available line of credit was used.

Pursuant to an exemptive order issued by the SEC (the “Order”), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day’s notice.

The Portfolios did not use the interfund lending program during the six months ended April 30, 2024.

I. Affiliated Trades:

Cross trades for the six months ended April 30, 2024, if any, were executed by the Portfolios pursuant to procedures adopted by the Board of Directors of the Fund to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board of Directors of the Fund.

For the six months ended April 30, 2024, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

Portfolio	Purchases		Sales		Realized Gain (Loss)
U.S. Large Cap Equity Portfolio	$	9,251	$	21,839	$	(364	)
U.S. Targeted Value Portfolio		139,080		68,707		(39,503	)
U.S. Small Cap Value Portfolio		154,211		74,988		(23,262	)
U.S. Core Equity 1 Portfolio		49,572		240,240		(52,750	)
U.S. Core Equity 2 Portfolio		145,521		349,692		20,985
U.S. Vector Equity Portfolio		55,179		50,159		(10,511	)
U.S. Small Cap Portfolio		113,102		48,660		(17,187	)
U.S. Micro Cap Portfolio		107,729		66,949		(24,044	)
U.S. High Relative Profitability Portfolio		53,656		44,614		(4,536	)
DFA Real Estate Securities Portfolio		730		19,146		1,481

82

J. Securities Lending:

As of April 30, 2024, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. In addition, the Portfolios received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

	Non-Cash Collateral Market Value
U.S. Large Cap Equity Portfolio	$	16,806
U.S. Targeted Value Portfolio		168,011
U.S. Small Cap Value Portfolio		129,787
U.S. Core Equity 1 Portfolio		165,646
U.S. Core Equity 2 Portfolio		328,411
U.S. Vector Equity Portfolio		68,130
U.S. Small Cap Portfolio		381,853
U.S. Micro Cap Portfolio		95,076
U.S. High Relative Profitability Portfolio		110,044
DFA Real Estate Securities Portfolio		8,257

Each Portfolio invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio’s collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, a Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Each Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

83

K. Shareholder Servicing Fees:

On June 9, 2023, pursuant to a Plan of Recapitalization the Class R1 and Class R2 shares (collectively, the “Class R shares”) of the U.S. Targeted Value Portfolio converted into Institutional Class shares of the Portfolio (the “Recapitalization”). As a result of the Recapitalization, shareholders holding Class R shares of the Portfolio received Institutional Class shares of the Portfolio in exchange for their Class R shares with an aggregate net asset value equal to the aggregate net asset value of the Class R shares so exchanged. The value of a shareholder’s investment in the Portfolio was not impacted by the conversion; however, each shareholder received fewer Institutional Class shares than the number of Class R shares held at the time of the conversion because the Class R shares had a higher net asset value per share. Following the Recapitalization, the Class R shares of the Portfolio have ceased operations. See the Statements of Changes for activity related to the Recapitalization.

L. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

M. In-Kind Redemptions:

During the six months ended April 30, 2024, the Portfolios listed below realized net gains (losses) on in-kind redemptions as follows (amounts in thousands):

U.S. Large Cap Equity Portfolio	$	62,525
U.S. Targeted Value Portfolio		765,578
U.S. Small Cap Value Portfolio		1,004,320
U.S. Core Equity 1 Portfolio		899,538
U.S. Core Equity 2 Portfolio		2,070,087
U.S. Vector Equity Portfolio		238,368
U.S. Small Cap Portfolio		633,196
U.S. Micro Cap Portfolio		171,710
U.S. High Relative Profitability Portfolio		359,653
DFA Real Estate Securities Portfolio		138,071

N. Recently Issued Accounting Standards and Regulations:

In October 2022, the SEC adopted rule and form amendments requiring open-end management investment companies, including mutual funds and exchange-traded funds, to transmit concise and visually engaging semi-annual and annual reports that highlight key information, including fund expenses, performance, and holdings to shareholders. Other information, including financial statements, will no longer appear in the Portfolios’ shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. Accordingly, the rule and form amendments will not impact the Portfolios until the 2024 annual shareholder reports and will have no effect on the Portfolios’ accounting policies or financial statements.

O. Other:

As of April 30, 2024, the following number of shareholders held the following approximate percentages of the Portfolios’ outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

84

	Number of Shareholders		Approximate Percentage of Outstanding Shares
Enhanced U.S. Large Company Portfolio		3		67	%
U.S. Large Cap Equity Portfolio		3		79	%
U.S. Large Cap Value Portfolio		2		65	%
U.S. Targeted Value Portfolio		2		51	%
U.S. Small Cap Value Portfolio		3		75	%
U.S. Core Equity 1 Portfolio		3		72	%
U.S. Core Equity 2 Portfolio		4		82	%
U.S. Vector Equity Portfolio		4		83	%
U.S. Small Cap Portfolio		2		54	%
U.S. Micro Cap Portfolio		4		82	%
U.S. High Relative Profitability Portfolio		2		81	%
DFA Real Estate Securities Portfolio		2		64	%

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the now ended litigation involving Nine West). 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.

P. ReFlow Redemption Service:

A Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC (“ReFlow”) provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow’s cash is based on the results of ReFlow’s automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of a maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow’s discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow’s purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund’s objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in the Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio’s Prospectus. If the Portfolio is part of a “master-feeder” structure, then the “feeder” Portfolio does not generally buy individual securities directly. Instead, the feeder Portfolio invests in a corresponding “master” Portfolio that in turn purchases stocks and other securities. Under a master-feeder structure, ReFlow redemptions and subscriptions take place at the feeder level, where the capital commitments are pooled, and securities are redeemed at the master level, where the securities are held. As a result, realized gains or losses will be reflected in the master Portfolio’s financial statements.Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolios’ Policy Regarding Excessive Short-Term Trading.

85

For the six months ended April 30, 2024, the Portfolios’ activity in the program is listed below (amounts in thousands, except shares):

	Value of Cash
	and Value of
	Securities
	Sold		Shares Sold		Service Fees
U.S. Large Cap Equity Portfolio	$	80,382		2,938,293	$	113
U.S. Large Cap Value Portfolio		920,195		20,117,012		1,294
U.S. Targeted Value Portfolio		480,330		15,778,240		675
U.S. Small Cap Value Portfolio		343,120		7,806,497		501
U.S. Core Equity 1 Portfolio		903,619		24,694,481		1,220
U.S. Core Equity 2 Portfolio		1,144,430		34,427,369		1,574
U.S. Vector Equity Portfolio		129,831		5,304,433		182
U.S. Small Cap Portfolio		256,625		5,931,665		359
U.S. Micro Cap Portfolio		230,129		9,029,092		323
U.S. High Relative Profitability Portfolio		259,876		12,310,874		365
DFA Real Estate Securities Portfolio		231,298		6,165,906		320

Q. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

86

DFA INVESTMENT DIMENSIONS GROUP INC.

DFA COMMODITY STRATEGY PORTFOLIO

CONSOLIDATED DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses and legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and “Expenses Paid During Period” reflects the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000

= 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table is meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

87

CONSOLIDATED DISCLOSURE OF FUND EXPENSES

CONTINUED

Six Months Ended April 30, 2024

EXPENSE TABLE

	Beginning Account Value 11/01/23		Ending Account Value 04/30/24		Annualized Expense Ratio (1)			Expenses Paid During Period (1)
DFA Commodity Strategy Portfolio
Actual Fund Return	$	1,000.00	$	1,005.10		0.32	%	$	1.60
Hypothetical 5% Annual Return		1,000.00		1,023.27		0.32	%		1.61

(1) DFA Commodity Strategy Portfolio wholly owns Dimensional Cayman Commodity Fund I, LTD. The expenses shown reflect the consolidated expenses of Dimensional Cayman Commodity Fund I, LTD. and DFA Commodity Strategy Portfolio. Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (182), then divided by the number of days in the year (366) to reflect the six-month period.

88

DFA INVESTMENT DIMENSIONS GROUP INC.

DFA COMMODITY STRATEGY PORTFOLIO

CONSOLIDATED DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-PORT with the SEC on March 28,2024. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

PORTFOLIO HOLDINGS

The SEC requires that all funds present their categories of portfolio holdings in a table, chart, or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

DFA Commodity Strategy Portfolio
Basic Materials	2.6	%
Communications	0.9	%
Consumer, Cyclical	3.0	%
Consumer, Non-cyclical	8.9	%
Energy	5.0	%
Financials	25.7	%
Foreign Government	3.1	%
Industrials	2.9	%
Supranational	1.5	%
Technology	2.8	%
U.S. Government	39.4	%
Utilities	4.2	%
	100.0	%

 

 

89

DFA COMMODITY STRATEGY PORTFOLIO

CONSOLIDATED SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Face
		Amount^			Value†
		(000)
BONDS — (51.0%)
AUSTRALIA — (0.3%)
APA Infrastructure Ltd.
W	4.200%, 03/23/25			3,200		3,148,757
CANADA — (6.9%)
Bank of Montreal
	2.500%, 06/28/24			3,000	$	2,984,837
	0.625%, 07/09/24			1,350		1,337,164
Bank of Montreal, Floating Rate Note,
(r)	SOFR + 0.320%, FRN, 5.673%, 07/09/24			2,000		2,000,358
(r)	SOFR + 0.950%, FRN, 6.305%, 09/25/25			2,000		2,012,800
(r)	SOFR + 1.330%, FRN, 6.683%, 06/05/26			2,100		2,134,650
Bank of Nova Scotia, Floating Rate Note,
(r)	SOFR + 0.380%, FRN, 5.736%, 07/31/24			1,000		1,000,419
(r)	SOFR + 0.460%, FRN, 5.813%, 01/10/25			1,205		1,206,286
(r)	SOFR + 1.090%, FRN, 6.444%, 06/12/25			1,000		1,008,391
Brookfield Corp.
	4.000%, 01/15/25			3,400		3,359,382
Canadian Imperial Bank of Commerce
	1.000%, 10/18/24			3,500		3,426,097
#	2.250%, 01/28/25			481		469,241
Canadian Imperial Bank of Commerce, Floating Rate Note, SOFR + 1.220%, FRN
(r)	6.575%, 10/02/26			2,200		2,225,619
Canadian Natural Resources Ltd. 3.900%, 02/01/25				7,300		7,199,938
Enbridge, Inc.
	3.500%, 06/10/24			1,560		1,556,201
	2.500%, 01/15/25			1,920		1,874,920

		Face Amount^			Value†
		(000)
CANADA — (Continued)
ITC Holdings Corp.
3.650%, 06/15/24				8,100	$	8,075,293
National Bank of Canada
0.750%, 08/06/24				8,300		8,193,909
Province of Quebec
4.200%, 03/10/25			AUD	2,000		1,289,239
Royal Bank of Canada
0.650%, 07/29/24				1,750		1,729,504
Royal Bank of Canada, Floating Rate Note,
(r)	SOFR + 0.360%, FRN, 5.715%, 07/29/24			4,750		4,751,645
(r)	SOFR + 0.950%, FRN, 6.304%, 01/19/27			3,900		3,934,667
Thomson Reuters Corp.
3.850%, 09/29/24				5,000		4,947,739
Toronto-Dominion Bank
0.700%, 09/10/24				2,400		2,358,216
TOTAL CANADA						69,076,515
FINLAND — (0.1%)
Nordea Bank Abp
W	0.625%, 05/24/24			1,070		1,066,777
FRANCE — (1.9%)
Banque Federative du Credit Mutuel SA
W	2.375%, 11/21/24			1,846		1,812,199
BNP Paribas SA
W	3.375%, 01/09/25			6,500		6,392,755
BPCE SA
W	2.375%, 01/14/25			7,485		7,298,945
Credit Agricole SA
#	3.250%, 10/04/24			2,800		2,769,705
(r)W	SOFR + 0.870%, FRN, 6.223%, 03/11/27			750		752,680
TOTAL FRANCE						19,026,284
GERMANY — (3.0%)
Bayer U.S. Finance LLC
W	3.375%, 10/08/24			6,000		5,930,986

90

DFA COMMODITY STRATEGY PORTFOLIO

CONTINUED

		Face Amount^			Value†
		(000)
GERMANY — (Continued)
BMW U.S. Capital LLC,
	Floating Rate Note, SOFR + 0.550%, FRN
(r)W	5.905%, 04/02/26			2,000	$	2,005,552
Deutsche Bank AG
	0.898%, 05/28/24			2,240		2,232,491
EMD Finance LLC
	3.250%, 03/19/25			5,697		5,579,490
Kreditanstalt fuer Wiederaufbau
	1.500%, 07/24/24		AUD	8,800		5,663,359
Mercedes-Benz Finance North America LLC, Floating Rate Note, SOFR + 0.670%, FRN
(r)W	6.023%, 01/09/26			3,800		3,814,339
NRW Bank
	1.600%, 07/31/24		AUD	4,000		2,571,093
Volkswagen Group of America Finance LLC, Floating Rate Note, SOFR + 0.830%, FRN
(r)W	6.183%, 03/20/26			1,700		1,702,907
TOTAL GERMANY						29,500,217
IRELAND — (0.5%)
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
	2.875%, 08/14/24			2,450		2,429,617
	3.500%, 01/15/25			3,000		2,949,587
TOTAL IRELAND						5,379,204
ITALY — (0.6%)
Republic of Italy Government International Bonds
	0.875%, 05/06/24			6,000		5,995,728
JAPAN — (5.4%)
American Honda Finance Corp.
	0.550%, 07/12/24			8,000		7,922,393
American Honda Finance Corp., Floating Rate Note,
(r)	SOFR + 0.790%, FRN, 6.144%, 10/03/25			2,230		2,240,360
(r)	SOFR + 0.770%, FRN, 6.123%, 03/12/27			440		442,486

		Face Amount^		Value†
		(000)
JAPAN — (Continued)
MUFG Bank Ltd.
#W	3.250%, 09/08/24		2,000	$	1,982,057
Nomura Holdings, Inc.
	2.648%, 01/16/25		7,390		7,216,436
NTT Finance Corp.
W	4.142%, 07/26/24		2,000		1,992,403
ORIX Corp.
	3.250%, 12/04/24		5,000		4,924,244
Sumitomo Mitsui Banking Corp.
	3.400%, 07/11/24		300		298,671
Sumitomo Mitsui Financial Group, Inc.
	2.696%, 07/16/24		9,500		9,440,807
	2.348%, 01/15/25		2,400		2,344,032
Sumitomo Mitsui Trust Bank Ltd.
W	0.800%, 09/16/24		443		434,638
Sumitomo Mitsui Trust Bank Ltd., Floating Rate Note, SOFR + 1.150%, FRN Note, SOFR + 1.150%, FRN
(r)W	6.503%, 09/14/26		1,750		1,770,830
Suntory Holdings Ltd.
W	2.250%, 10/16/24		3,700		3,637,727
Toyota Motor Credit Corp.,
Floating Rate Note,
(r)	SOFR + 0.890%, FRN, 6.240%, 05/18/26		1,800		1,813,041
(r)	SOFR + 0.650%, FRN, 6.004%, 03/19/27		7,900		7,919,093
TOTAL JAPAN					54,379,218
NETHERLANDS — (0.7%)
Cooperatieve Rabobank UA
W	2.625%, 07/22/24		6,940		6,891,986
NEW ZEALAND — (2.4%)
New Zealand Government Bonds
	0.500%, 05/15/24	NZD	39,800		23,410,634
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%)
Asian Development Bank
	1.100%, 08/15/24	AUD	6,200		3,977,792
European Investment Bank
	4.750%, 08/07/24	AUD	1,000		648,236
Inter-American Development Bank
	4.750%, 08/27/24	AUD	1,000		648,286

91

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CONTINUED

		Face
		Amount^			Value†
		(000)
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued)
International Finance Corp.
	1.450%, 07/22/24		AUD	4,000	$	2,574,296
Nordic Investment Bank
	0.375%, 09/20/24			7,550		7,404,059
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS						15,252,669
SWEDEN — (0.9%)
Skandinaviska Enskilda Banken AB
W	0.650%,09/09/24			9,299		9,125,036
SWITZERLAND — (0.2%)
UBS AG
W	0.700%,08/09/24			1,325		1,306,759
W	1.375%,01/13/25			1,000		970,563
TOTAL SWITZERLAND						2,277,322
UNITED KINGDOM — (2.6%)
BAT Capital Corp.
	3.222%, 08/15/24			6,345		6,291,301
	2.789%, 09/06/24			180		178,010
NatWest Markets PLC
W	0.800%,08/12/24			10,100		9,962,273
Reckitt Benckiser Treasury Services PLC
W	2.750%,06/26/24			8,458		8,420,530
Unilever Capital Corp.
	2.600%, 05/05/24			580		579,765
TOTAL UNITED KINGDOM						25,431,879
UNITED STATES — (24.0%)
AbbVie, Inc.
	3.850%, 06/15/24			245		244,373
Aetna, Inc.
	3.500%, 11/15/24			1,200		1,185,405
Allegion U.S. Holding Co., Inc.
	3.200%, 10/01/24			133		131,470
American Express Co., Floating Rate Note, SOFR + 0.760%, FRN
(r)	6.108%,02/13/26			1,376		1,382,346
American Tower Corp.
	3.375%, 05/15/24			2,490		2,487,530
Ameriprise Financial, Inc.
	3.000%, 04/02/25			3,960		3,866,878

		Face Amount^			Value†
		(000)
UNITED STATES — (Continued)
Arizona Public Service Co.
	3.350%, 06/15/24			4,328	$	4,305,828
Arrow Electronics, Inc.
	3.250%, 09/08/24			1,500		1,486,045
Bank of America Corp., Floating Rate Note, SOFR + 0.410%, FRN
(r)	5.764%, 06/14/24			460		460,026
Becton Dickinson & Co.
	3.363%, 06/06/24			1,700		1,695,877
Campbell Soup Co.
	3.300%, 03/19/25			6,287		6,154,906
Capital One Financial Corp.
	3.300%, 10/30/24			1,486		1,468,111
	3.200%, 02/05/25			4,900		4,803,974
Cardinal Health, Inc.
	3.079%, 06/15/24			8,150		8,121,380
Caterpillar Financial Services Corp.
	3.300%, 06/09/24			1,110		1,106,799
CenterPoint Energy, Inc.
	2.500%, 09/01/24			2,000		1,976,323
Charles Schwab Corp., Floating Rate Note, SOFR + 0.520%, FRN
(r)	5.868%, 05/13/26			7,700		7,691,633
Citigroup, Inc.
	3.750%, 06/16/24			1,000		997,392
CNA Financial Corp.
	3.950%, 05/15/24			5,850		5,846,546
Conagra Brands, Inc.
	4.300%, 05/01/24			465		465,000
Constellation Energy Generation LLC
	3.250%, 06/01/25			7,800		7,597,145
Continental Resources, Inc.
	3.800%, 06/01/24			587		585,292
Crown Castle, Inc.
	3.200%, 09/01/24			780		772,975
Devon Energy Corp.
	5.250%, 09/15/24			400		398,874
Discover Financial Services
	3.950%, 11/06/24			2,496		2,470,792
Eastern Energy Gas Holdings LLC
	2.500%, 11/15/24			6,327		6,222,686
Edison International
	3.550%, 11/15/24			3,000		2,962,941
	4.950%, 04/15/25			4,620		4,580,055
Elevance Health, Inc.
	3.500%, 08/15/24			2,300		2,284,960
	2.375%, 01/15/25			8,700	$	8,499,281

92

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CONTINUED

		Face Amount^			Value†
		(000)
UNITED STATES — (Continued)
Energy Transfer LP
	4.050%, 03/15/25			344		338,743
Equifax, Inc.
	2.600%, 12/01/24			1,700		1,668,502
Evergy, Inc.
	2.450%, 09/15/24			447		441,091
Fiserv, Inc.
	2.750%, 07/01/24			5,000		4,973,630
Flex Ltd.
	4.750%, 06/15/25			600		592,199
General Electric Co., Floating Rate Note, TSFR3M + 0.642%, FRN
(r)	5.914%, 05/05/26			4,714		4,725,018
General Motors Financial Co., Inc.
	1.200%, 10/15/24			2,000		1,958,897
GlaxoSmithKline Capital PLC
	3.000%, 06/01/24			4,361		4,351,515
Global Payments, Inc.
	2.650%, 02/15/25			2,600		2,535,861
Goldman Sachs Group, Inc.
	3.500%, 01/23/25			5,000		4,921,862
Goldman Sachs Group, Inc., Floating Rate Note, SOFR + 0.486%, FRN
(r)	5.840%, 10/21/24			5,160		5,163,664
Huntington Bancshares, Inc.
	2.625%, 08/06/24			540		535,407
International Business Machines Corp.
	3.000%, 05/15/24			6,600		6,593,384
John Deere Capital Corp., Floating Rate Note, SOFR + 0.440%, FRN
(r)	5.792%, 03/06/26			2,500		2,506,914
Laboratory Corp. of America Holdings
	3.600%, 02/01/25			363		356,710
Marathon Petroleum Corp.
	3.625%, 09/15/24			5,500		5,452,169
MPLX LP
	4.875%, 12/01/24			2,150		2,136,224
NextEra Energy Capital Holdings, Inc.
	4.200%, 06/20/24			720		718,366

		Face Amount^			Value†
		(000)
UNITED STATES — (Continued)
NextEra Energy Capital Holdings, Inc., Floating Rate Note, SOFR + 0.760%, FRN
(r)	6.115%, 01/29/26			7,800	$	7,819,065
NNN REIT, Inc.
	3.900%, 06/15/24			1,300		1,296,682
Nuveen Finance LLC
W	4.125%, 11/01/24			6,250		6,191,687
Oracle Corp.
	3.400%, 07/08/24			500		497,619
	2.950%, 11/15/24			6,300		6,206,637
Parker-Hannifin Corp.
	3.650%, 06/15/24			2,000		1,993,702
Penske Truck Leasing Co. LP/PTL Finance Corp.
W	3.450%, 07/01/24			2,060		2,051,758
PepsiCo, Inc., Floating Rate Note, SOFR + 0.400%, FRN
(r)	5.748%, 02/13/26			3,020		3,025,255
Philip Morris International, Inc.
	2.875%, 05/01/24			10,000		10,000,000
Public Storage Operating Co., Floating Rate Note, SOFR + 0.700%, FRN
(r)	6.054%, 04/16/27			11,500		11,539,848
Realty Income Corp.
	3.875%, 07/15/24			8,657		8,626,865
Santander Holdings USA, Inc.
	3.500%, 06/07/24			5,000		4,998,112
Simon Property Group LP
	2.000%, 09/13/24			8,267		8,157,807
Timken Co.
	3.875%, 09/01/24			6,400		6,355,421
Truist Financial Corp.
	2.500%, 08/01/24			280		277,672
Ventas Realty LP
	3.500%, 02/01/25			6,600		6,480,398
Verizon Communications, Inc., Floating Rate Note, SOFR + 0.790%, FRN
(r)	6.144%, 03/20/26			2,259		2,275,287
Wells Fargo & Co.
	# 3.300%, 09/09/24			5,000		4,958,355
Williams Cos., Inc.
	3.900%, 01/15/25			2,843		2,805,237

93

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CONTINUED

		Face Amount^			Value†
		(000)
UNITED STATES — (Continued)
Zimmer Biomet Holdings, Inc.
#	3.550%, 04/01/25			2,600	$	2,547,399
TOTAL UNITED STATES						240,327,805
TOTAL BONDS						510,290,031
U.S. TREASURY OBLIGATIONS — (39.2%)
U.S. Treasury Bills
∞	4.566%, 05/14/24			38,000		37,927,684
U.S. Treasury Notes
(r)	3M USTMMR + 0.170%, FRN, 5.491%, 10/31/25			156,000		156,180,553
(r)	3M USTMMR + 0.245%, FRN, 5.566%, 01/31/26			153,000		153,336,089
U.S. Treasury Notes, Floating Rate Note
(r)	3M USTMMR + 0.169%, FRN, 5.490%, 04/30/25			35,000		35,036,914
(r)	3M USTMMR + 0.125%, FRN, 5.446%, 07/31/25			10,000		10,004,371
TOTAL U.S. TREASURY OBLIGATIONS						392,485,611
COMMERCIAL PAPER — (9.4%)
CANADA — (2.5%)
Canadian National Railway Co.
W	5.550%, 05/22/24			7,000		6,977,068
W	6.104%, 06/26/24			1,000		991,328
Nutrien Ltd.
W	5.704%, 07/05/24			7,500		7,423,633
Rogers Communications, Inc.
W	5.769%, 05/16/24			4,000		3,990,249
TELUS Corp.
W	5.635%, 08/22/24			5,500		5,402,080
W	5.776%, 09/25/24			250		244,204
TOTAL CANADA						25,028,562
GERMANY — (0.8%)
BASF SE
W	5.614%, 07/30/24			8,000		7,890,207
VW Credit, Inc.
W	5.799%, 05/17/24			250		249,351
TOTAL GERMANY						8,139,558

		Face Amount^			Value†
		(000)
ITALY — (0.6%)
Intesa Sanpaolo Funding LLC
	5.754%, 05/08/24			6,000	$	5,992,359
SPAIN — (0.1%)
Avangrid, Inc.
W	5.115%,06/13/24			1,250		1,241,334
UNITED KINGDOM — (0.5%)
HSBC USA, Inc.
W	5.577%,05/24/24			3,213		3,201,437
W	5.627%,06/27/24			2,154		2,134,909
TOTAL UNITED KINGDOM						5,336,346
UNITED STATES — (4.9%)
American Electric Power Co., Inc.
W	5.741%,06/12/24			6,000		5,960,019
Bayer Corp.
W	5.753%,07/08/24			1,099		1,087,023
W	5.661%,07/08/24			3,000		2,967,305
W	5.756%,07/24/24			1,000		986,549
W	5.695%,08/15/24			500		491,533
Dominion Energy, Inc.
W	5.682%,05/01/24			1,000		999,850
W	5.703%,05/17/24			5,925		5,909,693
W	5.658%,09/05/24			1,000		979,986
EIDP, Inc.
W	5.617%,05/10/24			5,000		4,992,357
W	6.204%,05/13/24			1,500		1,497,012
W	5.610%,05/23/24			500		498,243
W	5.587%,06/10/24			3,500		3,477,715
Entergy Corp.
W	5.763%,05/07/24			6,000		5,993,700
Eversource Energy
W	5.756%,05/03/24			500		499,774
General Motors Financial Co., Inc.
W	5.065%,05/21/24			1,000		996,750
W	5.762%,08/09/24			2,979		2,931,832
Harley-Davidson Financial Services, Inc.
W	6.262%,05/14/24			6,000		5,986,956

94

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CONTINUED

		Face Amount^			Value†
		(000)
UNITED STATES — (Continued)
W	6.155%, 06/27/24			2,250	$	2,229,125
TOTAL UNITED STATES						48,485,422
TOTAL COMMERCIAL PAPER (Cost $94,243,757)						94,223,581
TOTAL INVESTMENT SECURITIES (Cost $1,007,927,989)						996,999,223

		Shares		Value†
SECURITIES LENDING COLLATERAL — (0.4%)
@§	The DFA Short Term Investment Fund		374,323	$	4,330,168
TOTAL INVESTMENTS — (100.0%) (Cost $1,012,258,157)				$	1,001,329,391

As of April 30, 2024, 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:

							Unrealized
							Foreign
							Exchange
					Settlement		Appreciation
Currency Purchased		Currency Sold		Counterparty	Date		(Depreciation)
USD	27,960,834	AUD	42,302,849	Societe Generale		05/07/24	$	552,933
USD	7,559,406	CAD	10,189,740	HSBC Bank		05/08/24		156,730
USD	24,954,389	NZD	41,223,969	State Street Bank and Trust		05/10/24		663,296
Total Appreciation							$	1,372,959
AUD	15,405,726	USD	10,180,447	Societe Generale		05/07/24	$	(199,119	)
CAD	10,189,740	USD	7,556,665	UBS AG		05/08/24		(153,989	)
NZD	1,485,883	USD	879,432	Citibank, N.A.		05/10/24		(3,880	)
Total (Depreciation)							$	(356,988	)
Total Appreciation (Depreciation)							$	1,015,971

As of April 30, 2024, DFA Commodity Strategy Portfolio had entered into the following outstanding futures contracts:

Description	Number of Contracts	Expiration Date		Notional Value		Market Value		Unrealized Appreciation (Depreciation)
Long Position Contracts:
CBOT Corn Futures	95		07/12/24	$	2,137,839	$	2,122,062	$	(15,777	)
CBOT Soybean Futures	37		07/12/24		2,178,057		2,151,550		(26,507	)
CBOT Soybean Meal Futures	37		07/12/24		1,275,522		1,302,030		26,508
CBOT Soybean Oil Futures	46		07/12/24		1,257,068		1,187,076		(69,992	)
CBOT Wheat Futures	36		07/12/24		1,120,179		1,085,851		(34,328	)
CME Lean Hogs Futures	25		07/15/24		1,059,589		1,054,250		(5,339	)
CME Live Cattle Futures	20		08/30/24		1,414,231		1,384,800		(29,431	)
COMEX Copper Futures	22		07/29/24		2,515,771		2,510,475		(5,296	)
COMEX Gold 100 Troy Oz. Futures	27		08/28/24		6,397,417		6,276,690		(120,727	)
COMEX Silver Futures	15		07/29/24		2,065,173		1,999,050		(66,123	)
Gas Oil	14		07/11/24		1,108,485		1,089,200		(19,285	)
Ice Brent Crude Oil Futures	38		07/31/24		3,290,134		3,226,580		(63,554	)

95

DFA COMMODITY STRATEGY PORTFOLIO

CONTINUED

Description	Number of Contracts	Expiration Date		Notional Value			Market Value			Unrealized Appreciation (Depreciation)
KCBT Hard Red Winter Wheat Futures	23		07/12/24	$	752,470		$	730,538		$	(21,932	)
LME Lead Futures	16		07/15/24		838,696			887,304			48,608
LME Lead Futures	19		05/13/24		1,047,386			1,039,970			(7,416	)
LME Nickel Futures	30		05/13/24		2,919,501			3,438,360			518,859
LME Nickel Futures	26		07/15/24		2,748,308			3,000,036			251,728
LME Primary Aluminum Futures	83		05/13/24		4,706,697			5,323,807			617,110
LME Primary Aluminum Futures	73		07/15/24		4,397,356			4,725,564			328,208
LME Zinc Futures	45		05/13/24		2,813,179			3,290,422			477,243
LME Zinc Futures	39		07/15/24		2,535,014			2,854,264			319,250
Nybot Csc ’c’ Coffee Futures	17		07/19/24		1,428,063			1,381,144			(46,919	)
Nybot Csc No. 11 World Sugar Futures	46		06/28/24		983,687			1,000,003			16,316
NYBOT CTN No. 2 Cotton Futures	15		07/09/24		606,806			588,225			(18,581	)
NYMEX Henry Hub Natural Gas Futures	118		06/26/24		2,695,499			2,736,420			40,921
NYMEX Light Sweet Crude Oil Futures	39		06/20/24		3,242,191			3,169,920			(72,271	)
NYMEX NY Harbor ULSD Futures	8		06/28/24		864,082			852,969			(11,113	)
NYMEX Reformulated Gasoline Blend Futures	10		06/28/24		1,136,131			1,114,722			(21,409	)
Total				$	59,534,531		$	61,523,282		$	1,988,751
Short Position contracts:
LME Lead Futures	(10)		07/15/24		(536,920	)		(554,565	)		(17,645	)
LME Lead Futures	(19)		05/13/24		(971,066	)		(1,039,970	)		(68,904	)
LME Nickel Futures	(16)		07/15/24		(1,791,612	)		(1,846,176	)		(54,564	)
LME Nickel Futures	(30)		05/13/24		(3,045,801	)		(3,438,360	)		(392,559	)
LME Primary Aluminum Futures	(45)		07/15/24		(2,902,824	)		(2,913,019	)		(10,195	)
LME Primary Aluminum Futures	(83)		05/13/24		(4,649,624	)		(5,323,807	)		(674,183	)
LME Zinc Futures	(24)		07/15/24		(1,645,147	)		(1,756,470	)		(111,323	)
LME Zinc Futures	(45)		05/13/24		(2,716,368	)		(3,290,423	)		(574,055	)
Total				$	(18,259,362	)	$	(20,162,790	)	$	(1,903,428	)
Total Futures Contracts.				$	41,275,169		$	41,360,492		$	85,323

As of April 30, 2024, 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	152,977,323	3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%		05/29/24		—		—	$	(1,870,210	)	$	(1,870,210	)
BofA Merrill Lynch Total Return Index (2)	Bank of America Corp.	USD	231,980,231	3 Month USD UST 13-Week Bill High Discount Rate plus 0.18%		05/29/24		—		—		(2,375,908	)		(2,375,908	)
Citi Commodities Pre-Roll RS Total Return Index (3)	Citibank, N.A.	USD	215,817,415	3 Month USD UST 13-Week Bill High Discount Rate plus 0.18%		06/26/24		—		—		(1,466,249	)		(1,466,249	)

96

DFA COMMODITY STRATEGY PORTFOLIO

CONTINUED

Reference Entity*	Counterparty	Notional Amount		Payments received (paid) by the Fund***	Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value			Unrealized Appreciation (Depreciation)
Citi Custom CIVICS H Total Return Index (4)	Citibank, N.A.	USD	100,718,778	3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%		06/26/24		—		—	$	(893,630	)	$	(893,630	)
RBC Custom RBCADM0T Total Return Index (5)	Royal Bank of Canada	USD	10,064,618	3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%		05/29/24		—		—		(115,602	)		(115,602	)
RBC Custom RBCADMDT Total Return Index (6)	Royal Bank of Canada	USD	90,057,656	3 Month USD UST 13-Week Bill High Discount Rate plus 0.18%		05/29/24		—		—		(956,702	)		(956,702	)
UBS UBSIB190 Custom Strategy (7)	UBS AG	USD	283,640,045	3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%		07/29/24		—		—		(3,257,677	)		(3,257,677	)
Total								—		—	$	(10,935,978	)	$	(10,935,978	)

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

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

(1) The following table represents the individual positions within the Total Return Swap as of April 30, 2024:

Referenced Commodity — Long Position

Futures Contract	% of Index			Notional Amount
CBOT Soybean Oil Futures		2.85	%	$	4,356,277
CBOT Corn Futures		5.17	%		7,908,355
NYMEX Light Sweet Crude Oil Futures		7.63	%		11,669,729
ICE Brent Crude Oil Futures		7.75	%		11,861,040
NYBOT CTN No. 2 Cotton Futures		1.45	%		2,212,275
COMEX Gold 100 Troy Oz. Futures		15.32	%		23,436,932
COMEX Copper Futures		5.98	%		9,151,917
NYMEX NY Harbor ULSD Futures		2.00	%		3,066,856
NYBOT CSC ’C’ Coffee Futures		3.32	%		5,077,381
KCBT Hard Red Winter Wheat Futures		1.73	%		2,650,248
LME Primary Aluminum Futures		4.42	%		6,759,963
CME Live Cattle Futures		3.31	%		5,065,078
CME Lean Hogs Futures		2.53	%		3,867,655
LME Lead Futures		0.87	%		1,331,499
LME Nickel Futures		2.86	%		4,382,277
LME Zinc Futures		2.68	%		4,099,779
NYMEX Henry Hub Natural Gas Futures		6.65	%		10,175,452
ICE Gasoil Futures		2.71	%		4,143,938
CBOT Soybean Futures		5.15	%		7,876,798
NYBOT CSC No. 11 World Sugar Futures		2.43	%		3,718,506
COMEX Silver Futures		4.82	%		7,372,450
CBOT Soybean Meal Futures		3.18	%		4,857,796
CBOT Wheat Futures		2.60	%		3,975,680
NYMEX Reformulated Gasoline Blend Futures		2.59	%		3,959,442
Total Notional Amount				$	152,977,323

97

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CONTINUED

(2) The following table represents the individual positions within the Total Return Swap as of April 30, 2024:

Referenced Commodity — Long Position

Futures Contract	% of Index			Notional Amount
CBOT Soybean Oil Futures		2.89	%	$	6,714,718
CBOT Corn Futures		4.14	%		9,613,226
NYMEX Light Sweet Crude Oil Futures		9.19	%		21,322,963
ICE Brent Crude Oil Futures		9.49	%		22,008,692
NYBOT CTN No. 2 Cotton Futures		1.78	%		4,130,196
COMEX Gold 100 Troy Oz. Futures		12.16	%		28,191,427
COMEX Copper Futures		5.99	%		13,894,120
NYMEX NY Harbor ULSD Futures		2.02	%		4,690,864
NYBOT CSC ’C’ Coffee Futures		3.99	%		9,245,580
KCBT Hard Red Winter Wheat Futures		1.39	%		3,217,286
LME Primary Aluminum Futures		4.42	%		10,248,600
CME Live Cattle Futures		3.34	%		7,758,243
CME Lean Hogs Futures		3.02	%		7,010,768
LME Lead Futures		0.87	%		2,021,414
LME Nickel Futures		2.29	%		5,319,894
LME Zinc Futures		2.67	%		6,188,542
NYMEX Henry Hub Natural Gas Futures		6.76	%		15,676,693
ICE Gasoil Futures		3.27	%		7,586,804
CBOT Soybean Futures		5.17	%		11,997,847
NYBOT CSC No. 11 World Sugar Futures		2.92	%		6,771,160
COMEX Silver Futures		3.86	%		8,960,628
CBOT Soybean Meal Futures		3.18	%		7,371,441
CBOT Wheat Futures		2.10	%		4,869,212
NYMEX Reformulated Gasoline Blend Futures		3.09	%		7,169,913
Total Notional Amount				$	231,980,231

(3) The following table represents the individual positions within the Total Return Swap as of April 30, 2024:

Referenced Commodity — Long Position

Futures Contract	% of Index			Notional Amount
CBOT Soybean Oil Futures		2.89	%	$	6,246,882
CBOT Corn Futures		4.14	%		8,943,441
NYMEX Light Sweet Crude Oil Futures		9.19	%		19,837,322
ICE Brent Crude Oil Futures		9.49	%		20,475,275
NYBOT CTN No. 2 Cotton Futures		1.78	%		3,842,432
COMEX Gold 100 Troy Oz. Futures		12.16	%		26,227,237
COMEX Copper Futures		5.99	%		12,926,071
NYMEX NY Harbor ULSD Futures		2.02	%		4,364,036
NYBOT CSC ’C’ Coffee Futures		3.99	%		8,601,411
KCBT Hard Red Winter Wheat Futures		1.39	%		2,993,128
LME Primary Aluminum Futures		4.42	%		9,534,547
CME Live Cattle Futures		3.34	%		7,217,701
CME Lean Hogs Futures		3.02	%		6,522,305

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CONTINUED

Futures Contract	% of Index			Notional Amount
LME Lead Futures		0.87	%		1,880,576
LME Nickel Futures		2.29	%		4,949,240
LME Zinc Futures		2.67	%		5,757,367
NYMEX Henry Hub Natural Gas Futures		6.76	%		14,584,447
ICE Gasoil Futures		3.27	%		7,058,207
CBOT Soybean Futures		5.17	%		11,161,918
NYBOT CSC No. 11 World Sugar Futures		2.92	%		6,299,391
COMEX Silver Futures		3.86	%		8,336,312
CBOT Soybean Meal Futures		3.18	%		6,857,849
CBOT Wheat Futures		2.10	%		4,529,958
NYMEX Reformulated Gasoline Blend Futures		3.09	%		6,670,362
Total Notional Amount				$	215,817,415

(4) The following table represents the individual positions within the Total Return Swap as of April 30, 2024:

Referenced Commodity — Long Position

Futures Contract	% of Index			Notional Amount
CBOT Soybean Oil Futures		2.85	%	$	2,868,131
CBOT Corn Futures		5.17	%		5,206,784
NYMEX Light Sweet Crude Oil Futures		7.63	%		7,683,236
ICE Brent Crude Oil Futures		7.75	%		7,809,193
NYBOT CTN No. 2 Cotton Futures		1.45	%		1,456,540
COMEX Gold 100 Troy Oz. Futures		15.32	%		15,430,648
COMEX Copper Futures		5.98	%		6,025,533
NYMEX NY Harbor ULSD Futures		2.00	%		2,019,188
NYBOT CSC ’C’ Coffee Futures		3.32	%		3,342,898
KCBT Hard Red Winter Wheat Futures		1.73	%		1,744,897
LME Primary Aluminum Futures		4.42	%		4,450,694
CME Live Cattle Futures		3.31	%		3,334,798
CME Lean Hogs Futures		2.53	%		2,546,426
LME Lead Futures		0.87	%		876,646
LME Nickel Futures		2.86	%		2,885,248
LME Zinc Futures		2.68	%		2,699,254
NYMEX Henry Hub Natural Gas Futures		6.65	%		6,699,419
ICE Gasoil Futures		2.71	%		2,728,329
CBOT Soybean Futures		5.15	%		5,186,007
NYBOT CSC No. 11 World Sugar Futures		2.43	%		2,448,228
COMEX Silver Futures		4.82	%		4,853,949
CBOT Soybean Meal Futures		3.18	%		3,198,325
CBOT Wheat Futures		2.60	%		2,617,549
NYMEX Reformulated Gasoline Blend Futures		2.59	%		2,606,858
Total Notional Amount				$	100,718,778

(5) The following table represents the individual positions within the Total Return Swap as of April 30, 2024:

Referenced Commodity — Long Position

Futures Contract	% of Index			Notional Amount
CBOT Soybean Oil Futures		2.85	%	$	286,607
CBOT Corn Futures		5.17	%		520,303
NYMEX Light Sweet Crude Oil Futures		7.63	%		767,770

99

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CONTINUED

Futures Contract	% of Index			Notional Amount
ICE Brent Crude Oil Futures		7.75	%		780,356
NYBOT CTN No. 2 Cotton Futures		1.45	%		145,549
COMEX Gold 100 Troy Oz. Futures		15.32	%		1,541,953
COMEX Copper Futures		5.98	%		602,119
NYMEX NY Harbor ULSD Futures		2.00	%		201,773
NYBOT CSC ’C’ Coffee Futures		3.32	%		334,049
KCBT Hard Red Winter Wheat Futures		1.73	%		174,364
LME Primary Aluminum Futures		4.42	%		444,749
CME Live Cattle Futures		3.31	%		333,239
CME Lean Hogs Futures		2.53	%		254,459
LME Lead Futures		0.87	%		87,601
LME Nickel Futures		2.86	%		288,317
LME Zinc Futures		2.68	%		269,731
NYMEX Henry Hub Natural Gas Futures		6.65	%		669,459
ICE Gasoil Futures		2.71	%		272,636
CBOT Soybean Futures		5.15	%		518,227
NYBOT CSC No. 11 World Sugar Futures		2.43	%		244,646
COMEX Silver Futures		4.82	%		485,045
CBOT Soybean Meal Futures		3.18	%		319,602
CBOT Wheat Futures		2.60	%		261,566
NYMEX Reformulated Gasoline Blend Futures		2.59	%		260,498
Total Notional Amount				$	10,064,618

(6) The following table represents the individual positions within the Total Return Swap as of April 30, 2024:

Referenced Commodity — Long Position

Futures Contract	% of Index			Notional Amount
CBOT Soybean Oil Futures		2.89	%	$	2,606,738
CBOT Corn Futures		4.14	%		3,731,976
NYMEX Light Sweet Crude Oil Futures		9.19	%		8,277,843
ICE Brent Crude Oil Futures		9.49	%		8,544,052
NYBOT CTN No. 2 Cotton Futures		1.78	%		1,603,394
COMEX Gold 100 Troy Oz. Futures		12.16	%		10,944,267
COMEX Copper Futures		5.99	%		5,393,873
NYMEX NY Harbor ULSD Futures		2.02	%		1,821,053
NYBOT CSC ’C’ Coffee Futures		3.99	%		3,589,251
KCBT Hard Red Winter Wheat Futures		1.39	%		1,248,991
LME Primary Aluminum Futures		4.42	%		3,978,636
CME Live Cattle Futures		3.34	%		3,011,848
CME Lean Hogs Futures		3.02	%		2,721,669
LME Lead Futures		0.87	%		784,739
LME Nickel Futures		2.29	%		2,065,250
LME Zinc Futures		2.67	%		2,402,470
NYMEX Henry Hub Natural Gas Futures		6.76	%		6,085,890
ICE Gasoil Futures		3.27	%		2,945,293
CBOT Soybean Futures		5.17	%		4,657,716
NYBOT CSC No. 11 World Sugar Futures		2.92	%		2,628,650
COMEX Silver Futures		3.86	%		3,478,629
CBOT Soybean Meal Futures		3.18	%		2,861,687
CBOT Wheat Futures		2.10	%		1,890,290
NYMEX Reformulated Gasoline Blend Futures		3.09	%		2,783,451
Total Notional Amount				$	90,057,656

100

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CONTINUED

(7) The following table represents the individual positions within the Total Return Swap as of April 30, 2024:

Referenced Commodity — Long Position

Futures Contract	% of Index			Notional Amount
CBOT Soybean Oil Futures		2.85	%	$	8,077,111
CBOT Corn Futures		5.17	%		14,663,128
NYMEX Light Sweet Crude Oil Futures		7.63	%		21,637,211
ICE Brent Crude Oil Futures		7.75	%		21,991,927
NYBOT CTN No. 2 Cotton Futures		1.45	%		4,101,848
COMEX Gold 100 Troy Oz. Futures		15.32	%		43,455,150
COMEX Copper Futures		5.98	%		16,968,856
NYMEX NY Harbor ULSD Futures		2.00	%		5,686,353
NYBOT CSC ’C’ Coffee Futures		3.32	%		9,414,131
KCBT Hard Red Winter Wheat Futures		1.73	%		4,913,908
LME Primary Aluminum Futures		4.42	%		12,533,859
CME Live Cattle Futures		3.31	%		9,391,319
CME Lean Hogs Futures		2.53	%		7,171,140
LME Lead Futures		0.87	%		2,468,774
LME Nickel Futures		2.86	%		8,125,316
LME Zinc Futures		2.68	%		7,601,528
NYMEX Henry Hub Natural Gas Futures		6.65	%		18,866,625
ICE Gasoil Futures		2.71	%		7,683,406
CBOT Soybean Futures		5.15	%		14,604,618
NYBOT CSC No. 11 World Sugar Futures		2.43	%		6,894,599
COMEX Silver Futures		4.82	%		13,669,490
CBOT Soybean Meal Futures		3.18	%		9,006,991
CBOT Wheat Futures		2.60	%		7,371,432
NYMEX Reformulated Gasoline Blend Futures		2.59	%		7,341,325
Total Notional Amount				$	283,640,045

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Bonds
Australia		—	$	3,148,757		—	$	3,148,757
Canada		—		69,076,515		—		69,076,515
Finland		—		1,066,777		—		1,066,777
France		—		19,026,284		—		19,026,284
Germany		—		29,500,217		—		29,500,217
Ireland		—		5,379,204		—		5,379,204
Italy		—		5,995,728		—		5,995,728
Japan		—		54,379,218		—		54,379,218
Netherlands		—		6,891,986		—		6,891,986
New Zealand		—		23,410,634		—		23,410,634
Supranational Organization Obligations		—		15,252,669		—		15,252,669
Sweden		—		9,125,036		—		9,125,036
Switzerland		—		2,277,322		—		2,277,322
United Kingdom		—		25,431,879		—		25,431,879
United States		—		240,327,805		—		240,327,805
U.S. Treasury Obligations		—		392,485,611		—		392,485,611

101

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CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2			Level 3		Total
Commercial Paper		—		$	94,223,581			—	$	94,223,581
Securities Lending Collateral		—			4,330,168			—		4,330,168
Total Investments in Securities		—		$	1,001,329,391			—	$	1,001,329,391
Financial Instruments
Assets
Forward Currency Contracts**		—			1,372,959			—		1,372,959
Futures Contracts**	$	2,644,751			—			—		2,644,751
Liabilities
Forward Currency Contracts**		—			(356,988	)		—		(356,988	)
Futures Contracts**		(2,559,428	)		—			—		(2,559,428	)
Swap Agreements**		—			(10,935,978	)		—		(10,935,978	)
Total Financial Instruments	$	85,323		$	(9,920,007	)		—	$	(9,834,684	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

102

DFA INVESTMENT DIMENSIONS GROUP INC.

CONSOLIDATED STATEMENT OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

	DFA Commodity Strategy Portfolio*
ASSETS:
Investment Securities at Value (including $4,242 of securities on loan)	$	996,999
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $4,330)		4,330
Segregated Cash for Futures Contracts		360
Foreign Currencies at Value		2
Segregated Cash for Swaps Contracts		12,800
Cash		136,669
Receivables:
Investment Securities Sold		2,961
Dividends and Interest		3,829
Securities Lending Income		3
Fund Shares Sold		153
Unrealized Gain on Forward Currency Contracts		1,373
Total Assets		1,159,479
LIABILITIES:
Payables:
Upon Return of Securities Loaned		4,352
Investment Securities Purchased		23,051
Fund Shares Redeemed		712
Due to Advisor		272
Due to Broker		2,380
Futures Margin Variation		39
Unrealized Loss on Swap Contracts		10,936
Unrealized Loss on Forward Currency Contracts		357
Payable for Swap Contracts Payments		679
Accrued Expenses and Other Liabilities		125
Total Liabilities		42,903
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE D)
NET ASSETS	$	1,116,576
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		243,491,736
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	4.59
Investment Securities at Cost	$	1,007,928
Foreign Currencies at Cost	$	2
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,195,109
Total Distributable Earnings (Loss)		(78,533	)
NET ASSETS	$	1,116,576
(1) NUMBER OF SHARES AUTHORIZED		1,800,000,000

* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

103

DFA INVESTMENT DIMENSIONS GROUP INC.

CONSOLIDATED STATEMENT OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	DFA Commodity Strategy Portfolio#
Investment Income
Interest	$	23,978
Income from Securities Lending, Net		10
Total Investment Income		23,988
Expenses
Investment Management Fees		2,037
Accounting & Transfer Agent Fees		108
Custodian Fees		28
Filing Fees		23
Shareholders’ Reports		36
Directors’/Trustees’ Fees & Expenses		5
Professional Fees		13
Other		30
Total Expenses		2,280
Fees Waived, Expenses Reimbursed by Advisor (Note D)		393
Fees Paid Indirectly (Note D)		5
Net Expenses		1,882
Net Investment Income (Loss)		22,106
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		(8,683	)
Affiliated Investment Companies Shares Sold		1
Futures		(3,872	)
Swap Contracts		(24,362	)
Foreign Currency Transactions		47
Forward Currency Contracts		(1,686	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		23,430
Futures		520
Swap Contracts		(6,323	)
Translation of Foreign Currency-Denominated Amounts		6
Forward Currency Contracts		(271	)
Net Realized and Unrealized Gain (Loss)		(21,193	)
Net Increase (Decrease) in Net Assets Resulting from Operations	$	913

** Net of foreign capital gain taxes withheld of $0.

*** Including foreign capital gain taxes of $0.

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

104

DFA INVESTMENT DIMENSIONS GROUP INC.

CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA Commodity Strategy Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	22,106		$	43,688
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		(8,683	)		(20,616	)
Affiliated Investment Companies Shares Sold		12
Futures		(3,872	)		(9,574	)
Swap Contracts		(24,362	)		(127,781	)
Foreign Currency Transactions		47			(111	)
Forward Currency Contracts		(1,686	)		(674	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		23,430			49,627
Affiliated Investment Companies Shares		—			6
Futures		520			471
Swap Contracts		(6,323	)		(10,073	)
Translation of Foreign Currency-Denominated Amounts		6			14
Forward Currency Contracts		(271	)		896
Net Increase (Decrease) in Net Assets Resulting from Operations		913			(74,125	)
Distributions:
Institutional Class Shares		(25,469	)		(113,511	)
Capital Share Transactions (1):
Shares Issued		198,792			518,609
Shares Issued in Lieu of Cash Distributions		24,414			104,344
Shares Redeemed		(394,951	)		(812,529	)
Net Increase (Decrease) from Capital Share Transactions		(171,745	)		(189,576	)
Total Increase (Decrease) in Net Assets		(196,301	)		(377,212	)
Net Assets
Beginning of Period		1,312,877			1,690,089
End of Period	$	1,116,576		$	1,312,877
(1) Shares Issued and Redeemed:
Shares Issued		45,274			108,791
Shares Issued in Lieu of Cash Distributions		5,735			20,888
Shares Redeemed		(88,610	)		(171,581	)
Net Increase (Decrease) from Shares Issued and Redeemed		(37,601	)		(41,902	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0.

See accompanying Notes to Financial Statements.

105

DFA INVESTMENT DIMENSIONS GROUP INC.

CONSOLIDATED FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA Commodity Strategy Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019
	(Unaudited)
Net Asset Value, Beginning of Period	$	4.67		$	5.23		$	7.26		$	5.00		$	5.46		$	5.68
Income from Investment Operations (A)
Net Investment Income (Loss)		0.08			0.14			0.07			0.01			0.06			0.11
Net Gains (Losses) on Securities (Realized and Unrealized)		(0.06	)		(0.33	)		0.07			2.27			(0.46	)		(0.22	)
Total from Investment Operations		0.02			(0.19	)		0.14			2.28			(0.40	)		(0.11	)
Less Distributions:
Net Investment Income		(0.10	)		(0.37	)		(2.17	)		(0.02	)		(0.06	)		(0.11	)
Total Distributions		(0.10	)		(0.37	)		(2.17	)		(0.02	)		(0.06	)		(0.11	)
Net Asset Value, End of Period	$	4.59		$	4.67		$	5.23		$	7.26		$	5.00		$	5.46
Total Return		0.51	%(B)		(4.12	%)		6.38	%		45.67	%		(7.41	%)		(1.99	%)
Net Assets, End of Period (thousands)	$	1,116,576		$	1,312,877		$	1,690,089		$	1,765,786		$	1,096,427		$	1,579,044
Ratio of Expenses to Average Net Assets		0.32	%(C)		0.32	%		0.30	%		0.31	%		0.33	%		0.33	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly)		0.39	%(C)		0.39	%		0.38	%		0.40	%		0.41	%		0.41	%
Ratio of Net Investment Income to Average Net Assets		3.77	%(C)		2.85	%		1.25	%		0.24	%		1.15	%		1.99	%
Portfolio Turnover Rate		41	%(B)		36	%		134	%		114	%		71	%		38	%

See page 1-2 for the Definitions of Abbreviations and Footnotes

See accompanying Notes to Financial Statements.

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DFA INVESTMENT DIMENSIONS GROUP INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

(UNAUDITED)

A. Organization:

DFA Investment Dimensions Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, as amended (the “1940 Act”), whose shares are generally offered, without a sales charge, to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and two operational portfolios, one of which, DFA Commodity Strategy Portfolio (the “Portfolio”), is included in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolio is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”), Topic 946, “Financial Services-Investment Companies.”

The Portfolio wholly owns and controls Dimensional Cayman Commodity Fund I, LTD. (the “Subsidiary”), a company organized under the laws of the Cayman Islands. The Subsidiary is not registered as an investment company under the 1940 Act.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolio uses 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 Portfolio’s own assumptions in determining the fair value of investments)

Debt securities held by the 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. These securities are generally categorized as Level 2 in the hierarchy. 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of Dimensional Fund Advisors LP) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Portfolio may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

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Futures contracts held by the Portfolio are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 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 approved by the Board. These securities are generally categorized as Level 2 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.

A summary of the inputs used to value the Portfolio’s 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. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate this translation, the Portfolio enters into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/ Trustees’ Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the “Notice”) to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund or its portfolios are allocated using methods approved by the Board, generally based on average net assets.

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C. Basis for Consolidation:

The Subsidiary commenced operations on November 9, 2010. The Portfolio commenced reporting on a consolidated basis as of such commencement date in accordance with the accounting principles relating to reporting of a wholly-owned subsidiary. The Portfolio will seek to gain exposure to commodities, commodities-related instruments, derivatives and other investments by directly investing in those instruments or through investments in the Subsidiary. The Subsidiary participates in the same investment goal as the Portfolio. The Subsidiary pursues its investment goal by investing in commodities, commodities-related instruments, derivatives and other investments. The Subsidiary (unlike the Portfolio) may invest without limitation in these instruments. However, the Subsidiary is otherwise subject to the same fundamental, non-fundamental and certain other investment restrictions as the Portfolio. The portion of the Portfolio’s or Subsidiary’s assets exposed to any particular commodity, derivative or other investment will vary based on market conditions, but from time to time some exposure could be substantial.

To the extent of the Portfolio’s investment through the Subsidiary, it will be subject to the risks associated with the commodities, derivatives and other instruments in which the Subsidiary invests. By investing in the Subsidiary, the Portfolio is indirectly exposed to the risks associated with the Subsidiary’s investments. The derivatives and other investments held by the Subsidiary are generally similar to those that are permitted to be held by the Portfolio and are subject to the same risks that apply to similar investments if held directly by the Portfolio.

The Subsidiary is classified as a controlled foreign corporation under Subchapter N of the Internal Revenue Code. Therefore, the Portfolio is required to increase its taxable income by its share of the Subsidiary’s income. Net investment losses of the Subsidiary cannot be deducted by the Portfolio in the current period nor carried forward to offset taxable income in future periods.

As of April 30, 2024, the Portfolio held a $242,475,735 investment in the Subsidiary, representing 21.71% of the Portfolio’s total net assets. The accompanying consolidated financial statements include all assets, liabilities, revenues and expenses of the Portfolio and its wholly-owned Subsidiary. Intercompany balances and transactions have been eliminated in consolidation.

D. Investment Advisor:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolio. For the six months ended April 30, 2024, the investment management fee was accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

DFA Commodity Strategy Portfolio 0.28 % 

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the “Fee Waiver Agreement”), the Advisor has contractually agreed to waive all or a portion of the management fee and to assume the expenses of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in The DFA Short Term Investment Fund and its investment in unaffiliated investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses to no more than 0.55% of the Portfolio’s average net assets on an annualized basis (the “Expense Limitation Amount”). At any time that the Portfolio Expenses of the Portfolio are less than the Expense Limitation Amount, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount for the Portfolio. The Fund, on behalf of the Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. The Fee Waiver Agreement for the Portfolio will remain in effect through February 28, 2025, and may only be terminated by the Fund’s Board of Directors prior to that date. The Fee Waiver Agreement will continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. As of April 30, 2024, there were no previously waived fees/expenses assumed subject to future recovery by the Advisor.

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The Subsidiary has entered into a separate contract with the Advisor whereby the Advisor or its affiliates provide investment advisory and other services to the Subsidiary. For the investment advisory services it provides, the Advisor is entitled to a fee from the Subsidiary equal to 0.30% of the Subsidiary’s average net assets on an annualized basis; however, pursuant to a contractual agreement, the Advisor has agreed to waive the management fee of the Subsidiary.

For the six months ended April 30, 2024, approximately $393 (in thousands) of the Subsidiary’s management fees were waived pursuant to the Subsidiary fee waiver agreement.

Earned Income Credit:

Additionally, the Portfolio has entered into an arrangement with its custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolio’s custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of the Portfolio’s net assets. During the six months ended April 30, 2024, expenses reduced were as follows (amount in thousands):

	Fees Paid Indirectly
DFA Commodity Strategy Portfolio	$	5

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the six months ended April 30, 2024, the total related amount paid by the Fund to the CCO was $107 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Consolidated Statement of Operations.

E. Deferred Compensation:

As of April 30, 2024, the total liability for deferred compensation to Directors/Trustees is included in Accrued Expenses and Other Liabilities on the Consolidated Statement of Assets and Liabilities as follows (amount in thousands):

DFA Commodity Strategy Portfolio $ 7

F. Purchases and Sales of Securities:

For the six months ended April 30, 2024, the Portfolio’s transactions related to investment securities, other than short-term securities and in-kind redemptions (amounts in thousands), were as follows:

	U.S. Government Securities				Other Investment Securities
	Purchases		Sales		Purchases		Sales
DFA Commodity Strategy Portfolio	$	321,024	$	247,053	$	61,023	$	419,764

For the six months ended April 30, 2024, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

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The amounts presented below may differ from the respective amounts presented in the corresponding Consolidated Schedule of Investments, Consolidated Statement of Assets and Liabilities or Consolidated Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

	Balance at October 31, 2023		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales		Change in Unrealized Appreciation/ Depreciation		Balance at April 30, 2024		Shares as of April 30, 2024		Dividend Income		Capital Gain Distributions
DFA Commodity Strategy Portfolio
The DFA Short Term Investment Fund	$	5,476	$	26,712	$	27,859	$	1		—	$	4,330		374	$	134		—
Total	$	5,476	$	26,712	$	27,859	$	1		—	$	4,330		374	$	134		—

G. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income or accumulated net realized gains or losses, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2023, can occur as a result of financial and tax reporting related to the Subsidiary, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for tax purposes, and net foreign currency gains/losses, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2022, and October 31, 2023, were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Tax Exempt Income		Total
DFA Commodity Strategy Portfolio
2022	$	500,400		—		—	$	500,400
2023		113,511		—		—		113,511

As of October 31, 2023, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains			Long-Term Capital Gains		Total
DFA Commodity Strategy Portfolio	$	(3,129	)		—	$	(3,129	)

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As of October 31, 2023, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

	Undistributed Net Investment Income and Short-Term Capital Gains		Undistributed Long-Term Capital Gains		Capital Loss Carryforwards			Unrealized Appreciation (Depreciation)			Total Net Distributable Earnings (Accumulated Losses)
DFA Commodity Strategy Portfolio	$	18,492		—	$	(46,601	)	$	(25,858	)	$	(53,967	)

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2023, the Portfolio had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

	Unlimited		Total
DFA Commodity Strategy Portfolio	$	46,601	$	46,601

During the year ended October 31, 2023, the Portfolio did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

As of April 30, 2024, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)
DFA Commodity Strategy Portfolio	$	2,705,512	$	1,955	$	(1,689,725	)	$	(1,687,770	)

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolio recognizes the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolio’s tax positions and has concluded that no additional provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

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H. Financial Instruments:

In accordance with the Portfolio’s investment objective and policies, the Portfolio may invest 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. 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 Portfolio may be inhibited.

Derivative Financial Instruments:

Summarized below are the specific types of derivative instruments used by the Portfolio. The 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 commodity-linked notes, swap agreements and other commodity-linked derivative instruments, including futures contracts on individual commodities or a subset of commodities and options on commodities. The accompanying consolidated schedule of investments includes investments of the Portfolio and its wholly-owned Subsidiary.

2. Forward Currency Contracts: The Portfolio 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). The decision to hedge the 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 Consolidated Statement 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 Consolidated Statement of Operations as a net realized gain or loss on forward currency contracts.

3. Commodity-Linked Derivatives: The Portfolio and the Subsidiary invest in commodity-linked derivative instruments, such as 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.

4. Swap Agreements: The Portfolio may enter into swap agreements with respect to commodities, interest rates and indexes of commodities or securities, specific securities and commodities, and mortgage, credit and event-linked swaps, and, to the extent the Portfolio may invest in foreign-currency-denominated securities, the Portfolio may enter into swap agreements with respect to foreign currencies.

The Portfolio may enter into swap transactions for any legal purpose consistent with its investment objective and policies, such as for the purpose of attempting to obtain or preserve a particular return or spread at a lower cost than obtaining a return or spread through purchases and/or sales of instruments in other markets, to seek to increase total return (speculation), to protect against currency fluctuations, as a duration management technique, to protect against any increase in the price of securities the Portfolio anticipates purchasing at a later date, or to gain exposure to certain markets in the most economical way possible.

A swap agreement may be negotiated bilaterally and traded over-the-counter between the two parties (for an uncleared swap), while other swaps must be transacted through a futures commission merchant (“FCM”) and cleared through a clearinghouse that serves as a central counterparty (for a cleared swap), and may be traded on swap execution facilities (exchanges). Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. In a standard “swap” transaction, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on particular predetermined

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investments or instruments, which may be adjusted for an interest factor. In an uncleared swap, the swap counterparty is typically a brokerage firm, bank or other financial institution. In a cleared swap, the Portfolio’s ultimate counterparty is a central clearinghouse rather than a brokerage firm, bank or other financial institution.

An investment in a commodity swap agreement may involve the exchange of floating-rate interest payments for the total return on a commodity index. In a total return commodity swap, the Portfolio will receive the price appreciation of a commodity index, a portion of the index, or a single commodity in exchange for paying an agreed-upon fee. The Portfolio may also enter into credit default swap agreements. The “buyer” in a credit default contract is obligated to pay the “seller” a periodic stream of payments over the term of the contract provided that no event of default on an underlying reference obligation (whether as a single debt instrument or as part of an index of debt instruments) has occurred. If an event of default occurs, the seller must pay the buyer the full notional value, or “par value,” of the reference obligation in exchange for the reference obligation. The Portfolio may be either the buyer or seller in a credit default swap transaction. Credit default swap transactions involve greater risks than if the Portfolio had invested in the reference obligation directly.

Most swap agreements entered into by the Portfolio will calculate the obligations of the parties to the agreement on a “net” basis, which means that the two payment streams are netted out, with the Portfolio receiving or paying, as the case may be, only the net amount of the two payments. The Portfolio’s current obligations under a swap agreement will be accrued daily (offset against any amounts owed to the Portfolio).

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 clearinghouse, as is the case with cleared swaps. As a result, the 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 Portfolio will enter into swap agreements only with counterparties that meet certain standards of creditworthiness as determined by the Advisor’s Investment Committee. To the extent that the Portfolio reasonably expects a swap cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of investment, 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 Wall Street Reform and Consumer Protection Act of 2010 and implementing rules adopted by the Commodity Futures Trading Commission (“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 the 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 the 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.

Futures Activities:

The 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 CFTC or, consistent with CFTC regulations, on foreign exchanges.

5. Futures Contracts: 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

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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, the 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 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.

6. Options on Futures Contracts: The 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 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.

The Subsidiary’s securities have been segregated as collateral for open futures contracts and open swaps contracts.

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The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2024 was as follows (amounts in thousands):

	Forward Currency Contracts*		Futures**		Swap Contracts***
DFA Commodity Strategy Portfolio	$	90,413	$	99,237	$	1,114,815

* Average amount of Currency Purchased/Sold in USD.

** Average Notional Value of futures contracts.

*** Average Notional Value of agreements.

The following is a summary of the Portfolio’s derivative instrument holdings categorized by primary risk exposure as of April 30, 2024 (amounts in thousands):

	Asset Derivatives Value
	Total Value at April 30, 2024		Forward Currency Contracts (1)		Commodity Futures Contracts *,(2)
DFA Commodity Strategy Portfolio	$	4,018	$	1,373	$	2,645

	Liability Derivatives Value
	Total Value at April 30, 2024			Forward Currency Contracts (3)			Commodity Futures Contracts *,(4)			Swap Contracts (5)
DFA Commodity Strategy Portfolio	$	(13,852	)	$	(357	)	$	(2,559	)	$	(10,936	)

(1) Presented on Consolidated Statement of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

(2) Presented on Consolidated Statement of Assets and Liabilities as Receivables: Futures Margin Variation.

(3) Presented on Consolidated Statement of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

(4) Presented on Consolidated Statement of Assets and Liabilities as Payables: Futures Margin Variation.

(5) Presented on Consolidated Statement of Assets and Liabilities as Unrealized Loss on Swap Contracts.

* Includes cumulative appreciation (depreciation) of futures contracts. Only current day’s margin variation is reported within the Consolidated Statement of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolio’s derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2024 (amounts in thousands):

	Realized Gain (Loss) on
	Derivatives
	Total			Forward Currency Contracts (1)			Commodity Futures Contracts (2)			Swap Contracts (3)
DFA Commodity Strategy Portfolio	$	(29,920	)	$	(1,686	)	$	(3,872	)	$	(24,362	)

116

	Change in Unrealized Appreciation
	(Depreciation) on Derivatives
	Total			Forward Currency Contracts (4)			Commodity Futures Contracts (5)		Swap Contracts (6)
DFA Commodity Strategy Portfolio	$	(6,074	)	$	(271	)	$	520	$	(6,323	)

(1) Presented on Consolidated Statement of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

(2) Presented on Consolidated Statement of Operations as Net Realized Gain (Loss) on: Futures.

(3) Presented on Consolidated Statement of Operations as Net Realized Gain (Loss) on: Swap Contracts.

(4) Presented on Consolidated Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

(5) Presented on Consolidated Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

(6) Presented on Consolidated Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Swap Contracts.

Offsetting of Derivative Assets and Derivative Liabilities:

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs over-the-counter (OTC) derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Consolidated Statement of Assets and Liabilities.

117

The following table presents the Portfolio’s gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolio as of April 30, 2024 (amounts in thousands):

			Net Amounts of Assets Presented in the Consolidated Statement of Assets and Liabilities		Gross Amounts Not Offset in the Consolidated Statement of Assets and Liabilities											Net Amounts of Liabilities Presented in the Consolidated Statement of Assets and Liabilities		Gross Amounts Not Offset in the Consolidated Statement of Assets and Liabilities
Description	Gross Amounts of Recognized Assets (a)				Financial Instruments (b)			Non-Cash Collateral Received		Cash Collateral Received		Net Amount (c)		Gross Amounts of Recognized Liabilities (a)				Financial Instruments (d)			Non-Cash Collateral Pledged		Cash Collateral Pledged			Net Amount (e)
	Assets															Liabilities
DFA Commodity Strategy Portfolio
Citibank, N.A.		—		—		—			—		—		—	$	2,364	$	2,364		—			—	$	(399	)	$	1,965
HSBC Bank	$	157	$	157		—			—		—	$	157		—		—		—			—		—			—
UBS AG		—		—		—			—		—		—		3,412		3,412		—			—		(2,208	)		1,204
Bank of America Corp		—		—		—			—		—		—		4,246		4,246		—			—		(4,246	)		—
Royal Bank of Canada		—		—		—			—		—		—		1,072		1,072		—			—		—			1,072
Societe Generale		553		553	$	(199	)		—		—		354		199		199	$	(199	)		—		—			—
State Street Bank and Trust		663		663		—			—		—		663		—		—		—			—		—			—
Total	$	1,373	$	1,373	$	(199	)		—		—	$	1,174	$	11,293	$	11,293	$	(199	)		—	$	(6,853	)	$	4,241

(a) No amounts have been netted against the gross amounts recognized in the Consolidated Statement of Assets and Liabilities.

(b) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that management elects not to offset on the Consolidated Statement of Assets and Liabilities.

(c) Represents the net amount due from counterparties in the event of default.

(d) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that management elects not to offset on the Consolidated Statement of Assets and Liabilities.

(e) Represents the net amount due to counterparties in the event of default.

I. Line of Credit and Interfund Lending Program:

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 3, 2024, with its domestic custodian bank. A line of credit with similar terms was in effect through April 3, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 2, 2025.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 27, 2023. A line of credit with similar terms was in effect through December 27, 2023. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio’s net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 26, 2024.

118

There were no borrowings by the Portfolio under the lines of credit during the six months ended April 30, 2024.

Pursuant to an exemptive order issued by the SEC (the “Order”), the Portfolio may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day’s notice.

The Portfolio did not use the interfund lending program during the six months ended April 30, 2024.

J. Securities Lending:

As of April 30, 2024, the Portfolio had securities on loan to brokers/dealers, for which the Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. The Portfolio invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio’s collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to its stated investment policies, the Portfolio will generally invest the cash collateral received for the loaned securities in the Money Market Series, an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

K. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

119

L. Recently Issued Accounting Standards and Regulations:

In October 2022, the SEC adopted rule and form amendments requiring open-end management investment companies, including mutual funds and exchange-traded funds, to transmit concise and visually engaging semi-annual and annual reports that highlight key information, including fund expenses, performance, and holdings to shareholders. Other information, including financial statements, will no longer appear in the Portfolio’s shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. Accordingly, the rule and form amendments will not impact the Portfolio until the 2024 annual shareholder report and will have no effect on the Portfolio’s accounting policies or financial statements.

M. Other:

As of April 30, 2024, the following number of shareholders held the following approximate percentages of the outstanding shares of the Portfolio. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

	Number of Shareholders		Approximate Percentage of Outstanding Shares
DFA Commodity Strategy Portfolio		3		71	%

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the now ended litigation involving Nine West). Although management currently believes that resolving claims against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio’s 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.

N. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

120

DIMENSIONAL INVESTMENT GROUP INC.

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses and legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and “Expenses Paid During Period” reflects the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000

= 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended April 30, 2024

EXPENSE TABLE

	Beginning Account Value 11/01/23		Ending Account Value 04/30/24		Annualized Expense Ratio (1)			Expenses Paid During Period (1)
U.S. Large Company Portfolio
Actual Fund Return	$	1,000.00	$	1,209.30		0.08	%	$	0.44
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.47		0.08	%	$	0.40

(1) Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (182), then divided by the number of days in the year (366) to reflect the six-month period.

121

DIMENSIONAL INVESTMENT GROUP INC.

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-PORT with the SEC on March 28, 2024. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

PORTFOLIO HOLDINGS

The SEC requires that all funds present their categories of portfolio holdings in a table, chart, or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

DOMESTIC EQUITY PORTFOLIO

U.S. Large Company Portfolio
Communication Services	9.1	%
Consumer Discretionary	10.3	%
Consumer Staples	6.2	%
Energy	4.1	%
Financials	13.1	%
Health Care	12.3	%
Industrials	8.8	%
Information Technology	29.2	%
Materials	2.4	%
Real Estate	2.2	%
Utilities	2.3	%
	100.0	%

 

 

122

U.S. LARGE COMPANY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value†		Percentage of Net Assets‡
COMMON STOCKS — (99.6%)
COMMUNICATION SERVICES — (9.1%)
*	Alphabet, Inc., Class A		1,564,642	$	254,692,425		2.3	%
*	Alphabet, Inc., Class C		1,309,971		215,673,625		1.9	%
	Comcast Corp., Class A		1,051,321		40,065,843		0.4	%
	Meta Platforms, Inc., Class A		583,924		251,186,587		2.2	%
*	Netflix, Inc.		114,916		63,277,346		0.6	%
	Verizon Communications, Inc.		1,115,925		44,067,878		0.4	%
	Walt Disney Co.		487,112		54,118,143		0.5	%
	Other Securities				101,240,560		0.8	%
TOTAL COMMUNICATION SERVICES					1,024,322,407		9.1	%
CONSUMER DISCRETIONARY — (10.3%)
*	Amazon.com, Inc.		2,426,369		424,614,575		3.8	%
	Home Depot, Inc.		264,275		88,325,990		0.8	%
	McDonald’s Corp.		192,623		52,593,784		0.5	%
*	Tesla, Inc.		735,704		134,839,829		1.2	%
	Other Securities				455,822,231		4.0	%
TOTAL CONSUMER DISCRETIONARY					1,156,196,409		10.3	%
CONSUMER STAPLES — (6.1%)
	Coca-Cola Co.		1,033,283		63,825,891		0.6	%
	Costco Wholesale Corp.		117,825		85,175,692		0.8	%
	PepsiCo, Inc.		364,981		64,203,808		0.6	%
	Procter & Gamble Co.		624,797		101,966,870		0.9	%
	Walmart, Inc.		1,136,707		67,463,560		0.6	%
	Other Securities				308,121,879		2.6	%
TOTAL CONSUMER STAPLES					690,757,700		6.1	%
ENERGY — (4.1%)
	Chevron Corp.		460,569		74,275,963		0.7	%
	Exxon Mobil Corp.		1,054,387		124,702,351		1.1	%
	Other Securities				259,618,695		2.3	%
TOTAL ENERGY					458,597,009		4.1	%
FINANCIALS — (13.1%)
	Bank of America Corp.		1,828,278		67,664,569		0.6	%
*	Berkshire Hathaway, Inc., Class B		483,084		191,653,915		1.7	%
	JPMorgan Chase & Co.		767,617		147,182,884		1.3	%
	Mastercard, Inc., Class A		219,069		98,843,933		0.9	%
#	Visa, Inc., Class A		419,951		112,803,038		1.0	%
	Wells Fargo & Co.		955,707		56,692,539		0.5	%
	Other Securities				798,135,672		7.1	%
TOTAL FINANCIALS					1,472,976,550		13.1	%
HEALTH CARE — (12.2%)
	Abbott Laboratories		461,034		48,855,773		0.4	%
	AbbVie, Inc.		468,821		76,249,047		0.7	%
	Danaher Corp.		174,655		43,073,416		0.4	%
	Eli Lilly & Co.		211,727		165,379,960		1.5	%

123

U.S. LARGE COMPANY PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
HEALTH CARE — (Continued)
	Johnson & Johnson		639,207	$	92,422,940		0.8	%
	Merck & Co., Inc.		672,872		86,948,520		0.8	%
	Thermo Fisher Scientific, Inc.		102,603		58,352,378		0.5	%
	UnitedHealth Group, Inc.		245,591		118,792,367		1.1	%
	Other Securities				687,890,168		6.0	%
TOTAL HEALTH CARE					1,377,964,569		12.2	%
INDUSTRIALS — (8.8%)
	Caterpillar, Inc.		135,195		45,232,191		0.4	%
	General Electric Co.		288,927		46,754,167		0.4	%
	Other Securities				898,194,653		8.0	%
TOTAL INDUSTRIALS					990,181,011		8.8	%
INFORMATION TECHNOLOGY — (29.1%)
	Accenture PLC, Class A		166,504		50,102,719		0.4	%
*	Adobe, Inc.		120,031		55,553,948		0.5	%
*	Advanced Micro Devices, Inc.		429,064		67,955,156		0.6	%
	Apple, Inc.		3,853,200		656,315,556		5.8	%
	Applied Materials, Inc.		220,834		43,868,674		0.4	%
	Broadcom, Inc.		116,841		151,924,847		1.4	%
	Cisco Systems, Inc.		1,079,101		50,696,165		0.5	%
	International Business Machines Corp.		242,867		40,364,495		0.4	%
	Intuit, Inc.		74,291		46,477,935		0.4	%
	Microsoft Corp.		1,972,458		767,937,073		6.8	%
	NVIDIA Corp.		655,664		566,506,809		5.0	%
	Oracle Corp.		423,406		48,162,432		0.4	%
	QUALCOMM, Inc.		296,368		49,152,633		0.4	%
	Salesforce, Inc.		257,046		69,129,951		0.6	%
	Texas Instruments, Inc.		241,489		42,603,489		0.4	%
	Other Securities				563,956,050		5.0	%
TOTAL INFORMATION TECHNOLOGY					3,270,707,932		29.0	%
MATERIALS — (2.3%)
	Linde PLC		128,765		56,780,214		0.5	%
	Other Securities				208,007,271		1.9	%
TOTAL MATERIALS					264,787,485		2.4	%
REAL ESTATE — (2.2%)
	Other Securities				243,449,900		2.2	%
UTILITIES — (2.3%)
	Other Securities				261,699,382		2.3	%
TOTAL COMMON STOCKS (Cost $2,683,429,347)					11,211,640,354		99.6	%
TEMPORARY CASH INVESTMENTS — (0.3%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		33,565,140		33,565,140		0.3	%

124

U.S. LARGE COMPANY PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
SECURITIES LENDING COLLATERAL — (0.1%)
@§	The DFA Short Term Investment Fund		901,198	$	10,425,062		0.1	%
TOTAL INVESTMENTS—(100.0%) (Cost $2,727,419,499)				$	11,255,630,556		100.0	%

As of April 30, 2024, U.S. Large Company 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		142		06/21/24	$	36,990,443	$	35,975,700	$	(1,014,743	)
Total Futures Contracts					$	36,990,443	$	35,975,700	$	(1,014,743	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
Assets
Common Stocks
Communication Services	$	1,024,322,407			—		—		$	1,024,322,407
Consumer Discretionary		1,156,196,409			—		—			1,156,196,409
Consumer Staples		690,757,700			—		—			690,757,700
Energy		458,597,009			—		—			458,597,009
Financials		1,472,976,550			—		—			1,472,976,550
Health Care		1,377,757,799			—	$	206,770			1,377,964,569
Industrials		990,181,011			—		—			990,181,011
Information Technology		3,270,707,932			—		—			3,270,707,932
Materials		264,787,485			—		—			264,787,485
Real Estate		243,449,900			—		—			243,449,900
Utilities		261,699,382			—		—			261,699,382
Temporary Cash Investments		33,565,140			—		—			33,565,140
Securities Lending Collateral		—		$	10,425,062		—			10,425,062
Total Investments in Securities	$	11,244,998,724		$	10,425,062	$	206,770	<>	$	11,255,630,556
Financial Instruments
Liabilities
Futures Contracts**		(1,014,743	)		—		—			(1,014,743	)
Total Financial Instruments	$	(1,014,743	)		—		—		$	(1,014,743	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

STATEMENT OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

	U.S. Large Company Portfolio*
ASSETS:
Investment Securities at Value (including $76,560 of securities on loan)	$	11,211,640
Temporary Cash Investments at Value & Cost		33,565
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $10,425)		10,425
Segregated Cash for Futures Contracts		1,675
Receivables:
Dividends and Interest		6,928
Securities Lending Income		8
Fund Shares Sold		10,698
Prepaid Expenses and Other Assets		49
Total Assets		11,274,988
LIABILITIES:
Payables:
Upon Return of Securities Loaned		10,446
Fund Shares Redeemed		3,900
Due to Advisor		431
Futures Margin Variation		478
Accrued Expenses and Other Liabilities		867
Total Liabilities		16,122
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	11,258,866
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $11,258,866 and shares outstanding of 336,862,880, $0.01 Par Value (1)	$	33.42
(1) NUMBER OF SHARES AUTHORIZED		900,000,000
Investment Securities at Cost	$	2,683,429
NET ASSETS CONSIST OF:
Paid-In Capital	$	2,234,582
Total Distributable Earnings (Loss)		9,024,284
NET ASSETS	$	11,258,866

* See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

STATEMENT OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	U.S. Large Company Portfolio#
Investment Income
Dividends (Net of Foreign Taxes Withheld of $21)	$	86,586
Income from Securities Lending, Net		99
Total Investment Income		86,685
Fund Expenses
Investment Management Fees		3,325
Accounting & Transfer Agent Fees		876
S&P 500® Fees		84
Custodian Fees		73
Filing Fees		49
Shareholders’ Reports		82
Directors’/Trustees’ Fees & Expenses		37
Professional Fees		92
Other		627
Total Fund Expenses		5,245
Fees Waived, Expenses Reimbursed by Advisor (Note C)		812
Net Expenses		4,433
Net Investment Income (Loss)		82,252
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		185,458
Affiliated Investment Companies Shares Sold		(1	)
Futures		5,428
In-Kind Redemptions		296,829
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		1,472,221
Futures		(331	)
Net Realized and Unrealized Gain (Loss)		1,959,604
Net Increase (Decrease) in Net Assets Resulting from Operations	$	2,041,856

** Net of foreign capital gain taxes withheld of $0.

*** Including foreign capital gain taxes of $0.

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Large Company Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	82,252		$	159,366
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		185,458			352,340
Affiliated Investment Companies Shares Sold		(1	)		80
Futures		5,428			5,297
In-Kind Redemptions		296,829			196,611
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		1,472,221			252,431
Affiliated Investment Companies Shares		—			8
Futures		(331	)		(1,071	)
Net Increase (Decrease) in Net Assets Resulting from Operations		2,041,856			965,062
Distributions:
Institutional Class Shares		(376,268	)		(572,729	)
Capital Share Transactions (1):
Shares Issued		830,736			1,249,148
Shares Issued in Lieu of Cash Distributions		350,954			534,574
Shares Redeemed		(1,487,146	)		(2,094,067	)
Net Increase (Decrease) from Capital Share Transactions		(305,456	)		(310,345	)
Total Increase (Decrease) in Net Assets		1,360,132			81,988
Net Assets
Beginning of Period		9,898,734			9,816,746
End of Period	$	11,258,866		$	9,898,734
(1) Shares Issued and Redeemed:
Shares Issued		25,585			43,453
Shares Issued in Lieu of Cash Distributions		11,337			19,445
Shares Redeemed		(45,903	)		(73,335	)
Net Increase (Decrease) from Shares Issued and Redeemed		(8,981	)		(10,437	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0.

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Large Company Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019
	(Unaudited)
Net Asset Value, Beginning of Period	$	28.62		$	27.55		$	34.56		$	25.10		$	23.48		$	21.06
Income from Investment Operations (A)
Net Investment Income (Loss)		0.24			0.45			0.44			0.43			0.44			0.44
Net Gains (Losses) on Securities (Realized and Unrealized)		5.65			2.26			(5.21	)		10.09			1.77			2.50
Total from Investment Operations		5.89			2.71			(4.77	)		10.52			2.21			2.94
Less Distributions:
Net Investment Income		(0.20	)		(0.42	)		(0.40	)		(0.43	)		(0.47	)		(0.39	)
Net Realized Gains		(0.89	)		(1.22	)		(1.84	)		(0.63	)		(0.12	)		(0.13	)
Total Distributions		(1.09	)		(1.64	)		(2.24	)		(1.06	)		(0.59	)		(0.52	)
Net Asset Value, End of Period	$	33.42		$	28.62		$	27.55		$	34.56		$	25.10		$	23.48
Total Return		20.93	%(B)		10.12	%		(14.71	%)		42.87	%		9.63	%		14.29	%
Net Assets, End of Period (thousands)	$	11,258,866		$	9,898,734		$	9,816,746		$	12,307,860		$	9,562,761		$	9,786,391
Ratio of Expenses to Average Net Assets		0.08	%(C)		0.08	%		0.08	%		0.08	%		0.08	%		0.08	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor)		0.09	%(C)		0.09	%		0.09	%		0.09	%		0.09	%		0.08	%
Ratio of Net Investment Income to Average Net Assets		1.48	%(C)		1.58	%		1.46	%		1.39	%		1.83	%		2.02	%
Portfolio Turnover Rate		1	%(B)		3	%		2	%		4	%		3	%		3	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

NOTES TO FINANCIAL STATEMENTS

(UNAUDITED)

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940 (the “1940 Act”), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of ten portfolios, one of which, the U.S. Large Company Portfolio (the “Portfolio”), is presented in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolio is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”), Topic 946, “Financial Services-Investment Companies.”

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolio uses 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 Portfolio’s own assumptions in determining the fair value of investments)

Securities held by the Portfolio, including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Portfolio 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 Portfolio values the securities at the mean between 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of Dimensional Fund Advisors LP) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Portfolio may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Futures contracts held by the Portfolio are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

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A summary of the inputs used to value the Portfolio’s 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 Summary Schedule of Portfolio Holdings. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/ Trustees’ Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the “Notice”) to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

3. Other: Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of received distributions that may be considered return of capital distributions. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board of Directors, generally based on average net assets.

C. Investment Advisor:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolio. For the six months ended April 30, 2024, the Portfolio’s investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

U.S. Large Company Portfolio 0.06 % 

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the “Fee Waiver Agreement”), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolio, as described in the notes below. The Fee Waiver Agreement for the Portfolio will remain in effect through February 28, 2025, may only be terminated by the Fund’s Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the six months ended April 30, 2024, the Portfolio had an expense limit based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Annualized Expense Ratio (defined below) of the Portfolio is less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount for the Portfolio. The recovered previously waived fees/assumed expenses during the six months ended April 30, 2024, waived fees/assumed expenses during the six months ended April 30, 2024, and previously waived fees/assumed expenses subject to future recovery by the

131

Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

Institutional Class Shares	Expense Limitation Amount			Recovery of Previously Waived Fees/ Assumed Expenses		Waived Fees/ Assumed Expenses
U.S. Large Company Portfolio (1)		0.08	%		—	$	812

(1) The Advisor has contractually agreed to waive all or a portion of its management fee to the extent necessary to reduce the ordinary operating expenses (excluding expenses incurred through investment in other investment companies) (“Portfolio Expenses”) of the U.S. Large Company Portfolio so that the Portfolio Expenses, on an annualized basis, do not exceed the rate listed above as a percentage of the Portfolio’s average net assets (the “Annualized Expense Ratio”).

	Previously Waived Fees/ Assumed Expenses Subject to Future Recovery Expiring
	10/31/2024		10/31/2025		10/31/2026		4/30/2027		Total
U.S. Large Company Portfolio	$	515	$	711	$	1,350	$	812	$	3,388

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the six months ended April 30, 2024, the total related amounts paid by the Fund to the CCO were $11 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

As of April 30, 2024, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

U.S. Large Company Portfolio $ 108

E. Purchases and Sales of Securities:

For the six months ended April 30, 2024, the Portfolio’s transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

	Purchases		Sales
U.S. Large Company Portfolio	$	102,053	$	371,203

There were no purchases or sales of long-term U.S. government securities.

For the six months ended April 30, 2024, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

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The amounts presented below may differ from the respective amounts presented in the Summary Schedule of Portfolio Holdings, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

										Change in
							Net Realized			Unrealized
	Balance at		Purchases		Proceeds		Gain/(Loss)			Appreciation/		Balance at		Shares as of		Dividend		Capital Gain
	October 31, 2023		at Cost		from Sales		on Sales			Depreciation		April 30, 2024		April 30, 2024		Income		Distributions
U.S. Large Company Portfolio
The DFA Short Term Investment Fund	$	18,033	$	205,031	$	212,638	$	(1	)		—	$	10,425		901	$	621		—
Total	$	18,033	$	205,031	$	212,638	$	(1	)		—	$	10,425		901	$	621		—

F. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2023, can occur as a result of non-deductible expenses, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2022, and October 31, 2023, were as follows (amounts in thousands):

	Net Investment
	Income and
	Short-Term		Long-Term		Tax Exempt
	Capital Gains		Capital Gains		Income		Total
U.S. Large Company Portfolio
2022	$	147,910	$	644,294		—	$	792,204
2023		145,816		426,913		—		572,729

As of October 31, 2023, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

	Net Investment
	Income and
	Short-Term			Long-Term
	Capital Gains			Capital Gains			Total
U.S. Large Company Portfolio	$	(13,584	)	$	(38,586	)	$	(52,170	)

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As of October 31, 2023, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

	Undistributed								Total Net
	Net Investment								Distributable
	Income and		Undistributed				Unrealized		Earnings
	Short-Term		Long-Term		Capital Loss		Appreciation		(Accumulated
	Capital Gains		Capital Gains		Carryforwards		(Depreciation)		Losses)
U.S. Large Company Portfolio		—	$	306,650		—	$	7,052,160	$	7,358,810

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2023, the Portfolio did not have capital loss carryforwards available to offset future realized capital gains.

During the year ended October 31, 2023, the Portfolio did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

As of April 30, 2024, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

								Net
								Unrealized
	Federal		Unrealized		Unrealized			Appreciation
	Tax Cost		Appreciation		(Depreciation)			(Depreciation)
U.S. Large Company Portfolio	$	2,730,566	$	8,673,902	$	(145,691	)	$	8,528,211

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts and differences in the tax treatment of other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolio recognizes the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolio’s tax positions and has concluded that no additional provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

G. Financial Instruments:

In accordance with the Portfolio’s investment objectives and policies, the Portfolio may invest 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:

Derivative Financial Instruments:

Summarized below are the specific types of derivative instruments used by the Portfolio.

1. Futures Contracts: The Portfolio may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. Upon entering into a futures contract, the Portfolio deposits cash or pledges U.S. government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded to a broker. 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 Portfolio as unrealized gains or losses until the contracts are closed. When the contracts

134

are closed, the Portfolio records a realized gain or loss, which is presented in the Statement 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.

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 Portfolio could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2024 was as follows (amount in thousands):

	Futures*
U.S. Large Company Portfolio	$	35,074

* Average Notional Value of futures contracts.

The following is a summary of the Portfolio’s derivative instrument holdings categorized by primary risk exposure as of April 30, 2024 (amounts in thousands):

	Liability Derivatives Value
	Total Value at			Equity
	April 30, 2024			Contracts *,(1)
U.S. Large Company Portfolio	$	(1,015	)	$	(1,015	)

(1) Presented on Statement of Assets and Liabilities as Payables: Futures Margin Variation.

* Includes cumulative appreciation (depreciation) of futures contracts. Only current day’s margin variation is reported within the Statement of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolio’s derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2024 (amounts in thousands):

	Realized Gain (Loss) on Derivatives
	Total		Equity Contracts (1)
U.S. Large Company Portfolio	$	5,428	$	5,428

	Change in Unrealized Appreciation (Depreciation) on Derivatives
				Equity
	Total			Contracts (2)
U.S. Large Company Portfolio	$	(331	)	$	(331	)

(1) Presented on Statement of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

135

H. Line of Credit and Interfund Lending Program:

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 3, 2024, with its domestic custodian bank. A line of credit with similar terms was in effect through April 3, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 2, 2025.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 27, 2023. A line of credit with similar terms was in effect through December 27, 2023. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio’s net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 26, 2024.

For the six months ended April 30, 2024, borrowings by the Portfolio under the lines of credit were as follows (amounts in thousands, except percentages and days):

Weighted

Weighted

Number of

Interest

Maximum Amount

Outstanding

Average

Average

Days

Expense

Borrowed During

Borrowings

Interest Rate

Loan Balance

Outstanding*

Incurred

the Period

as of 04/30/2024

U.S. Large Company Portfolio

6.08

%

$

8,496

10

$

14

$

18,123

—

* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2024, that the Portfolio’s available line of credit was used.

Pursuant to an exemptive order issued by the SEC (the “Order”), the Portfolio may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day’s notice.

The Portfolio did not use the interfund lending program during the six months ended April 30, 2024.

136

I. Securities Lending:

As of April 30, 2024, the Portfolio had securities on loan to brokers/dealers, for which the Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. In addition, the Portfolio received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amount in thousands):

	Non-Cash
	Collateral
	Market
	Value
U.S. Large Company Portfolio	$	68,005

The Portfolio invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio’s collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to its stated investment policies, the Portfolio will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

J. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

137

K. In-Kind Redemptions:

During the six months ended April 30, 2024, the Portfolio realized net gains (losses) on in-kind redemptions as follows (amount in thousands):

U.S. Large Company Portfolio $ 296,829

L. Recently Issued Accounting Standards and Regulations:

In October 2022, the SEC adopted rule and form amendments requiring open-end management investment companies, including mutual funds and exchange-traded funds, to transmit concise and visually engaging semi-annual and annual reports that highlight key information, including fund expenses, performance, and holdings to shareholders. Other information, including financial statements, will no longer appear in the Portfolio’s shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. Accordingly, the rule and form amendments will not impact the Portfolio until the 2024 annual shareholder report and will have no effect on the Portfolio’s accounting policies or financial statements.

M. Other:

As of April 30, 2024, the following number of shareholders held the following approximate percentages of the Portfolio’s outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

			Approximate
			Percentage
	Number of		of Outstanding
	Shareholders		Shares
U.S. Large Company Portfolio		3		68	%

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the now ended litigation involving Nine West). Although management currently believes that resolving claims against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio’s 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.

N. ReFlow Redemption Service:

The Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC (“ReFlow”) provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow’s cash is based on the results of ReFlow’s automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of the maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow’s discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow’s purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the

138

fund’s objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in the Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio’s Prospectus. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolio’s Policy Regarding Excessive Short-Term Trading.

For the six months ended April 30, 2024 the Portfolio’s activity in the program is listed below (amounts in thousands, except shares):

	Value of Cash
	and Value of
	Securities
	Sold		Shares Sold		Service Fees
U.S. Large Company Portfolio	$	374,691		11,536,151	$	527

O. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

139

THE DFA INVESTMENT TRUST COMPANY

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses and legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and “Expenses Paid During Period” reflects the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000

= 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended April 30, 2024

EXPENSE TABLE

	Beginning		Ending					Expenses
	Account		Account		Annualized			Paid
	Value		Value		Expense			During
	11/01/23		04/30/24		Ratio (1)			Period (1)
The U.S. Large Cap Value Series
Actual Fund Return	$	1,000.00	$	1,207.60		0.11	%	$	0.60
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.32		0.11	%	$	0.55

(1) Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (182), then divided by the number of days in the year (366) to reflect the six-month period.

140

THE DFA INVESTMENT TRUST COMPANY

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-PORT with the SEC on March 28, 2024. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

PORTFOLIO HOLDINGS

The SEC requires that all funds present their categories of portfolio holdings in a table, chart, or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

DOMESTIC EQUITY PORTFOLIO

The U.S. Large Cap Value Series
Communication Services	6.6	%
Consumer Discretionary	5.5	%
Consumer Staples	4.4	%
Energy	14.4	%
Financials	24.4	%
Health Care	14.2	%
Industrials	12.7	%
Information Technology	9.1	%
Materials	7.9	%
Real Estate	0.4	%
Utilities	0.4	%
	100.0	%

 

141

THE U.S. LARGE CAP VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

						Percentage
		Shares		Value†		of Net Assets‡
COMMON STOCKS — (98.3%)
COMMUNICATION SERVICES — (6.5%)
	AT&T, Inc.		17,424,096	$	294,292,981		1.1	%
	Comcast Corp., Class A		12,257,215		467,122,464		1.7	%
	T-Mobile U.S., Inc.		1,545,488		253,722,765		0.9	%
	Verizon Communications, Inc.		10,105,721		399,074,922		1.5	%
	Other Securities				393,524,347		1.3	%
TOTAL COMMUNICATION SERVICES					1,807,737,479		6.5	%
CONSUMER DISCRETIONARY — (5.4%)
	DR Horton, Inc.		1,755,869		250,193,774		0.9	%
	General Motors Co.		4,264,358		189,891,862		0.7	%
	PulteGroup, Inc.		1,754,546		195,491,515		0.7	%
	Other Securities				876,035,257		3.2	%
TOTAL CONSUMER DISCRETIONARY					1,511,612,408		5.5	%
CONSUMER STAPLES — (4.3%)
	Kroger Co.		3,625,116		200,758,924		0.7	%
	Mondelez International, Inc., Class A		3,101,723		223,137,953		0.8	%
	Other Securities				778,572,924		2.8	%
TOTAL CONSUMER STAPLES					1,202,469,801		4.3	%
ENERGY — (14.1%)
	Chevron Corp.		4,492,046		724,432,258		2.6	%
	ConocoPhillips		3,086,998		387,788,689		1.4	%
	Exxon Mobil Corp.		10,898,924		1,289,015,690		4.6	%
	Marathon Petroleum Corp.		1,036,074		188,275,367		0.7	%
	Other Securities				1,359,262,853		5.0	%
TOTAL ENERGY					3,948,774,857		14.3	%
FINANCIALS — (24.0%)
	Bank of America Corp.		7,565,186		279,987,571		1.0	%
*	Berkshire Hathaway, Inc., Class B		1,791,259		710,646,183		2.6	%
	Capital One Financial Corp.		1,477,562		211,926,718		0.8	%
	Chubb Ltd.		623,230		154,959,907		0.6	%
	Goldman Sachs Group, Inc.		742,023		316,628,634		1.1	%
	Hartford Financial Services Group, Inc.		1,920,130		186,041,396		0.7	%
	JPMorgan Chase & Co.		7,413,686		1,421,500,154		5.1	%
	Morgan Stanley		2,664,369		242,031,280		0.9	%
	Travelers Cos., Inc.		1,031,317		218,804,215		0.8	%
	Wells Fargo & Co.		5,729,127		339,851,814		1.2	%
	Other Securities				2,618,576,108		9.4	%
TOTAL FINANCIALS					6,700,953,980		24.2	%
HEALTH CARE — (14.0%)
	Bristol-Myers Squibb Co.		4,798,749		210,857,031		0.8	%
	Cigna Group		835,431		298,282,284		1.1	%
	CVS Health Corp.		3,020,719		204,532,883		0.7	%
	Danaher Corp.		1,108,364		273,344,730		1.0	%
	Elevance Health, Inc.		643,604		340,196,202		1.2	%

142

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

						Percentage
		Shares		Value†		of Net Assets‡
HEALTH CARE — (Continued)
	Gilead Sciences, Inc.		2,415,847	$	157,513,224		0.6	%
	Medtronic PLC		2,123,614		170,398,787		0.6	%
	Pfizer, Inc.		13,412,147		343,619,206		1.2	%
*	Regeneron Pharmaceuticals, Inc.		180,242		160,534,340		0.6	%
	Thermo Fisher Scientific, Inc.		370,154		210,513,983		0.8	%
	UnitedHealth Group, Inc.		424,475		205,318,557		0.7	%
	Other Securities				1,333,440,290		4.8	%
TOTAL HEALTH CARE					3,908,551,517		14.1	%
INDUSTRIALS — (12.5%)
	Cummins, Inc.		618,184		174,630,798		0.6	%
	FedEx Corp.		613,891		160,704,386		0.6	%
	Norfolk Southern Corp.		677,854		156,123,333		0.6	%
	PACCAR, Inc.		2,024,474		214,816,936		0.8	%
	RTX Corp.		2,051,769		208,295,589		0.8	%
	Other Securities				2,561,609,394		9.1	%
TOTAL INDUSTRIALS					3,476,180,436		12.5	%
INFORMATION TECHNOLOGY — (9.0%)
	Analog Devices, Inc.		1,159,653		232,637,988		0.8	%
	Cisco Systems, Inc.		6,281,401		295,100,219		1.1	%
	Intel Corp.		6,735,002		205,215,511		0.8	%
	Micron Technology, Inc.		1,553,715		175,507,646		0.6	%
	Salesforce, Inc.		579,386		155,820,071		0.6	%
	TE Connectivity Ltd.		1,310,687		185,435,997		0.7	%
	Other Securities				1,249,215,297		4.4	%
TOTAL INFORMATION TECHNOLOGY					2,498,932,729		9.0	%
MATERIALS — (7.7%)
	Dow, Inc.		3,111,074		177,020,111		0.6	%
	Freeport-McMoRan, Inc.		4,433,625		221,415,233		0.8	%
	Nucor Corp.		1,548,608		260,986,906		1.0	%
	Steel Dynamics, Inc.		1,332,790		173,422,635		0.6	%
	Other Securities				1,327,738,271		4.8	%
TOTAL MATERIALS					2,160,583,156		7.8	%
REAL ESTATE — (0.4%)
	Other Securities				109,922,778		0.4	%
UTILITIES — (0.4%)
	Other Securities				110,144,733		0.4	%
TOTAL COMMON STOCKS (Cost $16,349,905,379)					27,435,863,874		99.0	%
TEMPORARY CASH INVESTMENTS — (0.9%)
	State Street Institutional U.S. Government Money Market Fund, 5.250%		253,789,454		253,789,454		0.9	%

143

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

						Percentage
		Shares		Value†		of Net Assets‡
SECURITIES LENDING COLLATERAL — (0.8%)
@§	The DFA Short Term Investment Fund		19,052,700	$	220,401,630		0.8	%
TOTAL INVESTMENTS—(100.0%) (Cost $16,824,095,969)				$	27,910,054,958		100.7	%

As of April 30, 2024, The U.S. Large Cap Value Series had entered into the following outstanding futures contracts:

									Unrealized
	Number of		Expiration		Notional		Market		Appreciation
Description	Contracts		Date		Value		Value		(Depreciation)
Long Position Contracts:
S&P 500® Emini Index		775		06/21/24	$	202,824,226	$	196,346,250	$	(6,477,976	)
Total Futures Contracts					$	202,824,226	$	196,346,250	$	(6,477,976	)

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	1,807,683,605		$	53,874		—	$	1,807,737,479
Consumer Discretionary		1,511,612,408			—		—		1,511,612,408
Consumer Staples		1,202,469,801			—		—		1,202,469,801
Energy		3,948,774,857			—		—		3,948,774,857
Financials		6,700,953,980			—		—		6,700,953,980
Health Care		3,908,551,517			—		—		3,908,551,517
Industrials		3,476,180,436			—		—		3,476,180,436
Information Technology		2,498,932,729			—		—		2,498,932,729
Materials		2,160,583,156			—		—		2,160,583,156
Real Estate		109,922,778			—		—		109,922,778
Utilities		110,144,733			—		—		110,144,733
Temporary Cash Investments		253,789,454			—		—		253,789,454
Securities Lending Collateral		—			220,401,630		—		220,401,630
Total Investments in Securities	$	27,689,599,454		$	220,455,504		—	$	27,910,054,958
Financial Instruments
Liabilities
Futures Contracts**		(6,477,976	)		—		—		(6,477,976	)
Total Financial Instruments	$	(6,477,976	)		—		—	$	(6,477,976	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

144

THE DFA INVESTMENT TRUST COMPANY

STATEMENT OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	The U.S. Large
	Cap Value
	Series*
ASSETS:
Investment Securities at Value (including $256,876 of securities on loan)	$	27,435,864
Temporary Cash Investments at Value & Cost		253,789
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $220,401)		220,402
Segregated Cash for Futures Contracts		9,145
Receivables:
Investment Securities Sold		15,982
Dividends and Interest		31,443
Securities Lending Income		25
Prepaid Expenses and Other Assets		4
Total Assets		27,966,654
LIABILITIES:
Payables:
Due to Custodian		4,581
Upon Return of Securities Loaned		220,740
Investment Securities Purchased		9,641
Due to Advisor		2,343
Futures Margin Variation		3,100
Accrued Expenses and Other Liabilities		798
Total Liabilities		241,203
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	27,725,451
Investment Securities at Cost	$	16,349,905

* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

145

THE DFA INVESTMENT TRUST COMPANY

STATEMENT OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	The U.S. Large Cap Value Series#
Investment Income
Dividends (Net of Foreign Taxes Withheld of $0)	$	339,114
Income from Securities Lending, Net		857
Total Investment Income		339,971
Expenses
Investment Management Fees		13,623
Accounting & Transfer Agent Fees		262
Custodian Fees		125
Shareholders’ Reports		36
Directors’/Trustees’ Fees & Expenses		94
Professional Fees		157
Other		209
Total Expenses		14,506
Net Expenses		14,506
Net Investment Income (Loss)		325,465
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		46,783
Affiliated Investment Companies Shares Sold		(23	)
Futures		36,338
In-Kind Redemptions		1,715,753
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		2,897,358
Affiliated Investment Companies Shares		1
Futures		(4,304	)
Net Realized and Unrealized Gain (Loss)		4,691,906
Net Increase (Decrease) in Net Assets Resulting from Operations	$	5,017,371

** Net of foreign capital gain taxes withheld of $0.

*** Including foreign capital gain taxes of $0.

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

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THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The U.S. Large Cap Value Series
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	325,465		$	632,594
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		46,783			522,447
Affiliated Investment Companies Shares Sold		(23	)		39
Futures		36,338			10,766
In-Kind Redemptions		1,715,753			1,015,486
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		2,897,358			(2,315,132	)
Affiliated Investment Companies Shares		1			139
Futures		(4,304	)		5,492
Net Increase (Decrease) in Net Assets Resulting from Operations		5,017,371			(128,169	)
Transactions in Interest:
Contributions		2,198,396			1,697,787
Withdrawals		(4,138,295	)		(3,967,620	)
Net Increase (Decrease) from Transactions in Interest		(1,939,899	)		(2,269,833	)
Total Increase (Decrease) in Net Assets		3,077,472			(2,398,002	)
Net Assets
Beginning of Period		24,647,979			27,045,981
End of Period	$	27,725,451		$	24,647,979

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0.

See accompanying Notes to Financial Statements.

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THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The U.S. Large Cap Value Series
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019
	(Unaudited)
Total Return		20.76	%(B)		(0.78	%)		(3.45	%)		48.85	%		(11.42	%)		7.15	%
Net Assets, End of Period (thousands)	$	27,725,451		$	24,647,979		$	27,045,981		$	29,820,643		$	22,154,405		$	29,929,678
Ratio of Expenses to Average Net Assets		0.11	%(C)		0.11	%		0.11	%		0.11	%		0.11	%		0.11	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed)		0.11	%(C)		0.11	%		0.11	%		0.11	%		0.11	%		0.11	%
Ratio of Net Investment Income to Average Net Assets		2.39	%(C)		2.38	%		2.20	%		1.92	%		2.53	%		2.50	%
Portfolio Turnover Rate		4	%(B)		13	%		10	%		10	%		4	%		10	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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THE DFA INVESTMENT TRUST COMPANY

NOTES TO FINANCIAL STATEMENTS

(UNAUDITED)

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940 (the “1940 Act”). The Trust consists of ten operational portfolios, one of which, The U.S. Large Cap Value Series (the “Series”), is included in this section of the report. The remaining operational portfolios are presented in separate reports. The Series is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”), Topic 946, “Financial Services-Investment Companies.”

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Series uses 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 Series’ own assumptions in determining the fair value of investments)

Securities held by the Series, including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Series 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 Series values the securities at the mean between 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Trustees of the Trust. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Series is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

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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.

A summary of the inputs used to value the Series’ investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Summary Schedule of Portfolio Holdings. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Deferred Compensation Plan: Each eligible Trustee of the Trust may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/ Trustees’ Fees & Expenses.

The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the “Notice”) to defer the receipt of the Trustee’s deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of Trustees of the Trust; and (ii) five years following the effective date of the Trustee’s first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

3. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to the Series are directly charged. Common expenses of the Trust or Series are allocated using methods approved by the Board of Trustees, generally based on average net assets.

C. Investment Advisor:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Series. For the six months ended April 30, 2024, investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

The U.S. Large Cap Value Series 0.10 % 

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Trust; however, such Officers and Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the six months ended April 30, 2024, the total related amounts paid by the Trust to the CCO were $21 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

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D. Deferred Compensation:

As of April 30, 2024, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

The U.S. Large Cap Value Series $ 179

E. Purchases and Sales of Securities:

For the six months ended April 30, 2024, the Series’ transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

	Purchases		Sales
The U.S. Large Cap Value Series	$	2,189,097	$	1,149,893

There were no purchases or sales of long-term U.S. government securities.

For the six months ended April 30, 2024, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the Summary Schedule of Portfolio Holdings, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

	Balance at October 31, 2023		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales			Change in Unrealized Appreciation/ Depreciation		Balance at April 30, 2024		Shares as of April 30, 2024		Dividend Income		Capital Gain Distributions
The U.S. Large Cap Value Series
The DFA Short Term Investment Fund	$	190,203	$	1,862,203	$	1,831,982	$	(23	)	$	1	$	220,402		19,053	$	6,197		—
Total	$	190,203	$	1,862,203	$	1,831,982	$	(23	)	$	1	$	220,402		19,053	$	6,197		—

F. Federal Income Taxes:

No provision for federal income taxes is required since the Series is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to its partners.

As of April 30, 2024, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)
The U.S. Large Cap Value Series	$	16,801,083	$	11,441,437	$	(355,478	)	$	11,085,959

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts and differences in the tax treatment of other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Series recognizes the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained,

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assuming examination by tax authorities. Management has analyzed the Series’ tax positions and has concluded that no additional provision for income tax is required in the Series’ financial statements. The Series is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

G. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest 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:

Derivative Financial Instruments:

Summarized below are the specific types of derivative instruments used by the Series.

1. Futures Contracts: The Series may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Series. Upon entering into a futures contract, the Series deposits cash or pledges 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 Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement 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.

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 Series could lose more than the initial margin requirements. When the Series enters into stock index futures, it is subject to equity price risk from those futures contracts.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2024 was as follows (amount in thousands):

	Futures*
The U.S. Large Cap Value Series	$	192,643

* Average Notional Value of futures contracts.

The following is a summary of the Series’ derivative instrument holdings categorized by primary risk exposure as of April 30, 2024 (amounts in thousands):

	Liability Derivatives Value
	Total Value at April 30, 2024			Equity Contracts *,(1)
The U.S. Large Cap Value Series	$	(6,478	)	$	(6,478	)

(1) Presented on Statement of Assets and Liabilities as Payables: Futures Margin Variation.

* Includes cumulative appreciation (depreciation) of futures contracts. Only current day’s margin variation is reported within the Statements of Assets and Liabilities.

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The following is a summary of the realized and change in unrealized gains and losses from the Series’ derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2024 (amounts in thousands):

	Realized Gain (Loss) on Derivatives
	Total		Equity Contracts (1)
The U.S. Large Cap Value Series	$	36,338	$	36,338

	Change in Unrealized Appreciation (Depreciation) on Derivatives
	Total			Equity Contracts (2)
The U.S. Large Cap Value Series	$	(4,304	)	$	(4,304	)

(1) Presented on Statement of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

H. Line of Credit and Interfund Lending Program:

The Trust, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 3, 2024, with its domestic custodian bank. A line of credit with similar terms was in effect through April 3, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 2, 2025.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 27, 2023. A line of credit with similar terms was in effect through December 27, 2023. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio’s net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 26, 2024.

There were no borrowings by the Series under the lines of credit during the six months ended April 30, 2024.

Pursuant to an exemptive order issued by the SEC (the “Order”), the Series may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day’s notice.

The Series did not use the interfund lending program during the six months ended April 30, 2024.

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I. Affiliated Trades:

Cross trades for the six months ended April 30, 2024, if any, were executed by the Series pursuant to procedures adopted by the Board of Trustees of the Trust to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Series complied with the Rule 17a-7 Procedures adopted by the Board of Trustees of the Trust.

For the six months ended April 30, 2024, cross trades by the Series under Rule 17a-7 were as follows (amounts in thousands):

Series	Purchases		Sales		Realized Gain (Loss)
The U.S. Large Cap Value Series	$	178,150	$	221,300	$	1,743

J. Securities Lending:

As of April 30, 2024, the Series had securities on loan to brokers/dealers, for which the Series received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. In addition, the Series received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amount in thousands):

	Non-Cash Collateral Market Value
The U.S. Large Cap Value Series	$	47,130

The Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Series could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

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Subject to its stated investment policies, the Series will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

K. Indemnitees; Contractual Obligations:

Under the Trust’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

L. In-Kind Redemptions:

During the six months ended April 30, 2024, the Series realized net gains (losses) on in-kind redemptions as follows (amount in thousands):

The U.S. Large Cap Value Series $ 1,715,753

M. Recently Issued Accounting Standards and Regulations:

In October 2022, the SEC adopted rule and form amendments requiring open-end management investment companies, including mutual funds and exchange-traded funds, to transmit concise and visually engaging semi-annual and annual reports that highlight key information, including fund expenses, performance, and holdings to shareholders. Other information, including financial statements, will no longer appear in the Series’ shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. Accordingly, the rule and form amendments will not impact the Series until the 2024 annual shareholder report and will have no effect on the Series’ accounting policies or financial statements.

N. Other:

The Series and the Trust are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the now ended litigation involving Nine West). Although management currently believes that resolving claims against the Series and the Trust, individually or in aggregate, will not have a material adverse impact on the Series’ and the Trust’s 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.

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O. ReFlow Redemption Service:

The Series may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC (“ReFlow”) provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow’s cash is based on the results of ReFlow’s automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of the maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow’s discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow’s purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund’s objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in the Series and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Series’ registration statement. If the Series is part of a “master-feeder” structure, then the “feeder” portfolio does not generally buy individual securities directly. Instead, the feeder portfolio invests in a corresponding “master” portfolio, such as the Series, that in turn purchases stocks and other securities. Under a master-feeder structure, ReFlow redemptions and subscriptions take place at the feeder level, where the capital commitments are pooled, and securities are redeemed at the master level, where the securities are held. As a result, realized gains or losses will be reflected in the Series’ financial statements. Purchases and redemptions of the feeder portfolio’s shares by ReFlow under the program are not considered excessive short-term trading under the Series’ Policy Regarding Excessive Short-Term Trading.

P. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund uses in voting proxies relating to securities held in the portfolio is available (1) without charge, upon request, by calling collect: (512) 306-7400; (2) from the Advisor’s website at www.dimensional.com; and (3) on the SEC’s website at http://www.sec.gov. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at www.dimensional.com/who-we-are/investment-stewardship and reflects the twelvemonth period beginning July 1st and ending June 30th.

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STATEMENT REGARDING LIQUIDITY RISK MANAGEMENT PROGRAM

Each series/portfolio of DFA Investment Dimensions Group Inc., Dimensional Investment Group Inc., Dimensional Emerging Markets Value Fund, Dimensional ETF Trust and The DFA Investment Trust Company, except for The DFA Short Term Investment Fund (each, a “Fund”), has adopted and implemented a written liquidity risk management program (the “Program”) pursuant to Rule 22e-4 under the Investment Company Act of 1940 (the “Liquidity Rule”). The Program includes policies and procedures reasonably designed to assess and manage each Fund’s liquidity risk (which is defined as the “risk that a fund could not meet requests to redeem shares issued by the fund without significant dilution of remaining investors’ interests in the fund”) and to comply with the requirements of the Liquidity Rule, including with respect to: (i) assessment, management and periodic review of liquidity risk; (ii) classification of portfolio holdings; (iii) establishment of a highly liquid investment minimum (“HLIM”), as applicable; (iv) illiquid investments; and (v) redemptions in-kind.

Each Fund’s Board of Directors/Trustees (collectively, the “Board”) previously approved the designation of the Liquidity Risk Management Committee of Dimensional Fund Advisors LP, each Fund’s investment advisor, to serve as administrator of the Program (the “Program Administrator”). The Program Administrator oversees the monitoring of liquidity and liquidity risk for each Fund on an ongoing basis.

At a meeting of the Board held on April 1-2, 2024, the Program Administrator provided its annual written report (the “Report”) to the Board addressing the operation of the Program and assessing its adequacy and effectiveness of implementation and any material changes to the Program for the period from January 1, 2023 through December 31, 2023 (the “Reporting Period”).

The Program Administrator conducted an annual review of each Fund’s liquidity risk in accordance with the requirements of the Liquidity Rule, taking into account the following factors enumerated in the Liquidity Rule and identified in the Program, as applicable:

1) Each Fund’s investment strategy and liquidity of portfolio investments during both normal and reasonably foreseeable stressed conditions, including: (i) whether the Fund’s investment strategy is appropriate for an open-end fund; (ii) the extent to which the Fund’s strategy involves a relatively concentrated portfolio or large positions in particular issuers; (iii) the Fund’s use of borrowings for investment purposes; and (iv) the Fund’s use of derivatives;

2) Short-term and long-term cash flow projections during both normal and reasonably foreseeable stressed conditions;

3) Holdings of cash and cash equivalents, as well as borrowing arrangements and other funding sources; and

4) For the series of the Dimensional ETF Trust that operate as exchange-traded funds (“ETFs”), in addition to the factors above: (i) the relationship between the ETF’s portfolio liquidity and the way in which, and the prices and spreads at which, ETF shares trade, including, the efficiency of the arbitrage function and the level of active participation by market participants (including authorized participants); and (ii) the effect of the composition of baskets on the overall liquidity of the ETF’s portfolio.

Based on the information considered, which included a review of notable liquidity matters that arose during the Reporting Period, such as the impacts of a number of U.S. regional bank failures beginning in March 2023, the possibility of a U.S. Government default prior to a deal being struck in early June 2023 to suspend the debt ceiling limit until January 2025, and extended market holidays, on the Funds’ portfolio liquidity, as applicable, the Report concluded that each of the Funds continues to have an investment strategy that is appropriate for an open-end fund, and that each of the Funds is reasonably likely to be able to meet redemption requests without significant dilution of remaining shareholders’ interests in the Fund. The Report further noted the flexibility of the Funds to utilize available cash, draw on a line of credit and/or engage in interfund lending, as applicable.

In accordance with the Program, each Fund’s portfolio investments were classified into one of four liquidity categories as provided in the Liquidity Rule as applicable during the Reporting Period. Liquidity classification determinations take into account a variety of factors including market, trading and investment-specific considerations, as well as market depth in accordance with the requirements of the Liquidity Rule and as specified in the Program,

158

STATEMENT REGARDING LIQUIDITY RISK MANAGEMENT PROGRAM

CONTINUED

and generally incorporate analysis from a third-party data vendor. The Report reviewed the adequacy of the vendor methodology and services provided to the Funds during the Reporting Period and noted that the liquidity model functioned as intended.

Pursuant to the Liquidity Rule, no Fund may acquire any illiquid investment if, after the acquisition, the Fund would have invested more than 15% of its assets in illiquid investments that are assets. The Report concluded that the Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirements, as applicable, and that such provisions were implemented effectively during the Reporting Period.

In addition, the Report also referenced the ability of each Fund to effect in-kind redemptions to manage liquidity as needed and actual in-kind transactions pursuant to the Funds’ applicable policies and procedures effected during the Reporting Period. The Report further noted that the ETFs settle redemptions in-kind with authorized participants in the primary market.

During the Reporting Period, each of the Funds that is subject to the HLIM provisions of the Program qualified as a fund that primarily holds assets that are highly liquid investments and, therefore, no Fund was required to establish or comply with an HLIM as set forth in the Program.

On the basis of the review, the Report concluded that: (i) the Program remains reasonably designed to manage each Fund’s liquidity risk; (ii) the Program was implemented and operated effectively to achieve the goal of assessing and managing each Fund’s liquidity risk during the Reporting Period; and (iii) each Fund was able to meet requests for redemption without significant dilution of remaining investors in the Fund during the Reporting Period.

159

BOARD APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS

At the Board meeting held on December 18-19, 2023 (the “Meeting”), the Boards of Directors of DFA Investment Dimensions Group Inc. and Dimensional Investment Group Inc., and the Board of Trustees of The DFA Investment Trust Company (together, the “Board”) considered the continuation of the investment management agreements (“Management Agreements) for each portfolio/series (collectively, the “Funds”).

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Management Agreements. At a Board meeting held on October 31, 2023, the Board discussed the materials provided by the Advisor, the independent reports prepared by Broadridge Financial Solutions (the “Broadridge Reports”), and issues related to the continuation of the Management Agreements. Also in advance of the Meeting, the Independent Board Members met with their independent counsel to discuss the materials and management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Broadridge Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Management Agreement for a Fund, including: (i) the nature, extent and quality of services provided by the Advisor to each Fund; (ii) the performance of each Fund and the Advisor; (iii) the fees and expenses borne by each Fund; (iv) the profitability realized by the Advisor from the relationship with each Fund; and (v) whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of the management fee charged.

When considering the nature and quality of the services provided by the Advisor to a Fund, the Board reviewed: (a) the scope and depth of the Advisor’s organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor’s investment global advisory capabilities. The Board evaluated the Advisor’s portfolio management process and discussed the unique features of the Advisor’s investment approach. The Board also considered the nature and character of non-investment advisory services provided by the Advisor, including administrative services. After analyzing the caliber of services provided by the Advisor to each Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to each Fund were consistent with the operational requirements of the Fund and met the needs of the shareholders of the Fund.

In considering the performance of each Fund, the Board analyzed the Broadridge Reports, which compared the performance of each Fund with other funds in its respective peer group and investment category. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of each Fund and its benchmark index, over multiple performance periods, along with the Advisor’s explanation of the performance. The Board noted that the Advisor reported that each Fund had performed in accordance with relevant markets and the Advisor’s expectations. The Board concluded that the Advisor’s explanations provided a sound basis for understanding the comparative performance of the Funds. The Board determined, among other things, that after considering each Fund’s investment strategies and the expectations of its shareholder base, the performance of each Fund was reasonable as compared with relevant performance standards and appropriate market indexes.

When considering the fees and expenses borne by each Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Broadridge Reports. The Board concluded that the effective management fees and total expenses of each Fund over various periods were favorable in relation to those of its peer funds, and that the management fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large.

The Board considered the profitability of each Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to each Fund. The Board considered the

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BOARD APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS

CONTINUED

profitability to the Advisor of managing and servicing the Funds and the Advisor’s unregistered clients, such as collective trusts, group trusts and separate accounts. Upon closely examining the Advisor’s profitability, the Board concluded, among other things, that it was reasonable and similar to the profitability reported in previous years.

The Board also discussed whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of management fees charged. For several reasons, the Board concluded that economies of scale and the reflection of such economies of scale in the level of management fees charged were not particularly meaningful to each Fund at the present time, due to the current level of fees and expenses and the profitability of the Fund.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Management Agreement for each Fund was in the best interests of the Fund and its shareholders.

161

DFA043024-001SD 00299850

Semi-Annual Report

Six Months Ended: April 30, 2024 (Unaudited)

DFA INVESTMENT DIMENSIONS GROUP INC. / DIMENSIONAL INVESTMENT GROUP INC. / THE DFA INVESTMENT TRUST COMPANY / DIMENSIONAL EMERGING MARKETS VALUE FUND

DFA Investment Dimensions Group Inc.

Large Cap International Portfolio

International Core Equity Portfolio

Global Small Company Portfolio

International Small Company Portfolio

Japanese Small Company Portfolio

Asia Pacific Small Company Portfolio

United Kingdom Small Company Portfolio

Continental Small Company Portfolio

DFA International Real Estate Securities Portfolio

DFA Global Real Estate Securities Portfolio

DFA International Small Cap Value Portfolio

International Vector Equity Portfolio

International High Relative Profitability Portfolio

World ex U.S. Value Portfolio

World ex U.S. Core Equity Portfolio

World ex U.S. Targeted Value Portfolio

World Core Equity Portfolio

Selectively Hedged Global Equity Portfolio

Emerging Markets Portfolio

Emerging Markets Small Cap Portfolio

Emerging Markets Value Portfolio

Emerging Markets Core Equity Portfolio

Emerging Markets Targeted Value Portfolio

Emerging Markets ex China Core Equity Portfolio

Dimensional Investment Group Inc.

DFA International Value Portfolio

The DFA Investment Trust Company

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 Canadian Small Company Series

The Emerging Markets Series

The Emerging Markets Small Cap Series

Dimensional Emerging Markets Value Fund

Beginning in July 2024, amendments adopted by the Securities and Exchange Commission will substantially impact the design, content, and transmission of shareholder reports. Shareholder reports will provide key fund information in a clear and concise format and must be mailed to each shareholder that has not elected to receive the reports electronically.

Financial statements will no longer be included in the shareholder report but will be available at https://www.dimensional.com/us-en/document-center, can be mailed by sending a request to Dimensional Fund Advisors, LP, 6300 Bee Cave Road, Building One, Austin, TX 78746, or can be accessed on the SEC’s website at www.sec.gov. You may elect to receive shareholder reports and other communications electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly, by calling (888) 576-1167, or by sending an e-mail request to document_requests@dimensional.com.

June 2024

Dear Shareholder,

For more than 40 years, Dimensional’s commitment to research, rigor, and pursuing higher expected returns has provided data-driven solutions for investors. Our evidence-based approach, which combines Nobel Prize-winning insights with decades of expertise managing portfolios, guides us at every point in the investment process.

We use the information in prices to seek higher returns and manage risk while maintaining low costs and diversification. Our systematic approach to investing can be implemented consistently around the world and across asset classes.

What started with the launch of our first fund in 1981 still holds true today. Every dollar invested is backed by financial science and Dimensional’s commitment to providing an outstanding investment experience. On behalf of everyone at Dimensional, we thank you for entrusting us with your investments.

Sincerely,
David P. Butler	Gerard O’Reilly
CO-CHIEF EXECUTIVE OFFICER	CO-CHIEF EXECUTIVE OFFICER and
	CO-CHIEF INVESTMENT OFFICER

[THIS PAGE INTENTIONALLY LEFT BLANK]

SEMI-ANNUAL REPORT

(Unaudited)

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes		1
Disclosure of Fund Expenses		3
Disclosure of Portfolio Holdings		7
Schedules of Investments/Summary Schedules of Portfolio Holdings
Large Cap International Portfolio		9
International Core Equity Portfolio		13
Global Small Company Portfolio		18
International Small Company Portfolio		19
Japanese Small Company Portfolio		20
Asia Pacific Small Company Portfolio		21
United Kingdom Small Company Portfolio		22
Continental Small Company Portfolio		23
DFA International Real Estate Securities Portfolio		24
DFA Global Real Estate Securities Portfolio		28
DFA International Small Cap Value Portfolio		30
International Vector Equity Portfolio		34
International High Relative Profitability Portfolio		39
World ex U.S. Value Portfolio		43
World ex U.S. Core Equity Portfolio		44
World ex U.S. Targeted Value Portfolio		51
World Core Equity Portfolio		57
Selectively Hedged Global Equity Portfolio		58
Emerging Markets Portfolio		60
Emerging Markets Small Cap Portfolio		61
Emerging Markets Value Portfolio		62
Emerging Markets Core Equity Portfolio		63
Emerging Markets Targeted Value Portfolio		68
Emerging Markets ex China Core Equity Portfolio		74
Statements of Assets and Liabilities		77
Statements of Operations		83
Statements of Changes in Net Assets		89
Financial Highlights		97
Notes to Financial Statements		109
Dimensional Investment Group Inc.
Disclosure of Fund Expenses		137
Disclosure of Portfolio Holdings		139
Schedule of Investments
DFA International Value Portfolio		140
Statement of Assets and Liabilities		141
Statement of Operations		142
Statements of Changes in Net Assets		143
Financial Highlights		144
Notes to Financial Statements		145
The DFA Investment Trust Company
Disclosure of Fund Expenses		151
Disclosure of Portfolio Holdings		153
Summary Schedules of Portfolio Holdings
The DFA International Value Series		155
The Japanese Small Company Series		159
The Asia Pacific Small Company Series		162

i

TABLE OF CONTENTS

CONTINUED

	Page
The United Kingdom Small Company Series		164
The Continental Small Company Series		167
The Canadian Small Company Series		171
The Emerging Markets Series		174
The Emerging Markets Small Cap Series		179
Statements of Assets and Liabilities		184
Statements of Operations		186
Statements of Changes in Net Assets		188
Financial Highlights		191
Notes to Financial Statements		195
Dimensional Emerging Markets Value Fund
Disclosure of Fund Expenses		207
Disclosure of Portfolio Holdings		209
Summary Schedule of Portfolio Holdings
Dimensional Emerging Markets Value Fund		210
Statement of Assets and Liabilities		215
Statement of Operations		216
Statements of Changes in Net Assets		217
Financial Highlights		218
Notes to Financial Statements		2219
Voting Proxies on Fund Portfolio Securities		227
Statement Regarding Liquidity Risk Management Program		228
Board Approval of Investment Management Agreements		230

This report is submitted for the information of the Portfolio’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

ii

DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DIMENSIONAL EMERGING MARKETS VALUE FUND

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Schedules of Investments/Summary Schedules of Portfolio Holdings

Investment Abbreviations
ADR	American Depositary Receipt
GDR	Global Depositary Receipt
REIT	Real Estate Investment Trust
AUD	Australian Dollars
CAD	Canadian Dollars
CHF	Swiss Franc
DKK	Danish Krone
EUR	Euro
GBP	British Pounds
HKD	Hong Kong Dollar
ILS	Israeli New Shekel
JPY	Japanese Yen
NOK	Norwegian Krone
SEK	Swedish Krona
SGD	Singapore Dollars

Investment Footnotes
»	Securities that have been fair value factored. See Note B to Financial Statements.
‡	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings in unaffiliated issuers of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
†	See Note B to Financial Statements.
@	Security purchased with cash collateral received from Securities on Loan.
§	Affiliated Fund.
*	Non-Income Producing Securities.
W	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.
††	Security valued using significant unobservable inputs (Level 3).

1

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

CONTINUED

Financial Highlights
**	The Net Investment Income (Loss) per share and the ratio of Net Investment Income to Average Net Assets includes the current year effect of an estimation related to a one time distribution from a real estate investment trust. Net Investment Income (Loss) per share, Net Gain (Loss) per share and the ratio of Net Investment Income to Average Net Assets for the DFA Global Real Estate Securities Portfolio would have been $0.39, $2.11 and 3.39%, respectively had the current year effect of this estimation not been considered.
(A)	Computed using average shares outstanding.
(B)	Non-Annualized
(C)	Annualized
(D)	Represents the combined ratios for the respective Portfolio and its respective pro-rata share of its Master Fund(s).
(E)	Represents the combined ratios for the respective Portfolio and its respective pro-rata share of its Master Fund(s) and/or Underlying Fund(s).
(F)	Because of commencement of operations and related preliminary transaction costs, these ratios are not necessarily indicative of future ratios.

All Statements, Schedules and Notes to Financial Statements

—	Amounts designated as — are either zero, rounded to zero, or less than $500.
SEC	Securities and Exchange Commission

2

DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Tables are shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses and legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Tables below illustrate your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and “Expenses Paid During Period” reflects the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

				Six Months Ended April 30, 2024
EXPENSE TABLES
	Beginning Account Value 11/01/23		Ending Account Value 04/30/24		Annualized Expense Ratio (1)			Expenses Paid During Period (1)
Large Cap International Portfolio
Actual Fund Return	$	1,000.00	$	1,171.00		0.17	%	$	0.92
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.02		0.17	%	$	0.86
International Core Equity Portfolio
Actual Fund Return	$	1,000.00	$	1,166.80		0.23	%	$	1.24
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.72		0.23	%	$	1.16

3

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 11/01/23		Ending Account Value 04/30/24		Annualized Expense Ratio (1)			Expenses Paid During Period (1)
Global Small Company Portfolio (2)
Actual Fund Return	$	1,000.00	$	1,178.80		0.42	%	$	2.28
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.78		0.42	%	$	2.11
International Small Company Portfolio (2)
Actual Fund Return	$	1,000.00	$	1,163.70		0.39	%	$	2.10
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.92		0.39	%	$	1.96
Japanese Small Company Portfolio (3)
Actual Fund Return	$	1,000.00	$	1,115.20		0.40	%	$	2.10
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.87		0.40	%	$	2.01
Asia Pacific Small Company Portfolio (3)
Actual Fund Return	$	1,000.00	$	1,140.60		0.41	%	$	2.18
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.83		0.41	%	$	2.06
United Kingdom Small Company Portfolio (3)
Actual Fund Return	$	1,000.00	$	1,221.30		0.51	%	$	2.82
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.33		0.51	%	$	2.56
Continental Small Company Portfolio (3)
Actual Fund Return	$	1,000.00	$	1,182.60		0.39	%	$	2.12
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.92		0.39	%	$	1.96
DFA International Real Estate Securities Portfolio
Actual Fund Return	$	1,000.00	$	1,125.10		0.27	%	$	1.43
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.52		0.27	%	$	1.36
DFA Global Real Estate Securities Portfolio (4)
Actual Fund Return	$	1,000.00	$	1,111.30		0.22	%	$	1.15
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.77		0.22	%	$	1.11
DFA International Small Cap Value Portfolio
Actual Fund Return	$	1,000.00	$	1,173.70		0.42	%	$	2.27
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.78		0.42	%	$	2.11
International Vector Equity Portfolio
Actual Fund Return	$	1,000.00	$	1,166.40		0.34	%	$	1.83
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.17		0.34	%	$	1.71
International High Relative Profitability Portfolio
Actual Fund Return	$	1,000.00	$	1,151.10		0.29	%	$	1.55
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.42		0.29	%	$	1.46

4

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 11/01/23		Ending Account Value 04/30/24		Annualized Expense Ratio (1)			Expenses Paid During Period (1)
World ex U.S. Value Portfolio (2)
Actual Fund Return	$	1,000.00	$	1,173.20		0.37	%	$	2.00
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.02		0.37	%	$	1.86
World ex U.S. Core Equity Portfolio
Actual Fund Return	$	1,000.00	$	1,162.30		0.30	%	$	1.61
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.37		0.30	%	$	1.51
World ex U.S. Targeted Value Portfolio
Actual Fund Return	$	1,000.00	$	1,166.50		0.48	%	$	2.59
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.48		0.48	%	$	2.41
World Core Equity Portfolio (2)
Actual Fund Return	$	1,000.00	$	1,192.70		0.27	%	$	1.47
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.52		0.27	%	$	1.36
Selectively Hedged Global Equity Portfolio (2)
Actual Fund Return	$	1,000.00	$	1,193.10		0.32	%	$	1.74
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.27		0.32	%	$	1.61
Emerging Markets Portfolio (3)
Actual Fund Return	$	1,000.00	$	1,150.70		0.36	%	$	1.93
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.07		0.36	%	$	1.81
Emerging Markets Small Cap Portfolio (3)
Actual Fund Return	$	1,000.00	$	1,146.70		0.61	%	$	3.26
Hypothetical 5% Annual Return	$	1,000.00	$	1,021.83		0.61	%	$	3.07
Emerging Markets Value Portfolio (3)
Actual Fund Return	$	1,000.00	$	1,168.70		0.44	%	$	2.37
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.68		0.44	%	$	2.21
Emerging Markets Core Equity Portfolio
Actual Fund Return	$	1,000.00	$	1,158.20		0.39	%	$	2.09
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.92		0.39	%	$	1.96
Emerging Markets Targeted Value Portfolio
Actual Fund Return	$	1,000.00	$	1,162.80		0.63	%	$	3.39
Hypothetical 5% Annual Return	$	1,000.00	$	1,021.73		0.63	%	$	3.17
Emerging Markets ex China Core Equity Portfolio
Actual Fund Return	$	1,000.00	$	1,190.10		0.43	%	$	2.34
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.73		0.43	%	$	2.16

(1) Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (182), then divided by the number of days in the year (366) to reflect the six-month period.

5

DISCLOSURE OF FUND EXPENSES

CONTINUED

(2) The Portfolio is a Fund of Funds. The expenses shown reflect the direct expenses of the Fund of Funds and the Fund of Funds’ portion of the expenses of its Underlying Funds (Affiliated Investment Companies).

(3) The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the allocation of the Feeder Fund’s portion of the expenses of its Master Fund (Affiliated Investment Company).

(4) The Portfolio invests directly and indirectly through other funds. The expenses shown reflect the direct expenses of the fund and the fund’s portion of the expenses of its Master and/or Underlying Funds (Affiliated Investment Companies).

6

DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-PORT with the SEC on March 28, 2024. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

PORTFOLIO HOLDINGS

The SEC requires that all funds present their categories of portfolio holdings in a table, chart, or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The categories of industry classification for the Affiliated Investment Companies are represented in their Disclosures of Portfolio Holdings, which are included elsewhere in the report. Refer to the Schedule of Investments/Summary Schedule of Portfolio Holdings for each of the underlying Affiliated Investment Company’s holdings, which reflect the investments by category or country.

FEEDER FUNDS

	Affiliated Investment Companies
Japanese Small Company Portfolio		100.0	%
Asia Pacific Small Company Portfolio		100.0	%
United Kingdom Small Company Portfolio		100.0	%
Continental Small Company Portfolio		100.0	%
Emerging Markets Portfolio		100.0	%
Emerging Markets Small Cap Portfolio		100.0	%
Emerging Markets Value Portfolio		100.0	%

FUNDS OF FUNDS

	Affiliated Investment Companies
Global Small Company Portfolio		100.0	%
International Small Company Portfolio		100.0	%
World ex U.S. Value Portfolio		100.0	%
World Core Equity Portfolio		100.0	%
Selectively Hedged Global Equity Portfolio		100.0	%

7

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

INTERNATIONAL EQUITY PORTFOLIOS

Large Cap International Portfolio
Communication Services	4.4	%
Consumer Discretionary	12.2	%
Consumer Staples	8.0	%
Energy	7.6	%
Financials	19.7	%
Health Care	10.1	%
Industrials	17.1	%
Information Technology	7.8	%
Materials	9.0	%
Real Estate	1.3	%
Utilities	2.8	%
	100.0	%

International Core Equity Portfolio
Communication Services	4.5	%
Consumer Discretionary	12.7	%
Consumer Staples	6.9	%
Energy	8.3	%
Financials	18.3	%
Health Care	7.6	%
Industrials	19.1	%
Information Technology	6.9	%
Materials	10.9	%
Real Estate	2.1	%
Utilities	2.7	%
	100.0	%

DFA International Real Estate Securities
Portfolio
Real Estate	100.0	%
	100.0	%

DFA Global Real Estate Securities Portfolio
Affiliated Investment Companies	26.8	%
Real Estate	73.2	%
	100.0	%

DFA International Small Cap Value Portfolio
Communication Services	2.2	%
Consumer Discretionary	11.9	%
Consumer Staples	4.9	%
Energy	7.2	%
Financials	23.5	%
Health Care	2.0	%
Industrials	22.0	%
Information Technology	3.6	%
Materials	19.1	%
Real Estate	3.0	%
Utilities	0.6	%
	100.0	%

International Vector Equity Portfolio
Communication Services	4.2	%
Consumer Discretionary	12.2	%
Consumer Staples	5.5	%
Energy	8.1	%
Financials	21.2	%
Health Care	5.5	%
Industrials	19.8	%
Information Technology	6.2	%
Materials	13.1	%
Real Estate	2.2	%
Utilities	2.0	%
	100.0	%

International High Relative Profitability
Portfolio
Communication Services	7.0	%
Consumer Discretionary	17.1	%
Consumer Staples	10.2	%
Energy	11.1	%
Financials	5.5	%
Health Care	11.0	%
Industrials	18.8	%
Information Technology	11.4	%
Materials	6.3	%
Real Estate	0.5	%
Utilities	1.1	%
	100.0	%

World ex U.S. Core Equity Portfolio
Communication Services	4.8	%
Consumer Discretionary	12.6	%
Consumer Staples	6.6	%
Energy	7.3	%
Financials	17.8	%
Health Care	6.9	%
Industrials	16.7	%
Information Technology	10.8	%
Materials	11.3	%
Real Estate	2.4	%
Utilities	2.8	%
	100.0	%

World ex U.S. Targeted Value Portfolio
Communication Services	3.1	%
Consumer Discretionary	11.9	%
Consumer Staples	5.7	%
Energy	5.5	%
Financials	18.1	%
Health Care	4.8	%
Industrials	20.1	%
Information Technology	6.3	%
Materials	17.6	%
Real Estate	4.3	%
Utilities	2.6	%
	100.0	%

Emerging Markets Core Equity Portfolio
Communication Services	7.1	%
Consumer Discretionary	11.7	%
Consumer Staples	5.9	%
Energy	5.4	%
Financials	18.0	%
Health Care	4.7	%
Industrials	11.2	%
Information Technology	19.5	%
Materials	10.8	%
Real Estate	2.7	%
Utilities	3.0	%
	100.0	%

Emerging Markets Targeted Value
Portfolio
Communication Services	3.5	%
Consumer Discretionary	10.3	%
Consumer Staples	6.2	%
Energy	3.1	%
Financials	17.6	%
Health Care	6.9	%
Industrials	15.6	%
Information Technology	12.3	%
Materials	15.9	%
Real Estate	6.2	%
Utilities	2.4	%
	100.0	%

Emerging Markets ex China Core Equity
Portfolio
Communication Services	4.4	%
Consumer Discretionary	9.4	%
Consumer Staples	6.0	%
Energy	5.5	%
Financials	19.8	%
Health Care	4.2	%
Industrials	11.7	%
Information Technology	22.4	%
Materials	11.4	%
Real Estate	2.4	%
Utilities	2.8	%
	100.0	%

8

LARGE CAP INTERNATIONAL PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (95.4%)
AUSTRALIA — (5.9%)
	BHP Group Ltd., Class DI		697,375	$	19,126,284		0.3	%
	Commonwealth Bank of Australia		399,233		29,251,617		0.5	%
	Other Securities				303,857,491		5.2	%
TOTAL AUSTRALIA					352,235,392		6.0	%
AUSTRIA — (0.2%)
	Other Securities				11,440,880		0.2	%
BELGIUM — (0.9%)
	Other Securities				54,006,867		0.9	%
CANADA — (10.3%)
	Canadian Natural Resources Ltd.		319,147		24,197,725		0.4	%
	Constellation Software, Inc.		6,752		17,383,488		0.3	%
	Royal Bank of Canada		194,133		18,782,243		0.3	%
	Royal Bank of Canada		206,240		19,970,219		0.3	%
	Suncor Energy, Inc.		450,346		17,198,714		0.3	%
	Toronto-Dominion Bank		286,785		17,012,086		0.3	%
	Other Securities				504,397,891		8.7	%
TOTAL CANADA					618,942,366		10.6	%
DENMARK — (3.2%)
	Novo Nordisk AS, Class B		923,030		118,371,392		2.0	%
	Other Securities				75,513,497		1.3	%
TOTAL DENMARK					193,884,889		3.3	%
FINLAND — (1.0%)
	Other Securities				61,168,151		1.0	%
FRANCE — (9.7%)
	Air Liquide SA		111,890		21,883,296		0.4	%
	Airbus SE		158,328		26,054,097		0.4	%
	Hermes International SCA		9,337		22,352,687		0.4	%
	L’Oreal SA		60,975		28,588,321		0.5	%
	LVMH Moet Hennessy Louis Vuitton SE		80,391		66,036,062		1.1	%
	Safran SA		105,878		22,957,748		0.4	%
	Sanofi SA		216,767		21,415,074		0.4	%
	Schneider Electric SE		111,591		25,444,241		0.4	%
	TotalEnergies SE		937,065		68,029,755		1.2	%
#	TotalEnergies SE, Sponsored ADR		18,895		1,369,321		0.0	%
	Vinci SA		155,702		18,244,554		0.3	%
	Other Securities				262,577,149		4.5	%
TOTAL FRANCE					584,952,305		10.0	%
GERMANY — (6.8%)
	Allianz SE		83,147		23,595,874		0.4	%
	Deutsche Telekom AG		1,271,712		29,129,280		0.5	%
	Mercedes-Benz Group AG		314,581		23,795,186		0.4	%

9

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
GERMANY — (Continued)
	Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		40,597	$	17,854,908		0.3	%
	SAP SE		171,006		30,878,065		0.5	%
	Siemens AG		189,024		35,410,527		0.6	%
	Other Securities				246,735,889		4.2	%
TOTAL GERMANY					407,399,729		6.9	%
HONG KONG — (1.5%)
	AIA Group Ltd		3,249,000		23,796,823		0.4	%
	Other Securities				66,834,951		1.1	%
TOTAL HONG KONG					90,631,774		1.5	%
IRELAND — (0.6%)
	Other Securities				39,064,192		0.7	%
ISRAEL — (0.6%)
	Other Securities				34,757,300		0.6	%
ITALY — (2.3%)
#	Stellantis NV		852,765		18,868,702		0.3	%
	Other Securities				119,147,017		2.1	%
TOTAL ITALY					138,015,719		2.4	%
JAPAN — (21.2%)
	Hitachi Ltd.		278,815		25,723,658		0.4	%
	Keyence Corp.		40,604		17,856,404		0.3	%
	Mitsubishi Corp.		740,400		16,932,628		0.3	%
	Shin-Etsu Chemical Co. Ltd.		533,500		20,651,219		0.4	%
	Sony Group Corp.		375,200		31,010,781		0.5	%
	Tokyo Electron Ltd.		131,100		28,756,226		0.5	%
	Toyota Motor Corp.		2,800,015		63,864,352		1.1	%
#	Toyota Motor Corp., Sponsored ADR		45,827		10,416,935		0.2	%
	Other Securities				1,062,117,214		18.1	%
TOTAL JAPAN					1,277,329,417		21.8	%
NETHERLANDS — (4.2%)
	ASML Holding NV		30,871		26,888,810		0.5	%
	ASML Holding NV		73,888		64,465,063		1.1	%
	Wolters Kluwer NV		118,210		17,696,803		0.3	%
	Other Securities				142,802,668		2.4	%
TOTAL NETHERLANDS					251,853,344		4.3	%
NEW ZEALAND — (0.3%)
	Other Securities				16,615,845		0.3	%
NORWAY — (0.7%)
	Other Securities				44,098,351		0.8	%
PORTUGAL — (0.2%)
	Other Securities				13,093,167		0.2	%

10

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SINGAPORE — (0.9%)
	Other Securities			$	55,088,785		0.9	%
SPAIN — (2.4%)
#	Banco Santander SA		3,608,632		17,558,274		0.3	%
	Other Securities				124,414,686		2.1	%
TOTAL SPAIN					141,972,960		2.4	%
SWEDEN — (2.6%)
	Other Securities				158,123,089		2.7	%
SWITZERLAND — (7.0%)
	ABB Ltd.		492,951		23,951,719		0.4	%
	Nestle SA		702,768		70,558,018		1.2	%
	Novartis AG		340,245		33,023,321		0.6	%
#	Novartis AG, Sponsored ADR		195,278		18,967,352		0.3	%
	Roche Holding AG		213,373		51,127,200		0.9	%
	Other Securities				222,484,913		3.8	%
TOTAL SWITZERLAND					420,112,523		7.2	%
UNITED KINGDOM — (12.6%)
	3i Group PLC		500,789		17,891,909		0.3	%
	AstraZeneca PLC		128,443		19,426,858		0.3	%
	AstraZeneca PLC, Sponsored ADR		495,669		37,611,364		0.6	%
	BP PLC, Sponsored ADR		748,671		29,025,955		0.5	%
	Glencore PLC		3,172,321		18,458,339		0.3	%
#	HSBC Holdings PLC, Sponsored ADR		519,933		22,658,680		0.4	%
	Shell PLC		77,031		2,738,327		0.0	%
	Shell PLC, ADR		1,047,820		75,086,750		1.3	%
	Other Securities				533,042,740		9.2	%
TOTAL UNITED KINGDOM					755,940,922		12.9	%
UNITED STATES — (0.3%)
	Other Securities				15,480,328		0.3	%
TOTAL COMMON STOCKS					5,736,208,295		97.9	%
PREFERRED STOCKS — (0.4%)
GERMANY — (0.4%)
	Other Securities				24,088,658		0.4	%
TOTAL INVESTMENT SECURITIES (Cost $3,749,718,050)					5,760,296,953
				Value†
SECURITIES LENDING COLLATERAL — (4.2%)
@§	The DFA Short Term Investment Fund		21,562,087		249,430,226		4.2	%
TOTAL INVESTMENTS—(100.0%) (Cost $3,999,149,480)				$	6,009,727,179		102.5	%

11

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

As of April 30, 2024, Large Cap International 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		206		06/21/24	$	53,936,068	$	52,190,100	$	(1,745,968	)
Total Futures Contracts					$	53,936,068	$	52,190,100	$	(1,745,968	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Assets
Common Stocks
Australia	$	17,669,708		$	334,565,684		—	$	352,235,392
Austria		—			11,440,880		—		11,440,880
Belgium		634,219			53,372,648		—		54,006,867
Canada		616,582,261			2,360,105		—		618,942,366
Denmark		102,826			193,782,063		—		193,884,889
Finland		817,870			60,350,281		—		61,168,151
France		6,667,589			578,284,716		—		584,952,305
Germany		13,688,157			393,711,572		—		407,399,729
Hong Kong		—			90,631,774		—		90,631,774
Ireland		—			39,064,192		—		39,064,192
Israel		5,753,660			29,003,640		—		34,757,300
Italy		1,207,612			136,808,107		—		138,015,719
Japan		22,575,718			1,254,753,699		—		1,277,329,417
Netherlands		79,997,038			171,856,306		—		251,853,344
New Zealand		—			16,615,845		—		16,615,845
Norway		605,396			43,492,955		—		44,098,351
Portugal		—			13,093,167		—		13,093,167
Singapore		—			55,088,785		—		55,088,785
Spain		8,667,620			133,305,340		—		141,972,960
Sweden		32,921			158,090,168		—		158,123,089
Switzerland		45,367,925			374,744,598		—		420,112,523
United Kingdom		248,439,753			507,501,169		—		755,940,922
United States		11,666,575			3,813,753		—		15,480,328
Preferred Stocks
Germany		—			24,088,658		—		24,088,658
Securities Lending Collateral		—			249,430,226		—		249,430,226
Total Investments in Securities	$	1,080,476,848		$	4,929,250,331		—	$	6,009,727,179
Financial Instruments
Liabilities
Futures Contracts**		(1,745,968	)		—		—		(1,745,968	)
Total Financial Instruments	$	(1,745,968	)		—		—	$	(1,745,968	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

12

INTERNATIONAL CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (95.5%)
AUSTRALIA — (6.3%)
	BHP Group Ltd., Class DI		4,030,666	$	110,545,492		0.4	%
#	BHP Group Ltd., Sponsored ADR		1,271,993		70,163,134		0.2	%
	Commonwealth Bank of Australia		1,111,912		81,469,275		0.3	%
	Other Securities				1,731,883,565		5.5	%
TOTAL AUSTRALIA					1,994,061,466		6.4	%
AUSTRIA — (0.5%)
	Other Securities				156,210,133		0.5	%
BELGIUM — (1.1%)
	Other Securities				342,800,019		1.1	%
CANADA — (10.5%)
	Bank of Montreal		739,051		66,012,035		0.2	%
#	Canadian Natural Resources Ltd.		1,401,957		106,296,380		0.4	%
	Fairfax Financial Holdings Ltd.		65,174		70,857,936		0.2	%
	National Bank of Canada		879,291		70,603,877		0.2	%
#	Royal Bank of Canada		1,198,667		116,066,926		0.4	%
	Suncor Energy, Inc.		2,810,639		107,338,303		0.4	%
	Other Securities				2,816,122,348		9.0	%
TOTAL CANADA					3,353,297,805		10.8	%
CHINA — (0.0%)
	Other Securities				15,780,438		0.1	%
DENMARK — (3.1%)
	Novo Nordisk AS, Class B		1,773,052		227,380,079		0.7	%
#	Novo Nordisk AS, Sponsored ADR		1,177,766		151,119,155		0.5	%
	Pandora AS		465,215		70,805,666		0.2	%
	Other Securities				529,808,526		1.7	%
TOTAL DENMARK					979,113,426		3.1	%
FINLAND — (1.4%)
	Other Securities				434,469,396		1.4	%
FRANCE — (7.8%)
	Airbus SE		394,642		64,941,392		0.2	%
	LVMH Moet Hennessy Louis Vuitton SE		247,349		203,181,376		0.7	%
	Orange SA		6,978,148		77,668,760		0.3	%
	Safran SA		302,894		65,677,138		0.2	%
	TotalEnergies SE		4,093,590		297,189,551		1.0	%
#	TotalEnergies SE, Sponsored ADR		215,223		15,597,211		0.1	%
	Vinci SA		658,120		77,115,939		0.3	%
	Other Securities				1,683,939,505		5.2	%
TOTAL FRANCE					2,485,310,872		8.0	%
GERMANY — (6.3%)
	Bayerische Motoren Werke AG		620,585		67,612,296		0.2	%
	Deutsche Post AG		1,703,463		71,323,872		0.2	%

13

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
GERMANY — (Continued)
	Deutsche Telekom AG		6,030,773	$	138,138,253		0.5	%
	Mercedes-Benz Group AG		1,670,941		126,391,459		0.4	%
	Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		187,979		82,674,775		0.3	%
	Siemens AG		603,810		113,113,839		0.4	%
	Other Securities				1,413,937,744		4.5	%
TOTAL GERMANY					2,013,192,238		6.5	%
HONG KONG — (1.7%)
	AIA Group Ltd.		11,480,000		84,083,571		0.3	%
	Other Securities				449,405,062		1.4	%
TOTAL HONG KONG					533,488,633		1.7	%
IRELAND — (0.6%)
	Other Securities				204,504,536		0.7	%
ISRAEL — (0.8%)
	Other Securities				248,571,563		0.8	%
ITALY — (2.8%)
	Eni SpA		4,294,094		68,970,395		0.2	%
#	Stellantis NV		5,025,658		111,200,203		0.4	%
	UniCredit SpA		1,895,711		69,580,871		0.2	%
	Other Securities				648,582,802		2.1	%
TOTAL ITALY					898,334,271		2.9	%
JAPAN — (21.9%)
	Hitachi Ltd.		1,078,385		99,492,520		0.3	%
	Mitsubishi UFJ Financial Group, Inc.		7,907,300		78,767,388		0.3	%
	Sony Group Corp.		1,128,800		93,296,828		0.3	%
	Tokyo Electron Ltd.		393,800		86,378,352		0.3	%
	Toyota Motor Corp.		10,742,970		245,031,837		0.8	%
	Other Securities				6,370,931,219		20.4	%
TOTAL JAPAN					6,973,898,144		22.4	%
NETHERLANDS — (3.5%)
	ASML Holding NV		126,227		109,945,318		0.4	%
	ASML Holding NV		180,734		157,684,993		0.5	%
	Wolters Kluwer NV		664,231		99,439,685		0.3	%
	Other Securities				765,783,357		2.4	%
TOTAL NETHERLANDS					1,132,853,353		3.6	%
NEW ZEALAND — (0.3%)
	Other Securities				88,095,466		0.3	%
NORWAY — (0.8%)
	Other Securities				252,926,638		0.8	%
PORTUGAL — (0.3%)
	Other Securities				95,798,781		0.3	%

14

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SINGAPORE — (1.0%)
	Other Securities			$	307,177,228		1.0	%
SPAIN — (2.4%)
	Banco Bilbao Vizcaya Argentaria SA		6,497,154		70,260,053		0.2	%
	Repsol SA		4,909,248		77,055,941		0.3	%
#	Telefonica SA		15,385,994		68,923,032		0.2	%
	Other Securities				538,179,037		1.7	%
TOTAL SPAIN					754,418,063		2.4	%
SWEDEN — (2.7%)
	Other Securities				866,699,390		2.8	%
SWITZERLAND — (7.2%)
	ABB Ltd.		1,744,140		84,745,037		0.3	%
	Nestle SA		2,370,731		238,021,766		0.8	%
	Novartis AG, Sponsored ADR		1,874,661		182,085,823		0.6	%
	Roche Holding AG		667,190		159,868,195		0.5	%
	Swiss Re AG		736,059		80,013,562		0.3	%
	Other Securities				1,543,949,663		4.9	%
TOTAL SWITZERLAND					2,288,684,046		7.4	%
UNITED KINGDOM — (12.3%)
	AstraZeneca PLC, Sponsored ADR		1,849,779		140,361,230		0.5	%
	BP PLC		10,974,429		70,737,186		0.2	%
	BP PLC, Sponsored ADR		3,571,720		138,475,584		0.5	%
	Glencore PLC		13,494,847		78,520,584		0.3	%
#	HSBC Holdings PLC, Sponsored ADR		3,009,227		131,142,113		0.4	%
	Shell PLC		1,472,115		52,331,622		0.2	%
	Shell PLC, ADR		4,713,009		337,734,225		1.1	%
	Other Securities				2,967,169,417		9.4	%
TOTAL UNITED KINGDOM					3,916,471,961		12.6	%
UNITED STATES — (0.2%)
	Other Securities				76,494,489		0.2	%
TOTAL COMMON STOCKS					30,412,652,355		97.8	%
PREFERRED STOCKS — (0.4%)
GERMANY — (0.4%)
	Other Securities				145,034,246		0.5	%
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
	Other Securities				11,452		0.0	%
GERMANY — (0.0%)
	Other Security				501		0.0	%

15

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
HONG KONG — (0.0%)
	Other Security			$	2,362		0.0	%
TOTAL RIGHTS/WARRANTS					14,315		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $23,497,062,191)					30,557,700,916
				Value†
SECURITIES LENDING COLLATERAL — (4.1%)
@§	The  DFA Short Term Investment Fund		111,800,716		1,293,310,679		4.2	%
TOTAL INVESTMENTS—(100.0%) (Cost $24,790,387,300)				$	31,851,011,595		102.5	%

As of April 30, 2024, International 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		1,037		06/21/24	$	270,302,049	$	262,723,950	$	(7,578,099	)
Total Futures Contracts					$	270,302,049	$	262,723,950	$	(7,578,099	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Australia	$	85,018,639	$	1,908,812,722	$	230,105	$	1,994,061,466
Austria		43,358		156,166,775		—		156,210,133
Belgium		5,909,016		336,891,003		—		342,800,019
Canada		3,346,105,883		7,191,922		—		3,353,297,805
China		15,040,271		740,167		—		15,780,438
Denmark		151,650,223		827,463,203		—		979,113,426
Finland		9,109,765		425,359,631		—		434,469,396
France		33,226,908		2,452,083,964		—		2,485,310,872
Germany		37,020,684		1,976,171,554		—		2,013,192,238
Hong Kong		311,343		533,057,270		120,020		533,488,633
Ireland		—		204,504,536		—		204,504,536
Israel		16,719,031		231,852,532		—		248,571,563
Italy		5,642,156		892,692,115		—		898,334,271
Japan		119,367,095		6,854,531,049		—		6,973,898,144
Netherlands		228,954,178		903,899,175		—		1,132,853,353
New Zealand		216,809		87,878,657		—		88,095,466
Norway		2,500,260		250,426,378		—		252,926,638
Portugal		271,515		95,527,266		—		95,798,781
Singapore		6,161		306,582,266		588,801		307,177,228
Spain		22,678,617		731,739,446		—		754,418,063
Sweden		440,767		866,234,270		24,353		866,699,390

16

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
Switzerland	$	244,316,758		$	2,044,367,288		—		$	2,288,684,046
United Kingdom		937,716,630			2,978,755,172	$	159			3,916,471,961
United States		57,598,544			18,895,945		—			76,494,489
Preferred Stocks
Germany		—			145,034,246		—			145,034,246
Rights/Warrants
Australia		—			11,452		—			11,452
Germany		—			501		—			501
Hong Kong		—			2,362		—			2,362
Securities Lending Collateral		—			1,293,310,679		—			1,293,310,679
Total Investments in Securities	$	5,319,864,611		$	26,530,183,546	$	963,438	<>	$	31,851,011,595
Financial Instruments
Liabilities
Futures Contracts**		(7,578,099	)		—		—			(7,578,099	)
Total Financial Instruments	$	(7,578,099	)		—		—		$	(7,578,099	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

17

GLOBAL SMALL COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Shares		Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in U.S. Small Cap Portfolio of DFA Investment Dimensions Group Inc.		1,262,117	$	55,255,465
Investment in The Emerging Markets Small Cap Series of The DFA Investment Trust Company				10,299,632
Investment in The Continental Small Company Series of The DFA Investment Trust Company				9,915,612
Investment in The Japanese Small Company Series of The DFA Investment Trust Company				5,764,105
Investment in The United Kingdom Small Company Series of The DFA Investment Trust Company				3,325,466
Investment in The Canadian Small Company Series of The DFA Investment Trust Company				2,690,883
Investment in The Asia Pacific Small Company Series of The DFA Investment Trust Company				2,617,271
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $74,368,607)			$	89,868,434

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Affiliated Investment Companies	$	89,868,434		—		—	$	89,868,434
Total Investments in Securities	$	89,868,434		—		—	$	89,868,434

See accompanying Notes to Financial Statements.

18

INTERNATIONAL SMALL COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

			Value†
AFFILIATED INVESTMENT COMPANIES — (99.0%)
Investment in The Continental Small Company Series of The DFA Investment Trust Company			$	4,757,916,244
Investment in The Japanese Small Company Series of The DFA Investment Trust Company				2,793,964,918
Investment in The United Kingdom Small Company Series of The DFA Investment Trust Company				1,572,423,633
Investment in The Canadian Small Company Series of The DFA Investment Trust Company				1,302,029,690
Investment in The Asia Pacific Small Company Series of The DFA Investment Trust Company				1,235,093,317
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES			$	11,661,427,802
	Shares
TEMPORARY CASH INVESTMENTS — (1.0%)
State Street Institutional U.S. Government Money Market Fund, 5.250% (Cost $116,704,449)		116,704,449		116,704,449
TOTAL INVESTMENTS — (100.0%) (Cost $10,326,391,244)			$	11,778,132,251

As of April 30, 2024, International Small Company 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		415		06/21/24	$	107,498,670	$	105,140,250	$	(2,358,420	)
Total Futures Contracts					$	107,498,670	$	105,140,250	$	(2,358,420	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Assets
Affiliated Investment Companies	$	11,661,427,802			—		—	$	11,661,427,802
Temporary Cash Investments		116,704,449			—		—		116,704,449
Total Investments in Securities	$	11,778,132,251			—		—	$	11,778,132,251
Financial Instruments
Liabilities
Futures Contracts**		(2,358,420	)		—		—		(2,358,420	)
Total Financial Instruments	$	(2,358,420	)		—		—	$	(2,358,420	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

19

JAPANESE SMALL COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Japanese Small Company Series of The DFA Investment Trust Company	$	215,314,176
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES	$	215,314,176

Summary of the Portfolio’s Master Fund’s investments as of April 30, 2024, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

20

ASIA PACIFIC SMALL COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Asia Pacific Small Company Series of The DFA Investment Trust Company	$	145,076,131
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES	$	145,076,131

Summary of the Portfolio’s Master Fund’s investments as of April 30, 2024, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

21

UNITED KINGDOM SMALL COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The United Kingdom Small Company Series of The DFA Investment Trust Company	$	20,512,360
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES	$	20,512,360

Summary of the Portfolio’s Master Fund’s investments as of April 30, 2024, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

22

CONTINENTAL SMALL COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Continental Small Company Series of The DFA Investment Trust Company	$	766,952,045
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES	$	766,952,045

Summary of the Portfolio’s Master Fund’s investments as of April 30, 2024, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

23

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (98.4%)
AUSTRALIA — (22.4%)
	Charter Hall Group		3,650,402	$	27,721,982		0.8	%
	Dexus		8,395,240		38,132,949		1.2	%
	Goodman Group		13,649,913		275,723,156		8.4	%
	GPT Group		14,903,864		40,082,943		1.2	%
	Mirvac Group		30,916,906		40,509,445		1.2	%
	Scentre Group		40,781,586		82,584,742		2.5	%
	Stockland		18,760,133		53,149,639		1.6	%
	Vicinity Ltd.		30,150,414		36,921,262		1.1	%
	Other Securities				142,134,889		4.4	%
TOTAL AUSTRALIA					736,961,007		22.4	%
BELGIUM — (3.6%)
	Aedifica SA		379,680		24,260,640		0.7	%
#	Cofinimmo SA		285,513		18,912,832		0.6	%
#	Warehouses De Pauw CVA		1,371,456		36,267,277		1.1	%
	Other Securities				38,097,883		1.2	%
TOTAL BELGIUM					117,538,632		3.6	%
CANADA — (4.6%)
	Canadian Apartment Properties REIT		631,329		19,650,926		0.6	%
	Other Securities				130,616,639		4.0	%
TOTAL CANADA					150,267,565		4.6	%
CHINA — (0.1%)
	Other Securities				3,589,093		0.1	%
FRANCE — (6.6%)
	Covivio SA		355,455		17,693,172		0.5	%
	Gecina SA		328,657		33,556,468		1.0	%
	Klepierre SA		1,494,622		40,134,195		1.2	%
*	Unibail-Rodamco-Westfield		826,281		68,856,435		2.1	%
*	Unibail-Rodamco-Westfield,CDI		5,963,927		24,339,760		0.8	%
	Other Securities				33,286,291		1.0	%
TOTAL FRANCE					217,866,321		6.6	%
GERMANY — (0.2%)
	Other Securities				5,900,735		0.2	%
HONG KONG — (3.2%)
	Link REIT		20,078,821		86,033,571		2.6	%
	Other Securities				17,647,757		0.5	%
TOTAL HONG KONG					103,681,328		3.1	%
INDIA — (0.1%)
	Other Securities				4,523,871		0.1	%
IRELAND — (0.2%)
	Other Security				4,971,151		0.2	%

24

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
ITALY — (0.0%)
	Other Security			$	1,024,964		0.0	%
JAPAN — (21.5%)
	Advance Residence Investment Corp.		10,924		23,617,834		0.7	%
	Daiwa House REIT Investment Corp.		18,094		30,393,862		0.9	%
	GLP J-Reit		37,025		30,112,883		0.9	%
	Invincible Investment Corp.		51,642		23,137,711		0.7	%
	Japan Hotel REIT Investment Corp.		35,798		18,811,755		0.6	%
	Japan Metropolitan Fund Invest		55,179		33,313,129		1.0	%
	Japan Real Estate Investment Corp.		10,138		34,379,378		1.0	%
#	KDX Realty Investment Corp.		32,714		32,266,535		1.0	%
#	Nippon Building Fund, Inc.		12,088		46,185,763		1.4	%
	Nippon Prologis REIT, Inc.		17,930		30,940,124		0.9	%
	Nomura Real Estate Master Fund, Inc.		31,615		30,221,407		0.9	%
	Orix JREIT, Inc.		21,023		22,159,928		0.7	%
	United Urban Investment Corp.		22,330		21,396,470		0.7	%
	Other Securities				331,475,652		10.1	%
TOTAL JAPAN					708,412,431		21.5	%
MALAYSIA — (0.6%)
	Other Securities				21,142,731		0.6	%
MEXICO — (3.2%)
W	FIBRA Macquarie Mexico		12,136,915		21,715,129		0.7	%
	Fibra Uno Administracion SA de CV		24,857,154		35,579,144		1.1	%
#	Prologis Property Mexico SA de CV		4,578,718		17,982,642		0.5	%
#	TF Administradora Industrial S de Real de CV		8,563,016		21,064,197		0.6	%
	Other Securities				8,964,953		0.3	%
TOTAL MEXICO					105,306,065		3.2	%
NETHERLANDS — (0.7%)
	Other Securities				22,737,155		0.7	%
NEW ZEALAND — (1.6%)
	Other Securities				53,361,207		1.6	%
PHILIPPINES — (0.1%)
	Other Securities				1,826,671		0.1	%
SAUDI ARABIA — (0.1%)
	Other Securities				3,972,626		0.1	%
SINGAPORE — (10.4%)
	CapitaLand Ascendas REIT		28,803,380		54,559,980		1.7	%
	CapitaLand Integrated Commercial Trust		42,546,111		60,649,270		1.8	%
	Mapletree Industrial Trust		17,228,858		28,528,152		0.9	%
	Mapletree Logistics Trust		26,980,447		26,475,961		0.8	%
	Other Securities				171,842,285		5.2	%
TOTAL SINGAPORE					342,055,648		10.4	%
SOUTH AFRICA — (1.8%)
	Other Securities				58,746,335		1.8	%

25

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SOUTH KOREA — (0.5%)
	Other Securities			$	14,870,206		0.5	%
SPAIN — (1.4%)
	Merlin Properties Socimi SA		2,595,301		29,194,926		0.9	%
	Other Securities				17,611,126		0.5	%
TOTAL SPAIN					46,806,052		1.4	%
TAIWAN — (0.3%)
	Other Securities				10,005,110		0.3	%
THAILAND — (0.1%)
	Other Securities				1,867,874		0.1	%
TURKEY — (0.6%)
	Other Securities				20,687,363		0.6	%
UNITED KINGDOM — (14.5%)
	Big Yellow Group PLC		1,521,297		20,464,975		0.6	%
	British Land Co. PLC		6,879,391		33,173,431		1.0	%
#	Derwent London PLC		800,123		20,501,596		0.6	%
	Land Securities Group PLC		5,689,059		45,979,298		1.4	%
	LondonMetric Property PLC		16,387,483		40,000,412		1.2	%
	Safestore Holdings PLC		1,984,208		19,123,517		0.6	%
	Segro PLC		10,262,575		107,943,018		3.3	%
	Shaftesbury Capital PLC		12,936,472		21,654,359		0.7	%
#	Tritax Big Box REIT PLC		15,845,981		29,930,444		0.9	%
	UNITE Group PLC		2,961,776		34,239,725		1.0	%
	Other Securities				103,286,424		3.2	%
TOTAL UNITED KINGDOM					476,297,199		14.5	%
UNITED STATES — (0.0%)
	Other Security				53,530		0.0	%
TOTAL COMMON STOCKS (Cost $3,516,138,609)					3,234,472,870		98.3	%
				Value†
SECURITIES LENDING COLLATERAL — (1.6%)
@§	The DFA Short Term Investment Fund		4,679,137		54,128,257		1.6	%
TOTAL INVESTMENTS—(100.0%) (Cost $3,570,267,176)				$	3,288,601,127		99.9	%

As of April 30, 2024, DFA International Real Estate Securities 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		84		06/21/24	$	21,898,927	$	21,281,400	$	(617,527	)
Total Futures Contracts					$	21,898,927	$	21,281,400	$	(617,527	)

26

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
Assets
Common Stocks
Australia		—		$	736,961,007		—		$	736,961,007
Belgium		—			117,538,632		—			117,538,632
Canada	$	150,267,565			—		—			150,267,565
China		—			3,589,093		—			3,589,093
France		—			217,866,321		—			217,866,321
Germany		—			5,900,735		—			5,900,735
Hong Kong		—			103,681,328		—			103,681,328
India		—			4,523,871		—			4,523,871
Ireland		—			4,971,151		—			4,971,151
Italy		—			1,024,964		—			1,024,964
Japan		—			708,412,431		—			708,412,431
Malaysia		—			21,142,731		—			21,142,731
Mexico		105,306,065			—		—			105,306,065
Netherlands		—			22,737,155		—			22,737,155
New Zealand		—			53,361,207		—			53,361,207
Philippines		—			1,826,671		—			1,826,671
Saudi Arabia		—			3,972,626		—			3,972,626
Singapore		—			341,877,808	$	177,840			342,055,648
South Africa		—			58,746,335		—			58,746,335
South Korea		—			14,870,206		—			14,870,206
Spain		—			46,806,052		—			46,806,052
Taiwan		—			10,005,110		—			10,005,110
Thailand		—			1,867,874		—			1,867,874
Turkey		—			20,687,363		—			20,687,363
United Kingdom		—			476,297,199		—			476,297,199
United States		—			53,530		—			53,530
Securities Lending Collateral		—			54,128,257		—			54,128,257
Total Investments in Securities	$	255,573,630		$	3,032,849,657	$	177,840	<>	$	3,288,601,127
Financial Instruments
Liabilities
Futures Contracts**		(617,527	)		—		—			(617,527	)
Total Financial Instruments	$	(617,527	)		—		—		$	(617,527	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

27

DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (71.7%)
UNITED STATES — (71.7%)
	Agree Realty Corp.		430,572	$	24,637,330		0.4	%
	Alexandria Real Estate Equities, Inc.		743,704		86,172,982		1.3	%
	American Homes 4 Rent, Class A		1,429,182		51,164,716		0.7	%
	American Tower Corp.		2,065,287		354,320,638		5.2	%
	Americold Realty Trust, Inc.		1,231,191		27,049,266		0.4	%
	Apartment Income REIT Corp.		693,170		26,603,865		0.4	%
	AvalonBay Communities, Inc.		629,555		119,344,741		1.7	%
	Boston Properties, Inc.		647,543		40,076,436		0.6	%
	Brixmor Property Group, Inc.		1,292,442		28,562,968		0.4	%
	Camden Property Trust		473,308		47,179,341		0.7	%
	Crown Castle, Inc.		1,919,710		180,030,404		2.6	%
	CubeSmart		985,619		39,858,432		0.6	%
	Digital Realty Trust, Inc.		1,353,023		187,772,532		2.7	%
	EastGroup Properties, Inc.		207,382		32,218,868		0.5	%
	Equinix, Inc.		417,536		296,914,025		4.3	%
	Equity LifeStyle Properties, Inc.		768,338		46,323,098		0.7	%
	Equity Residential		1,602,298		103,187,991		1.5	%
	Essex Property Trust, Inc.		279,450		68,814,563		1.0	%
	Extra Space Storage, Inc.		929,204		124,773,541		1.8	%
	Federal Realty Investment Trust		323,414		33,690,036		0.5	%
	First Industrial Realty Trust, Inc.		573,968		26,069,627		0.4	%
	Gaming & Leisure Properties, Inc.		1,220,934		52,170,510		0.8	%
	Healthcare Realty Trust, Inc., Class A		1,653,260		23,525,890		0.3	%
	Healthpeak Properties, Inc.		3,115,963		57,988,075		0.8	%
	Host Hotels & Resorts, Inc.		3,074,595		58,017,608		0.8	%
	Invitation Homes, Inc.		2,717,137		92,926,085		1.4	%
	Iron Mountain, Inc.		1,289,294		99,946,071		1.5	%
	Kimco Realty Corp.		2,951,692		54,990,024		0.8	%
	Kite Realty Group Trust		937,588		20,439,418		0.3	%
	Lamar Advertising Co., Class A		383,949		44,480,492		0.7	%
	Mid-America Apartment Communities, Inc.		506,321		65,821,730		1.0	%
	NNN REIT, Inc.		787,192		31,904,892		0.5	%
#	Omega Healthcare Investors, Inc.		1,053,654		32,041,618		0.5	%
	Prologis, Inc.		4,100,576		418,463,781		6.1	%
	Public Storage		699,804		181,564,148		2.7	%
	Realty Income Corp.		3,402,840		182,188,045		2.7	%
	Regency Centers Corp.		765,174		45,313,604		0.7	%
	Rexford Industrial Realty, Inc.		966,928		41,394,188		0.6	%
	Ryman Hospitality Properties, Inc.		246,681		26,019,912		0.4	%
	SBA Communications Corp.		473,148		88,062,306		1.3	%
	Simon Property Group, Inc.		1,438,243		202,116,289		3.0	%
	STAG Industrial, Inc.		787,311		27,075,625		0.4	%
	Sun Communities, Inc.		546,928		60,884,025		0.9	%
#	Terreno Realty Corp.		389,497		21,169,162		0.3	%
	UDR, Inc.		1,359,216		51,758,945		0.8	%
	Ventas, Inc.		1,771,326		78,434,315		1.1	%
	VICI Properties, Inc.		4,620,464		131,914,247		1.9	%
	Welltower, Inc.		2,304,870		219,608,014		3.2	%
#	WP Carey, Inc.		954,768		52,359,477		0.8	%

28

DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
UNITED STATES — (Continued)
	Other Securities			$	552,645,726		7.8	%
TOTAL UNITED STATES					4,959,989,622		72.5	%
TOTAL COMMON STOCKS					4,959,989,622		72.5	%
				Value†
AFFILIATED INVESTMENT COMPANY — (26.3%)
	DFA International Real Estate Securities Portfolio Portfolio of DFA Investment Dimensions Group, Inc.		521,719,930		1,815,585,358		26.5	%
TOTAL INVESTMENT SECURITIES (Cost $7,028,762,841)					6,775,574,980
SECURITIES LENDING COLLATERAL — (2.0%)
@§	The DFA Short Term Investment Fund		12,093,627		139,899,074		2.0	%
TOTAL INVESTMENTS—(100.0%) (Cost $7,168,663,634)				$	6,915,474,054		101.0	%

As of April 30, 2024, DFA Global Real Estate Securities 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		215		06/21/24	$	55,331,884	$	54,470,250	$	(861,634	)
Total Futures Contracts					$	55,331,884	$	54,470,250	$	(861,634	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Assets
Common Stocks
United States	$	4,959,989,622			—		—	$	4,959,989,622
Affiliated Investment Company		1,815,585,358			—		—		1,815,585,358
Securities Lending Collateral		—		$	139,899,074		—		139,899,074
Total Investments in Securities	$	6,775,574,980		$	139,899,074		—	$	6,915,474,054
Financial Instruments
Liabilities
Futures Contracts**		(861,634	)		—		—		(861,634	)
Total Financial Instruments	$	(861,634	)		—		—	$	(861,634	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

29

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (97.1%)
AUSTRALIA — (6.1%)
*	Sandfire Resources Ltd.		7,736,107	$	46,594,719		0.4	%
	Other Securities				641,275,830		5.7	%
TOTAL AUSTRALIA					687,870,549		6.1	%
AUSTRIA — (0.8%)
	Other Securities				87,406,421		0.8	%
BELGIUM — (1.3%)
	Ackermans & van Haaren NV		304,209		52,289,631		0.5	%
	Bekaert SA		841,379		42,099,012		0.4	%
	Other Securities				52,586,988		0.4	%
TOTAL BELGIUM					146,975,631		1.3	%
CANADA — (11.5%)
	Alamos Gold, Inc., Class A		6,162,499		90,648,026		0.8	%
	Canadian Western Bank		1,865,596		35,790,063		0.3	%
	Celestica, Inc.		1,751,611		75,846,099		0.7	%
	Crescent Point Energy Corp.		6,012,475		53,021,063		0.5	%
	Crescent Point Energy Corp.		4,550,385		40,088,892		0.4	%
	Linamar Corp.		951,381		44,802,986		0.4	%
*	MEG Energy Corp.		2,853,514		64,899,229		0.6	%
#	Whitecap Resources, Inc.		6,745,528		51,155,566		0.5	%
	Other Securities				841,952,351		7.4	%
TOTAL CANADA					1,298,204,275		11.6	%
CHINA — (0.2%)
	Other Securities				17,221,494		0.2	%
DENMARK — (3.2%)
	Jyske Bank AS		1,008,438		81,592,511		0.7	%
	Sydbank AS		1,462,751		74,380,112		0.7	%
	Other Securities				207,130,204		1.8	%
TOTAL DENMARK					363,102,827		3.2	%
FINLAND — (2.0%)
	Cargotec OYJ, Class B		647,132		51,039,313		0.5	%
	Kemira OYJ		2,743,648		59,744,961		0.5	%
	Other Securities				116,158,310		1.0	%
TOTAL FINLAND					226,942,584		2.0	%
FRANCE — (4.4%)
	Elis SA		2,934,769		65,889,592		0.6	%
	Rexel SA		2,297,104		59,540,572		0.5	%
	SCOR SE		1,888,097		61,604,338		0.6	%
	Other Securities				314,299,170		2.8	%
TOTAL FRANCE					501,333,672		4.5	%

30

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
GERMANY — (4.1%)
	K&S AG		2,659,889	$	39,791,790		0.4	%
	KION Group AG		856,212		39,461,009		0.4	%
	Other Securities				386,288,828		3.4	%
TOTAL GERMANY					465,541,627		4.2	%
HONG KONG — (1.8%)
	Other Securities				199,329,609		1.8	%
IRELAND — (0.2%)
	Other Securities				21,617,638		0.2	%
ISRAEL — (0.8%)
	Other Securities				87,481,526		0.8	%
ITALY — (6.0%)
	Banca Popolare di Sondrio SpA		8,486,970		70,906,605		0.6	%
	Banco BPM SpA		8,898,965		58,427,399		0.5	%
	BPER Banca SpA		15,116,711		78,504,065		0.7	%
	Buzzi SpA		1,650,487		59,467,589		0.5	%
	Leonardo SpA		4,403,984		101,212,574		0.9	%
	Unipol Gruppo SpA		5,772,454		51,748,331		0.5	%
	Other Securities				255,378,082		2.3	%
TOTAL ITALY					675,644,645		6.0	%
JAPAN — (26.1%)
	Other Securities				2,955,420,741		26.4	%
NETHERLANDS — (2.4%)
	ASR Nederland NV		1,574,912		78,807,795		0.7	%
	SBM Offshore NV		3,171,882		46,860,126		0.4	%
#W	Signify NV		1,837,233		50,104,026		0.5	%
	Other Securities				101,382,925		0.9	%
TOTAL NETHERLANDS					277,154,872		2.5	%
NEW ZEALAND — (0.1%)
	Other Securities				15,778,655		0.1	%
NORWAY — (0.8%)
	Other Securities				93,088,166		0.8	%
PORTUGAL — (0.4%)
*	Banco Comercial Portugues SA, Class R		115,014,573		40,157,292		0.3	%
	Other Security				10,243,481		0.1	%
TOTAL PORTUGAL					50,400,773		0.4	%
SINGAPORE — (0.6%)
	Other Securities				69,793,422		0.6	%
SPAIN — (3.6%)
	Banco de Sabadell SA		91,690,361		175,147,259		1.6	%
	Bankinter SA		8,759,595		69,237,241		0.6	%
	Mapfre SA		16,439,117		39,660,452		0.4	%

31

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SPAIN — (Continued)
	Other Securities			$	119,564,228		1.0	%
TOTAL SPAIN					403,609,180		3.6	%
SWEDEN — (2.4%)
	Other Securities				267,140,769		2.4	%
SWITZERLAND — (6.2%)
	Adecco Group AG		1,672,213		58,498,124		0.5	%
	Baloise Holding AG		350,114		52,906,723		0.5	%
	Helvetia Holding AG		613,525		80,252,458		0.7	%
	Mobimo Holding AG		130,204		36,449,748		0.3	%
	Siegfried Holding AG		58,589		55,986,615		0.5	%
	Swiss Prime Site AG		675,650		62,384,675		0.6	%
	Other Securities				349,814,523		3.1	%
TOTAL SWITZERLAND					696,292,866		6.2	%
UNITED KINGDOM — (12.1%)
	Balfour Beatty PLC		8,689,209		39,405,388		0.4	%
	Bank of Georgia Group PLC		848,250		56,798,011		0.5	%
	Bellway PLC		2,050,891		64,450,830		0.6	%
	Centamin PLC		23,575,846		35,601,240		0.3	%
	Grafton Group PLC		5,225,428		61,462,676		0.6	%
	Marks & Spencer Group PLC		20,707,109		65,971,644		0.6	%
	Paragon Banking Group PLC		6,508,032		58,039,334		0.5	%
	Redrow PLC		6,430,388		51,699,993		0.5	%
	Travis Perkins PLC		3,974,082		37,198,624		0.3	%
	Vesuvius PLC		6,360,528		37,977,181		0.3	%
	Vistry Group PLC		5,627,213		83,590,075		0.8	%
	Other Securities				776,306,169		6.8	%
TOTAL UNITED KINGDOM					1,368,501,165		12.2	%
UNITED STATES — (0.0%)
	Other Securities				2,886,237		0.0	%
TOTAL COMMON STOCKS					10,978,739,344		97.9	%
PREFERRED STOCKS — (0.1%)
GERMANY — (0.1%)
	Other Securities				13,740,032		0.1	%
TOTAL INVESTMENT SECURITIES (Cost $8,916,472,691)					10,992,479,376
				Value†
SECURITIES LENDING COLLATERAL — (2.8%)
@§	The DFA Short Term Investment Fund		26,912,556		311,324,449		2.8	%
TOTAL INVESTMENTS—(100.0%) (Cost $9,227,798,825)				$	11,303,803,825		100.8	%

32

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

As of April 30, 2024, DFA International Small Cap Value Portfolio had entered into the following outstanding futures contracts:

Description	Number of Contracts		Expiration Date		Notional Value		Market Value		Unrealized Appreciation (Depreciation)
Long Position Contracts:
S&P 500® Emini Index		429		06/21/24	$	111,448,086	$	108,687,150	$	(2,760,936	)
Total Futures Contracts					$	111,448,086	$	108,687,150	$	(2,760,936	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
Assets
Common Stocks
Australia		—		$	687,769,441	$	101,108		$	687,870,549
Austria	$	7,643			87,398,778		—			87,406,421
Belgium		1,073,305			145,902,326		—			146,975,631
Canada		1,297,778,354			425,921		—			1,298,204,275
China		16,776,206			445,288		—			17,221,494
Denmark		—			363,102,827		—			363,102,827
Finland		—			226,942,584		—			226,942,584
France		—			501,333,672		—			501,333,672
Germany		—			465,541,627		—			465,541,627
Hong Kong		—			199,164,554		165,055			199,329,609
Ireland		—			21,617,638		—			21,617,638
Israel		119,927			87,361,599		—			87,481,526
Italy		—			675,644,645		—			675,644,645
Japan		1,956,761			2,953,463,980		—			2,955,420,741
Netherlands		—			277,154,872		—			277,154,872
New Zealand		—			15,778,655		—			15,778,655
Norway		—			93,088,166		—			93,088,166
Portugal		—			50,400,773		—			50,400,773
Singapore		—			69,793,422		—			69,793,422
Spain		—			403,609,180		—			403,609,180
Sweden		654,172			266,486,597		—			267,140,769
Switzerland		—			696,292,866		—			696,292,866
United Kingdom		—			1,368,501,165		—			1,368,501,165
United States		—			2,886,237		—			2,886,237
Preferred Stocks
Germany		—			13,740,032		—			13,740,032
Securities Lending Collateral		—			311,324,449		—			311,324,449
Total Investments in Securities	$	1,318,366,368		$	9,985,171,294	$	266,163	<>	$	11,303,803,825
Financial Instruments
Liabilities
Futures Contracts**		(2,760,936	)		—		—			(2,760,936	)
Total Financial Instruments	$	(2,760,936	)		—		—		$	(2,760,936	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

33

INTERNATIONAL VECTOR EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (94.7%)
AUSTRALIA — (6.2%)
	Santos Ltd.		1,745,460	$	8,565,607		0.3	%
	Other Securities				209,076,189		6.0	%
TOTAL AUSTRALIA					217,641,796		6.3	%
AUSTRIA — (0.6%)
	Other Securities				21,532,076		0.6	%
BELGIUM — (1.5%)
	KBC Group NV		121,871		9,053,085		0.3	%
*	Syensqo SA		72,824		6,750,175		0.2	%
	Other Securities				36,413,479		1.0	%
TOTAL BELGIUM					52,216,739		1.5	%
CANADA — (10.1%)
	ARC Resources Ltd.		320,794		5,809,310		0.2	%
	Fairfax Financial Holdings Ltd.		11,497		12,499,673		0.4	%
	Teck Resources Ltd., Class B		254,468		12,517,281		0.4	%
	Other Securities				326,231,785		9.4	%
TOTAL CANADA					357,058,049		10.4	%
CHINA — (0.0%)
	Other Securities				1,707,161		0.0	%
CZECH REPUBLIC — (0.0%)
	Other Security				22,546		0.0	%
DENMARK — (2.9%)
	Novo Nordisk AS, Class B		95,182		12,206,349		0.4	%
	Pandora AS		48,744		7,418,831		0.2	%
	Other Securities				83,594,530		2.4	%
TOTAL DENMARK					103,219,710		3.0	%
FINLAND — (1.5%)
	Other Securities				54,389,292		1.6	%
FRANCE — (7.3%)
	BNP Paribas SA		94,067		6,769,236		0.2	%
#	Bouygues SA		182,855		6,739,174		0.2	%
	Cie Generale des Etablissements Michelin SCA		286,751		11,016,585		0.3	%
	Orange SA		1,286,762		14,322,025		0.4	%
	Rexel SA		244,826		6,345,851		0.2	%
	TotalEnergies SE		414,973		30,126,524		0.9	%
	Other Securities				181,944,101		5.3	%
TOTAL FRANCE					257,263,496		7.5	%

34

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
GERMANY — (6.0%)
	Allianz SE		21,119	$	5,993,256		0.2	%
	Bayer AG		419,390		12,233,894		0.4	%
	Bayerische Motoren Werke AG		63,468		6,914,794		0.2	%
	Commerzbank AG		422,764		6,283,174		0.2	%
	Heidelberg Materials AG		74,417		7,489,004		0.2	%
	Mercedes-Benz Group AG		130,272		9,853,890		0.3	%
	Rheinmetall AG		10,704		5,898,384		0.2	%
	Other Securities				157,496,371		4.5	%
TOTAL GERMANY					212,162,767		6.2	%
HONG KONG — (1.6%)
	Other Securities				56,979,025		1.7	%
IRELAND — (0.7%)
	Bank of Ireland Group PLC		642,405		6,854,092		0.2	%
	Other Securities				16,436,236		0.5	%
TOTAL IRELAND					23,290,328		0.7	%
ISRAEL — (0.8%)
	Other Securities				29,189,291		0.8	%
ITALY — (3.0%)
	Banco BPM SpA		1,560,523		10,245,832		0.3	%
	Leonardo SpA		276,617		6,357,225		0.2	%
	Other Securities				88,581,716		2.6	%
TOTAL ITALY					105,184,773		3.1	%
JAPAN — (22.8%)
	ENEOS Holdings, Inc.		1,351,570		6,244,539		0.2	%
	Mitsubishi UFJ Financial Group, Inc.		1,117,000		11,126,829		0.3	%
	Sumitomo Mitsui Financial Group, Inc.		104,441		5,932,643		0.2	%
	Toyota Motor Corp.		430,090		9,809,740		0.3	%
	Other Securities				771,720,986		22.5	%
TOTAL JAPAN.					804,834,737		23.5	%
NETHERLANDS — (3.4%)
	Aegon Ltd.		1,301,517		8,105,648		0.2	%
	ASML Holding NV		7,716		6,731,691		0.2	%
	ASR Nederland NV		149,446		7,478,202		0.2	%
	BE Semiconductor Industries NV		44,264		5,872,683		0.2	%
	Koninklijke Ahold Delhaize NV		320,272		9,721,596		0.3	%
	Other Securities				80,480,525		2.4	%
TOTAL NETHERLANDS					118,390,345		3.5	%
NEW ZEALAND — (0.3%)
	Other Securities				10,363,872		0.3	%
NORWAY — (0.9%)
	Other Securities				32,900,856		1.0	%
PORTUGAL — (0.4%)
	Other Securities				13,730,572		0.4	%

35

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SINGAPORE — (0.9%)
	Other Securities			$	31,271,133		0.9	%
SPAIN — (2.3%)
	Banco Bilbao Vizcaya Argentaria SA		638,886		6,908,895		0.2	%
	Banco de Sabadell SA		4,364,413		8,336,918		0.3	%
#	Banco Santander SA		1,197,094		5,824,619		0.2	%
	Repsol SA		653,694		10,260,432		0.3	%
	Other Securities				49,392,552		1.4	%
TOTAL SPAIN					80,723,416		2.4	%
SWEDEN — (2.6%)
	Other Securities				91,751,058		2.7	%
SWITZERLAND — (7.1%)
	Holcim AG		86,588		7,248,082		0.2	%
	Julius Baer Group Ltd		113,461		6,088,130		0.2	%
	Nestle SA		75,697		7,599,991		0.2	%
	Novartis AG, Sponsored ADR		91,541		8,891,377		0.3	%
	Swiss Life Holding AG		10,474		7,067,390		0.2	%
	Swiss Re AG		133,697		14,533,581		0.4	%
	Swisscom AG		14,020		7,691,464		0.2	%
	Other Securities				190,849,445		5.6	%
TOTAL SWITZERLAND					249,969,460		7.3	%
UNITED KINGDOM — (11.7%)
	3i Group PLC		177,326		6,335,404		0.2	%
#	Barclays PLC, Sponsored ADR		626,038		6,410,629		0.2	%
	BP PLC		1,487,940		9,590,721		0.3	%
	HSBC Holdings PLC, Sponsored ADR		318,921		13,898,577		0.4	%
	Lloyds Banking Group PLC		11,033,128		7,120,590		0.2	%
	Shell PLC		153,886		5,470,431		0.2	%
	Shell PLC, ADR		404,410		28,980,021		0.9	%
	Other Securities				336,660,657		9.7	%
TOTAL UNITED KINGDOM					414,467,030		12.1	%
UNITED STATES — (0.1%)
	Other Securities				4,505,096		0.1	%
TOTAL COMMON STOCKS					3,344,764,624		97.6	%
PREFERRED STOCKS — (0.4%)
GERMANY — (0.4%)
	Other Securities				13,820,562		0.4	%
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
	Other Securities				2,094		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $2,508,792,023)					3,358,587,280

36

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
SECURITIES LENDING COLLATERAL —  (4.9%)
@§	The  DFA Short Term Investment Fund		14,874,702	$	172,070,557		5.0	%
TOTAL INVESTMENTS—(100.0%) (Cost $2,680,863,989)				$	3,530,657,837		103.0	%

As of April 30, 2024, International Vector 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		109		06/21/24	$	28,490,167	$	27,615,150	$	(875,017	)
Total Futures Contracts					$	28,490,167	$	27,615,150	$	(875,017	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Australia	$	2,029,041	$	215,574,075	$	38,680	$	217,641,796
Austria		—		21,532,076		—		21,532,076
Belgium		1,520,080		50,696,659		—		52,216,739
Canada		356,234,804		823,245		—		357,058,049
China		1,393,220		313,941		—		1,707,161
Czech Republic		—		22,546		—		22,546
Denmark		52,623		103,167,087		—		103,219,710
Finland		—		54,389,292		—		54,389,292
France		286,551		256,976,945		—		257,263,496
Germany		5,876,308		206,286,459		—		212,162,767
Hong Kong		—		56,947,342		31,683		56,979,025
Ireland.		—		23,290,328		—		23,290,328
Israel		1,339,085		27,850,206		—		29,189,291
Italy		1,991,513		103,193,260		—		105,184,773
Japan		11,403,706		793,431,031		—		804,834,737
Netherlands		13,694,906		104,695,439		—		118,390,345
New Zealand		9,834		10,354,038		—		10,363,872
Norway		112,418		32,788,438		—		32,900,856
Portugal		—		13,730,572		—		13,730,572
Singapore		—		31,113,788		157,345		31,271,133
Spain		523,147		80,200,269		—		80,723,416
Sweden		65,622		91,685,436		—		91,751,058
Switzerland		20,231,104		229,738,356		—		249,969,460
United Kingdom		60,616,814		353,850,216		—		414,467,030
United States		1,298,798		3,206,298		—		4,505,096

37

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
Preferred Stocks
Germany		—		$	13,820,562		—		$	13,820,562
Rights/Warrants
Australia		—			2,094		—			2,094
Securities Lending Collateral		—			172,070,557		—			172,070,557
Total Investments in Securities	$	478,679,574		$	3,051,750,555	$	227,708	<>	$	3,530,657,837
Financial Instruments
Liabilities
Futures Contracts**	$	(875,017	)		—		—			(875,017	)
Total Financial Instruments	$	(875,017	)		—		—		$	(875,017	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

38

INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (94.2%)
AUSTRALIA — (6.4%)
	BHP Group Ltd., Class DI		172,250	$	4,724,148		0.3	%
	BHP Group Ltd., Class DI		242,244		6,690,665		0.4	%
#	BHP Group Ltd., Sponsored ADR		439,796		24,259,147		1.5	%
	Wesfarmers Ltd		210,230		9,006,091		0.6	%
	Other Securities				61,624,283		3.9	%
TOTAL AUSTRALIA					106,304,334		6.7	%
AUSTRIA — (0.2%)
	Other Securities				2,794,308		0.2	%
BELGIUM — (0.6%)
	Other Securities				9,885,430		0.6	%
CANADA — (9.7%)
	Alimentation Couche-Tard, Inc.		171,094		9,482,782		0.6	%
	Canadian National Railway Co.		66,754		8,102,223		0.5	%
	Canadian Natural Resources Ltd.		228,942		17,358,382		1.1	%
	Constellation Software, Inc.		4,241		10,918,746		0.7	%
	Suncor Energy, Inc.		311,402		11,892,442		0.8	%
	Other Securities				103,106,003		6.4	%
TOTAL CANADA					160,860,578		10.1	%
DENMARK — (4.1%)
	Novo Nordisk AS, Class B		482,065		61,821,073		3.9	%
	Other Securities				6,179,312		0.4	%
TOTAL DENMARK					68,000,385		4.3	%
FINLAND — (0.8%)
	Other Securities				14,237,845		0.9	%
FRANCE — (10.1%)
	Airbus SE		115,275		18,969,393		1.2	%
	Hermes International SCA		6,104		14,612,916		0.9	%
	LVMH Moet Hennessy Louis Vuitton SE		69,704		57,257,376		3.6	%
	Orange SA		727,420		8,096,390		0.5	%
#	TotalEnergies SE		636,758		46,227,840		2.9	%
	Other Securities				22,976,744		1.5	%
TOTAL FRANCE					168,140,659		10.6	%
GERMANY — (5.8%)
	Deutsche Post AG		219,519		9,191,245		0.6	%
	Deutsche Telekom AG		866,133		19,839,264		1.2	%
	Mercedes-Benz Group AG		155,191		11,738,785		0.7	%
	Rheinmetall AG		17,613		9,705,553		0.6	%
	Other Securities				45,822,400		3.0	%
TOTAL GERMANY					96,297,247		6.1	%

39

INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
HONG KONG — (1.5%)
	Other Securities			$	25,559,984		1.6	%
IRELAND — (0.4%)
	Other Securities				6,973,516		0.4	%
ISRAEL — (0.3%)
	Other Securities				5,276,053		0.3	%
ITALY — (2.3%)
	Enel SpA		1,169,593		7,687,081		0.5	%
	Eni SpA		496,029		7,967,063		0.5	%
	Ferrari NV		18,243		7,583,615		0.5	%
#	Stellantis NV		471,174		10,425,430		0.6	%
	Other Securities				4,043,607		0.3	%
TOTAL ITALY					37,706,796		2.4	%
JAPAN — (20.2%)
	Fast Retailing Co. Ltd.		32,300		8,445,449		0.5	%
	Hitachi Ltd.		209,400		19,319,384		1.2	%
	KDDI Corp.		445,500		12,362,080		0.8	%
	Nintendo Co. Ltd.		220,400		10,748,681		0.7	%
	Recruit Holdings Co. Ltd.		267,200		11,507,598		0.7	%
	Shin-Etsu Chemical Co. Ltd.		348,500		13,490,066		0.9	%
	SoftBank Corp.		652,400		7,869,044		0.5	%
	Sony Group Corp.		328,700		27,167,494		1.7	%
	Tokyo Electron Ltd.		80,300		17,613,463		1.1	%
	Other Securities				208,633,700		13.1	%
TOTAL JAPAN					337,156,959		21.2	%
NETHERLANDS — (5.0%)
	ASML Holding NV		25,123		21,882,452		1.4	%
	ASML Holding NV		56,796		49,552,806		3.1	%
	Wolters Kluwer NV		54,773		8,199,873		0.5	%
	Other Securities				4,282,287		0.3	%
TOTAL NETHERLANDS					83,917,418		5.3	%
NEW ZEALAND — (0.3%)
	Other Securities				4,449,876		0.3	%
NORWAY — (0.6%)
	Other Securities				9,874,781		0.6	%
PORTUGAL — (0.2%)
	Other Securities				2,971,782		0.2	%
SINGAPORE — (1.1%)
	DBS Group Holdings Ltd.		424,993		10,819,218		0.7	%
	Other Securities				7,257,093		0.4	%
TOTAL SINGAPORE					18,076,311		1.1	%
SPAIN — (2.2%)
#	Industria de Diseno Textil SA		167,352		7,619,694		0.5	%
	Repsol SA		493,991		7,753,721		0.5	%

40

INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SPAIN — (Continued)
#	Telefonica SA		1,969,495	$	8,822,541		0.6	%
	Other Securities				13,038,201		0.8	%
TOTAL SPAIN					37,234,157		2.4	%
SWEDEN — (2.6%)
	Atlas Copco AB, Class A		530,564		9,293,403		0.6	%
	Volvo AB, Class B		410,093		10,438,171		0.7	%
	Other Securities				24,465,631		1.5	%
TOTAL SWEDEN					44,197,205		2.8	%
SWITZERLAND — (7.1%)
	Nestle SA		373,872		37,536,808		2.4	%
	Partners Group Holding AG		7,501		9,650,532		0.6	%
	Roche Holding AG		7,170		1,886,129		0.1	%
	Roche Holding AG		167,805		40,208,460		2.5	%
	Other Securities				29,185,221		1.9	%
TOTAL SWITZERLAND					118,467,150		7.5	%
UNITED KINGDOM — (12.7%)
	Ashtead Group PLC		224,550		16,305,002		1.0	%
	BP PLC		165,519		1,066,875		0.1	%
	BP PLC, Sponsored ADR		725,548		28,129,496		1.8	%
	Diageo PLC		80,730		2,790,002		0.2	%
	Diageo PLC, Sponsored ADR		100,847		13,933,022		0.9	%
	Experian PLC		189,224		7,632,151		0.5	%
	GSK PLC		1,144,717		23,749,338		1.5	%
	Imperial Brands PLC		492,449		11,252,533		0.7	%
#	RELX PLC, Sponsored ADR		309,204		12,736,113		0.8	%
	Unilever PLC		48,760		2,522,394		0.2	%
	Unilever PLC		62,170		3,215,940		0.2	%
	Unilever PLC, Sponsored ADR		520,618		26,994,043		1.7	%
	Other Securities				61,128,574		3.7	%
TOTAL UNITED KINGDOM					211,455,483		13.3	%
TOTAL COMMON STOCKS					1,569,838,257		98.9	%
PREFERRED STOCKS — (0.5%)
GERMANY — (0.5%)
	Other Securities				7,860,946		0.5	%
TOTAL INVESTMENT SECURITIES (Cost $1,247,305,294)					1,577,699,203
				Value†
SECURITIES LENDING COLLATERAL — (5.3%)
@§	The DFA Short Term Investment Fund		7,597,794		87,891,285		5.5	%
TOTAL INVESTMENTS—(100.0%) (Cost $1,335,196,545)				$	1,665,590,488		104.9	%

41

INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO

CONTINUED

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Australia	$	24,259,147	$	82,045,187		—	$	106,304,334
Austria		—		2,794,308		—		2,794,308
Belgium		—		9,885,430		—		9,885,430
Canada		160,860,578		—		—		160,860,578
Denmark		—		68,000,385		—		68,000,385
Finland		—		14,237,845		—		14,237,845
France		2,469,296		165,671,363		—		168,140,659
Germany		—		96,297,247		—		96,297,247
Hong Kong		—		25,559,984		—		25,559,984
Ireland		—		6,973,516		—		6,973,516
Israel		136,608		5,139,445		—		5,276,053
Italy		7,583,615		30,123,181		—		37,706,796
Japan		—		337,156,959		—		337,156,959
Netherlands		49,552,806		34,364,612		—		83,917,418
New Zealand		—		4,449,876		—		4,449,876
Norway		—		9,874,781		—		9,874,781
Portugal		—		2,971,782		—		2,971,782
Singapore		—		18,076,311		—		18,076,311
Spain		—		37,234,157		—		37,234,157
Sweden		—		44,197,205		—		44,197,205
Switzerland		—		118,467,150		—		118,467,150
United Kingdom		87,013,749		124,441,734		—		211,455,483
Preferred Stocks
Germany		—		7,860,946		—		7,860,946
Securities Lending Collateral		—		87,891,285		—		87,891,285
Total Investments in Securities	$	331,875,799	$	1,333,714,689		—	$	1,665,590,488

See accompanying Notes to Financial Statements.

42

WORLD EX U.S. VALUE PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Shares		Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The DFA International Value Series of The DFA Investment Trust Company			$	165,550,602
Investment in Dimensional Emerging Markets Value Fund				82,828,609
Investment in DFA International Small Cap Value Portfolio of DFA Investment Dimensions Group Inc.		1,019,535		22,511,325
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $211,331,369)			$	270,890,536

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Affiliated Investment Companies	$	270,890,536		—		—	$	270,890,536
Total Investments in Securities	$	270,890,536		—		—	$	270,890,536

See accompanying Notes to Financial Statements.

43

WORLD EX U.S. CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (95.9%)
AUSTRALIA — (4.3%)
	BHP Group Ltd., Class DI		352,621	$	9,671,023		0.3	%
	Commonwealth Bank of Australia		110,937		8,128,302		0.2	%
	Other Securities				157,162,804		3.9	%
TOTAL AUSTRALIA					174,962,129		4.4	%
AUSTRIA — (0.3%)
	Other Securities				14,144,151		0.4	%
BELGIUM — (0.7%)
	Other Securities				28,353,424		0.7	%
BRAZIL — (1.2%)
	Other Securities				50,300,977		1.3	%
CANADA — (7.1%)
	Bank of Montreal		69,809		6,235,340		0.2	%
	Canadian Natural Resources Ltd.		119,520		9,062,006		0.2	%
	Fairfax Financial Holdings Ltd.		6,508		7,075,574		0.2	%
	Royal Bank of Canada		63,445		6,143,379		0.2	%
	Suncor Energy, Inc.		200,422		7,654,116		0.2	%
	Other Securities				254,571,252		6.3	%
TOTAL CANADA					290,741,667		7.3	%
CHILE — (0.1%)
	Other Securities				5,836,074		0.1	%
CHINA — (6.9%)
	Alibaba Group Holding Ltd.		1,328,600		12,439,762		0.3	%
	China Construction Bank Corp., Class H		10,334,000		6,686,002		0.2	%
	Tencent Holdings Ltd.		490,000		21,502,759		0.6	%
	Other Securities				241,037,376		6.0	%
TOTAL CHINA					281,665,899		7.1	%
COLOMBIA — (0.0%)
	Other Securities				1,517,297		0.0	%
CZECH REPUBLIC — (0.0%)
	Other Securities				1,473,382		0.0	%
DENMARK — (2.1%)
	Novo Nordisk AS, Class B		260,349		33,387,727		0.9	%
	Pandora AS		47,629		7,249,128		0.2	%
	Other Securities				45,617,074		1.1	%
TOTAL DENMARK					86,253,929		2.2	%
EGYPT — (0.0%)
	Other Securities				296,208		0.0	%

44

WORLDEX U.S. CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
FINLAND — (0.9%)
	Other Securities			$	37,595,058		0.9	%
FRANCE — (5.3%)
	LVMH Moet Hennessy Louis Vuitton SE		21,810		17,915,519		0.5	%
#	TotalEnergies SE		387,146		28,106,249		0.7	%
#	Vinci SA		56,868		6,663,571		0.2	%
	Other Securities				162,058,347		4.0	%
TOTAL FRANCE					214,743,686		5.4	%
GERMANY — (4.3%)
	Deutsche Telekom AG		522,817		11,975,418		0.3	%
	Mercedes-Benz Group AG		127,944		9,677,798		0.3	%
	Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		14,531		6,390,858		0.2	%
	Siemens AG		51,599		9,666,221		0.3	%
	Other Securities				138,982,395		3.3	%
TOTAL GERMANY					176,692,690		4.4	%
GREECE — (0.2%)
	Other Securities				6,071,204		0.2	%
HONG KONG — (1.1%)
	Other Securities				45,246,643		1.1	%
HUNGARY — (0.1%)
	Other Securities				2,673,594		0.1	%
INDIA — (6.5%)
	HDFC Bank Ltd.		390,512		7,070,231		0.2	%
	Reliance Industries Ltd.		235,961		8,277,591		0.2	%
	Tata Motors Ltd.		538,806		6,498,136		0.2	%
	Other Securities				240,751,021		6.0	%
TOTAL INDIA					262,596,979		6.6	%
INDONESIA — (0.5%)
	Other Securities				21,702,972		0.5	%
IRELAND — (0.4%)
	Other Securities				16,758,788		0.4	%
ISRAEL — (0.6%)
	Other Securities				23,232,515		0.6	%
ITALY — (2.0%)
	Eni SpA		388,066		6,232,995		0.2	%
#	Stellantis NV		453,110		10,025,737		0.3	%
	UniCredit SpA		177,795		6,525,853		0.2	%
	Other Securities				56,604,003		1.3	%
TOTAL ITALY					79,388,588		2.0	%
JAPAN — (14.8%)
	Hitachi Ltd.		89,500		8,257,330		0.2	%
	Mitsubishi UFJ Financial Group, Inc.		682,400		6,797,626		0.2	%

45

WORLDEX U.S. CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
JAPAN — (Continued)
	Sony Group Corp.		104,000	$	8,595,739		0.2	%
	Tokyo Electron Ltd.		30,000		6,580,372		0.2	%
	Toyota Motor Corp.		1,138,615		25,970,186		0.7	%
	Other Securities				544,848,883		13.6	%
TOTAL JAPAN					601,050,136		15.1	%
KUWAIT — (0.2%)
	Other Securities				7,014,499		0.2	%
MALAYSIA — (0.5%)
	Other Securities				20,289,932		0.5	%
MEXICO — (0.7%)
	Other Securities				30,127,780		0.8	%
NETHERLANDS — (2.3%)
	ASML Holding NV		20,610		17,981,607		0.5	%
	Wolters Kluwer NV		49,154		7,358,672		0.2	%
	Other Securities				69,872,955		1.7	%
TOTAL NETHERLANDS					95,213,234		2.4	%
NEW ZEALAND — (0.2%)
	Other Securities				8,034,730		0.2	%
NORWAY — (0.6%)
	Other Securities				23,654,078		0.6	%
PERU — (0.0%)
	Other Securities				355,245		0.0	%
PHILIPPINES — (0.2%)
	Other Securities				8,113,140		0.2	%
POLAND — (0.4%)
	Other Securities				14,366,421		0.4	%
PORTUGAL — (0.2%)
	Other Securities				9,201,707		0.2	%
QATAR — (0.2%)
	Other Securities				9,888,097		0.3	%
RUSSIA — (0.0%)
	Other Securities				181,230		0.0	%
SAUDI ARABIA — (1.0%)
	Other Securities				38,843,995		1.0	%
SINGAPORE — (0.7%)
	Other Securities				27,624,779		0.7	%
SOUTH AFRICA — (0.9%)
	Other Securities				37,248,330		0.9	%

46

WORLDEX U.S. CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SOUTH KOREA — (4.0%)
	Samsung Electronics Co. Ltd.		574,855	$	31,954,257		0.8	%
	Other Securities				129,026,097		3.3	%
TOTAL SOUTH KOREA					160,980,354		4.1	%
SPAIN — (1.7%)
	Banco Bilbao Vizcaya Argentaria SA		764,346		8,265,614		0.2	%
	Repsol SA		395,910		6,214,234		0.2	%
	Other Securities				52,703,593		1.3	%
TOTAL SPAIN					67,183,441		1.7	%
SWEDEN — (1.9%)
	Other Securities				75,671,737		1.9	%
SWITZERLAND — (4.9%)
	ABB Ltd.		147,462		7,164,948		0.2	%
	Nestle SA		196,847		19,763,470		0.5	%
	Novartis AG		88,289		8,569,107		0.2	%
	Novartis AG, Sponsored ADR		65,041		6,317,432		0.2	%
	Roche Holding AG		58,789		14,086,679		0.4	%
	Other Securities				142,875,199		3.5	%
TOTAL SWITZERLAND					198,776,835		5.0	%
TAIWAN — (5.9%)
	Taiwan Semiconductor Manufacturing Co. Ltd.		1,170,000		28,014,193		0.7	%
	Taiwan Semiconductor Manufacturing Co. Ltd.,
	Sponsored ADR		129,369		17,767,538		0.5	%
	Other Securities				193,605,367		4.8	%
TOTAL TAIWAN					239,387,098		6.0	%
THAILAND — (0.5%)
	Other Securities				20,801,392		0.5	%
TURKEY — (0.3%)
	Other Securities				12,499,856		0.3	%
UNITED ARAB EMIRATES — (0.5%)
	Other Securities				21,863,318		0.6	%
UNITED KINGDOM — (8.5%)
	3i Group PLC		173,852		6,211,287		0.2	%
	AstraZeneca PLC		47,070		7,119,284		0.2	%
	AstraZeneca PLC, Sponsored ADR		92,295		7,003,345		0.2	%
	BP PLC, Sponsored ADR		396,055		15,355,052		0.4	%
	Glencore PLC		1,575,387		9,166,484		0.2	%
	HSBC Holdings PLC, Sponsored ADR		229,718		10,011,110		0.3	%
	Shell PLC, ADR		433,805		31,086,466		0.8	%
	Other Securities				258,369,556		6.4	%
TOTAL UNITED KINGDOM					344,322,584		8.7	%

47

WORLDEX U.S. CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
UNITED STATES — (0.2%)
	Other Securities			$	6,658,019		0.2	%
TOTAL COMMON STOCKS					3,901,599,821		98.2	%
PREFERRED STOCKS — (0.6%)
BRAZIL — (0.3%)
	Petroleo Brasileiro SA, 8.432%		801,184		6,483,409		0.2	%
	Other Securities				6,831,321		0.2	%
TOTAL BRAZIL					13,314,730		0.4	%
CHILE — (0.0%)
	Other Security				246,546		0.0	%
COLOMBIA — (0.0%)
	Other Securities				66,018		0.0	%
GERMANY — (0.3%)
	Other Securities				11,692,243		0.3	%
INDIA — (0.0%)
	Other Security				25		0.0	%
PHILIPPINES — (0.0%)
	Other Security				29,580		0.0	%
TOTAL PREFERRED STOCKS					25,349,142		0.7	%
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
	Other Securities				908		0.0	%
BRAZIL — (0.0%)
	Other Securities				383		0.0	%
INDIA — (0.0%)
	Other Security				7,143		0.0	%
TAIWAN — (0.0%)
	Other Securities				1,066		0.0	%
THAILAND — (0.0%)
	Other Securities				138		0.0	%
TOTAL RIGHTS/WARRANTS					9,638		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $3,125,215,443)					3,926,958,601
				Value†
SECURITIES LENDING COLLATERAL — (3.5%)
@§	The DFA Short Term Investment Fund		12,463,723		144,180,345		3.6	%
TOTAL INVESTMENTS—(100.0%) (Cost $3,269,396,223)				$	4,071,138,946		102.5	%

48

WORLDEX U.S. CORE EQUITY PORTFOLIO

CONTINUED

As of April 30, 2024, World ex U.S. 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		125		06/21/24	$	32,676,389	$	31,668,750	$	(1,007,639	)
Total Futures Contracts					$	32,676,389	$	31,668,750	$	(1,007,639	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Australia	$	6,272,115	$	168,666,625	$	23,389	$	174,962,129
Austria		—		14,144,151		—		14,144,151
Belgium		481,181		27,872,243		—		28,353,424
Brazil		49,517,732		783,245		—		50,300,977
Canada		290,189,983		551,684		—		290,741,667
Chile		802,564		5,033,510		—		5,836,074
China		17,927,221		262,709,806		1,028,872		281,665,899
Colombia		1,462,378		54,919		—		1,517,297
Czech Republic		—		1,473,382		—		1,473,382
Denmark		65,391		86,188,538		—		86,253,929
Egypt		86,589		209,619		—		296,208
Finland		454,794		37,140,264		—		37,595,058
France		2,946,772		211,796,914		—		214,743,686
Germany		475,360		176,217,330		—		176,692,690
Greece		68,271		6,002,933		—		6,071,204
Hong Kong		—		45,226,974		19,669		45,246,643
Hungary		—		2,673,594		—		2,673,594
India		3,878,262		258,514,338		204,379		262,596,979
Indonesia		116,700		21,551,627		34,645		21,702,972
Ireland		—		16,758,788		—		16,758,788
Israel		1,425,346		21,807,169		—		23,232,515
Italy		81,452		79,307,136		—		79,388,588
Japan		1,844,020		599,206,116		—		601,050,136
Kuwait		6,122,201		892,298		—		7,014,499
Malaysia		1,854		20,288,078		—		20,289,932
Mexico		30,048,961		78,819		—		30,127,780
Netherlands		20,511,150		74,702,084		—		95,213,234
New Zealand		—		8,034,730		—		8,034,730
Norway		215,647		23,438,431		—		23,654,078
Peru		355,245		—		—		355,245
Philippines		19,926		8,093,214		—		8,113,140
Poland		—		14,366,421		—		14,366,421
Portugal		—		9,201,707		—		9,201,707
Qatar		—		9,888,097		—		9,888,097
Russia		—		—		181,230		181,230
Saudi Arabia		42,153		38,801,842		—		38,843,995
Singapore		—		27,562,773		62,006		27,624,779
South Africa		2,549,893		34,698,437		—		37,248,330
South Korea		672,288		160,111,742		196,324		160,980,354

49

WORLDEX U.S. CORE EQUITY PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
Spain	$	499,196		$	66,684,245		—		$	67,183,441
Sweden		35,358			75,636,379		—			75,671,737
Switzerland		13,788,097			184,988,738		—			198,776,835
Taiwan		17,895,752			221,487,184	$	4,162			239,387,098
Thailand		19,092,149			1,709,243		—			20,801,392
Turkey		—			12,499,856		—			12,499,856
United Arab Emirates		112,609			21,750,709		—			21,863,318
United Kingdom		90,350,650			253,971,934		—			344,322,584
United States		4,413,007			2,245,012		—			6,658,019
Preferred Stocks
Brazil		13,258,754			55,976		—			13,314,730
Chile		—			246,546		—			246,546
Colombia		66,018			—		—			66,018
Germany		—			11,692,243		—			11,692,243
India		—			25		—			25
Philippines		—			29,580		—			29,580
Rights/Warrants
Australia		—			908		—			908
Brazil		—			383		—			383
India		—			7,143		—			7,143
Taiwan		—			1,066		—			1,066
Thailand		—			138		—			138
Securities Lending Collateral		—			144,180,345		—			144,180,345
Total Investments in Securities	$	598,147,039		$	3,471,237,231	$	1,754,676	<>	$	4,071,138,946
Financial Instruments
Liabilities
Futures Contracts**		(1,007,639	)		—		—			(1,007,639	)
Total Financial Instruments	$	(1,007,639	)		—		—		$	(1,007,639	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

50

WORLD EX U.S. TARGETED VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (97.5%)
AUSTRALIA — (4.9%)
	BlueScope Steel Ltd.		105,930	$	1,546,093		0.2	%
	Other Securities				33,599,099		4.7	%
TOTAL AUSTRALIA					35,145,192		4.9	%
AUSTRIA — (0.5%)
	Other Securities				3,765,113		0.5	%
BELGIUM — (1.1%)
	Ageas SA		52,470		2,408,455		0.3	%
	Other Securities				5,723,216		0.8	%
TOTAL BELGIUM					8,131,671		1.1	%
BRAZIL — (1.1%)
	Other Securities				7,859,735		1.1	%
CANADA — (7.8%)
	Alamos Gold, Inc., Class A		106,641		1,568,649		0.2	%
	AltaGas Ltd.		73,260		1,606,063		0.2	%
	ARC Resources Ltd.		157,602		2,854,041		0.4	%
	iA Financial Corp., Inc.		29,944		1,815,368		0.3	%
	Lundin Mining Corp.		177,526		2,027,174		0.3	%
*	MEG Energy Corp.		78,509		1,785,579		0.3	%
	Other Securities				44,769,955		6.2	%
TOTAL CANADA					56,426,829		7.9	%
CHILE — (0.1%)
	Other Securities				748,241		0.1	%
CHINA — (5.2%)
	Other Securities				38,028,419		5.3	%
COLOMBIA — (0.0%)
	Other Securities				156,568		0.0	%
DENMARK — (2.2%)
	Jyske Bank AS		18,173		1,470,374		0.2	%
*	NKT AS		19,205		1,593,138		0.2	%
	Ringkjoebing Landbobank AS		9,222		1,549,899		0.2	%
	Other Securities				11,625,910		1.7	%
TOTAL DENMARK					16,239,321		2.3	%
FINLAND — (1.8%)
	Stora Enso OYJ, Class R		124,293		1,655,661		0.2	%
	Wartsila OYJ Abp		106,918		1,972,376		0.3	%
	Other Securities				9,209,788		1.3	%
TOTAL FINLAND					12,837,825		1.8	%

51

WORLDEX U.S. TARGETED VALUE PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
FRANCE — (4.3%)
	Arkema SA		14,903	$	1,537,792		0.2	%
	Bouygues SA		51,932		1,913,969		0.3	%
	Carrefour SA		124,412		2,093,011		0.3	%
	Eiffage SA		20,030		2,137,170		0.3	%
	Renault SA		55,113		2,729,930		0.4	%
	Vivendi SE		175,700		1,787,517		0.3	%
	Other Securities				19,043,044		2.6	%
TOTAL FRANCE					31,242,433		4.4	%
GERMANY — (3.7%)
*W	Covestro AG		52,883		2,648,579		0.4	%
	Fresenius Medical Care AG		47,923		2,017,688		0.3	%
	Other Securities				22,093,782		3.1	%
TOTAL GERMANY					26,760,049		3.8	%
GREECE — (0.1%)
	Other Securities				972,050		0.1	%
HONG KONG — (1.3%)
	Other Securities				9,170,772		1.3	%
HUNGARY — (0.0%)
	Other Securities				262,533		0.0	%
INDIA — (6.8%)
	Other Securities				49,258,922		6.9	%
INDONESIA — (0.5%)
	Other Securities				3,704,678		0.5	%
IRELAND — (0.9%)
	AIB Group PLC		320,177		1,657,292		0.2	%
	Bank of Ireland Group PLC		330,642		3,527,758		0.5	%
	Other Securities				934,853		0.2	%
TOTAL IRELAND					6,119,903		0.9	%
ISRAEL — (0.7%)
	Other Securities				4,804,568		0.7	%
ITALY — (3.1%)
	Banco BPM SpA		394,306		2,588,874		0.4	%
	BPER Banca SpA		292,670		1,519,893		0.2	%
	Leonardo SpA		105,578		2,426,399		0.4	%
	Mediobanca Banca di Credito Finanziario SpA		144,530		2,053,497		0.3	%
	Other Securities				13,780,237		1.8	%
TOTAL ITALY					22,368,900		3.1	%
JAPAN — (16.1%)
	Other Securities				116,932,315		16.4	%
KUWAIT — (0.1%)
	Other Securities				869,856		0.1	%

52

WORLDEX U.S. TARGETED VALUE PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
MALAYSIA — (0.5%)
	Other Securities			$	3,916,942		0.5	%
MEXICO — (0.8%)
	Other Securities				5,571,384		0.8	%
NETHERLANDS — (2.3%)
W	ABN AMRO Bank NV, GDR		112,128		1,796,129		0.3	%
	Aegon Ltd.		419,896		2,615,048		0.4	%
	ASR Nederland NV		41,960		2,099,657		0.3	%
	NN Group NV		43,448		2,004,294		0.3	%
	Other Securities				8,392,912		1.1	%
TOTAL NETHERLANDS					16,908,040		2.4	%
NEW ZEALAND — (0.2%)
	Other Securities				1,095,708		0.2	%
NORWAY — (0.6%)
	Other Securities				4,314,994		0.6	%
PHILIPPINES — (0.2%)
	Other Securities				1,140,242		0.2	%
POLAND — (0.3%)
	Other Securities				2,004,905		0.3	%
PORTUGAL — (0.4%)
	Other Securities				2,641,344		0.4	%
QATAR — (0.2%)
	Other Securities				1,558,571		0.2	%
SAUDI ARABIA — (1.2%)
	Other Securities				8,946,625		1.3	%
SINGAPORE — (0.7%)
	Other Securities				4,980,808		0.7	%
SOUTH AFRICA — (0.8%)
	Other Securities				5,512,459		0.8	%
SOUTH KOREA — (3.3%)
	Other Securities				24,066,420		3.4	%
SPAIN — (1.5%)
	Banco de Sabadell SA		1,583,992		3,025,747		0.4	%
	Bankinter SA		197,117		1,558,044		0.2	%
	Other Securities				6,155,987		0.9	%
TOTAL SPAIN					10,739,778		1.5	%
SWEDEN — (1.9%)
	Other Securities				13,902,265		2.0	%
SWITZERLAND — (4.1%)
	Adecco Group AG		44,732		1,564,835		0.2	%

53

WORLDEX U.S. TARGETED VALUE PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SWITZERLAND — (Continued)
	Baloise Holding AG		13,844	$	2,092,006		0.3	%
	Julius Baer Group Ltd.		45,729		2,453,743		0.4	%
*	Sandoz Group AG		63,033		2,142,296		0.3	%
#	Swatch Group AG		7,058		1,482,965		0.2	%
	Swiss Prime Site AG		16,975		1,567,350		0.2	%
	Other Securities				18,509,443		2.6	%
TOTAL SWITZERLAND					29,812,638		4.2	%
TAIWAN — (5.2%)
	Other Securities				37,886,473		5.3	%
THAILAND — (0.4%)
	Other Securities				3,202,597		0.4	%
TURKEY — (0.3%)
	Other Securities				1,954,472		0.3	%
UNITED ARAB EMIRATES — (0.7%)
	Emaar Properties PJSC		1,185,965		2,651,931		0.4	%
	Other Securities				2,453,965		0.3	%
TOTAL UNITED ARAB EMIRATES					5,105,896		0.7	%
UNITED KINGDOM — (9.6%)
	Barratt Developments PLC		329,588		1,862,212		0.3	%
	Centrica PLC		1,664,091		2,656,341		0.4	%
	DS Smith PLC		416,595		1,814,909		0.3	%
	J Sainsbury PLC		531,830		1,744,496		0.3	%
	Kingfisher PLC		587,635		1,810,106		0.3	%
	Marks & Spencer Group PLC		673,692		2,146,344		0.3	%
	Mondi PLC		119,950		2,273,220		0.3	%
	Persimmon PLC		88,805		1,438,022		0.2	%
	Taylor Wimpey PLC		1,294,937		2,121,913		0.3	%
	Vistry Group PLC		118,116		1,754,568		0.3	%
	Other Securities				50,084,716		6.8	%
TOTAL UNITED KINGDOM					69,706,847		9.8	%
UNITED STATES — (0.0%)
	Other Securities				187,950		0.0	%
TOTAL COMMON STOCKS					706,963,251		99.2	%
PREFERRED STOCKS — (0.3%)
BRAZIL — (0.2%)
	Other Securities				1,239,936		0.2	%
COLOMBIA — (0.0%)
	Other Security				38,749		0.0	%
GERMANY — (0.1%)
	Other Securities				1,092,686		0.1	%
INDIA — (0.0%)
	Other Security				18		0.0	%

54

WORLDEX U.S. TARGETED VALUE PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
PHILIPPINES — (0.0%)
	Other Security			$	12,084		0.0	%
TOTAL PREFERRED STOCKS					2,383,473		0.3	%
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
	Other Securities				1,152		0.0	%
BRAZIL — (0.0%)
	Other Securities				40		0.0	%
THAILAND — (0.0%)
	Other Securities				40		0.0	%
TOTAL RIGHTS/WARRANTS					1,232		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $631,967,814)					709,347,956
				Value†
SECURITIES LENDING COLLATERAL — (2.2%)
@§	The DFA Short Term Investment Fund		1,384,017		16,010,314		2.3	%
TOTAL INVESTMENTS—(100.0%) (Cost $647,978,254)				$	725,358,270		101.8	%

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Australia		—	$	35,138,385	$	6,807	$	35,145,192
Austria	$	8,122		3,756,991		—		3,765,113
Belgium		—		8,131,671		—		8,131,671
Brazil		7,496,572		363,163		—		7,859,735
Canada		56,426,829		—		—		56,426,829
Chile		—		748,241		—		748,241
China		620,287		37,335,225		72,907		38,028,419
Colombia		156,568		—		—		156,568
Denmark		—		16,239,321		—		16,239,321
Finland		—		12,837,825		—		12,837,825
France		—		31,242,433		—		31,242,433
Germany		—		26,760,049		—		26,760,049
Greece		—		972,050		—		972,050
Hong Kong		—		9,165,427		5,345		9,170,772
Hungary		—		262,533		—		262,533
India		26,412		49,111,978		120,532		49,258,922
Indonesia		—		3,693,982		10,696		3,704,678
Ireland		—		6,119,903		—		6,119,903
Israel		103,282		4,701,286		—		4,804,568
Italy		—		22,368,900		—		22,368,900

55

WORLDEX U.S. TARGETED VALUE PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3			Total
Japan	$	137,469	$	116,794,846		—		$	116,932,315
Kuwait		787,940		81,916		—			869,856
Malaysia		781		3,916,161		—			3,916,942
Mexico		5,529,965		41,419		—			5,571,384
Netherlands		731,379		16,176,661		—			16,908,040
New Zealand		—		1,095,708		—			1,095,708
Norway		29,339		4,285,655		—			4,314,994
Philippines		—		1,140,242		—			1,140,242
Poland		—		2,004,905		—			2,004,905
Portugal		—		2,641,344		—			2,641,344
Qatar		—		1,558,571		—			1,558,571
Saudi Arabia		49,279		8,897,346		—			8,946,625
Singapore		—		4,980,808		—			4,980,808
South Africa		849,301		4,663,158		—			5,512,459
South Korea		39,793		23,951,076	$	75,551			24,066,420
Spain		—		10,739,778		—			10,739,778
Sweden		11,770		13,881,898		8,597			13,902,265
Switzerland		—		29,812,638		—			29,812,638
Taiwan		—		37,884,475		1,998			37,886,473
Thailand		3,081,410		121,187		—			3,202,597
Turkey		—		1,954,472		—			1,954,472
United Arab Emirates		58,821		5,047,075		—			5,105,896
United Kingdom		242,539		69,464,308		—			69,706,847
United States		—		187,950		—			187,950
Preferred Stocks
Brazil		1,220,792		19,144		—			1,239,936
Colombia		38,749		—		—			38,749
Germany		—		1,092,686		—			1,092,686
India		—		18		—			18
Philippines		—		12,084		—			12,084
Rights/Warrants
Australia		—		825		327			1,152
Brazil		—		40		—			40
Thailand		—		40		—			40
Securities Lending Collateral		—		16,010,314		—			16,010,314
Total Investments in Securities	$	77,647,399	$	647,408,111	$	302,760	<>	$	725,358,270

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

56

WORLD CORE EQUITY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Shares		Value†
AFFILIATED INVESTMENT COMPANIES — (99.8%)
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group, Inc.		17,368,288	$	658,431,814
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group, Inc.		18,495,623		288,161,801
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group, Inc.		5,248,511		121,503,022
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $650,758,913)			$	1,068,096,637
TEMPORARY CASH INVESTMENTS — (0.2%)
State Street Institutional U.S. Government Money Market Fund, 5.250% (Cost $1,629,612)		1,629,612		1,629,612
TOTAL INVESTMENTS — (100.0%) (Cost $652,388,525)			$	1,069,726,249

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Affiliated Investment Companies	$	1,068,096,637		—		—	$	1,068,096,637
Temporary Cash Investments		1,629,612		—		—		1,629,612
Total Investments in Securities	$	1,069,726,249		—		—	$	1,069,726,249

See accompanying Notes to Financial Statements.

57

SELECTIVELY HEDGED GLOBAL EQUITY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Shares		Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in U.S. Core Equity 2 Portfolio of DFA Investment Dimensions Group, Inc.		4,753,175	$	161,370,275
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group, Inc.		4,606,184		71,764,346
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group, Inc.		2,103,741		48,701,605
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $154,890,690)			$	281,836,226

As of April 30, 2024, Selectively Hedged Global Equity 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	527,573	NOK	5,701,000	Citibank, N.A.		05/02/24	$	14,362
USD	8,315,682	GBP	6,563,000	Bank of New York Mellon		05/07/24		114,697
USD	478,631	HKD	3,742,000	Citibank, N.A.		05/08/24		201
USD	7,982,397	HKD	62,432,000	State Street Bank and Trust		05/08/24		219
USD	15,104,759	JPY	2,301,921,000	Bank of America Corp.		05/13/24		485,343
USD	618,530	SGD	840,000	Citibank, N.A.		05/13/24		2,885
USD	4,152,481	AUD	6,337,000	Citibank, N.A.		05/28/24		44,141
USD	529,428	NOK	5,818,000	Citibank, N.A.		05/30/24		5,320
USD	511,639	ILS	1,864,000	Citibank, N.A.		06/13/24		12,544
USD	2,095,463	DKK	14,341,000	Morgan Stanley and Co. International		06/25/24		37,703
USD	1,820,633	SEK	19,732,000	Morgan Stanley and Co. International		07/12/24		24,352
USD	4,717,608	CHF	4,241,000	State Street Bank and Trust		07/18/24		64,130
USD	4,296,772	CAD	5,857,000	State Street Bank and Trust		07/25/24		36,156
Total Appreciation							$	842,053
NOK	5,701,000	USD	518,415	Citibank, N.A.		05/02/24	$	(5,204	)
USD	17,882,457	EUR	16,754,000	Bank of America Corp.		07/12/24		(50,826	)
Total (Depreciation)							$	(56,030	)
Total Appreciation
(Depreciation)							$	786,023

As of April 30, 2024, Selectively Hedged Global 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		13		06/21/24	$	3,388,986	$	3,293,550	$	(95,436	)
Total Futures Contracts					$	3,388,986	$	3,293,550	$	(95,436	)

58

SELECTIVELY HEDGED GLOBAL EQUITY PORTFOLIO

CONTINUED

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2			Level 3		Total
Assets
Affiliated Investment Companies	$	281,836,226			—			—	$	281,836,226
Total Investments in Securities	$	281,836,226			—			—	$	281,836,226
Financial Instruments
Assets
Forward Currency Contracts**		—		$	842,053			—		842,053
Liabilities
Forward Currency Contracts**		—			(56,030	)		—		(56,030	)
Futures Contracts**		(95,436	)		—			—		(95,436	)
Total Financial Instruments	$	(95,436	)	$	786,023			—	$	690,587

** Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

59

EMERGING MARKETS PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Emerging Markets Series of The DFA Investment Trust Company	$	4,969,114,846
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES	$	4,969,114,846

Summary of the Portfolio’s Master Fund’s investments as of April 30, 2024, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

60

EMERGING MARKETS SMALL CAP PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Emerging Markets Small Cap Series of The DFA Investment Trust Company	$	4,048,538,697
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES	$	4,048,538,697

Summary of the Portfolio’s Master Fund’s investments as of April 30, 2024, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

61

EMERGING MARKETS VALUE PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in Dimensional Emerging Markets Value Fund	$	10,762,572,408
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES	$	10,762,572,408

Summary of the Portfolio’s Master Fund’s investments as of April 30, 2024, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

62

EMERGING MARKETS CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (97.8%)
BRAZIL — (3.7%)
	Petroleo Brasileiro SA		16,003,488	$	136,408,423		0.5	%
	Petroleo Brasileiro SA, Sponsored ADR		776,944		12,524,337		0.1	%
	Petroleo Brasileiro SA, Sponsored ADR		1,228,197		20,842,503		0.1	%
	Vale SA		8,041,867		98,018,291		0.4	%
	Other Securities				748,172,771		2.7	%
TOTAL BRAZIL					1,015,966,325		3.8	%
CHILE — (0.4%)
	Other Securities				115,400,478		0.4	%
CHINA — (22.7%)
	Alibaba Group Holding Ltd.		27,674,300		259,116,151		1.0	%
	Alibaba Group Holding Ltd., Sponsored ADR		697,227		52,187,441		0.2	%
	Bank of China Ltd., Class H		204,525,702		91,727,739		0.4	%
	BYD Co. Ltd., Class H		2,014,800		55,230,840		0.2	%
	China Construction Bank Corp., Class H		279,316,302		180,715,044		0.7	%
	China Merchants Bank Co. Ltd., Class H		15,816,646		68,499,626		0.3	%
	China Petroleum & Chemical Corp., Class H		83,340,400		49,746,017		0.2	%
	China Shenhua Energy Co. Ltd., Class H		11,838,000		49,133,234		0.2	%
	Industrial & Commercial Bank of China Ltd., Class H		126,091,725		67,613,917		0.3	%
	NetEase, Inc.		3,062,200		57,399,792		0.2	%
*	PDD Holdings, Inc., ADR		965,971		120,920,250		0.5	%
	PetroChina Co. Ltd., Class H		101,830,000		94,879,195		0.4	%
	Ping An Insurance Group Co. of China Ltd., Class H		23,796,000		107,845,366		0.4	%
	Tencent Holdings Ltd.		16,794,600		737,000,497		2.8	%
	Other Securities				4,180,188,821		15.1	%
TOTAL CHINA					6,172,203,930		22.9	%
COLOMBIA — (0.1%)
	Other Securities				30,549,948		0.1	%
CZECH REPUBLIC — (0.1%)
	Other Securities				27,507,909		0.1	%
EGYPT — (0.0%)
	Other Securities				8,898,760		0.0	%
GREECE — (0.5%)
	Other Securities				123,893,733		0.5	%
HONG KONG — (0.0%)
	Other Securities				2,753,057		0.0	%
HUNGARY — (0.2%)
	Other Securities				54,502,728		0.2	%
INDIA — (20.6%)
	Axis Bank Ltd.		8,031,580		111,773,770		0.4	%
	Bharti Airtel Ltd.		7,221,137		114,491,223		0.4	%
	HDFC Bank Ltd.		5,093,539		92,218,671		0.4	%

63

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
INDIA — (Continued)
	ICICI Bank Ltd.		3,800,989	$	52,366,803		0.2	%
	ICICI Bank Ltd., Sponsored ADR		4,263,961		117,386,846		0.5	%
	Infosys Ltd.		7,955,267		134,434,304		0.5	%
	ITC Ltd.		9,888,606		51,526,008		0.2	%
	Larsen & Toubro Ltd.		1,682,110		72,259,752		0.3	%
	Mahindra & Mahindra Ltd.		2,998,788		77,477,738		0.3	%
	REC Ltd.		11,795,505		71,714,210		0.3	%
	Reliance Industries Ltd.		5,206,360		182,640,853		0.7	%
	State Bank of India		5,267,332		51,699,859		0.2	%
	Tata Consultancy Services Ltd.		1,966,712		89,838,426		0.3	%
	Tata Motors Ltd.		6,502,401		78,420,595		0.3	%
	Other Securities				4,306,071,694		15.8	%
TOTAL INDIA					5,604,320,752		20.8	%
INDONESIA — (1.7%)
	Bank Central Asia Tbk. PT		91,803,500		55,199,998		0.2	%
	Other Securities				399,881,528		1.5	%
TOTAL INDONESIA					455,081,526		1.7	%
KUWAIT — (0.3%)
	Other Securities				76,262,366		0.3	%
MALAYSIA — (1.5%)
	Other Securities				418,515,249		1.6	%
MEXICO — (2.6%)
#	America Movil SAB de CV, ADR		3,625,850		69,108,701		0.3	%
	Grupo Financiero Banorte SAB de CV, Class O		5,710,838		56,645,837		0.2	%
	Grupo Mexico SAB de CV, Class B		8,423,453		52,052,989		0.2	%
	Other Securities				528,629,358		1.9	%
TOTAL MEXICO					706,436,885		2.6	%
PERU — (0.1%)
	Other Securities				24,101,183		0.1	%
PHILIPPINES — (0.6%)
	Other Securities				176,531,303		0.7	%
POLAND — (1.1%)
	Other Securities				289,804,116		1.1	%
QATAR — (0.7%)
	Qatar National Bank QPSC		13,164,893		50,122,515		0.2	%
	Other Securities				140,647,235		0.5	%
TOTAL QATAR					190,769,750		0.7	%
SAUDI ARABIA — (3.9%)
	Al Rajhi Bank		3,883,026		82,589,082		0.3	%
	Saudi Telecom Co.		6,054,085		60,748,372		0.2	%
	Other Securities				920,627,111		3.4	%
TOTAL SAUDI ARABIA					1,063,964,565		3.9	%

64

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SOUTH AFRICA — (2.7%)
	Other Securities			$	735,884,351		2.7	%
SOUTH KOREA — (11.4%)
	Hyundai Motor Co.		506,028		91,022,236		0.4	%
	KB Financial Group, Inc.		1,155,887		62,691,697		0.3	%
	Kia Corp.		1,141,175		96,683,274		0.4	%
	Samsung Electronics Co. Ltd.		10,738,571		596,921,058		2.2	%
	Shinhan Financial Group Co. Ltd.		1,478,212		49,663,905		0.2	%
	Other Securities				2,205,696,703		8.0	%
TOTAL SOUTH KOREA					3,102,678,873		11.5	%
TAIWAN — (18.5%)
	ASE Technology Holding Co. Ltd.		11,331,387		50,975,337		0.2	%
	CTBC Financial Holding Co. Ltd.		57,892,931		60,423,920		0.2	%
	Hon Hai Precision Industry Co. Ltd.		18,429,403		87,730,361		0.3	%
	MediaTek, Inc.		2,965,823		89,423,033		0.4	%
	Taiwan Semiconductor Manufacturing Co. Ltd.		42,911,652		1,027,466,055		3.8	%
	Taiwan Semiconductor Manufacturing Co. Ltd., Sponsored ADR		2,758,804		378,894,141		1.4	%
	Other Securities				3,330,528,027		12.4	%
TOTAL TAIWAN					5,025,440,874		18.7	%
THAILAND — (1.7%)
	Other Securities				460,726,556		1.7	%
TURKEY — (1.3%)
	Other Securities				359,725,560		1.3	%
UNITED ARAB EMIRATES — (1.3%)
	Emaar Properties PJSC		22,589,280		50,511,786		0.2	%
	Other Securities				300,632,583		1.1	%
TOTAL UNITED ARAB EMIRATES					351,144,369		1.3	%
UNITED KINGDOM — (0.1%)
	Other Security				16,504,544		0.1	%
UNITED STATES — (0.0%)
	Other Securities				899,855		0.0	%
TOTAL COMMON STOCKS					26,610,469,545		98.8	%
PREFERRED STOCKS — (1.2%)
BRAZIL — (1.2%)
	Petroleo Brasileiro SA , 8.432%		22,001,222		178,040,163		0.7	%
	Other Securities				144,094,404		0.5	%
TOTAL BRAZIL					322,134,567		1.2	%
CHILE — (0.0%)
	Other Securities				3,508,603		0.0	%
COLOMBIA — (0.0%)
	Other Securities				5,432,873		0.0	%

65

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
INDIA — (0.0%)
	Other Security			$	282		0.0	%
PHILIPPINES — (0.0%)
	Other Security				633,501		0.0	%
TOTAL PREFERRED STOCKS					331,709,826		1.2	%
RIGHTS/WARRANTS — (0.0%)
BRAZIL — (0.0%)
	Other Securities				2,269		0.0	%
INDIA — (0.0%)
	Other Security				177,689		0.0	%
SOUTH KOREA — (0.0%)
	Other Security				2,650		0.0	%
TAIWAN — (0.0%)
	Other Securities				40,145		0.0	%
THAILAND — (0.0%)
	Other Securities				6,392		0.0	%
TOTAL RIGHTS/WARRANTS					229,145		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $19,525,755,184)					26,942,408,516
				Value†
SECURITIES LENDING COLLATERAL — (1.0%)
@§	The DFA Short Term Investment Fund		24,207,306		280,030,112		1.0	%
TOTAL INVESTMENTS—(100.0%) (Cost $19,805,785,003)				$	27,222,438,628		101.0	%

As of April 30, 2024, 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		818		06/21/24	$	212,201,293	$	207,240,300	$	(4,960,993	)
Total Futures Contracts					$	212,201,293	$	207,240,300	$	(4,960,993	)

66

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
Assets
Common Stocks
Brazil	$	1,001,217,490		$	14,748,835		—		$	1,015,966,325
Chile		26,390,246			89,010,232		—			115,400,478
China		473,531,908			5,678,134,793	$	20,537,229			6,172,203,930
Colombia		29,568,500			981,448		—			30,549,948
Czech Republic		—			27,507,909		—			27,507,909
Egypt		91,869			8,806,891		—			8,898,760
Greece		1,139,604			122,754,129		—			123,893,733
Hong Kong		—			2,634,806		118,251			2,753,057
Hungary		—			54,502,728		—			54,502,728
India		182,299,487			5,419,910,382		2,110,883			5,604,320,752
Indonesia		7,110,453			447,426,260		544,813			455,081,526
Kuwait		70,296,974			5,965,392		—			76,262,366
Malaysia		51,041			418,464,208		—			418,515,249
Mexico		703,100,813			3,336,072		—			706,436,885
Peru		24,101,111			72		—			24,101,183
Philippines		2,915,526			173,615,777		—			176,531,303
Poland		—			289,804,116		—			289,804,116
Qatar		—			190,769,750		—			190,769,750
Saudi Arabia		1,286,963			1,062,677,602		—			1,063,964,565
South Africa		88,651,778			647,232,573		—			735,884,351
South Korea		59,632,544			3,039,323,183		3,723,146			3,102,678,873
Taiwan		384,196,781			4,640,750,904		493,189			5,025,440,874
Thailand		423,305,623			37,420,933		—			460,726,556
Turkey		—			359,725,560		—			359,725,560
United Arab Emirates		1,991,334			349,153,035		—			351,144,369
United Kingdom		16,504,544			—		—			16,504,544
United States		626,302			273,553		—			899,855
Preferred Stocks
Brazil		321,604,891			529,676		—			322,134,567
Chile		—			3,508,603		—			3,508,603
Colombia		5,432,873			—		—			5,432,873
India		—			282		—			282
Philippines		—			633,501		—			633,501
Rights/Warrants
Brazil		—			2,269		—			2,269
India		—			177,689		—			177,689
South Korea		—			2,650		—			2,650
Taiwan		—			40,145		—			40,145
Thailand		—			6,392		—			6,392
Securities Lending Collateral		—			280,030,112		—			280,030,112
Total Investments in Securities	$	3,825,048,655		$	23,369,862,462	$	27,527,511	<>	$	27,222,438,628
Financial Instruments
Liabilities
Futures Contracts**		(4,960,993	)		—		—			(4,960,993	)
Total Financial Instruments	$	(4,960,993	)		—		—		$	(4,960,993	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

67

EMERGING MARKETS TARGETED VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (99.0%)
BRAZIL — (3.5%)
*	Embraer SA		91,982	$	590,764		0.3	%
*W	Hapvida Participacoes e Investimentos SA		791,791		562,668		0.2	%
	Other Securities				7,370,863		3.0	%
TOTAL BRAZIL					8,524,295		3.5	%
CHILE — (0.3%)
	Other Securities				841,896		0.3	%
CHINA — (18.8%)
#	China Hongqiao Group Ltd.		396,000		546,432		0.2	%
	China Mengniu Dairy Co. Ltd.		456,000		944,593		0.4	%
	Geely Automobile Holdings Ltd.		973,000		1,171,062		0.5	%
	Kunlun Energy Co. Ltd.		728,000		705,708		0.3	%
	Sinopharm Group Co. Ltd., Class H		220,400		556,590		0.3	%
	Wharf Holdings Ltd.		183,000		588,776		0.3	%
*W	Wuxi Biologics Cayman, Inc.		519,000		899,082		0.4	%
	Other Securities				40,810,310		16.5	%
TOTAL CHINA					46,222,553		18.9	%
COLOMBIA — (0.0%)
	Other Securities				96,522		0.0	%
GREECE — (0.6%)
	Other Securities				1,463,243		0.6	%
INDIA — (25.1%)
	Aurobindo Pharma Ltd.		53,022		729,541		0.3	%
	Bharat Heavy Electricals Ltd.		185,535		622,870		0.3	%
	Cholamandalam Investment & Finance Co. Ltd.		46,252		662,809		0.3	%
	Cipla Ltd.		56,480		945,863		0.4	%
	Dr Reddy’s Laboratories Ltd., ADR		11,240		825,803		0.4	%
	Federal Bank Ltd.		298,315		580,322		0.3	%
	GAIL India Ltd.		318,390		795,376		0.3	%
	Hero MotoCorp Ltd.		16,291		885,693		0.4	%
	Info Edge India Ltd.		8,600		621,085		0.3	%
	Jindal Stainless Ltd.		67,116		567,707		0.2	%
	Jindal Steel & Power Ltd.		67,480		748,911		0.3	%
	JSW Energy Ltd.		106,314		802,404		0.3	%
	Lupin Ltd.		29,069		573,100		0.2	%
	Power Finance Corp. Ltd.		221,346		1,161,355		0.5	%
	REC Ltd.		223,482		1,358,724		0.6	%
	Samvardhana Motherson International Ltd.		372,045		582,442		0.3	%
	Shriram Finance Ltd.		43,535		1,324,768		0.6	%
	Sundaram Finance Ltd.		9,828		556,900		0.2	%
	Tata Consumer Products Ltd.		84,056		1,112,288		0.5	%
*	Yes Bank Ltd.		2,017,709		631,070		0.3	%
	Other Securities				45,673,462		18.2	%
TOTAL INDIA					61,762,493		25.2	%

68

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CONTINUED

		Shares		Value»		Percentage of Net Assets‡
INDONESIA — (1.5%)
	Other Securities			$	3,825,194		1.6	%
KUWAIT — (0.6%)
	Other Securities				1,472,756		0.6	%
MALAYSIA — (1.9%)
	Other Securities				4,683,391		1.9	%
MEXICO — (2.7%)
*	Cemex SAB de CV, Sponsored ADR		156,566		1,238,437		0.5	%
	Other Securities				5,345,876		2.2	%
TOTAL MEXICO					6,584,313		2.7	%
PHILIPPINES — (0.5%)
	Other Securities				1,363,669		0.5	%
POLAND — (1.1%)
	Other Securities				2,642,939		1.1	%
QATAR — (0.8%)
	Other Securities				1,962,533		0.8	%
SAUDI ARABIA — (4.6%)
	Arab National Bank		119,348		980,963		0.4	%
	Banque Saudi Fransi		72,951		711,849		0.3	%
	Etihad Etisalat Co.		69,362		960,119		0.4	%
	Sahara International Petrochemical Co.		66,578		608,508		0.3	%
	Savola Group		44,673		600,300		0.3	%
	Other Securities				7,409,804		2.9	%
TOTAL SAUDI ARABIA					11,271,543		4.6	%
SOUTH AFRICA — (2.3%)
	Aspen Pharmacare Holdings Ltd.		50,127		597,159		0.3	%
	Other Securities				5,195,533		2.1	%
TOTAL SOUTH AFRICA					5,792,692		2.4	%
SOUTH KOREA — (11.1%)
	DB Insurance Co. Ltd.		8,646		606,472		0.3	%
	Other Securities				26,772,248		10.9	%
TOTAL SOUTH KOREA					27,378,720		11.2	%
TAIWAN — (18.3%)
	Acer, Inc.		479,000		659,082		0.3	%
	AUO Corp.		1,056,000		590,472		0.3	%
	Catcher Technology Co. Ltd.		97,000		647,929		0.3	%
	Compal Electronics, Inc.		784,000		855,155		0.4	%
	Innolux Corp.		1,417,804		616,604		0.3	%
	Powertech Technology, Inc.		120,000		639,044		0.3	%
*	Shin Kong Financial Holding Co. Ltd.		2,235,698		590,802		0.3	%
	Taiwan Business Bank		1,134,699		589,123		0.3	%
#	Walsin Lihwa Corp.		501,607		566,596		0.2	%
	WPG Holdings Ltd.		295,000		796,743		0.3	%
	Other Securities				38,439,291		15.4	%
TOTAL TAIWAN					44,990,841		18.4	%

69

EMERGING MARKETS TARGETED VALUE PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
THAILAND — (1.4%)
	Other Securities			$	3,577,232		1.5	%
TURKEY — (1.4%)
	Other Securities				3,392,043		1.4	%
UNITED ARAB EMIRATES — (2.5%)
	Aldar Properties PJSC		383,104		569,337		0.2	%
	Dubai Islamic Bank PJSC		441,639		668,665		0.3	%
	Emaar Properties PJSC		1,027,143		2,296,807		1.0	%
	Other Securities				2,553,635		1.0	%
TOTAL UNITED ARAB EMIRATES					6,088,444		2.5	%
TOTAL COMMON STOCKS					243,937,312		99.7	%
PREFERRED STOCKS — (0.5%)
BRAZIL — (0.5%)
	Other Securities				1,153,901		0.5	%
COLOMBIA — (0.0%)
	Other Security				55,098		0.0	%
INDIA — (0.0%)
	Other Security				14		0.0	%
TOTAL PREFERRED STOCKS					1,209,013		0.5	%
RIGHTS/WARRANTS — (0.0%)
BRAZIL — (0.0%)
	Other Securities				310		0.0	%
INDIA — (0.0%)
	Other Security				4,308		0.0	%
THAILAND — (0.0%)
	Other Securities				316		0.0	%
TOTAL RIGHTS/WARRANTS					4,934		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $213,471,552)					245,151,259
				Value†
SECURITIES LENDING COLLATERAL — (0.5%)
@§	The DFA Short Term Investment Fund		104,151		1,204,818		0.5	%
TOTAL INVESTMENTS—(100.0%) (Cost $214,676,370)				$	246,356,077		100.7	%

70

EMERGING MARKETS TARGETED VALUE PORTFOLIO

CONTINUED

As of April 30, 2024, Emerging Markets Targeted Value Portfolio had entered into the following outstanding futures contracts:

Description	Number of Contracts		Expiration Date		Notional Value		Market Value		Unrealized Appreciation (Depreciation)
Long Position Contracts:
S&P 500® Emini Index		7		06/21/24	$	1,794,305	$	1,773,450	$	(20,855	)
Total Futures Contracts					$	1,794,305	$	1,773,450	$	(20,855	)

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
Assets
Common Stocks
Brazil	$	8,200,630		$	323,665		—		$	8,524,295
Chile		—			841,896		—			841,896
China		2,031,683			43,780,800	$	410,070			46,222,553
Colombia		96,522			—		—			96,522
Greece		—			1,463,243		—			1,463,243
India		859,738			60,824,213		78,542			61,762,493
Indonesia		—			3,813,943		11,251			3,825,194
Kuwait		1,165,039			307,717		—			1,472,756
Malaysia		718			4,682,673		—			4,683,391
Mexico		6,097,680			486,633		—			6,584,313
Philippines		—			1,363,669		—			1,363,669
Poland		—			2,642,939		—			2,642,939
Qatar		—			1,962,533		—			1,962,533
Saudi Arabia		21,441			11,250,102		—			11,271,543
South Africa		428,062			5,364,630		—			5,792,692
South Korea		38,997			27,276,561		63,162			27,378,720
Taiwan		—			44,987,492		3,349			44,990,841
Thailand		3,486,513			90,719		—			3,577,232
Turkey		—			3,392,043		—			3,392,043
United Arab Emirates		79,714			6,001,077		7,653			6,088,444
Preferred Stocks
Brazil		1,138,181			15,720		—			1,153,901
Colombia		55,098			—		—			55,098
India		—			14		—			14
Rights/Warrants
Brazil		—			310		—			310
India		—			4,308		—			4,308
Thailand		—			316		—			316
Securities Lending Collateral		—			1,204,818		—			1,204,818
Total Investments in Securities	$	23,700,016		$	222,082,034	$	574,027	<>	$	246,356,077
Financial Instruments
Liabilities
Futures Contracts**		(20,855	)		—		—			(20,855	)
Total Financial Instruments	$	(20,855	)		—		—		$	(20,855	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

71

EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (97.9%)
BRAZIL — (5.0%)
	Petroleo Brasileiro SA		413,702	$	3,526,259		0.4	%
#	Petroleo Brasileiro SA, Sponsored ADR		100,493		1,619,947		0.2	%
	Petroleo Brasileiro SA, Sponsored ADR		68,868		1,168,690		0.2	%
	Vale SA, Sponsored ADR		475,821		5,790,742		0.7	%
	Other Securities				30,442,167		3.6	%
TOTAL BRAZIL					42,547,805		5.1	%
CHILE — (0.6%)
	Other Securities				5,104,661		0.6	%
COLOMBIA — (0.2%)
	Other Securities				1,410,385		0.2	%
CZECH REPUBLIC — (0.1%)
	Other Securities				996,031		0.1	%
EGYPT — (0.1%)
	Other Securities				361,912		0.0	%
GREECE — (0.6%)
	Other Securities				5,362,341		0.6	%
HUNGARY — (0.3%)
	Other Securities				2,242,384		0.3	%
INDIA — (27.1%)
	Axis Bank Ltd.		346,667		4,824,490		0.6	%
	Bajaj Finance Ltd.		19,972		1,651,815		0.2	%
	Bharti Airtel Ltd.		272,662		4,323,059		0.5	%
	HCL Technologies Ltd.		115,015		1,877,634		0.2	%
	HDFC Bank Ltd.		259,802		4,703,723		0.6	%
	ICICI Bank Ltd.		227,949		3,140,488		0.4	%
	ICICI Bank Ltd., Sponsored ADR		166,469		4,582,892		0.6	%
	Infosys Ltd.		352,587		5,958,290		0.7	%
	ITC Ltd.		396,949		2,068,360		0.3	%
	Larsen & Toubro Ltd.		52,847		2,270,191		0.3	%
	Mahindra & Mahindra Ltd.		122,888		3,174,977		0.4	%
	Power Finance Corp. Ltd.		320,262		1,680,346		0.2	%
	Reliance Industries Ltd.		125,888		4,416,193		0.5	%
W	Reliance Industries Ltd., GDR		31,421		2,215,771		0.3	%
W	Reliance Industries Ltd., GDR		44,787		3,166,441		0.4	%
	Shriram Finance Ltd.		53,495		1,627,846		0.2	%
	Tata Consultancy Services Ltd.		70,992		3,242,880		0.4	%
	Tata Motors Ltd.		221,563		2,672,106		0.3	%
	Tata Steel Ltd.		942,537		1,855,097		0.2	%
	Other Securities				169,422,104		20.2	%
TOTAL INDIA					228,874,703		27.5	%

72

EMERGING MARKETSEX CHINA CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
INDONESIA — (2.3%)
	Bank Central Asia Tbk. PT		3,788,900	$	2,278,206		0.3	%
	Bank Mandiri Persero Tbk. PT		5,499,800		2,324,638		0.3	%
	Other Securities				14,995,630		1.8	%
TOTAL INDONESIA					19,598,474		2.4	%
KUWAIT — (0.8%)
	Kuwait Finance House KSCP		717,166		1,674,861		0.2	%
	Other Securities				5,420,109		0.7	%
TOTAL KUWAIT					7,094,970		0.9	%
MALAYSIA — (2.1%)
	Other Securities				17,542,940		2.1	%
MEXICO — (2.9%)
	Grupo Financiero Banorte SAB de CV, Class O		236,960		2,350,407		0.3	%
	Grupo Mexico SAB de CV, Class B		373,253		2,306,528		0.3	%
	Other Securities				20,059,053		2.4	%
TOTAL MEXICO					24,715,988		3.0	%
PERU — (0.1%)
	Other Securities				409,052		0.1	%
PHILIPPINES — (0.7%)
	Other Securities				6,157,900		0.7	%
POLAND — (1.4%)
	Other Securities				11,766,276		1.4	%
QATAR — (1.0%)
	Qatar National Bank QPSC		527,665		2,008,972		0.3	%
	Other Securities				6,547,231		0.7	%
TOTAL QATAR					8,556,203		1.0	%
SAUDI ARABIA — (4.8%)
	Al Rajhi Bank		135,589		2,883,877		0.4	%
	Saudi National Bank		251,689		2,519,522		0.3	%
	Saudi Telecom Co.		244,165		2,450,019		0.3	%
	Other Securities				32,304,463		3.8	%
TOTAL SAUDI ARABIA					40,157,881		4.8	%
SOUTH AFRICA — (3.4%)
	FirstRand Ltd.		560,118		1,933,611		0.2	%
	Other Securities				26,907,439		3.3	%
TOTAL SOUTH AFRICA					28,841,050		3.5	%
SOUTH KOREA — (15.5%)
	Hana Financial Group, Inc.		43,015		1,814,235		0.2	%
	Hyundai Motor Co.		21,302		3,831,716		0.5	%
	KB Financial Group, Inc.		52,610		2,853,403		0.4	%
	Kia Corp.		37,129		3,145,664		0.4	%
	LG Chem Ltd.		7,336		2,107,986		0.3	%
	Samsung Electronics Co. Ltd.		304,870		16,946,698		2.1	%
	Samsung Electronics Co. Ltd., GDR		3,955		5,572,595		0.7	%

73

EMERGING MARKETSEX CHINA CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SOUTH KOREA — (Continued)
	Samsung SDI Co. Ltd.		6,994	$	2,164,426		0.3	%
	SK Hynix, Inc.		55,500		6,849,010		0.8	%
	Other Securities				85,968,823		10.0	%
TOTAL SOUTH KOREA					131,254,556		15.7	%
TAIWAN — (23.3%)
	CTBC Financial Holding Co. Ltd.		2,116,000		2,208,508		0.3	%
	Hon Hai Precision Industry Co. Ltd.		995,000		4,736,546		0.6	%
	MediaTek, Inc.		115,000		3,467,385		0.4	%
	Novatek Microelectronics Corp.		89,000		1,681,674		0.2	%
	Taiwan Semiconductor Manufacturing Co. Ltd.		1,747,001		41,829,748		5.0	%
	Uni-President Enterprises Corp.		799,000		1,874,139		0.2	%
#	United Microelectronics Corp.		1,065,000		1,636,290		0.2	%
	Other Securities				139,531,676		16.7	%
TOTAL TAIWAN					196,965,966		23.6	%
THAILAND — (2.1%)
	Other Securities				17,898,533		2.1	%
TURKEY — (1.5%)
	Other Securities				12,632,010		1.5	%
UNITED ARAB EMIRATES — (1.9%)
	Emaar Properties PJSC		854,324		1,910,350		0.2	%
	Other Securities				14,014,676		1.7	%
TOTAL UNITED ARAB EMIRATES					15,925,026		1.9	%
UNITED KINGDOM — (0.1%)
	Other Security				827,778		0.1	%
UNITED STATES — (0.0%)
	Other Security				20,262		0.0	%
TOTAL COMMON STOCKS					827,265,087		99.2	%
PREFERRED STOCKS — (1.2%)
BRAZIL — (1.2%)
	Petroleo Brasileiro SA , 8.432%		548,514		4,438,732		0.6	%
	Other Securities				5,213,356		0.6	%
TOTAL BRAZIL					9,652,088		1.2	%
CHILE — (0.0%)
	Other Securities				64,554		0.0	%
COLOMBIA — (0.0%)
	Other Securities				143,799		0.0	%
INDIA — (0.0%)
	Other Security				23		0.0	%
TOTAL PREFERRED STOCKS					9,860,464		1.2	%

74

EMERGING MARKETSEX CHINA CORE EQUITY PORTFOLIO

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
RIGHTS/WARRANTS — (0.0%)
BRAZIL — (0.0%)
	Other Securities			$	309		0.0	%
INDIA — (0.0%)
	Other Security				8,705		0.0	%
MALAYSIA — (0.0%)
	Other Security				1,133		0.0	%
TAIWAN — (0.0%)
	Other Securities				727		0.0	%
THAILAND — (0.0%)
	Other Securities				99		0.0	%
TOTAL RIGHTS/WARRANTS					10,973		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $742,389,505)					837,136,524
				Value†
SECURITIES LENDING COLLATERAL — (0.9%)
@§	The DFA Short Term Investment Fund		663,142		7,671,221		0.9	%
TOTAL INVESTMENTS—(100.0%) (Cost $750,060,618)				$	844,807,745		101.3	%

Summary of the Portfolio’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Brazil	$	41,766,609	$	781,196		—	$	42,547,805
Chile		1,373,184		3,731,477		—		5,104,661
Colombia		1,406,221		4,164		—		1,410,385
Czech Republic		—		996,031		—		996,031
Egypt		195,381		166,531		—		361,912
Greece		52,583		5,309,758		—		5,362,341
Hungary		—		2,242,384		—		2,242,384
India		12,516,146		216,323,751	$	34,806		228,874,703
Indonesia		—		19,587,939		10,535		19,598,474
Kuwait		6,466,745		628,225		—		7,094,970
Malaysia		602		17,542,338		—		17,542,940
Mexico		24,715,988		—		—		24,715,988
Peru		409,052		—		—		409,052
Philippines		165,300		5,992,600		—		6,157,900
Poland		—		11,766,276		—		11,766,276
Qatar		—		8,556,203		—		8,556,203
Saudi Arabia		54,106		40,103,775		—		40,157,881
South Africa		2,896,179		25,944,871		—		28,841,050
South Korea		5,809,003		125,300,083		145,470		131,254,556
Taiwan		667,055		196,298,911		—		196,965,966

75

EMERGING MARKETSEX CHINA CORE EQUITY PORTFOLIO

CONTINUED

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3			Total
Thailand	$	16,102,128	$	1,796,405		—		$	17,898,533
Turkey		—		12,632,010		—			12,632,010
United Arab Emirates		66,902		15,858,124		—			15,925,026
United Kingdom		827,778		—		—			827,778
United States		—		20,262		—			20,262
Preferred Stocks
Brazil		9,619,134		32,954		—			9,652,088
Chile		—		64,554		—			64,554
Colombia		143,799		—		—			143,799
India		—		23		—			23
Rights/Warrants
Brazil		—		309		—			309
India		—		8,705		—			8,705
Malaysia		—		1,133		—			1,133
Taiwan		—		727		—			727
Thailand		—		99		—			99
Securities Lending Collateral		—		7,671,221		—			7,671,221
Total Investments in Securities	$	125,253,895	$	719,363,039	$	190,811	<>	$	844,807,745

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

76

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

	Large Cap International Portfolio*		International Core Equity Portfolio*		Global Small Company Portfolio		International Small Company Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value		—		—	$	89,868	$	11,661,428
Investment Securities at Value (including $274,028, $1,573,552, $0 and $0 of securities on loan, respectively)	$	5,760,297	$	30,557,701		—		—
Temporary Cash Investments at Value & Cost		—		—		—		116,704
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $249,431, $1,293,325, $0 and $0, respectively)		249,430		1,293,311		—		—
Segregated Cash for Futures Contracts		2,431		12,236		—		4,897
Foreign Currencies at Value		3,091		42,327		—		—
Cash		58,664		279,424		43		—
Receivables:
Investment Securities Sold		6,584		47,412		—		—
Dividends, Interest and Tax Reclaims		36,312		205,737		—		500
Securities Lending Income		250		1,664		—		—
Fund Shares Sold		1,257		9,280		2		9,378
Unrealized Gain on Foreign Currency Contracts		4		67		—		—
Prepaid Expenses and Other Assets		24		130		16		96
Total Assets		6,118,344		32,449,289		89,929		11,793,003
LIABILITIES:
Payables:
Upon Return of Securities Loaned		249,513		1,293,723		—		—
Investment Securities Purchased		3,439		29,273		—		—
Fund Shares Redeemed		2,014		28,944		18		6,875
Due to Advisor		681		5,165		9		2,428
Futures Margin Variation		824		3,705		—		1,660
Unrealized Loss on Foreign Currency Contracts		2		9		—		—
Accrued Expenses and Other Liabilities		114		1,218		3		430
Total Liabilities		256,587		1,362,037		30		11,393
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	5,861,757	$	31,087,252	$	89,899	$	11,781,610
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $5,861,757; $31,087,252; $89,899 and $11,781,610, respectively and shares outstanding of 217,437,343, 1,995,629,867, 6,205,485 and 606,713,886, respectively, $0.01 Par Value (1)	$	26.96	$	15.58	$	14.49	$	19.42
(1) NUMBER OF SHARES AUTHORIZED		1,500,000,000		7,000,000,000		100,000,000		3,000,000,000
Investments in Affiliated Investment Companies at Cost	$	—	$	—	$	74,369		N/A
Investment Securities at Cost	$	3,749,718	$	23,497,062		N/A		N/A
Foreign Currencies at Cost	$	3,104	$	42,992	$	—	$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	4,359,225	$	24,944,924	$	75,095	$	10,464,044
Total Distributable Earnings (Loss)		1,502,532		6,142,328		14,804		1,317,566
NET ASSETS	$	5,861,757	$	31,087,252	$	89,899	$	11,781,610

* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

77

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

			Asia Pacific			United			Continental
	Japanese Small		Small			Kingdom Small			Small
	Company		Company			Company			Company
	Portfolio		Portfolio			Portfolio			Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	215,314	$	145,076		$	20,512		$	766,952
Receivables:
Fund Shares Sold		58		1			—			30
Prepaid Expenses and Other Assets		12		11			14			13
Total Assets		215,384		145,088			20,526			766,995
LIABILITIES:
Payables:
Fund Shares Redeemed		56		18			20			10
Due to Advisor		44		30			5			158
Accrued Expenses and Other Liabilities		14		15			3			12
Total Liabilities		114		63			28			180
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	215,270	$	145,025		$	20,498		$	766,815
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $215,270; $145,025; $20,498 and $766,815, respectively and shares outstanding of 9,820,723, 8,394,115, 809,669 and 25,397,428, respectively, $0.01 Par Value (1)	$	21.92	$	17.28		$	25.32		$	30.19
(1) NUMBER OF SHARES AUTHORIZED		1,000,000,000		1,000,000,000			1,000,000,000			1,000,000,000
NET ASSETS CONSIST OF:
Paid-In Capital	$	193,422	$	203,541		$	22,512		$	651,559
Total Distributable Earnings (Loss)		21,848		(58,516	)		(2,014	)		115,256
NET ASSETS	$	215,270	$	145,025		$	20,498		$	766,815

See accompanying Notes to Financial Statements.

78

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

	DFA
	International			DFA Global			DFA
	Real Estate			Real Estate			International		International
	Securities			Securities			Small Cap		Vector Equity
	Portfolio*			Portfolio*			Value Portfolio*		Portfolio*
ASSETS:
Investments in Affiliated Investment Companies at Value		—		$	1,815,585			—		—
Investment Securities at Value (including $88,661, $135,925, $397,201 and $212,329 of securities on loan, respectively)	$	3,234,473			4,959,990		$	10,992,479	$	3,358,587
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $54,129, $139,901, $311,326 and $172,072, respectively)		54,128			139,899			311,324		172,071
Segregated Cash for Futures Contracts		991			2,537			5,568		1,286
Foreign Currencies at Value		4,051			—			7,298		2,371
Cash		28,665			68,721			103,153		39,759
Receivables:
Investment Securities Sold		1,604			2,100			12,567		4,817
Dividends, Interest and Tax Reclaims		26,935			3,383			100,425		24,742
Securities Lending Income		89			69			385		240
Fund Shares Sold		476			4,145			3,253		1,002
Unrealized Gain on Foreign Currency Contracts		6			—			11		6
Prepaid Expenses and Other Assets		241			55			31		15
Total Assets		3,351,659			6,996,484			11,536,494		3,604,896
LIABILITIES:
Payables:
Upon Return of Securities Loaned		54,288			139,885			311,306		172,091
Investment Securities Purchased		570			—			2,851		1,490
Fund Shares Redeemed		3,863			7,899			6,944		1,047
Due to Advisor		660			722			3,614		852
Futures Margin Variation		336			860			1,460		436
Unrealized Loss on Foreign Currency Contracts		1			—			—		1
Deferred Taxes Payable		4			—			—		—
Accrued Expenses and Other Liabilities		179			231			924		174
Total Liabilities		59,901			149,597			327,099		176,091
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	3,291,758		$	6,846,887		$	11,209,395	$	3,428,805
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $3,291,758; $6,846,887; $11,209,395 and $3,428,805, respectively and shares outstanding of 945,859,172, 727,435,612, 507,560,111 and 251,794,677, respectively, $0.01 Par Value (1)	$	3.48		$	9.41		$	22.08	$	13.62
(1) NUMBER OF SHARES AUTHORIZED		4,000,000,000			3,000,000,000			4,600,000,000		1,500,000,000
Investments in Affiliated Investment Companies at Cost	$	—		$	2,410,580		$	—	$	—
Investment Securities at Cost	$	3,516,139		$	4,618,183		$	8,916,473	$	2,508,792
Foreign Currencies at Cost	$	4,070		$	—		$	7,372	$	2,383
NET ASSETS CONSIST OF:
Paid-In Capital	$	5,119,265		$	7,454,837		$	8,988,994	$	2,629,416
Total Distributable Earnings (Loss)		(1,827,507	)		(607,950	)		2,220,401		799,389
NET ASSETS	$	3,291,758		$	6,846,887		$	11,209,395	$	3,428,805

* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

79

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

	International
	High Relative				World ex U.S.		World ex U.S.
	Profitability		World ex U.S.		Core Equity		Targeted Value
	Portfolio*		Value Portfolio		Portfolio*		Portfolio*
ASSETS:
Investments in Affiliated Investment Companies at Value		—	$	270,891		—		—
Investment Securities at Value (including $89,745, $0, $202,485 and $23,970 of securities on loan, respectively)	$	1,577,699		—	$	3,926,959	$	709,348
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $87,891, $0, $144,181 and $16,010, respectively)		87,891		—		144,180		16,010
Segregated Cash for Futures Contracts		—		—		1,475		—
Foreign Currencies at Value		175		—		23,330		1,391
Cash		1,282		131		19,081		342
Receivables:
Investment Securities Sold		4,716		—		5,352		74
Dividends, Interest and Tax Reclaims		8,020		—		20,370		4,672
Securities Lending Income		103		—		291		33
Fund Shares Sold		369		146		1,210		59
Unrealized Gain on Foreign Currency Contracts		1		—		—		1
Prepaid Expenses and Other Assets		23		11		24		22
Total Assets		1,680,279		271,179		4,142,272		731,952
LIABILITIES:
Payables:
Upon Return of Securities Loaned		87,912		—		144,241		16,010
Investment Securities Purchased		974		—		5,867		—
Fund Shares Redeemed		3,489		2		1,725		128
Due to Advisor		339		30		819		235
Futures Margin Variation		—		—		500		—
Unrealized Loss on Foreign Currency Contracts		10		—		2		—
Deferred Taxes Payable		—		—		15,749		2,680
Accrued Expenses and Other Liabilities		118		1		321		103
Total Liabilities		92,842		33		169,224		19,156
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	1,587,437	$	271,146	$	3,973,048	$	712,796
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $1,587,437; $271,146; $3,973,048 and $712,796, respectively and shares outstanding of 124,191,185, 20,732,454, 302,682,132 and 49,705,944, respectively, $0.01 Par Value (1)	$	12.78	$	13.08	$	13.13	$	14.34
(1) NUMBER OF SHARES AUTHORIZED		500,000,000		1,000,000,000		1,500,000,000		1,000,000,000
Investments in Affiliated Investment Companies at Cost	$	—	$	211,331	$	—	$	—
Investment Securities at Cost	$	1,247,305		N/A	$	3,125,215	$	631,968
Foreign Currencies at Cost	$	176	$	—	$	23,531	$	1,395
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,298,522	$	221,438	$	3,274,429	$	641,697
Total Distributable Earnings (Loss)		288,915		49,708		698,619		71,099
NET ASSETS	$	1,587,437	$	271,146	$	3,973,048	$	712,796

* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

80

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

			Selectively
	World Core		Hedged Global		Emerging		Emerging
	Equity		Equity		Markets		Markets Small
	Portfolio		Portfolio		Portfolio		Cap Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	1,068,097	$	281,836	$	4,969,115	$	4,048,539
Temporary Cash Investments at Value & Cost		1,630		—		—		—
Segregated Cash for Futures Contracts		—		153		—		—
Cash		—		2,739		—		—
Receivables:
Dividends and Interest		1		—		—		—
Fund Shares Sold		140		146		1,750		603
Unrealized Gain on Forward Currency Contracts		—		842		—		—
Prepaid Expenses and Other Assets		18		11		28		35
Total Assets		1,069,886		285,727		4,970,893		4,049,177
LIABILITIES:
Payables:
Investment Securities/Affiliated Investment Companies Purchased		1,245		279		—		—
Fund Shares Redeemed		237		10		2,234		3,096
Due to Advisor		44		12		761		1,052
Futures Margin Variation		—		52		—		—
Unrealized Loss on Forward Currency Contracts		—		56		—		—
Accrued Expenses and Other Liabilities		14		3		127		93
Total Liabilities		1,540		412		3,122		4,241
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	1,068,346	$	285,315	$	4,967,771	$	4,044,936
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $1,068,346; $285,315; $4,967,771 and $4,044,936, respectively and shares outstanding of 47,245,085, 14,048,079, 175,788,460 and 173,038,790, respectively, $0.01 Par Value (1)	$	22.61	$	20.31	$	28.26	$	23.38
(1) NUMBER OF SHARES AUTHORIZED		1,000,000,000		1,000,000,000		1,500,000,000		1,500,000,000
Investments in Affiliated Investment Companies at Cost	$	650,759	$	154,891		N/A		N/A
NET ASSETS CONSIST OF:
Paid-In Capital	$	668,097	$	153,218	$	3,191,827	$	3,371,093
Total Distributable Earnings (Loss)		400,249		132,097		1,775,944		673,843
NET ASSETS	$	1,068,346	$	285,315	$	4,967,771	$	4,044,936

See accompanying Notes to Financial Statements.

81

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

			Emerging
	Emerging		Markets Core		Emerging		Emerging
	Markets Value		Equity		Markets Targeted		Markets ex China Core
	Portfolio		Portfolio*		Value Portfolio*		Equity Portfolio*
ASSETS:
Investments in Affiliated Investment Companies at Value	$	10,762,572		—		—		—
Investment Securities at Value (including $0, $1,394,921, $6,903 and $20,277 of securities on loan, respectively)		—	$	26,942,409	$	245,151	$	837,137
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $0, $280,030, $1,205 and $7,671, respectively)		—		280,030		1,205		7,671
Segregated Cash for Futures Contracts		—		9,652		83		—
Foreign Currencies at Value		—		165,783		868		19,883
Cash		—		101,230		2,084		18,839
Receivables:
Investment Securities/Affiliated Investment Companies Sold		—		23,892		—		689
Dividends and Interest		—		48,971		397		1,534
Securities Lending Income		—		3,848		20		67
Fund Shares Sold		2,103		8,530		86		275
Futures Margin Variation		—		—		—		699
Unrealized Gain on Foreign Currency Contracts.		—		—		—		1
Prepaid Expenses and Other Assets		50		117		14		25
Total Assets		10,764,725		27,584,462		249,908		886,820
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—		280,127		1,206		7,671
Investment Securities/Affiliated Investment Companies Purchased		—		12,972		172		29,069
Fund Shares Redeemed		9,763		20,468		295		9,748
Due to Advisor		2,467		7,240		80		221
Futures Margin Variation		—		3,272		28		—
Unrealized Loss on Foreign Currency Contracts		—		—		—		31
Deferred Taxes Payable		—		311,930		3,304		6,293
Accrued Expenses and Other Liabilities		347		4,103		65		147
Total Liabilities		12,577		640,112		5,150		53,180
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C) NET ASSETS	$	10,752,148	$	26,944,350	$	244,758	$	833,640
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $10,752,148; $26,944,350; $244,758 and $833,640, respectively and shares outstanding of 350,700,133, 1,163,835,843, 21,611,320 and 82,101,515, respectively, $0.01 Par Value (1)	$	30.66	$	23.15	$	11.33	$	10.15
(1) NUMBER OF SHARES AUTHORIZED		3,000,000,000		5,000,000,000		500,000,000		500,000,000
Investment Securities at Cost		N/A	$	19,525,755	$	213,472	$	742,390
Foreign Currencies at Cost	$	—	$	166,258	$	870	$	19,895
NET ASSETS CONSIST OF:
Paid-In Capital	$	10,122,151	$	22,562,571	$	211,197	$	779,178
Total Distributable Earnings (Loss)		629,997		4,381,779		33,561		54,462
NET ASSETS	$	10,752,148	$	26,944,350	$	244,758	$	833,640

* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

82

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

										International
	Large Cap			International			Global Small			Small
	International			Core Equity			Company			Company
	Portfolio#			Portfolio#			Portfolio*			Portfolio*
Investment Income
Net Investment Income Allocated from Affiliated Investment Companies
Dividends (Net of Foreign Taxes Withheld of $0, $0, $45 and $16,399, respectively)		—			—		$	400		$	157,545
Interest		—			—			1			445
Income from Securities Lending, Net		—			—			24			4,860
Expenses Allocated from Affiliated Investment Companies		—			—			(26	)		(6,462	)
Income Distributions Received from Affiliated Investment Companies		—			—			310			—
Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies		—			—			709			156,388
Fund Investment Income
Dividends (Net of Foreign Taxes Withheld of $8,883, $47,038, $0 and $0, respectively)	$	87,724		$	474,278			—			—
Income from Securities Lending, Net		1,040			7,859			—			—
Total Fund Investment Income		88,764			482,137			—			—
Fund Expenses
Investment Management Fees		3,997			30,368			148			14,072
Accounting & Transfer Agent Fees		426			2,389			9			738
Custodian Fees		145			877			—			1
Filing Fees		26			106			10			70
Shareholders’ Reports		61			266			6			309
Directors’/Trustees’ Fees & Expenses		19			105			—			38
Professional Fees		46			245			—			59
Other		104			465			2			73
Total Fund Expenses		4,824			34,821			175			15,360
Fees Waived, Expenses Reimbursed by Advisor (Note C)		—			—			95			—
Fees Paid Indirectly (Note C)		73			—			—			—
Net Expenses		4,751			34,821			80			15,360
Net Investment Income (Loss)		84,013			447,316			629			141,028
Realized and Unrealized Gain (Loss)
Capital Gain Distributions Received from Investment Securities		—			—			688			—
Net Realized Gain (Loss) on:
Investment Securities Sold**		(12,307	)		114,974			—			—
Affiliated Investment Companies Shares Sold		8			59			34			—
Transactions Allocated from Affiliated Investment Company**		—			—			229			72,052
Futures		7,918			32,387			—			17,779
Foreign Currency Transactions		1,170			368			—			—
In-Kind Redemptions		27,888			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		760,667			3,925,435			—			—
Affiliated Investment Companies Shares		2			(13	)		7,558			—
Transactions Allocated from Affiliated Investment Company***		—			—			4,029			1,406,186
Futures		397			5,602			—			(690	)
Translation of Foreign Currency-Denominated Amounts		(605	)		(3,381	)		—			—
Net Realized and Unrealized Gain (Loss)		785,138			4,075,431			12,538			1,495,327
Net Increase (Decrease) in Net Assets Resulting from Operations	$	869,151		$	4,522,747		$	13,167		$	1,636,355

** Net of foreign capital gain taxes withheld of $0, $0, $17 and $0, respectively.

*** Including foreign capital gain taxes of $0, $0, $0 and $0, respectively.

* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

83

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

				Asia Pacific			United			Continental
	Japanese Small			Small			Kingdom Small			Small
	Company			Company			Company			Company
	Portfolio*			Portfolio*			Portfolio*			Portfolio*
Investment Income
Net Investment Income Allocated from Affiliated Investment Companies
Dividends (Net of Foreign Taxes Withheld of $338, $41, $3 and $1,451, respectively)	$	3,041		$	2,363		$	350		$	9,259
Interest		6			6			1			35
Income from Securities Lending, Net		115			149			2			281
Expenses Allocated from Affiliated Investment Companies		(129	)		(94	)		(11	)		(429	)
Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies		3,033			2,424			342			9,146
Fund Expenses
Investment Management Fees		380			276			35			1,300
Accounting & Transfer Agent Fees		22			19			3			74
Filing Fees		9			9			8			10
Shareholders’ Reports		5			4			3			5
Directors’/Trustees’ Fees & Expenses		1			1			—			3
Professional Fees		1			1			—			3
Previously Waived Fees Recovered by Advisor (Note C)		—			—			—			1
Other		1			2			1			2
Total Fund Expenses		419			312			50			1,398
Fees Waived, Expenses Reimbursed by Advisor (Note C)		109			79			10			373
Net Expenses		310			233			40			1,025
Net Investment Income (Loss)		2,723			2,191			302			8,121
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Transactions Allocated from Affiliated Investment Company**		5,612			(11,665	)		(253	)		10,360
Change in Unrealized Appreciation (Depreciation) of:
Transactions Allocated from Affiliated Investment Company***		15,906			30,931			3,978			100,684
Net Realized and Unrealized Gain (Loss)		21,518			19,266			3,725			111,044
Net Increase (Decrease) in Net Assets Resulting from Operations	$	24,241		$	21,457		$	4,027		$	119,165

** Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively.

*** Including foreign capital gain taxes of $0, $0, $0 and $0, respectively.

* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

84

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	DFA
	International			DFA Global			DFA
	Real Estate			Real Estate			International			International
	Securities			Securities			Small Cap			Vector Equity
	Portfolio#			Portfolio#			Value Portfolio#			Portfolio#
Investment Income
Net Investment Income Allocated from Affiliated Investment Companies
Income Distributions Received from Affiliated Investment Companies		—		$	104,602			—			—
Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies		—			104,602			—			—
Fund Investment Income
Dividends (Net of Foreign Taxes Withheld of $12,256, $0, $20,166 and $5,753, respectively)	$	76,005			101,271		$	190,285		$	52,715
Income from Securities Lending, Net		875			241			1,856			1,127
Total Fund Investment Income		76,880			101,512			192,141			53,842
Fund Expenses
Investment Management Fees		4,137			6,831			21,167			5,003
Accounting & Transfer Agent Fees		186			546			819			326
Custodian Fees		177			17			477			166
Filing Fees		17			45			35			21
Shareholders’ Reports		37			153			128			39
Directors’/Trustees’ Fees & Expenses		14			27			38			12
Professional Fees		33			41			89			27
Previously Waived Fees Recovered by Advisor (Note C)		—			2			—			—
Other		74			65			185			83
Total Fund Expenses		4,675			7,727			22,938			5,677
Fees Waived, Expenses Reimbursed by Advisor (Note C)		—			2,371			—			—
Fees Paid Indirectly (Note C)		82			17			—			—
Net Expenses		4,593			5,339			22,938			5,677
Net Investment Income (Loss)		72,287			200,775			169,203			48,165
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		(191,902	)		(98,937	)		177,738			(15,770	)
Affiliated Investment Companies Shares Sold		7			(106,864	)		19			6
Futures		4,438			5,474			16,801			4,842
Foreign Currency Transactions		(387	)		—			3,983			623
In-Kind Redemptions		—			—			—			19,173
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		553,009			504,220			1,350,707			443,122
Affiliated Investment Companies Shares		—			254,053			(2	)		—
Futures		379			(862	)		(573	)		(559	)
Translation of Foreign Currency-Denominated Amounts		223			—			(1,523	)		(357	)
Net Realized and Unrealized Gain (Loss)		365,767			557,084			1,547,150			451,080
Net Increase (Decrease) in Net Assets Resulting from Operations	$	438,054		$	757,859		$	1,716,353		$	499,245

** Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively.

*** Including foreign capital gain taxes of $(3), $0, $0 and $0, respectively.

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

85

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	International
	High Relative						World ex U.S.			World ex U.S.
	Profitability			World ex U.S.			Core Equity			Targeted Value
	Portfolio#			Value Portfolio*			Portfolio #			Portfolio#
Investment Income
Net Investment Income Allocated from Affiliated Investment Companies
Dividends (Net of Foreign Taxes Withheld of $0, $454, $0 and $0, respectively)		—		$	3,961			—			—
Interest		—			24			—			—
Income from Securities Lending, Net		—			65			—			—
Expenses Allocated from Affiliated Investment Companies		—			(226	)		—			—
Income Distributions Received from Affiliated Investment Companies		—			407			—			—
Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies		—			4,231			—			—
Fund Investment Income
Dividends (Net of Foreign Taxes Withheld of $2,496, $0, $5,983 and $961, respectively)	$	22,846			—		$	52,775		$	10,344
Income from Securities Lending, Net		369			—			1,266			174
Total Fund Investment Income		23,215			—			54,041			10,518
Fund Expenses
Investment Management Fees		2,030			414			4,723			1,386
Accounting & Transfer Agent Fees		158			13			317			84
Custodian Fees		45			—			400			112
Filing Fees		20			11			19			24
Shareholders’ Reports		49			5			43			21
Directors’/Trustees’ Fees & Expenses		6			1			13			3
Professional Fees		13			2			57			26
Other		47			1			63			19
Total Fund Expenses		2,368			447			5,635			1,675
Fees Waived, Expenses Reimbursed by Advisor (Note C)		—			241			—			—
Net Expenses		2,368			206			5,635			1,675
Net Investment Income (Loss)		20,847			4,025			48,406			8,843
Realized and Unrealized Gain (Loss)
Capital Gain Distributions Received from Investment Securities		—			27			—			—
Net Realized Gain (Loss) on:
Investment Securities Sold**		16,401			—			1,331			16,434
Affiliated Investment Companies Shares Sold		7			253			10			1
Transactions Allocated from Affiliated Investment Company**		—			2,627			—			—
Futures		471			(19	)		4,840			54
Foreign Currency Transactions		262			—			37			(7	)
In-Kind Redemptions		10,005			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		172,984			—			489,135			79,520
Affiliated Investment Companies Shares		1			2,823			—			—
Transactions Allocated from Affiliated Investment Company***		—			31,142			—			—
Futures		104			—			183			—
Translation of Foreign Currency-Denominated Amounts		(160	)		—			(305	)		(55	)
Net Realized and Unrealized Gain (Loss)		200,075			36,853			495,231			95,947
Net Increase (Decrease) in Net Assets Resulting from Operations	$	220,922		$	40,878		$	543,637		$	104,790

** Net of foreign capital gain taxes withheld of $0, $118, $64 and $364, respectively.

*** Including foreign capital gain taxes of $0, $0, $(6,195) and $(1,127), respectively.

* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

86

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

			Selectively
	World Core		Hedged Global		Emerging			Emerging
	Equity		Equity		Markets			Markets Small
	Portfolio		Portfolio		Portfolio*			Cap Portfolio*
Investment Income
Net Investment Income Allocated from Affiliated Investment Companies
Dividends (Net of Foreign Taxes Withheld of $0, $0, $6,301 and $4,640, respectively)		—		—	$	50,796		$	33,633
Interest		—		—		471			366
Income from Securities Lending, Net		—		—		1,674			5,593
Expenses Allocated from Affiliated Investment Companies		—		—		(3,484	)		(5,378	)
Income Distributions Received from Affiliated Investment Companies	$	10,684	$	2,805		—			—
Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies		10,684		2,805		49,457			34,214
Fund Expenses
Investment Management Fees		1,179		332		6,823			10,402
Accounting & Transfer Agent Fees		70		27		305			283
Custodian Fees		—		4		—			—
Filing Fees		12		12		22			28
Shareholders’ Reports		10		7		77			47
Directors’/Trustees’ Fees & Expenses		4		1		16			14
Professional Fees		6		1		25			23
Previously Waived Fees Recovered by Advisor (Note C)		7		—		—			—
Other		11		4		12			10
Total Fund Expenses		1,299		388		7,280			10,807
Fees Waived, Expenses Reimbursed by Advisor (Note C)		912		268		2,353			4,001
Net Expenses		387		120		4,927			6,806
Net Investment Income (Loss)		10,297		2,685		44,530			27,408
Realized and Unrealized Gain (Loss)
Capital Gain Distributions Received from Affiliated Investment Companies		—		643		—			—
Net Realized Gain (Loss) on:
Affiliated Investment Companies Shares Sold		12,620		6,322		—			—
Transactions Allocated from Affiliated Investment Company**		—		—		16,226			37,348
Futures		—		419		—			—
Forward Currency Contracts		—		606		—			—
Change in Unrealized Appreciation (Depreciation) of:
Affiliated Investment Companies Shares		162,634		36,906		—			—
Transactions Allocated from Affiliated Investment Company***		—		—		590,240			481,073
Futures		—		128		—			—
Forward Currency Contracts		—		338		—			—
Net Realized and Unrealized Gain (Loss)		175,254		45,362		606,466			518,421
Net Increase (Decrease) in Net Assets Resulting from Operations	$	185,551	$	48,047	$	650,996		$	545,829

** Net of foreign capital gain taxes withheld of $0, $0, $3,779 and $7,107, respectively.

*** Including foreign capital gain taxes of $0, $0, $(19,501) and $0, respectively.

* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

87

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

				Emerging
	Emerging			Markets Core			Emerging			Emerging
	Markets Value			Equity			Markets Targeted			Markets ex China Core
	Portfolio*			Portfolio#			Value Portfolio#			Equity Portfolio#
Investment Income
Net Investment Income Allocated from Affiliated Investment Companies
Dividends (Net of Foreign Taxes Withheld of $13,905, $0, $0 and $0, respectively)	$	116,407			—			—			—
Interest		1,488			—			—			—
Income from Securities Lending, Net		5,131			—			—			—
Expenses Allocated from Affiliated Investment Companies		(7,756	)		—			—			—
Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies		115,270			—			—			—
Fund Investment Income
Dividends (Net of Foreign Taxes Withheld of $0, $35,224, $290 and $1,141, respectively)		—		$	263,754		$	2,391		$	8,686
Income from Securities Lending, Net		—			17,306			102			287
Total Fund Investment Income		—			281,060			2,493			8,973
Fund Expenses
Investment Management Fees		20,188			42,078			620			1,181
Accounting & Transfer Agent Fees		499			1,837			30			67
Custodian Fees		—			4,692			93			206
Filing Fees		66			86			12			15
Shareholders’ Reports		114			337			13			12
Directors’/Trustees’ Fees & Expenses		37			87			1			2
Professional Fees		56			235			20			17
Previously Waived Fees Recovered by Advisor (Note C)		—			—			—			26
Other		26			389			7			18
Total Fund Expenses		20,986			49,741			796			1,544
Fees Waived, Expenses Reimbursed by Advisor (Note C)		5,314			—			50			5
Net Expenses		15,672			49,741			746			1,539
Net Investment Income (Loss)		99,598			231,319			1,747			7,434
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		—			8,101			9,079			(5,883	)
Affiliated Investment Companies Shares Sold		—			14			—			—
Transactions Allocated from Affiliated Investment Company**		179,494			—			—			—
Futures		—			29,739			274			517
Foreign Currency Transactions		—			(2,223	)		(96	)		(121	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		—			3,377,554			24,111			112,764
Affiliated Investment Companies Shares		—			4			—			—
Transactions Allocated from Affiliated Investment Company***		1,356,362			—			—			—
Futures		—			4,543			77			—
Translation of Foreign Currency-Denominated Amounts		—			(367	)		(3	)		7
Net Realized and Unrealized Gain (Loss)		1,535,856			3,417,365			33,442			107,284
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,635,454		$	3,648,684		$	35,189		$	114,718

** Net of foreign capital gain taxes withheld of $15,954, $8,744, $464 and $13, respectively.

*** Including foreign capital gain taxes of $0, $(116,580), $(1,277) and $(4,316), respectively.

* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

88

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Large Cap International						International Core						Global Small
	Portfolio						Equity Portfolio						Company Portfolio#
	Six Months			Year			Six Months			Year			Six Months			Year
	Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Apr 30,			Oct 31,			Apr 30,			Oct 31,
	2024			2023			2024			2023			2024			2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	84,013		$	170,307		$	447,316		$	947,098		$	629		$	1,568
Capital Gain Distributions Received from Investment Securities		—			—			—			—			688			1,919
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		(12,307	)		(69,911	)		114,974			(162,570	)		—			—
Affiliated Investment Companies Shares Sold		8			13			59			120			34			(937	)
Transactions Allocated from Affiliated Investment Company*,**		—			—			—			—			229			(481	)
Futures		7,918			8,432			32,387			32,560			—			—
Foreign Currency Transactions		1,170			91			368			(2,848	)		—			—
In-Kind Redemptions		27,888			—			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		760,667			582,750			3,925,435			2,887,117			—			—
Affiliated Investment Companies Shares		2			91			(13	)		607			7,558			(3,170	)
Transactions Allocated from Affiliated Investment Company***,****		—			—			—			—			4,029			3,483
Futures		397			(3,575	)		5,602			(19,076	)		—			—
Translation of Foreign Currency-Denominated Amounts		(605	)		934			(3,381	)		7,274			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		869,151			689,132			4,522,747			3,690,282			13,167			2,382
Distributions:
Institutional Class Shares		(77,001	)		(153,335	)		(394,015	)		(813,378	)		(2,238	)		(1,067	)
Capital Share Transactions (1):
Shares Issued		403,714			812,786			1,825,976			3,267,486			11,401			8,814
Shares Issued in Lieu of Cash Distributions		69,240			139,664			378,683			782,611			2,237			1,067
Shares Redeemed		(521,814	)		(1,190,458	)		(2,615,492	)		(5,765,854	)		(8,267	)		(20,517	)
Net Increase (Decrease) from Capital Share Transactions		(48,860	)		(238,008	)		(410,833	)		(1,715,757	)		5,371			(10,636	)
Total Increase (Decrease) in Net Assets		743,290			297,789			3,717,899			1,161,147			16,300			(9,321	)
Net Assets
Beginning of Period		5,118,467			4,820,678			27,369,353			26,208,206			73,599			82,920
End of Period	$	5,861,757		$	5,118,467		$	31,087,252		$	27,369,353		$	89,899		$	73,599
(1) Shares Issued and Redeemed:
Shares Issued		15,307			33,599			120,703			230,239			795			660
Shares Issued in Lieu of Cash Distributions		2,692			5,698			25,626			55,029			160			82
Shares Redeemed		(19,830	)		(48,975	)		(172,929	)		(407,698	)		(580	)		(1,532	)
Net Increase (Decrease) from Shares Issued and Redeemed		(1,831	)		(9,678	)		(26,600	)		(122,430	)		375			(790	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $0 and $17, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $0 and $20, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

89

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	International Small						Japanese Small						Asia Pacific Small
	Company Portfolio#						Company Portfolio#						Company Portfolio#
	Six Months			Year			Six Months			Year			Six Months			Year
	Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Apr 30,			Oct 31,			Apr 30,			Oct 31,
	2024			2023			2024			2023			2024			2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	141,028		$	306,140		$	2,723		$	6,022		$	2,191		$	8,891
Net Realized Gain (Loss) on:
Transactions Allocated from Affiliated Investment Company*,**		72,052			(124,598	)		5,612			6,571			(11,665	)		(14,428	)
Futures		17,779			11,496			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Transactions Allocated from Affiliated Investment Company***,****		1,406,186			818,605			15,906			32,438			30,931			11,518
Futures		(690	)		(4,080	)		—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		1,636,355			1,007,563			24,241			45,031			21,457			5,981
Distributions:
Institutional Class Shares		(139,936	)		(431,764	)		(13,108	)		(15,684	)		(8,400	)		(23,333	)
Capital Share Transactions (1):
Shares Issued		1,038,791			1,772,616			7,700			25,805			1,057			5,937
Shares Issued in Lieu of Cash Distributions		137,027			422,678			13,106			15,682			8,396			23,330
Shares Redeemed		(936,114	)		(2,045,701	)		(65,289	)		(89,765	)		(40,697	)		(78,905	)
Net Increase (Decrease) from Capital Share Transactions		239,704			149,593			(44,483	)		(48,278	)		(31,244	)		(49,638	)
Total Increase (Decrease) in Net Assets		1,736,123			725,392			(33,350	)		(18,931	)		(18,187	)		(66,990	)
Net Assets
Beginning of Period		10,045,487			9,320,095			248,620			267,551			163,212			230,202
End of Period	$	11,781,610		$	10,045,487		$	215,270		$	248,620		$	145,025		$	163,212
(1) Shares Issued and Redeemed:
Shares Issued		54,617			98,891			350			1,223			62			339
Shares Issued in Lieu of Cash Distributions		7,372			23,765			613			793			507			1,295
Shares Redeemed		(49,586	)		(113,530	)		(3,003	)		(4,473	)		(2,442	)		(4,601	)
Net Increase (Decrease) from Shares Issued and Redeemed		12,403			9,126			(2,040	)		(2,457	)		(1,873	)		(2,967	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $0 and $0, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

90

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	United Kingdom Small Company Portfolio#						Continental Small Company Portfolio#						DFA International Real Estate Securities Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	302		$	738		$	8,121		$	20,803		$	72,287		$	190,754
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		—			—			—			—			(191,902	)		(375,885	)
Affiliated Investment Companies Shares Sold		—			—			—			—			7			39
Transactions Allocated from Affiliated Investment Company*,**		(253	)		(1,041	)		10,360			(6,379	)		—			—
Futures		—			—			—			—			4,438			1,094
Foreign Currency Transactions		—			—			—			—			(387	)		(927	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		—			—			—			—			553,009			106,639
Affiliated Investment Companies Shares		—			—			—			—			—			76
Transactions Allocated from Affiliated Investment Company***,****		3,978			2,081			100,684			59,050			—			—
Futures		—			—			—			—			379			(2,577	)
Translation of Foreign Currency-Denominated Amounts		—			—			—			—			223			814
Net Increase (Decrease) in Net Assets Resulting from Operations		4,027			1,778			119,165			73,474			438,054			(79,973	)
Distributions:
Institutional Class Shares		(430	)		(438	)		(4,345	)		(21,516	)		(185,455	)		—
Capital Share Transactions (1):
Shares Issued		243			2,748			4,954			6,810			150,691			430,896
Shares Issued in Lieu of Cash Distributions		430			438			4,345			21,515			79,570			—
Shares Redeemed		(2,470	)		(4,226	)		(14,324	)		(39,586	)		(705,145	)		(1,289,028	)
Net Increase (Decrease) from Capital Share Transactions		(1,797	)		(1,040	)		(5,025	)		(11,261	)		(474,884	)		(858,132	)
Total Increase (Decrease) in Net Assets		1,800			300			109,795			40,697			(222,285	)		(938,105	)
Net Assets
Beginning of Period		18,698			18,398			657,020			616,323			3,514,043			4,452,148
End of Period	$	20,498		$	18,698		$	766,815		$	657,020		$	3,291,758		$	3,514,043
(1) Shares Issued and Redeemed:
Shares Issued		10			120			168			243			42,349			117,557
Shares Issued in Lieu of Cash Distributions		18			19			152			775			22,799			—
Shares Redeemed		(102	)		(181	)		(504	)		(1,391	)		(198,514	)		(355,417	)
Net Increase (Decrease) from Shares Issued and Redeemed		(74	)		(42	)		(184	)		(373	)		(133,366	)		(237,860	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $0 and $0, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $(3), respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

91

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA Global Real Estate Securities Portfolio						DFA International Small Cap Value Portfolio						International Vector Equity Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	200,775		$	165,245		$	169,203		$	360,600		$	48,165		$	102,890
Capital Gain Distributions Received from Investment Securities		—			8,561			—			—			—			—
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		(98,937	)		30,694			177,738			94,798			(15,770	)		(37,192	)
Affiliated Investment Companies Shares Sold		(106,864	)		(56,378	)		19			18			6			(2	)
Futures		5,474			935			16,801			12,515			4,842			1,361
Foreign Currency Transactions.		—			—			3,983			(43	)		623			(374	)
In-Kind Redemptions		—			—			—			—			19,173			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		504,220			(590,759	)		1,350,707			1,270,150			443,122			348,448
Affiliated Investment Companies Shares		254,053			18,711			(2	)		120			—			65
Futures		(862	)		(1,144	)		(573	)		(5,611	)		(559	)		(755	)
Translation of Foreign Currency-Denominated Amounts		—			—			(1,523	)		1,733			(357	)		446
Net Increase (Decrease) in Net Assets Resulting from Operations		757,859			(424,135	)		1,716,353			1,734,280			499,245			414,887
Distributions:
Institutional Class Shares		(252,366	)		(427,031	)		(216,294	)		(325,253	)		(54,275	)		(87,142	)
Capital Share Transactions (1):
Shares Issued		686,671			1,700,976			332,822			797,051			138,673			255,188
Shares Issued in Lieu of Cash Distributions		240,943			409,942			184,971			279,530			53,900			86,542
Shares Redeemed		(1,248,101	)		(2,468,944	)		(850,154	)		(2,108,611	)		(240,873	)		(520,271	)
Net Increase (Decrease) from Capital Share Transactions		(320,487	)		(358,026	)		(332,361	)		(1,032,030	)		(48,300	)		(178,541	)
Total Increase (Decrease) in Net Assets		185,006			(1,209,192	)		1,167,698			376,997			396,670			149,204
Net Assets
Beginning of Period		6,661,881			7,871,073			10,041,697			9,664,700			3,032,135			2,882,931
End of Period	$	6,846,887		$	6,661,881		$	11,209,395		$	10,041,697		$	3,428,805		$	3,032,135
(1) Shares Issued and Redeemed:
Shares Issued		69,929			174,511			15,846			40,801			10,468			20,731
Shares Issued in Lieu of Cash Distributions		24,143			40,790			9,146			14,462			4,155			7,002
Shares Redeemed		(127,432	)		(252,569	)		(40,455	)		(107,327	)		(18,289	)		(42,435	)
Net Increase (Decrease) from Shares Issued and Redeemed		(33,360	)		(37,268	)		(15,463	)		(52,064	)		(3,666	)		(14,702	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $0 and $0, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

See accompanying Notes to Financial Statements.

92

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	International High Relative Profitability Portfolio						World ex U.S. Value Portfolio#						World ex U.S. Core Equity Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	20,847		$	45,066		$	4,025		$	10,060		$	48,406		$	111,651
Capital Gain Distributions Received from Investment Securities		—			—			27			—			—			—
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		16,401			(21,646	)		—			—			1,331			(55,925	)
Affiliated Investment Companies Shares Sold		7			5			253			5			10			(11	)
Transactions Allocated from Affiliated Investment Company*,**		—			—			2,627			(1,412	)		—			—
Futures		471			1,386			(19	)		—			4,840			3,739
Foreign Currency Transactions		262			222			—			—			37			(264	)
In-Kind Redemptions		10,005			—			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		172,984			202,380			—			—			489,135			386,976
Affiliated Investment Companies Shares		1			41			2,823			2,376			—			71
Transactions Allocated from Affiliated Investment Company***,****		—			—			31,142			22,935			—			—
Futures		104			(104	)		—			—			183			(2,058	)
Translation of Foreign Currency-Denominated Amounts		(160	)		285			—			—			(305	)		481
Net Increase (Decrease) in Net Assets Resulting from Operations		220,922			227,635			40,878			33,964			543,637			444,660
Distributions:
Institutional Class Shares		(14,501	)		(42,438	)		(4,259	)		(9,912	)		(46,828	)		(109,998	)
Capital Share Transactions (1):
Shares Issued		118,444			195,267			14,776			60,584			363,379			368,722
Shares Issued in Lieu of Cash Distributions		14,106			41,363			4,059			9,463			46,632			109,530
Shares Redeemed		(225,012	)		(554,983	)		(25,993	)		(46,673	)		(277,481	)		(591,265	)
Net Increase (Decrease) from Capital Share Transactions		(92,462	)		(318,353	)		(7,158	)		23,374			132,530			(113,013	)
Total Increase (Decrease) in Net Assets		113,959			(133,156	)		29,461			47,426			629,339			221,649
Net Assets
Beginning of Period		1,473,478			1,606,634			241,685			194,259			3,343,709			3,122,060
End of Period	$	1,587,437		$	1,473,478		$	271,146		$	241,685		$	3,973,048		$	3,343,709
(1) Shares Issued and Redeemed:
Shares Issued		9,287			16,750			1,190			5,308			28,616			30,772
Shares Issued in Lieu of Cash Distributions		1,098			3,496			334			809			3,707			9,134
Shares Redeemed		(17,726	)		(47,502	)		(2,104	)		(3,973	)		(21,806	)		(49,377	)
Net Increase (Decrease) from Shares Issued and Redeemed		(7,341	)		(27,256	)		(580	)		2,144			10,517			(9,471	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $118 and $64, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $85 and $174, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $(6,195), respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $(3,037), respectively.

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

93

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	World ex U.S. Targeted Value Portfolio						World Core Equity Portfolio						Selectively Hedged Global Equity Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	8,843		$	20,581		$	10,297		$	19,797		$	2,685		$	5,621
Capital Gain Distributions Received from Investment Securities		—			—			—			13,934			643			4,197
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		16,434			(12,795	)		—			—			—			—
Affiliated Investment Companies Shares Sold		1			1			12,620			(1,692	)		6,322			7,967
Futures		54			423			—			—			419			263
Foreign Currency Transactions		(7	)		(77	)		—			—			—			—
Forward Currency Contracts		—			—			—			—			606			(418	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		79,520			81,912			—			—			—			—
Affiliated Investment Companies Shares		—			1			162,634			60,732			36,906			8,278
Futures		—			—			—			—			128			(91	)
Translation of Foreign Currency-Denominated Amounts		(55	)		87			—			—			—			—
Forward Currency Contracts		—			—			—			—			338			344
Net Increase (Decrease) in Net Assets Resulting from Operations		104,790			90,133			185,551			92,771			48,047			26,161
Distributions:
Institutional Class Shares		(5,450	)		(19,463	)		(21,899	)		(33,264	)		(16,496	)		(24,285	)
Capital Share Transactions (1):
Shares Issued		19,324			87,117			34,839			84,179			8,946			20,252
Shares Issued in Lieu of Cash Distributions		5,444			19,439			18,712			28,882			16,391			24,140
Shares Redeemed		(48,566	)		(107,529	)		(106,589	)		(163,853	)		(26,903	)		(61,646	)
Net Increase (Decrease) from Capital Share Transactions		(23,798	)		(973	)		(53,038	)		(50,792	)		(1,566	)		(17,254	)
Total Increase (Decrease) in Net Assets		75,542			69,697			110,614			8,715			29,985			(15,378	)
Net Assets
Beginning of Period		637,254			567,557			957,732			949,017			255,330			270,708
End of Period	$	712,796		$	637,254		$	1,068,346		$	957,732		$	285,315		$	255,330
(1) Shares Issued and Redeemed:
Shares Issued		1,406			6,858			1,592			4,274			448			1,108
Shares Issued in Lieu of Cash Distributions		398			1,517			874			1,471			871			1,379
Shares Redeemed		(3,518	)		(8,458	)		(4,721	)		(8,261	)		(1,378	)		(3,346	)
Net Increase (Decrease) from Shares Issued and Redeemed		(1,714	)		(83	)		(2,255	)		(2,516	)		(59	)		(859	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $364, $0 and $0, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $203, $0 and $0, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $(1,127), $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $(877), $0 and $0, respectively.

See accompanying Notes to Financial Statements.

94

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Emerging Markets Portfolio#						Emerging Markets Small Cap Portfolio#						Emerging Markets Value Portfolio#
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	44,530		$	139,980		$	27,408		$	102,728		$	99,598		$	425,751
Net Realized Gain (Loss) on:
Transactions Allocated from Affiliated Investment Company*,**		16,226			(73,267	)		37,348			(49,702	)		179,494			14,022
Change in Unrealized Appreciation (Depreciation) of:
Transactions Allocated from Affiliated Investment Company***,****		590,240			442,787			481,073			476,925			1,356,362			1,068,150
Net Increase (Decrease) in Net Assets Resulting from Operations		650,996			509,500			545,829			529,951			1,635,454			1,507,923
Distributions:
Institutional Class Shares		(71,182	)		(141,785	)		(59,086	)		(166,834	)		(218,902	)		(411,459	)
Capital Share Transactions (1):
Shares Issued		404,530			658,031			189,585			411,134			427,643			1,241,262
Shares Issued in Lieu of Cash Distributions		68,598			136,792			54,774			155,308			208,342			393,166
Shares Issued upon Conversion from Class R2		—			—			—			—			—			18,520
Shares Redeemed		(412,236	)		(774,254	)		(490,285	)		(637,349	)		(1,237,223	)		(2,425,659	)
Net Increase (Decrease) from Capital Share Transactions		60,892			20,569			(245,926	)		(70,907	)		(601,238	)		(772,711	)
Total Increase (Decrease) in Net Assets		640,706			388,284			240,817			292,210			815,314			323,753
Net Assets
Beginning of Period		4,327,065			3,938,781			3,804,119			3,511,909			9,936,834			9,613,081
End of Period	$	4,967,771		$	4,327,065		$	4,044,936		$	3,804,119		$	10,752,148		$	9,936,834
(1) Shares Issued and Redeemed:
Shares Issued		14,838			24,952			8,435			19,271			14,706			44,938
Shares Issued in Lieu of Cash Distributions		2,587			5,259			2,473			7,416			7,375			14,282
Shares Issued upon Conversion from Class R2		—			—			—			—			—			644
Shares Redeemed		(15,124	)		(29,645	)		(21,749	)		(30,005	)		(42,243	)		(88,320	)
Net Increase (Decrease) from Shares Issued and Redeemed		2,301			566			(10,841	)		(3,318	)		(20,162	)		(28,456	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $3,779, $7,107 and $15,954, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $5,794, $7,714 and $11,991, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $(19,501), $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $(2,421), $0 and $0, respectively.

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

95

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Emerging Markets Core						Emerging Markets Targeted						Emerging Markets ex China Core
	Equity Portfolio						Value Portfolio						Equity Portfolio
	Six Months			Year			Six Months			Year			Six Months			Year
	Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Apr 30,			Oct 31,			Apr 30,			Oct 31,
	2024			2023			2024			2023			2024			2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	231,319		$	767,911		$	1,747		$	5,626		$	7,434		$	15,278
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		8,101			(303,346	)		9,079			4,557			(5,883	)		(8,988	)
Affiliated Investment Companies Shares Sold		14			24			—			1			—			—
Futures		29,739			21,786			274			254			517			249
Foreign Currency Transactions		(2,223	)		(3,910	)		(96	)		(99	)		(121	)		23
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		3,377,554			2,793,280			24,111			18,390			112,764			52,097
Affiliated Investment Companies Shares		4			172			—			1			—			3
Futures		4,543			(15,235	)		77			(98	)		—			—
Translation of Foreign Currency-Denominated Amounts		(367	)		(119	)		(3	)		3			7			(6	)
Net Increase (Decrease) in Net Assets Resulting from Operations		3,648,684			3,260,563			35,189			28,635			114,718			58,656
Distributions:
Institutional Class Shares.		(405,001	)		(718,790	)		(12,223	)		(8,593	)		(7,125	)		(14,175	)
Capital Share Transactions (1):
Shares Issued		2,447,682			3,784,373			23,206			40,849			204,455			236,642
Shares Issued in Lieu of Cash Distributions		386,656			685,310			11,989			8,389			6,337			12,679
Shares Redeemed		(2,128,598	)		(4,985,104	)		(32,581	)		(40,028	)		(55,835	)		(147,159	)
Net Increase (Decrease) from Capital Share Transactions		705,740			(515,421	)		2,614			9,210			154,957			102,162
Total Increase (Decrease) in Net Assets		3,949,423			2,026,352			25,580			29,252			262,550			146,643
Net Assets
Beginning of Period		22,994,927			20,968,575			219,178			189,926			571,090			424,447
End of Period	$	26,944,350		$	22,994,927		$	244,758		$	219,178		$	833,640		$	571,090
(1) Shares Issued and Redeemed:
Shares Issued		110,566			180,050			2,128			3,944			20,801			27,058
Shares Issued in Lieu of Cash Distributions		17,916			32,622			1,134			836			662			1,440
Shares Redeemed		(96,123	)		(237,918	)		(3,002	)		(3,874	)		(5,646	)		(16,908	)
Net Increase (Decrease) from Shares Issued and Redeemed.		32,359			(25,246	)		260			906			15,817			11,590

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $8,744, $464 and $13, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $17,503, $306 and $12, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $(116,580), $(1,277) and $(4,316), respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $(44,763), $(826) and $(1,977), respectively.

See accompanying Notes to Financial Statements.

96

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Large Cap International Portfolio																		International Core Equity Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	23.34		$	21.06		$	27.63		$	20.90		$	22.78		$	21.29		$	13.53		$	12.22		$	16.35		$	12.08		$	13.19 $			12.65
Income from Investment Operations (A)
Net Investment Income (Loss)		0.38			0.76			0.78			0.70			0.49			0.70			0.22			0.46			0.47			0.40			0.28			0.41
Net Gains (Losses) on Securities (Realized and Unrealized)		3.59			2.22			(6.54	)		6.70			(1.87	)		1.47			2.03			1.25			(4.07	)		4.24			(1.11	)		0.53
Total from Investment Operations		3.97			2.98			(5.76	)		7.40			(1.38	)		2.17			2.25			1.71			(3.60	)		4.64			(0.83	)		0.94
Less Distributions:
Net Investment Income		(0.35	)		(0.70	)		(0.81	)		(0.67	)		(0.50	)		(0.68	)		(0.20	)		(0.40	)		(0.53	)		(0.37	)		(0.28	)		(0.40	)
Total Distributions		(0.35	)		(0.70	)		(0.81	)		(0.67	)		(0.50	)		(0.68	)		(0.20	)		(0.40	)		(0.53	)		(0.37	)		(0.28	)		(0.40	)
Net Asset Value, End of Period	$	26.96		$	23.34		$	21.06		$	27.63		$	20.90		$	22.78		$	15.58		$	13.53		$	12.22		$	16.35		$	12.08		$	13.19
Total Return		17.10	%(B)		14.00	%		(21.12	%)		35.55	%		(6.05	%)		10.38	%		16.68	%(B)		13.84	%		(22.29	%)		38.56	%		(6.32	%)		7.67	%
Net Assets, End of Period (thousands)	$	5,861,757		$	5,118,467		$	4,820,678		$	6,032,181		$	4,700,488		$	5,356,475		$	31,087,252		$	27,369,353		$	26,208,206		$	34,629,583		$	24,965,561		$	30,559,427
Ratio of Expenses to Average Net Assets		0.17	%(C)		0.17	%		0.17	%		0.19	%		0.22	%		0.23	%		0.23	%(C)		0.23	%		0.24	%		0.25	%		0.30	%		0.29	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly)		0.17	%(C)		0.17	%		0.17	%		0.19	%		0.23	%		0.24	%		0.23	%(C)		0.23	%		0.24	%		0.25	%		0.30	%		0.31	%
Ratio of Net Investment Income to Average Net Assets		2.94	%(C)		3.12	%		3.17	%		2.65	%		2.31	%		3.22	%		2.95	%(C)		3.21	%		3.27	%		2.56	%		2.24	%		3.21	%
Portfolio Turnover Rate		5	%(B)		8	%		9	%		14	%		19	%		7	%		6	%(B)		9	%		11	%		8	%		4	%		6	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

97

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Global Small Company Portfolio																		International Small Company Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	12.62		$	12.52		$	15.52		$	10.50		$	11.07		$	10.73		$	16.90		$	15.93		$	23.29		$	16.84		$	18.21		$	18.46
Income from Investment Operations (A)
Net Investment Income (Loss)		—			0.24			0.23			0.22			0.15			0.18			0.24			0.52			0.54			0.41			0.33			0.43
Net Gains (Losses) on Securities (Realized and Unrealized)		2.13			0.02			(2.68	)		4.97			(0.55	)		0.27			2.52			1.19			(6.44	)		6.42			(0.93	)		0.58
Total from Investment Operations		2.13			0.26			(2.45	)		5.19			(0.40	)		0.45			2.76			1.71			(5.90	)		6.83			(0.60	)		1.01
Less Distributions:
Net Investment Income		(0.26	)		(0.16	)		(0.25	)		(0.17	)		(0.17	)		(0.11	)		(0.24	)		(0.53	)		(0.67	)		(0.38	)		(0.37	)		(0.44	)
Net Realized Gains		—			—			(0.30	)		—			—			—			—			(0.21	)		(0.79	)		—			(0.40	)		(0.82	)
Total Distributions		(0.26	)		(0.16	)		(0.55	)		(0.17	)		(0.17	)		(0.11	)		(0.24	)		(0.74	)		(1.46	)		(0.38	)		(0.77	)		(1.26	)
Net Asset Value, End of Period	$	14.49		$	12.62		$	12.52		$	15.52		$	10.50		$	11.07		$	19.42		$	16.90		$	15.93		$	23.29		$	16.84		$	18.21
Total Return		17.88	%(B)		2.05	%		(16.32	%)		49.81	%		(3.75	%)		4.29	%		16.37	%(B)		10.58	%		(26.55	%)		40.83	%		(3.64	%)		6.44	%
Net Assets, End of Period (thousands)	$	89,899		$	73,599		$	82,920		$	99,631		$	43,568		$	41,286		$	11,781,610		$	10,045,487		$	9,320,095		$	13,465,853		$	10,148,132		$	12,750,110
Ratio of Expenses to Average Net Assets *		0.42	%(C)		0.42	%		0.44	%		0.47	%		0.47	%		0.49	%		0.39	%(C)		0.39	%		0.41	%		0.46	%		0.53	%		0.54	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) *		0.65	%(C)		0.64	%		0.66	%		0.71	%		0.85	%		0.93	%		0.39	%(C)		0.39	%		0.41	%		0.46	%		0.53	%		0.54	%
Ratio of Net Investment Income to Average Net Assets		1.49	%(C)		1.81	%		1.66	%		1.49	%		1.50	%		1.69	%		2.51	%(C)		2.89	%		2.79	%		1.90	%		1.96	%		2.44	%
* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio’s investment in Underlying Funds as follows:		0.22	%(C)		0.22	%		0.22	%		0.24	%		0.27	%		0.27	%		0.12	%(C)		0.12	%		0.12	%		0.12	%		0.12	%		0.12	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

98

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Japanese Small Company Portfolio																		Asia Pacific Small Company Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	20.96		$	18.69		$	25.80		$	23.39		$	24.89		$	25.70		$	15.90		$	17.39		$	26.94		$	20.13		$	21.11		$	20.83
Income from Investment Operations (A)
Net Investment Income (Loss)		0.27			0.49			0.48			0.44			0.40			0.45			0.24			0.73			0.84			0.75			0.75			0.77
Net Gains (Losses) on Securities (Realized and Unrealized)		2.11			2.87			(6.33	)		2.51			(0.91	)		0.37			1.96			(0.46	)		(7.40	)		6.74			(0.77	)		0.19
Total from Investment Operations		2.38			3.36			(5.85	)		2.95			(0.51	)		0.82			2.20			0.27			(6.56	)		7.49			(0.02	)		0.96
Less Distributions:
Net Investment Income		(1.03	)		(0.26	)		(0.53	)		(0.54	)		(0.61	)		(0.28	)		(0.82	)		(0.75	)		(1.07	)		(0.68	)		(0.96	)		(0.68	)
Net Realized Gains		(0.39	)		(0.83	)		(0.73	)		—			(0.38	)		(1.35	)		—			(1.01	)		(1.92	)		—			—			—
Total Distributions		(1.42	)		(1.09	)		(1.26	)		(0.54	)		(0.99	)		(1.63	)		(0.82	)		(1.76	)		(2.99	)		(0.68	)		(0.96	)		(0.68	)
Net Asset Value, End of Period	$	21.92		$	20.96		$	18.69		$	25.80		$	23.39		$	24.89		$	17.28		$	15.90		$	17.39		$	26.94		$	20.13		$	21.11
Total Return		11.52	%(B)		18.33	%		(23.79	%)		12.66	%		(2.32	%)		4.01	%		14.06	%(B)		0.37	%		(26.90	%)		37.81	%		(0.23	%)		4.81	%
Net Assets, End of Period (thousands)	$	215,270		$	248,620		$	267,551		$	379,837		$	466,696		$	640,068		$	145,025		$	163,212		$	230,202		$	381,490		$	378,682		$	340,649
Ratio of Expenses to Average Net Assets (D)		0.40	%(C)		0.40	%		0.42	%		0.47	%		0.54	%		0.55	%		0.41	%(C)		0.40	%		0.42	%		0.48	%		0.54	%		0.57	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (D)		0.50	%(C)		0.50	%		0.52	%		0.57	%		0.64	%		0.65	%		0.51	%(C)		0.50	%		0.52	%		0.58	%		0.64	%		0.67	%
Ratio of Net Investment Income to Average Net Assets		2.51	%(C)		2.33	%		2.24	%		1.69	%		1.74	%		1.91	%		2.77	%(C)		4.08	%		3.95	%		3.01	%		3.92	%		3.65	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

99

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	United Kingdom Small Company Portfolio																		Continental Small Company Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	21.17		$	19.89		$	31.72		$	21.35		$	27.85		$	26.95		$	25.68		$	23.75		$	35.27		$	23.82		$	24.84		$	24.37
Income from Investment Operations (A)
Net Investment Income (Loss)		0.36			0.82			0.94			0.58			0.43			0.76			0.32			0.81			0.76			0.57			0.40			0.55
Net Gains (Losses) on Securities (Realized and Unrealized)		4.29			0.96			(11.25	)		10.31			(4.00	)		1.68			4.36			1.96			(10.80	)		11.45			(1.04	)		1.23
Total from Investment Operations		4.65			1.78			(10.31	)		10.89			(3.57	)		2.44			4.68			2.77			(10.04	)		12.02			(0.64	)		1.78
Less Distributions:
Net Investment Income		(0.50	)		(0.50	)		(0.97	)		(0.52	)		(0.68	)		(0.47	)		(0.17	)		(0.84	)		(0.80	)		(0.57	)		(0.38	)		(0.51	)
Net Realized Gains		—			—			(0.55	)		—			(2.25	)		(1.07	)		—			—			(0.68	)		—			—			(0.80	)
Total Distributions		(0.50	)		(0.50	)		(1.52	)		(0.52	)		(2.93	)		(1.54	)		(0.17	)		(0.84	)		(1.48	)		(0.57	)		(0.38	)		(1.31	)
Net Asset Value, End of Period	$	25.32		$	21.17		$	19.89		$	31.72		$	21.35		$	27.85		$	30.19		$	25.68		$	23.75		$	35.27		$	23.82		$	24.84
Total Return		22.13	%(B)		8.78	%		(33.62	%)		51.31	%		(15.27	%)		10.14	%		18.26	%(B)		11.43	%		(29.26	%)		50.70	%		(2.63	%)		7.94	%
Net Assets, End of Period (thousands)	$	20,498		$	18,698		$	18,398		$	44,133		$	16,867		$	26,540		$	766,815		$	657,020		$	616,323		$	867,759		$	537,744		$	657,105
Ratio of Expenses to Average Net Assets (D)		0.51	%(C)		0.51	%		0.56	%		0.59	%		0.59	%		0.59	%		0.39	%(C)		0.39	%		0.42	%		0.47	%		0.54	%		0.56	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (D)		0.61	%(C)		0.61	%		0.66	%		0.74	%		0.86	%		0.82	%		0.49	%(C)		0.49	%		0.52	%		0.57	%		0.64	%		0.66	%
Ratio of Net Investment Income to Average Net Assets		3.01	%(C)		3.50	%		3.62	%		1.88	%		1.89	%		2.92	%		2.19	%(C)		2.88	%		2.61	%		1.76	%		1.68	%		2.30	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

100

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA International Real Estate Securities Portfolio																		DFA Global Real Estate Securities Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	3.26		$	3.38		$	5.04		$	3.77		$	5.61		$	4.85		$	8.76		$	9.86		$	13.29		$	9.57		$	12.71		$	10.71
Income from Investment Operations (A)
Net Investment Income (Loss)		0.07			0.16			0.15			0.16			0.15			0.20			0.27			0.21			0.49			0.16			0.68			0.34	**
Net Gains (Losses) on Securities (Realized and Unrealized)		0.34			(0.28	)		(1.44	)		1.11			(1.35	)		0.83			0.72			(0.76	)		(3.32	)		3.80			(3.00	)		2.16	**
Total from Investment Operations		0.41			(0.12	)		(1.29	)		1.27			(1.20	)		1.03			0.99			(0.55	)		(2.83	)		3.96			(2.32	)		2.50
Less Distributions:
Net Investment Income		(0.19	)		—			(0.37	)		—			(0.64	)		(0.27	)		(0.34	)		(0.14	)		(0.48	)		(0.20	)		(0.70	)		(0.50	)
Net Realized Gains		—			—			—			—			—			—			—			(0.41	)		(0.12	)		(0.04	)		(0.12	)		(—	)
Total Distributions		(0.19	)		—			(0.37	)		—			(0.64	)		(0.27	)		(0.34	)		(0.55	)		(0.60	)		(0.24	)		(0.82	)		(0.50	)
Net Asset Value, End of Period	$	3.48		$	3.26		$	3.38 $			5.04		$	3.77		$	5.61		$	9.41		$	8.76		$	9.86		$	13.29		$	9.57		$	12.71
Total Return		12.51	%(B)		(3.55	%)		(27.50	%)		33.69	%		(23.98	%)		22.54	%		11.13	%(B)		(6.27	%)		(22.34	%)		42.08	%		(19.28	%)		24.55	%
Net Assets, End of Period (thousands)	$	3,291,758		$	3,514,043		$	4,452,148		$	5,987,464		$	4,646,848		$	6,297,963		$	6,846,887		$	6,661,881		$	7,871,073		$	10,537,586		$	7,225,825		$	9,269,011
Ratio of Expenses to Average Net Assets*		0.27	%(C)		0.26	%		0.27	%		0.27	%		0.26	%0.27%					0.22	%(C)(E)		0.23	%(E)		0.24	%(E)		0.24	%(E)		0.24	%(E)		0.24	%(E)
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) *		0.27	%(C)		0.27	%		0.27	%		0.27	%		0.27	%		0.28	%		0.29	%(C)(E)		0.31	%(E)		0.33	%(E)		0.34	%(E)		0.34	%(E)		0.35	%(E)
Ratio of Net Investment Income to Average Net Assets		4.19	%(C)		4.30	%		3.67	%		3.29	%		3.61	%		4.01	%		5.58	%(C)		2.12	%		4.14	%		1.33	%		6.44	%		2.95	%**
Portfolio Turnover Rate		3	%(B)		6	%		6	%		8	%		12	%		8	%		2	%(B)		0	%		1	%		1	%		0	%		0	%
* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio’s investment in Underlying Funds as follows:		N/A			N/A			N/A			N/A			N/A			N/A			0.07	%(C)		0.09	%		0.10	%		0.11	%		0.12	%		0.13	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

101

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA International Small Cap Value Portfolio																		International Vector Equity Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	19.20		$	16.81		$	22.14		$	15.65		$	18.58		$	19.24		$	11.87		$	10.67		$	14.51		$	10.42		$	11.62		$	11.74
Income from Investment Operations (A)
Net Investment Income (Loss)		0.33			0.66			0.61			0.44			0.33			0.45			0.19			0.40			0.40			0.32			0.23			0.33
Net Gains (Losses) on Securities (Realized and Unrealized)		2.97			2.33			(5.05	)		6.48			(2.65	)		(0.01	)		1.77			1.14			(3.52	)		4.06			(1.20	)		0.24
Total from Investment Operations		3.30			2.99			(4.44	)		6.92			(2.32	)		0.44			1.96			1.54			(3.12	)		4.38			(0.97	)		0.57
Less Distributions:
Net Investment Income		(0.39	)		(0.60	)		(0.73	)		(0.43	)		(0.32	)		(0.48	)		(0.21	)		(0.34	)		(0.45	)		(0.29	)		(0.23	)		(0.34	)
Net Realized Gains		(0.03	)		—			(0.16	)		—			(0.29	)		(0.62	)		—			—			(0.27	)		—			—			(0.35	)
Total Distributions		(0.42	)		(0.60	)		(0.89	)		(0.43	)		(0.61	)		(1.10	)		(0.21	)		(0.34	)		(0.72	)		(0.29	)		(0.23	)		(0.69	)
Net Asset Value, End of Period	$	22.08		$	19.20		$	16.81		$	22.14		$	15.65		$	18.58		$	13.62		$	11.87		$	10.67		$	14.51		$	10.42		$	11.62
Total Return		17.37	%(B)		17.80	%		(20.53	%)		44.61	%		(13.03	%)		2.94	%		16.64	%(B)		14.34	%		(22.16	%)		42.24	%		(8.41	%)		5.49	%
Net Assets, End of Period (thousands)	$	11,209,395		$	10,041,697		$	9,664,700		$	12,784,711		$	9,887,928		$	13,428,084		$	3,428,805		$	3,032,135		$	2,882,931		$	3,716,790		$	2,722,859		$	2,578,134
Ratio of Expenses to Average Net Assets		0.42	%(C)		0.43	%		0.46	%		0.53	%		0.65	%		0.68	%		0.34	%(C)		0.34	%		0.36	%		0.42	%		0.47	%		0.50	%
Ratio of Expenses to Average Net Assets (Excluding
Fees Paid Indirectly)		0.42	%(C)		0.43	%		0.46	%		0.53	%		0.66	%		0.69	%		0.34	%(C)		0.34	%		0.36	%		0.42	%		0.48	%		0.50	%
Ratio of Net Investment Income to Average Net Assets		3.12	%(C)		3.35	%		3.13	%		2.13	%		2.02	%		2.48	%		2.89	%(C)		3.20	%		3.16	%		2.35	%		2.20	%		2.94	%
Portfolio Turnover Rate		7	%(B)		13	%		24	%		15	%		14	%		18	%		6	%(B)		13	%		17	%		15	%		18	%		17	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

102

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	International High Relative Profitability Portfolio																		World Ex U.S. Value Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	11.20		$	10.12		$	13.73		$	10.64		$	10.74		$	9.71		$	11.34		$	10.14		$	12.67		$	8.99		$	10.97		$	11.16
Income from Investment Operations (A)
Net Investment Income (Loss)		—			0.32			0.38			0.30			0.21			0.27			0.19			0.48			0.47			0.38			0.25			0.35
Net Gains (Losses) on Securities (Realized and Unrealized)		1.69			1.07			(3.51	)		3.08			(0.13	)		1.00			1.76			1.20			(2.49	)		3.66			(1.96	)		0.04
Total from Investment Operations		1.69			1.39			(3.13	)		3.38			0.08			1.27			1.95			1.68			(2.02	)		4.04			(1.71	)		0.39
Less Distributions:
Net Investment Income		(0.11	)		(0.31	)		(0.37	)		(0.29	)		(0.18	)		(0.24	)		(0.21	)		(0.48	)		(0.51	)		(0.36	)		(0.27	)		(0.35	)
Net Realized Gains		—			—			(0.11	)		—			—			—			—			—			—			—			—			(0.23	)
Total Distributions		(0.11	)		(0.31	)		(0.48	)		(0.29	)		(0.18	)		(0.24	)		(0.21	)		(0.48	)		(0.51	)		(0.36	)		(0.27	)		(0.58	)
Net Asset Value, End of Period	$	12.78		$	11.20		$	10.12		$	13.73		$	10.64		$	10.74		$	13.08		$	11.34		$	10.14		$	12.67		$	8.99		$	10.97
Total Return		15.11	%(B)		13.58	%		(23.22	%)		31.85	%		0.80	%		13.19	%		17.32	%(B)		16.53	%		(16.23	%)		45.23	%		(15.76	%)		3.75	%
Net Assets, End of Period (thousands)	$	1,587,437		$	1,473,478		$	1,606,634		$	2,183,724		$	1,475,345		$	658,448		$	271,146		$	241,685		$	194,259		$	308,666		$	206,915		$	302,369
Ratio of Expenses to Average Net Assets *		0.29	%(C)		0.30	%		0.30	%		0.30	%		0.30	%		0.33	%		0.37	%(C)(E)		0.36	%(E)		0.40	%(E)		0.44	%(E)		0.50	%(E)		0.54	%(E)
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) *		0.29	%(C)		0.30	%		0.30	%		0.30	%		0.31	%		0.34	%		0.56	%(C)(E)		0.55	%(E)		0.59	%(E)		0.64	%(E)		0.71	%(E)		0.76	%(E)
Ratio of Net Investment Income to Average Net Assets		2.57	%(C)		2.71	%		3.15	%		2.30	%		1.97	%		2.69	%		3.11	%(C)		4.08	%		4.02	%		3.14	%		2.56	%		3.25	%
Portfolio Turnover Rate		6	%(B)		11	%		22	%		15	%		15	%		9	%		N/A	(B)		N/A			N/A			N/A			N/A			N/A
* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio’s investment in Underlying Funds as follows:		N/A			N/A			N/A			N/A			N/A			N/A			0.19	%(C)		0.19	%		0.19	%		0.20	%		0.23	%		0.24	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

103

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	World Ex U.S. Core Equity Portfolio																		World Ex U.S. Targeted Value Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	11.44		$	10.35		$	13.84		$	10.44		$	11.17		$	10.65		$	12.39		$	11.02		$	15.29		$	10.91		$	12.45		$	12.52
Income from Investment Operations (A)
Net Investment Income (Loss)		0.16			0.38			0.40			0.33			0.24			0.33			0.17			0.40			0.39			0.32			0.23			0.32
Net Gains (Losses) on Securities (Realized and Unrealized)		1.69			1.08			(3.48	)		3.40			(0.74	)		0.56			1.89			1.35			(3.55	)		4.34			(1.45	)		0.26
Total from Investment Operations		1.85			1.46			(3.08	)		3.73			(0.50	)		0.89			2.06			1.75			(3.16	)		4.66			(1.22	)		0.58
Less Distributions:
Net Investment Income		(0.16	)		(0.37	)		(0.41	)		(0.33	)		(0.23	)		(0.32	)		(0.11	)		(0.38	)		(0.39	)		(0.28	)		(0.21	)		(0.29	)
Net Realized Gains		—			—			—			—			—			(0.05	)		—			—			(0.72	)		—			(0.11	)		(0.36	)
Total Distributions		(0.16	)		(0.37	)		(0.41	)		(0.33	)		(0.23	)		(0.37	)		(0.11	)		(0.38	)		(1.11	)		(0.28	)		(0.32	)		(0.65	)
Net Asset Value, End of Period	$	13.13		$	11.44		$	10.35		$	13.84		$	10.44		$	11.17		$	14.34		$	12.39		$	11.02		$	15.29		$	10.91		$	12.45
Total Return		16.23	%(B)		14.01	%		(22.55	%)		35.87	%		(4.42	%)		8.64	%		16.65	%(B)		15.76	%		(21.77	%)		42.81	%		(9.96	%)		4.99	%
Net Assets, End of Period (thousands)	$	3,973,048		$	3,343,709		$	3,122,060		$	4,089,166		$	3,210,237		$	3,719,313		$	712,796		$	637,254		$	567,557		$	774,324		$	508,058		$	533,046
Ratio of Expenses to Average Net Assets		0.30	%(C)		0.30	%		0.30	%		0.32	%		0.35	%		0.37	%		0.48	%(C)		0.48	%		0.52	%		0.55	%		0.64	%		0.68	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly)		0.30	%(C)		0.30	%		0.30	%		0.32	%		0.36	%		0.38	%		0.48	%(C)		0.48	%		0.52	%		0.55	%		0.64	%		0.69	%
Ratio of Net Investment Income to Average Net Assets		2.56	%(C)		3.12	%		3.25	%		2.49	%		2.26	%		3.02	%		2.55	%(C)		3.08	%		2.98	%		2.20	%		2.02	%		2.58	%
Portfolio Turnover Rate		6	%(B)		10	%		12	%		6	%		13	%		8	%		8	%(B)		24	%		35	%		28	%		22	%		27	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

104

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	World Core Equity Portfolio																		Selectively Hedged Global Equity Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	19.35		$	18.24		$	22.56		$	16.29		$	16.42		$	15.40		$	18.10		$	18.09		$	22.35		$	16.21		$	16.54		$	15.71
Income from Investment Operations (A)
Net Investment Income (Loss)		0.21			0.39			0.45			0.34			0.29			0.35			0.19			0.37			0.44			0.33			0.28			0.35
Net Gains (Losses) on Securities (Realized and Unrealized)		3.49			1.38			(4.15	)		6.27			(0.10	)		1.13			3.21			1.28			(3.29	)		6.21			(0.18	)		1.12
Total from Investment Operations		3.70			1.77			(3.70	)		6.61			0.19			1.48			3.40			1.65			(2.85	)		6.54			0.10			1.47
Less Distributions:
Net Investment Income		(0.21	)		(0.39	)		(0.45	)		(0.34	)		(0.29	)		(0.35	)		(0.47	)		(1.03	)		(0.44	)		(0.20	)		(0.43	)		(0.44	)
Net Realized Gains		(0.23	)		(0.27	)		(0.17	)		—			(0.03	)		(0.11	)		(0.72	)		(0.61	)		(0.97	)		(0.20	)		—			(0.20	)
Total Distributions		(0.44	)		(0.66	)		(0.62	)		(0.34	)		(0.32	)		(0.46	)		(1.19	)		(1.64	)		(1.41	)		(0.40	)		(0.43	)		(0.64	)
Net Asset Value, End of Period	$	22.61		$	19.35		$	18.24		$	22.56		$	16.29		$	16.42		$	20.31		$	18.10		$	18.09		$	22.35		$	16.21		$	16.54
Total Return		19.27	%(B)		9.65	%		(16.62	%)		40.75	%		1.25	%		9.94	%		19.31	%(B)		9.43	%		(13.65	%)		40.81	%		0.47	%		10.10	%
Net Assets, End of Period (thousands)	$	1,068,346		$	957,732		$	949,017		$	1,088,714		$	769,602		$	879,553		$	285,315		$	255,330		$	270,708		$	348,707		$	288,509		$	375,832
Ratio of Expenses to Average Net Assets *		0.27	%(C)		0.27	%		0.27	%		0.28	%		0.32	%		0.33	%		0.32	%(C)		0.32	%		0.31	%		0.32	%		0.36	%		0.37	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) *		0.44	%(C)		0.44	%		0.45	%		0.46	%		0.56	%		0.60	%		0.51	%(C)		0.52	%		0.51	%		0.53	%		0.61	%		0.63	%
Ratio of Net Investment Income to Average Net Assets		1.92	%(C)		1.94	%		2.22	%		1.64	%		1.81	%		2.23	%		1.94	%(C)		2.02	%		2.25	%		1.60	%		1.78	%		2.25	%
* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio’s investment in Underlying Funds as follows:		0.20	%(C)		0.20	%		0.20	%		0.22	%		0.25	%		0.27	%		0.23	%(C)		0.23	%		0.24	%		0.25	%		0.28	%		0.30	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

105

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Emerging Markets Portfolio																		Emerging Markets Small Cap Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	24.94		$	22.78		$	33.05		$	27.64		$	27.56		$	25.46		$	20.69		$	18.76		$	26.03		$	19.67		$	20.07		$	18.72
Income from Investment Operations (A)
Net Investment Income (Loss)		0.26			0.82			0.88			0.74			0.55			0.73			0.15			0.55			0.59			0.52			0.41			0.48
Net Gains (Losses) on Securities (Realized and Unrealized)		3.47			2.17			(9.07	)		5.32			0.07			2.05			2.87			2.28			(6.16	)		6.41			(0.24	)		1.87
Total from Investment Operations		3.73			2.99			(8.19	)		6.06			0.62			2.78			3.02			2.83			(5.57	)		6.93			0.17			2.35
Less Distributions:
Net Investment Income		(0.41	)		(0.77	)		(0.91	)		(0.65	)		(0.54	)		(0.68	)		(0.33	)		(0.49	)		(1.00	)		(0.57	)		(0.44	)		(0.46	)
Net Realized Gains		—			(0.06	)		(1.17	)		—			—			—			—			(0.41	)		(0.70	)		—			(0.13	)		(0.54	)
Total Distributions		(0.41	)		(0.83	)		(2.08	)		(0.65	)		(0.54	)		(0.68	)		(0.33	)		(0.90	)		(1.70	)		(0.57	)		(0.57	)		(1.00	)
Net Asset Value, End of Period	$	28.26		$	24.94		$	22.78		$	33.05		$	27.64		$	27.56		$	23.38		$	20.69		$	18.76		$	26.03		$	19.67		$	20.07
Total Return		15.07	%(B)		13.02	%		(25.94	%)		21.91	%		2.36	%		11.06	%		14.67	%(B)		15.09	%		(22.57	%)		35.51	%		0.81	%		12.96	%
Net Assets, End of Period (thousands)	$	4,967,771		$	4,327,065		$	3,938,781		$	6,225,187		$	5,652,358		$	5,968,318		$	4,044,936		$	3,804,119		$	3,511,909		$	5,115,924		$	4,879,733		$	6,423,859
Ratio of Expenses to Average Net Assets (D)		0.36	%(C)		0.35	%		0.36	%		0.39	%		0.44	%		0.48	%		0.61	%(C)		0.59	%		0.59	%		0.63	%		0.69	%		0.72	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (D)		0.46	%(C)		0.45	%		0.46	%		0.49	%		0.54	%		0.58	%		0.81	%(C)		0.79	%		0.79	%		0.83	%		0.89	%		0.92	%
Ratio of Net Investment Income to Average Net Assets		1.89	%(C)		3.11	%		3.05	%		2.19	%		2.07	%		2.70	%		1.37	%(C)		2.59	%		2.57	%		2.10	%		2.20	%		2.44	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

106

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Emerging Markets Value Portfolio																		Emerging Markets Core Equity Portfolio
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	26.79		$	24.08		$	31.48		$	23.93		$	27.34		$	26.81		$	20.32		$	18.13		$	25.16		$	20.34		$	20.59		$	18.95
Income from Investment Operations (A)
Net Investment Income (Loss)		0.27			1.12			1.32			0.90			0.71			0.70			0.20			0.67			0.75			0.57			0.43			0.53
Net Gains (Losses) on Securities (Realized and Unrealized)		4.20			2.68			(7.34	)		7.50			(3.35	)		0.57			2.99			2.15			(6.97	)		4.76			(0.22	)		1.64
Total from Investment Operations		4.47			3.80			(6.02	)		8.40			(2.64	)		1.27			3.19			2.82			(6.22	)		5.33			0.21			2.17
Less Distributions:
Net Investment Income		(0.60	)		(1.09	)		(1.39	)		(0.85	)		(0.77	)		(0.74	)		(0.36	)		(0.63	)		(0.81	)		(0.51	)		(0.46	)		(0.53	)
Total Distributions		(0.60	)		(1.09	)		(1.39	)		(0.85	)		(0.77	)		(0.74	)		(0.36	)		(0.63	)		(0.81	)		(0.51	)		(0.46	)		(0.53	)
Net Asset Value, End of Period	$	30.66		$	26.79		$	24.08		$	31.48		$	23.93		$	27.34		$	23.15		$	20.32		$	18.13		$	25.16		$	20.34		$	20.59
Total Return		16.87	%(B)		15.71	%		(19.51	%)		35.24	%		(9.75	%)		4.83	%		15.82	%(B)		15.49	%		(25.06	%)		26.19	%		1.13	%		11.61	%
Net Assets, End of Period (thousands)	$	10,752,148		$	9,936,834		$	9,600,125		$	13,258,001		$	12,596,902		$	17,161,936		$	26,944,350		$	22,994,927		$	20,968,575		$	29,155,369		$	24,780,700		$	28,622,610
Ratio of Expenses to Average Net Assets (D)		0.44	%(C)		0.44	%		0.45	%		0.49	%		0.52	%		0.56	%		0.39	%(C)		0.39	%		0.40	%		0.42	%		0.49	%		0.52	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) (D)		0.54	%(C)		0.54	%		0.55	%		0.59	%		0.62	%		0.66	%		0.39	%(C)		0.39	%		0.40	%		0.42	%		0.50	%		0.53	%
Ratio of Net Investment Income to Average Net Assets		1.87	%(C)		4.03	%		4.49	%		2.92	%		2.87	%		2.54	%		1.81	%(C)		3.18	%		3.33	%		2.26	%		2.19	%		2.62	%
Portfolio Turnover Rate		N/A	(B)		N/A			N/A			N/A			N/A			N/A			5	%(B)		11	%		14	%		10	%		15	%		4	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

107

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Emerging Markets Targeted Value Portfolio																		Emerging Markets Ex China Core Equity Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Period Nov 14, 2018 to Oct 31, 2019			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Period Nov 15, 2021 to Oct 31, 2022
	(Unaudited)																		(Unaudited)
Net Asset Value, Beginning of Period	$	10.27		$	9.29		$	13.13		$	9.71		$	10.43		$	10.00		$	8.62		$	7.76		$	10.00
Income from Investment Operations (A)
Net Investment Income (Loss)		0.08			0.27			0.30			0.28			0.21			0.24			0.10			0.26			0.28
Net Gains (Losses) on Securities (Realized and Unrealized)		1.55			1.13			(2.85	)		3.39			(0.59	)		0.20			1.53			0.83			(2.28	)
Total from Investment Operations		1.63			1.40			(2.55	)		3.67			(0.38	)		0.44			1.63			1.09			(2.00	)
Less Distributions:
Net Investment Income		(0.39	)		(0.24	)		(0.42	)		(0.23	)		(0.23	)		(0.01	)		(0.10	)		(0.23	)		(0.24	)
Net Realized Gains		(0.18	)		(0.18	)		(0.87	)		(0.02	)		(0.11	)		—			—			—			—
Total Distributions		(0.57	)		(0.42	)		(1.29	)		(0.25	)		(0.34	)		(0.01	)		(0.10	)		(0.23	)		(0.24	)
Net Asset Value, End of Period	$	11.33		$	10.27		$	9.29		$	13.13		$	9.71		$	10.43		$	10.15		$	8.62		$	7.76
Total Return		16.28	%(B)		15.20	%		(21.40	%)		38.29	%		(3.89	%)		4.38	%(B)		19.01	%(B)		14.04	%		(20.16	%)(B)
Net Assets, End of Period (thousands)	$	244,758		$	219,178		$	189,926		$	234,921		$	170,163		$	114,360		$	833,640		$	571,090		$	424,447
Ratio of Expenses to Average Net Assets		0.63	%(C)		0.66	%		0.66	%		0.72	%		0.84	%		0.85	%(C)(F)		0.43	%(C)		0.42	%		0.43	%(C)
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly)		0.67	%(C)		0.67	%		0.66	%		0.72	%		0.87	%		0.95	%(C)(F)		0.43	%(C)		0.47	%		0.54	%(C)
Ratio of Net Investment Income to Average Net Assets		1.46	%(C)		2.55	%		2.72	%		2.19	%		2.26	%		2.30	%(C)(F)		2.08	%(C)		2.94	%		3.20	%(C)
Portfolio Turnover Rate		12	%(B)		24	%		28	%		29	%		34	%		12	%(B)		2	%(B)		16	%		41	%(B)

See page 1-2 for the Definitions of Abbreviations and Footnotes. See page 1-2 for the Definitions of Abbreviations and Footnotes. See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

108

DFA INVESTMENT DIMENSIONS GROUP INC.

NOTES TO FINANCIAL STATEMENTS

(UNAUDITED)

A. Organization:

DFA Investment Dimensions Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940 (the “1940 Act”), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and two operational portfolios, of which twenty-four (the “Portfolios”) are included in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”), Topic 946, “Financial Services-Investment Companies.”

Of the Portfolios, seven invest all of their assets in a corresponding series or fund (each such Portfolio, a “Feeder Fund”). Of the Feeder Funds, six invest all of their assets in a corresponding series of The DFA Investment Trust Company (“DFAITC”) and one invests all of its assets in the Dimensional Emerging Markets Value Fund (“DEM”) (each such series within DFAITC and DEM, a “Master Fund”, treated as partnerships for federal income tax purposes). Six of the Portfolios generally allocate their assets among other funds managed by Dimensional Fund Advisors LP (each such Portfolio, a “Fund of Funds”). The Fund of Funds may also invest in affiliated and unaffiliated registered and unregistered money market funds. The International Small Company Portfolio invests in five Master Funds within DFAITC. The Global Small Company Portfolio invests in six Master Funds within DFAITC and one underlying fund within the Fund (each such underlying fund within the Fund, an “Underlying Fund”). The DFA Global Real Estate Securities Portfolio invests in two Underlying Funds within the Fund and directly in securities. The World ex U.S. Value Portfolio invests in three Master/Underlying Funds within the Fund, DFAITC, and DEM. The World Core Equity Portfolio and Selectively Hedged Global Equity Portfolio each invest in three Underlying Funds within the Fund. As of April 30, 2024, the following Portfolios were the owner of record of the following approximate percentages of the total outstanding shares of the following Master/Underlying Funds as detailed below:

Feeder Funds	Master/Underlying Funds	Percentage Ownership at 04/30/24
Japanese Small Company Portfolio	The Japanese Small Company Series		13	%
Asia Pacific Small Company Portfolio	The Asia Pacific Small Company Series		10	%
United Kingdom Small Company Portfolio	The United Kingdom Small Company Series		41	%
Continental Small Company Portfolio	The Continental Small Company Series		—
Emerging Markets Portfolio	The Emerging Markets Series		99	%
Emerging Markets Small Cap Portfolio	The Emerging Markets Small Cap Series		—
Emerging Markets Value Portfolio	Dimensional Emerging Markets Value Fund		98	%
Funds of Funds	Underlying Funds	Percentage Ownership at 04/30/24
International Small Company Portfolio	The Continental Small Company Series		86	%
	The Japanese Small Company Series		93	%
	The United Kingdom Small Company Series		99	%
	The Asia Pacific Small Company Series		89	%
	The Canadian Small Company Series		96	%
Global Small Company Portfolio	U.S. Small Cap Portfolio		—
	The Continental Small Company Series		—
	The Japanese Small Company Series		—

109

Funds of Funds	Underlying Funds	Percentage Ownership at 04/30/24
	The Asia Pacific Small Company Series		—
	The Canadian Small Company Series		—
	The Emerging Markets Small Cap Series		—
	The United Kingdom Small Company Series		—
DFA Global Real Estate Securities Portfolio*	DFA Real Estate Securities Portfolio		—
	DFA International Real Estate Securities Portfolio		55	%
World ex U.S. Value Portfolio	Dimensional Emerging Markets Value Fund		7	%
	DFA International Small Cap Value Portfolio		—
	The DFA International Value Series		—
World Core Equity Portfolio	U.S. Core Equity 1 Portfolio		2	%
	International Core Equity Portfolio		1	%
	Emerging Markets Core Equity Portfolio		—
Selectively Hedged Global Equity Portfolio	U.S. Core Equity 2 Portfolio		1	%
	International Core Equity Portfolio		—
	Emerging Markets Core Equity Portfolio		—

* DFA Global Real Estate Securities Portfolio invests in two Underlying Funds as indicated and securities listed on its Summary Schedule of Investments.

To achieve its investment objective, each Feeder Fund and Fund of Funds invests substantially all of its assets in corresponding Master and/or Underlying Funds as indicated above. 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 Feeder Fund and Fund of Funds also invests in short-term temporary cash investments and futures. In addition, each Fund of Funds may engage in forward currency contracts.

The financial statements of the Feeder Funds’ Master Funds are included elsewhere in this report and should be read in conjunction with the financial statements of the Feeder Funds.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. 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.)

110

• Level 3 – significant unobservable inputs (including the Portfolios’ own assumptions in determining the fair value of investments)

Securities held by Large Cap International Portfolio, International Core Equity Portfolio, DFA International Real Estate Securities Portfolio, DFA Global Real Estate Securities Portfolio, DFA International Small Cap Value Portfolio, International Vector Equity Portfolio, World ex U.S. Core Equity Portfolio, World ex U.S. Targeted Value Portfolio, Emerging Markets Core Equity Portfolio, International High Relative Profitability Portfolio, Emerging Markets Targeted Value Portfolio and Emerging Markets ex China Core Equity Portfolio (the “International Equity Portfolios”), 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 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 International Equity Portfolios value the securities at the mean between 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of Dimensional Fund Advisors LP) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Equity Portfolios’ shares (at the close of the NYSE), the International Equity Portfolios will fair-value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets’ perceptions and trading activities on the International Equity Portfolios’ foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, Dimensional Fund Advisors LP 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 the Portfolios 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. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

111

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.

Shares held by the Portfolios in other investment companies (such as the Master/Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. The Feeder Funds’, International Small Company Portfolio’s, Global Small Company Portfolio’s and World ex U.S. Value Portfolio’s investments in series of either DFAITC or DEM reflect their proportionate interest in the net assets of such corresponding Master Fund(s). These valuations are classified as Level 1 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 Summary Schedule of Portfolio Holdings/Schedule of Investments (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.

2. Foreign Currency Translation: Securities and other assets and liabilities of the Portfolios whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement. The Portfolios also enter into forward currency contracts for the purpose of hedging against fluctuations in currency exchange rates. These contracts are marked-to-market daily based on daily forward exchange rates.

The International Equity Portfolios do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized. However, the Selectively Hedged Global Equity Portfolio does isolate the effect of foreign currency rate fluctuations when determining the realized gain or loss upon the sale or maturity of foreign currency-denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for income tax reporting purposes.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and Selectively Hedged Global Equity Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/ Trustees’ Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the “Notice”) to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred

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fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and from the investment in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

The Feeder Funds, International Small Company Portfolio, Global Small Company Portfolio, and World ex U.S. Value Portfolio recognize their pro-rata shares of net investment income and realized and unrealized gains/losses on a daily basis from their respective Master Fund(s) within DFAITC or DEM, which are treated as partnerships for federal income tax purposes.

The Portfolios may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

The Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio, Emerging Markets Value Portfolio, Global Small Company Portfolio, World ex U.S. Value Portfolio, World ex U.S. Core Portfolio, World ex U.S. Targeted Value Portfolio, Emerging Markets Core Equity Portfolio, Emerging Markets Targeted Value Portfolio and Emerging Markets ex China Core Equity Portfolio are subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

C. Investment Advisor:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolios. For the six months ended April 30, 2024, the Portfolios’ investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

Large Cap International Portfolio	0.14	%
International Core Equity Portfolio	0.20	%
Global Small Company Portfolio	0.35	%
International Small Company Portfolio	0.25	%
Japanese Small Company Portfolio	0.35	%
Asia Pacific Small Company Portfolio	0.35	%
United Kingdom Small Company Portfolio	0.35	%
Continental Small Company Portfolio	0.35	%
DFA International Real Estate Securities Portfolio	0.24	%
DFA Global Real Estate Securities Portfolio	0.19	%
DFA International Small Cap Value Portfolio	0.39	%

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International Vector Equity Portfolio	0.30	%
International High Relative Profitability Portfolio	0.25	%
World ex U.S. Value Portfolio	0.32	%
World ex U.S. Core Equity Portfolio	0.25	%
World ex U.S. Targeted Value Portfolio	0.40	%
World Core Equity Portfolio	0.22	%
Selectively Hedged Global Equity Portfolio	0.24	%
Emerging Markets Portfolio	0.29	%
Emerging Markets Small Cap Portfolio	0.52	%
Emerging Markets Value Portfolio	0.38	%
Emerging Markets Core Equity Portfolio	0.33	%
Emerging Markets Targeted Value Portfolio	0.52	%
Emerging Markets ex China Core Equity Portfolio	0.33	%

Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a “Fee Waiver Agreement”), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for the non-Feeder Funds, and a portion of the Fee Waiver Agreement for certain Feeder Funds below, will remain in effect through February 28, 2025, may only be terminated by the Fund’s Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. The Fee Waiver Agreement with respect to the total management fees paid by the Feeder Funds, as described in the notes below, will remain in effect permanently, unless terminated by a Feeder Fund. During the six months ended April 30, 2024, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of a class of a Portfolio are less than the applicable Expense Limitation Amount/Total Management Fee Limit listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount/Total Management Fee Limit that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount/Total Management Fee Limit in place for the Portfolio. The recovered previously waived fees/assumed expenses during the six months ended April 30, 2024, waived fees/assumed expenses during the six months ended April 30, 2024, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Advisor, however, will not be reimbursed by a Feeder Portfolio in connection with its Permanent Fee Waiver. The Fund, on behalf of a Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. With respect to the World ex U.S. Value Portfolio, World Core Equity Portfolio, World ex U.S. Targeted Value Portfolio and Selectively Hedged Global Equity Portfolio, the Advisor shall also not be reimbursed for any management fees previously waived to offset a Portfolio’s proportionate share of the management fees paid by such Portfolio through its investment in other funds managed by the Advisor.

Institutional Class Shares	Expense Limitation Amount			Total Management Fee Limit			Recovery of Previously Waived Fees/ Assumed Expenses		Waived Fees/ Assumed Expenses
Large Cap International Portfolio (1)		0.24	%		—			—		—
International Core Equity Portfolio (1)		0.30	%		—			—		—
Global Small Company Portfolio (2)		0.42	%		—			—	$	95
International Small Company Portfolio (3)		0.45	%		—			—		—
Japanese Small Company Portfolio (4)		0.42	%		0.35	%		—		109
Asia Pacific Small Company Portfolio (4)		0.42	%		0.35	%		—		79
United Kingdom Small Company Portfolio (4)		0.42	%		0.35	%		—		10

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Institutional Class Shares	Expense Limitation Amount			Total Management Fee Limit			Recovery of Previously Waived Fees/ Assumed Expenses		Waived Fees/ Assumed Expenses
Continental Small Company Portfolio (4)		0.42	%		0.35	%	$	1	$	373
DFA International Real Estate Securities Portfolio (1)		0.29	%		—			—		—
DFA Global Real Estate Securities Portfolio (5)		0.22	%		—			2		2,371
International Vector Equity Portfolio (1)		0.60	%		—			—		—
International High Relative Profitability Portfolio (2)		0.35	%		—			—		—
World ex U.S. Value Portfolio (6)		0.60	%		0.32	%		—		241
World ex U.S. Core Equity Portfolio (7)		0.39	%		—			—		—
World ex U.S. Targeted Value Portfolio (8)		0.80	%		0.40	%		—		—
World Core Equity Portfolio (9)		0.27	%		0.22	%		7		912
Selectively Hedged Global Equity Portfolio (10)		0.40	%		0.24	%		—		268
Emerging Markets Portfolio (11)		0.49	%		0.29	%		—		2,353
Emerging Markets Small Cap Portfolio (12)		—			0.52	%		—		4,001
Emerging Markets Value Portfolio (12)		—			0.38	%		—		5,314
Emerging Markets Core Equity Portfolio (1)		0.54	%		—			—		—
Emerging Markets Targeted Value Portfolio (2)		0.58	%		—			—		50
Emerging Markets ex China Core Equity Portfolio (2)		0.43	%		—			26		5

(1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume each Portfolio’s ordinary operating expenses (excluding the expenses a Portfolio incurs indirectly through investment in other investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of each Portfolio to the rates listed above as a percentage of average net assets on an annualized basis (the “Expense Limitation Amount”).

(2) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding money market funds, but excluding the expenses that the Portfolio incurs indirectly through its investment in unaffiliated investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the “Expense Limitation Amount”). Prior to February 28, 2024, the Expense Limitation Amount for the Emerging Markets Targeted Value Portfolio was 0.85% of the average net assets of such class of the Portfolio on an annualized basis. Prior to February 28, 2022, the Expense Limitation Amount for the Global Small Company Portfolio was 0.47% of the average net assets of such class of the Portfolio on an annualized basis.

(3) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the other direct expenses of a class of the Portfolio (excluding expenses incurred through its investment in other investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the “Expense Limitation Amount”).

(4) Effective February 28, 2022, the Advisor has contractually agreed to permanently waive all or a portion of the management fee of each Portfolio to the extent necessary to limit the total management fees paid to the Advisor by each Portfolio, including the proportionate share of the management fees a Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in the Money Market Series, to 0.35% of the average net assets of a class of a Portfolio on an annualized basis (the “Permanent Fee Waiver”). From February 28, 2021 to February 27, 2022, the Permanent Fee Waiver Limit was 0.40%. From February 28, 2020 to February 27, 2021, the Permanent Fee Waiver Limit was 0.47%. From July 21, 2015 to February 27, 2020, the Permanent Fee Waiver Limit was 0.50%. In addition to the Permanent Fee Waiver, the Advisor has contractually agreed to further waive all or a portion of its management fee and to assume the other direct expenses of a class of each Portfolio (excluding expenses incurred through its investment in other investment companies managed by the Advisor) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of each class of a Portfolio to the rates listed above as a percentage of the average net assets of each class of such Portfolios on an annualized basis (the “Expense Limitation Amount”).

(5) Effective February 28, 2023, the Advisor has contractually agreed to waive all or a portion of its management fee and to assume the expenses of the Portfolio (including the expenses that the Portfolio bears as a shareholder of its Master/Underlying Funds but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Money Market Series and its investment in unaffiliated investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of the Portfolio to the rate listed above as a percentage of the Portfolio’s average net assets on an annualized basis (the “Expense Limitation Amount”). Prior to February 28, 2023, the Expense Limitation Amount for the DFA Global Real Estate Securities Portfolio was 0.24% of the average net assets of such class of the Portfolio on an annualized basis.

(6) Effective February 28, 2022, the Advisor has contractually agreed to waive up to the full amount of the Portfolio’s management fee of 0.32% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in its

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Master/Underlying Funds, except for the fees paid through its investment of securities lending cash collateral in the Money Market Series (the “Total Management Fee Limit”). From February 28, 2021 to February 27, 2022, the Total Management Fee Limit was 0.37%. From February 28, 2020 to February 27, 2021, the Total Management Fee Limit was 0.43%. Prior to February 28, 2020, the Total Management Fee Limit was 0.47%. In addition, under the Fee Waiver Agreement, the Advisor also has agreed to waive all or a portion of the management fee that remains payable by the Portfolio (i.e., the management fee remaining after the proportionate share of the Master/Underlying Funds’ management fees have been offset (the “Remaining Management Fee”)) to the extent necessary to reduce the Portfolio’s ordinary operating expenses (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Money Market Series) (“Portfolio Expenses”) to the rate listed above as a percentage of average net assets on an annualized basis (the “Expense Limitation Amount”). The maximum amount that may be waived to limit Portfolio Expenses is the amount of the Remaining Management Fee.

(7) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the expenses of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of its Master/ Underlying Funds but excluding the expenses that the Portfolio incurs indirectly through its investment of its securities lending cash collateral in the Money Market Series and its investment in unaffiliated investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of average net assets of a class of the Portfolio on an annualized basis (the “Expense Limitation Amount”).

(8) Effective February 28, 2022, the Advisor has contractually agreed to waive up to the full amount of the Portfolio’s management fee of 0.40% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in other funds managed by the Advisor, except for the fees paid through its investment of securities lending cash collateral in the Money Market Series (the “Total Management Fee Limit”). From February 28, 2021 to February 27, 2022, the Total Management Fee Limit was 0.45%. From February 28, 2020 to February 27, 2021, the Total Management Fee Limit was 0.53%. Prior to February 28, 2020, the Total Management Fee Limit was 0.58%. In addition, under the Fee Waiver Agreement, the Advisor has also agreed to waive all or a portion of the management fee and to assume the ordinary operating expenses of a class of the Portfolio (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Money Market Series) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the “Expense Limitation Amount”).

(9) The Advisor has contractually agreed to waive up to the full amount of the Portfolio’s management fee of 0.22% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in its Master/Underlying Funds, except for the fees paid through its investment of securities lending cash collateral in the Money Market Series (including the Portfolio’s proportionate share of any management fees that a Master/Underlying Fund paid through its investment in an affiliated cash management fund) (the “Total Management Fee Limit”). From February 28, 2020 to February 27, 2021, the Total Management Fee Limit was 0.27%. Prior to February 28, 2020, the Total Management Fee Limit was 0.30%. In addition, under the Fee Waiver Agreement, the Advisor has also agreed to assume the expenses of a class of the Portfolio to the extent necessary to reduce the ordinary operating expenses (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Money Market Series) (“Portfolio Expenses”) of a class of the Portfolio so that such Portfolio Expenses do not exceed the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the “Expense Limitation Amount”). From February 28, 2019 to February 27, 2021, the Expense Limitation Amount was 0.32% of the average net assets of such class of the Portfolio on an annualized basis. From June 27, 2014 to February 27, 2019, the Expense Limitation Amount was 0.35% of the average net assets of such class of the Portfolio on an annualized basis.

(10) Effective February 28, 2021, the Advisor has contractually agreed to waive up to the full amount of the Portfolio’s management fee of 0.24% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in its Master/Underlying Funds, except for the fees paid through its investment of securities lending cash collateral in the Money Market Series (the “Total Management Fee Limit”). From February 28, 2020 to February 27, 2021, the Total Management Fee Limit was 0.28%. Prior to February 28, 2020, the Total Management Fee Limit was 0.30%. In addition, under the Fee Waiver Agreement, the Advisor has also agreed to waive all or a portion of the management fee and to assume the expenses of a class of the Portfolio to the extent necessary to reduce the ordinary operating expenses (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Money Market Series) (“Portfolio Expenses”) of the Portfolio to the rate listed above as a percentage of average net assets of a class of the Portfolio on an annualized basis (the “Expense Limitation Amount”).

(11) Effective February 28, 2021, the Advisor has contractually agreed to permanently waive all or a portion of the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in the Money Market Series, to 0.29% of the average net assets of a class of the Portfolio on an annualized basis (the “Permanent Fee Waiver”). From February 28, 2020 to February 27, 2021, the Permanent Fee Waiver Limit was 0.37%. From July 21, 2015 to February 27, 2020, the Permanent Fee Waiver Limit was 0.42%. In addition to the Permanent Fee Waiver, the Advisor has contractually agreed to further waive all or a portion of its management fee and to assume the other direct expenses of a class of the Portfolio (excluding expenses incurred through its investment in other investment companies managed by the Advisor) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of each class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the “Expense Limitation Amount”).

(12) Effective February 28, 2021 (February 28, 2022, with respect to the Emerging Markets Value Portfolio), the Advisor has contractually agreed to permanently waive all or a portion of the management fee of each Portfolio to the extent necessary to limit the total management fees paid to the Advisor by a Portfolio, including the proportionate share of the management fees a Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund (the “Money Market Series”), to the rate listed above as a percentage of the average net assets of a class of a Portfolio on an annualized basis (the “Permanent Fee Waiver”). From February 28, 2021 to February 27, 2022, the Permanent Fee Waiver Limit for the Emerging Markets Value Portfolio was 0.41%. From February 28, 2020 to February 27, 2021, the Permanent Fee Waiver Limits for the Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio were 0.60% and 0.45%, respectively. From July 21, 2015 to February 27, 2020, the Permanent Fee Waiver Limits for the Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio were 0.65% and 0.50%, respectively.

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	Previously Waived Fees/ Assumed Expenses Subject to Future Recovery Expiring
	10/31/2024			10/31/2025		10/31/2026			4/30/2027			Total
Global Small Company Portfolio	$	128		$	205	$	194		$	95		$	622
United Kingdom Small Company Portfolio		—	*		9		—	*		—	*		9
DFA Global Real Estate Securities Portfolio		5,024			8,559		6,580			2,371			22,534
World Core Equity Portfolio		178			126		65			31			400
Emerging Markets Targeted Value Portfolio		—			—		—			50			50
Emerging Markets ex China Core Equity Portfolio		—			304		211			5			520

* Amount less than $500

Earned Income Credit:

Additionally, Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolios’ custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio’s net assets. During the six months ended April 30, 2024, expenses reduced were as follows (amounts in thousands):

	Fees Paid Indirectly
Large Cap International Portfolio	$	73
DFA International Real Estate Securities Portfolio		82
DFA Global Real Estate Securities Portfolio		17

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the six months ended April 30, 2024, the total related amount paid by the Fund to the CCO was $107 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

D. Deferred Compensation:

As of April 30, 2024, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

Large Cap International Portfolio	$	29
International Core Equity Portfolio		27
Global Small Company Portfolio		—
International Small Company Portfolio		104
Japanese Small Company Portfolio		7
Asia Pacific Small Company Portfolio		4
United Kingdom Small Company Portfolio		1
Continental Small Company Portfolio		1
DFA International Real Estate Securities Portfolio		15
DFA Global Real Estate Securities Portfolio		7

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DFA International Small Cap Value Portfolio	$	174
International Vector Equity Portfolio		4
International High Relative Profitability Portfolio		2
World ex U.S. Value Portfolio		—
World ex U.S. Core Equity Portfolio		3
World ex U.S. Targeted Value Portfolio		—
World Core Equity Portfolio		1
Selectively Hedged Global Equity Portfolio		1
Emerging Markets Portfolio		54
Emerging Markets Small Cap Portfolio		50
Emerging Markets Value Portfolio		264
Emerging Markets Core Equity Portfolio		87
Emerging Markets Targeted Value Portfolio		—
Emerging Markets ex China Core Equity Portfolio		—

E. Purchases and Sales of Securities:

For the six months ended April 30, 2024, the Portfolios’ transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. government securities (amounts in thousands), were as follows:

	Purchases		Sales
Large Cap International Portfolio	$	274,105	$	296,909
International Core Equity Portfolio		1,890,990		2,327,449
DFA International Real Estate Securities Portfolio		86,150		669,212
DFA Global Real Estate Securities Portfolio		115,665		149,458
DFA International Small Cap Value Portfolio		791,703		1,132,647
International Vector Equity Portfolio		198,659		233,783
International High Relative Profitability Portfolio		98,059		162,268
World ex U.S. Core Equity Portfolio		349,737		220,404
World ex U.S. Targeted Value Portfolio		53,349		73,553
Emerging Markets Core Equity Portfolio		1,701,855		1,194,012
Emerging Markets Targeted Value Portfolio		28,204		36,766
Emerging Markets ex China Core Equity Portfolio		171,855		15,159

There were no purchases or sales of long-term U.S. government securities.

For the six months ended April 30, 2024, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

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The amounts presented below may differ from the respective amounts presented in the corresponding Schedule of Investments/Summary Schedule of Portfolio Holdings, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

	Balance at October 31, 2023		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales			Change in Unrealized Appreciation/ Depreciation			Balance at April 30, 2024		Shares as of April 30, 2024		Dividend Income		Capital Gain Distributions
Large Cap International Portfolio
The DFA Short Term Investment Fund	$	217,964	$	709,932	$	678,476	$	8		$	2		$	249,430		21,562	$	5,131		—
Total	$	217,964	$	709,932	$	678,476	$	8		$	2		$	249,430		21,562	$	5,131		—
International Core Equity Portfolio
The DFA Short Term Investment Fund	$	1,012,941	$	2,845,654	$	2,565,330	$	59		$	(13	)	$	1,293,311		111,801	$	27,577		—
Total	$	1,012,941	$	2,845,654	$	2,565,330	$	59		$	(13	)	$	1,293,311		111,801	$	27,577		—
Global Small Company Portfolio
U.S. Small Cap Portfolio	$	44,651	$	6,276	$	3,264	$	34		$	7,558		$	55,255		1,262	$	310	$	688
Total	$	44,651	$	6,276	$	3,264	$	34		$	7,558		$	55,255		1,262	$	310	$	688
DFA International Real Estate Securities Portfolio
The DFA Short Term Investment Fund	$	93,949	$	340,635	$	380,463	$	7			—		$	54,128		4,679	$	1,854		—
Total	$	93,949	$	340,635	$	380,463	$	7			—		$	54,128		4,679	$	1,854		—
DFA Global Real Estate Securities Portfolio
DFA International Real Estate Securities Portfolio	$	2,059,809	$	58,587	$	449,997	$	(106,864	)	$	254,050		$	1,815,585		521,720	$	104,602		—
The DFA Short Term Investment Fund		339,950		646,405		846,459		—			3			139,899		12,094		4,444		—
Total	$	2,399,759	$	704,992	$	1,296,456	$	(106,864	)	$	254,053		$	1,955,484		533,814	$	109,046		—
DFA International Small Cap Value Portfolio
The DFA Short Term Investment Fund	$	166,249	$	711,034	$	565,976	$	19		$	(2	)	$	311,324		26,913	$	5,698		—
Total	$	166,249	$	711,034	$	565,976	$	19		$	(2	)	$	311,324		26,913	$	5,698		—
International Vector Equity Portfolio
The DFA Short Term Investment Fund	$	123,579	$	349,500	$	301,014	$	6			—		$	172,071		14,875	$	3,242		—
Total	$	123,579	$	349,500	$	301,014	$	6			—		$	172,071		14,875	$	3,242		—

119

	Balance at October 31, 2023		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales		Change in Unrealized Appreciation/ Depreciation		Balance at April 30, 2024		Shares as of April 30, 2024		Dividend Income		Capital Gain Distributions
International High Relative Profitability Portfolio
The DFA Short Term Investment Fund	$	74,949	$	322,131	$	309,197	$	7	$	1	$	87,891		7,598		—		—
Total	$	74,949	$	322,131	$	309,197	$	7	$	1	$	87,891		7,598		—		—
World ex U.S. Value Portfolio
DFA International Small Cap Value Portfolio	$	21,069	$	890	$	2,524	$	253	$	2,823	$	22,511		1,020	$	407	$	27
Total	$	21,069	$	890	$	2,524	$	253	$	2,823	$	22,511		1,020	$	407	$	27
World ex U.S. Core Equity Portfolio
The DFA Short Term Investment Fund	$	97,753	$	316,808	$	270,391	$	10		—	$	144,180		12,464	$	2,635		—
Total	$	97,753	$	316,808	$	270,391	$	10		—	$	144,180		12,464	$	2,635		—
World ex U.S. Targeted Value Portfolio
The DFA Short Term Investment Fund	$	9,526	$	38,757	$	32,274	$	1		—	$	16,010		1,384	$	285		—
Total	$	9,526	$	38,757	$	32,274	$	1		—	$	16,010		1,384	$	285		—
World Core Equity Portfolio
U.S. Core Equity 1 Portfolio	$	582,234	$	8,543	$	51,582	$	9,404	$	109,833	$	658,432		17,368	$	4,910		—
International Core Equity Portfolio		265,142		7,022		24,646		2,851		37,793		288,162		18,496		3,820		—
Emerging Markets Core Equity Portfolio		110,391		5,129		9,390		365		15,008		121,503		5,249		1,949		—
Total	$	957,767	$	20,694	$	85,618	$	12,620	$	162,634	$	1,068,097		41,113	$	10,679		—
Selectively Hedged Global Equity Portfolio
U.S. Core Equity 2 Portfolio	$	141,618	$	7,466	$	15,056	$	4,973	$	22,369	$	161,370		4,753	$	1,017	$	643
International Core Equity Portfolio		66,213		3,649		7,967		1,060		8,809		71,764		4,606		930		—
Emerging Markets Core Equity Portfolio		44,230		4,360		5,905		289		5,728		48,702		2,104		759		—
Total	$	252,061	$	15,475	$	28,928	$	6,322	$	36,906	$	281,836		11,463	$	2,706	$	643
Emerging Markets Core Equity Portfolio
The DFA Short Term Investment Fund	$	246,185	$	763,754	$	729,927	$	14	$	4	$	280,030		24,207	$	7,134		—
Total	$	246,185	$	763,754	$	729,927	$	14	$	4	$	280,030		24,207	$	7,134		—

120

	Balance at October 31, 2023		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales		Change in Unrealized Appreciation/ Depreciation		Balance at April 30, 2024		Shares as of April 30, 2024		Dividend Income		Capital Gain Distributions
Emerging Markets Targeted Value Portfolio
The DFA Short Term Investment Fund	$	1,726	$	5,751	$	6,272		—		—	$	1,205		104		—		—
Total	$	1,726	$	5,751	$	6,272		—		—	$	1,205		104		—		—
Emerging Markets ex China Core Equity Portfolio
The DFA Short Term Investment Fund	$	8,001	$	37,058	$	37,388		—		—	$	7,671		663	$	148		—
Total	$	8,001	$	37,058	$	37,388		—		—	$	7,671		663	$	148		—

F. Federal Income Taxes:

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2023, can occur as a result of realized gains on securities considered to be “passive foreign investment companies,” non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2022, and October 31, 2023, were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Tax Exempt Income		Total
Large Cap International Portfolio
2022	$	180,306		—		—	$	180,306
2023		153,335		—		—		153,335
International Core Equity Portfolio
2022		1,137,901		—		—		1,137,901
2023		813,378		—		—		813,378
Global Small Company Portfolio
2022		1,603	$	1,952		—		3,555
2023		1,067		—		—		1,067

121

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Tax Exempt Income		Total
International Small Company Portfolio
2022	$	483,283	$	367,884		—	$	851,167
2023		310,109		121,655		—		431,764
Japanese Small Company Portfolio
2022		9,064		9,423		—		18,487
2023		3,684		12,000		—		15,684
Asia Pacific Small Company Portfolio
2022		15,273		26,996		—		42,269
2023		9,900		13,433		—		23,333
United Kingdom Small Company Portfolio
2022		1,165		742		—		1,907
2023		438		—		—		438
Continental Small Company Portfolio
2022		24,283		13,197		—		37,480
2023		21,516		—		—		21,516
DFA International Real Estate Securities Portfolio
2022		447,007		—		—		447,007
2023		—		—		—		—
DFA Global Real Estate Securities Portfolio
2022		384,272		96,161		—		480,433
2023		111,720		315,311		—		427,031
DFA International Small Cap Value Portfolio
2022		477,746		38,826		—		516,572
2023		325,253		—		—		325,253
International Vector Equity Portfolio
2022		118,326		68,984		—		187,310
2023		87,142		—		—		87,142
International High Relative Profitability Portfolio
2022		68,053		10,953		—		79,006
2023		42,438		—		—		42,438
World ex U.S. Value Portfolio
2022		10,666		—		—		10,666
2023		9,912		—		—		9,912
World ex U.S. Core Equity Portfolio
2022		119,143		—		—		119,143
2023		109,998		—		—		109,998
World ex U.S. Targeted Value Portfolio
2022		20,430		36,246		—		56,676
2023		19,463		—		—		19,463
World Core Equity Portfolio
2022		22,839		8,329		—		31,168
2023		19,655		13,609		—		33,264
Selectively Hedged Global Equity Portfolio
2022		7,741		13,787		—		21,528
2023		15,289		8,996		—		24,285

122

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Tax Exempt Income		Total
Emerging Markets Portfolio
2022	$	157,133	$	215,646		—	$	372,779
2023		130,795		10,990		—		141,785
Emerging Markets Small Cap Portfolio
2022		235,523		93,647		—		329,170
2023		90,978		75,855		—		166,833
Emerging Markets Value Portfolio
2022		558,916		—		—		558,916
2023		411,459		—		—		411,459
Emerging Markets Core Equity Portfolio
2022		942,726		—		—		942,726
2023		718,790		—		—		718,790
Emerging Markets Targeted Value Portfolio
2022		11,192		10,941		—		22,133
2023		4,927		3,666		—		8,593
Emerging Markets ex China Core Equity Portfolio
2022		10,224		—		—		10,224
2023		14,175		—		—		14,175

As of October 31, 2023, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains			Long-Term Capital Gains			Total
Large Cap International Portfolio	$	(7,959	)		—		$	(7,959	)
International Core Equity Portfolio		(41,303	)		—			(41,303	)
Global Small Company Portfolio		(176	)	$	(105	)		(281	)
International Small Company Portfolio		(14,553	)		—			(14,553	)
Japanese Small Company Portfolio		(1,146	)		(47	)		(1,193	)
Asia Pacific Small Company Portfolio		(981	)		—			(981	)
Continental Small Company Portfolio		(269	)		—			(269	)
DFA Global Real Estate Securities Portfolio		(3,291	)		(6,592	)		(9,883	)
DFA International Small Cap Value Portfolio		(22,333	)		—			(22,333	)
International Vector Equity Portfolio		(4,070	)		—			(4,070	)
International High Relative Profitability Portfolio		(1,875	)		—			(1,875	)
World ex U.S. Value Portfolio		(516	)		—			(516	)
World ex U.S. Core Equity Portfolio		(4,530	)		—			(4,530	)
World ex U.S. Targeted Value Portfolio		(485	)		—			(485	)
World Core Equity Portfolio		(143	)		(1,073	)		(1,216	)
Selectively Hedged Global Equity Portfolio		(623	)		(801	)		(1,424	)
Emerging Markets Portfolio		(6,739	)		—			(6,739	)

123

	Net Investment Income and Short-Term Capital Gains			Long-Term Capital Gains		Total
Emerging Markets Small Cap Portfolio	$	(5,646	)		—	$	(5,646	)
Emerging Markets Value Portfolio		(30,475	)		—		(30,475	)
Emerging Markets Core Equity Portfolio		(45,692	)		—		(45,692	)
Emerging Markets Targeted Value Portfolio		(890	)		—		(890	)
Emerging Markets ex China Core Equity Portfolio		(925	)		—		(925	)

As of October 31, 2023, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

	Undistributed Net Investment Income and Short-Term Capital Gains		Undistributed Long-Term Capital Gains		Capital Loss Carryforwards			Unrealized Appreciation (Depreciation)			Total Net Distributable Earnings (Accumulated Losses)
Large Cap International Portfolio	$	42,109		—	$	(540,587	)	$	1,208,895		$	710,417
International Core Equity Portfolio		234,460		—		(1,084,106	)		2,863,285			2,013,639
Global Small Company Portfolio		1,321	$	645		—			1,908			3,874
International Small Company Portfolio		96,949		—		(139,844	)		(135,810	)		(178,705	)
Japanese Small Company Portfolio		9,815		2,791		—			(1,877	)		10,729
Asia Pacific Small Company Portfolio		7,520		—		(14,737	)		(64,352	)		(71,569	)
United Kingdom Small Company Portfolio		340		—		(3,826	)		(2,125	)		(5,611	)
Continental Small Company Portfolio		3,114		—		(32,327	)		29,640			427
DFA International Real Estate Securities Portfolio		149,439		—		(1,065,065	)		(1,164,461	)		(2,080,087	)
DFA Global Real Estate Securities Portfolio		91,948		121		—			(1,205,501	)		(1,113,432	)
DFA International Small Cap Value Portfolio		154,700		13,281		—			552,541			720,522
International Vector Equity Portfolio		37,675		—		(53,879	)		370,630			354,426
International High Relative Profitability Portfolio		2,900		—		(77,106	)		156,700			82,494
World ex U.S. Value Portfolio		2,800		—		(11,823	)		22,126			13,103
World ex U.S. Core Equity Portfolio		27,153		—		(86,490	)		261,155			201,818
World ex U.S. Targeted Value Portfolio		2,262		—		(25,411	)		(5,090	)		(28,239	)
World Core Equity Portfolio		—		11,417		—			225,178			236,595
Selectively Hedged Global Equity Portfolio		4,411		9,926		—			86,208			100,545
Emerging Markets Portfolio		51,190		—		(76,641	)		1,220,797			1,195,346
Emerging Markets Small Cap Portfolio		46,116		—		(60,028	)		201,098			187,186
Emerging Markets Value Portfolio		171,121		—		(1,349,492	)		392,080			(786,291	)
Emerging Markets Core Equity Portfolio		280,994		—		(2,449,745	)		3,306,794			1,138,043
Emerging Markets Targeted Value Portfolio		8,154		3,295		—			(854	)		10,595
Emerging Markets ex China Core Equity Portfolio		3,975		—		(22,892	)		(34,123	)		(53,040	)

124

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2023, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

	Unlimited		Total
Large Cap International Portfolio	$	540,587	$	540,587
International Core Equity Portfolio		1,084,106		1,084,106
International Small Company Portfolio		139,844		139,844
Asia Pacific Small Company Portfolio		14,737		14,737
United Kingdom Small Company Portfolio		3,826		3,826
Continental Small Company Portfolio		32,327		32,327
DFA International Real Estate Securities Portfolio		1,065,065		1,065,065
International Vector Equity Portfolio		53,879		53,879
International High Relative Profitability Portfolio		77,106		77,106
World ex U.S. Value Portfolio		11,823		11,823
World ex U.S. Core Equity Portfolio		86,490		86,490
World ex U.S. Targeted Value Portfolio		25,411		25,411
Emerging Markets Portfolio		76,641		76,641
Emerging Markets Small Cap Portfolio		60,028		60,028
Emerging Markets Value Portfolio		1,349,492		1,349,492
Emerging Markets Core Equity Portfolio		2,449,745		2,449,745
Emerging Markets ex China Core Equity Portfolio		22,892		22,892

During the year ended October 31, 2023, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

DFA International Small Cap Value Portfolio	$	57,347
Emerging Markets Value Portfolio		10,859

As of April 30, 2024, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)
Large Cap International Portfolio	$	4,037,846	$	2,172,160	$	(161,583	)	$	2,010,577
International Core Equity Portfolio		25,047,113		9,431,608		(2,371,003	)		7,060,605
Global Small Company Portfolio		76,234		15,672		(172	)		15,500
International Small Company Portfolio		10,503,827		1,543,710		(91,969	)		1,451,741
Japanese Small Company Portfolio		201,173		28,556		—			28,556
Asia Pacific Small Company Portfolio		178,489		—		(24,808	)		(24,808	)
United Kingdom Small Company Portfolio		18,661		3,130		—			3,130
Continental Small Company Portfolio		636,585		134,528		—			134,528
DFA International Real Estate Securities Portfolio		3,898,228		488,578		(770,244	)		(281,666	)
DFA Global Real Estate Securities Portfolio		7,390,107		793,241		(1,073,823	)		(280,582	)
DFA International Small Cap Value Portfolio		9,397,153		2,929,961		(854,010	)		2,075,951
International Vector Equity Portfolio		2,716,329		1,041,052		(191,261	)		849,791

125

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)
International High Relative Profitability Portfolio	$	1,335,799	$	399,025	$	(68,631	)	$	330,394
World ex U.S. Value Portfolio		213,979		59,559		—			59,559
World ex U.S. Core Equity Portfolio		3,308,095		1,174,913		(373,204	)		801,709
World ex U.S. Targeted Value Portfolio		648,204		142,713		(65,339	)		77,374
World Core Equity Portfolio		681,915		417,338		—			417,338
Selectively Hedged Global Equity Portfolio		158,946		127,788		(56	)		127,732
Emerging Markets Portfolio		3,101,710		1,943,744		—			1,943,744
Emerging Markets Small Cap Portfolio		3,305,330		863,570		—			863,570
Emerging Markets Value Portfolio		8,899,093		2,096,033		—			2,096,033
Emerging Markets Core Equity Portfolio		20,216,757		10,542,274		(3,126,593	)		7,415,681
Emerging Markets Targeted Value Portfolio		219,705		62,387		(30,718	)		31,669
Emerging Markets ex China Core Equity Portfolio		759,877		153,685		(58,959	)		94,726

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios’ tax positions and has concluded that no additional provision for income tax is required in the Portfolios’ financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

G. Financial Instruments:

In accordance with the Portfolios’ investment objectives and policies, the Portfolios may invest either directly or indirectly (through their investments in corresponding Master/Underlying Funds), 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. 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.

Portfolios that have significant exposure to certain countries, such as the United Kingdom Small Company Portfolio’s Master Fund that concentrates investments in the United Kingdom, can be expected to be impacted by the political and economic conditions within such countries. For example, there is continuing uncertainty around the future of the euro and the European Union (EU) following the United Kingdom’s (UK) exit from the EU (referred to as “Brexit”). Brexit may cause greater market volatility and illiquidity, currency fluctuations, deterioration in economic activity, a decrease in business confidence, and increased likelihood of a recession in the UK. While it is not possible to determine the precise impact these events may have on the Portfolios, the ultimate impact on the UK, EU countries, other countries or parties that transact with the UK and EU, and the broader global economy could be significant and could adversely affect the value and liquidity of the Portfolios’ investments.

126

Derivative Financial Instruments:

Summarized below are the specific types of derivative instruments used by the Portfolios.

2. Forward Currency Contracts: The Portfolios listed below may enter into foreign currency exchange transactions, including foreign currency forward contracts, in connection with the settlement of foreign securities or to transfer cash balances from one currency to another currency. The Selectively Hedged Global Equity 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 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.

3. Futures Contracts: Each Portfolio listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The 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.

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 Portfolio could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2024 was as follows (amounts in thousands):

	Forward Currency Contracts*		Futures**
Large Cap International Portfolio	$	—	$	50,915
International Core Equity Portfolio		—		263,041
International Small Company Portfolio		—		96,603
DFA International Real Estate Securities Portfolio		—		27,806
DFA Global Real Estate Securities Portfolio		—		31,512
DFA International Small Cap Value Portfolio		—		107,073
International Vector Equity Portfolio		—		26,414
International High Relative Profitability Portfolio		—		2,898
World ex U.S. Core Equity Portfolio		—		30,755
World ex U.S. Targeted Value Portfolio		—		1,021
Selectively Hedged Global Equity Portfolio		72,723		3,326

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	Forward Currency Contracts*		Futures**
Emerging Markets Core Equity Portfolio	$	—	$	223,684
Emerging Markets Targeted Value Portfolio		—		1,672
Emerging Markets ex China Core Equity Portfolio		—		3,402

* Average amount of Currency Purchased/Sold in USD.

** Average Notional Value of futures contracts.

The following is a summary of the Portfolios’ derivative instrument holdings categorized by primary risk exposure as of April 30, 2024 (amounts in thousands):

	Asset Derivatives Value
	Total Value at April 30, 2024		Forward Currency Contracts (1)
Selectively Hedged Global Equity Portfolio	$	842	$	842

	Liability Derivatives Value
	Total Value at April 30, 2024			Forward Currency Contracts (2)			Equity Contracts (3)
Large Cap International Portfolio	$	(1,746	)		—		$	(1,746	)
International Core Equity Portfolio		(7,578	)		—			(7,578	)
International Small Company Portfolio		(2,358	)		—			(2,358	)
DFA International Real Estate Securities Portfolio		(618	)		—			(618	)
DFA Global Real Estate Securities Portfolio		(862	)		—			(862	)
DFA International Small Cap Value Portfolio		(2,761	)		—			(2,761	)
International Vector Equity Portfolio		(875	)		—			(875	)
World ex U.S. Core Equity Portfolio		(1,008	)		—			(1,008	)
Selectively Hedged Global Equity Portfolio		(151	)	$	(56	)		(95	)
Emerging Markets Core Equity Portfolio		(4,961	)		—			(4,961	)
Emerging Markets Targeted Value Portfolio		(21	)		—			(21	)

(1) Presented on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

(2) Presented on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

(3) Presented on Statements of Assets and Liabilities as Payables: Futures Margin Variation.

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The following is a summary of the realized and change in unrealized gains and losses from the Portfolios’ derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2024 (amounts in thousands):

	Realized Gain (Loss) on Derivatives
	Total			Forward Currency Contracts (1)		Equity Contracts (2)
Large Cap International Portfolio	$	7,918			—	$	7,918
International Core Equity Portfolio		32,387			—		32,387
International Small Company Portfolio		17,779			—		17,779
DFA International Real Estate Securities Portfolio		4,438			—		4,438
DFA Global Real Estate Securities Portfolio		5,474			—		5,474
DFA International Small Cap Value Portfolio		16,801			—		16,801
International Vector Equity Portfolio		4,842			—		4,842
International High Relative Profitability Portfolio		471			—		471
World ex U.S. Value Portfolio		(19	)		—		(19	)
World ex U.S. Core Equity Portfolio		4,840			—		4,840
World ex U.S. Targeted Value Portfolio		54			—		54
Selectively Hedged Global Equity Portfolio		1,025		$	606		419
Emerging Markets Core Equity Portfolio		29,739			—		29,739
Emerging Markets Targeted Value Portfolio		274			—		274
Emerging Markets ex China Core Equity Portfolio		517			—		517

	Change in Unrealized Appreciation (Depreciation) on Derivatives
	Total			Forward Currency Contracts (3)		Equity Contracts (4)
Large Cap International Portfolio	$	397			—	$	397
International Core Equity Portfolio		5,602			—		5,602
International Small Company Portfolio		(690	)		—		(690	)
DFA International Real Estate Securities Portfolio		379			—		379
DFA Global Real Estate Securities Portfolio		(862	)		—		(862	)
DFA International Small Cap Value Portfolio		(573	)		—		(573	)
International Vector Equity Portfolio		(559	)		—		(559	)
International High Relative Profitability Portfolio		104			—		104
World ex U.S. Core Equity Portfolio		183			—		183
Selectively Hedged Global Equity Portfolio		466		$	338		128
Emerging Markets Core Equity Portfolio		4,543			—		4,543
Emerging Markets Targeted Value Portfolio		77			—		77

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

(2) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(3) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

(4) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

Offsetting of Derivative Assets and Derivative Liabilities:

In order to better define its contractual rights and to secure rights that will help a Portfolio mitigate its counterparty risk, the Fund on behalf of applicable Portfolios entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund, on behalf of a

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Portfolio, and a counterparty that governs over-the-counter (OTC) derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, a Portfolio may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Portfolios do not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The following table presents the Portfolios’ gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of April 30, 2024 (amounts in thousands):

Description	Gross Amounts of Recognized Assets (a)		Net Amounts of Assets Presented in the Statements of  Assets and Liabilities		Gross Amounts Not Offset in the Statements of Assets and Liabilities							Net Amount (c)		Gross Amounts of Recognized Liabilities (a)		Net Amounts of Liabilities Presented in the Statements of  Assets and Liabilities		Gross Amounts Not Offset in the Statements of Assets and Liabilities							Net Amount (e)
					Financial Instruments (b)			Non-Cash Collateral Received		Cash Collateral Received								Financial Instruments (d)			Non-Cash Collateral Pledged		Cash Collateral Pledged
	Assets													Liabilities
Selectively Hedged Global Equity Portfolio
Citibank, N.A.	$	79	$	79	$	(5	)		—		—	$	74	$	5	$	5	$	(5	)		—		—		—
Morgan Stanley and Co. International		62		62		—			—		—		62		—		—		—			—		—		—
Bank of New York Mellon		115		115		—			—		—		115		—		—		—			—		—		—
State Street Bank and Trust		101		101		—			—		—		101		—		—		—			—		—		—
Bank of America Corp.		485		485		(51	)		—		—		434		51		51		(51	)		—		—		—
Total	$	842	$	842	$	(56	)		—		—	$	786	$	56	$	56	$	(56	)		—		—		—

(a) No amounts have been netted against the gross amounts recognized in the Statements of Assets and Liabilities.

(b) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that management elects not to offset on the Statements of Assets and Liabilities.

(c) Represents the net amount due from counterparties in the event of default.

(d) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that management elects not to offset on the Statements of Assets and Liabilities.

(e) Represents the net amount due to counterparties in the event of default.

H. Line of Credit and Interfund Lending Program:

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 3, 2024, with its domestic custodian bank. A line of credit with similar terms was in effect through April 3, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the

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parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 2, 2025.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 27, 2023. A line of credit with similar terms was in effect through December 27, 2023. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio’s net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 26, 2024.

For the six months ended April 30, 2024, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

	Weighted Average Interest Rate			Weighted Average Loan Balance		Number of Days Outstanding*		Interest Expense Incurred		Maximum Amount Borrowed During the Period		Outstanding Borrowings as of 04/30/2024
Large Cap International Portfolio		6.08	%	$	801		2		—	$	1,446		—
International Core Equity Portfolio		6.08	%		3,810		5	$	3		10,329		—
Global Small Company Portfolio		6.08	%		59		36		—		288		—
DFA International Real Estate Securities Portfolio		6.08	%		5,116		22		19		12,895		—
DFA Global Real Estate Securities Portfolio		6.08	%		2,856		20		10		15,773		—
DFA International Small Cap Value Portfolio		6.08	%		3,623		9		6		11,236		—
International High Relative Profitability Portfolio		6.08	%		821		43		6		3,894		—
World ex U.S. Value Portfolio		6.08	%		155		31		1		844		—
World ex U.S. Targeted Value Portfolio		6.08	%		592		46		5		4,650		—
World Core Equity Portfolio		6.08	%		789		40		5		10,024		—
Emerging Markets Targeted Value Portfolio		6.08	%		4,300		4		3		5,605		—
Emerging Markets ex China Core Equity Portfolio		6.08	%		3,943		4		3		4,298		—

* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2024, that each Portfolio’s available line of credit was used.

Pursuant to an exemptive order issued by the SEC (the “Order”), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending

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portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day’s notice.

For the six months ended April 30, 2024, activity by the Portfolios under the interfund lending program was as follows (amounts in thousands, except percentages and days):

	Borrower or Lender		Weighted Average Interest Rate			Weighted Average Loan Balance		Number of Days Outstanding*		Interest Expense/ Income		Maximum Amount Borrowed/Loaned During the Period		Outstanding Borrowings as of 04/30/2024
DFA International Real Estate Securities Portfolio		Borrower		5.69	%	$	25,470		2	$	8	$	25,909		—
DFA Global Real Estate Securities Portfolio		Borrower		5.70	%		27,832		3		13		35,287		—
DFA International Small Cap Value Portfolio		Borrower		5.70	%		44,767		1		7		44,767		—
International High Relative Profitability Portfolio		Borrower		5.69	%		25,404		2		8		25,872		—

* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2024 that each Portfolio utilized the interfund lending program.

I. Affiliated Trades:

Cross trades for the six months ended April 30, 2024, if any, were executed by the Portfolios pursuant to procedures adopted by the Board of Directors of the Fund to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board of Directors of the Fund.

For the six months ended April 30, 2024, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

Portfolio	Purchases		Sales		Realized Gain (Loss)
Large Cap International Portfolio	$	63,963	$	48,395	$	(4,288	)
International Core Equity Portfolio		112,148		201,676		(29,390	)
DFA Global Real Estate Securities Portfolio		10,698		3,222		(5,172	)
DFA International Small Cap Value Portfolio		168,635		163,507		30,856

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Portfolio	Purchases		Sales		Realized Gain (Loss)
International Vector Equity Portfolio	$	19,089	$	32,518	$	(6,009	)
International High Relative Profitability Portfolio		17,423		16,074		(714	)
World ex U.S. Core Equity Portfolio		10,230		28,211		(4,489	)
World ex U.S. Targeted Value Portfolio		5,148		11,678		3,556
Emerging Markets Core Equity Portfolio		3,536		2,440		(376	)
Emerging Markets Targeted Value Portfolio		129		213		13
Emerging Markets ex China Core Equity Portfolio		742		—		—

J. Securities Lending:

As of April 30, 2024, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. The Portfolios also received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

	Non-Cash Collateral Market Value
Large Cap International Portfolio	$	45,225
International Core Equity Portfolio		410,217
DFA International Real Estate Securities Portfolio		41,213
DFA International Small Cap Value Portfolio		113,364
International Vector Equity Portfolio		54,008
International High Relative Profitability Portfolio		9,035
World ex U.S. Core Equity Portfolio		72,395
World ex U.S. Targeted Value Portfolio		10,645
Emerging Markets Core Equity Portfolio		1,192,972
Emerging Markets Targeted Value Portfolio		6,208
Emerging Markets ex China Core Equity Portfolio		13,920

Each Portfolio invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio’s collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, a Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

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Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Money Market Series, an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Each Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

K. Shareholder Servicing Fees:

On June 9, 2023, pursuant to a Plan of Recapitalization the Class R2 shares (“Class R shares”) of the Emerging Markets Value Portfolio converted into Institutional Class shares of the Portfolio (the “Recapitalization”). As a result of the Recapitalization, shareholders holding Class R shares of the Portfolio received Institutional Class shares of the Portfolio in exchange for their Class R shares with an aggregate net asset value equal to the aggregate net asset value of the Class R shares so exchanged. The value of a shareholder’s investment in the Portfolio was not impacted by the conversion; however, each shareholder received fewer Institutional Class shares than the number of Class R shares held at the time of the conversion because the Class R shares had a higher net asset value per share. Following the Recapitalization, the Class R shares of the Portfolio have ceased operations. See the Statements of Changes for activity related to the Recapitalization.

L. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

M. In-Kind Redemptions:

During the six months ended April 30, 2024, the Portfolios listed below realized net gains (losses) on in-kind redemptions as follows:

Large Cap International Portfolio	$	27,888
International Vector Equity Portfolio		19,173
International High Relative Profitability Portfolio		10,005

N. Recently Issued Accounting Standards and Regulations:

In October 2022, the SEC adopted rule and form amendments requiring open-end management investment companies, including mutual funds and exchange-traded funds, to transmit concise and visually engaging semi-annual and annual reports that highlight key information, including fund expenses, performance, and holdings to shareholders. Other information, including financial statements, will no longer appear in the Portfolios’ shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. Accordingly, the rule and form amendments will not impact the Portfolios’ until the 2024 annual shareholder reports, and will have no effect on the Portfolios’ accounting policies or financial statements.

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O. Other:

As of April 30, 2024, the following number of shareholders held the following approximate percentages of the Portfolios’ outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

	Number of Shareholders		Approximate Percentage of Outstanding Shares
Large Cap International Portfolio		4		77	%
International Core Equity Portfolio		3		70	%
Global Small Company Portfolio		3		90	%
International Small Company Portfolio		3		80	%
Japanese Small Company Portfolio		3		82	%
Asia Pacific Small Company Portfolio		2		89	%
United Kingdom Small Company Portfolio		3		90	%
Continental Small Company Portfolio		2		96	%
DFA International Real Estate Securities Portfolio		4		94	%
DFA Global Real Estate Securities Portfolio		2		65	%
DFA International Small Cap Value Portfolio		3		76	%
International Vector Equity Portfolio		2		90	%
International High Relative Profitability Portfolio		2		85	%
World ex U.S. Value Portfolio		5		80	%
World ex U.S. Core Equity Portfolio		2		74	%
World ex U.S. Targeted Value Portfolio		2		97	%
World Core Equity Portfolio		5		88	%
Selectively Hedged Global Equity Portfolio		4		92	%
Emerging Markets Portfolio		3		69	%
Emerging Markets Small Cap Portfolio		2		62	%
Emerging Markets Value Portfolio		3		47	%
Emerging Markets Core Equity Portfolio		2		61	%
Emerging Markets Targeted Value Portfolio		2		92	%
Emerging Markets ex China Core Equity Portfolio		3		86	%

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the now ended litigation involving Nine West). 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.

P. ReFlow Redemption Service:

A Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC (“ReFlow”) provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow’s cash is based on the results of ReFlow’s automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares

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when the fund experiences net shareholder purchases at the end of a maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow’s discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow’s purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund’s objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in the Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio’s Prospectus. If the Portfolio is part of a “master-feeder” structure, then the “feeder” Portfolio does not generally buy individual securities directly. Instead, the feeder Portfolio invests in a corresponding “master” Portfolio that in turn purchases stocks and other securities. Under a master-feeder structure, ReFlow redemptions and subscriptions take place at the feeder level, where the capital commitments are pooled, and securities are redeemed at the master level, where the securities are held. As a result, realized gains or losses will be reflected in the master Portfolio’s financial statements. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolios’ Policy Regarding Excessive Short-Term Trading.

For the six months ended April 30, 2024, the Portfolios’ activity in the program is listed below (amounts in thousands, except shares):

	Value of Cash and Value of Securities Sold		Shares Sold		Service Fees
Large Cap International Portfolio	$	40,043		1,462,919	$	55
International Vector Equity Portfolio		31,278		2,340,754		44
International High Relative Profitability Portfolio		16,319		1,239,923		24

Q. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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DIMENSIONAL INVESTMENT GROUP INC.

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses and legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and “Expenses Paid During Period” reflects the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended April 30, 2024

EXPENSE TABLE

	Beginning Account Value 11/01/23		Ending Account Value 04/30/24		Annualized Expense Ratio (1)			Expenses Paid During Period (1)
DFA International Value Portfolio (2)
Actual Fund Return	$	1,000.00	$	1,175.70		0.28	%	$	1.51
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.47		0.28	%	$	1.41

(1) Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (182), then divided by the number of days in the year (366) to reflect the six-month period.

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DISCLOSURE OF FUND EXPENSES

CONTINUED

(2) The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the allocation of the Feeder Fund’s portion of the expenses of its Master Fund (Affiliated Investment Company).

138

DIMENSIONAL INVESTMENT GROUP INC.

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-PORT with the SEC on March 28, 2024. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

PORTFOLIO HOLDINGS

The SEC requires that all funds present their categories of portfolio holdings in a table, chart, or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement.

The categories of industry classification for the Affiliated Investment Company are represented in its Disclosure of Portfolio Holdings, which is included elsewhere in the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Affiliated Investment Company’s holdings, which reflect the investments by category.

FEEDER FUND

	Affiliated Investment Company
DFA International Value Portfolio		100.0	%

139

DFA INTERNATIONAL VALUE PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The DFA International Value Series of The DFA Investment Trust Company.	$	8,972,005,892
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES.	$	8,972,005,892

Summary of the Portfolio’s Master Fund’s investments as of April 30, 2024, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

140

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENT OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands, except share and per share amounts)

	DFA International Value Portfolio
ASSETS:
Investments in Affiliated Investment Company at Value	$	8,972,006
Receivables:
Fund Shares Sold		5,910
Prepaid Expenses and Other Assets		33
Total Assets		8,977,949
LIABILITIES:
Payables:
Fund Shares Redeemed		4,444
Due to Advisor		369
Accrued Expenses and Other Liabilities		251
Total Liabilities		5,064
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	8,972,885
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $8,972,885 and shares outstanding of 427,029,989, $0.01 Par Value (1)	$	21.01
(1) NUMBER OF SHARES AUTHORIZED		1,500,000,000
NET ASSETS CONSIST OF:
Paid-In Capital	$	7,292,926
Total Distributable Earnings (Loss)		1,679,959
NET ASSETS	$	8,972,885

See accompanying Notes to Financial Statements.

141

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENT OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	DFA International Value Portfolio*
Investment Income
Net Investment Income Allocated from Affiliated Investment Companies:
Dividends (Net of Foreign Taxes Withheld of $19,348)	$	171,839
Interest		747
Income from Securities Lending, Net		1,520
Expenses Allocated from Affiliated Investment Companies		(9,479	)
Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies		164,627
Fund Expenses
Investment Management Fees		11,148
Accounting & Transfer Agent Fees		566
Filing Fees		33
Shareholders’ Reports		182
Directors’/Trustees’ Fees & Expenses		31
Professional Fees		55
Previously Waived Fees Recovered by Advisor (Note C)		14
Other		80
Total Fund Expenses		12,109
Fees Waived, Expenses Reimbursed by Advisor (Note C)		8,938
Net Expenses		3,171
Net Investment Income (Loss)		161,456
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Transactions Allocated from Affiliated Investment Company**		119,283
Change in Unrealized Appreciation (Depreciation) of:
Transactions Allocated from Affiliated Investment Company***		1,157,805
Net Realized and Unrealized Gain (Loss)		1,277,088
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,438,544

** Net of foreign capital gain taxes withheld of $0.

*** Including foreign capital gain taxes of $0.

* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

142

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA International Value Portfolio#
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	161,456		$	366,595
Net Realized Gain (Loss) on:
Transactions Allocated from Affiliated Investment Company*,**		119,283			(47,315	)
Change in Unrealized Appreciation (Depreciation) of:
Transactions Allocated from Affiliated Investment Company***,****		1,157,805			949,714
Net Increase (Decrease) in Net Assets Resulting from Operations		1,438,544			1,268,994
Distributions:
Class R2 Shares		—			43
Institutional Class Shares		(147,626	)		(351,486	)
Total Distributions		(147,626	)		(351,443	)
Capital Share Transactions (1):
Shares Issued		729,459			1,196,309
Shares Issued in Lieu of Cash Distributions		144,811			344,995
Shares Redeemed		(1,430,430	)		(1,714,650	)
Net Increase (Decrease) from Capital Share Transactions		(556,160	)		(173,346	)
Total Increase (Decrease) in Net Assets		734,758			744,205
Net Assets
Beginning of Period		8,238,127			7,493,922
End of Period	$	8,972,885		$	8,238,127
(1) Shares Issued and Redeemed:
Shares Issued		36,085			63,752
Shares Issued in Lieu of Cash Distributions		7,367			18,392
Shares Redeemed		(69,793	)		(91,729	)
Net Increase (Decrease) from Shares Issued and Redeemed		(26,341	)		(9,585	)

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0.

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

143

DIMENSIONAL INVESTMENT GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA International Value Portfolio
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019
	(Unaudited)
Net Asset Value, Beginning of Period	$	18.17		$	16.19		$	19.80		$	13.54		$	17.18		$	17.74
Income from Investment Operations (A)
Net Investment Income (Loss)		0.36			0.80			0.79			0.62			0.38			0.63
Net Gains (Losses) on Securities (Realized and Unrealized)		2.81			1.96			(3.49	)		6.23			(3.58	)		(0.11	)
Total from Investment Operations		3.17			2.76			(2.70	)		6.85			(3.20	)		0.52
Less Distributions:
Net Investment Income		(0.33	)		(0.78	)		(0.87	)		(0.59	)		(0.44	)		(0.56	)
Net Realized Gains		—			—			(0.04	)		—			—			(0.52	)
Total Distributions		(0.33	)		(0.78	)		(0.91	)		(0.59	)		(0.44	)		(1.08	)
Net Asset Value, End of Period	$	21.01		$	18.17		$	16.19		$	19.80		$	13.54		$	17.18
Total Return		17.57	%(B)		16.93	%		(13.90	%)		50.90	%		(18.87	%)		3.37	%
Net Assets, End of Period (thousands)	$	8,972,885		$	8,238,127		$	7,492,497		$	8,312,480		$	6,557,488		$	9,173,478
Ratio of Expenses to Average Net Assets (D)		0.28	%(C)		0.29	%		0.30	%		0.36	%		0.40	%		0.44	%
Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (D)		0.48	%(C)		0.49	%		0.50	%		0.56	%		0.60	%		0.64	%
Ratio of Net Investment Income to Average Net Assets		3.62	%(C)		4.27	%		4.30	%		3.36	%		2.57	%		3.70	%

See page 1-2 for the Definitions of Abbreviations and Footnotes. See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

144

DIMENSIONAL INVESTMENT GROUP INC.

NOTES TO FINANCIAL STATEMENTS

(UNAUDITED)

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940 (the “1940 Act”), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of ten portfolios, one of which, the DFA International Value Portfolio (the “Portfolio”), is presented in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolio is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”), Topic 946, “Financial Services-Investment Companies.”

The Portfolio invests substantially all of its assets in The DFA International Value Series (the “Series”), a corresponding series of The DFA Investment Trust Company. As of April 30, 2024, the Portfolio owned 71% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolio uses 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 Portfolio’s own assumptions in determining the fair value of investments)

The Portfolio’s investment reflects its proportionate interests in the net assets of the Series. The valuation is classified 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of Dimensional Fund Advisors LP) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Portfolio may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

A summary of the inputs used to value the Portfolio’s 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. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

145

2. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/ Trustees’ Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the “Notice”) to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

3. Other: The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of received distributions that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund or the Portfolio are allocated using methods approved by the Board of Directors, generally based on average net assets.

C. Investment Advisor:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolio. For the six months ended April 30, 2024, the Portfolio’s investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

DFA International Value Portfolio 0.25 % 

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the “Fee Waiver Agreement”), the Advisor has contractually agreed to permanently waive all or a portion of the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, as described in the notes below. In addition to the permanent fee waiver, the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolio, as described in the notes below. The Fee Waiver Agreement, with respect to the total management fees paid to the Advisor, will remain in effect permanently, unless terminated by the Portfolio’s Board of Directors. The remaining portion of the Fee Waiver Agreement will remain in effect through February 28, 2025, may only be terminated by the Fund’s Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the six months ended April 30, 2024, the Portfolio had an expense limit and total management fee limit based on a percentage of its average net assets on an annualized basis, as reflected below. The recovered previously waived fees/assumed expenses during the six months ended April 30, 2024 and waived fees/assumed expenses during the six months ended April 30, 2024, are reflected below (amounts in thousands).

146

Institutional Class Shares	Expense Limitation Amount			Total Management Fee Limit			Recovery of Previously Waived Fees/ Assumed Expenses		Waived Fees/ Assumed Expenses
DFA International Value Portfolio (1)		0.28	%		0.25	%	$	14	$	8,938

(1) Effective February 28, 2022, the Advisor has contractually agreed to permanently waive all or a portion of the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund, to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the “Permanent Fee Waiver”). In addition to the Permanent Fee Waiver, effective February 28, 2024, the Advisor has contractually agreed to further waive all or a portion of its management fee and to assume the other direct expenses of a class of the Portfolio (excluding expenses incurred through its investment in other investment companies managed by the Advisor) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of each class of the Portfolio to the rate listed above as a percentage of the average net assets of each class of the Portfolio on an annualized basis (the “Expense Limitation Amount”). At any time that the Portfolio Expenses of a class of the Portfolio are less than the applicable Expense Limitation Amount/Total Management Fee Limit listed above for the Portfolio, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount/Total Management Fee Limit that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount/Total Management Fee Limit in place for the Portfolio. The Advisor, however, will not be reimbursed by the Portfolio in connection with its Permanent Fee Waiver. The Fund, on behalf of the Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. From February 28, 2021 to February 27, 2022, the Permanent Fee Waiver Limit was 0.30%. From February 28, 2020 to February 27, 2021, the Permanent Fee Waiver Limit was 0.35%. From July 21, 2015 to February 27, 2020, the Permanent Fee Waiver Limit was 0.40%.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the six months ended April 30, 2024, the total related amounts paid by the Fund to the CCO were $11 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

As of April 30, 2024, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

DFA International Value Portfolio $ 109

E. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2023, can occur as a result of realized gains on securities considered to be “passive foreign investment companies”, non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above.

147

The tax character of dividends and distributions declared and paid during the years ended October 31, 2022, and October 31, 2023, were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Tax Exempt Income		Total
DFA International Value Portfolio
2022	$	402,701		—		—	$	402,701
2023		351,443		—		—		351,443

As of October 31, 2023, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

	Net Investment
	Income and
	Short-Term			Long-Term
	Capital Gains			Capital Gains		Total
DFA International Value Portfolio	$	(14,751	)		—	$	(14,751	)

As of October 31, 2023, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

	Undistributed									Total Net
	Net Investment									Distributable
	Income and		Undistributed					Unrealized		Earnings
	Short-Term		Long-Term		Capital Loss			Appreciation		(Accumulated
	Capital Gains		Capital Gains		Carryforwards			(Depreciation)		Losses)
DFA International Value Portfolio	$	87,620		—	$	(94,697	)	$	396,246	$	389,169

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2023, the Portfolio had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

	Unlimited		Total
DFA International Value Portfolio	$	94,697	$	94,697

During the year ended October 31, 2023, the Portfolio did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

As of April 30, 2024, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

							Net
							Unrealized
	Federal		Unrealized		Unrealized		Appreciation
	Tax Cost		Appreciation		(Depreciation)		(Depreciation)
DFA International Value Portfolio	$	7,413,790	$	1,601,455		—	$	1,601,455

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

148

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolio recognizes the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolio’s tax positions and has concluded that no additional provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

F. Shareholder Servicing Fees:

On June 9, 2023, pursuant to a Plan of Recapitalization the Class R2 (“Class R shares”) shares of the DFA International Value Portfolio converted into Institutional Class shares of the Portfolio (the “Recapitalization”). As a result of the Recapitalization, shareholders holding Class R shares of the Portfolio received Institutional Class shares of the Portfolio in exchange for their Class R shares with an aggregate net asset value equal to the aggregate net asset value of the Class R shares so exchanged. The value of a shareholder’s investment in the Portfolio was not impacted by the conversion; however, each shareholder received fewer Institutional Class shares than the number of Class R shares held at the time of the conversion because the Class R shares had a higher net asset value per share. Following the Recapitalization, the Class R shares of the Portfolio have ceased operations. See the Statements of Changes for activity related to the Recapitalization.

G. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

H. Recently Issued Accounting Standards and Regulations:

In October 2022, the SEC adopted rule and form amendments requiring open-end management investment companies, including mutual funds and exchange-traded funds, to transmit concise and visually engaging semi-annual and annual reports that highlight key information, including fund expenses, performance, and holdings to shareholders. Other information, including financial statements, will no longer appear in the Portfolio’s shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. Accordingly, the rule and form amendments will not impact the Portfolio until the 2024 annual shareholder report and will have no effect on the Portfolio’s accounting policies or financial statements.

I. Other:

As of April 30, 2024, the following number of shareholders held the following approximate percentages of the Portfolio’s outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

			Approximate
			Percentage
	Number of		of Outstanding
	Shareholders		Shares
DFA International Value Portfolio		3		67	%

149

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the now ended litigation involving Nine West). Although management currently believes that resolving claims against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio’s 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.

J. ReFlow Redemption Service:

The Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC (“ReFlow”) provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow’s cash is based on the results of ReFlow’s automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of the maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow’s discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow’s purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund’s objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in the Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio’s Prospectus. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolio’s Policy Regarding Excessive Short-Term Trading.

During the six months ended April 30, 2024, the DFA International Value Portfolio’s activity in the program was as follows (amounts in thousands, except shares):

	Value of Cash
	and Value of
	Securities
	Sold		Shares Sold		Service Fees
DFA International Value Portfolio	$	162,253		7,722,355	$	226

K. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

150

THE DFA INVESTMENT TRUST COMPANY

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Tables are shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses and legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Tables below illustrate your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and “Expenses Paid During Period” reflects the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended April 30, 2024

EXPENSE TABLES

	Beginning		Ending					Expenses
	Account		Account		Annualized			Paid
	Value		Value		Expense			During
	11/01/23		04/30/24		Ratio (1)			Period (1)
The DFA International Value Series
Actual Fund Return	$	1,000.00	$	1,175.70		0.21	%	$	1.14
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.82		0.21	%	$	1.06
The Japanese Small Company Series
Actual Fund Return	$	1,000.00	$	1,116.60		0.12	%	$	0.63
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.27		0.12	%	$	0.60

151

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning		Ending					Expenses
	Account		Account		Annualized			Paid
	Value		Value		Expense			During
	11/01/23		04/30/24		Ratio (1)			Period (1)
The Asia Pacific Small Company Series
Actual Fund Return	$	1,000.00	$	1,142.30		0.12	%	$	0.64
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.27		0.12	%	$	0.60
The United Kingdom Small Company Series
Actual Fund Return	$	1,000.00	$	1,223.70		0.11	%	$	0.61
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.32		0.11	%	$	0.55
The Continental Small Company Series
Actual Fund Return	$	1,000.00	$	1,184.20		0.12	%	$	0.65
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.27		0.12	%	$	0.60
The Canadian Small Company Series
Actual Fund Return	$	1,000.00	$	1,159.50		0.11	%	$	0.59
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.32		0.11	%	$	0.55
The Emerging Markets Series
Actual Fund Return	$	1,000.00	$	1,151.90		0.15	%	$	0.80
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.12		0.15	%	$	0.75
The Emerging Markets Small Cap Series
Actual Fund Return	$	1,000.00	$	1,148.50		0.27	%	$	1.44
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.52		0.27	%	$	1.36

(1) Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (182), then divided by the number of days in the year (366) to reflect the six-month period.

152

THE DFA INVESTMENT TRUST COMPANY

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-PORT with the SEC on March 28, 2024. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

PORTFOLIO HOLDINGS

The SEC requires that all funds present their categories of portfolio holdings in a table, chart, or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

INTERNATIONAL EQUITY PORTFOLIOS

The DFA International Value Series
Communication Services	3.3	%
Consumer Discretionary	13.2	%
Consumer Staples	3.7	%
Energy	15.4	%
Financials	30.2	%
Health Care	6.6	%
Industrials	10.6	%
Information Technology	1.6	%
Materials	12.7	%
Real Estate	2.0	%
Utilities	0.7	%
	100.0	%

The Japanese Small Company Series
Communication Services	2.1	%
Consumer Discretionary	15.3	%
Consumer Staples	8.0	%
Energy	0.8	%
Financials	9.3	%
Health Care	5.4	%
Industrials	29.7	%
Information Technology	13.2	%
Materials	12.9	%
Real Estate	1.6	%
Utilities	1.7	%
	100.0	%

The Asia Pacific Small Company Series
Communication Services	4.3	%
Consumer Discretionary	19.5	%
Consumer Staples	5.8	%
Energy	5.6	%
Financials	13.4	%
Health Care	5.4	%
Industrials	12.5	%
Information Technology	8.1	%
Materials	18.6	%
Real Estate	6.7	%
Utilities	0.1	%
	100.0	%

153

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

The United Kingdom Small Company Series
Communication Services	4.7	%
Consumer Discretionary	19.1	%
Consumer Staples	7.7	%
Energy	2.9	%
Financials	21.7	%
Health Care	2.5	%
Industrials	24.5	%
Information Technology	5.5	%
Materials	6.3	%
Real Estate	2.7	%
Utilities	2.4	%
	100.0	%

The Continental Small Company Series
Communication Services	4.5	%
Consumer Discretionary	8.2	%
Consumer Staples	4.4	%
Energy	3.4	%
Financials	16.9	%
Health Care	6.2	%
Industrials	28.6	%
Information Technology	9.5	%
Materials	9.0	%
Real Estate	5.4	%
Utilities	3.9	%
	100.0	%

The Canadian Small Company Series
Communication Services	0.9	%
Consumer Discretionary	4.1	%
Consumer Staples	4.6	%
Energy	24.5	%
Financials	7.3	%
Health Care	2.5	%
Industrials	14.9	%
Information Technology	4.6	%
Materials	25.5	%
Real Estate	3.3	%
Utilities	7.8	%
	100.0	%

The Emerging Markets Series
Communication Services	8.2	%
Consumer Discretionary	12.0	%
Consumer Staples	5.9	%
Energy	5.8	%
Financials	21.8	%
Health Care	3.9	%
Industrials	8.7	%
Information Technology	20.5	%
Materials	8.7	%
Real Estate	1.8	%
Utilities	2.7	%
	100.0	%

The Emerging Markets Small Cap Series
Communication Services	3.3	%
Consumer Discretionary	12.5	%
Consumer Staples	6.5	%
Energy	1.9	%
Financials	10.6	%
Health Care	8.0	%
Industrials	18.4	%
Information Technology	14.9	%
Materials	14.9	%
Real Estate	5.1	%
Utilities	3.9	%
	100.0	%

154

THE DFA INTERNATIONAL VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (95.5%)
AUSTRALIA — (6.0%)
	ANZ Group Holdings Ltd.		3,720,839	$	67,138,539		0.5	%
	National Australia Bank Ltd.		5,570,044		120,744,740		1.0	%
	Santos Ltd.		14,074,222		69,067,329		0.6	%
	Westpac Banking Corp.		5,237,352		86,973,266		0.7	%
	Woodside Energy Group Ltd.		3,761,716		67,398,682		0.5	%
	Other Securities				353,258,928		2.8	%
TOTAL AUSTRALIA					764,581,484		6.1	%
AUSTRIA — (0.1%)
	Other Securities				10,364,334		0.1	%
BELGIUM — (0.7%)
	Other Securities				88,201,536		0.7	%
CANADA — (10.2%)
	Bank of Montreal		1,308,032		116,833,418		0.9	%
#	Bank of Nova Scotia		1,809,424		83,052,562		0.7	%
	Canadian Imperial Bank of Commerce		1,726,071		80,570,459		0.6	%
	Fairfax Financial Holdings Ltd.		96,097		104,477,784		0.8	%
	Manulife Financial Corp.		3,267,295		76,193,319		0.6	%
	Nutrien Ltd.		1,194,529		63,035,285		0.5	%
	Suncor Energy, Inc.		2,343,254		89,488,870		0.7	%
	Teck Resources Ltd., Class B		2,373,766		116,765,550		0.9	%
#	Toronto-Dominion Bank		1,259,832		74,733,234		0.6	%
	Other Securities				492,933,508		4.0	%
TOTAL CANADA					1,298,083,989		10.3	%
DENMARK — (2.6%)
	Other Securities				333,225,955		2.7	%
FINLAND — (0.7%)
	Other Securities				90,445,884		0.7	%
FRANCE — (10.9%)
	BNP Paribas SA		1,245,833		89,652,462		0.7	%
	Cie de Saint-Gobain SA		1,944,950		153,811,784		1.2	%
	Cie Generale des Etablissements Michelin SCA		2,740,740		105,295,516		0.8	%
	Orange SA		7,524,383		83,748,511		0.7	%
	Publicis Groupe SA		572,887		63,216,237		0.5	%
	Sanofi SA		1,294,731		127,910,431		1.0	%
	TotalEnergies SE		6,761,803		490,898,501		3.9	%
	Other Securities				280,886,227		2.3	%
TOTAL FRANCE					1,395,419,669		11.1	%
GERMANY — (6.1%)
	BASF SE		1,328,093		69,587,493		0.6	%
	Bayerische Motoren Werke AG		915,630		99,757,239		0.8	%
	Daimler Truck Holding AG		1,562,210		70,449,776		0.6	%
	Mercedes-Benz Group AG		2,408,921		182,212,921		1.4	%
	Other Securities				358,713,481		2.8	%
TOTAL GERMANY					780,720,910		6.2	%

155

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
HONG KONG — (1.2%)
	Other Securities			$	151,695,444		1.2	%
IRELAND — (0.2%)
	Other Securities				28,993,455		0.2	%
ISRAEL — (0.5%)
	Other Securities				63,487,764		0.5	%
ITALY — (2.7%)
#	Stellantis NV		3,233,234		71,540,140		0.6	%
	UniCredit SpA		4,033,254		148,038,025		1.2	%
	Other Securities				124,255,029		0.9	%
TOTAL ITALY					343,833,194		2.7	%
JAPAN — (21.0%)
	Honda Motor Co. Ltd.		10,142,400		115,395,936		0.9	%
	Mitsubishi Corp.		4,952,200		113,254,674		0.9	%
	Mitsubishi UFJ Financial Group, Inc.		10,604,650		105,636,637		0.8	%
	Sumitomo Mitsui Financial Group, Inc.		1,457,900		82,814,222		0.7	%
	Takeda Pharmaceutical Co. Ltd.		2,716,171		71,386,586		0.6	%
	Toyota Motor Corp.		4,626,850		105,531,855		0.8	%
	Other Securities				2,089,448,091		16.7	%
TOTAL JAPAN					2,683,468,001		21.4	%
NETHERLANDS — (3.8%)
	ING Groep NV		4,971,616		78,602,570		0.6	%
	Koninklijke Ahold Delhaize NV		4,003,663		121,527,947		1.0	%
	Other Securities				284,920,138		2.3	%
TOTAL NETHERLANDS					485,050,655		3.9	%
NEW ZEALAND — (0.2%)
	Other Securities				18,639,643		0.2	%
NORWAY — (0.8%)
	Other Securities				104,525,067		0.8	%
PORTUGAL — (0.1%)
	Other Securities				17,222,936		0.2	%
SINGAPORE — (0.9%)
	Other Securities				115,436,172		0.9	%
SPAIN — (2.9%)
	Banco Bilbao Vizcaya Argentaria SA		6,651,895		71,933,413		0.6	%
#	Banco Santander SA		33,828,020		164,594,695		1.3	%
	Banco Santander SA, Sponsored ADR		219,342		1,052,842		0.0	%
	Repsol SA		5,175,215		81,230,579		0.6	%
	Other Securities				55,639,770		0.5	%
TOTAL SPAIN					374,451,299		3.0	%

156

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SWEDEN — (2.1%)
	Other Securities			$	264,895,236		2.1	%
SWITZERLAND — (9.5%)
	Cie Financiere Richemont SA, Class A		787,983		108,920,549		0.9	%
	Holcim AG		895,794		74,984,857		0.6	%
	Lonza Group AG		120,322		66,416,929		0.5	%
	Novartis AG		1,526,421		148,150,570		1.2	%
	Novartis AG, Sponsored ADR		1,104,091		107,240,359		0.9	%
	UBS Group AG		5,916,152		155,377,485		1.2	%
#*	UBS Group AG		1,123,339		30,161,636		0.2	%
	Zurich Insurance Group AG		344,994		166,993,077		1.3	%
	Other Securities				361,262,905		2.9	%
TOTAL SWITZERLAND					1,219,508,367		9.7	%
UNITED KINGDOM — (12.1%)
	Glencore PLC		12,728,997		74,064,434		0.6	%
	HSBC Holdings PLC		11,272,844		97,712,457		0.8	%
#	HSBC Holdings PLC, Sponsored ADR		2,088,271		91,006,850		0.7	%
	Lloyds Banking Group PLC		129,529,683		83,596,212		0.7	%
	Shell PLC		307,658		10,936,810		0.1	%
	Shell PLC, ADR		8,324,491		596,533,025		4.7	%
	Other Securities				593,743,571		4.7	%
TOTAL UNITED KINGDOM					1,547,593,359		12.3	%
UNITED STATES — (0.2%)
	Other Securities				26,693,766		0.2	%
TOTAL COMMON STOCKS					12,206,538,119		97.2	%
PREFERRED STOCKS — (0.7%)
GERMANY — (0.7%)
	Other Securities				95,497,709		0.7	%
TOTAL INVESTMENT SECURITIES (Cost $ 9,614,807,124)					12,302,035,828
				Value†
SECURITIES LENDING COLLATERAL — (3.8%)
@§	The DFA Short Term Investment Fund		41,646,336		481,764,815		3.9	%
TOTAL INVESTMENTS—(100.0%) (Cost $ 10,096,565,575)				$	12,783,800,643		101.8	%

157

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

As of April 30, 2024, The DFA International Value Series 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		435		06/21/24	$	113,704,115	$	110,207,250	$	(3,496,865	)
Total Futures Contracts					$	113,704,115	$	110,207,250	$	(3,496,865	)

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Assets
Common Stocks
Australia		—		$	764,581,484		—	$	764,581,484
Austria		—			10,364,334		—		10,364,334
Belgium		—			88,201,536		—		88,201,536
Canada	$	1,298,083,989			—		—		1,298,083,989
Denmark		529,252			332,696,703		—		333,225,955
Finland		4,858,347			85,587,537		—		90,445,884
France		—			1,395,419,669		—		1,395,419,669
Germany		22,757,937			757,962,973		—		780,720,910
Hong Kong		—			151,695,444		—		151,695,444
Ireland		—			28,993,455		—		28,993,455
Israel		—			63,487,764		—		63,487,764
Italy		56,797,453			287,035,741		—		343,833,194
Japan		28,430,409			2,655,037,592		—		2,683,468,001
Netherlands		27,323,680			457,726,975		—		485,050,655
New Zealand		—			18,639,643		—		18,639,643
Norway		—			104,525,067		—		104,525,067
Portugal		—			17,222,936		—		17,222,936
Singapore		—			115,436,172		—		115,436,172
Spain		10,494,671			363,956,628		—		374,451,299
Sweden		40,760			264,854,476		—		264,895,236
Switzerland		153,513,235			1,065,995,132		—		1,219,508,367
United Kingdom		818,953,672			728,639,687		—		1,547,593,359
United States		18,518,632			8,175,134		—		26,693,766
Preferred Stocks
Germany		—			95,497,709		—		95,497,709
Securities Lending Collateral		—			481,764,815		—		481,764,815
Total Investments in Securities	$	2,440,302,037		$	10,343,498,606		—	$	12,783,800,643
Financial Instruments
Liabilities
Futures Contracts**		(3,496,865	)		—		—		(3,496,865	)
Total Financial Instruments	$	(3,496,865	)		—		—	$	(3,496,865	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

158

THE JAPANESE SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (98.9%)
COMMUNICATION SERVICES — (2.1%)
	Other Securities			$	62,909,718		2.1	%
CONSUMER DISCRETIONARY — (15.1%)
	Food & Life Cos. Ltd.		547,600		10,350,094		0.4	%
	Kyoritsu Maintenance Co. Ltd.		360,800		7,694,293		0.3	%
#*	Mercari, Inc.		641,700		7,419,895		0.3	%
	NHK Spring Co. Ltd.		943,987		9,567,160		0.3	%
	Resorttrust, Inc.		477,064		7,895,577		0.3	%
	Tomy Co. Ltd.		510,693		8,165,540		0.3	%
	Other Securities				402,917,838		13.2	%
TOTAL CONSUMER DISCRETIONARY					454,010,397		15.1	%
CONSUMER STAPLES — (7.9%)
	Morinaga Milk Industry Co. Ltd.		381,100		7,467,806		0.3	%
	Nissui Corp.		1,737,200		10,423,613		0.4	%
	Other Securities				218,966,614		7.2	%
TOTAL CONSUMER STAPLES					236,858,033		7.9	%
ENERGY — (0.8%)
	Other Securities				24,392,797		0.8	%
FINANCIALS — (9.2%)
	77 Bank Ltd.		330,252		9,336,324		0.3	%
	Gunma Bank Ltd.		1,655,269		10,074,228		0.3	%
	Hirogin Holdings, Inc.		1,462,700		10,526,124		0.4	%
	Hokuhoku Financial Group, Inc.		650,353		7,977,844		0.3	%
	Nishi-Nippon Financial Holdings, Inc.		703,300		8,891,429		0.3	%
	Yamaguchi Financial Group, Inc.		879,230		8,881,638		0.3	%
	Other Securities				219,938,310		7.2	%
TOTAL FINANCIALS					275,625,897		9.1	%
HEALTH CARE — (5.3%)
	Jeol Ltd.		247,200		9,793,908		0.3	%
	Sawai Group Holdings Co. Ltd.		219,400		8,176,036		0.3	%
	Tsumura & Co.		307,918		7,419,806		0.3	%
	Other Securities				134,470,298		4.4	%
TOTAL HEALTH CARE					159,860,048		5.3	%
INDUSTRIALS — (29.4%)
	EXEO Group, Inc.		856,372		9,333,805		0.3	%
	Furukawa Electric Co. Ltd.		380,200		8,140,413		0.3	%
	GS Yuasa Corp.		417,183		7,871,173		0.3	%
	Hitachi Zosen Corp.		982,779		7,606,599		0.3	%
	Inaba Denki Sangyo Co. Ltd.		313,900		7,323,456		0.3	%
	Kanematsu Corp.		470,325		7,647,398		0.3	%
	Kokuyo Co. Ltd.		454,525		7,765,176		0.3	%
	Mabuchi Motor Co. Ltd.		483,268		7,484,797		0.3	%
	MEITEC Group Holdings, Inc.		453,200		8,452,181		0.3	%
	Nagase & Co. Ltd.		558,800		9,667,429		0.3	%

159

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
INDUSTRIALS — (Continued)
	Nichias Corp.		366,500	$	10,045,658		0.3	%
	Nihon M&A Center Holdings, Inc.		1,777,000		9,726,109		0.3	%
*	Park24 Co. Ltd.		743,272		8,004,728		0.3	%
	Takasago Thermal Engineering Co. Ltd.		245,700		8,236,881		0.3	%
	Takeuchi Manufacturing Co. Ltd.		204,100		7,742,165		0.3	%
	Ushio, Inc.		572,300		7,527,951		0.3	%
	Other Securities				752,285,637		24.6	%
TOTAL INDUSTRIALS					884,861,556		29.4	%
INFORMATION TECHNOLOGY — (13.0%)
	Alps Alpine Co. Ltd.		980,642		8,852,024		0.3	%
	Citizen Watch Co. Ltd.		1,379,800		9,165,989		0.3	%
	Daiwabo Holdings Co. Ltd.		556,300		9,662,968		0.3	%
	Dexerials Corp.		307,000		11,499,187		0.4	%
	Konica Minolta, Inc.		2,569,800		8,544,930		0.3	%
	NET One Systems Co. Ltd.		492,716		8,244,429		0.3	%
	Nippon Electric Glass Co. Ltd.		385,736		9,544,688		0.3	%
	NSD Co. Ltd.		464,660		9,082,229		0.3	%
	Other Securities				317,338,206		10.5	%
TOTAL INFORMATION TECHNOLOGY					391,934,650		13.0	%
MATERIALS — (12.8%)
	ADEKA Corp.		494,500		10,276,060		0.3	%
	Mitsubishi Materials Corp.		477,800		9,337,438		0.3	%
	Mitsui Mining & Smelting Co. Ltd.		329,400		10,328,956		0.3	%
	Rengo Co. Ltd.		1,028,300		7,710,054		0.3	%
	Taiheiyo Cement Corp.		375,454		8,587,569		0.3	%
	Teijin Ltd.		840,188		8,196,597		0.3	%
	Tokuyama Corp.		354,797		7,320,919		0.3	%
	UBE Corp.		581,000		10,621,656		0.4	%
	Other Securities				311,066,537		10.2	%
TOTAL MATERIALS					383,445,786		12.7	%
REAL ESTATE — (1.6%)
	Other Securities				48,217,548		1.6	%
UTILITIES — (1.7%)
	Nippon Gas Co. Ltd.		655,600		10,692,315		0.3	%
	Other Securities				41,731,402		1.4	%
TOTAL UTILITIES					52,423,717		1.7	%
TOTAL COMMON STOCKS (Cost $2,691,088,163)					2,974,540,147		98.7	%
				Value†
SECURITIES LENDING COLLATERAL — (1.1%)
@§	The DFA Short Term Investment Fund		2,977,727		34,446,351		1.1	%
TOTAL INVESTMENTS—(100.0%) (Cost $2,725,534,470)				$	3,008,986,498		99.8	%

160

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services		—	$	62,909,718		—	$	62,909,718
Consumer Discretionary		—		454,010,397		—		454,010,397
Consumer Staples		—		236,858,033		—		236,858,033
Energy		—		24,392,797		—		24,392,797
Financials		—		275,625,897		—		275,625,897
Health Care		—		159,860,048		—		159,860,048
Industrials		—		884,861,556		—		884,861,556
Information Technology	$	2,705,824		389,228,826		—		391,934,650
Materials		—		383,445,786		—		383,445,786
Real Estate		—		48,217,548		—		48,217,548
Utilities		—		52,423,717		—		52,423,717
Securities Lending Collateral		—		34,446,351		—		34,446,351
Total Investments in Securities	$	2,705,824	$	3,006,280,674		—	$	3,008,986,498

See accompanying Notes to Financial Statements.

161

THE ASIA PACIFIC SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (99.6%)
AUSTRALIA — (68.9%)
*	Alumina Ltd.		9,199,687	$	9,451,085		0.7	%
	AMP Ltd.		16,162,745		11,375,893		0.8	%
	Ansell Ltd.		826,903		13,595,186		1.0	%
#	ARB Corp. Ltd.		515,473		12,654,606		0.9	%
	AUB Group Ltd.		604,471		10,962,909		0.8	%
#	Bank of Queensland Ltd.		3,764,914		14,871,977		1.1	%
	Beach Energy Ltd.		9,477,871		9,705,184		0.7	%
*	Bellevue Gold Ltd.		8,680,965		9,808,562		0.7	%
#*	Boss Energy Ltd.		2,985,896		9,397,878		0.7	%
	Breville Group Ltd.		613,229		10,096,657		0.7	%
	Brickworks Ltd.		443,273		7,634,576		0.6	%
	Challenger Ltd.		2,318,192		9,987,706		0.7	%
	Champion Iron Ltd.		2,045,901		9,271,672		0.7	%
	CSR Ltd.		3,025,097		17,254,499		1.3	%
*	De Grey Mining Ltd.		9,589,596		7,980,148		0.6	%
	Domino’s Pizza Enterprises Ltd.		366,930		9,255,966		0.7	%
	Downer EDI Ltd.		4,102,725		12,316,600		0.9	%
#	Flight Centre Travel Group Ltd.		991,677		13,478,887		1.0	%
	Gold Road Resources Ltd.		7,834,503		8,107,416		0.6	%
	HUB24 Ltd.		477,073		12,257,701		0.9	%
	Iluka Resources Ltd.		1,975,515		9,606,164		0.7	%
	Incitec Pivot Ltd.		4,870,252		8,744,963		0.6	%
	Lendlease Corp. Ltd.		3,377,119		13,927,398		1.0	%
	Lovisa Holdings Ltd.		404,882		8,160,018		0.6	%
	Metcash Ltd.		5,799,205		14,706,116		1.1	%
	Netwealth Group Ltd.		798,551		10,050,979		0.7	%
	New Hope Corp. Ltd.		3,218,747		9,363,398		0.7	%
	nib holdings Ltd.		2,762,115		13,190,585		1.0	%
	Orora Ltd.		7,895,775		11,067,453		0.8	%
*	Paladin Energy Ltd.		1,726,294		15,320,419		1.1	%
	Perpetual Ltd.		533,324		8,108,790		0.6	%
	Perseus Mining Ltd.		8,150,426		11,921,805		0.9	%
	Premier Investments Ltd.		460,365		8,855,415		0.6	%
	Ramelius Resources Ltd.		6,372,398		8,453,050		0.6	%
	Reliance Worldwide Corp. Ltd.		4,574,507		15,015,063		1.1	%
*	Sandfire Resources Ltd.		2,980,077		17,949,060		1.3	%
	Sigma Healthcare Ltd.		10,130,069		8,248,735		0.6	%
	Sims Ltd.		1,023,034		7,840,813		0.6	%
	Super Retail Group Ltd.		1,077,207		10,016,276		0.7	%
	Technology One Ltd.		962,439		9,968,181		0.7	%
	Ventia Services Group Pty. Ltd.		4,118,921		9,586,161		0.7	%
W	Viva Energy Group Ltd.		4,788,882		10,485,228		0.8	%
#*	Webjet Ltd.		2,238,459		11,749,811		0.9	%
	Other Securities				482,130,281		34.5	%
TOTAL AUSTRALIA					953,931,270		69.0	%
CHINA — (0.1%)
	Other Securities				674,675		0.0	%

162

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
HONG KONG — (18.3%)
	ASMPT Ltd.		1,083,400	$	13,464,149		1.0	%
	Luk Fook Holdings International Ltd.		3,231,000		7,745,870		0.6	%
	Pacific Basin Shipping Ltd.		28,012,000		9,699,374		0.7	%
	PCCW Ltd.		18,623,545		9,311,665		0.7	%
*W	Samsonite International SA		4,615,200		16,225,508		1.2	%
	Other Securities				197,440,150		14.2	%
TOTAL HONG KONG					253,886,716		18.4	%
NEW ZEALAND — (2.7%)
	Other Securities				36,724,475		2.6	%
SINGAPORE — (9.6%)
	ComfortDelGro Corp. Ltd.		9,516,700		10,351,483		0.8	%
	Venture Corp. Ltd.		886,900		9,396,912		0.7	%
	Other Securities				112,787,770		8.1	%
TOTAL SINGAPORE					132,536,165		9.6	%
TOTAL COMMON STOCKS					1,377,753,301		99.6	%
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
	Other Securities				52,639		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $1,504,134,299)					1,377,805,940
				Value†
SECURITIES LENDING COLLATERAL — (0.4%)
@§	The DFA Short Term Investment Fund		532,661		6,161,821		0.5	%
TOTAL INVESTMENTS—(100.0%) (Cost $1,510,296,094)				$	1,383,967,761		100.1	%

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3			Total
Assets
Common Stocks
Australia	$	19,489	$	953,331,192	$	580,589		$	953,931,270
China		—		674,675		—			674,675
Hong Kong		—		253,645,575		241,141			253,886,716
New Zealand		—		36,724,475		—			36,724,475
Singapore		—		131,607,002		929,163			132,536,165
Rights/Warrants
Australia		—		46,528		6,111			52,639
Securities Lending Collateral		—		6,161,821		—			6,161,821
Total Investments in Securities	$	19,489	$	1,382,191,268	$	1,757,004	<>	$	1,383,967,761

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

163

THE UNITED KINGDOM SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (97.7%)
COMMUNICATION SERVICES — (4.6%)
	4imprint Group PLC		170,419	$	13,171,371		0.8	%
	ITV PLC		18,733,766		16,436,592		1.0	%
	Other Securities				44,701,286		2.9	%
TOTAL COMMUNICATION SERVICES					74,309,249		4.7	%
CONSUMER DISCRETIONARY — (18.7%)
	Bellway PLC		630,147		19,802,855		1.2	%
	Domino’s Pizza Group PLC		3,097,499		12,556,883		0.8	%
	Games Workshop Group PLC		185,280		22,899,525		1.4	%
	Greggs PLC		616,518		20,864,178		1.3	%
	Inchcape PLC		2,224,738		22,173,790		1.4	%
	Persimmon PLC		1,210,381		19,599,733		1.2	%
	Pets at Home Group PLC		3,252,605		11,874,044		0.7	%
	Redrow PLC		1,640,617		13,190,480		0.8	%
	Vistry Group PLC		1,748,658		25,975,639		1.6	%
	Other Securities				131,811,036		8.4	%
TOTAL CONSUMER DISCRETIONARY					300,748,163		18.8	%
CONSUMER STAPLES — (7.5%)
	Britvic PLC		1,626,728		17,939,125		1.1	%
	Cranswick PLC		366,623		19,689,598		1.2	%
	Marks & Spencer Group PLC		8,720,785		27,783,914		1.7	%
	Tate & Lyle PLC		2,282,146		18,710,462		1.2	%
	Other Securities				36,702,587		2.4	%
TOTAL CONSUMER STAPLES					120,825,686		7.6	%
ENERGY — (2.8%)
	Other Securities				44,932,336		2.8	%
FINANCIALS — (21.1%)
#	abrdn PLC		7,794,646		14,214,168		0.9	%
	Bank of Georgia Group PLC		269,724		18,060,462		1.1	%
	Beazley PLC		3,371,873		27,898,081		1.7	%
	Burford Capital Ltd.		1,040,043		16,025,959		1.0	%
	Direct Line Insurance Group PLC		6,636,380		15,407,703		1.0	%
	Hargreaves Lansdown PLC		1,727,442		17,456,379		1.1	%
	Hiscox Ltd.		1,713,988		26,285,489		1.6	%
	IG Group Holdings PLC		1,903,515		17,762,173		1.1	%
	Man Group PLC		7,658,922		24,561,411		1.5	%
	Paragon Banking Group PLC		1,921,607		17,137,099		1.1	%
	Plus500 Ltd.		559,488		15,133,993		1.0	%
	Virgin Money U.K. PLC		5,748,672		15,285,030		1.0	%
	Other Securities				115,115,142		7.2	%
TOTAL FINANCIALS					340,343,089		21.3	%
HEALTH CARE — (2.4%)
	Hikma Pharmaceuticals PLC		665,364		15,975,770		1.0	%
	Other Securities				23,112,542		1.4	%
TOTAL HEALTH CARE					39,088,312		2.4	%

164

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
INDUSTRIALS — (24.0%)
	Babcock International Group PLC		2,648,756	$	16,761,406		1.1	%
	Balfour Beatty PLC		3,585,302		16,259,272		1.0	%
	Diploma PLC		406,243		18,362,419		1.2	%
	Grafton Group PLC		1,489,341		17,517,968		1.1	%
	Howden Joinery Group PLC		1,961,497		21,350,339		1.3	%
*	International Distributions Services PLC		3,658,794		12,328,647		0.8	%
	JET2 PLC		813,756		14,552,105		0.9	%
	Mitie Group PLC		8,157,936		11,840,775		0.7	%
	QinetiQ Group PLC		3,297,003		14,070,582		0.9	%
	Rotork PLC		4,453,609		17,903,215		1.1	%
	RS Group PLC		1,740,840		15,947,502		1.0	%
	Serco Group PLC		6,263,031		14,284,096		0.9	%
	Travis Perkins PLC		1,218,528		11,405,796		0.7	%
	Other Securities				182,976,112		11.5	%
TOTAL INDUSTRIALS					385,560,234		24.2	%
INFORMATION TECHNOLOGY — (5.4%)
	Computacenter PLC		501,247		16,070,220		1.0	%
	Softcat PLC		721,394		14,120,067		0.9	%
	Other Securities				56,429,638		3.5	%
TOTAL INFORMATION TECHNOLOGY					86,619,925		5.4	%
MATERIALS — (6.2%)
	Centamin PLC		8,657,968		13,074,160		0.8	%
	Hill & Smith PLC		552,541		12,969,366		0.8	%
	Johnson Matthey PLC		705,343		15,447,255		1.0	%
	Other Securities				58,327,738		3.7	%
TOTAL MATERIALS					99,818,519		6.3	%
REAL ESTATE — (2.6%)
	Grainger PLC		4,254,403		13,572,770		0.8	%
	Savills PLC		971,680		13,132,539		0.8	%
	Other Securities				15,068,917		1.0	%
TOTAL REAL ESTATE					41,774,226		2.6	%
UTILITIES — (2.4%)
	Drax Group PLC		2,467,126		15,979,925		1.0	%
	Pennon Group PLC		1,497,540		12,456,715		0.8	%
	Other Security				9,518,258		0.6	%
TOTAL UTILITIES					37,954,898		2.4	%
TOTAL COMMON STOCKS (Cost $1,411,512,091)					1,571,974,637		98.5	%

165

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
SECURITIES LENDING COLLATERAL — (2.3%)
@§	The DFA Short Term Investment Fund		3,168,193	$	36,649,652		2.3	%
TOTAL INVESTMENTS—(100.0%) (Cost $1,448,161,103)				$	1,608,624,289		100.8	%

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	15,722	$	74,293,527		—	$	74,309,249
Consumer Discretionary		—		300,748,163		—		300,748,163
Consumer Staples		—		120,825,686		—		120,825,686
Energy		—		44,932,336		—		44,932,336
Financials		—		340,343,089		—		340,343,089
Health Care		—		39,088,312		—		39,088,312
Industrials		—		385,560,234		—		385,560,234
Information Technology		—		86,619,925		—		86,619,925
Materials		—		99,818,519		—		99,818,519
Real Estate		—		41,774,226		—		41,774,226
Utilities		—		37,954,898		—		37,954,898
Securities Lending Collateral		—		36,649,652		—		36,649,652
Total Investments in Securities	$	15,722	$	1,608,608,567		—	$	1,608,624,289

See accompanying Notes to Financial Statements.

166

THE CONTINENTAL SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (94.2%)
AUSTRIA — (3.2%)
	ANDRITZ AG		432,017	$	23,581,005		0.4	%
W	BAWAG Group AG		434,580		25,949,117		0.5	%
	Wienerberger AG		687,303		24,560,986		0.4	%
	Other Securities				107,360,326		2.0	%
TOTAL AUSTRIA					181,451,434		3.3	%
BELGIUM — (3.5%)
	Ackermans & van Haaren NV		169,888		29,201,571		0.5	%
	Lotus Bakeries NV		2,257		22,690,810		0.4	%
	Other Securities				151,568,290		2.8	%
TOTAL BELGIUM					203,460,671		3.7	%
DENMARK — (6.7%)
	Jyske Bank AS		425,821		34,453,090		0.6	%
*	NKT AS		367,425		30,479,498		0.6	%
	Ringkjoebing Landbobank AS		195,913		32,924,491		0.6	%
	Royal Unibrew AS		312,981		23,569,800		0.4	%
	Sydbank AS		452,041		22,986,045		0.4	%
*	Zealand Pharma AS		271,476		24,363,736		0.5	%
	Other Securities				219,345,231		3.9	%
TOTAL DENMARK					388,121,891		7.0	%
FINLAND — (5.0%)
	Huhtamaki OYJ		631,957		24,218,073		0.5	%
	Konecranes OYJ		435,511		22,888,439		0.4	%
	Orion OYJ, Class B		651,111		24,862,067		0.5	%
	Wartsila OYJ Abp		2,286,733		42,184,489		0.8	%
	Other Securities				174,808,656		3.0	%
TOTAL FINLAND					288,961,724		5.2	%
FRANCE — (11.6%)
	Elis SA		1,272,724		28,574,401		0.5	%
	Gaztransport Et Technigaz SA		222,677		31,036,771		0.6	%
	Rexel SA		1,258,287		32,614,600		0.6	%
	SCOR SE		902,702		29,453,126		0.5	%
	Sopra Steria Group		118,375		25,919,180		0.5	%
	SPIE SA		882,098		32,073,668		0.6	%
	Other Securities				487,201,867		8.8	%
TOTAL FRANCE					666,873,613		12.1	%
GERMANY — (13.4%)
	Bechtle AG		490,115		23,652,769		0.4	%
	CTS Eventim AG & Co. KGaA		332,856		29,434,033		0.5	%
	Freenet AG		997,996		27,742,670		0.5	%
	Gerresheimer AG		251,672		27,104,302		0.5	%
	Hugo Boss AG		439,456		23,679,978		0.4	%
*	LEG Immobilien SE		448,636		38,083,971		0.7	%
	Puma SE		646,828		29,864,691		0.5	%
	Other Securities				572,236,781		10.4	%
TOTAL GERMANY					771,799,195		13.9	%

167

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
IRELAND — (0.7%)
	Other Securities			$	40,784,651		0.7	%
ISRAEL — (2.2%)
	Other Securities				124,603,241		2.3	%
ITALY — (10.5%)
*	Banca Monte dei Paschi di Siena SpA		5,515,540		26,602,977		0.5	%
	Banca Popolare di Sondrio SpA		2,730,141		22,809,675		0.4	%
	BPER Banca SpA		6,542,561		33,976,811		0.6	%
	Brunello Cucinelli SpA		239,655		24,459,767		0.4	%
	Buzzi SpA		635,851		22,909,946		0.4	%
	Leonardo SpA		2,065,863		47,477,764		0.9	%
	Unipol Gruppo SpA		3,064,314		27,470,663		0.5	%
	Other Securities				397,317,528		7.2	%
TOTAL ITALY					603,025,131		10.9	%
NETHERLANDS — (4.8%)
	Aalberts NV		654,734		31,129,846		0.6	%
#	Arcadis NV		518,635		32,030,361		0.6	%
	BE Semiconductor Industries NV		352,392		46,753,264		0.9	%
	Other Securities				167,459,668		2.9	%
TOTAL NETHERLANDS					277,373,139		5.0	%
NORWAY — (2.1%)
	Other Securities				118,010,538		2.1	%
PORTUGAL — (0.9%)
	Other Securities				53,701,469		1.0	%
SPAIN — (6.4%)
	Banco de Sabadell SA		35,081,456		67,012,724		1.2	%
	Bankinter SA		4,245,482		33,556,969		0.6	%
	Other Securities				267,482,515		4.9	%
TOTAL SPAIN					368,052,208		6.7	%
SWEDEN — (6.3%)
	Other Securities				360,333,307		6.5	%
SWITZERLAND — (16.9%)
	Belimo Holding AG		67,026		31,012,080		0.6	%
	Flughafen Zurich AG		143,958		28,820,507		0.5	%
W	Galenica AG		305,886		23,405,870		0.4	%
	Georg Fischer AG		616,034		42,996,395		0.8	%
	Helvetia Holding AG		258,089		33,759,467		0.6	%
	PSP Swiss Property AG		337,750		41,753,116		0.8	%
	Siegfried Holding AG		32,456		31,014,381		0.6	%
	Swissquote Group Holding SA		84,232		22,782,591		0.4	%
	Temenos AG		389,997		24,260,699		0.4	%
W	VAT Group AG		47,681		23,738,495		0.4	%
	Other Securities				671,607,141		12.1	%
TOTAL SWITZERLAND					975,150,742		17.6	%

168

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
UNITED STATES — (0.0%)
	Other Securities			$	661,428		0.0	%
TOTAL COMMON STOCKS					5,422,364,382		98.0	%
PREFERRED STOCKS — (0.8%)
GERMANY — (0.8%)
	Other Securities				49,974,817		0.9	%
RIGHTS/WARRANTS — (0.0%)
GERMANY — (0.0%)
	Other Security				1,798		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $4,471,327,498)					5,472,340,997
				Value†
SECURITIES LENDING COLLATERAL — (5.0%)
@§	The DFA Short Term Investment Fund		24,669,963		285,382,134		5.1	%
TOTAL INVESTMENTS—(100.0%) (Cost $4,756,711,162)				$	5,757,723,131		104.0	%

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Austria		—	$	181,451,434		—	$	181,451,434
Belgium	$	741,503		202,719,168		—		203,460,671
Denmark		—		388,121,891		—		388,121,891
Finland		—		288,961,724		—		288,961,724
France		—		666,873,613		—		666,873,613
Germany		—		771,799,195		—		771,799,195
Ireland		—		40,784,651		—		40,784,651
Israel		842,241		123,761,000		—		124,603,241
Italy		—		603,025,131		—		603,025,131
Netherlands		546,055		276,827,084		—		277,373,139
Norway		128,919		117,881,619		—		118,010,538
Portugal		—		53,701,469		—		53,701,469
Spain		—		368,052,208		—		368,052,208
Sweden		—		360,333,307		—		360,333,307
Switzerland		—		975,150,742		—		975,150,742
United States		—		661,428		—		661,428

169

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Preferred Stocks
Germany		—	$	49,974,817		—	$	49,974,817
Rights/Warrants
Germany		—		1,798		—		1,798
Securities Lending Collateral		—		285,382,134		—		285,382,134
Total Investments in Securities	$	2,258,718	$	5,755,464,413		—	$	5,757,723,131

See accompanying Notes to Financial Statements.

170

THE CANADIAN SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (91.6%)
COMMUNICATION SERVICES — (0.8%)
	Other Securities			$	12,287,258		0.9	%
CONSUMER DISCRETIONARY — (3.8%)
*	Aritzia, Inc.		462,710		11,979,068		0.9	%
	Linamar Corp.		263,351		12,401,878		0.9	%
	Other Securities				30,497,458		2.3	%
TOTAL CONSUMER DISCRETIONARY					54,878,404		4.1	%
CONSUMER STAPLES — (4.2%)
	North West Co., Inc.		292,956		8,303,594		0.6	%
#	Premium Brands Holdings Corp.		244,773		16,037,863		1.2	%
	Primo Water Corp.		92,255		1,740,852		0.1	%
	Primo Water Corp.		799,922		15,084,426		1.1	%
	Other Securities				20,918,400		1.6	%
TOTAL CONSUMER STAPLES					62,085,135		4.6	%
ENERGY — (22.5%)
*	Advantage Energy Ltd.		1,240,556		9,678,256		0.7	%
	Crescent Point Energy Corp.		2,074,528		18,294,243		1.4	%
	Crescent Point Energy Corp.		744,375		6,557,944		0.5	%
	Enerplus Corp.		1,189,317		23,265,396		1.7	%
	Enerplus Corp.		28,353		555,152		0.0	%
	Gibson Energy, Inc.		868,190		14,240,170		1.1	%
*	MEG Energy Corp.		549,610		12,500,119		0.9	%
*	NuVista Energy Ltd.		996,250		9,002,542		0.7	%
	Paramount Resources Ltd., Class A		453,102		10,268,978		0.8	%
	Parex Resources, Inc.		562,234		9,801,777		0.7	%
	Parkland Corp.		584,903		18,018,913		1.3	%
#	Peyto Exploration & Development Corp.		1,064,787		11,903,586		0.9	%
#	PrairieSky Royalty Ltd.		1,219,867		23,242,735		1.7	%
	Secure Energy Services, Inc.		1,822,233		15,434,014		1.2	%
#	Whitecap Resources, Inc.		2,615,211		19,832,787		1.5	%
	Other Securities				126,894,075		9.4	%
TOTAL ENERGY					329,490,687		24.5	%
FINANCIALS — (6.6%)
	Canadian Western Bank		535,877		10,280,399		0.8	%
	EQB, Inc.		171,631		10,361,568		0.8	%
	goeasy Ltd.		69,359		8,869,326		0.7	%
	Other Securities				67,811,929		4.9	%
TOTAL FINANCIALS					97,323,222		7.2	%
HEALTH CARE — (2.3%)
#*	Bausch Health Cos., Inc.		1,560,196		13,667,317		1.0	%
	Bausch Health Cos., Inc.		17,777		155,604		0.0	%
	Other Securities				19,288,527		1.5	%
TOTAL HEALTH CARE					33,111,448		2.5	%

171

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
INDUSTRIALS — (13.6%)
*	ATS Corp.		445,364	$	14,651,898		1.1	%
*	ATS Corp.		3,718		122,322		0.0	%
*	Bombardier, Inc., Class A		13,489		615,341		0.0	%
*	Bombardier, Inc., Class B		502,174		22,878,984		1.7	%
	Boyd Group Services, Inc.		104,026		19,452,594		1.4	%
	Finning International, Inc.		820,364		25,737,494		1.9	%
#	Richelieu Hardware Ltd.		309,993		8,748,213		0.7	%
	Russel Metals, Inc.		357,603		10,071,019		0.8	%
	SNC-Lavalin Group, Inc.		625,874		24,032,034		1.8	%
	Other Securities				73,616,143		5.4	%
TOTAL INDUSTRIALS					199,926,042		14.8	%
INFORMATION TECHNOLOGY — (4.2%)
	Celestica, Inc.		119,768		5,189,547		0.4	%
	Celestica, Inc.		584,405		25,305,184		1.9	%
*	Lightspeed Commerce, Inc.		662,243		8,662,139		0.6	%
	Other Securities				22,408,424		1.7	%
TOTAL INFORMATION TECHNOLOGY					61,565,294		4.6	%
MATERIALS — (23.4%)
	Alamos Gold, Inc., Class A		1,466,350		21,569,446		1.6	%
	B2Gold Corp.		1,658,587		4,192,702		0.3	%
	B2Gold Corp.		5,464,921		13,935,546		1.0	%
*	Capstone Copper Corp.		2,311,783		16,003,554		1.2	%
	Dundee Precious Metals, Inc.		1,095,246		8,290,025		0.6	%
*	Eldorado Gold Corp.		682,069		9,720,837		0.7	%
*	Eldorado Gold Corp.		469,393		6,693,544		0.5	%
	Hudbay Minerals, Inc.		592,277		4,986,972		0.4	%
	Hudbay Minerals, Inc.		1,347,989		11,348,699		0.8	%
*	IAMGOLD Corp.		2,355,142		8,365,703		0.6	%
	Methanex Corp.		206,998		9,911,966		0.7	%
	Methanex Corp.		144,520		6,923,953		0.5	%
	OceanaGold Corp.		4,394,012		9,511,608		0.7	%
	Osisko Gold Royalties Ltd.		621,481		9,548,050		0.7	%
	Osisko Gold Royalties Ltd.		312,002		4,801,711		0.4	%
	Stella-Jones, Inc.		340,688		19,793,140		1.5	%
	Other Securities				177,251,185		13.2	%
TOTAL MATERIALS					342,848,641		25.4	%
REAL ESTATE — (3.1%)
	Altus Group Ltd.		236,293		8,671,429		0.6	%
	Tricon Residential, Inc.		1,029,961		11,536,700		0.9	%
	Tricon Residential, Inc.		221,156		2,483,582		0.2	%
	Other Securities				21,917,858		1.6	%
TOTAL REAL ESTATE					44,609,569		3.3	%
UTILITIES — (7.1%)
#	Algonquin Power & Utilities Corp.		524,908		3,206,680		0.2	%
#	Algonquin Power & Utilities Corp.		2,812,115		17,182,023		1.3	%
	Atco Ltd., Class I		427,741		11,673,431		0.9	%
#	Boralex, Inc., Class A		518,790		10,412,354		0.8	%
#	Capital Power Corp.		702,946		18,346,602		1.3	%
	Northland Power, Inc.		940,772		14,357,767		1.1	%

172

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
UTILITIES — (Continued)
	TransAlta Corp.		1,643,807	$	10,901,796		0.8	%
	Other Securities				18,160,239		1.3	%
TOTAL UTILITIES					104,240,892		7.7	%
TOTAL COMMON STOCKS (Cost $1,123,481,772)					1,342,366,592		99.6	%
				Value†
SECURITIES LENDING COLLATERAL — (8.4%)
@§	The DFA Short Term Investment Fund		10,700,552		123,783,985		9.2	%
TOTAL INVESTMENTS—(100.0%) (Cost $1,247,265,944)				$	1,466,150,577		108.8	%

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	12,287,258		—		—	$	12,287,258
Consumer Discretionary		54,878,404		—		—		54,878,404
Consumer Staples		62,085,135		—		—		62,085,135
Energy		329,490,687		—		—		329,490,687
Financials		97,221,918	$	101,304		—		97,323,222
Health Care		33,098,452		12,996		—		33,111,448
Industrials		199,926,042		—		—		199,926,042
Information Technology		61,565,294		—		—		61,565,294
Materials		342,848,641		—		—		342,848,641
Real Estate		44,609,569		—		—		44,609,569
Utilities		104,240,892		—		—		104,240,892
Securities Lending Collateral		—		123,783,985		—		123,783,985
Total Investments in Securities	$	1,342,252,292	$	123,898,285		—	$	1,466,150,577

See accompanying Notes to Financial Statements.

173

THE EMERGING MARKETS SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (98.1%)
BRAZIL — (3.5%)
	Petroleo Brasileiro SA		2,733,556	$	23,299,925		0.5	%
#	Petroleo Brasileiro SA, Sponsored ADR		511,889		8,251,651		0.2	%
	Petroleo Brasileiro SA, Sponsored ADR		216,306		3,670,713		0.1	%
	Vale SA		1,665,412		20,298,867		0.4	%
	Other Securities				120,469,871		2.3	%
TOTAL BRAZIL					175,991,027		3.5	%
CHILE — (0.4%)
	Other Securities				22,482,792		0.4	%
CHINA — (23.6%)
	Alibaba Group Holding Ltd.		3,987,600		37,336,141		0.8	%
	Alibaba Group Holding Ltd., Sponsored ADR		526,727		39,425,516		0.8	%
*	Baidu, Inc., Class A		1,754,700		22,733,155		0.5	%
	Bank of China Ltd., Class H		43,912,181		19,694,176		0.4	%
	BYD Co. Ltd., Class H		533,886		14,635,186		0.3	%
	China Construction Bank Corp., Class H		53,612,590		34,686,846		0.7	%
	China Resources Land Ltd.		3,576,166		12,859,304		0.3	%
	CSPC Pharmaceutical Group Ltd.		15,439,200		12,677,619		0.3	%
	Industrial & Commercial Bank of China Ltd., Class H		29,524,185		15,831,696		0.3	%
	JD.com, Inc., Class A		1,229,171		17,710,351		0.4	%
	Kweichow Moutai Co. Ltd., Class A		54,793		12,846,395		0.3	%
*W	Meituan, Class B		1,455,540		19,874,712		0.4	%
	NetEase, Inc., ADR		176,951		16,539,610		0.4	%
*	PDD Holdings, Inc., ADR		305,910		38,293,814		0.8	%
	PetroChina Co. Ltd., Class H		17,336,000		16,152,663		0.3	%
	Ping An Insurance Group Co. of China Ltd., Class H		4,750,000		21,527,378		0.5	%
	Tencent Holdings Ltd.		3,804,300		166,944,791		3.3	%
*	Trip.com Group Ltd., ADR		308,669		14,896,366		0.3	%
*W	Xiaomi Corp., Class B		7,785,800		16,972,469		0.4	%
	Other Securities				647,435,522		12.3	%
TOTAL CHINA					1,199,073,710		23.8	%
COLOMBIA — (0.1%)
	Other Securities				4,250,822		0.1	%
CZECH REPUBLIC — (0.2%)
	Other Securities				8,173,508		0.2	%
EGYPT — (0.0%)
	Other Securities				2,469,822		0.0	%
GREECE — (0.5%)
	Other Securities				26,717,250		0.5	%
HUNGARY — (0.2%)
	Other Securities				12,920,239		0.3	%
INDIA — (18.9%)
	Axis Bank Ltd.		1,498,371		20,852,507		0.4	%

174

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
INDIA — (Continued)
	Bharti Airtel Ltd.		1,430,688	$	22,683,576		0.5	%
	HDFC Bank Ltd.		1,427,372		25,842,611		0.5	%
	ICICI Bank Ltd.		1,737,136		23,932,786		0.5	%
	ICICI Bank Ltd., Sponsored ADR		649,989		17,894,183		0.4	%
	Infosys Ltd.		1,736,871		29,351,000		0.6	%
	Larsen & Toubro Ltd.		363,308		15,606,914		0.3	%
	Mahindra & Mahindra Ltd.		902,395		23,314,593		0.5	%
	Reliance Industries Ltd.		1,388,901		48,723,112		1.0	%
	Tata Consultancy Services Ltd.		522,408		23,863,342		0.5	%
	Tata Motors Ltd.		1,134,022		13,676,591		0.3	%
	Tata Steel Ltd.		6,638,101		13,065,080		0.3	%
	Other Securities				679,292,862		13.3	%
TOTAL INDIA					958,099,157		19.1	%
INDONESIA — (1.7%)
	Bank Central Asia Tbk. PT		28,212,600		16,963,792		0.4	%
	Other Securities				70,479,751		1.3	%
TOTAL INDONESIA					87,443,543		1.7	%
KUWAIT — (0.6%)
	Other Securities				28,283,200		0.6	%
MALAYSIA — (1.6%)
	Other Securities				78,945,829		1.6	%
MEXICO — (2.3%)
	Grupo Financiero Banorte SAB de CV, Class O		1,340,021		13,291,675		0.3	%
	Other Securities				105,163,703		2.1	%
TOTAL MEXICO					118,455,378		2.4	%
PERU — (0.1%)
	Other Securities				6,212,361		0.1	%
PHILIPPINES — (0.7%)
	Other Securities				35,090,843		0.7	%
POLAND — (1.1%)
	Other Securities				53,937,540		1.1	%
QATAR — (0.8%)
	Other Securities				39,108,137		0.8	%
SAUDI ARABIA — (3.8%)
	Al Rajhi Bank		1,034,714		22,007,599		0.4	%
	Saudi National Bank		1,360,188		13,616,102		0.3	%
	Saudi Telecom Co.		1,342,689		13,472,915		0.3	%
	Other Securities				143,806,648		2.8	%
TOTAL SAUDI ARABIA					192,903,264		3.8	%
SOUTH AFRICA — (2.6%)
	Other Securities				130,376,195		2.6	%

175

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SOUTH KOREA — (12.5%)
	Hana Financial Group, Inc.		460,124	$	19,406,561		0.4	%
	Hyundai Motor Co.		110,675		19,907,764		0.4	%
	KB Financial Group, Inc.		299,828		16,261,721		0.3	%
	Kia Corp.		207,178		17,552,652		0.4	%
	Samsung Electronics Co. Ltd.		2,535,224		140,924,579		2.8	%
	Shinhan Financial Group Co. Ltd.		476,184		15,998,503		0.3	%
	SK Hynix, Inc.		153,536		18,947,201		0.4	%
	Other Securities				384,485,447		7.6	%
TOTAL SOUTH KOREA					633,484,428		12.6	%
TAIWAN — (18.5%)
	Hon Hai Precision Industry Co. Ltd.		5,740,322		27,325,926		0.5	%
	MediaTek, Inc.		759,995		22,914,738		0.5	%
	Taiwan Semiconductor Manufacturing Co. Ltd.		13,600,808		325,654,405		6.5	%
	Other Securities				562,554,612		11.2	%
TOTAL TAIWAN					938,449,681		18.7	%
THAILAND — (1.8%)
	Other Securities				89,897,423		1.8	%
TURKEY — (1.0%)
	Other Securities				49,373,545		1.0	%
UNITED ARAB EMIRATES — (1.5%)
	Emaar Properties PJSC		6,568,802		14,688,468		0.3	%
	Other Securities				61,426,224		1.2	%
TOTAL UNITED ARAB EMIRATES					76,114,692		1.5	%
UNITED KINGDOM — (0.1%)
	Other Security				5,591,214		0.1	%
TOTAL COMMON STOCKS					4,973,845,600		99.0	%
PREFERRED STOCKS — (1.0%)
BRAZIL — (1.0%)
	Petroleo Brasileiro SA , 8.432%		2,968,647		24,023,138		0.5	%
	Other Securities				26,518,097		0.5	%
TOTAL BRAZIL					50,541,235		1.0	%
CHILE — (0.0%)
	Other Security				662,411		0.0	%
COLOMBIA — (0.0%)
	Other Securities				551,785		0.0	%
SOUTH KOREA — (0.0%)
	Other Security				6,200		0.0	%
TOTAL PREFERRED STOCKS					51,761,631		1.0	%
TOTAL INVESTMENT SECURITIES (Cost $3,029,391,388)					5,025,607,231

176

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value†		Percentage of Net Assets‡
SECURITIES LENDING COLLATERAL — (0.9%)
@§	The DFA Short Term Investment Fund		4,082,518	$	47,226,566		0.9	%
TOTAL INVESTMENTS—(100.0%) (Cost $3,076,617,556)				$	5,072,833,797		100.9	%

As of April 30, 2024, The Emerging Markets Series 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		138		06/21/24	$	34,781,921	$	34,962,300	$	180,379
Total Futures Contracts					$	34,781,921	$	34,962,300	$	180,379

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Brazil	$	175,991,027		—		—	$	175,991,027
Chile		7,880,419	$	14,602,373		—		22,482,792
China		147,881,421		1,051,192,289		—		1,199,073,710
Colombia		4,168,574		82,248		—		4,250,822
Czech Republic		—		8,173,508		—		8,173,508
Egypt		181,307		2,288,515		—		2,469,822
Greece		—		26,717,250		—		26,717,250
Hungary		—		12,920,239		—		12,920,239
India		30,937,677		926,195,588	$	965,892		958,099,157
Indonesia		—		87,443,543		—		87,443,543
Kuwait		25,092,585		3,190,615		—		28,283,200
Malaysia		—		78,945,829		—		78,945,829
Mexico		118,455,378		—		—		118,455,378
Peru		6,212,361		—		—		6,212,361
Philippines		—		35,090,843		—		35,090,843
Poland		—		53,937,540		—		53,937,540
Qatar		—		39,108,137		—		39,108,137
Saudi Arabia		—		192,903,264		—		192,903,264
South Africa		15,154,102		115,222,093		—		130,376,195
South Korea		4,042,854		629,441,574		—		633,484,428
Taiwan		4,191,881		934,257,800		—		938,449,681
Thailand		81,431,539		8,465,884		—		89,897,423
Turkey		—		49,373,545		—		49,373,545
United Arab Emirates		—		76,114,692		—		76,114,692
United Kingdom		5,591,214		—		—		5,591,214
Preferred Stocks
Brazil		50,541,235		—		—		50,541,235
Chile		—		662,411		—		662,411
Colombia		551,785		—		—		551,785

177

THE EMERGING MARKETS SERIES

CONTINUED

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
South Korea		—	$	6,200		—	$	6,200
Securities Lending Collateral		—		47,226,566		—		47,226,566
Total Investments in Securities	$	678,305,359	$	4,393,562,546	$	965,892<>	$	5,072,833,797
Financial Instruments
Assets
Futures Contracts**	$	180,379		—		—		180,379
Total Financial Instruments	$	180,379		—		—	$	180,379

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

178

THE EMERGING MARKETS SMALL CAP SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

		Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (98.5%)
BRAZIL — (4.2%)
*	Embraer SA, Sponsored ADR		293,047	$	7,487,351		0.2	%
	TOTVS SA		1,646,258		8,731,262		0.2	%
	Transmissora Alianca de Energia Eletrica SA		1,137,423		7,714,832		0.2	%
	Ultrapar Participacoes SA		1,466,307		7,299,626		0.2	%
	Other Securities				142,929,386		3.5	%
TOTAL BRAZIL					174,162,457		4.3	%
CHILE — (0.6%)
	Other Securities				25,197,451		0.6	%
CHINA — (19.0%)
	AAC Technologies Holdings, Inc.		2,164,500		6,888,814		0.2	%
#*	Bilibili, Inc., Class Z		504,380		6,404,704		0.2	%
	Bosideng International Holdings Ltd.		11,634,000		6,734,542		0.2	%
††	Brilliance China Automotive Holdings Ltd.		9,222,000		7,657,813		0.2	%
	China Gas Holdings Ltd.		8,237,600		7,713,119		0.2	%
	China Power International Development Ltd.		16,804,333		6,781,147		0.2	%
	Haitian International Holdings Ltd.		2,453,000		7,989,045		0.2	%
	Hengan International Group Co. Ltd.		1,944,500		6,528,018		0.2	%
	Kingsoft Corp. Ltd.		2,800,000		9,097,151		0.2	%
*	Tongcheng Travel Holdings Ltd.		3,499,200		9,209,471		0.2	%
	Xinyi Solar Holdings Ltd.		11,946,000		8,219,635		0.2	%
W	Yadea Group Holdings Ltd.		3,806,000		7,321,490		0.2	%
	Other Securities				690,103,943		16.8	%
TOTAL CHINA					780,648,892		19.2	%
COLOMBIA — (0.1%)
	Other Securities				6,031,482		0.1	%
GREECE — (0.5%)
	Other Securities				21,258,358		0.5	%
HONG KONG — (0.0%)
	Other Securities				1,937,501		0.0	%
HUNGARY — (0.1%)
	Other Securities				3,226,045		0.1	%
INDIA — (24.8%)
	AIA Engineering Ltd.		166,966		7,570,728		0.2	%
	Apollo Tyres Ltd.		1,058,537		6,468,404		0.2	%
	Bharat Heavy Electricals Ltd.		3,064,501		10,288,012		0.3	%
	BSE Ltd.		221,938		7,362,329		0.2	%
	Coforge Ltd.		124,463		7,572,840		0.2	%
	Dixon Technologies India Ltd.		94,230		9,394,465		0.2	%
	Federal Bank Ltd.		4,686,932		9,117,644		0.2	%
	Fortis Healthcare Ltd.		1,577,328		8,289,732		0.2	%
	Ipca Laboratories Ltd.		422,563		6,789,520		0.2	%
	Jindal Stainless Ltd.		832,797		7,044,340		0.2	%
	KEI Industries Ltd.		196,497		9,391,225		0.2	%

179

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
INDIA — (Continued)
	KPIT Technologies Ltd.		574,663	$	10,201,036		0.3	%
	LIC Housing Finance Ltd.		911,792		7,333,493		0.2	%
	Petronet LNG Ltd.		1,773,588		6,575,787		0.2	%
	Phoenix Mills Ltd.		318,175		12,069,904		0.3	%
	Prestige Estates Projects Ltd.		430,830		7,099,123		0.2	%
	REC Ltd.		1,511,711		9,190,886		0.2	%
	Sundaram Finance Ltd.		130,148		7,374,793		0.2	%
	Supreme Industries Ltd.		133,184		8,034,229		0.2	%
*	Suzlon Energy Ltd.		23,338,088		11,467,571		0.3	%
	Torrent Power Ltd.		356,612		6,424,305		0.2	%
	Tube Investments of India Ltd.		161,374		7,253,322		0.2	%
	Voltas Ltd.		434,117		7,656,440		0.2	%
	Other Securities				827,252,780		20.1	%
TOTAL INDIA					1,017,222,908		25.1	%
INDONESIA — (1.7%)
	Other Securities				67,855,855		1.7	%
KUWAIT — (0.5%)
	Other Securities				20,642,981		0.5	%
MALAYSIA — (1.5%)
	Other Securities				60,479,506		1.5	%
MEXICO — (3.2%)
W	Banco del Bajio SA		2,398,641		8,866,042		0.2	%
	Grupo Aeroportuario del Centro Norte SAB de CV		579,894		6,406,651		0.2	%
	Grupo Comercial Chedraui SA de CV		1,597,509		11,763,045		0.3	%
*	Grupo Simec SAB de CV, Class B		945,472		10,044,855		0.3	%
*	Industrias CH SAB de CV, Class B		1,683,487		18,183,419		0.5	%
	Other Securities				74,127,864		1.7	%
TOTAL MEXICO					129,391,876		3.2	%
PHILIPPINES — (0.8%)
	Other Securities				31,492,091		0.8	%
POLAND — (1.4%)
#	Grupa Kety SA		52,444		10,867,161		0.3	%
	KRUK SA		62,008		7,048,498		0.2	%
	Other Securities				38,042,612		0.9	%
TOTAL POLAND					55,958,271		1.4	%
QATAR — (0.7%)
	Other Securities				30,470,405		0.7	%
SAUDI ARABIA — (4.7%)
*	Bank Al-Jazira		1,719,351		7,412,127		0.2	%
	Other Securities				186,375,293		4.6	%
TOTAL SAUDI ARABIA					193,787,420		4.8	%
SOUTH AFRICA — (2.7%)
#	Harmony Gold Mining Co. Ltd., Sponsored ADR		1,561,263		13,380,024		0.3	%
	Other Securities				96,080,921		2.4	%
TOTAL SOUTH AFRICA					109,460,945		2.7	%

180

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
SOUTH KOREA — (10.1%)
	Other Securities			$	413,205,747		10.2	%
TAIWAN — (17.5%)
	Other Securities				720,729,871		17.8	%
THAILAND — (1.3%)
	Other Securities				53,164,139		1.3	%
TURKEY — (1.5%)
	Other Securities				60,297,447		1.5	%
UNITED ARAB EMIRATES — (1.6%)
	Abu Dhabi Islamic Bank PJSC		4,010,162		12,192,023		0.3	%
	Emaar Development PJSC		2,871,694		6,523,794		0.2	%
	Other Securities				47,535,806		1.1	%
TOTAL UNITED ARAB EMIRATES					66,251,623		1.6	%
UNITED STATES — (0.0%)
	Other Securities				98,991		0.0	%
TOTAL COMMON STOCKS					4,042,972,262		99.6	%
PREFERRED STOCKS — (0.6%)
BRAZIL — (0.6%)
	Other Securities				25,064,277		0.6	%
CHILE — (0.0%)
	Other Securities				844,534		0.1	%
COLOMBIA — (0.0%)
	Other Securities				137,385		0.0	%
INDIA — (0.0%)
	Other Security				167		0.0	%
PHILIPPINES — (0.0%)
	Other Security				233,805		0.0	%
TOTAL PREFERRED STOCKS					26,280,168		0.7	%
RIGHTS/WARRANTS — (0.0%)
BRAZIL — (0.0%)
	Other Securities				3,366		0.0	%
INDIA — (0.0%)
	Other Security				69,154		0.0	%
TAIWAN — (0.0%)
	Other Securities				15,823		0.0	%

181

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
THAILAND — (0.0%)
	Other Securities			$	1,624		0.0	%
TOTAL RIGHTS/WARRANTS					89,967		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $3,211,396,012)					4,069,342,397
				Value†
SECURITIES LENDING COLLATERAL — (0.9%)
@§	The DFA Short Term Investment Fund		3,234,759		37,419,687		0.9	%
TOTAL INVESTMENTS—(100.0%) (Cost $3,248,815,699)				$	4,106,762,084		101.2	%

As of April 30, 2024, The Emerging Markets Small Cap Series 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		110		06/21/24	$	28,261,288	$	27,868,500	$	(392,788	)
Total Futures Contracts					$	28,261,288	$	27,868,500	$	(392,788	)

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Brazil	$	164,783,179	$	9,379,278		—	$	174,162,457
Chile		1,555,317		23,642,134		—		25,197,451
China		26,582,429		744,761,789	$	9,304,674		780,648,892
Colombia		5,211,808		819,674		—		6,031,482
Greece		425,775		20,832,583		—		21,258,358
Hong Kong		—		1,839,238		98,263		1,937,501
Hungary		—		3,226,045		—		3,226,045
India		398,834		1,016,805,899		18,175		1,017,222,908
Indonesia		—		67,612,843		243,012		67,855,855
Kuwait		19,320,864		1,322,117		—		20,642,981
Malaysia		19,099		60,460,407		—		60,479,506
Mexico		122,972,558		6,419,318		—		129,391,876
Philippines		—		31,489,339		2,752		31,492,091
Poland		—		55,958,271		—		55,958,271
Qatar		—		30,470,405		—		30,470,405
Saudi Arabia		471,687		193,315,733		—		193,787,420
South Africa		13,874,182		95,586,763		—		109,460,945
South Korea		496,818		411,189,040		1,519,889		413,205,747
Taiwan		—		720,685,951		43,920		720,729,871
Thailand		50,414,694		2,743,031		6,414		53,164,139
Turkey		—		60,297,447		—		60,297,447

182

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
United Arab Emirates	$	808,460		$	65,443,163		—		$	66,251,623
United States		66,714			32,277		—			98,991
Preferred Stocks
Brazil		24,913,990			150,287		—			25,064,277
Chile		—			844,534		—			844,534
Colombia		137,385			—		—			137,385
India		—			167		—			167
Philippines		—			233,805		—			233,805
Rights/Warrants
Brazil		—			3,366		—			3,366
India		—			69,154		—			69,154
Taiwan		—			15,823		—			15,823
Thailand		—			1,624		—			1,624
Securities Lending Collateral		—			37,419,687		—			37,419,687
Total Investments in Securities	$	432,453,793		$	3,663,071,192	$	11,237,099	<>	$	4,106,762,084
Financial Instruments
Liabilities
Futures Contracts**		(392,788	)		—		—			(392,788	)
Total Financial Instruments	$	(392,788	)		—		—		$	(392,788	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

183

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	The DFA International Value Series*		The Japanese Small Company Series*		The Asia Pacific Small Company Series*		The United Kingdom Small Company Series*
ASSETS:
Investment Securities at Value (including $500,677, $198,433, $106,626 and $35,346 of securities on loan, respectively)	$	12,302,036	$	2,974,540	$	1,377,806	$	1,571,975
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $481,758, $34,446, $6,162 and $36,649, respectively)		481,765		34,446		6,162		36,650
Segregated Cash for Futures Contracts		5,133		—		—		—
Foreign Currencies at Value		15,170		118		2,022		591
Cash		118,396		4,361		2,354		3,965
Receivables:
Investment Securities Sold		11,775		6,237		2,717		6,210
Dividends, Interest and Tax Reclaims		132,848		34,995		1,493		13,699
Securities Lending Income		803		276		202		28
Unrealized Gain on Foreign Currency Contracts		3		—		1		1
Prepaid Expenses and Other Assets		2		1		—		—
Total Assets		13,067,931		3,054,974		1,392,757		1,633,119
LIABILITIES:
Payables:
Upon Return of Securities Loaned		481,646		34,493		6,174		36,650
Investment Securities Purchased		19,179		4,996		3,572		—
Due to Advisor		2,100		251		115		129
Futures Margin Variation		1,740		—		—		—
Unrealized Loss on Foreign Currency Contracts		52		—		—		—
Accrued Expenses and Other Liabilities		597		191		109		78
Total Liabilities		505,314		39,931		9,970		36,857
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	12,562,617	$	3,015,043	$	1,382,787	$	1,596,262
Investment Securities at Cost	$	9,614,807	$	2,691,088	$	1,504,134	$	1,411,512
Foreign Currencies at Cost	$	15,361	$	118	$	2,035	$	594

* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

184

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	The Continental Small Company Series*		The Canadian Small Company Series*		The Emerging Markets Series*		The Emerging Markets Small Cap Series*
ASSETS:
Investment Securities at Value (including $277,174, $122,872, $160,574 and $347,298 of securities on loan, respectively)	$	5,472,341	$	1,342,367	$	5,025,607	$	4,069,342
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $285,384, $123,784, $47,226 and $37,420, respectively)		285,382		123,784		47,227		37,420
Segregated Cash for Futures Contracts		—		—		1,628		1,298
Foreign Currencies at Value		5,978		115		21,265		31,675
Cash		10,994		2,327		29,266		5,467
Receivables:
Investment Securities Sold		1,204		3,002		5,180		5,438
Dividends, Interest and Tax Reclaims		44,687		958		7,481		9,028
Securities Lending Income		391		75		374		1,189
Unrealized Gain on Foreign Currency Contracts		8		—		—		—
Prepaid Expenses and Other Assets		—		1		1		—
Total Assets		5,820,985		1,472,629		5,138,029		4,160,857
LIABILITIES:
Payables:
Upon Return of Securities Loaned		285,471		123,847		47,284		37,402
Investment Securities Purchased		—		1,356		2,701		—
Due to Advisor		454		112		406		660
Futures Margin Variation		—		—		552		440
Deferred Taxes Payable		—		—		59,214		62,432
Accrued Expenses and Other Liabilities		276		56		858		1,085
Total Liabilities		286,201		125,371		111,015		102,019
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	5,534,784	$	1,347,258	$	5,027,014	$	4,058,838
Investment Securities at Cost	$	4,471,327	$	1,123,482	$	3,029,391	$	3,211,396
Foreign Currencies at Cost	$	5,995	$	116	$	21,367	$	31,786

* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

185

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	The DFA International Value Series#			The Japanese Small Company Series#			The Asia Pacific Small Company Series#			The United Kingdom Small Company Series#
Investment Income
Dividends (Net of Foreign Taxes Withheld of $27,018, $4,747, $375 and $237, respectively)	$	240,715		$	42,823		$	20,592		$	26,172
Income from Securities Lending, Net		2,118			1,593			1,259			128
Total Investment Income		242,833			44,416			21,851			26,300
Expenses
Investment Management Fees		12,425			1,492			666			737
Accounting & Transfer Agent Fees		126			34			15			16
Custodian Fees		292			127			68			32
Shareholders’ Reports		22			11			11			10
Directors’/Trustees’ Fees & Expenses		43			10			5			5
Professional Fees		93			20			9			9
Other		197			82			18			21
Total Expenses.		13,198			1,776			792			830
Net Expenses		13,198			1,776			792			830
Net Investment Income (Loss)		229,635			42,640			21,059			25,470
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		63,834			46,402			(49,265	)		(19,012	)
Affiliated Investment Companies Shares Sold		5			1			2			1
Futures		13,675			—			—			—
Foreign Currency Transactions		2,777			170			467			528
In-Kind Redemptions		79,168			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		1,610,140			233,112			198,095			275,684
Affiliated Investment Companies Shares		7			1			—			1
Futures		960			—			—			—
Translation of Foreign Currency-Denominated Amounts		(949	)		(1,103	)		27			(26	)
Net Realized and Unrealized Gain (Loss)		1,769,617			278,583			149,326			257,176
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,999,252		$	321,223		$	170,385		$	282,646

** Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively.

*** Including foreign capital gain taxes of $0, $0, $0 and $0, respectively.

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

186

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	The Continental Small Company Series#			The Canadian Small Company Series#			The Emerging Markets Series#			The Emerging Markets Small Cap Series#
Investment Income
Dividends (Net of Foreign Taxes Withheld of $10,380, $2,609, $6,374 and $4,652, respectively)	$	66,476		$	14,798		$	51,868		$	34,071
Income from Securities Lending, Net		1,999			453			1,694			5,607
Total Investment Income		68,475			15,251			53,562			39,678
Expenses
Investment Management Fees		2,639			639			2,381			4,011
Accounting & Transfer Agent Fees		54			13			52			49
Custodian Fees		217			22			934			1,166
Shareholders’ Reports		15			10			14			14
Directors’/Trustees’ Fees & Expenses		18			5			17			14
Professional Fees		40			8			62			76
Other		70			16			66			61
Total Expenses		3,053			713			3,526			5,391
Net Expenses		3,053			713			3,526			5,391
Net Investment Income (Loss)		65,422			14,538			50,036			34,287
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		85,563			11,423			15,495			34,422
Affiliated Investment Companies Shares Sold		18			9			5			3
Futures		103			—			2,607			3,701
Foreign Currency Transactions		207			(75	)		(743	)		(681	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		699,544			160,639			594,030			480,822
Affiliated Investment Companies Shares		(3	)		—			1			—
Futures		—			—			2,190			1,425
Translation of Foreign Currency-Denominated Amounts		(115	)		8			(70	)		(68	)
Net Realized and Unrealized Gain (Loss)		785,317			172,004			613,515			519,624
Net Increase (Decrease) in Net Assets Resulting from Operations	$	850,739		$	186,542		$	663,551		$	553,911

** Net of foreign capital gain taxes withheld of $0, $0, $3,823 and $7,124, respectively.

*** Including foreign capital gain taxes of $0, $0, $(19,728) and $(20,736), respectively.

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

187

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The DFA International Value Series						The Japanese Small Company Series						The Asia Pacific Small Company Series
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	229,635		$	521,529		$	42,640		$	74,994		$	21,059		$	56,434
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		63,834			(82,311	)		46,402			(18,627	)		(49,265	)		(71,672	)
Affiliated Investment Companies Shares Sold		5			40			1			5			2			2
Futures		13,675			13,590			—			—			—			—
Foreign Currency Transactions		2,777			(3,403	)		170			(1,676	)		467			(160	)
In-Kind Redemptions		79,168			—			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		1,610,140			1,357,100			233,112			411,469			198,095			24,799
Affiliated Investment Companies Shares		7			193			1			18			—			7
Futures		960			(9,976	)		—			—			—			—
Translation of Foreign Currency-Denominated Amounts		(949	)		3,266			(1,103	)		363			27			(26	)
Net Increase (Decrease) in Net Assets Resulting from Operations		1,999,252			1,800,028			321,223			466,546			170,385			9,384
Transactions in Interest:
Contributions		233,188			250,078			24,322			89,497			60,015			142,192
Withdrawals		(1,111,596	)		(1,135,466	)		(151,675	)		(255,213	)		(49,754	)		(143,456	)
Net Increase (Decrease) from Transactions in Interest		(878,408	)		(885,388	)		(127,353	)		(165,716	)		10,261			(1,264	)
Total Increase (Decrease) in Net Assets		1,120,844			914,640			193,870			300,830			180,646			8,120
Net Assets
Beginning of Period		11,441,773			10,527,133			2,821,173			2,520,343			1,202,141			1,194,021
End of Period	$	12,562,617		$	11,441,773		$	3,015,043		$	2,821,173		$	1,382,787		$	1,202,141

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $0 and $0, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

See accompanying Notes to Financial Statements.

188

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The United Kingdom Small Company Series						The Continental Small Company Series						The Canadian Small Company Series
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)						(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	25,470		$	52,045		$	65,422		$	157,395		$	14,538		$	31,559
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		(19,012	)		(66,245	)		85,563			(20,150	)		11,423			39,665
Affiliated Investment Companies Shares Sold		1			5			18			32			9			12
Futures		—			(38	)		103			—			—			100
Foreign Currency Transactions		528			624			207			(947	)		(75	)		(104	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		275,684			124,537			699,544			387,371			160,639			(25,591	)
Affiliated Investment Companies Shares		1			7			(3	)		103			—			84
Translation of Foreign
Currency-Denominated Amounts		(26	)		(27	)		(115	)		2,185			8			(11	)
Net Increase (Decrease) in Net Assets Resulting from Operations		282,646			110,908			850,739			525,989			186,542			45,714
Transactions in Interest:
Contributions		66,494			49,887			126,899			78,110			5,311			11,312
Withdrawals		(4,791	)		(76,729	)		(84,567	)		(308,949	)		(21,994	)		(94,687	)
Net Increase (Decrease) from Transactions in Interest		61,703			(26,842	)		42,332			(230,839	)		(16,683	)		(83,375	)
Total Increase (Decrease) in Net Assets		344,349			84,066			893,071			295,150			169,859			(37,661	)
Net Assets
Beginning of Period		1,251,913			1,167,847			4,641,713			4,346,563			1,177,399			1,215,060
End of Period	$	1,596,262		$	1,251,913		$	5,534,784		$	4,641,713		$	1,347,258		$	1,177,399

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $0, $0 and $0, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $0, $0 and $0, respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $0, $0 and $0, respectively.

See accompanying Notes to Financial Statements.

189

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The Emerging Markets Series						The Emerging Markets Small Cap Series
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)						(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	50,036		$	151,343		$	34,287		$	116,485
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		15,495			(74,176	)		34,422			(52,118	)
Affiliated Investment Companies Shares Sold		5			(7	)		3			13
Futures		2,607			1,925			3,701			2,911
Foreign Currency Transactions		(743	)		(1,157	)		(681	)		(623	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		594,030			447,867			480,822			476,799
Affiliated Investment Companies Shares		1			35			—			25
Futures		2,190			140			1,425			1,364
Translation of Foreign Currency-Denominated Amounts		(70	)		(15	)		(68	)		8
Net Increase (Decrease) in Net Assets Resulting from Operations		663,551			525,955			553,911			544,864
Transactions in Interest:
Contributions		145,735			213,807			44,343			188,166
Withdrawals		(161,267	)		(353,195	)		(353,855	)		(439,510	)
Net Increase (Decrease) from Transactions in Interest		(15,532	)		(139,388	)		(309,512	)		(251,344	)
Total Increase (Decrease) in Net Assets		648,019			386,567			244,399			293,520
Net Assets
Beginning of Period		4,378,995			3,992,428			3,814,439			3,520,919
End of Period	$	5,027,014		$	4,378,995		$	4,058,838		$	3,814,439

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $3,823 and $7,124, respectively.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $5,865 and $7,734, respectively.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $(19,728) and $(20,736), respectively.

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $(2,454) and $(11,992), respectively.

See accompanying Notes to Financial Statements.

190

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The DFA International Value Series																		The Japanese Small Company Series
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019
	(Unaudited)																		(Unaudited)
Total Return		17.57	%(B)		17.00	%		(13.82	%)		51.09	%		(18.68	%)		3.60	%		11.66	%(B)		18.71	%		(23.60	%)		13.08	%		(1.93	%)		4.47	%
Net Assets, End of Period (thousands)	$	12,562,617		$	11,441,773		$	10,527,133		$	12,297,493		$	9,481,550		$	12,420,850		$	3,015,043		$	2,821,173		$	2,520,343		$	3,416,144		$	2,943,153		$	3,748,177
Ratio of Expenses to Average Net Assets		0.21	%(C)		0.21	%		0.21	%		0.22	%		0.21	%		0.21	%		0.12	%(C)		0.12	%		0.12	%		0.12	%		0.13	%		0.12	%
Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly)		0.21	%(C)		0.21	%		0.21	%		0.22	%		0.22	%		0.22	%		0.12	%(C)		0.12	%		0.12	%		0.12	%		0.13	%		0.12	%
Ratio of Net Investment Income to Average Net Assets		3.70	%(C)		4.34	%		4.36	%		3.50	%		2.77	%		3.92	%		2.86	%(C)		2.63	%		2.56	%		2.11	%		2.13	%		2.32	%
Portfolio Turnover Rate		6	%(B)		13	%		15	%		9	%		12	%		16	%		7	%(B)		9	%		11	%		11	%		5	%		12	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

191

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The Asia Pacific Small Company Series																		The United Kingdom Small Company Series
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019			Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019
	(Unaudited)																		(Unaudited)
Total Return		14.23	%(B)		0.60	%		(26.65	%)		38.31	%		0.14	%		5.27	%		22.37	%(B)		9.20	%		(33.34	%)		51.93	%		(14.87	%)		10.67	%
Net Assets, End of Period (thousands)	$	1,382,787		$	1,202,141		$	1,194,021		$	1,822,967		$	1,527,014		$	1,641,843		$	1,596,262		$	1,251,913		$	1,167,847		$	1,897,276		$	1,475,782		$	2,277,451
Ratio of Expenses to Average Net Assets		0.12	%(C)		0.12	%		0.12	%		0.12	%		0.13	%		0.13	%		0.11	%(C)		0.11	%		0.11	%		0.12	%		0.12	%		0.11	%
Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly)		0.12	%(C)		0.12	%		0.12	%		0.12	%		0.13	%		0.13	%		0.11	%(C)		0.11	%		0.11	%		0.12	%		0.12	%		0.12	%
Ratio of Net Investment Income to Average Net Assets		3.16	%(C)		4.37	%		4.23	%		3.42	%		4.21	%		4.11	%		3.46	%(C)		3.88	%		4.07	%		2.27	%		2.38	%		3.43	%
Portfolio Turnover Rate		6	%(B)		17	%		19	%		19	%		18	%		18	%		7	%(B)		9	%		14	%		12	%		9	%		18	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

192

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The Continental Small Company Series																		The Canadian Small Company Series
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Total Return		18.43	%(B)		11.76	%		(29.07	%)		51.24	%		(2.23	%)		8.43	%		15.95	%(B)		3.53	%		(12.52	%)		59.72	%		6.02	%		1.00	%
Net Assets, End of Period (thousands)	$	5,534,784		$	4,641,713		$	4,346,563		$	6,539,105		$	4,601,945		$	5,607,495		$	1,347,258		$	1,177,399		$	1,215,060		$	1,451,408		$	970,883		$	1,148,615
Ratio of Expenses to Average Net Assets		0.12	%(C)		0.12	%		0.13	%		0.12	%		0.12	%		0.12	%		0.11	%(C)		0.11	%		0.11	%		0.12	%		0.12	%		0.12	%
Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly)		0.12	%(C)		0.12	%		0.13	%		0.12	%		0.12	%		0.13	%		0.11	%(C)		0.11	%		0.11	%		0.12	%		0.12	%		0.12	%
Ratio of Net Investment Income to Average Net Assets		2.48	%(C)		3.14	%		2.85	%		2.11	%		2.15	%		2.74	%		2.28	%(C)		2.47	%		3.00	%		1.90	%		2.08	%		2.37	%
Portfolio Turnover Rate		7	%(B)		11	%		11	%		17	%		8	%		17	%		7	%(B)		17	%		15	%		27	%		18	%		12	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

193

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The Emerging Markets Series																		The Emerging Markets Small Cap Series
	Six Months			Year			Year			Year			Year			Year			Six Months			Year			Year			Year			Year			Year
	Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended			Ended
	Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Apr 30,			Oct 31,			Oct 31,			Oct 31,			Oct 31,			Oct 31,
	2024			2023			2022			2021			2020			2019			2024			2023			2022			2021			2020			2019
	(Unaudited)																		(Unaudited)
Total Return		15.19	%(B)		13.27	%		(25.79	%)		22.22	%		2.67	%		11.40	%		14.85	%(B)		15.47	%		(22.31	%)		36.03	%		1.25	%		13.47	%
Net Assets, End of Period (thousands)	$	5,027,014		$	4,378,995		$	3,992,428		$	6,309,330		$	5,724,325		$	6,034,162		$	4,058,838		$	3,814,439		$	3,520,919		$	5,128,719		$	4,906,954		$	6,430,367
Ratio of Expenses to Average Net Assets		0.15	%(C)		0.14	%		0.15	%		0.15	%		0.13	%		0.14	%		0.27	%(C)		0.25	%		0.26	%		0.27	%		0.25	%		0.24	%
Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly)		0.15	%(C)		0.15	%		0.16	%		0.15	%		0.14	%		0.15	%		0.27	%(C)		0.26	%		0.26	%		0.27	%		0.26	%		0.25	%
Ratio of Net Investment Income to Average Net Assets		2.10	%(C)		3.32	%		3.26	%		2.42	%		2.38	%		3.04	%		1.71	%(C)		2.93	%		2.91	%		2.47	%		2.64	%		2.90	%
Portfolio Turnover Rate		8	%(B)		14	%		10	%		19	%		22	%		9	%		5	%(B)		19	%		12	%		16	%		18	%		12	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

194

THE DFA INVESTMENT TRUST COMPANY

NOTES TO FINANCIAL STATEMENTS

(UNAUDITED)

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940 (the “1940 Act”), The Trust consists of ten operational portfolios, eight of which, 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 Canadian Small Company Series, The Emerging Markets Series and The Emerging Markets Small Cap Series are included in this section of the report (collectively, the “Series”). The remaining operational portfolios are presented in separate reports. The Series are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”), Topic 946, “Financial Services-Investment Companies.”

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Series 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 Series’ own assumptions in determining the fair value of investments)

Securities held by the Series, 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 Series 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 Series value the securities at the mean between 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Trustees of the Trust. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Series is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

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The Series 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 that the net asset values of the Series are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the Series price their shares at the close of the NYSE, the Series 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 Series’ foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, Dimensional Fund Advisors LP 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 Series uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When a Series uses fair value pricing, the values assigned to the Series’ 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.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally 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.

A summary of the inputs used to value the Series’ investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Summary Schedules of Portfolio Holdings. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the Series, whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Series enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The Series do not isolate the effect of foreign currency rate fluctuations when determining the realized gain or loss upon the sale or maturity of foreign currency-denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for income tax reporting purposes.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the Series and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Trustee of the Trust may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/ Trustees’ Fees & Expenses.

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The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the “Notice”) to defer the receipt of the Trustee’s deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of Trustees of the Trust; and (ii) five years following the effective date of the Trustee’s first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust or Series are allocated using methods approved by the Board of Trustees, generally based on average net assets.

The Series may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Series accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

The Emerging Markets Series and The Emerging Markets Small Cap Series are subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

C. Investment Advisor:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Series. For the six months ended April 30, 2024, investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

The DFA International Value Series	0.20	%
The Japanese Small Company Series	0.10	%
The Asia Pacific Small Company Series	0.10	%
The United Kingdom Small Company Series	0.10	%
The Continental Small Company Series	0.10	%
The Canadian Small Company Series	0.10	%
The Emerging Markets Series	0.10	%
The Emerging Markets Small Cap Series	0.20	%

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Fees Paid to Officers and Directors/Trustees:

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Trust; however, such Officers and Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the six months ended April 30, 2024, the total related amounts paid by the Trust to the CCO were $21 (in thousands). The total related amounts paid by each of the Series are included in Other Expenses on the Statements of Operations.

D. Deferred Compensation:

As of April 30, 2024, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

The DFA International Value Series	$	141
The Japanese Small Company Series		37
The Asia Pacific Small Company Series		17
The United Kingdom Small Company Series		24
The Continental Small Company Series		29
The Canadian Small Company Series		8
The Emerging Markets Series		57
The Emerging Markets Small Cap Series		51

E. Purchases and Sales of Securities:

For the six months ended April 30, 2024, the Series’ transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

	Purchases		Sales
The DFA International Value Series	$	689,611	$	1,213,954
The Japanese Small Company Series		213,112		311,193
The Asia Pacific Small Company Series		136,802		79,359
The United Kingdom Small Company Series		186,227		102,081
The Continental Small Company Series		490,583		391,263
The Canadian Small Company Series		92,251		96,603
The Emerging Markets Series		412,429		385,654
The Emerging Markets Small Cap Series		186,504		473,775

There were no purchases or sales of long-term U.S. government securities.

For the six months ended April 30, 2024, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

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The amounts presented below may differ from the respective amounts presented in the corresponding Summary Schedule of Portfolio Holdings, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

	Balance at October 31, 2023		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales		Change in Unrealized Appreciation/ Depreciation			Balance at April 30, 2024		Shares as of April 30, 2024		Dividend Income		Capital Gain Distributions
The DFA International Value Series
The DFA Short Term Investment Fund	$	397,485	$	1,600,579	$	1,516,311	$	5	$	7		$	481,765		41,646	$	8,556		—
Total	$	397,485	$	1,600,579	$	1,516,311	$	5	$	7		$	481,765		41,646	$	8,556		—
The Japanese Small Company Series
The DFA Short Term Investment Fund	$	29,019	$	117,774	$	112,349	$	1	$	1		$	34,446		2,978	$	1,163		—
Total	$	29,019	$	117,774	$	112,349	$	1	$	1		$	34,446		2,978	$	1,163		—
The Asia Pacific Small Company Series
The DFA Short Term Investment Fund	$	11,830	$	25,734	$	31,404	$	2		—		$	6,162		533	$	332		—
Total	$	11,830	$	25,734	$	31,404	$	2		—		$	6,162		533	$	332		—
The United Kingdom Small Company Series
The DFA Short Term Investment Fund	$	11,602	$	54,895	$	29,849	$	1	$	1		$	36,650		3,168	$	471		—
Total	$	11,602	$	54,895	$	29,849	$	1	$	1		$	36,650		3,168	$	471		—
The Continental Small Company Series
The DFA Short Term Investment Fund	$	151,094	$	497,521	$	363,248	$	18	$	(3	)	$	285,382		24,670	$	5,569		—
Total	$	151,094	$	497,521	$	363,248	$	18	$	(3	)	$	285,382		24,670	$	5,569		—
The Canadian Small Company Series
The DFA Short Term Investment Fund	$	85,252	$	386,079	$	347,556	$	9		—		$	123,784		10,701	$	2,204		—
Total	$	85,252	$	386,079	$	347,556	$	9		—		$	123,784		10,701	$	2,204		—
The Emerging Markets Series
The DFA Short Term Investment Fund	$	41,499	$	233,477	$	227,755	$	5	$	1		$	47,227		4,083	$	1,191		—
Total	$	41,499	$	233,477	$	227,755	$	5	$	1		$	47,227		4,083	$	1,191		—
The Emerging Markets Small Cap Series
The DFA Short Term Investment Fund	$	46,467	$	106,184	$	115,234	$	3		—		$	37,420		3,235	$	998		—
Total	$	46,467	$	106,184	$	115,234	$	3		—		$	37,420		3,235	$	998		—

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F. Federal Income Taxes:

No provision for federal income taxes is required since the Series are treated as partnerships for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to their respective partners.

As of April 30, 2024, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)
The DFA International Value Series	$	10,157,970	$	3,307,039	$	(619,804	)	$	2,687,235
The Japanese Small Company Series		2,807,931		671,511		(388,059	)		283,452
The Asia Pacific Small Company Series		1,542,632		254,123		(380,452	)		(126,329	)
The United Kingdom Small Company Series		1,458,801		400,065		(239,602	)		160,463
The Continental Small Company Series		4,797,632		1,688,501		(687,510	)		1,000,991
The Canadian Small Company Series		1,272,290		364,557		(145,672	)		218,885
The Emerging Markets Series		3,146,315		2,296,981		(300,764	)		1,996,217
The Emerging Markets Small Cap Series		3,357,034		1,556,238		(698,300	)		857,938

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Series recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Series’ tax positions and has concluded that no additional provision for income tax is required in any Series’ financial statements. The Series are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

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G. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest 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. 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 Series may be inhibited.

Series that have significant exposure to certain countries, such as The United Kingdom Small Company Series that concentrates investments in the United Kingdom, can be expected to be impacted by the political and economic conditions within such countries. For example, there is continuing uncertainty around the future of the euro and the European Union (EU) following the United Kingdom’s (UK) exit from the EU (referred to as “Brexit”). Brexit may cause greater market volatility and illiquidity, currency fluctuations, deterioration in economic activity, a decrease in business confidence, and increased likelihood of a recession in the UK. While it is not possible to determine the precise impact these events may have on the Series, the ultimate impact on the UK, EU countries, other countries or parties that transact with the UK and EU, and the broader global economy could be significant and could adversely affect the value and liquidity of the Series’ investments.

Derivative Financial Instruments:

Summarized below are the specific types of derivative instruments used by the Series.

2. Futures Contracts: The Series listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Series. Upon entering into a futures contract, a Series deposits cash or pledges 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 Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records 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.

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 Series could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2024 was as follows (amounts in thousands):

	Futures*
The DFA International Value Series	$	120,429
The Emerging Markets Series		33,229
The Emerging Markets Small Cap Series		29,076

* Average Notional Value of futures contracts.

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The following is a summary of the Series’ derivative instrument holdings categorized by primary risk exposure as of April 30, 2024 (amounts in thousands):

	Asset Derivatives Value
	Total Value at April 30, 2024		Equity Contracts *,(1)
The Emerging Markets Series	$	180	$	180

	Liability Derivatives Value
	Total Value at April 30, 2024			Equity Contracts *,(2)
The DFA International Value Series	$	(3,497	)	$	(3,497	)
The Emerging Markets Small Cap Series		(393	)		(393	)

(1) Presented on Statements of Assets and Liabilities as Receivables: Futures Margin Variation.

(2) Presented on Statements of Assets and Liabilities as Payables: Futures Margin Variation.

* Includes cumulative appreciation (depreciation) of futures contracts. Only current day’s margin variation is reported within the Statements of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Series’ derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2024 (amounts in thousands):

	Realized Gain (Loss) on Derivatives
	Total		Equity Contracts (1)
The DFA International Value Series	$	13,675	$	13,675
The Continental Small Company Series		103		103
The Emerging Markets Series		2,607		2,607
The Emerging Markets Small Cap Series		3,701		3,701

	Change in Unrealized Appreciation (Depreciation) on Derivatives
	Total		Equity Contracts (2)
The DFA International Value Series	$	960	$	960
The Emerging Markets Series		2,190		2,190
The Emerging Markets Small Cap Series		1,425		1,425

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

H. Line of Credit and Interfund Lending Program:

The Trust, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 3, 2024, with its domestic custodian bank. A line of credit with similar terms was in effect through April 3, 2024. Each portfolio is permitted to borrow, subject to its investment

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limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 2, 2025.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 27, 2023. A line of credit with similar terms was in effect through December 27, 2023. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio’s net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 26, 2024.

For the six months ended April 30, 2024, borrowings by the following Series under the lines of credit were as follows (amounts in thousands, except percentages and days):

	Weighted Average Interest Rate			Weighted Average Loan Balance		Number of Days Outstanding*		Interest Expense Incurred		Maximum Amount Borrowed During the Period		Outstanding Borrowings as of 04/30/2024
The DFA International Value Series		6.08	%	$	1,658		10	$	3	$	3,809		—
The Japanese Small Company Series		6.08	%		811		1		—		811		—
The United Kingdom Small Company Series		6.08	%		1,492		3		1		1,492		—
The Continental Small Company Series		6.08	%		195		1		—		195		—
The Emerging Markets Small Cap Series		6.08	%		3,468		1		1		3,468		—

* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2024, that the Series’ available line of credit was used.

Pursuant to an exemptive order issued by the SEC (the “Order”), the Series may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day’s notice.

For the six months ended April 30, 2024, activity by the under the interfund lending program was as follows (amounts in thousands, except percentages and days):

	Borrower or Lender		Weighted Average Interest Rate			Weighted Average Loan Balance		Number of Days Outstanding*		Interest Expense/ Income		Maximum Amount Borrowed/Loaned During the Period		Outstanding Borrowings as of 04/30/2024
The DFA International Value Series		Borrower		5.69	%	$	51,243		4	$	32	$	51,243		—
The Japanese Small Company Series		Borrower		5.69	%	$	50,906		5	$	40	$	54,029		—

* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2024 that the Series utilized the interfund lending program.

203

I. Affiliated Trades:

Cross trades for the six months ended April 30, 2024, if any, were executed by the Series pursuant to procedures adopted by the Board of Trustees of the Trust to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Series complied with the Rule 17a-7 Procedures adopted by the Board of Trustees of the Trust.

For the six months ended April 30, 2024, cross trades by the Series under Rule 17a-7 were as follows (amounts in thousands):

Series	Purchases		Sales		Realized Gain (Loss)
The DFA International Value Series	$	152,440	$	70,473	$	4,988
The Japanese Small Company Series		15,314		31,946		5,953
The Asia Pacific Small Company Series		21,849		11,979		(4,612	)
The United Kingdom Small Company Series		31,988		11,847		(2,092	)
The Continental Small Company Series		41,230		17,376		(2,363	)
The Canadian Small Company Series		30,015		8,365		3,070
The Emerging Markets Series		1,240		782		(98	)
The Emerging Markets Small Cap Series		133		2,060		(653	)

J. Securities Lending:

As of April 30, 2024, the Series had securities on loan to brokers/dealers, for which each such Series received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. The Series also received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

	Non-Cash Collateral Market Value
The DFA International Value Series	$	63,165
The Japanese Small Company Series		190,748
The Asia Pacific Small Company Series		107,949
The Continental Small Company Series		7,582
The Canadian Small Company Series		5,568
The Emerging Markets Series		125,789
The Emerging Markets Small Cap Series		332,217

204

Each Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Series could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Series will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

K. Indemnitees; Contractual Obligations:

Under the Trust’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

L. In-Kind Redemptions:

During the six months ended April 30, 2024, the realized net gains (losses) on in-kind redemptions as follows:

The DFA International Value Series $  79,168

205

M. Recently Issued Accounting Standards and Regulations:

In October 2022, the SEC adopted rule and form amendments requiring open-end management investment companies, including mutual funds and exchange-traded funds, to transmit concise and visually engaging semi-annual and annual reports that highlight key information, including fund expenses, performance, and holdings to shareholders. Other information, including financial statements, will no longer appear in the Series’ shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. Accordingly, the rule and form amendments will not impact the Series until the 2024 annual shareholder reports, and will have no effect on the Series’ accounting policies or financial statements.

N. Other:

The Series and the Trust are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the now ended litigation involving Nine West). Although management currently believes that resolving claims against the Series and the Trust, individually or in aggregate, will not have a material adverse impact on the Series’ and the Trust’s 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.

O. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

206

DIMENSIONAL EMERGING MARKETS VALUE FUND

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses and legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and “Expenses Paid During Period” reflects the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000= 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

207

DISCLOSURE OF FUND EXPENSES

CONTINUED

Six Months Ended April 30, 2024

EXPENSE TABLE

	Beginning Account Value 11/01/23		Ending Account Value 04/30/24		Annualized Expense Ratio (1)			Expenses Paid During Period (1)
Dimensional Emerging Markets Value Fund
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,170.10		0.15	%	$	0.81
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.12		0.15	%	$	0.75

(1) Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (182), then divided by the number of days in the year (366) to reflect the six-month period.

208

DIMENSIONAL EMERGING MARKETS VALUE FUND

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. For the Dimensional Emerging Markets Value Fund, this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. Dimensional Emerging Markets Value Fund filed its most recent Form N-PORT with the SEC on March 28, 2024. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; by visiting the SEC’s website at http://www.sec.gov; or by visiting the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC’s website at http://www.sec.gov.

PORTFOLIO HOLDINGS

The SEC requires that all funds present their categories of portfolio holdings in a table, chart, or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

Dimensional Emerging Markets Value
Fund
Communication Services	2.4	%
Consumer Discretionary	9.9	%
Consumer Staples	2.5	%
Energy	11.0	%
Financials	31.1	%
Health Care	2.4	%
Industrials	9.7	%
Information Technology	13.0	%
Materials	13.3	%
Real Estate	3.5	%
Utilities	1.2	%
	100.0	%

209

DIMENSIONAL EMERGING MARKETS VALUE FUND

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2024

(Unaudited)

	Shares		Value»		Percentage of Net Assets‡
COMMON STOCKS — (98.4%)
BRAZIL — (3.7%)
Petroleo Brasileiro SA		11,148,884	$	95,029,389		0.9	%
#   Petroleo Brasileiro SA, Sponsored ADR		7,727,618		124,569,202		1.1	%
Petroleo Brasileiro SA, Sponsored ADR		2,471,880		41,947,804		0.4	%
Other Securities				147,084,630		1.3	%
TOTAL BRAZIL				408,631,025		3.7	%
CHILE — (0.5%)
Other Securities				58,877,907		0.5	%
CHINA — (23.4%)
Agricultural Bank of China Ltd., Class H		93,468,000		41,678,398		0.4	%
Alibaba Group Holding Ltd.		20,938,200		196,045,638		1.8	%
*   Baidu, Inc., Sponsored ADR		624,224		64,544,762		0.6	%
Bank of China Ltd., Class H		284,847,817		127,751,408		1.2	%
China Construction Bank Corp., Class H		393,120,101		254,345,042		2.4	%
China Petroleum & Chemical Corp., Class H		95,493,575		57,000,266		0.5	%
China Resources Land Ltd.		11,585,000		41,657,751		0.4	%
Industrial & Commercial Bank of China Ltd., Class H		180,841,996		96,972,547		0.9	%
PetroChina Co. Ltd., Class H		90,670,000		84,480,964		0.8	%
Ping An Insurance Group Co. of China Ltd., Class H		25,646,000		116,229,713		1.1	%
Other Securities				1,481,439,431		13.4	%
TOTAL CHINA				2,562,145,920		23.5	%
COLOMBIA — (0.1%)
Other Securities				8,378,484		0.1	%
CZECH REPUBLIC — (0.1%)
Other Securities				12,191,695		0.1	%
GREECE — (0.5%)
Other Securities				53,314,707		0.5	%
HONG KONG — (0.0%)
Other Securities				11,749		0.0	%
HUNGARY — (0.2%)
Other Securities				24,136,179		0.2	%
INDIA — (19.6%)
Axis Bank Ltd.		10,198,375		141,928,590		1.3	%
HDFC Bank Ltd.		3,892,230		70,468,936		0.7	%
Hindalco Industries Ltd.		5,501,565		42,285,007		0.4	%
ICICI Bank Ltd., Sponsored ADR		2,702,493		74,399,629		0.7	%
*   Jio Financial Services Ltd.		9,844,822		44,185,694		0.4	%
JSW Steel Ltd.		3,977,863		41,991,303		0.4	%
Larsen & Toubro Ltd.		1,309,639		56,259,216		0.5	%
Mahindra & Mahindra Ltd.		2,449,241		63,279,449		0.6	%
REC Ltd.		7,646,370		46,488,335		0.4	%
Reliance Industries Ltd.		11,159,215		391,469,003		3.6	%
State Bank of India		7,741,976		75,988,962		0.7	%

210

DIMENSIONAL EMERGING MARKETS VALUE FUND

CONTINUED

	Shares		Value»		Percentage of Net Assets‡
INDIA — (Continued)
Tata Steel Ltd.		26,276,288	$	51,716,869		0.5	%
Other Securities				1,044,974,664		9.5	%
TOTAL INDIA				2,145,435,657		19.7	%
INDONESIA — (1.5%)
Other Securities				169,203,406		1.5	%
KUWAIT — (0.3%)
Other Securities				31,293,555		0.3	%
MALAYSIA — (1.6%)
Other Securities				174,366,045		1.6	%
MEXICO — (2.9%)
Grupo Financiero Banorte SAB de CV, Class O		3,914,576		38,828,704		0.4	%
Grupo Mexico SAB de CV, Class B		8,985,336		55,525,162		0.5	%
Other Securities				228,125,849		2.0	%
TOTAL MEXICO				322,479,715		2.9	%
PHILIPPINES — (0.8%)
Other Securities				82,530,849		0.8	%
POLAND — (0.9%)
ORLEN SA		2,616,360		42,658,139		0.4	%
Other Securities				57,592,791		0.5	%
TOTAL POLAND				100,250,930		0.9	%
QATAR — (0.7%)
Other Securities				73,642,455		0.7	%
SAUDI ARABIA — (3.9%)
Saudi Awwal Bank		3,857,265		41,858,659		0.4	%
Saudi Basic Industries Corp.		3,103,274		69,917,739		0.7	%
Saudi National Bank		7,722,754		77,308,289		0.7	%
Other Securities				232,354,073		2.1	%
TOTAL SAUDI ARABIA				421,438,760		3.9	%
SOUTH AFRICA — (2.5%)
Other Securities				270,321,565		2.5	%
SOUTH KOREA — (12.3%)
Hana Financial Group, Inc.		1,106,230		46,657,236		0.5	%
Hyundai Motor Co.		482,676		86,821,774		0.8	%
#   KB Financial Group, Inc., ADR		1,814,985		97,954,740		0.9	%
Kia Corp.		1,118,017		94,721,269		0.9	%
LG Electronics, Inc.		506,987		33,766,379		0.3	%
#   POSCO Holdings, Inc., Sponsored ADR		752,158		53,816,905		0.5	%
Samsung Electronics Co. Ltd.		3,630,212		201,791,281		1.9	%
#   Shinhan Financial Group Co. Ltd., ADR		993,611		33,534,371		0.3	%
Other Securities				693,363,587		6.2	%
TOTAL SOUTH KOREA				1,342,427,542		12.3	%

211

DIMENSIONAL EMERGING MARKETS VALUE FUND

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
TAIWAN — (18.8%)
#	ASE Technology Holding Co. Ltd.		13,906,000	$	62,557,482		0.6	%
#	Cathay Financial Holding Co. Ltd.		23,968,201		37,063,330		0.4	%
	China Steel Corp.		44,325,320		33,767,989		0.3	%
	CTBC Financial Holding Co. Ltd.		74,608,073		77,869,822		0.7	%
	Fubon Financial Holding Co. Ltd.		25,483,365		53,910,530		0.5	%
	Hon Hai Precision Industry Co. Ltd.		42,212,192		200,944,704		1.9	%
#	United Microelectronics Corp.		42,425,681		65,183,765		0.6	%
	Yuanta Financial Holding Co. Ltd.		39,747,131		37,284,227		0.4	%
	Other Securities				1,485,653,061		13.4	%
TOTAL TAIWAN					2,054,234,910		18.8	%
THAILAND — (1.7%)
	PTT PCL		45,410,900		41,355,042		0.4	%
	Other Securities				145,502,336		1.3	%
TOTAL THAILAND					186,857,378		1.7	%
TURKEY — (1.1%)
	Other Securities				120,315,950		1.1	%
UNITED ARAB EMIRATES — (1.3%)
	Emaar Properties PJSC		25,662,471		57,383,735		0.5	%
	Other Securities				85,675,520		0.8	%
TOTAL UNITED ARAB EMIRATES					143,059,255		1.3	%
UNITED KINGDOM — (0.0%)
	Other Security				1,264,565		0.0	%
TOTAL COMMON STOCKS					10,766,810,203		98.6	%
PREFERRED STOCKS — (0.9%)
BRAZIL — (0.8%)
	Petroleo Brasileiro SA , 8.432%		5,630,679		45,565,060		0.4	%
	Other Securities				42,450,022		0.4	%
TOTAL BRAZIL					88,015,082		0.8	%
COLOMBIA — (0.1%)
	Other Securities				5,512,864		0.1	%
INDIA — (0.0%)
	Other Security				33		0.0	%
PHILIPPINES — (0.0%)
	Other Security				465,694		0.0	%
TAIWAN — (0.0%)
	Other Security				140,794		0.0	%
TOTAL PREFERRED STOCKS					94,134,467		0.9	%
RIGHTS/WARRANTS — (0.0%)
BRAZIL — (0.0%)
	Other Securities				3,768		0.0	%

212

DIMENSIONAL EMERGING MARKETS VALUE FUND

CONTINUED

		Shares		Value»		Percentage of Net Assets‡
INDIA — (0.0%)
	Other Security			$	82,500		0.0	%
THAILAND — (0.0%)
	Other Securities				471		0.0	%
TOTAL RIGHTS/WARRANTS					86,739		0.0	%
TOTAL INVESTMENT SECURITIES (Cost $8,674,227,426)					10,861,031,409
				Value†
SECURITIES LENDING COLLATERAL — (0.7%)
@§	The DFA Short Term Investment Fund		7,020,581		81,214,079		0.7	%
TOTAL INVESTMENTS—(100.0%) (Cost $8,755,439,619)				$	10,942,245,488		100.2	%

As of April 30, 2024, Dimensional Emerging Markets Value Fund 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		476		06/21/24	$	123,811,859	$	120,594,600	$	(3,217,259	)
Total Futures Contracts					$	123,811,859	$	120,594,600	$	(3,217,259	)

Summary of the Fund’s investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Brazil	$	407,313,944	$	1,317,081		—	$	408,631,025
Chile		—		58,877,907		—		58,877,907
China		127,150,819		2,418,501,934	$	16,493,167		2,562,145,920
Colombia		8,375,855		2,629		—		8,378,484
Czech Republic		—		12,191,695		—		12,191,695
Greece		—		53,314,707		—		53,314,707
Hong Kong		—		9,850		1,899		11,749
Hungary		—		24,136,179		—		24,136,179
India		83,155,016		2,060,557,055		1,723,586		2,145,435,657
Indonesia		—		168,833,061		370,345		169,203,406
Kuwait		24,121,593		7,171,962		—		31,293,555
Malaysia		34,662		174,331,383		—		174,366,045
Mexico		314,655,809		7,823,906		—		322,479,715
Philippines		—		82,524,503		6,346		82,530,849
Poland		—		100,250,930		—		100,250,930
Qatar		—		73,642,455		—		73,642,455
Saudi Arabia		1,012,405		420,426,355		—		421,438,760
South Africa		7,176,990		263,144,575		—		270,321,565

213

DIMENSIONAL EMERGING MARKETS VALUE FUND

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3			Total
South Korea	$	195,747,840		$	1,145,169,148	$	1,510,554		$	1,342,427,542
Taiwan		17,238,331			2,036,851,520		145,059			2,054,234,910
Thailand		176,302,626			10,554,752		—			186,857,378
Turkey		—			120,315,950		—			120,315,950
United Arab Emirates		459,964			142,599,291		—			143,059,255
United Kingdom		1,264,565			—		—			1,264,565
Preferred Stocks
Brazil		87,922,195			92,887		—			88,015,082
Colombia		5,512,864			—		—			5,512,864
India		—			33		—			33
Philippines		—			465,694		—			465,694
Taiwan		—			140,794		—			140,794
Rights/Warrants
Brazil		—			3,768		—			3,768
India		—			82,500		—			82,500
Thailand		—			471		—			471
Securities Lending Collateral		—			81,214,079		—			81,214,079
Total Investments in Securities	$	1,457,445,478		$	9,464,549,054	$	20,250,956	<>	$	10,942,245,488
Financial Instruments
Liabilities
Futures Contracts**		(3,217,259	)		—		—			(3,217,259	)
Total Financial Instruments	$	(3,217,259	)		—		—		$	(3,217,259	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

214

DIMENSIONAL EMERGING MARKETS VALUE FUND

STATEMENT OF ASSETS AND LIABILITIES

APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	Dimensional Emerging Markets Value Fund
ASSETS:
Investment Securities at Value (including $444,452 of securities on loan)*	$	10,861,031
Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $81,212)		81,214
Segregated Cash for Futures Contracts		5,617
Foreign Currencies at Value		106,010
Cash		36,403
Receivables:
Investment Securities Sold		20,183
Dividends, Interest and Tax Reclaims		11,623
Securities Lending Income		1,224
Prepaid Expenses and Other Assets		2
Total Assets		11,123,307
LIABILITIES:
Payables:
Upon Return of Securities Loaned		81,211
Due to Advisor		895
Futures Margin Variation		1,904
Deferred Taxes Payable		121,440
Accrued Expenses and Other Liabilities		1,983
Total Liabilities		207,433
COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)
NET ASSETS	$	10,915,874
Investment Securities at Cost	$	8,674,227
Foreign Currencies at Cost	$	109,308

* See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

215

DIMENSIONAL EMERGING MARKETS VALUE FUND

STATEMENT OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

(Amounts in thousands)

	Dimensional Emerging Markets Value Fund#
Investment Income
Dividends (Net of Foreign Taxes Withheld of $14,097)	$	119,205
Income from Securities Lending, Net		5,202
Total Investment Income		124,407
Expenses
Investment Management Fees		5,387
Accounting & Transfer Agent Fees		117
Custodian Fees		1,912
Shareholders’ Reports		55
Directors’/Trustees’ Fees & Expenses		38
Professional Fees		138
Other		226
Total Expenses		7,873
Net Expenses		7,873
Net Investment Income (Loss)		116,534
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold**		175,133
Affiliated Investment Companies Shares Sold		6
Futures		9,709
Foreign Currency Transactions		(2,978	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***		1,375,356
Affiliated Investment Companies Shares		4
Futures		324
Translation of Foreign Currency-Denominated Amounts		(85	)
Net Realized and Unrealized Gain (Loss)		1,557,469
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,674,003

** Net of foreign capital gain taxes withheld of $16,174.

*** Including foreign capital gain taxes of $(41,614).

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

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DIMENSIONAL EMERGING MARKETS VALUE FUND

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Dimensional Emerging Markets Value Fund
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023
	(Unaudited)
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	116,534		$	462,712
Net Realized Gain (Loss) on:
Investment Securities Sold*,**		175,133			13,066
Affiliated Investment Companies Shares Sold		6			36
Futures		9,709			6,571
Foreign Currency Transactions		(2,978	)		(5,395	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency***,****		1,375,356			1,083,861
Affiliated Investment Companies Shares		4			81
Futures		324			(1,409	)
Translation of Foreign Currency-Denominated Amounts		(85	)		(14	)
Net Increase (Decrease) in Net Assets Resulting from Operations		1,674,003			1,559,509
Transactions in Interest:
Contributions		64,011			466,478
Withdrawals		(952,426	)		(1,655,840	)
Net Increase (Decrease) from Transactions in Interest		(888,415	)		(1,189,362	)
Total Increase (Decrease) in Net Assets		785,588			370,147
Net Assets
Beginning of Period		10,130,286			9,760,139
End of Period	$	10,915,874		$	10,130,286

* Net of foreign capital gain taxes withheld for the period ended April 30, 2024 of $16,174.

** Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2023 of $12,151.

*** Including foreign capital gain tax for the period ended April 30, 2024 of $(41,614).

**** Including foreign capital gain tax for the fiscal year ended October 31, 2023 of $(13,476).

See accompanying Notes to Financial Statements.

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DIMENSIONAL EMERGING MARKETS VALUE FUND

FINANCIAL HIGHLIGHTS

	Dimensional Emerging Markets Value Fund
	Six Months Ended Apr 30, 2024			Year Ended Oct 31, 2023			Year Ended Oct 31, 2022			Year Ended Oct 31, 2021			Year Ended Oct 31, 2020			Year Ended Oct 31, 2019
	(Unaudited)
Total Return		17.01	%(B)		16.09	%		(19.27	%)		35.69	%		(9.41	%)		5.24	%
Net Assets, End of Period (thousands)	$	10,915,874		$	10,130,286		$	9,760,139		$	13,469,705		$	12,870,255		$	17,426,097
Ratio of Expenses to Average Net Assets		0.15	%(C)		0.14	%		0.15	%		0.14	%		0.14	%		0.13	%
Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly)		0.15	%(C)		0.15	%		0.15	%		0.14	%		0.14	%		0.15	%
Ratio of Net Investment Income to Average Net Assets		2.16	%(C)		4.33	%		4.79	%		3.26	%		3.25	%		2.95	%
Portfolio Turnover Rate		5	%(B)		12	%		14	%		14	%		20	%		14	%

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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DIMENSIONAL EMERGING MARKETS VALUE FUND

NOTES TO FINANCIAL STATEMENTS

(UNAUDITED)

A. Organization:

Dimensional Emerging Markets Value Fund (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940 (the “1940 Act”). The Fund meets the definition as an investment company and follows the accounting and reporting guidance under Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) Topic 946, “Financial Services-Investment Companies.” The Fund consists of one series.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Fund uses 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 Fund’s own assumptions in determining the fair value of investments)

Securities held by the Fund, 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 Fund 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 Fund values the securities at the mean between 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Trustees 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 Dimensional Fund Advisors LP) occur before the net asset value of the Fund is calculated. When fair value pricing is used, the prices of securities used by the Fund may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The Fund 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.

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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 value of the Fund is computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the Fund’s shares (at the close of the NYSE), the Fund will fair-value its 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 Fund’s foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, Dimensional Fund Advisors LP 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 Fund uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the Fund uses fair value pricing, the values assigned to the Fund’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.

Futures contracts held by the Fund are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Fund’s 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 Summary Schedule of Portfolio Holdings. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the Fund whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Fund enters into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement. The Fund does not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the Fund and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Trustee of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/ Trustees’ Fees & Expenses. As of April 30, 2024, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $272 (in thousands).

The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the “Notice”) to defer the receipt of the Trustee’s deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of

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Trustees of the Fund; and (ii) five years following the effective date of the Trustee’s first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Fund estimates the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Expenses directly attributable to the Fund are directly charged. The Fund may be subject to taxes imposed by countries in which it invests, with respect to its investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Fund accrues such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

The Fund’s investments in Chile are subject to governmental taxes on investment income. Such taxes are due when currencies are repatriated from the country. The Fund accrues for taxes on income as the income is earned. The Fund is subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

C. Investment Advisor:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Fund.

For the six months ended April 30, 2024, the Fund’s investment management fee was accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

Dimensional Emerging Markets Value Fund 0.10%

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Fund; however, such Officers and Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the six months ended April 30, 2024, the total related amounts paid by the Fund to the CCO were $3 (in thousands) and are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

As of April 30, 2024, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

Dimensional Emerging Markets Value Fund $272

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E. Purchases and Sales of Securities:

For the six months ended April 30, 2024, the Fund’s transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

	Purchases		Sales
Dimensional Emerging Markets Value Fund	$	502,771	$	1,296,622

There were no purchases or sales of long-term U.S. government securities.

For the six months ended April 30, 2024, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Summary Schedule of Portfolio Holdings, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

	Balance at October 31, 2023		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales		Change in Unrealized Appreciation/ Depreciation		Balance at April 30, 2024		Shares as of April 30, 2024		Dividend Income		Capital Gain Distributions
Dimensional Emerging Markets Value Fund
The DFA Short Term Investment Fund	$	123,700	$	418,895	$	461,391	$	6	$	4	$	81,214		7,021	$	3,138		—
Total	$	123,700	$	418,895	$	461,391	$	6	$	4	$	81,214		7,021	$	3,138		—

F. Federal Income Taxes:

No provision for federal income taxes is required since the Fund is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to their respective partners.

As of April 30, 2024, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)
Dimensional Emerging Markets Value Fund	$	8,988,424	$	3,680,091	$	(1,493,619	)	$	2,186,472

The difference between GAAP-basis and tax basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Fund recognizes the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Fund’s tax positions and has concluded that no additional provision for income tax is required in the Fund’s financial statements. The Fund is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Fund’s federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

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G. Financial Instruments:

In accordance with the Fund’s investment objective and policies, the Fund may invest 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. 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 securities held by the Fund may be inhibited.

Derivative Financial Instruments:

Summarized below are the specific types of derivative instruments used by the Fund.

2. Futures Contracts: The Fund may purchase or sell futures contracts and options on futures contracts for foreign or U.S. equity securities and indices, to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Fund. Upon entering into a futures contract, the Fund deposits cash or pledges 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 Fund as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Fund records a realized gain or loss, which is presented in the Statement 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.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities or indices, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Fund could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2024 was as follows (amount in thousands):

	Futures*
Dimensional Emerging Markets Value Fund	$	105,312

* Average Notional Value of futures contracts.

The following is a summary of the Fund’s derivative instrument holdings categorized by primary risk exposure as of April 30, 2024 (amounts in thousands):

	Liability Derivatives Value
	Total Value at April 30, 2024			Equity Contracts *,(1)
Dimensional Emerging Markets Value Fund	$	(3,217	)	$	(3,217	)

(1) Presented on Statement of Assets and Liabilities as Payables: Futures Margin Variation.

* Includes cumulative appreciation (depreciation) of futures contracts. Only current day’s margin variation is reported within the Statement of Assets and Liabilities.

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The following is a summary of the realized and change in unrealized gains and losses from the Fund’s derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2024 (amounts in thousands):

	Realized Gain (Loss) on Derivatives
	Total		Equity Contracts (1)
Dimensional Emerging Markets Value Fund	$	9,709	$	9,709

	Change in Unrealized Appreciation (Depreciation) on Derivatives
	Total		Equity Contracts (2)
Dimensional Emerging Markets Value Fund	$	324	$	324

(1) Presented on Statement of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

H. Line of Credit and Interfund Lending Program:

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 3, 2024, with its domestic custodian bank. A line of credit with similar terms was in effect through April 3, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 2, 2025.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 27, 2023. A line of credit with similar terms was in effect through December 27, 2023. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio’s net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 26, 2024.

There were no borrowings by the Fund under the lines of credit during the six months ended April 30, 2024.

Pursuant to an exemptive order issued by the SEC (the “Order”), the Fund may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day’s notice.

The Fund did not use the interfund lending program during the six months ended April 30, 2024.

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I. Affiliated Trades:

Cross trades for the six months ended April 30, 2024, if any, were executed by the Fund pursuant to procedures adopted by the Board of Trustees of the Fund to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Fund complied with the Rule 17a-7 Procedures adopted by the Board of Trustees of the Fund.

For the six months ended April 30, 2024, cross trades by the Fund under Rule 17a-7 were as follows (amounts in thousands):

Portfolio	Purchases		Sales		Realized Gain (Loss)
Dimensional Emerging Markets Value Fund	$	563	$	3,354	$	(1,415	)

J. Securities Lending:

As of April 30, 2024, the Fund had securities on loan to brokers/dealers, for which the Fund received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. The Fund also received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amount in thousands):

	Non-Cash Collateral Market Value
Dimensional Emerging Markets Value Fund	$	488,531

The Fund invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Fund’s collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Fund or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Fund could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

225

Subject to its stated investment policies, the Fund will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Fund also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Fund will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

K. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

L. Recently Issued Accounting Standards and Regulations:

In October 2022, the SEC adopted rule and form amendments requiring open-end management investment companies, including mutual funds and exchange-traded funds, to transmit concise and visually engaging semi-annual and annual reports that highlight key information, including fund expenses, performance, and holdings to shareholders. Other information, including financial statements, will no longer appear in the Fund’s shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. Accordingly, the rule and form amendments will not impact the Fund until the 2024 annual shareholder report and will have no effect on the Fund’s accounting policies or financial statements.

M. Other:

The Fund is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the now ended litigation involving Nine West). Although management currently believes that resolving claims against the Fund, individually or in aggregate, will not have a material adverse impact on the Fund’s 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.

N. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Fund through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

226

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund uses in voting proxies relating to securities held in the portfolio is available (1) without charge, upon request, by calling collect: (512) 306-7400; (2) from the Advisor’s website at www.dimensional.com; and (3) on the SEC’s website at http://www.sec.gov. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at www.dimensional.com/who-we-are/investment-stewardship and reflects the twelve-month period beginning July 1st and ending June 30th.

227

STATEMENT REGARDING LIQUIDITY RISK MANAGEMENT PROGRAM

Each series/portfolio of DFA Investment Dimensions Group Inc., Dimensional Investment Group Inc., Dimensional Emerging Markets Value Fund, Dimensional ETF Trust and The DFA Investment Trust Company, except for The DFA Short Term Investment Fund (each, a “Fund”), has adopted and implemented a written liquidity risk management program (the “Program”) pursuant to Rule 22e-4 under the Investment Company Act of 1940 (the “Liquidity Rule”). The Program includes policies and procedures reasonably designed to assess and manage each Fund’s liquidity risk (which is defined as the “risk that a fund could not meet requests to redeem shares issued by the fund without significant dilution of remaining investors’ interests in the fund”) and to comply with the requirements of the Liquidity Rule, including with respect to: (i) assessment, management and periodic review of liquidity risk; (ii) classification of portfolio holdings; (iii) establishment of a highly liquid investment minimum (“HLIM”), as applicable; (iv) illiquid investments; and (v) redemptions in-kind.

Each Fund’s Board of Directors/Trustees (collectively, the “Board”) previously approved the designation of the Liquidity Risk Management Committee of Dimensional Fund Advisors LP, each Fund’s investment advisor, to serve as administrator of the Program (the “Program Administrator”). The Program Administrator oversees the monitoring of liquidity and liquidity risk for each Fund on an ongoing basis.

At a meeting of the Board held on April 1-2, 2024, the Program Administrator provided its annual written report (the “Report”) to the Board addressing the operation of the Program and assessing its adequacy and effectiveness of implementation and any material changes to the Program for the period from January 1, 2023 through December 31, 2023 (the “Reporting Period”).

The Program Administrator conducted an annual review of each Fund’s liquidity risk in accordance with the requirements of the Liquidity Rule, taking into account the following factors enumerated in the Liquidity Rule and identified in the Program, as applicable:

1) Each Fund’s investment strategy and liquidity of portfolio investments during both normal and reasonably foreseeable stressed conditions, including: (i) whether the Fund’s investment strategy is appropriate for an open-end fund; (ii) the extent to which the Fund’s strategy involves a relatively concentrated portfolio or large positions in particular issuers; (iii) the Fund’s use of borrowings for investment purposes; and (iv) the Fund’s use of derivatives;

2) Short-term and long-term cash flow projections during both normal and reasonably foreseeable stressed conditions;

3) Holdings of cash and cash equivalents, as well as borrowing arrangements and other funding sources; and

4) For the series of the Dimensional ETF Trust that operate as exchange-traded funds (“ETFs”), in addition to the factors above: (i) the relationship between the ETF’s portfolio liquidity and the way in which, and the prices and spreads at which, ETF shares trade, including, the efficiency of the arbitrage function and the level of active participation by market participants (including authorized participants); and (ii) the effect of the composition of baskets on the overall liquidity of the ETF’s portfolio.

Based on the information considered, which included a review of notable liquidity matters that arose during the Reporting Period, such as the impacts of a number of U.S. regional bank failures beginning in March 2023, the possibility of a U.S. Government default prior to a deal being struck in early June 2023 to suspend the debt ceiling limit until January 2025, and extended market holidays, on the Funds’ portfolio liquidity, as applicable, the Report concluded that each of the Funds continues to have an investment strategy that is appropriate for an open-end fund, and that each of the Funds is reasonably likely to be able to meet redemption requests without significant dilution of remaining shareholders’ interests in the Fund. The Report further noted the flexibility of the Funds to utilize available cash, draw on a line of credit and/or engage in interfund lending, as applicable.

In accordance with the Program, each Fund’s portfolio investments were classified into one of four liquidity categories as provided in the Liquidity Rule as applicable during the Reporting Period. Liquidity classification determinations take into account a variety of factors including market, trading and investment-specific considerations, as well as market depth in accordance with the requirements of the Liquidity Rule and as specified in the Program,

228

STATEMENT REGARDING LIQUIDITY RISK MANAGEMENT PROGRAM

CONTINUED

and generally incorporate analysis from a third-party data vendor. The Report reviewed the adequacy of the vendor methodology and services provided to the Funds during the Reporting Period and noted that the liquidity model functioned as intended.

Pursuant to the Liquidity Rule, no Fund may acquire any illiquid investment if, after the acquisition, the Fund would have invested more than 15% of its assets in illiquid investments that are assets. The Report concluded that the Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirements, as applicable, and that such provisions were implemented effectively during the Reporting Period.

In addition, the Report also referenced the ability of each Fund to effect in-kind redemptions to manage liquidity as needed and actual in-kind transactions pursuant to the Funds’ applicable policies and procedures effected during the Reporting Period. The Report further noted that the ETFs settle redemptions in-kind with authorized participants in the primary market.

During the Reporting Period, each of the Funds that is subject to the HLIM provisions of the Program qualified as a fund that primarily holds assets that are highly liquid investments and, therefore, no Fund was required to establish or comply with an HLIM as set forth in the Program.

On the basis of the review, the Report concluded that: (i) the Program remains reasonably designed to manage each Fund’s liquidity risk; (ii) the Program was implemented and operated effectively to achieve the goal of assessing and managing each Fund’s liquidity risk during the Reporting Period; and (iii) each Fund was able to meet requests for redemption without significant dilution of remaining investors in the Fund during the Reporting Period.

229

BOARD APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS

At the Board meeting held on December 18-19, 2023 (the “Meeting”), the Boards of Directors of DFA Investment Dimensions Group Inc. and Dimensional Investment Group Inc., and the Boards of Trustees of The DFA Investment Trust Company and Dimensional Emerging Markets Value Fund (together, the “Board”) considered the continuation of the investment management agreements for each portfolio/series (collectively, the “Funds”) and, if applicable, a Fund’s sub-advisory agreements. For certain Funds, Dimensional Fund Advisors Ltd. or DFA Australia Limited serves as a sub-advisor. (The investment management agreements and the sub-advisory agreements are referred to as the “Management Agreements,” and the Advisor and sub-advisors are referred to as the “Advisor.”)

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Management Agreements. At a Board meeting held on October 31, 2023, the Board discussed the materials provided by the Advisor, the independent reports prepared by Broadridge Financial Solutions (the “Broadridge Reports”), and issues related to the continuation of the Management Agreements. Also in advance of the Meeting, the Independent Board Members met with their independent counsel to discuss the materials and management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Broadridge Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Management Agreement for a Fund, including: (i) the nature, extent and quality of services provided by the Advisor to each Fund; (ii) the performance of each Fund and the Advisor; (iii) the fees and expenses borne by each Fund; (iv) the profitability realized by the Advisor from the relationship with each Fund; and (v) whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of the management fee charged.

When considering the nature and quality of the services provided by the Advisor to a Fund, the Board reviewed: (a) the scope and depth of the Advisor’s organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor’s investment global advisory capabilities. The Board evaluated the Advisor’s portfolio management process and discussed the unique features of the Advisor’s investment approach. The Board also considered the nature and character of non-investment advisory services provided by the Advisor, including administrative services. After analyzing the caliber of services provided by the Advisor to each Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to each Fund were consistent with the operational requirements of the Fund and met the needs of the shareholders of the Fund.

In considering the performance of each Fund, the Board analyzed the Broadridge Reports, which compared the performance of each Fund with other funds in its respective peer group and investment category. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of each Fund and its benchmark index, over multiple performance periods, along with the Advisor’s explanation of the performance. The Board noted that the Advisor reported that each Fund had performed in accordance with relevant markets and the Advisor’s expectations. The Board concluded that the Advisor’s explanations provided a sound basis for understanding the comparative performance of the Funds. The Board determined, among other things, that after considering each Fund’s investment strategies and the expectations of its shareholder base, the performance of each Fund was reasonable as compared with relevant performance standards and appropriate market indexes.

When considering the fees and expenses borne by each Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Broadridge Reports. The Board concluded that the effective management fees and total expenses of each Fund over various periods were favorable in relation to those of its peer funds, and that the management fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large.

230

BOARD APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS

CONTINUED

The Board considered the profitability of each Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to each Fund. The Board considered the profitability to the Advisor of managing and servicing the Funds and the Advisor’s unregistered clients, such as collective trusts, group trusts and separate accounts. Upon closely examining the Advisor’s profitability, the Board concluded, among other things, that it was reasonable and similar to the profitability reported in previous years.

The Board also discussed whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of management fees charged. For several reasons, the Board concluded that economies of scale and the reflection of such economies of scale in the level of management fees charged were not particularly meaningful to each Fund at the present time, due to the current level of fees and expenses and the profitability of the Fund.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Management Agreement for each Fund was in the best interests of the Fund and its shareholders.

231

	DFA043024-001SI
	00299851

THE DFA SHORT TERM INVESTMENT FUND

SEMI-ANNUAL REPORT

SIX MONTHS ENDED APRIL 30, 2024

(UNAUDITED)

Beginning in July 2024, amendments adopted by the Securities and Exchange Commission will substantially impact the design, content, and transmission of shareholder reports. Shareholder reports will provide key fund information in a clear and concise format and must be mailed to each shareholder that has not elected to receive the reports electronically.

Financial statements will no longer be included in the shareholder report but can be mailed by sending a request to Dimensional Fund Advisors, LP, 6300 Bee Cave Road, Building One, Austin, TX 78746, or can be accessed on the SEC’s website at www.sec. gov. You may elect to receive shareholder reports and other communications electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly, by calling collect to (512) 306-7400, or by sending an e-mail request to document_requests@dimensional.com.

TABLE OF CONTENTS

SCHEDULE OF PORTFOLIO HOLDINGS	3
SCHEDULE OF INVESTMENTS	4
STATEMENT OF ASSETS AND LIABILITIES	6
STATEMENT OF OPERATIONS	7
STATEMENTS OF CHANGES IN NET ASSETS	8
FINANCIAL HIGHLIGHTS	9
NOTES TO FINANCIAL STATEMENTS	10
SUPPLEMENTAL INFORMATION	16
BOARD APPROVAL OF INVESTMENT MANAGEMENT AGREEMENT	18

THE DFA SHORT TERM INVESTMENT FUND

Schedule of Portfolio Holdings

April 30, 2024 (Unaudited)

The following table indicates the allocation of investments among the asset classes in the Fund as of April 30, 2024:

Security Allocation	Percent of Investments
Commercial Paper		35.7	%
U.S. Treasury Obligations		31.6
Repurchase Agreements		22.2
Yankee Certificates of Deposit		9.8
U.S. Government Agency Mortgages		0.7
Total Investments		100.0	%

See accompanying Notes to Financial Statements.

3

THE DFA SHORT TERM INVESTMENT FUND

Schedule of Investments

April 30, 2024 (Unaudited)

Security Description	Rate	Maturity	Face Amount $		Fair Value $
COMMERCIAL PAPER - 35.7%
(r)++ANZ Banking Group, Ltd.	5.50% (SOFR + 18 bps)	08/23/24		105,000,000		105,019,402
(r)++ANZ Banking Group, Ltd.	5.74% (SOFR + 43 bps)	12/13/24		125,000,000		125,150,595
(r)Bank of Montreal	5.48% (SOFR + 16 bps)	08/14/24		175,000,000		174,997,744
(r)Bank of Montreal Chicago	5.47% (SOFR + 15 bps)	09/05/24		75,000,000		74,990,911
(r)++Bank of Nova Scotia (The)	5.49% (SOFR + 17 bps)	09/09/24		150,000,000		149,990,730
(y)BNP Paribas	5.31%	05/07/24		150,000,000		149,845,270
(y)BNP Paribas	5.38%	07/17/24		125,000,000		123,560,359
(y)Canadian Imperial Bank of Commerce	5.32%	05/01/24		200,000,000		199,970,448
(y)Canadian Imperial Bank of Commerce	5.32%	05/03/24		45,000,000		44,980,058
(r)++Commonwealth Bank of Australia	5.86% (SOFR + 55 bps)	10/10/24		100,000,000		100,171,196
(r)++Commonwealth Bank of Australia	5.86% (SOFR + 55 bps)	10/11/24		50,000,000		50,085,772
(y)Credit Agricole CIB NY	5.31%	06/13/24		105,000,000		104,322,426
(y)Credit Agricole CIB NY	5.33%	06/26/24		135,000,000		133,871,058
(y)Credit Agricole CIB NY	5.33%	06/28/24		50,000,000		49,567,181
(y)DNB NORBANK ASA	5.29%	05/08/24		160,000,000		159,812,090
(y)DNB NORBANK ASA	5.31%	05/28/24		35,000,000		34,856,082
(y)DNB NORBANK ASA	5.33%	07/01/24		100,000,000		99,090,242
(y)DNB NORBANK ASA	5.35%	07/17/24		50,000,000		49,427,329
(y)DNB NORBANK ASA	5.35%	07/23/24		60,000,000		59,259,736
(y)++DNB NORBANK ASA	5.36%	07/25/24		50,000,000		49,368,370
(y)John Deere Capital Corp.	5.37%	06/06/24		90,000,000		89,506,328
(y)Kreditanstalt fuer Wiederaufbau	5.20%	05/02/24		32,000,000		31,990,750
(y)Mizuho Bank, Ltd.	5.34%	06/03/24		150,000,000		149,247,476
(y)Mizuho Bank, Ltd.	5.34%	06/04/24		150,000,000		149,224,799
(r)++National Australia Bank, Ltd.	5.49% (SOFR + 17 bps)	09/16/24		75,000,000		74,996,002
(r)++National Australia Bank, Ltd.	5.85% (SOFR + 54 bps)	09/27/24		80,000,000		80,113,970
(r)++National Australia Bank, Ltd.	5.75% (SOFR + 44 bps)	11/01/24		130,000,000		130,148,855
(r)++National Australia Bank, Ltd.	5.55% (SOFR + 23 bps)	11/05/24		60,000,000		60,005,053
(y)++Nederlandse Waterschapsbank NV	5.33%	05/06/24		23,000,000		22,979,579
(y)Province of Quebec Canada	5.29%	05/02/24		36,000,000		35,989,414
(y)PSP Capital, Inc.	5.30%	05/01/24		100,000,000		99,985,270
(r)++Royal Bank of Canada NY	5.86% (SOFR + 55 bps)	09/11/24		50,000,000		50,065,808
(y)Sanofi-Aventis	5.38%	06/21/24		78,000,000		77,398,059
(y)Societe Generale North America, Inc.	5.32%	06/12/24		40,950,000		40,691,315
(y)Societe Generale North America, Inc.	5.33%	07/18/24		50,000,000		49,421,643
(y)Societe Generale North America, Inc.	5.33%	07/24/24		150,000,000		148,135,490
(y)Sumitomo Mitsui Bank NY	5.37%	06/06/24		115,000,000		114,369,070
(y)Sumitomo Mitsui Bank NY	5.37%	06/12/24		150,000,000		149,044,815
(y)Sumitomo Mitsui Bank NY	5.36%	06/18/24		35,000,000		34,746,348
(y)Swedbank AB	5.27%	05/03/24		25,000,000		24,989,016
(y)Swedbank AB	5.29%	05/15/24		125,000,000		124,725,052
(y)++Swedbank AB	5.29%	05/16/24		125,000,000		124,706,695
(y)++Toronto Dominion Bank NY	5.31%	05/22/24		35,000,000		34,886,708
(y)Toronto Dominion Bank NY	5.33%	06/11/24		135,000,000		134,165,785
(y)Toronto Dominion Bank NY	5.35%	06/24/24		115,000,000		114,067,472
(y)Total Capital SA	5.37%	05/22/24		100,000,000		99,672,879
(y)Total Capital SA	5.38%	05/29/24		81,500,000		81,148,160
(y)TotalEnergies Capital SA	5.33%	05/03/24		95,000,000		94,957,815
(y)Toyota Motor Credit Corp.	5.31%	05/14/24		50,000,000		49,897,020
(r)++United Overseas Bank, Ltd.	5.65% (SOFR + 33 bps)	06/28/24		150,000,000		150,068,850
(r)++United Overseas Bank, Ltd.	5.65% (SOFR + 33 bps)	07/01/24		100,000,000		100,043,916
(y)++United Overseas Bank, Ltd.	5.44%	07/15/24		150,000,000		148,296,333
(r)++Westpac Banking Corp.	5.87% (SOFR + 55 bps)	05/01/24		70,000,000		70,000,864
(r)++Westpac Banking Corp.	5.94% (SOFR + 62 bps)	05/24/24		90,000,000		90,031,765
(r)++Westpac Banking Corp.	5.63% (SOFR + 31 bps)	03/28/25		75,000,000		75,004,751
TOTAL COMMERCIAL PAPER (Cost $5,142,734,519)				5,161,450,000		5,143,060,124
YANKEE CERTIFICATES OF DEPOSIT - 9.8%
(r)Bank of Montreal Chicago	5.94% (SOFR + 62 bps)	08/30/24		75,000,000		75,105,823
(r)Bank of Montreal Chicago	5.86% (SOFR + 54 bps)	10/04/24		100,000,000		100,156,505
(r)Bank of Montreal Chicago	5.84% (SOFR + 52 bps)	11/15/24		55,000,000		55,086,807
(r)Bank of Nova Scotia	5.87% (SOFR + 55 bps)	10/04/24		50,000,000		50,076,761
(r)Bank of Nova Scotia	5.80% (SOFR + 48 bps)	12/02/24		115,000,000		115,149,295
(r)Canadian Imperial Bank of Commerce	5.98% (SOFR + 66 bps)	07/29/24		75,000,000		75,113,149
(r)Canadian Imperial Bank of Commerce	5.43% (SOFR + 11 bps)	08/23/24		150,000,000		150,023,021
(r)Cooperatieve Rabobank UA	5.63% (SOFR + 31 bps)	03/03/25		150,000,000		150,053,216
(r)Rabobank Nederland NV NY	5.56% (SOFR + 24 bps)	10/23/24		90,000,000		90,026,970
(r)++Royal Bank of Canada	5.95% (SOFR + 63 bps)	06/25/24		75,000,000		75,055,802

See accompanying Notes to Financial Statements.

4

(r)Royal Bank of Canada NY	5.87% (SOFR + 55 bps)	09/20/24	40,000,000		40,055,840
(r)Royal Bank of Canada NY	5.86% (SOFR + 54 bps)	10/02/24	125,000,000		125,182,310
(r)Royal Bank of Canada NY	5.86% (SOFR + 54 bps)	10/07/24	35,000,000		35,052,577
(r)Royal Bank of Canada NY	5.88% (SOFR + 56 bps)	11/04/24	40,000,000		40,072,660
(r)Toronto Dominion Bank NY	5.98% (SOFR + 66 bps)	06/06/24	100,000,000		100,056,309
(r)Toronto Dominion Bank NY	5.89% (SOFR + 57 bps)	08/30/24	55,000,000		55,068,445
(r)Toronto Dominion Bank NY	5.86% (SOFR + 54 bps)	10/03/24	40,000,000		40,055,574
(r)Westpac Banking Corp.	5.65% (SOFR + 33 bps)	01/17/25	40,000,000		40,029,867
TOTAL YANKEE CERTIFICATES OF DEPOSIT (Cost $1,410,000,000)			1,410,000,000		1,411,420,931
REPURCHASE AGREEMENTS - 22.2%
Barclays Bank PLC (Purchased on 4/30/24, proceeds at maturity $500,073,611, collateralized by U.S. Treasury Obligations, (2.25%), (11/15/27), market value of $510,000,082)	5.30%	05/01/24	500,000,000		500,000,000
BofA Securities, Inc. (Purchased on 4/30/24, proceeds at maturity $100,014,583, collateralized by U.S. Treasury Obligations, (0.00%), (2/15/32), market value of $102,000,000)	5.25%	05/01/24	100,000,000		100,000,000
Federal Reserve Bank NY (Purchased on 4/30/24, proceeds at maturity $700,103,056, collateralized by U.S. Treasury Obligations, (1.13% - 2.25%), (8/15/27 - 2/15/31), market value of $700,103,092)	5.30%	05/01/24	700,000,000		700,000,000
Goldman Sachs & Co. LLC (Purchased on 4/30/24, proceeds at maturity $450,065,750, collateralized by U.S. Government Agency Obligations, (3.50% - 6.50%), (6/20/43 - 4/20/54), market value of $459,000,000)	5.26%	05/01/24	450,000,000		450,000,000
J.P. Morgan Securities LLC (Purchased on 4/30/24, proceeds at maturity $350,051,625, collateralized by U.S. Government Agency Obligations, (2.00% - 7.50%), (9/20/35 - 4/20/54), market value of $357,000,000)	5.31%	05/01/24	350,000,000		350,000,000
Mizuho Securities USA LLC (Purchased on 4/30/24, proceeds at maturity $250,036,458, collateralized by U.S. Treasury Obligations, (1.13% - 4.50%), (1/15/25 - 1/31/31), market value of $255,000,072)	5.25%	05/01/24	250,000,000		250,000,000
RBC Dominion Securities, Inc. (Purchased on 4/30/24, proceeds at maturity $500,073,333, collateralized by U.S. Treasury Obligations, 0.00% - (5.53%), (7/31/24 - 2/15/34), market value of $510,000,009)	5.28%	05/01/24	500,000,000		500,000,000
TD Securities (USA) LLC (Purchased on 4/30/24, proceeds at maturity $350,051,431, collateralized by U.S. Government Agency Obligations, (5.50%), (1/20/54 - 4/20/54), market value of $357,000,001)	5.29%	05/01/24	350,000,000		350,000,000
TOTAL REPURCHASE AGREEMENTS (Cost $3,200,000,000)			3,200,000,000		3,200,000,000
U.S. TREASURY OBLIGATIONS - 31.6%
(y)U.S. Treasury Bill	5.31%	05/02/24	150,000,000		149,977,930
(y)U.S. Treasury Bill	5.36%	05/09/24	500,000,000		499,413,165
(y)U.S. Treasury Bill	5.36%	05/16/24	250,000,000		249,450,243
(y)U.S. Treasury Bill	5.35%	05/21/24	250,000,000		249,268,055
(y)U.S. Treasury Bill	5.37%	05/23/24	250,000,000		249,193,333
(y)U.S. Treasury Bill	5.12%	05/30/24	250,000,000		248,937,672
(y)U.S. Treasury Bill	5.38%	06/06/24	150,000,000		149,207,625
(y)U.S. Treasury Bill	5.37%	06/11/24	275,000,000		273,351,031
(y)U.S. Treasury Bill	5.37%	06/13/24	200,000,000		198,742,330
(y)U.S. Treasury Bill	5.19%	06/18/24	250,000,000		248,246,668
(y)U.S. Treasury Bill	5.38%	06/20/24	150,000,000		148,901,041
(y)U.S. Treasury Bill	5.39%	07/18/24	150,000,000		148,293,750
(r)U.S. Treasury Note	5.36% (USBMMY3M + 4 bps)	07/31/24	350,000,000		350,006,247
(r)U.S. Treasury Note	5.46% (USBMMY3M + 14 bps)	10/31/24	400,000,000		400,163,832
(r)U.S. Treasury Note	5.52% (USBMMY3M + 20 bps)	01/31/25	450,000,000		450,516,600
(r)U.S. Treasury Note	5.49% (USBMMY3M + 17 bps)	04/30/25	550,000,000		550,580,085
TOTAL U.S. TREASURY OBLIGATIONS (Cost $4,563,465,787)			4,575,000,000		4,564,249,607
U.S. GOVERNMENT AGENCY MORTGAGES - 0.7%
(y)Federal Home Loan Bank	5.27%	07/24/24	100,000,000		98,771,042
TOTAL U.S. GOVERNMENT AGENCY MORTGAGES (Cost $98,773,367)			100,000,000		98,771,042
TOTAL INVESTMENTS (Cost $14,414,973,673) - 100.0%				$	14,417,501,704

SOFR—Secured Overnight Financing Rate

USBMMY3M—U.S. Treasury 3 Month Bill Money Market Yield

++ Rule 144A, Section 4(2), or other security which is restricted as to resale to institutional investors. The Fund’s Advisor has deemed this security to be liquid based upon procedures approved by the Board of Directors/Trustees. The aggregate value of these securities at April 30, 2024 was $1,866,191,016 which represented 13.0% of the total investments of the Fund.

(r) The adjustable/variable rate shown is effective as of April 30, 2024.

(y) The rate shown is the effective yield.

See accompanying Notes to Financial Statements.

5

THE DFA SHORT TERM INVESTMENT FUND

STATEMENT OF ASSETS AND LIABILITIES

APRIL 30, 2024 (Unaudited)

ASSETS:
Investments, at value	$	11,217,501,704
Repurchase agreements, at value		3,200,000,000
Total Investments		14,417,501,704
Cash		617,591,560
Interest receivable		16,695,494
Receivable for capital shares issued		23,024,964
Total Assets		15,074,813,722
LIABILITIES:
Distributions payable		66,426,708
Accrued expenses and other payables:
Investment Management Fees		611,884
Administration Fees		38,043
CCO Fees		177
Professional Fees		35,942
Transfer Agent Fees		13,724
Trustee Fees		470,240
Other Expenses		91,682
Total Liabilities		67,688,400
Net Assets	$	15,007,125,322
NET ASSETS CONSIST OF:
Capital	$	15,012,063,429
Total Distributable Earnings / (Loss)		(4,938,107	)
NET ASSETS	$	15,007,125,322
Shares of Beneficial Interest (unlimited number of shares authorized, no par value)		1,297,317,726
Net Asset Value (offering and redemption price per share)	$	11.5678	(a)
Investments at cost	$	14,414,973,673

(a) Per share amounts may not recalculate due to rounding of net assets and shares outstanding.

See accompanying Notes to Financial Statements.

6

THE DFA SHORT TERM INVESTMENT FUND

STATEMENT OF OPERATIONS

FOR THE SIX MONTHS ENDED APRIL 30, 2024

(Unaudited)

INVESTMENT INCOME:
Interest	$	393,096,805
Total Investment Income		393,096,805
EXPENSES:
Investment Management Fees		3,554,608
Administration Fees		415,889
CCO Fees		944
Professional Fees		120,372
Transfer Agent Fees		63,410
Trustee Fees		36,457
Other Expenses		120,791
Total Expenses		4,312,471
Net Investment Income		388,784,334
REALIZED/UNREALIZED GAINS (LOSSES) FROM INVESTMENTS
Net Realized Losses from Investment Transactions		(21,550	)
Net Change in Unrealized Appreciation on Investments		481,536
Net Realized and Unrealized Gains from Investments		459,986
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS	$	389,244,320

See accompanying Notes to Financial Statements.

7

THE DFA SHORT TERM INVESTMENT FUND

STATEMENTS OF CHANGES IN NET ASSETS

	Six Months Ended April 30, 2024			Year Ended October 31, 2023
	(Unaudited)
FROM INVESTMENT ACTIVITIES:
OPERATIONS:
Net Investment Income	$	388,784,334		$	685,094,378
Net Realized Losses from Investment Transactions		(21,550	)		(1,690,755	)
Net Change in Unrealized Appreciation on Investments		481,536			8,406,496
Change in Net Assets Resulting from Operations		389,244,320			691,810,119
DISTRIBUTIONS TO SHAREHOLDERS:
Total Distributions Paid		(388,784,334	)		(685,094,375	)
Change in Net Assets from Distributions to Shareholders		(388,784,334	)		(685,094,375	)
CAPITAL TRANSACTIONS:
Proceeds from Shares Issued		57,216,977,058			101,170,537,357
Dividends Reinvested		208,785			372,037
Cost of Shares Redeemed		(54,603,199,073	)		(105,392,101,819	)
Change in Net Assets from Capital Transactions		2,613,986,770			(4,221,192,425	)
Change in Net Assets		2,614,446,756			(4,214,476,681	)
NET ASSETS:
Beginning of Period		12,392,678,566			16,607,155,247
End of Period	$	15,007,125,322		$	12,392,678,566
SHARES TRANSACTIONS:
Shares Issued		4,946,185,560			8,747,009,905
Reinvested		18,049			32,156
Shares Redeemed		(4,720,267,694	)		(9,112,093,179	)
Change in Shares		225,935,915			(365,051,118	)

See accompanying Notes to Financial Statements.

8

THE DFA SHORT TERM INVESTMENT FUND

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Period Ended April 30, 2024			Year Ended October 31, 2023			Year Ended October 31, 2022			Year Ended October 31, 2021			Year Ended October 31, 2020			Year Ended October 31, 2019
	(Unaudited)
NET ASSET VALUE, BEGINNING OF PERIOD	$	11.5670		$	11.5614		$	11.5695		$	11.5711		$	11.5707		$	11.5703
INVESTMENT ACTIVITIES:
Net Investment Income		0.3148			0.5713			0.1229			0.0074			0.0888			0.2746
Net Gains (Losses) on Investments (Realized and Unrealized)		0.0007			0.0058			(0.0077	)		(0.0017	)		0.0004			0.0004
Total from Investment Activities		0.3155			0.5771			0.1152			0.0057			0.0892			0.2750
DISTRIBUTIONS TO SHAREHOLDERS FROM:
Net Investment Income		(0.3147	)		(0.5715	)		(0.1233	)		(0.0073	)		(0.0888	)		(0.2746	)
Net Realized Gains		—			—			—			—			—			—	(a)
TOTAL DISTRIBUTIONS		(0.3147	)		(0.5715	)		(0.1233	)		(0.0073	)		(0.0888	)		(0.2746	)
Net Asset Value, End of Period	$	11.5678		$	11.5670		$	11.5614		$	11.5695		$	11.5711		$	11.5707
Total Return		2.76	%(b)		5.11	%		0.99	%		0.05	%		0.77	%		2.41	%
SUPPLEMENTAL DATA:
NET ASSETS, END OF PERIOD (000’s)	$	15,007,125		$	12,392,679		$	16,607,155		$	12,003,157		$	8,784,049		$	16,363,197
Ratios to Average Net Assets:
Net Investment Income(c)		5.47	%		4.93	%		1.10	%		0.06	%		0.88	%		2.38	%
Gross Expenses(c)		0.06	%		0.06	%		0.06	%		0.06	%		0.06	%		0.06	%
Net Expenses(c)		0.06	%		0.06	%(d)		0.05	%(d)		0.06	%(d)		0.05	%(d)		0.05	%(d)

(a) Amount less than $0.005.

(b) Not annualized.

(c) Annualized for periods less than one year.

(d) Ratio as disclosed reflects the impact of custody fee credits earned by the fund on cash balances.

See accompanying Notes to Financial Statements.

9

THE DFA SHORT TERM INVESTMENT FUND

Notes to Financial Statements

April 30, 2024 (Unaudited)

A. ORGANIZATION

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940 (the “1940 Act”). The Trust consists of ten series, one of which, The DFA Short Term Investment Fund (the “Fund”), is included in this report. The remaining series are presented in separate reports. The Fund is an investment company and, accordingly, follows the accounting and reporting guidance under Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) Topic 946, “Financial Services – Investment Companies.”

The investment objective of the Fund is to seek to provide a high level of current income consistent with liquidity and the preservation of capital. As a money market fund, the Fund will pursue its investment objective by investing in U.S. dollar-denominated short-term debt securities that meet the strict standards established by the Board of Trustees of the Trust (the “Board”), which are in accordance with Rule 2a-7 under the 1940 Act.

The Board is responsible for establishing the Trust’s policies and for overseeing the management of the Trust. Under the Trust’s organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on prior experience, the Trust expects the risk of loss to be remote.

B. SIGNIFICANT ACCOUNTING POLICIES

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1. SECURITY VALUATION – The Fund utilizes 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
• 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 Fund’s own assumptions in determining the fair value of investments).

The securities held by the Fund are valued at market value or fair value as described below. Debt securities 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. These valuations are generally categorized as Level 2 or Level 3 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board. These valuations are generally categorized as Level 2 or Level 3 in the hierarchy.

A summary of the inputs used to value the Fund’s investments is disclosed previously in this Note. A valuation hierarchy table has been provided below. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

10

THE DFA SHORT TERM INVESTMENT FUND

Notes to Financial Statements – (continued)

April 30, 2024 (Unaudited)

When determining the fair value of the Fund’s investments, additional consideration is given to those assets or liabilities that have experienced a decrease in the volume or level of activity or have identified circumstances that indicate that a transaction is not orderly.

The following table provides the fair value measurements of the Fund’s investments by level within the fair value hierarchy as of April 30, 2024:

	LEVEL 1 INVESTMENTS IN SECURITIES		LEVEL 2 INVESTMENTS IN SECURITIES		LEVEL 3 INVESTMENTS IN SECURITIES
THE DFA SHORT TERM INVESTMENT FUND
Commercial Paper	$	—	$	5,143,060,124	$	—
Yankee Certificates of Deposit		—		1,411,420,931		—
U.S. Government Agency Securities		—		98,771,042		—
Repurchase Agreements		—		3,200,000,000		—
U.S. Treasury Obligations		—		4,564,249,607		—
Total Investments	$	—	$	14,417,501,704	$	—

2. DEFERRED COMPENSATION PLAN – Each eligible trustee (each a “Trustee” and collectively, the “Trustees”) of the Trust may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the “Plan”). Under the Plan effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Large Company Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; DFA Inflation-Protected Securities Portfolio and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Trustee Fees.

Each Trustee has the option to receive the distribution of proceeds in one of the following methods: lump sum; annual installments over a period of agreed-upon years; or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the “Notice”) to defer the receipt of the Trustee’s deferred compensation until a date specified by such Trustee in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board; and (ii) five years following the effective date of the Trustee’s first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

At April 30, 2024, the Fund’s total liability of $449,566 for deferred compensation to Trustees is included in the “Trustee Fees” payable (a line item which also includes Trustee fees/expenses) on the Statement of Assets and Liabilities.

3. SECURITY TRANSACTIONS AND RELATED INCOME – Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. The Fund generally declares distributions from net investment income on a daily basis and pays dividends monthly. Any capital gains are distributed at least annually. The Fund does not expect to realize any long-term capital gains and losses. The Fund may distribute such income dividends and capital gains more frequently, if necessary, in order to reduce or eliminate federal excise or income taxes on the Fund. Interest income is recognized on an accrual basis and includes amortization or accretion of premia or discount using the straight-line method. Costs used in determining net realized gains and losses on the sales of investment securities are those of the specific securities sold, adjusted for the accretion or amortization of purchase discounts or premia during the respective holding period.

11

THE DFA SHORT TERM INVESTMENT FUND

Notes to Financial Statements – (continued)

April 30, 2024 (Unaudited)

4. ALLOCATIONS – The Trust bears all of its own fees, expenses, charges, assessments, taxes, and other costs incurred in its operation, whether incurred directly by the Trust or by Dimensional Fund Advisors LP, the Fund’s investment adviser (the “Advisor” or “DFA”), on its behalf. Expenses directly attributable to the Fund are charged to the Fund. Expenses not directly attributable to the Fund are allocated among the respective portfolios in the Trust on the basis of their relative net assets.

C. FEDERAL INCOME TAXES

The Fund is classified as a regulated investment company for tax purposes. As a regulated investment company, the Fund generally pays no U.S. federal income tax on the income and gains that the Fund distributes to shareholders.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulation, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary (e.g., wash sale losses) or permanent (e.g., reclassification of certain gain/loss and distributions) in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. There were no permanent differences as of October 31, 2023 attributable to distribution redesignations.

As of April 30, 2024, the tax cost of securities and the breakdown of unrealized appreciation and depreciation of securities for federal income tax purposes are as follows:

	Tax Cost of Securities		Unrealized Appreciation		Unrealized Depreciation			Net Unrealized Appreciation (Depreciation)
The DFA Short Term Investment Fund	$	14,414,973,673	$	3,202,315	$	(674,284	)	$	2,528,031

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return.

For all open tax years and all major taxing jurisdictions, management of the Fund has concluded that there are no significant uncertain tax positions that would require recognition in the Fund’s financial statements. The Fund is not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each of the Fund’s federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.

The tax character of distributions paid to shareholders during the years ended October 31, 2022 and October 31, 2023 were as follows:

	Distributions Paid From
	Net Investment Income		Long-Term Capital Gains		Total Distributions Paid
The DFA Short Term Investment Fund
2022	$	154,383,414	$	—	$	154,383,414
2023		669,672,774		—		669,672,774

12

THE DFA SHORT TERM INVESTMENT FUND

Notes to Financial Statements – (continued)

April 30, 2024 (Unaudited)

As of October 31, 2023, the components of distributable earnings (accumulated losses) on a tax basis were as follows:

	Undistributed
	Ordinary Income		Long- Term Capital Gains		Accumulated Earnings		Distributable Payable			Accumulated Capital and Other Losses			Unrealized Appreciation (Depreciation)		Total Net Distributable Earnings (Accumulated Losses)
The DFA Short Term Investment Fund	$	60,679,777	$	—	$	60,679,777	$	(60,850,726	)	$	(6,685,263	)	$	2,046,495	$	(4,809,717	)

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, the fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2023, the Fund had the following capital loss carryforwards available to offset future realized capital gains with no expiration date:

	Unlimited		Total
The DFA Short Term Investment Fund	$	6,685,263	$	6,685,263

During the year ended October 31, 2023, the Fund did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

D. FINANCIAL INSTRUMENTS

REPURCHASE AGREEMENTS – The Fund may engage in repurchase agreement (“RA”) transactions with counterparties with creditworthiness and other characteristics deemed appropriate by the Advisor. The Fund, through its custodian, receives delivery of underlying securities collateralizing an RA. Collateral for certain tri-party RAs is held at the counterparty’s custodian in a segregated account for the benefit of the Fund and the counterparty. The counterparty will be required to maintain collateral with a value at least equal, at all times, to the value of the repurchase obligation including interest. RA transactions involve certain risks in the event of default or insolvency of the counterparty. These risks include possible delay or restrictions upon the Fund’s ability to dispose of the collateral and a possible decline in the value of the collateral during the period while the Fund seeks to assert its rights.

RAs permit the Fund, under certain circumstances including an event of default (such as bankruptcy or insolvency), to offset payables and/or receivables under the RA with collateral held and/or posted to the counterparty and create one single net payment due to or from the Fund. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of the RA counterparty’s bankruptcy or insolvency. Pursuant to the terms of the RA, the Fund receives securities as collateral with a market value in excess of the repurchase price to be received by the Fund upon the maturity of the repurchase transaction. Upon a bankruptcy or insolvency of the RA counterparty, the Fund would recognize a liability with respect to such excess collateral to reflect the Fund’s obligation under bankruptcy law to return the excess to the counterparty.

E. RELATED PARTY TRANSACTIONS

INVESTMENT MANAGER – Dimensional Fund Advisors LP serves as investment advisor to the Fund. Pursuant to an investment management agreement with the Trust with respect to the Fund (the “Investment Management Agreement”), the Advisor manages the investment and reinvestment of the Fund’s assets. DFA has served as the Fund’s investment advisor since the Fund’s commencement of operations. Pursuant to the terms of the investment management agreement, the Advisor receives a management fee calculated daily and payable monthly from the Fund at an annual rate of 0.05% of the average daily net assets.

13

THE DFA SHORT TERM INVESTMENT FUND

Notes to Financial Statements – (continued)

April 30, 2024 (Unaudited)

FEES PAID TO OFFICERS AND TRUSTEES – Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Trust; however, such Officers and Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. Amounts paid to the Trust’s CCO are included on the Statement of Operations within “Other Expenses”.

At April 30, 2024, the following number of shareholders held the approximate percentage of the Fund’s outstanding shares:

	Number of Shareholders		Approximate Percentage of Outstanding Shares
The DFA Short Term Investment Fund		5		34	%

F. INTEREST RATE AND CREDIT RISKS

The Fund invests primarily in money market instruments maturing in 397 calendar days or less and which are considered Eligible Securities (as defined in Rule 2a-7 under the 1940 Act). The ability of the issuers of the securities held by the Fund to meet their obligations may be affected by economic developments in a specific industry, state or region. Fixed income securities are subject to interest rate risk because the prices of fixed income securities tend to move in the opposite direction of interest rates. When interest rates rise, fixed income security prices fall. When interest rates fall, fixed income security prices rise. When interest rates are very low, the Fund’s expenses could absorb all or a portion of the Fund’s income and yield. When interest rates fall, certain obligations will be paid off by the obligor more quickly than originally anticipated, and the Fund may have to invest the proceeds in securities with lower yields. Changes in monetary policy made by central banks and/or their governments may affect interest rates.

The Fund is subject to the risk that the Advisor’s security selection and expectations regarding interest rate trends will cause the yields of the Fund to lag the performance of other mutual funds with similar investment objectives or the performance of short-term debt instruments. The emphasis of the Fund on quality and liquidity also could cause the Fund to underperform when compared to other money market funds, particularly those that take greater maturity and credit risks

G. LINE OF CREDIT AND INTERFUND LENDING PROGRAM

The Fund, together with other Dimensional-advised funds, has entered into a $700 million unsecured line of credit with its custodian bank effective December 27, 2023. A line of credit with similar terms was in effect through December 27, 2023. The Fund is permitted to borrow, subject to its investment limitations, up to a maximum of the lower of one-quarter of the Fund’s net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. The Fund is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 26, 2024. There were no borrowings by the Fund under this line of credit during the period ended April 30, 2024.

Pursuant to an exemptive order issued by the SEC (the “Order”), the Fund may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objective and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day’s notice.

14

THE DFA SHORT TERM INVESTMENT FUND

Notes to Financial Statements – (continued)

April 30, 2024 (Unaudited)

For the period ended April 30, 2024, activity by the Fund under the interfund lending program was as follows (amounts in thousands, except percentages and days):

Lender	Weighted Average Loan Balance		Number of Days Outstanding*		Weighted Average Annualized Interest Rate			Interest Income (Expense)
The DFA Short Term Investment Fund	$	40,559		17		5.69	%	$	109

* Number of Days Outstanding represents the total of single or consecutive days during the period ended April 30, 2024, that the Fund’s interfund lending program was used.

H. RECENTLY ISSUED ACCOUNTING STANDARDS

In October 2022, the SEC adopted rule and form amendments requiring open-end management investment companies, including mutual funds and exchange-traded funds, to transmit concise and visually engaging semi-annual and annual reports that highlight key information, including fund expenses, performance, and holdings to shareholders. Other information, including financial statements, will no longer appear in the Fund’s shareholder reports but will be available online, delivered free of charge upon request, and filed on a semi-annual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. Accordingly, the rule and form amendments will not impact the Fund until the 2024 annual shareholder reports and will have no effect on the Fund’s accounting policies or financial statements.

In July 2023, the SEC adopted amendments to the rules that govern registered money market funds, such as the Money Market Series. These amendments, among other changes: (i) modify the existing liquidity fee framework for non-government money market funds; (ii) increase required weekly liquid asset and daily liquid asset minimums, effective April 2, 2024; and (iii) require institutional prime and institutional tax-exempt money market funds to impose a mandatory liquidity fee when daily net redemptions exceed certain levels unless the amount of the fee determined by the fund is less than 0.01% of the value of the shares redeemed, effective October 2, 2024. When implemented, such amendments may impact the Money Market Series’ expenses, returns, yields, and liquidity. Management has reviewed the amendments and determined the adoption of these amendments will not have a material impact on the Fund’s financial statements.

I. SUBSEQUENT EVENTS

Management has evaluated the impact of all subsequent events on the Fund through the date these financials statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

15

THE DFA SHORT TERM INVESTMENT FUND

Supplemental Information - (Unaudited)

EXPENSE EXAMPLES

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the Fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the Fund and to compare these costs with those of other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflects the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

		Beginning Account Value 11/1/23		Ending Account Value 4/30/24		Expenses Paid During Period* 11/1/23 - 4/30/24		Annualized Expense Ratio During Period 11/1/23 - 4/30/24
	Actual	$	1,000.00	$	1,027.60	$	0.30		0.06	%
The DFA Short Term Investment Fund	Hypothetical		1,000.00		1,024.57		0.30		0.06

* Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six- month period (182), then divided by the number of days in the year (366) to reflect the six-month period.

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund and the Trust use in voting proxies relating to securities held in the portfolios is available (1) without charge, upon request, by calling collect: (512) 306-7400 (2) from the Advisor’s website at www.dimensional.com; and (3) on the SEC’s website at http://www.sec.gov. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://us.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

16

THE DFA SHORT TERM INVESTMENT FUND

Supplemental Information – (concluded)

April 30, 2024 (Unaudited)

PORTFOLIO HOLDINGS INFORMATION

The SEC requires that all money market funds publish their holdings on a monthly basis on the fund’s website and file a complete Schedule of Investments with the SEC monthly on Form N-MFP. Such Form N-MFP filing must be made within five business days of the end of the month. They are available on the Fund’s website at www.dimensional.com, or by visiting the SEC’s website at http://www.sec.gov.

17

Money Market Series (DSTIF)

BOARD APPROVAL OF INVESTMENT MANAGEMENT AGREEMENT

At the Board meeting held on December 18-19, 2023 (the “Meeting”), the Board of Trustees of The DFA Investment Trust Company (the “Board”) considered the continuation of the investment management agreement (the “Management Agreement”) for the portfolio (the “Fund”).

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Management Agreement. At a Board meeting held on October 31, 2023, the Board discussed the materials provided by the Advisor, the independent reports prepared by Broadridge Financial Solutions (the “Broadridge Reports”), and issues related to the continuation of the Management Agreement. Also in advance of the Meeting, the Independent Board Members met with their independent counsel to discuss the materials and management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Broadridge Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Management Agreement for the Fund, including: (i) the nature, extent and quality of services provided by the Advisor to the Fund; (ii) the performance of the Fund and the Advisor; (iii) the fees and expenses borne by the Fund; (iv) the profitability realized by the Advisor from the relationship with the Fund; and (v) whether economies of scale are realized by the Advisor with respect to the Fund as it grows larger, and the extent to which this is reflected in the level of the management fee charged.

When considering the nature and quality of the services provided by the Advisor to the Fund, the Board reviewed: (a) the scope and depth of the Advisor’s organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor’s global investment advisory capabilities. The Board evaluated the Advisor’s portfolio management process and discussed the unique features of the Advisor’s investment approach. The Board also considered the nature and character of non-investment advisory services provided by the Advisor, including administrative services. After analyzing the caliber of services provided by the Advisor to the Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to the Fund were consistent with the operational requirements of the Fund and met the needs of the shareholders of the Fund.

In considering the performance of the Fund, the Board analyzed the Broadridge Reports, which compared the performance of the Fund with other funds in its respective peer group and investment category. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of the Fund and its benchmark index, over multiple performance periods, along with the Advisor’s explanation of the performance. The Board noted that the Advisor reported that the Fund had performed in accordance with relevant markets and the Advisor’s expectations. The Board concluded that the Advisor’s explanations provided a sound basis for understanding the comparative performance of the Fund. The Board determined, among other things, that after considering the Fund’s investment strategies and the expectations of its shareholder base, the performance of the Fund was reasonable as compared with relevant performance standards and appropriate market indexes.

When considering the fees and expenses borne by the Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Broadridge Reports. The Board concluded that the effective

18

management fees and total expenses of the Fund over various periods were favorable in relation to those of its peer funds, and that the management fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large.

The Board considered the profitability of the Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to the Fund. The Board considered the profitability to the Advisor of managing and servicing the Fund and the Advisor’s unregistered clients, such as collective trusts, group trusts and separate accounts. Upon closely examining the Advisor’s profitability, the Board concluded, among other things, that it was reasonable and similar to the profitability reported in previous years.

The Board also discussed whether economies of scale are realized by the Advisor with respect to the Fund as it grows larger, and the extent to which this is reflected in the level of management fees charged. For several reasons, the Board concluded that economies of scale and the reflection of such economies of scale in the level of management fees charged were not particularly meaningful to the Fund at the present time, due to the current level of fees and expenses and the profitability of the Fund.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Management Agreement for the Fund was in the best interests of the Fund and its shareholders.

19

ITEM 2. CODE OF ETHICS.

Not applicable when filing a semi-annual report to shareholders.

ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.

Not applicable when filing a semi-annual report to shareholders.

ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.

Not applicable when filing a semi-annual report to shareholders.

ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.

This item is not applicable to the Registrant because it is not a listed issuer.

ITEM 6. INVESTMENTS.

(a) Please see the schedules of investments contained in the reports to stockholders included under Item 1 of this Report except as discussed below. Provided below is a complete schedule of investments for each series of the Registrant that provided a summary schedule of portfolio holdings in a report to stockholders included under Item 1 in lieu of a complete schedule of investments. The schedules of investments for the following series are provided below:

Name of Entity for which Schedule of Investments is Provided

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 Canadian Small Company Series

The Emerging Markets Series

The Emerging Markets Small Cap Series

THE U.S. LARGE CAP VALUE SERIES

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Shares		Value†
COMMON STOCKS — (98.3%)
COMMUNICATION SERVICES — (6.5%)
	AT&T, Inc.		17,424,096	$	294,292,981
# *	Charter Communications, Inc., Class A		11,707		2,996,290
	Comcast Corp., Class A		12,257,215		467,122,464
	Electronic Arts, Inc.		291,362		36,950,529
#	Fox Corp., Class A		1,063,792		32,988,190
	Fox Corp., Class B		440,128		12,622,871
»	GCI Liberty, Inc.		59,566		53,874
#	Interpublic Group of Cos., Inc.		1,121,306		34,132,555
# *	Liberty Broadband Corp., Class A		27,366		1,371,858
*	Liberty Broadband Corp., Class C		67,513		3,357,421
*	Liberty Media Corp.-Liberty Formula One, Class A		39,281		2,446,028
*	Liberty Media Corp.-Liberty Formula One, Class C		98,714		6,907,019
*	Liberty Media Corp.-Liberty Live, Class A		655		23,488
*	Liberty Media Corp.-Liberty SiriusXM, Class A		26,201		630,396
*	Liberty Media Corp.-Liberty SiriusXM, Class C		290,835		6,997,490
	Meta Platforms, Inc., Class A		149,904		64,484,204
	News Corp., Class A		901,773		21,462,197
#	News Corp., Class B		64,856		1,591,566
*	Take-Two Interactive Software, Inc.		234,929		33,550,210
	T-Mobile U.S., Inc.		1,545,488		253,722,765
	Verizon Communications, Inc.		10,105,721		399,074,922
	Walt Disney Co.		1,075,437		119,481,051
*	Warner Bros Discovery, Inc.		1,559,390		11,477,110
TOTAL COMMUNICATION SERVICES					1,807,737,479
CONSUMER DISCRETIONARY — (5.4%)
*	Aptiv PLC		704,170		49,996,070
	Aramark		869,099		27,385,309
	Autoliv, Inc.		116,089		13,906,301
	BorgWarner, Inc.		671,758		22,013,510
# *	CarMax, Inc.		383,085		26,038,287
# *	Carnival Corp.		1,640,597		24,313,648
	Dick’s Sporting Goods, Inc.		21,473		4,314,785
	DR Horton, Inc.		1,755,869		250,193,774
	eBay, Inc.		2,192,529		113,002,945
	Ford Motor Co.		7,883,499		95,784,513
	Garmin Ltd.		553,650		79,985,815
	General Motors Co.		4,264,358		189,891,862
	Gentex Corp.		554,865		19,031,870
	Genuine Parts Co.		107,532		16,905,106
#	Hyatt Hotels Corp., Class A		133,345		19,840,403
	Lear Corp.		136,297		17,155,703
	Lennar Corp., Class A		1,008,494		152,907,860
#	Lennar Corp., Class B		33,910		4,760,625
	LKQ Corp.		1,699,192		73,286,151
*	MGM Resorts International		1,454,296		57,357,434
#	Penske Automotive Group, Inc.		104,673		16,005,548
	Phinia, Inc.		50,460		1,967,940
	PulteGroup, Inc.		1,754,546		195,491,515
	Ralph Lauren Corp.		83,221		13,618,284
	Tapestry, Inc.		258,509		10,319,679
	Toll Brothers, Inc.		119,988		14,291,771
*	TopBuild Corp.		4,561		1,845,700
TOTAL CONSUMER DISCRETIONARY					1,511,612,408

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

		Shares		Value†
CONSUMER STAPLES — (4.3%)
	Albertsons Cos., Inc., Class A		187,559	$	3,826,204
	Archer-Daniels-Midland Co.		1,097,553		64,382,459
#	Bunge Global SA		609,659		62,038,900
#	Campbell Soup Co.		387,621		17,718,156
	Casey’s General Stores, Inc.		33,165		10,598,871
	Conagra Brands, Inc.		714,767		22,000,528
	Constellation Brands, Inc., Class A		134,015		33,967,442
# *	Coty, Inc., Class A		255,459		2,922,451
# *	Dollar Tree, Inc.		891,449		105,413,844
	General Mills, Inc.		1,998,065		140,783,660
	Hormel Foods Corp.		651,465		23,166,095
	J M Smucker Co.		554,387		63,671,347
	Kenvue, Inc.		1,700,946		32,011,804
	Keurig Dr Pepper, Inc.		687,203		23,158,741
	Kraft Heinz Co.		667,269		25,763,256
	Kroger Co.		3,625,116		200,758,924
	Molson Coors Beverage Co., Class B		468,358		26,818,179
	Mondelez International, Inc., Class A		3,101,723		223,137,953
*	Performance Food Group Co.		118,856		8,067,945
	Tyson Foods, Inc., Class A		1,102,627		66,874,328
*	U.S. Foods Holding Corp.		903,258		45,388,714
TOTAL CONSUMER STAPLES					1,202,469,801
ENERGY — (14.1%)
	Baker Hughes Co.		2,705,127		88,241,243
#	Chesapeake Energy Corp.		232,411		20,889,101
	Chevron Corp.		4,492,046		724,432,258
	ConocoPhillips		3,086,998		387,788,689
	Coterra Energy, Inc.		2,289,186		62,632,129
	Devon Energy Corp.		1,436,131		73,501,185
	Diamondback Energy, Inc.		636,616		128,042,576
	EOG Resources, Inc.		993,991		131,336,031
#	EQT Corp.		682,026		27,342,422
	Exxon Mobil Corp.		10,898,924		1,289,015,690
	HF Sinclair Corp.		287,753		15,610,600
	Kinder Morgan, Inc.		6,012,052		109,900,311
	Marathon Oil Corp.		1,942,732		52,162,354
	Marathon Petroleum Corp.		1,036,074		188,275,367
	Occidental Petroleum Corp.		1,364,082		90,220,383
	ONEOK, Inc.		3,810		301,447
	Ovintiv, Inc.		177,633		9,116,126
	Phillips 66		941,306		134,804,432
	Pioneer Natural Resources Co.		506,358		136,372,337
	Schlumberger NV		399,969		18,990,528
	Valero Energy Corp.		967,225		154,630,261
	Williams Cos., Inc.		2,741,642		105,169,387
TOTAL ENERGY					3,948,774,857
FINANCIALS — (24.0%)
	Aflac, Inc.		1,432,922		119,863,925
	Ally Financial, Inc.		1,842,669		70,666,356
	American Financial Group, Inc.		82,422		10,529,410
	American International Group, Inc.		1,904,953		143,462,010
*	Arch Capital Group Ltd.		933,062		87,278,619

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

		Shares		Value†
FINANCIALS — (Continued)
	Axis Capital Holdings Ltd.		3,443	$	211,159
	Bank of America Corp.		7,565,186		279,987,571
	Bank of New York Mellon Corp.		2,476,920		139,921,211
*	Berkshire Hathaway, Inc., Class B		1,791,259		710,646,183
	BlackRock, Inc.		26,287		19,837,222
	BOK Financial Corp.		6,114		542,495
	Capital One Financial Corp.		1,477,562		211,926,718
#	Carlyle Group, Inc.		71,690		3,211,712
	Charles Schwab Corp.		3,700		273,615
	Chubb Ltd.		623,230		154,959,907
	Cincinnati Financial Corp.		53,977		6,244,599
	Citigroup, Inc.		2,313,118		141,863,527
	Citizens Financial Group, Inc.		632,526		21,575,462
	CME Group, Inc.		31,597		6,623,995
	CNA Financial Corp.		48,457		2,129,201
	Corebridge Financial, Inc.		65,765		1,746,718
	Discover Financial Services		967,007		122,548,797
	Equitable Holdings, Inc.		10,374		382,904
	Everest Group Ltd.		108,975		39,929,530
#	F&G Annuities & Life, Inc.		8,261		312,431
	Fidelity National Financial, Inc.		296,968		14,699,916
	Fidelity National Information Services, Inc.		1,876,852		127,475,788
	Fifth Third Bancorp		3,530,714		128,729,832
	First Citizens BancShares, Inc., Class A		10,466		17,653,630
*	Fiserv, Inc.		733,273		111,948,789
	Franklin Resources, Inc.		331,384		7,568,811
	Global Payments, Inc.		464,005		56,965,894
	Globe Life, Inc.		11,967		911,526
	Goldman Sachs Group, Inc.		742,023		316,628,634
	Hartford Financial Services Group, Inc.		1,920,130		186,041,396
	Huntington Bancshares, Inc.		3,673,080		49,476,388
	Intercontinental Exchange, Inc.		121,984		15,706,660
	Jefferies Financial Group, Inc.		211,316		9,099,267
	JPMorgan Chase & Co.		7,413,686		1,421,500,154
	KeyCorp.		2,382,473		34,522,034
	Loews Corp.		619,986		46,591,948
#	M&T Bank Corp.		334,893		48,355,200
*	Markel Group, Inc.		8,815		12,855,796
	MetLife, Inc.		1,144,078		81,321,064
	Morgan Stanley		2,664,369		242,031,280
	Northern Trust Corp.		269,881		22,235,496
	Old Republic International Corp.		17,558		524,282
	PNC Financial Services Group, Inc.		578,982		88,734,781
	Principal Financial Group, Inc.		1,433,986		113,485,652
	Prudential Financial, Inc.		1,287,996		142,297,798
	Raymond James Financial, Inc.		360,931		44,033,582
	Regions Financial Corp.		4,794,047		92,381,286
	Reinsurance Group of America, Inc.		33,547		6,272,953
#	RenaissanceRe Holdings Ltd.		14,057		3,081,997
	State Street Corp.		746,385		54,105,449
	Synchrony Financial		1,445,581		63,576,652
	T Rowe Price Group, Inc.		198,131		21,709,214
	Travelers Cos., Inc.		1,031,317		218,804,215
	Truist Financial Corp.		3,479,540		130,656,727
	U.S. Bancorp		2,245,511		91,235,112
	Unum Group		46,438		2,354,407
	W R Berkley Corp.		247,111		19,020,134
	Webster Financial Corp.		37,900		1,661,157
	Wells Fargo & Co.		5,729,127		339,851,814
	Willis Towers Watson PLC		72,358		18,171,988
TOTAL FINANCIALS					6,700,953,980

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

		Shares		Value†
HEALTH CARE — (14.0%)
	Abbott Laboratories		979,906	$	103,840,639
*	Avantor, Inc.		1,156,709		28,027,059
	Baxter International, Inc.		223,072		9,005,417
	Becton Dickinson & Co.		575,857		135,096,052
*	Biogen, Inc.		435,599		93,575,377
*	BioMarin Pharmaceutical, Inc.		46,249		3,735,069
*	Boston Scientific Corp.		794,102		57,072,111
	Bristol-Myers Squibb Co.		4,798,749		210,857,031
*	Centene Corp.		1,455,684		106,352,273
*	Charles River Laboratories International, Inc.		99,659		22,821,911
	Cigna Group		835,431		298,282,284
	Cooper Cos., Inc.		124,928		11,126,088
	CVS Health Corp.		3,020,719		204,532,883
	Danaher Corp.		1,108,364		273,344,730
*	DaVita, Inc.		1,999		277,881
	Elevance Health, Inc.		643,604		340,196,202
*	Envista Holdings Corp.		11,130		219,038
*	Fortrea Holdings, Inc.		254,689		9,319,071
*	GE HealthCare Technologies, Inc.		896,938		68,382,553
	Gilead Sciences, Inc.		2,415,847		157,513,224
# *	Henry Schein, Inc.		124,562		8,629,655
*	Hologic, Inc.		568,784		43,096,764
	Humana, Inc.		391,825		118,366,414
*	Incyte Corp.		99,435		5,175,592
*	Jazz Pharmaceuticals PLC		60,123		6,658,622
	Laboratory Corp. of America Holdings		634,299		127,728,790
	Medtronic PLC		2,123,614		170,398,787
*	Moderna, Inc.		182,534		20,135,326
*	Molina Healthcare, Inc.		5,358		1,832,972
	Pfizer, Inc.		13,412,147		343,619,206
	Quest Diagnostics, Inc.		905,867		125,172,702
*	Regeneron Pharmaceuticals, Inc.		180,242		160,534,340
	Revvity, Inc.		131,820		13,507,595
	Royalty Pharma PLC, Class A		7,285		201,794
	STERIS PLC		203,707		41,670,304
	Thermo Fisher Scientific, Inc.		370,154		210,513,983
*	United Therapeutics Corp.		55,899		13,098,813
	UnitedHealth Group, Inc.		424,475		205,318,557
	Universal Health Services, Inc., Class B		354,912		60,487,652
	Viatris, Inc.		3,025,059		34,999,933
	Zimmer Biomet Holdings, Inc.		530,652		63,826,823
TOTAL HEALTH CARE					3,908,551,517
INDUSTRIALS — (12.5%)
	AECOM		159,739		14,753,494
	AMETEK, Inc.		444,064		77,560,218
*	Builders FirstSource, Inc.		484,342		88,547,404
	Carlisle Cos., Inc.		213,130		82,747,723
	Carrier Global Corp.		271,927		16,720,791
#	Concentrix Corp.		80,019		4,374,639
	Cummins, Inc.		618,184		174,630,798
	Deere & Co.		179,086		70,096,051
	Delta Air Lines, Inc.		2,724,121		136,396,739
	Dover Corp.		451,063		80,875,596

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

		Shares		Value†
INDUSTRIALS — (Continued)
	EMCOR Group, Inc.		19,031	$	6,797,302
	Emerson Electric Co.		358,358		38,623,825
	FedEx Corp.		613,891		160,704,386
	Fortive Corp.		611,065		45,994,863
	Fortune Brands Innovations, Inc.		199,434		14,578,625
*	GE Vernova, Inc.		259,709		39,919,870
	General Dynamics Corp.		477,120		136,976,381
	General Electric Co.		115,127		18,629,851
	Huntington Ingalls Industries, Inc.		47,968		13,283,778
	Ingersoll Rand, Inc.		1,006,752		93,950,097
	Jacobs Solutions, Inc.		311,550		44,716,772
	JB Hunt Transport Services, Inc.		57,758		9,389,718
	Johnson Controls International PLC		2,003,309		130,355,317
	L3Harris Technologies, Inc.		470,761		100,766,392
	Leidos Holdings, Inc.		714,993		100,256,319
	ManpowerGroup, Inc.		2,452		185,003
*	Masterbrand, Inc.		14,587		243,165
	MDU Resources Group, Inc.		20,335		502,275
# *	NEXTracker, Inc., Class A		259,476		11,102,978
	Norfolk Southern Corp.		677,854		156,123,333
	Northrop Grumman Corp.		148,767		72,156,458
	nVent Electric PLC		36,380		2,621,907
	Oshkosh Corp.		2,394		268,774
	Otis Worldwide Corp.		876,223		79,911,538
	Owens Corning		520,448		87,544,558
	PACCAR, Inc.		2,024,474		214,816,936
	Parker-Hannifin Corp.		154,559		84,220,745
	Pentair PLC		935,192		73,964,335
	Regal Rexnord Corp.		50,964		8,224,061
	Republic Services, Inc.		756,130		144,950,121
	RTX Corp.		2,051,769		208,295,589
	Snap-on, Inc.		313,561		84,021,806
#	Southwest Airlines Co.		1,374,673		35,659,018
	SS&C Technologies Holdings, Inc.		640,960		39,669,014
	Stanley Black & Decker, Inc.		362,099		33,095,849
	Textron, Inc.		1,104,443		93,424,833
	Trane Technologies PLC		344		109,165
	TransUnion		187,987		13,723,051
# *	U-Haul Holding Co.		84,288		5,329,530
	U-Haul Holding Co.		758,592		46,516,861
*	United Airlines Holdings, Inc.		1,338,522		68,880,342
	United Rentals, Inc.		126,828		84,719,836
	Veralto Corp.		367,222		34,401,357
#	Vestis Corp.		180,163		3,318,602
	Westinghouse Air Brake Technologies Corp.		392,002		63,143,682
	Xylem, Inc.		178,950		23,388,765
TOTAL INDUSTRIALS					3,476,180,436
INFORMATION TECHNOLOGY — (9.0%)
*	Advanced Micro Devices, Inc.		953,401		150,999,650
*	Akamai Technologies, Inc.		376,974		38,047,986
	Amdocs Ltd.		661,039		55,520,666
	Analog Devices, Inc.		1,159,653		232,637,988
# *	Aspen Technology, Inc.		2,278		448,470
#	Avnet, Inc.		5,178		253,049
	Cisco Systems, Inc.		6,281,401		295,100,219
	Cognizant Technology Solutions Corp., Class A		2,163,324		142,087,120
	Corning, Inc.		4,138,362		138,138,523
# *	DXC Technology Co.		19,272		375,611

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

		Shares		Value†
INFORMATION TECHNOLOGY — (Continued)
*	EPAM Systems, Inc.		12,951	$	3,046,852
*	F5, Inc.		33,119		5,474,902
*	First Solar, Inc.		93,364		16,460,073
*	Flex Ltd.		1,489,660		42,678,759
# *	GLOBALFOUNDRIES, Inc.		163,292		7,981,713
	Hewlett Packard Enterprise Co.		6,350,484		107,958,228
	HP, Inc.		4,760,492		133,722,220
	Intel Corp.		6,735,002		205,215,511
	Marvell Technology, Inc.		1,003,660		66,151,231
	Microchip Technology, Inc.		2,564		235,837
	Micron Technology, Inc.		1,553,715		175,507,646
*	Okta, Inc.		92,970		8,644,351
*	ON Semiconductor Corp.		1,126,150		79,010,684
*	Qorvo, Inc.		288,812		33,744,794
	Roper Technologies, Inc.		49,228		25,178,153
	Salesforce, Inc.		579,386		155,820,071
	Skyworks Solutions, Inc.		590,952		62,989,574
	TD SYNNEX Corp.		53,561		6,311,628
	TE Connectivity Ltd.		1,310,687		185,435,997
*	Teledyne Technologies, Inc.		74,085		28,261,946
*	Trimble, Inc.		56,756		3,409,333
*	Twilio, Inc., Class A		108,045		6,469,735
*	Western Digital Corp.		852,349		60,371,880
*	Zebra Technologies Corp., Class A		28,388		8,929,729
*	Zoom Video Communications, Inc., Class A		266,982		16,312,600
TOTAL INFORMATION TECHNOLOGY					2,498,932,729
MATERIALS — (7.7%)
	Air Products & Chemicals, Inc.		354,174		83,705,483
#	Albemarle Corp.		489,084		58,841,696
	Amcor PLC		2,725,913		24,369,662
	Ball Corp.		112,703		7,840,748
#	Celanese Corp.		199,333		30,619,542
	CF Industries Holdings, Inc.		853,314		67,386,207
*	Cleveland-Cliffs, Inc.		32,376		547,154
	Corteva, Inc.		1,067,016		57,757,576
	Crown Holdings, Inc.		16,342		1,341,188
	Dow, Inc.		3,111,074		177,020,111
	DuPont de Nemours, Inc.		522,766		37,900,535
	Eastman Chemical Co.		720,826		68,074,807
	Freeport-McMoRan, Inc.		4,433,625		221,415,233
	Huntsman Corp.		8,221		196,153
	International Flavors & Fragrances, Inc.		147,017		12,444,989
	International Paper Co.		851,795		29,761,717
	Linde PLC		236,075		104,099,632
	LyondellBasell Industries NV, Class A		1,456,003		145,556,620
	Martin Marietta Materials, Inc.		208,102		122,170,441
	Mosaic Co.		69,039		2,167,134
	Newmont Corp.		1,800,806		73,184,756
	Nucor Corp.		1,548,608		260,986,906
	Packaging Corp. of America		210,765		36,458,130
	PPG Industries, Inc.		588,754		75,949,266
	Reliance, Inc.		412,753		117,519,034
	Steel Dynamics, Inc.		1,332,790		173,422,635
	Vulcan Materials Co.		446,050		114,915,862
	Westlake Corp.		370,962		54,664,960
	Westrock Co.		5,525		264,979
TOTAL MATERIALS					2,160,583,156

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

		Shares		Value†
REAL ESTATE — (0.4%)
*	CBRE Group, Inc., Class A		1,053,860	$	91,569,895
*	Jones Lang LaSalle, Inc.		84,909		15,343,056
*	Zillow Group, Inc., Class C		70,703		3,009,827
TOTAL REAL ESTATE					109,922,778
UTILITIES — (0.4%)
	NRG Energy, Inc.		416,131		30,240,240
	Vistra Corp.		1,053,593		79,904,493
TOTAL UTILITIES					110,144,733
TOTAL COMMON STOCKS Cost ($ 16,349,905,379)					27,435,863,874
TEMPORARY CASH INVESTMENTS — (0.9%)
	State Street Institutional U.S. Government Money Market Fund 5.250%		253,789,454		253,789,454
SECURITIES LENDING COLLATERAL — (0.8%)
@ §	The DFA Short Term Investment Fund		19,052,700		220,401,630
TOTAL INVESTMENTS — (100.0%) (Cost $ 16,824,095,969)				$	27,910,054,958

† See Note B to Financial Statements.

# Total or Partial Securities on Loan.

* Non-Income Producing Securities.

» Securities that have been fair value factored. See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

As of April 30, 2024, The U.S. Large Cap Value Series 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		775		06/21/24	$	202,824,226	$	196,346,250	$	(6,477,976	)
Total Futures Contracts					$	202,824,226	$	196,346,250	$	(6,477,976	)

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	1,807,683,605	$	53,874		—	$	1,807,737,479
Consumer Discretionary		1,511,612,408		—		—		1,511,612,408
Consumer Staples		1,202,469,801		—		—		1,202,469,801
Energy		3,948,774,857		—		—		3,948,774,857
Financials		6,700,953,980		—		—		6,700,953,980
Health Care		3,908,551,517		—		—		3,908,551,517
Industrials		3,476,180,436		—		—		3,476,180,436
Information Technology		2,498,932,729		—		—		2,498,932,729
Materials		2,160,583,156		—		—		2,160,583,156
Real Estate		109,922,778		—		—		109,922,778

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Utilities	$	110,144,733			—		—	$	110,144,733
Temporary Cash Investments		253,789,454			—		—		253,789,454
Securities Lending Collateral		—		$	220,401,630		—		220,401,630
Total Investments in Securities	$	27,689,599,454		$	220,455,504		—	$	27,910,054,958
Financial Instruments
Liabilities
Futures Contracts**		(6,477,976	)		—		—		(6,477,976	)
Total Financial Instruments	$	(6,477,976	)		—		—	$	(6,477,976	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

THE DFA INTERNATIONAL VALUE SERIES

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Shares		Value»
COMMON STOCKS — (95.5%)
AUSTRALIA — (6.0%)
	ANZ Group Holdings Ltd.		3,720,839	$	67,138,539
*	Arcadium Lithium PLC, CDI		18,002		75,376
	Aurizon Holdings Ltd.		9,364,075		23,000,517
	Bendigo & Adelaide Bank Ltd.		996,254		6,244,646
	BlueScope Steel Ltd.		3,138,215		45,803,557
	Brickworks Ltd.		17,393		299,563
	Challenger Ltd.		75,667		326,004
	Cleanaway Waste Management Ltd.		3,028,437		5,239,108
	Evolution Mining Ltd.		6,258,612		16,139,597
	Harvey Norman Holdings Ltd.		2,583,775		7,588,060
	Incitec Pivot Ltd.		5,347,982		9,602,769
	National Australia Bank Ltd.		5,570,044		120,744,740
	New Hope Corp. Ltd.		843,254		2,453,042
	Northern Star Resources Ltd.		2,965,555		28,109,711
	Orica Ltd.		1,113,717		12,895,434
	Origin Energy Ltd.		2,881,779		18,188,103
	QBE Insurance Group Ltd.		851,776		9,743,439
	Qube Holdings Ltd.		12,141		25,827
	Rio Tinto Ltd.		300,400		25,000,589
	Santos Ltd.		14,074,222		69,067,329
	Seven Group Holdings Ltd.		186,936		4,542,377
	Sonic Healthcare Ltd.		1,377,135		23,666,993
	South32 Ltd.		17,145,637		39,117,442
	Suncorp Group Ltd.		3,426,829		36,599,953
	TPG Telecom Ltd.		718,821		2,077,566
	Westpac Banking Corp.		5,237,352		86,973,266
	Whitehaven Coal Ltd.		5,022,173		24,842,108
	Woodside Energy Group Ltd.		3,761,716		67,398,682
	Worley Ltd.		971,709		9,380,102
#	Yancoal Australia Ltd.		643,442		2,297,045
TOTAL AUSTRALIA					764,581,484
AUSTRIA — (0.1%)
	Erste Group Bank AG		138,521		6,459,938
	OMV AG		82,282		3,904,396
TOTAL AUSTRIA					10,364,334
BELGIUM — (0.7%)
	Ageas SA		393,983		18,084,434
	KBC Group NV		582,113		43,241,774
#	Solvay SA		215,011		6,945,609
*	Syensqo SA		215,011		19,929,719
TOTAL BELGIUM					88,201,536
CANADA — (10.2%)
	Agnico Eagle Mines Ltd.		776,883		49,215,538
#	AltaGas Ltd.		450,341		9,872,728
	ARC Resources Ltd.		441,438		7,994,079
	Bank of Montreal		1,309,840		116,994,919
#	Bank of Nova Scotia		2,312,815		106,147,884
	Barrick Gold Corp.		1,142,187		19,005,147
#	Canadian Imperial Bank of Commerce		2,223,053		103,774,549
#	Canadian Tire Corp. Ltd., Class A		22,573		2,180,644
	Cenovus Energy, Inc.		662,707		13,625,256

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»
CANADA — (Continued)
	Empire Co. Ltd., Class A		28,624	$	666,816
	Endeavour Mining PLC		455,036		9,509,596
	Fairfax Financial Holdings Ltd.		96,097		104,477,784
	First Quantum Minerals Ltd.		1,494,315		18,974,048
	iA Financial Corp., Inc.		382,697		23,201,171
	IGM Financial, Inc.		57,002		1,424,791
	Imperial Oil Ltd.		139,345		9,607,838
	Kinross Gold Corp.		4,942,485		31,881,068
#	Lundin Mining Corp.		3,155,433		36,031,967
	Magna International, Inc.		1,106,243		52,878,415
	Manulife Financial Corp.		3,990,031		93,050,947
*	MEG Energy Corp.		848,834		19,305,555
	Nutrien Ltd.		1,194,529		63,035,285
	Onex Corp.		199,918		14,183,700
#	Pan American Silver Corp.		101,310		1,868,156
	Suncor Energy, Inc.		3,184,167		121,576,318
	Teck Resources Ltd., Class B		2,376,949		116,922,058
#	Toronto-Dominion Bank		1,259,832		74,733,234
	Tourmaline Oil Corp.		940,263		45,952,780
	West Fraser Timber Co. Ltd.		182,014		13,940,403
#	Whitecap Resources, Inc.		2,116,575		16,051,315
TOTAL CANADA					1,298,083,989
DENMARK — (2.6%)
#	AP Moller - Maersk AS, Class A		4,365		6,190,391
	AP Moller - Maersk AS, Class B		3,510		5,086,229
	Carlsberg AS, Class B		382,101		51,397,495
#	Coloplast AS, Class B		193,549		23,335,255
	Danske Bank AS		945,349		27,213,750
*	Demant AS		224,955		10,742,043
	DSV AS		370,073		52,576,047
*	Genmab AS		120,829		33,545,743
	H Lundbeck AS		128,423		624,473
	Jyske Bank AS		45,195		3,656,718
	Novonesis (Novozymes) B, Class B		925,882		51,272,298
	Pandora AS		201,954		30,737,374
	Rockwool AS, Class A		91		29,577
	Rockwool AS, Class B		11,633		3,792,227
	Svitzer AS		15,750		529,252
	Tryg AS		359,071		7,106,815
*	Vestas Wind Systems AS		941,251		25,224,239
*	Zealand Pharma AS		1,850		166,029
TOTAL DENMARK					333,225,955
FINLAND — (0.7%)
	Fortum OYJ		101,575		1,338,494
	Nokia OYJ		10,009,206		36,386,981
#	Nokia OYJ, Sponsored ADR		1,331,054		4,858,347
	Nordea Bank Abp		2,159,163		25,098,596
	Stora Enso OYJ, Class R		1,056,475		14,072,909
	UPM-Kymmene OYJ		247,982		8,690,557
TOTAL FINLAND					90,445,884
FRANCE — (10.9%)
W	Amundi SA		67,754		4,726,818
	Arkema SA		218,340		22,529,791
	BNP Paribas SA		1,245,833		89,652,462
	Bollore SE		1,793,750		11,642,773

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»
FRANCE — (Continued)
	Bouygues SA		988,711	$	36,439,231
	Carrefour SA		2,196,690		36,955,409
	Cie de Saint-Gobain SA		1,944,950		153,811,784
	Cie Generale des Etablissements Michelin SCA		2,740,740		105,295,516
	Credit Agricole SA		1,088,951		16,849,594
	Eiffage SA		284,086		30,311,532
	Engie SA		1,983,599		34,436,486
	Orange SA		7,524,383		83,748,511
	Publicis Groupe SA		572,887		63,216,237
	Renault SA		692,307		34,292,273
	Rexel SA		591,057		15,320,104
	Sanofi SA		1,294,731		127,910,431
	Societe Generale SA		1,184,757		31,923,339
	TotalEnergies SE		6,761,803		490,898,501
	Vivendi SE		536,568		5,458,877
TOTAL FRANCE					1,395,419,669
GERMANY — (6.1%)
	BASF SE		1,328,093		69,587,493
	Bayer AG		1,560,313		45,515,399
	Bayerische Motoren Werke AG		915,630		99,757,239
	Commerzbank AG		3,701,590		55,013,557
	Continental AG		354,462		22,973,138
* W	Covestro AG		486,865		24,384,311
	Daimler Truck Holding AG		1,562,210		70,449,776
	Deutsche Bank AG		3,294,760		52,735,471
*	Deutsche Lufthansa AG		524,114		3,750,889
	Deutsche Telekom AG		405,449		9,287,038
W	DWS Group GmbH & Co. KGaA		19,253		812,361
	Evonik Industries AG		374,588		7,806,662
	Fresenius Medical Care AG		450,603		18,971,605
	Fresenius SE & Co. KGaA		678,800		20,255,647
# W	Hapag-Lloyd AG		6,303		1,161,095
	Heidelberg Materials AG		490,528		49,364,606
	Henkel AG & Co. KGaA		46,943		3,375,602
	Mercedes-Benz Group AG		2,408,921		182,212,921
	RWE AG		457,997		15,954,570
*	Siemens Energy AG		355,032		7,290,032
*	Talanx AG		57,781		4,345,971
	Volkswagen AG		111,321		15,715,527
TOTAL GERMANY					780,720,910
HONG KONG — (1.2%)
	BOC Hong Kong Holdings Ltd.		6,507,500		19,946,093
#	Cathay Pacific Airways Ltd.		6,493,999		6,991,097
	CK Asset Holdings Ltd.		4,298,803		18,336,867
	CK Hutchison Holdings Ltd.		7,474,984		36,304,297
	CK Infrastructure Holdings Ltd.		785,000		4,434,573
W	ESR Group Ltd.		1,613,600		1,768,295
	Hang Lung Properties Ltd.		151,000		166,660
	Henderson Land Development Co. Ltd.		2,143,485		6,462,223
	MTR Corp. Ltd.		1,187,933		3,904,066
#	Sino Land Co. Ltd.		6,122,656		6,546,337
	Sun Hung Kai Properties Ltd.		1,980,920		18,273,902
	Swire Pacific Ltd., Class A		655,500		5,551,238
	Swire Pacific Ltd., Class B		2,672,500		3,630,816
W	WH Group Ltd.		25,701,696		18,681,020
	Xinyi Glass Holdings Ltd.		653,150		697,960
TOTAL HONG KONG					151,695,444

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»
IRELAND — (0.2%)
	AIB Group PLC		410,458	$	2,124,601
	Bank of Ireland Group PLC		1,249,736		13,333,971
# *	Flutter Entertainment PLC		2,096		388,218
	Smurfit Kappa Group PLC		303,411		13,146,665
TOTAL IRELAND					28,993,455
ISRAEL — (0.5%)
	Bank Hapoalim BM		1,744,949		15,719,244
	Bank Leumi Le-Israel BM		2,670,785		20,811,048
	Delek Group Ltd.		31,180		3,662,490
	Harel Insurance Investments & Financial Services Ltd.		505,508		4,608,614
	Israel Discount Bank Ltd., Class A		3,035,053		15,567,462
	Migdal Insurance & Financial Holdings Ltd.		82,550		104,527
	Phoenix Holdings Ltd.		315,555		3,014,379
TOTAL ISRAEL					63,487,764
ITALY — (2.7%)
	Banco BPM SpA		2,026,435		13,304,842
	Eni SpA		3,371,547		54,152,734
#	Stellantis NV		3,233,234		71,540,140
#	Stellantis NV		2,546,971		56,797,453
	UniCredit SpA		4,033,254		148,038,025
TOTAL ITALY					343,833,194
JAPAN — (21.0%)
	Acom Co. Ltd.		122,500		315,869
	AGC, Inc.		891,869		32,976,166
	Air Water, Inc.		340,286		5,109,463
#	Aisin Corp.		654,800		24,906,128
	Alfresa Holdings Corp.		269,199		3,989,389
	Amada Co. Ltd.		1,072,200		11,710,636
	Asahi Group Holdings Ltd.		632,800		21,647,428
	Asahi Kasei Corp.		3,937,699		27,454,155
	Bridgestone Corp.		566,400		24,993,522
	Brother Industries Ltd.		746,800		13,210,114
	Canon Marketing Japan, Inc.		139,900		3,844,082
	Chiba Bank Ltd.		1,064,000		8,987,675
	Coca-Cola Bottlers Japan Holdings, Inc.		205,857		2,882,109
	COMSYS Holdings Corp.		97,999		2,293,915
	Concordia Financial Group Ltd.		1,793,800		9,665,236
	Cosmo Energy Holdings Co. Ltd.		273,700		13,084,357
	Credit Saison Co. Ltd.		493,392		9,107,598
	Dai Nippon Printing Co. Ltd.		418,700		12,195,100
	Daicel Corp.		617,900		5,739,114
	Daido Steel Co. Ltd.		134,700		1,485,270
	Dai-ichi Life Holdings, Inc.		1,077,147		24,947,838
	Daiwa House Industry Co. Ltd.		802,100		22,570,211
	Daiwa Securities Group, Inc.		1,279,800		9,405,324
#	Dentsu Group, Inc.		198,600		5,372,759
	Dowa Holdings Co. Ltd.		105,700		3,958,147
	ENEOS Holdings, Inc.		9,365,003		43,268,291
	EXEO Group, Inc.		153,100		1,668,674
	Fuji Media Holdings, Inc.		47,700		566,934

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»
JAPAN — (Continued)
	FUJIFILM Holdings Corp.		1,079,400	$	22,961,512
	Fukuoka Financial Group, Inc.		259,600		6,895,629
	Fuyo General Lease Co. Ltd.		34,600		2,967,281
	Gunma Bank Ltd.		121,100		737,034
	Hachijuni Bank Ltd.		651,143		4,343,730
	Hakuhodo DY Holdings, Inc.		69,811		649,333
	Hankyu Hanshin Holdings, Inc.		514,900		13,499,768
	Haseko Corp.		734,372		8,872,135
	Hitachi Construction Machinery Co. Ltd.		230,800		6,592,174
	Honda Motor Co. Ltd.		10,142,400		115,395,936
	House Foods Group, Inc.		2,800		55,168
	Idemitsu Kosan Co. Ltd.		3,065,810		20,771,222
	Iida Group Holdings Co. Ltd.		316,951		4,046,167
	INFRONEER Holdings, Inc.		398,421		3,528,287
#	Inpex Corp.		2,444,583		36,619,358
	Isetan Mitsukoshi Holdings Ltd.		376,800		5,292,216
	Isuzu Motors Ltd.		1,896,400		24,032,789
	Iwatani Corp.		82,400		4,678,877
	Iyogin Holdings, Inc.		112,300		857,052
	J Front Retailing Co. Ltd.		828,217		7,212,808
	Japan Post Bank Co. Ltd.		141,100		1,432,208
	Japan Post Holdings Co. Ltd.		1,397,610		13,421,665
	Japan Post Insurance Co. Ltd.		134,400		2,523,236
	JFE Holdings, Inc.		1,407,495		21,007,869
	JGC Holdings Corp.		214,300		2,065,674
	JTEKT Corp.		650,675		5,036,742
	Kajima Corp.		797,300		15,273,942
	Kamigumi Co. Ltd.		342,200		7,390,008
	Kansai Paint Co. Ltd.		29,400		382,734
	Kawasaki Heavy Industries Ltd.		532,367		16,481,045
#	Kawasaki Kisen Kaisha Ltd.		303,300		4,273,461
	Kewpie Corp.		10,377		209,347
	Kinden Corp.		200,200		3,820,040
	Kobe Steel Ltd.		1,118,050		13,646,402
	Koito Manufacturing Co. Ltd.		325,400		4,376,868
	Kokuyo Co. Ltd.		20,200		345,100
	Komatsu Ltd.		510,500		15,241,564
#	Kubota Corp.		773,181		12,401,610
	Kuraray Co. Ltd.		1,303,291		14,439,311
	Kyocera Corp.		718,400		8,756,318
	Kyoto Financial Group, Inc.		454,716		8,093,562
	Kyushu Financial Group, Inc.		486,500		3,255,195
	Lixil Corp.		1,086,222		11,666,806
	LY Corp.		2,826,600		6,791,280
	Mabuchi Motor Co. Ltd.		88,700		1,373,775
	Marubeni Corp.		1,319,200		23,503,327
	Mazda Motor Corp.		1,748,200		19,788,707
	Mebuki Financial Group, Inc.		1,565,010		5,536,416
	Medipal Holdings Corp.		285,450		4,476,724
	MEIJI Holdings Co. Ltd.		48,500		1,085,156
	Mitsubishi Chemical Group Corp.		3,775,900		22,028,097
	Mitsubishi Corp.		4,952,200		113,254,674
	Mitsubishi Electric Corp.		1,125,600		19,619,125
	Mitsubishi Estate Co. Ltd.		992,839		18,193,482
	Mitsubishi Gas Chemical Co., Inc.		554,400		9,809,674
	Mitsubishi HC Capital, Inc.		2,653,300		17,182,884
	Mitsubishi Logistics Corp.		98,900		3,281,125
	Mitsubishi Motors Corp.		2,036,090		6,452,043
#	Mitsubishi UFJ Financial Group, Inc., Sponsored ADR		1,968,045		19,582,048

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»
JAPAN — (Continued)
	Mitsubishi UFJ Financial Group, Inc.		10,604,650	$	105,636,637
	Mitsui & Co. Ltd., Sponsored ADR		9,110		8,848,361
	Mitsui Chemicals, Inc.		812,360		23,122,111
	Mitsui Fudosan Co. Ltd.		3,329,700		33,886,563
#	Mitsui OSK Lines Ltd.		885,300		28,099,053
	Mizuho Financial Group, Inc.		2,332,680		45,088,623
	MS&AD Insurance Group Holdings, Inc.		1,373,859		24,700,661
	Nagase & Co. Ltd.		21,700		375,417
	NEC Corp.		610,710		44,216,623
	NGK Insulators Ltd.		681,400		9,282,224
	NH Foods Ltd.		183,667		6,041,947
	NHK Spring Co. Ltd.		3,400		34,458
	Nikon Corp.		514,700		5,321,651
	Nippon Electric Glass Co. Ltd.		83,799		2,073,530
	Nippon Express Holdings, Inc.		308,624		15,788,662
#	Nippon Steel Corp.		1,256,593		28,171,444
	Nippon Yusen KK		1,121,600		31,842,749
	Nissan Motor Co. Ltd.		3,625,498		13,268,246
	Nisshin Seifun Group, Inc.		36,200		472,225
	Niterra Co. Ltd.		373,000		12,233,588
	NOK Corp.		127,100		1,839,395
	Nomura Holdings, Inc.		3,219,302		18,317,768
	Nomura Real Estate Holdings, Inc.		543,800		15,224,831
	NSK Ltd.		1,224,791		6,735,595
	Obayashi Corp.		1,956,982		21,841,464
	Oji Holdings Corp.		3,573,400		13,997,060
	Open House Group Co. Ltd.		27,100		824,117
	ORIX Corp.		2,167,200		44,352,637
	Otsuka Holdings Co. Ltd.		54,000		2,308,870
	Panasonic Holdings Corp.		4,157,999		36,292,885
	Resona Holdings, Inc.		4,095,139		25,896,612
	Resonac Holdings Corp.		803,024		17,411,915
	Ricoh Co. Ltd.		1,843,900		15,907,425
	Rinnai Corp.		43,600		944,702
	Rohm Co. Ltd.		468,400		6,733,178
	Sankyu, Inc.		8,400		291,225
	SBI Holdings, Inc.		343,099		8,353,822
	Seiko Epson Corp.		981,632		16,147,832
	Seino Holdings Co. Ltd.		437,400		5,859,908
	Sekisui Chemical Co. Ltd.		206,700		3,007,079
	Sekisui House Ltd.		1,446,900		33,250,274
	Seven & i Holdings Co. Ltd.		108,700		1,404,534
	Shimamura Co. Ltd.		107,400		5,294,481
	Shimizu Corp.		800,400		4,958,042
	Shizuoka Financial Group, Inc.		741,300		6,919,181
	SoftBank Group Corp.		474,300		23,326,357
	Sohgo Security Services Co. Ltd.		79,000		439,377
	Sojitz Corp.		681,440		17,544,932
	Sompo Holdings, Inc.		791,568		15,665,222
	Stanley Electric Co. Ltd.		456,100		8,071,597
	Subaru Corp.		1,648,384		36,806,742
	SUMCO Corp.		609,700		9,092,643
	Sumitomo Chemical Co. Ltd.		2,151,600		4,596,809
	Sumitomo Corp.		1,699,000		44,678,853
	Sumitomo Electric Industries Ltd.		2,834,000		43,803,192
	Sumitomo Forestry Co. Ltd.		598,600		18,442,674
	Sumitomo Heavy Industries Ltd.		489,917		13,652,371
	Sumitomo Metal Mining Co. Ltd.		435,264		14,541,578
	Sumitomo Mitsui Financial Group, Inc.		1,457,900		82,814,222

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»
JAPAN — (Continued)
	Sumitomo Mitsui Trust Holdings, Inc.		1,048,087	$	22,035,833
	Sumitomo Realty & Development Co. Ltd.		787,400		27,247,111
	Sumitomo Rubber Industries Ltd.		806,655		9,791,047
	Suzuken Co. Ltd.		102,500		3,027,207
	Suzuki Motor Corp.		1,600,000		18,633,248
	Taiheiyo Cement Corp.		217,387		4,972,187
	Taisei Corp.		215,600		7,893,201
	Takashimaya Co. Ltd.		382,400		5,420,634
	Takeda Pharmaceutical Co. Ltd.		2,716,171		71,386,586
	TBS Holdings, Inc.		54,600		1,422,972
	THK Co. Ltd.		230,400		5,027,122
	Tokyo Century Corp.		400,800		3,989,293
	Tokyo Tatemono Co. Ltd.		870,300		14,481,764
	Tokyu Fudosan Holdings Corp.		2,556,700		18,731,030
	TOPPAN Holdings, Inc.		599,800		14,229,618
	Toray Industries, Inc.		2,976,000		13,602,464
	Tosoh Corp.		958,800		13,218,132
	Toyo Seikan Group Holdings Ltd.		385,349		5,956,472
	Toyo Tire Corp.		334,200		6,322,764
	Toyoda Gosei Co. Ltd.		272,500		5,275,789
	Toyota Boshoku Corp.		168,000		2,484,438
	Toyota Industries Corp.		158,900		15,099,756
	Toyota Motor Corp.		4,626,850		105,531,855
	Toyota Tsusho Corp.		521,600		33,163,274
	Yamada Holdings Co. Ltd.		1,004,828		2,876,408
	Yamaguchi Financial Group, Inc.		151,042		1,525,767
	Yamaha Corp.		22,100		465,717
	Yamaha Motor Co. Ltd.		2,888,700		26,943,533
	Yamato Holdings Co. Ltd.		62,600		826,738
	Yamato Kogyo Co. Ltd.		72,400		3,889,993
	Yokohama Rubber Co. Ltd.		564,500		14,775,336
	Zeon Corp.		226,900		2,261,314
TOTAL JAPAN					2,683,468,001
NETHERLANDS — (3.8%)
# W	ABN AMRO Bank NV, GDR		678,891		10,874,856
	Aegon Ltd.		3,184,924		19,833,423
	Akzo Nobel NV		325,724		21,491,880
#	ArcelorMittal SA		1,322,241		33,051,557
	ASR Nederland NV		267,334		13,377,257
	Coca-Cola Europacific Partners PLC		95,047		6,816,672
	Heineken NV		356,789		34,722,583
	IMCD NV		13,323		2,010,102
	ING Groep NV		4,971,616		78,602,570
	JDE Peet’s NV		227,875		5,063,287
	Koninklijke Ahold Delhaize NV		4,003,663		121,527,947
	Koninklijke KPN NV		7,100,672		25,804,777
# *	Koninklijke Philips NV		1,170,718		31,088,469
	NN Group NV		850,647		39,241,092
	Prosus NV		499,154		16,701,671
	Randstad NV		402,851		20,203,354
	Stellantis NV		208,034		4,639,158
TOTAL NETHERLANDS					485,050,655
NEW ZEALAND — (0.2%)
	Auckland International Airport Ltd.		2,105,854		9,735,506
	Chorus Ltd.		220,959		936,233
	Fletcher Building Ltd.		1,929,146		4,317,842

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»
NEW ZEALAND — (Continued)
#	Fonterra Co.-operative Group Ltd.		293,628	$	640,636
	Infratil Ltd.		160,104		1,027,986
	Mercury NZ Ltd.		23,014		86,369
*	Ryman Healthcare Ltd.		317,660		758,235
	Summerset Group Holdings Ltd.		174,193		1,136,836
TOTAL NEW ZEALAND					18,639,643
NORWAY — (0.8%)
*	Adevinta ASA		100,672		1,023,597
	Aker BP ASA		561,241		13,611,856
	Austevoll Seafood ASA		12,397		98,990
W	BW LPG Ltd.		283,251		4,090,306
	DNB Bank ASA		1,467,455		25,576,484
	Golden Ocean Group Ltd.		305,829		4,297,820
	Hoegh Autoliners ASA		2,025		21,255
	Norsk Hydro ASA		2,737,655		16,823,937
	SpareBank 1 SR-Bank ASA		344,254		4,168,410
	Stolt-Nielsen Ltd.		144,333		6,146,105
	Storebrand ASA		333,505		3,201,514
	Subsea 7 SA		573,605		9,228,017
	Wallenius Wilhelmsen ASA		618,543		6,230,301
	Yara International ASA		351,041		10,006,475
TOTAL NORWAY					104,525,067
PORTUGAL — (0.1%)
	EDP Renovaveis SA		389,633		5,334,145
	Galp Energia SGPS SA		553,452		11,888,791
TOTAL PORTUGAL					17,222,936
SINGAPORE — (0.9%)
	CapitaLand Investment Ltd.		2,069,400		4,001,914
#	City Developments Ltd.		1,505,300		6,746,654
	Hongkong Land Holdings Ltd.		1,978,200		6,320,703
#	Jardine Cycle & Carriage Ltd.		63,800		1,231,228
	Keppel Ltd.		6,066,500		30,344,081
	Oversea-Chinese Banking Corp. Ltd.		1,056,100		10,963,970
# *	Seatrium Ltd.		92,638,285		6,617,660
	Singapore Land Group Ltd.		23,570		31,007
	United Overseas Bank Ltd.		1,308,200		29,029,986
	UOL Group Ltd.		974,274		4,159,905
	Wilmar International Ltd.		6,802,200		15,989,064
TOTAL SINGAPORE					115,436,172
SPAIN — (2.9%)
	Banco Bilbao Vizcaya Argentaria SA		6,651,895		71,933,413
	Banco Bilbao Vizcaya Argentaria SA, Sponsored ADR		881,590		9,441,829
	Banco de Sabadell SA		862,269		1,647,109
#	Banco Santander SA		33,828,020		164,594,695
	Banco Santander SA, Sponsored ADR		219,342		1,052,842
	CaixaBank SA		8,447,967		44,550,832
	Repsol SA		5,175,215		81,230,579
TOTAL SPAIN					374,451,299

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»
SWEDEN — (2.1%)
	Billerud Aktiebolag		209,185	$	1,734,904
#	Boliden AB		994,756		32,692,350
	Bure Equity AB		2,164		67,752
W	Dometic Group AB		351,335		2,510,682
	Essity AB, Class B		73,329		1,829,540
	Getinge AB, Class B		85,059		1,790,698
	Holmen AB, Class A		5,562		215,486
	Holmen AB, Class B		176,174		6,861,497
#	Husqvarna AB, Class B		1,071,204		8,688,754
	Loomis AB		310,972		7,947,435
*	Millicom International Cellular SA, SDR		369,384		7,579,225
	Pandox AB		95,224		1,472,584
#	Securitas AB, Class B		987,811		9,899,447
	Skandinaviska Enskilda Banken AB, Class A		2,605,519		34,122,973
	Skandinaviska Enskilda Banken AB, Class C		14,462		191,802
	Skanska AB, Class B		730,459		12,548,050
	SKF AB, Class B		1,186,348		24,389,014
#	SSAB AB, Class A		791,009		4,441,615
#	SSAB AB, Class B		2,227,107		12,461,906
	Svenska Cellulosa AB SCA, Class A		34,534		501,745
	Svenska Cellulosa AB SCA, Class B		581,885		8,527,675
	Svenska Handelsbanken AB, Class A		1,224,329		10,499,016
#	Svenska Handelsbanken AB, Class B		37,204		399,133
#	Swedbank AB, Class A		1,001,439		19,149,781
	Telefonaktiebolaget LM Ericsson, Class B		3,477,365		17,647,227
	Telia Co. AB		4,284,518		9,800,731
	Trelleborg AB, Class B		581,623		20,497,807
	Vitrolife AB		18,157		271,191
	Volvo AB, Class A		160,173		4,218,355
	Volvo AB, Class B		50,146		1,276,375
*	Volvo Car AB		199,639		40,760
*	Volvo Car AB, Class B		199,639		619,726
TOTAL SWEDEN					264,895,236
SWITZERLAND — (9.5%)
	Alcon, Inc.		585,862		45,000,892
	Baloise Holding AG		105,344		15,918,832
	Banque Cantonale Vaudoise		3,643		380,965
	Cie Financiere Richemont SA, Class A		787,983		108,920,549
	DSM-Firmenich AG		174,413		19,561,199
	Holcim AG		1,270,872		106,476,312
	Julius Baer Group Ltd.		644,916		34,605,128
	Lonza Group AG		120,322		66,416,929
	Novartis AG, Sponsored ADR		1,104,091		107,240,359
	Novartis AG		1,526,421		148,150,570
*	Sandoz Group AG		305,284		10,375,662
# *	Sandoz Group AG, ADR		275,714		9,341,190
	Schindler Holding AG		7,078		1,724,581
	SIG Group AG		326,835		6,531,258
#	Swatch Group AG		147,696		12,431,816
	Swiss Life Holding AG		77,691		52,422,437
	Swiss Prime Site AG		116,858		10,789,830
	Swiss Re AG		539,533		58,650,131
	Swisscom AG		94,854		52,037,529
# *	UBS Group AG		7,039,491		185,539,121
	Zurich Insurance Group AG		344,994		166,993,077
TOTAL SWITZERLAND					1,219,508,367

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value»
UNITED KINGDOM — (12.1%)
	3i Group PLC		383,479	$	13,700,723
	Anglo American PLC		1,495,563		48,871,200
#	Barclays PLC, Sponsored ADR		4,618,711		47,295,601
	Barclays PLC		6,559,385		16,538,127
	Barratt Developments PLC		1,172,367		6,624,014
	BP PLC, Sponsored ADR		1,277,626		49,533,560
	BP PLC		7,690,578		49,570,675
	British American Tobacco PLC, Sponsored ADR		160,135		4,711,172
	British American Tobacco PLC		1,655,301		48,593,466
	BT Group PLC		26,353,717		33,701,222
	Centrica PLC		486,495		776,578
	DS Smith PLC		3,612,787		15,739,221
	Glencore PLC		12,728,997		74,064,434
	HSBC Holdings PLC		11,272,844		97,712,457
#	HSBC Holdings PLC, Sponsored ADR		2,088,271		91,006,850
	Investec PLC		791,263		5,012,084
	J Sainsbury PLC		5,745,638		18,846,708
	Kingfisher PLC		6,401,753		19,719,471
	Lloyds Banking Group PLC		129,529,683		83,596,212
	Lloyds Banking Group PLC, ADR		1,844,768		4,722,606
	M&G PLC		550,166		1,377,356
	Marks & Spencer Group PLC		10,812		34,446
	Mondi PLC		711,208		13,478,390
	NatWest Group PLC		10,908,015		41,171,007
#	NatWest Group PLC, Sponsored ADR		1,170,624		9,013,805
#	Pearson PLC, Sponsored ADR		536,583		6,535,581
	Shell PLC		307,658		10,936,810
	Shell PLC, ADR		8,324,491		596,533,025
	Standard Chartered PLC		3,879,521		33,331,053
	Taylor Wimpey PLC		6,456,344		10,579,511
	Tesco PLC		9,436,697		34,840,930
	Vodafone Group PLC		57,897,858		48,825,345
	Vodafone Group PLC, Sponsored ADR		1,141,673		9,601,472
	Whitbread PLC		25,328		998,247
TOTAL UNITED KINGDOM					1,547,593,359
UNITED STATES — (0.2%)
	CRH PLC		239,197		18,518,632
	Newmont Corp., CDI		201,911		8,175,134
TOTAL UNITED STATES					26,693,766
TOTAL COMMON STOCKS					12,206,538,119
PREFERRED STOCKS — (0.7%)
GERMANY — (0.7%)
	Bayerische Motoren Werke AG, 8.806%		152,008		15,619,080
	Henkel AG & Co. KGaA, 2.489%		219,496		17,437,144
	Porsche Automobil Holding SE, 5.339%		246,047		12,536,460
	Volkswagen AG, 7.568%		407,371		49,905,025
TOTAL GERMANY					95,497,709
TOTAL INVESTMENT SECURITIES (Cost $9,614,807,124)					12,302,035,828

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

		Shares		Value†
SECURITIES LENDING COLLATERAL — (3.8%)
@ §	The DFA Short Term Investment Fund		41,646,336	$	481,764,815
TOTAL INVESTMENTS — (100.0%) (Cost $10,096,565,575)				$	12,783,800,643

ADR American Depositary Receipt

GDR Global Depositary Receipt

» Securities that have been fair value factored. See Note B to Financial Statements.

* Non-Income Producing Securities.

# Total or Partial Securities on Loan.

W 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.

† See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

As of April 30, 2024, The DFA International Value Series 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		435		06/21/24	$	113,704,115	$	110,207,250	$	(3,496,865	)
Total Futures Contracts					$	113,704,115	$	110,207,250	$	(3,496,865	)

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Australia		—	$	764,581,484		—	$	764,581,484
Austria		—		10,364,334		—		10,364,334
Belgium		—		88,201,536		—		88,201,536
Canada	$	1,298,083,989		—		—		1,298,083,989
Denmark		529,252		332,696,703		—		333,225,955
Finland		4,858,347		85,587,537		—		90,445,884
France		—		1,395,419,669		—		1,395,419,669
Germany		22,757,937		757,962,973		—		780,720,910
Hong Kong		—		151,695,444		—		151,695,444
Ireland		—		28,993,455		—		28,993,455
Israel		—		63,487,764		—		63,487,764
Italy		56,797,453		287,035,741		—		343,833,194
Japan		28,430,409		2,655,037,592		—		2,683,468,001
Netherlands		27,323,680		457,726,975		—		485,050,655
New Zealand		—		18,639,643		—		18,639,643
Norway		—		104,525,067		—		104,525,067
Portugal		—		17,222,936		—		17,222,936
Singapore		—		115,436,172		—		115,436,172
Spain		10,494,671		363,956,628		—		374,451,299
Sweden		40,760		264,854,476		—		264,895,236
Switzerland		153,513,235		1,065,995,132		—		1,219,508,367
United Kingdom		818,953,672		728,639,687		—		1,547,593,359
United States		18,518,632		8,175,134		—		26,693,766

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Preferred Stocks
Germany		—		$	95,497,709		—	$	95,497,709
Securities Lending Collateral		—			481,764,815		—		481,764,815
Total Investments in Securities	$	2,440,302,037		$	10,343,498,606		—	$	12,783,800,643
Financial Instruments
Liabilities
Futures Contracts**	$	(3,496,865	)		—		—		(3,496,865	)
Total Financial Instruments	$	(3,496,865	)		—		—	$	(3,496,865	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

THE JAPANESE SMALL COMPANY SERIES

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Shares		Value»
COMMON STOCKS — (98.9%)
COMMUNICATION SERVICES — (2.1%)
	Akatsuki, Inc.		44,200	$	644,952
*	AlphaPolis Co. Ltd.		9,200		112,059
	Amuse, Inc.		38,500		392,782
	Asahi Broadcasting Group Holdings Corp.		3,600		14,746
	Asahi Net, Inc.		109,100		441,440
	Ateam, Inc.		2,100		8,310
*	Atrae, Inc.		15,200		41,954
	Avex, Inc.		200,700		1,652,386
# *	Bank of Innovation, Inc.		6,200		157,983
# *	Bengo4.com, Inc.		43,000		785,031
	Broadmedia Corp.		7,321		62,246
#	Bushiroad, Inc.		22,000		51,571
	Carta Holdings, Inc.		4,900		54,817
# *	CAVE Interactive Co. Ltd.		12,500		118,766
	Ceres, Inc.		23,200		248,367
	COLOPL, Inc.		233,600		902,836
*	COOKPAD, Inc.		21,300		21,508
# *	Cover Corp.		76,900		821,619
	Daiichikosho Co. Ltd.		293,900		3,430,517
# *	DeNA Co. Ltd.		394,600		3,979,989
	Digital Holdings, Inc.		46,900		323,756
# *	Drecom Co. Ltd.		3,500		23,582
#	Fibergate, Inc.		43,400		306,697
#	Freebit Co. Ltd.		65,800		598,863
*	GA Technologies Co. Ltd.		52,800		443,657
# *	giftee, Inc.		103,700		773,816
	Gree, Inc.		237,500		701,228
	GungHo Online Entertainment, Inc.		267,600		3,934,127
	IG Port, Inc.		8,200		216,453
	Imagica Group, Inc.		86,800		332,838
	i-mobile Co. Ltd.		104,500		261,036
	Infocom Corp.		143,100		2,448,664
	Intage Holdings, Inc.		58,800		545,591
#	IPS, Inc.		25,799		378,155
#	ITmedia, Inc.		56,800		652,578
# *	Japan Communications, Inc.		832,400		1,044,490
	Kakaku.com, Inc.		289,100		3,325,388
#	Kamakura Shinsho Ltd.		88,900		300,062
# *	KLab, Inc.		174,300		268,635
#	LIFULL Co. Ltd.		392,800		411,123
	Macromill, Inc.		238,997		1,114,253
	MarkLines Co. Ltd.		72,900		1,375,978
	Marvelous, Inc.		157,400		673,431
#	Members Co. Ltd.		48,200		277,659
	MIXI, Inc.		233,000		3,556,009
	Okinawa Cellular Telephone Co.		157,500		3,384,198
	Oricon, Inc.		23,100		120,699
#	Port, Inc.		27,900		352,798
*	PR Times Corp.		15,200		174,525
	Proto Corp.		156,700		1,387,652
# *	Sharingtechnology, Inc.		47,800		166,496
	SKY Perfect JSAT Holdings, Inc.		897,900		5,283,873
#	Synchro Food Co. Ltd.		20,000		69,706

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
COMMUNICATION SERVICES — (Continued)
	Toei Co. Ltd.		39,400	$	935,268
#	Tohokushinsha Film Corp.		94,800		745,555
	Tow Co. Ltd.		69,400		162,018
	TV Asahi Holdings Corp.		100,500		1,318,069
	Tv Tokyo Holdings Corp.		59,200		1,109,895
	U-Next Holdings Co. Ltd.		125,400		3,504,249
	ValueCommerce Co. Ltd.		105,400		721,434
#	Vector, Inc.		174,200		1,460,907
# *	Vision, Inc.		211,100		1,544,024
	Wowow, Inc.		28,700		199,822
	Zenrin Co. Ltd.		196,650		1,111,295
	ZIGExN Co. Ltd.		276,100		925,287
TOTAL COMMUNICATION SERVICES					62,909,718
CONSUMER DISCRETIONARY — (15.1%)
	&Do Holdings Co. Ltd.		59,500		476,956
	AB&Company Co. Ltd.		2,500		14,087
	Adastria Co. Ltd.		140,240		3,053,629
#	Adventure, Inc.		13,900		291,016
#	Aeon Fantasy Co. Ltd.		44,432		624,222
	Aeon Kyushu Co. Ltd.		2,500		44,866
#	Ahresty Corp.		107,300		431,028
	Ainavo Holdings Co. Ltd.		5,600		45,161
#	Airtrip Corp.		89,900		807,023
	Aisan Industry Co. Ltd.		208,600		1,948,574
*	Akebono Brake Industry Co. Ltd.		574,900		564,474
	Alleanza Holdings Co. Ltd.		77,800		529,044
#	Alpen Co. Ltd.		94,700		1,248,238
	Alpha Corp.		31,700		301,423
	Amiyaki Tei Co. Ltd.		24,614		986,271
	AOKI Holdings, Inc.		210,400		1,482,240
	Aoyama Trading Co. Ltd.		217,900		2,238,105
	Arata Corp.		171,200		3,793,107
	ARCLANDS Corp.		248,376		3,057,573
	Asahi Co. Ltd.		99,500		902,278
	Ashimori Industry Co. Ltd.		26,599		413,518
	ASKUL Corp.		227,500		3,435,771
	Asti Corp.		17,700		363,128
	Aucnet, Inc.		68,500		1,127,380
	Autobacs Seven Co. Ltd.		419,500		4,241,612
#	Avantia Co. Ltd.		45,400		235,561
	Baroque Japan Ltd.		12,200		58,849
#	Beauty Garage, Inc.		44,600		549,561
#	Beenos, Inc.		41,600		556,652
	Belluna Co. Ltd.		282,400		1,137,098
	Bic Camera, Inc.		452,100		4,390,012
#	Bookoff Group Holdings Ltd.		66,600		717,535
#	BuySell Technologies Co. Ltd.		6,200		107,788
	Casio Computer Co. Ltd.		142,600		1,188,040
	Central Automotive Products Ltd.		80,500		2,946,708
#	Central Sports Co. Ltd.		39,686		615,172
#	Chikaranomoto Holdings Co. Ltd.		69,100		741,416
	Chiyoda Co. Ltd.		108,500		605,650
	Chofu Seisakusho Co. Ltd.		107,200		1,549,776
#	Choushimaru Co. Ltd.		19,300		241,874
	Chuo Spring Co. Ltd.		75,100		512,211
	Cleanup Corp.		117,400		559,328
#	Colowide Co. Ltd.		352,100		4,796,921
	Corona Corp.		95,400		581,471

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
CONSUMER DISCRETIONARY — (Continued)
	Create Restaurants Holdings, Inc.		694,000	$	4,782,694
	Curves Holdings Co. Ltd.		243,900		1,145,513
	Daido Metal Co. Ltd.		230,100		904,242
	Daidoh Ltd.		3,200		12,553
#	Daikoku Denki Co. Ltd.		45,800		1,049,107
	Daikyonishikawa Corp.		227,800		1,045,907
	Daimaruenawin Co. Ltd.		3,400		31,551
	Dainichi Co. Ltd.		33,700		148,384
	DCM Holdings Co. Ltd.		650,800		6,025,303
# *	DD GROUP Co. Ltd.		54,300		437,110
# *	Demae-Can Co. Ltd.		84,300		145,417
	Doshisha Co. Ltd.		130,800		1,802,893
	Doutor Nichires Holdings Co. Ltd.		182,986		2,450,452
	Eagle Industry Co. Ltd.		162,900		1,889,538
#	EAT & Holdings Co. Ltd.		35,300		444,430
#	EDION Corp.		489,800		5,060,025
#	ES-Con Japan Ltd.		87,100		573,607
#	Eslead Corp.		47,700		1,027,752
	Exedy Corp.		175,800		3,218,673
	FCC Co. Ltd.		211,800		3,013,669
	Felissimo Corp.		20,600		118,609
#	First Juken Co. Ltd.		15,200		103,216
	FJ Next Holdings Co. Ltd.		106,600		921,434
	Food & Life Cos. Ltd.		547,600		10,350,094
	Foster Electric Co. Ltd.		105,500		835,880
#	Fuji Corp.		72,800		845,594
	Fuji Corp. Ltd.		148,400		700,193
	Fuji Kyuko Co. Ltd.		111,399		2,378,389
	Fujibo Holdings, Inc.		61,600		1,628,297
	Fujikura Composites, Inc.		104,700		972,270
# *	Fujio Food Group, Inc.		35,900		328,151
	Fujishoji Co. Ltd.		35,500		283,311
*	Fujita Kanko, Inc.		42,000		1,767,263
	Fujitsu General Ltd.		234,400		3,023,601
	FuKoKu Co. Ltd.		66,400		789,722
	Furukawa Battery Co. Ltd.		88,000		582,970
#	Furyu Corp.		106,600		812,132
	Futaba Industrial Co. Ltd.		299,600		1,756,994
	Gakkyusha Co. Ltd.		49,300		679,990
#	Gamecard-Joyco Holdings, Inc.		10,400		150,489
#	Genki Sushi Co. Ltd.		62,100		1,166,397
	Geo Holdings Corp.		148,000		1,861,395
#	Gift Holdings, Inc.		50,500		957,093
#	GLOBERIDE, Inc.		103,298		1,314,775
	Greens Co. Ltd.		41,000		578,537
	GSI Creos Corp.		63,184		900,906
	G-Tekt Corp.		135,700		1,851,440
	Gunze Ltd.		90,200		3,057,263
#	Hagihara Industries, Inc.		76,000		750,948
	Hamee Corp.		36,200		266,673
	Handsman Co. Ltd.		43,500		262,893
	Happinet Corp.		97,600		1,890,339
	Hard Off Corp. Co. Ltd.		58,800		646,706
	Heiwa Corp.		327,400		4,101,338
	Hiday Hidaka Corp.		91,000		1,617,524
#	HI-LEX Corp.		123,580		1,210,603
	Himaraya Co. Ltd.		16,100		93,313
*	Hiramatsu, Inc.		10,500		17,670
# *	HIS Co. Ltd.		82,700		918,907

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
CONSUMER DISCRETIONARY — (Continued)
	H-One Co. Ltd.		129,300	$	567,713
	Honeys Holdings Co. Ltd.		113,140		1,218,457
	Hoosiers Holdings Co. Ltd.		207,900		1,437,609
	Hotland Co. Ltd.		59,600		817,197
#	I K K Holdings, Inc.		13,700		67,610
#	IBJ, Inc.		117,900		405,887
	Ichibanya Co. Ltd.		204,690		1,413,296
	Ichikoh Industries Ltd.		194,100		656,913
	IDOM, Inc.		332,500		2,948,603
#	Imasen Electric Industrial		37,400		150,306
# *	Istyle, Inc.		375,398		1,254,650
* ††	Izuhakone Railway Co. Ltd.		300		0
	Izumi Co. Ltd.		134,900		3,134,061
# *	Jade Group, Inc.		52,000		504,620
	JANOME Corp.		95,700		404,942
	Japan Wool Textile Co. Ltd.		306,800		2,648,575
	JINS Holdings, Inc.		75,900		1,594,576
# *	Joban Kosan Co. Ltd.		40,199		307,814
	Joshin Denki Co. Ltd.		106,200		1,713,121
	Joyful Honda Co. Ltd.		174,100		2,476,064
	JP-Holdings, Inc.		305,200		877,020
	JVCKenwood Corp.		904,200		4,596,444
*	Kappa Create Co. Ltd.		65,400		667,893
	Kawai Musical Instruments Manufacturing Co. Ltd.		34,500		818,607
	KeyHolder, Inc.		3,600		21,832
#	KFC Holdings Japan Ltd.		88,100		2,857,411
#	King Co. Ltd.		54,100		236,578
	Kintetsu Department Store Co. Ltd.		27,900		386,820
#	Ki-Star Real Estate Co. Ltd.		50,899		1,233,892
# *	KNT-CT Holdings Co. Ltd.		18,900		151,422
	Kohnan Shoji Co. Ltd.		146,300		4,131,574
	Kojima Co. Ltd.		172,500		889,900
	Komatsu Matere Co. Ltd.		174,599		837,114
	KOMEDA Holdings Co. Ltd.		283,300		4,650,021
	Komehyo Holdings Co. Ltd.		40,300		949,644
	Komeri Co. Ltd.		191,100		4,633,420
#	Konaka Co. Ltd.		129,706		322,986
	Koshidaka Holdings Co. Ltd.		239,400		1,309,686
#	Kotobukiya Co. Ltd.		5,400		65,364
# *	Kourakuen Holdings Corp.		10,700		85,318
	K’s Holdings Corp.		644,600		6,187,664
	KU Holdings Co. Ltd.		115,500		845,027
	Kura Sushi, Inc.		26,300		816,342
	Kurabo Industries Ltd.		91,800		2,160,163
	Kushikatsu Tanaka Holdings Co.		17,400		186,208
	KYB Corp.		102,100		3,485,582
	Kyoritsu Maintenance Co. Ltd.		360,800		7,694,293
	LEC, Inc.		142,200		995,501
#	LITALICO, Inc.		113,600		1,313,658
	Look Holdings, Inc.		37,100		702,685
	Mamiya-Op Co. Ltd.		1,800		19,059
	Mars Group Holdings Corp.		63,900		1,308,620
	Maruzen CHI Holdings Co. Ltd.		101,100		211,558
#	Matsuoka Corp.		6,800		63,866
	Matsuya Co. Ltd.		87,400		496,830
	Matsuyafoods Holdings Co. Ltd.		15,900		564,353
	Media Do Co. Ltd.		47,900		411,345
#	Meiwa Estate Co. Ltd.		73,200		455,315
# *	Mercari, Inc.		641,700		7,419,895

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
CONSUMER DISCRETIONARY — (Continued)
#	Mikuni Corp.		134,100	$	365,673
	Mitsuba Corp.		178,488		1,638,818
	Mizuno Corp.		105,600		5,125,163
	Monogatari Corp.		184,000		4,971,355
	Morito Co. Ltd.		107,800		1,053,821
	MrMax Holdings Ltd.		137,925		572,316
	Murakami Corp.		31,800		943,708
	Musashi Seimitsu Industry Co. Ltd.		278,800		2,954,264
	Nafco Co. Ltd.		54,200		990,690
	Nagase Brothers, Inc.		8,600		102,484
	Nagawa Co. Ltd.		31,800		1,485,139
	Nakayamafuku Co. Ltd.		29,900		67,082
#	New Art Holdings Co. Ltd.		36,134		375,993
#	Nextage Co. Ltd.		222,300		3,902,870
	NHK Spring Co. Ltd.		943,987		9,567,160
	Nichirin Co. Ltd.		61,160		1,527,372
	Nihon House Holdings Co. Ltd.		222,000		439,158
	Nihon Plast Co. Ltd.		48,300		154,145
	Nihon Tokushu Toryo Co. Ltd.		75,300		668,334
	Nihon Trim Co. Ltd.		5,000		112,905
#	Nippon Felt Co. Ltd.		78,100		210,744
	Nippon Seiki Co. Ltd.		274,900		2,499,765
	Nishikawa Rubber Co. Ltd.		38,500		485,020
	Nishimatsuya Chain Co. Ltd.		228,700		3,171,428
	Nissan Shatai Co. Ltd.		359,300		2,322,436
	Nissan Tokyo Sales Holdings Co. Ltd.		166,400		583,636
	NITTAN Corp.		22,400		48,877
	Nojima Corp.		379,300		4,531,861
	NOK Corp.		160,380		2,321,024
	NPR-RIKEN Corp.		125,398		2,307,152
	Ohashi Technica, Inc.		62,900		632,472
	Ohsho Food Service Corp.		67,800		3,360,163
	Onward Holdings Co. Ltd.		561,800		2,162,523
#	Ootoya Holdings Co. Ltd.		8,000		256,863
	Ozu Corp.		22,200		248,111
	Pacific Industrial Co. Ltd.		252,000		2,599,186
	PAL GROUP Holdings Co. Ltd.		248,700		2,968,024
	PALTAC Corp.		89,400		2,705,863
#	Paris Miki Holdings, Inc.		8,700		22,090
*	PIA Corp.		1,700		33,518
	Piolax, Inc.		163,900		2,784,425
	Press Kogyo Co. Ltd.		533,100		2,622,966
#	Pressance Corp.		111,400		1,290,921
#	QB Net Holdings Co. Ltd.		8,400		60,665
#	Raccoon Holdings, Inc.		102,800		436,570
#	Renaissance, Inc.		3,500		22,399
	Resol Holdings Co. Ltd.		1,200		39,025
	Resorttrust, Inc.		477,064		7,895,577
#	Rhythm Co. Ltd.		34,000		662,522
	Riberesute Corp.		27,200		137,596
#	Ride On Express Holdings Co. Ltd.		36,600		240,704
# *	Right On Co. Ltd.		70,225		173,129
	Ringer Hut Co. Ltd.		34,000		499,551
#	Riso Kyoiku Co. Ltd.		635,500		1,110,457
#	Rock Field Co. Ltd.		94,800		935,113
	Roland Corp.		53,600		1,457,102
	Round One Corp.		1,154,900		5,073,157
	Royal Holdings Co. Ltd.		105,300		1,646,055
	Sac’s Bar Holdings, Inc.		104,150		563,525

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
CONSUMER DISCRETIONARY — (Continued)
	Saizeriya Co. Ltd.		124,500	$	4,204,044
	San Holdings, Inc.		119,800		822,943
	Sangetsu Corp.		272,850		5,800,448
	Sankyo Seiko Co. Ltd.		232,800		1,123,478
	Sanoh Industrial Co. Ltd.		149,500		1,071,944
	Sanyo Shokai Ltd.		49,499		875,014
	Scroll Corp.		181,700		1,078,978
	Seiko Group Corp.		157,081		4,154,988
	Seiren Co. Ltd.		255,600		4,257,794
*	Senshukai Co. Ltd.		174,600		345,723
	Seria Co. Ltd.		248,224		4,207,696
	SFP Holdings Co. Ltd.		23,600		307,042
	Shikibo Ltd.		62,826		417,158
	Shoei Co. Ltd.		297,700		3,814,071
#	SNT Corp.		83,800		142,385
	Soft99 Corp.		84,400		778,010
#	Sotoh Co. Ltd.		49,100		214,611
	SPK Corp.		48,600		633,151
#	Sprix, Inc.		34,300		170,471
	SRS Holdings Co. Ltd.		54,900		395,787
	St. Marc Holdings Co. Ltd.		38,900		521,962
	Step Co. Ltd.		60,800		766,886
	Suminoe Textile Co. Ltd.		8,200		139,324
	Sumitomo Riko Co. Ltd.		195,698		1,629,318
	Suncall Corp.		115,600		345,738
#	Syuppin Co. Ltd.		120,000		878,659
	T RAD Co. Ltd.		24,400		595,916
	Tachikawa Corp.		63,600		577,986
	Tachi-S Co. Ltd.		168,040		2,131,749
	Taiho Kogyo Co. Ltd.		91,001		512,310
	Take & Give Needs Co. Ltd.		34,268		223,345
#	Tama Home Co. Ltd.		86,300		2,387,990
	Tamron Co. Ltd.		108,600		5,049,971
	Tbk Co. Ltd.		133,900		302,364
	Tear Corp.		50,000		144,436
	Temairazu, Inc.		10,800		221,038
	T-Gaia Corp.		131,100		1,766,332
	Tigers Polymer Corp.		61,000		426,644
	Toa Corp.		121,817		887,784
	Tokai Rika Co. Ltd.		313,100		4,263,290
	Token Corp.		41,850		2,871,623
	Tokyo Base Co. Ltd.		18,400		34,554
	Tokyo Individualized Educational Institute, Inc.		72,245		188,706
#	Tokyotokeiba Co. Ltd.		92,300		2,544,196
	Tomy Co. Ltd.		510,693		8,165,540
	Topre Corp.		212,700		3,433,333
	Toridoll Holdings Corp.		166,400		3,998,665
	Torikizoku Holdings Co. Ltd.		38,000		967,590
	Tosho Co. Ltd.		71,600		308,959
	Toyo Tire Corp.		58,500		1,106,767
	Toyoda Gosei Co. Ltd.		14,800		286,538
	TPR Co. Ltd.		130,462		1,927,993
#	Treasure Factory Co. Ltd.		55,300		575,023
	TS Tech Co. Ltd.		453,286		5,581,371
#	TSI Holdings Co. Ltd.		271,495		1,515,141
#	Tsuburaya Fields Holdings, Inc.		201,300		2,296,740
	Tsutsumi Jewelry Co. Ltd.		27,500		389,969
#	Unipres Corp.		233,597		1,728,237
	United Arrows Ltd.		106,300		1,225,046

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
CONSUMER DISCRETIONARY — (Continued)
# *	Unitika Ltd.		347,200	$	456,311
	Universal Entertainment Corp.		124,100		1,299,168
*	Village Vanguard Co. Ltd.		36,600		244,288
	VT Holdings Co. Ltd.		474,400		1,570,149
	Wacoal Holdings Corp.		244,800		5,357,841
#	Waseda Academy Co. Ltd.		43,600		417,122
	WATAMI Co. Ltd.		66,800		391,909
	Watts Co. Ltd.		48,500		214,382
# *	Wealth Management, Inc.		8,500		59,043
	Weds Co. Ltd.		14,500		60,779
#	Workman Co. Ltd.		6,266		153,941
	World Co. Ltd.		97,500		1,285,973
	Xebio Holdings Co. Ltd.		167,196		1,071,492
	Yagi & Co. Ltd.		14,500		183,745
#	Yamae Group Holdings Co. Ltd.		37,200		611,517
	Yasunaga Corp.		9,200		38,617
	Yellow Hat Ltd.		204,600		2,659,600
	Yondoshi Holdings, Inc.		67,420		811,553
#	Yonex Co. Ltd.		236,400		1,885,155
#	Yorozu Corp.		81,377		494,362
	Yoshinoya Holdings Co. Ltd.		363,000		6,647,951
	Yossix Holdings Co. Ltd.		23,400		416,172
	Yutaka Giken Co. Ltd.		8,700		136,349
	Zojirushi Corp.		68,700		670,134
TOTAL CONSUMER DISCRETIONARY					454,010,397
CONSUMER STAPLES — (7.9%)
	Aeon Hokkaido Corp.		200,500		1,179,337
	AFC-HD AMS Life Science Co. Ltd.		44,500		238,057
#	Ain Holdings, Inc.		128,200		4,851,917
	Albis Co. Ltd.		35,813		606,753
	Almado, Inc.		12,500		116,936
	Arcs Co. Ltd.		258,400		5,071,561
	Artnature, Inc.		109,100		524,948
	Axial Retailing, Inc.		428,000		2,860,491
	Axxzia, Inc.		16,600		93,412
	Belc Co. Ltd.		65,800		3,140,192
	Bourbon Corp.		54,800		823,089
	Bull-Dog Sauce Co. Ltd.		3,000		39,160
#	Cawachi Ltd.		79,400		1,432,903
	C’BON COSMETICS Co. Ltd.		8,400		74,518
	Chubu Shiryo Co. Ltd.		133,295		1,019,116
	Chuo Gyorui Co. Ltd.		9,800		201,476
#	Como Co. Ltd.		2,600		47,673
	Cota Co. Ltd.		137,445		1,231,805
	Create SD Holdings Co. Ltd.		147,200		3,181,180
	Daikokutenbussan Co. Ltd.		31,900		1,631,065
	Delica Foods Holdings Co. Ltd.		59,900		220,501
	DyDo Group Holdings, Inc.		113,200		1,959,342
	Earth Corp.		4,200		116,890
	Ebara Foods Industry, Inc.		30,900		561,794
	Eco’s Co. Ltd.		45,800		681,099
	Ensuiko Sugar Refining Co. Ltd.		70,400		120,374
	Ezaki Glico Co. Ltd.		252,200		6,510,786
	Fancl Corp.		356,083		4,158,916
	Feed One Co. Ltd.		145,048		946,353
	Fuji Co. Ltd.		6,100		74,379
	Fuji Oil Holdings, Inc.		247,100		3,636,824
	Fujicco Co. Ltd.		112,400		1,353,290

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
CONSUMER STAPLES — (Continued)
	Fujiya Co. Ltd.		66,400	$	1,044,467
	G-7 Holdings, Inc.		141,300		1,249,637
	Genky DrugStores Co. Ltd.		50,300		1,843,833
	H2O Retailing Corp.		512,245		5,787,981
	HABA Laboratories, Inc.		14,100		179,954
	Hagoromo Foods Corp.		17,900		368,267
	Halows Co. Ltd.		56,100		1,644,640
	Heiwado Co. Ltd.		179,100		2,761,705
	Hokkaido Coca-Cola Bottling Co. Ltd.		37,398		630,745
	Hokuto Corp.		130,200		1,509,686
	House Foods Group, Inc.		43,100		849,191
	Ichimasa Kamaboko Co. Ltd.		38,800		184,430
	Imuraya Group Co. Ltd.		57,947		900,348
	Inageya Co. Ltd.		16,000		129,372
#	I-NE Co. Ltd.		26,700		301,148
#	Ito En Ltd.		136,098		3,302,452
	Itochu-Shokuhin Co. Ltd.		35,100		1,659,975
	Itoham Yonekyu Holdings, Inc.		140,880		3,676,388
	Iwatsuka Confectionery Co. Ltd.		17,400		287,289
	JM Holdings Co. Ltd.		79,700		1,336,093
	J-Oil Mills, Inc.		115,000		1,441,629
	Kadoya Sesame Mills, Inc.		15,600		361,046
	Kagome Co. Ltd.		198,700		5,079,344
#	Kakiyasu Honten Co. Ltd.		53,400		929,552
	Kameda Seika Co. Ltd.		70,199		1,848,479
	Kaneko Seeds Co. Ltd.		44,700		405,009
	Kanemi Co. Ltd.		1,200		24,257
	Kanro, Inc.		18,400		263,993
#	Kansai Food Market Ltd.		7,300		90,490
	Kato Sangyo Co. Ltd.		146,300		4,242,695
	Kenko Mayonnaise Co. Ltd.		64,877		927,419
	Kibun Foods, Inc.		15,500		113,658
	Koike-ya, Inc.		600		17,972
	Kotobuki Spirits Co. Ltd.		430,400		4,431,641
#	Kusuri No. Aoki Holdings Co. Ltd.		262,800		4,899,739
	Kyokuyo Co. Ltd.		52,400		1,198,422
	Lacto Japan Co. Ltd.		47,000		776,132
	Life Corp.		108,200		2,702,972
	Lifedrink Co., Inc.		37,800		1,197,716
	Mandom Corp.		214,900		1,773,005
	Marudai Food Co. Ltd.		109,400		1,125,779
	Maruha Nichiro Corp.		216,387		4,220,734
	Maxvalu Tokai Co. Ltd.		50,100		982,368
	Medical System Network Co. Ltd.		130,800		524,226
	Megmilk Snow Brand Co. Ltd.		259,200		4,186,026
	Meito Sangyo Co. Ltd.		54,100		607,585
	Milbon Co. Ltd.		157,552		3,096,861
	Ministop Co. Ltd.		84,200		824,292
	Mitsubishi Shokuhin Co. Ltd.		102,100		3,620,298
	Mitsui DM Sugar Holdings Co. Ltd.		104,270		2,026,473
	Miyoshi Oil & Fat Co. Ltd.		31,500		251,852
	Morinaga & Co. Ltd.		414,798		6,703,446
	Morinaga Milk Industry Co. Ltd.		381,100		7,467,806
	Morozoff Ltd.		37,400		990,164
#	MTG Co. Ltd.		24,700		241,758
	Nagatanien Holdings Co. Ltd.		66,201		975,491
#	Nakamuraya Co. Ltd.		25,999		516,761
	Natori Co. Ltd.		65,000		876,350
	Nichimo Co. Ltd.		32,600		428,890

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
CONSUMER STAPLES — (Continued)
	Nihon Chouzai Co. Ltd.		69,689	$	680,065
#	Niitaka Co. Ltd.		3,360		41,591
	Nippn Corp.		304,000		4,691,300
	Nippon Beet Sugar Manufacturing Co. Ltd.		54,600		686,269
	Nishimoto Co. Ltd.		18,700		690,673
	Nisshin Oillio Group Ltd.		148,200		4,760,867
	Nissui Corp.		1,737,200		10,423,613
	Nitto Fuji Flour Milling Co. Ltd.		16,200		545,232
	Noevir Holdings Co. Ltd.		89,400		2,958,012
#	Oenon Holdings, Inc.		223,100		504,613
	OIE Sangyo Co. Ltd.		22,000		224,701
# *	Oisix ra daichi, Inc.		150,000		1,136,400
	Okuwa Co. Ltd.		168,800		1,009,923
	OUG Holdings, Inc.		21,300		364,319
	Pickles Holdings Co. Ltd.		56,900		426,608
	Pigeon Corp.		698,425		6,366,161
#	Pola Orbis Holdings, Inc.		280,799		2,576,657
	Premium Water Holdings, Inc.		12,700		245,109
	Prima Meat Packers Ltd.		158,700		2,321,383
	Qol Holdings Co. Ltd.		145,900		1,636,622
	Retail Partners Co. Ltd.		116,600		1,247,247
	Riken Vitamin Co. Ltd.		139,200		2,398,834
#	Rokko Butter Co. Ltd.		74,200		688,365
	S Foods, Inc.		109,662		2,116,994
	S&B Foods, Inc.		38,744		1,116,441
	Sagami Rubber Industries Co. Ltd.		48,600		292,844
	Sakata Seed Corp.		28,400		654,344
	San-A Co. Ltd.		120,000		3,601,365
	Sato Foods Co. Ltd.		800		32,191
	Satudora Holdings Co. Ltd.		3,900		22,357
	Shinnihonseiyaku Co. Ltd.		46,600		506,054
	Shinobu Foods Products Co. Ltd.		1,600		9,442
#	Shoei Foods Corp.		9,000		245,749
	Showa Sangyo Co. Ltd.		114,300		2,562,520
	ST Corp.		38,000		369,793
	Starzen Co. Ltd.		86,100		1,489,926
	STI Foods Holdings, Inc.		9,200		245,858
	Takara Holdings, Inc.		812,477		5,337,496
	Toho Co. Ltd.		49,000		993,977
	Torigoe Co. Ltd.		92,100		406,063
	Transaction Co. Ltd.		88,300		1,000,585
#	United Super Markets Holdings, Inc.		320,900		1,831,527
	Valor Holdings Co. Ltd.		207,100		3,172,897
	Warabeya Nichiyo Holdings Co. Ltd.		80,660		1,227,516
	Watahan & Co. Ltd.		87,600		871,492
	Wellneo Sugar Co. Ltd.		92,500		1,290,186
	YAKUODO Holdings Co. Ltd.		64,600		1,173,550
	Yamami Co.		11,200		256,755
	YA-MAN Ltd.		2,600		15,676
	Yamatane Corp.		59,000		997,146
	Yamaya Corp.		23,500		456,974
	Yamazawa Co. Ltd.		11,800		92,727
	Yaoko Co. Ltd.		57,600		3,113,995
	Yokorei Co. Ltd.		296,900		1,957,936
	Yomeishu Seizo Co. Ltd.		42,500		623,824
# *	Yoshimura Food Holdings KK		48,300		465,795
	Yuasa Funashoku Co. Ltd.		14,300		312,759
	Yukiguni Maitake Co. Ltd.		91,700		575,465

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
CONSUMER STAPLES — (Continued)
#	Yutaka Foods Corp.		3,900	$	47,182
TOTAL CONSUMER STAPLES					236,858,033
ENERGY — (0.8%)
#	Fuji Kosan Co. Ltd.		11,100		126,325
#	Fuji Oil Co. Ltd.		213,300		648,861
	Itochu Enex Co. Ltd.		339,700		3,287,956
	Japan Oil Transportation Co. Ltd.		5,500		96,633
	Japan Petroleum Exploration Co. Ltd.		171,600		7,238,645
	Mitsuuroko Group Holdings Co. Ltd.		195,200		1,671,308
	Modec, Inc.		69,500		1,371,189
	Nippon Coke & Engineering Co. Ltd.		949,100		779,796
	Sala Corp.		291,400		1,454,262
	San-Ai Obbli Co. Ltd.		374,300		4,910,340
	Sinanen Holdings Co. Ltd.		46,500		1,472,899
	Toyo Kanetsu KK		48,100		1,334,583
TOTAL ENERGY					24,392,797
FINANCIALS — (9.2%)
	77 Bank Ltd.		330,252		9,336,324
	AEON Financial Service Co. Ltd.		432,100		3,596,876
	Aichi Financial Group, Inc.		19,670		371,003
	Aiful Corp.		1,250,900		3,633,528
	Aizawa Securities Group Co. Ltd.		200,800		2,240,237
	Akatsuki Corp.		152,300		476,538
	Akita Bank Ltd.		87,640		1,156,868
	Anicom Holdings, Inc.		261,800		986,124
#	Aozora Bank Ltd.		245,000		3,806,548
	Asax Co. Ltd.		9,300		44,410
	Awa Bank Ltd.		185,328		3,157,638
	Bank of Iwate Ltd.		82,982		1,292,400
	Bank of Kochi Ltd.		26,000		151,364
	Bank of Nagoya Ltd.		60,930		2,720,809
	Bank of Saga Ltd.		74,320		1,032,548
	Bank of the Ryukyus Ltd.		234,867		1,755,303
#	Bank of Toyama Ltd.		5,200		59,885
	Casa, Inc.		5,300		28,040
	Chiba Kogyo Bank Ltd.		273,758		1,881,765
	Chugin Financial Group, Inc.		679,900		5,725,582
	Daishi Hokuetsu Financial Group, Inc.		225,700		6,469,095
#	Daito Bank Ltd.		6,800		30,717
	eGuarantee, Inc.		207,700		2,270,047
	Ehime Bank Ltd.		181,901		1,356,437
#	Entrust, Inc.		54,900		288,517
	FIDEA Holdings Co. Ltd.		106,454		1,033,298
	Financial Partners Group Co. Ltd.		309,900		4,342,905
*	Fintech Global, Inc.		104,000		56,804
#	First Bank of Toyama Ltd.		287,900		1,695,819
	First Brothers Co. Ltd.		3,100		24,845
	Fukui Bank Ltd.		110,562		1,331,518
	Fuyo General Lease Co. Ltd.		19,600		1,680,888
#	GMO Financial Gate, Inc.		19,200		854,244
#	GMO Financial Holdings, Inc.		252,300		1,206,795
	Gunma Bank Ltd.		1,655,269		10,074,228
	Hirogin Holdings, Inc.		1,462,700		10,526,124
# *	Hirose Tusyo, Inc.		20,800		437,417
	Hokkoku Financial Holdings, Inc.		133,700		4,291,942
	Hokuhoku Financial Group, Inc.		650,353		7,977,844

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
FINANCIALS — (Continued)
	HS Holdings Co. Ltd.		82,112	$	500,513
	Hyakugo Bank Ltd.		1,291,009		5,309,383
	Hyakujushi Bank Ltd.		125,700		2,302,832
	Ichiyoshi Securities Co. Ltd.		186,100		964,863
	IwaiCosmo Holdings, Inc.		118,400		1,738,428
	Iyogin Holdings, Inc.		803,918		6,135,348
	J Trust Co. Ltd.		157,941		449,434
	Jaccs Co. Ltd.		136,600		4,908,980
	JAFCO Group Co. Ltd.		467,100		5,271,508
	Japan Investment Adviser Co. Ltd.		136,400		937,789
	Japan Securities Finance Co. Ltd.		560,600		5,683,275
*	Jimoto Holdings, Inc.		37,950		109,734
	J-Lease Co. Ltd.		63,800		505,944
	Juroku Financial Group, Inc.		185,800		5,580,493
	Keiyo Bank Ltd.		563,146		2,768,773
#	Kita-Nippon Bank Ltd.		43,506		690,121
	Kiyo Bank Ltd.		393,290		4,518,033
#	Kyokuto Securities Co. Ltd.		128,300		1,280,388
#	Kyushu Leasing Service Co. Ltd.		34,000		276,338
# *	LIFENET INSURANCE Co.		74,700		659,586
	M&A Capital Partners Co. Ltd.		79,100		1,067,887
#	Marusan Securities Co. Ltd.		232,800		1,504,546
	Matsui Securities Co. Ltd.		609,900		3,121,781
	Mercuria Holdings Co. Ltd.		60,500		400,654
	Mito Securities Co. Ltd.		288,529		973,627
	Miyazaki Bank Ltd.		87,300		1,696,164
	Mizuho Leasing Co. Ltd.		859,500		6,139,782
	Monex Group, Inc.		1,081,600		5,588,510
	Money Partners Group Co. Ltd.		29,700		52,435
	Musashino Bank Ltd.		155,521		3,045,307
	Nanto Bank Ltd.		150,800		2,898,340
	NEC Capital Solutions Ltd.		60,200		1,463,953
*	Net Protections Holdings, Inc.		222,300		308,983
	Nishi-Nippon Financial Holdings, Inc.		703,300		8,891,429
	North Pacific Bank Ltd.		1,579,600		4,542,882
	Ogaki Kyoritsu Bank Ltd.		207,300		2,969,172
	Oita Bank Ltd.		78,999		1,466,822
	Okasan Securities Group, Inc.		935,100		4,479,556
	Okinawa Financial Group, Inc.		113,516		1,924,938
	Orient Corp.		261,390		1,705,925
	Premium Group Co. Ltd.		179,300		2,516,801
	Procrea Holdings, Inc.		229,372		2,688,695
	Ricoh Leasing Co. Ltd.		91,300		3,103,041
	San ju San Financial Group, Inc.		117,893		1,558,425
	San-In Godo Bank Ltd.		904,000		7,041,651
*	SBI ARUHI Corp.		73,300		394,935
#	SBI Global Asset Management Co. Ltd.		145,400		598,809
	Senshu Ikeda Holdings, Inc.		1,179,128		3,001,643
	Seven Bank Ltd.		1,925,199		3,441,437
	Shiga Bank Ltd.		255,500		6,607,721
	Shikoku Bank Ltd.		205,690		1,480,956
	Shimizu Bank Ltd.		58,200		577,437
	Sparx Group Co. Ltd.		115,060		1,324,240
	Strike Co. Ltd.		47,100		1,316,886
#	Suruga Bank Ltd.		854,000		5,208,457
	Taiko Bank Ltd.		41,800		386,526
#	Tochigi Bank Ltd.		527,800		1,187,425
	Toho Bank Ltd.		1,153,200		2,476,060
	Tohoku Bank Ltd.		53,257		399,128

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
FINANCIALS — (Continued)
	Tokai Tokyo Financial Holdings, Inc.		1,094,774	$	4,011,829
	Tokyo Kiraboshi Financial Group, Inc.		147,338		4,373,537
	Tomato Bank Ltd.		25,600		196,149
	TOMONY Holdings, Inc.		859,443		2,271,758
#	Tottori Bank Ltd.		50,400		440,634
	Towa Bank Ltd.		199,900		855,934
	Toyo Securities Co. Ltd.		327,900		802,120
	Traders Holdings Co. Ltd.		56,520		266,971
	Tsukuba Bank Ltd.		410,900		794,040
#	Wellnet Corp.		78,300		272,859
	Yamagata Bank Ltd.		143,600		1,069,467
	Yamaguchi Financial Group, Inc.		879,230		8,881,638
	Yamanashi Chuo Bank Ltd.		150,126		1,707,533
	Zenkoku Hosho Co. Ltd.		3,800		133,425
TOTAL FINANCIALS					275,625,897
HEALTH CARE — (5.3%)
	Amvis Holdings, Inc.		183,200		2,499,391
	As One Corp.		302,000		4,975,533
	ASKA Pharmaceutical Holdings Co. Ltd.		130,700		1,928,298
	Astena Holdings Co. Ltd.		194,800		609,449
	BML, Inc.		137,200		2,534,205
#	Carenet, Inc.		121,300		438,591
#	CellSource Co. Ltd.		17,900		176,483
	Charm Care Corp. KK		110,200		1,046,573
	Create Medic Co. Ltd.		29,900		186,623
# *	CYBERDYNE, Inc.		138,700		177,847
	Daiken Medical Co. Ltd.		103,800		362,693
	Daito Pharmaceutical Co. Ltd.		81,338		1,298,642
	Eiken Chemical Co. Ltd.		196,400		2,497,551
	Elan Corp.		183,700		1,054,545
	EM Systems Co. Ltd.		85,200		357,844
	FALCO HOLDINGS Co. Ltd.		53,300		751,573
	FINDEX, Inc.		92,700		602,292
#	France Bed Holdings Co. Ltd.		137,555		1,053,548
#	Fuji Pharma Co. Ltd.		92,900		936,092
	Fukuda Denshi Co. Ltd.		125,200		5,191,542
	Fuso Pharmaceutical Industries Ltd.		40,800		578,489
*	GNI Group Ltd.		211,100		3,312,237
	H.U. Group Holdings, Inc.		321,129		4,881,531
	Hisamitsu Pharmaceutical Co., Inc.		42,900		1,040,824
	Hogy Medical Co. Ltd.		80,900		1,911,853
#	Hoshi Iryo-Sanki Co. Ltd.		9,600		299,491
	I’rom Group Co. Ltd.		38,400		439,123
# *	Japan Hospice Holdings, Inc.		20,800		187,340
	Japan Lifeline Co. Ltd.		341,000		2,502,841
	Japan Medical Dynamic Marketing, Inc.		99,400		424,291
	JCR Pharmaceuticals Co. Ltd.		261,532		1,344,404
	Jeol Ltd.		247,200		9,793,908
	JMS Co. Ltd.		104,457		352,739
	Kaken Pharmaceutical Co. Ltd.		115,500		2,510,631
	Kanamic Network Co. Ltd.		138,300		453,192
	Kissei Pharmaceutical Co. Ltd.		170,700		3,911,405
	Koa Shoji Holdings Co. Ltd.		4,100		21,926
	Kyorin Pharmaceutical Co. Ltd.		240,646		2,804,096
	Linical Co. Ltd.		42,200		107,773
	Mani, Inc.		392,300		4,544,810
	Medical Data Vision Co. Ltd.		149,300		547,744
	Medikit Co. Ltd.		2,000		35,754

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
HEALTH CARE — (Continued)
#	Medius Holdings Co. Ltd.		68,500	$	336,562
*	Medley, Inc.		87,700		2,010,259
	MedPeer, Inc.		77,600		336,497
	Menicon Co. Ltd.		357,490		3,449,290
#	Mizuho Medy Co. Ltd.		21,600		455,531
	Mochida Pharmaceutical Co. Ltd.		67,998		1,371,731
	Nakanishi, Inc.		371,100		5,700,805
	Nihon Kohden Corp.		114,400		3,110,357
	Nippon Shinyaku Co. Ltd.		150,000		4,150,541
	Nipro Corp.		832,700		6,737,285
	Paramount Bed Holdings Co. Ltd.		245,100		4,176,137
*	PeptiDream, Inc.		455,993		5,810,370
#	Pharma Foods International Co. Ltd.		88,100		468,475
#	PHC Holdings Corp.		47,700		344,148
	Rion Co. Ltd.		51,800		1,039,403
	Sawai Group Holdings Co. Ltd.		219,400		8,176,036
#	Seed Co. Ltd.		47,900		179,215
	Seikagaku Corp.		225,300		1,063,691
#	Shin Nippon Biomedical Laboratories Ltd.		126,900		1,232,415
	Ship Healthcare Holdings, Inc.		344,100		5,119,491
	Shofu, Inc.		67,400		1,305,253
	Software Service, Inc.		18,600		1,592,111
	Solasto Corp.		319,700		1,008,084
	St-Care Holding Corp.		81,600		459,024
*	StemCell Institute.		4,300		50,848
*	Sumitomo Pharma Co. Ltd.		699,300		1,764,826
#	SUNWELS Co. Ltd.		47,800		666,577
	Suzuken Co. Ltd.		31,500		930,312
	Takara Bio, Inc.		198,800		1,285,259
	Techno Medica Co. Ltd.		14,700		162,344
	Toho Holdings Co. Ltd.		284,600		6,818,241
	Tokai Corp.		120,600		1,604,658
	Torii Pharmaceutical Co. Ltd.		88,300		2,203,857
	Towa Pharmaceutical Co. Ltd.		150,600		2,710,848
	Trans Genic, Inc.		13,900		20,968
	Tsumura & Co.		307,918		7,419,806
#	Value HR Co. Ltd.		92,800		792,534
	Vital KSK Holdings, Inc.		246,500		1,923,697
	WIN-Partners Co. Ltd.		23,400		174,958
	ZERIA Pharmaceutical Co. Ltd.		76,300		1,011,887
TOTAL HEALTH CARE					159,860,048
INDUSTRIALS — (29.4%)
	Advan Group Co. Ltd.		144,200		1,025,002
	Aeon Delight Co. Ltd.		115,600		2,734,199
	Aichi Corp.		223,100		1,499,921
	Aida Engineering Ltd.		296,500		1,678,473
# *	Aidma Holdings, Inc.		5,500		61,751
	Airtech Japan Ltd.		2,000		15,083
	AIT Corp.		28,000		317,635
	Ajis Co. Ltd.		28,900		463,267
	Alconix Corp.		141,600		1,233,990
#	Alinco, Inc.		80,500		588,728
#	Alps Logistics Co. Ltd.		110,100		2,234,585
#	Altech Corp.		101,970		1,776,092
	Anest Iwata Corp.		220,200		1,879,065
	Artner Co. Ltd.		15,700		216,266
	Asahi Diamond Industrial Co. Ltd.		282,200		1,642,915
	Asahi Kogyosha Co. Ltd.		102,800		1,008,049

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
	Asanuma Corp.		74,300	$	1,766,556
#	Asukanet Co. Ltd.		39,400		160,457
	AZ-COM MARUWA Holdings, Inc.		211,399		1,620,097
	Bando Chemical Industries Ltd.		202,900		2,296,475
	Bell System24 Holdings, Inc.		206,500		2,028,942
	Bewith, Inc.		11,300		136,067
	Br Holdings Corp.		181,900		411,573
	Bunka Shutter Co. Ltd.		332,200		3,580,362
	Career Design Center Co. Ltd.		5,500		63,136
#	Careerlink Co. Ltd.		32,600		516,839
	Central Glass Co. Ltd.		125,700		2,232,212
	Central Security Patrols Co. Ltd.		51,100		867,475
	Chilled & Frozen Logistics Holdings Co. Ltd.		98,500		2,079,347
*	Chiyoda Corp.		885,700		2,442,292
	Chiyoda Integre Co. Ltd.		66,200		1,170,195
	Chori Co. Ltd.		67,600		1,508,355
	Chudenko Corp.		183,100		3,694,491
	Chugai Ro Co. Ltd.		32,700		693,461
	Chuo Warehouse Co. Ltd.		21,000		150,281
	CKD Corp.		287,200		5,367,483
#	CMC Corp.		30,200		241,432
	Copro-Holdings Co. Ltd.		26,600		265,317
	Cosel Co. Ltd.		146,800		1,368,357
	Creek & River Co. Ltd.		67,100		704,410
*	CrowdWorks, Inc.		21,300		181,222
	CTI Engineering Co. Ltd.		66,400		2,018,540
	CTS Co. Ltd.		151,400		709,407
	Dai-Dan Co. Ltd.		178,400		3,161,393
	Daido Kogyo Co. Ltd.		31,700		143,946
#	Daihatsu Diesel Manufacturing Co. Ltd.		108,000		1,068,967
#	Daihen Corp.		89,000		5,410,074
	Daiho Corp.		65,800		1,378,300
	Dai-Ichi Cutter Kogyo KK		46,300		446,772
	Daiichi Jitsugyo Co. Ltd.		153,300		2,012,719
	Daiichi Kensetsu Corp.		35,200		397,782
#	Daiki Axis Co. Ltd.		40,600		182,474
	Daiseki Co. Ltd.		279,055		5,303,434
#	Daiseki Eco. Solution Co. Ltd.		4,859		27,003
	Daisue Construction Co. Ltd.		48,200		492,040
	Daiwa Industries Ltd.		174,500		1,772,922
	Denyo Co. Ltd.		96,400		1,449,082
	Dip Corp.		204,335		3,453,296
	DMW Corp.		4,800		113,499
	Duskin Co. Ltd.		254,000		5,280,127
	Ebara Jitsugyo Co. Ltd.		64,800		1,386,986
#	Eidai Co. Ltd.		164,900		274,428
	EJ Holdings, Inc.		33,500		393,625
#	en Japan, Inc.		174,808		2,906,175
	Endo Lighting Corp.		54,600		494,059
#	Envipro Holdings, Inc.		34,400		113,526
	ERI Holdings Co. Ltd.		16,000		228,727
	EXEO Group, Inc.		856,372		9,333,805
#	F&M Co. Ltd.		44,400		611,844
*	FDK Corp.		67,898		325,130
#	Forum Engineering, Inc.		75,800		452,402
	Freund Corp.		65,156		340,091
	Fudo Tetra Corp.		93,380		1,383,491
	Fuji Corp.		375,000		6,290,771
	Fuji Furukawa Engineering & Construction Co. Ltd.		1,800		72,207

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
	Fujisash Co. Ltd.		407,457	$	234,958
#	Fukuda Corp.		53,200		1,848,046
	Fukushima Galilei Co. Ltd.		77,600		3,102,813
	Fukuvi Chemical Industry Co. Ltd.		10,600		59,022
	Fukuyama Transporting Co. Ltd.		93,457		2,258,192
	FULLCAST Holdings Co. Ltd.		120,000		1,150,267
	Funai Soken Holdings, Inc.		239,370		3,621,466
	Furukawa Co. Ltd.		155,972		1,977,135
	Furukawa Electric Co. Ltd.		380,200		8,140,413
	Futaba Corp.		202,000		593,930
	Gakken Holdings Co. Ltd.		132,500		770,099
	Gakujo Co. Ltd.		21,300		235,072
	Gecoss Corp.		95,900		626,884
	Giken Ltd.		35,798		444,371
	Glory Ltd.		263,355		4,745,198
#	gremz, Inc.		41,200		554,546
	GS Yuasa Corp.		417,183		7,871,173
	Hamakyorex Co. Ltd.		100,900		2,487,508
	Hanwa Co. Ltd.		165,500		6,367,843
#	Harmonic Drive Systems, Inc.		11,300		282,215
	Hashimoto Sogyo Holdings Co. Ltd.		8,140		69,190
	Hazama Ando Corp.		926,300		6,906,542
#	Helios Techno Holding Co. Ltd.		32,000		96,841
	Hibiya Engineering Ltd.		109,900		2,069,101
*	Hino Motors Ltd.		1,055,700		3,081,767
	Hirakawa Hewtech Corp.		68,268		585,706
	Hirano Tecseed Co. Ltd.		56,700		712,473
#	Hirata Corp.		26,100		1,167,675
	Hisaka Works Ltd.		116,000		792,023
	Hitachi Zosen Corp.		982,779		7,606,599
#	Hito Communications Holdings, Inc.		40,600		258,256
	Hokuetsu Industries Co. Ltd.		137,200		1,757,485
	Hokuriku Electrical Construction Co. Ltd.		89,040		673,751
	Hosokawa Micron Corp.		83,600		2,336,701
	Howa Machinery Ltd.		48,700		244,624
	Ichiken Co. Ltd.		28,197		428,462
	Ichinen Holdings Co. Ltd.		125,100		1,374,231
	Idec Corp.		179,700		3,171,912
	Iino Kaiun Kaisha Ltd.		469,600		3,774,713
	Imura & Co. Ltd.		13,700		96,679
	Inaba Denki Sangyo Co. Ltd.		313,900		7,323,456
	Inaba Seisakusho Co. Ltd.		54,800		624,758
	Inabata & Co. Ltd.		277,500		5,656,818
	Insource Co. Ltd.		292,200		1,419,745
	Integrated Design & Engineering Holdings Co. Ltd.		74,800		2,219,223
#	Inui Global Logistics Co. Ltd.		80,380		561,049
#	IR Japan Holdings Ltd.		49,600		375,192
#	Iseki & Co. Ltd.		97,249		634,889
#	Ishii Iron Works Co. Ltd.		1,400		24,375
	Itoki Corp.		237,200		2,833,640
	Iwaki Co. Ltd.		56,100		904,775
	JAC Recruitment Co. Ltd.		430,000		2,072,040
# *	Jamco Corp.		13,800		95,178
	Japan Elevator Service Holdings Co. Ltd.		388,700		6,040,632
	Japan Engine Corp.		800		50,272
#	Japan Foundation Engineering Co. Ltd.		95,500		308,974
	Japan Pulp & Paper Co. Ltd.		72,300		2,511,840
	Japan Steel Works Ltd.		192,900		4,682,422
	Japan Transcity Corp.		228,408		1,051,065

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
#	JDC Corp.		105,100	$	343,869
	JK Holdings Co. Ltd.		87,140		590,802
#	Juki Corp.		168,100		572,609
	Kamei Corp.		148,700		1,914,817
	Kanaden Corp.		105,700		1,043,303
	Kanagawa Chuo Kotsu Co. Ltd.		35,800		696,479
	Kaname Kogyo Co. Ltd.		1,300		7,380
#	Kanamoto Co. Ltd.		177,900		2,992,099
	Kandenko Co. Ltd.		537,900		6,000,114
	Kanematsu Corp.		470,325		7,647,398
	Katakura Industries Co. Ltd.		151,500		1,852,837
	Kato Works Co. Ltd.		54,900		481,665
	Kawada Technologies, Inc.		93,900		1,787,584
	Kawata Manufacturing Co. Ltd.		20,200		125,911
	Keihin Co. Ltd.		4,500		56,986
	KFC Ltd.		8,700		83,287
	Kimura Chemical Plants Co. Ltd.		98,900		479,091
	Kimura Unity Co. Ltd.		47,000		546,457
#	King Jim Co. Ltd.		61,200		345,223
	Kitagawa Corp.		44,800		436,864
	Kitano Construction Corp.		21,072		457,464
	Kitz Corp.		405,100		3,448,112
#	Kobe Electric Railway Co. Ltd.		35,799		623,259
#	Koike Sanso Kogyo Co. Ltd.		7,000		303,966
	Kokuyo Co. Ltd.		454,525		7,765,176
	KOMAIHALTEC, Inc.		1,100		13,851
	Komatsu Wall Industry Co. Ltd.		49,300		997,073
	Komori Corp.		259,405		2,026,305
#	Kondotec, Inc.		114,200		924,716
	Konoike Transport Co. Ltd.		161,700		2,344,363
#	Kosaido Holdings Co. Ltd.		476,000		2,197,061
	Kozo Keikaku Engineering, Inc.		22,000		554,767
	KPP Group Holdings Co. Ltd.		215,400		1,013,235
	KRS Corp.		75,600		560,228
	Kumagai Gumi Co. Ltd.		198,000		5,219,907
	Kyodo Printing Co. Ltd.		34,900		726,237
	Kyokuto Boeki Kaisha Ltd.		66,000		812,510
	Kyokuto Kaihatsu Kogyo Co. Ltd.		198,600		3,239,060
	KYORITSU Co. Ltd.		81,200		86,884
	Kyudenko Corp.		116,900		4,851,802
#	LIKE, Inc.		59,100		640,772
	Link & Motivation, Inc.		258,900		820,358
	Mabuchi Motor Co. Ltd.		483,268		7,484,797
	Maezawa Industries, Inc.		49,000		396,031
	Maezawa Kasei Industries Co. Ltd.		78,000		849,402
	Maezawa Kyuso Industries Co. Ltd.		122,700		998,285
	Makino Milling Machine Co. Ltd.		131,500		5,274,820
#	Management Solutions Co. Ltd.		57,800		624,084
	Marufuji Sheet Piling Co. Ltd.		5,800		105,001
	MARUKA FURUSATO Corp.		59,407		911,918
#	Marumae Co. Ltd.		33,699		408,652
	Maruyama Manufacturing Co., Inc.		12,800		200,054
	Maruzen Co. Ltd.		65,800		1,216,855
	Maruzen Showa Unyu Co. Ltd.		79,400		2,375,480
	Matching Service Japan Co. Ltd.		56,700		436,039
	Matsuda Sangyo Co. Ltd.		75,682		1,317,238
	Matsui Construction Co. Ltd.		116,800		631,531
	Max Co. Ltd.		156,800		3,498,939
	Meidensha Corp.		208,910		4,629,221

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
	Meiho Facility Works Ltd.		26,000	$	142,902
	Meiji Electric Industries Co. Ltd.		51,600		535,269
#	Meiji Shipping Group Co. Ltd.		73,900		364,491
	Meisei Industrial Co. Ltd.		216,000		1,836,098
	MEITEC Group Holdings, Inc.		453,200		8,452,181
#	Meiwa Corp.		145,600		617,502
*	MetaReal Corp.		7,800		48,420
	METAWATER Co. Ltd.		111,100		1,382,064
#	Midac Holdings Co. Ltd.		31,900		287,426
	Mie Kotsu Group Holdings, Inc.		346,700		1,302,856
#	Mirai Industry Co. Ltd.		15,400		403,391
	Mirait One Corp.		532,276		6,499,089
	Mitani Corp.		294,600		3,109,022
	Mitani Sangyo Co. Ltd.		145,000		334,044
	Mitsubishi Kakoki Kaisha Ltd.		39,000		960,246
	Mitsubishi Logisnext Co. Ltd.		180,000		1,775,269
	Mitsubishi Logistics Corp.		169,500		5,623,365
	Mitsubishi Pencil Co. Ltd.		135,100		2,060,879
	Mitsuboshi Belting Ltd.		94,500		2,898,378
#	Mitsui E&S Co. Ltd.		489,681		5,308,463
#	Mitsui Matsushima Holdings Co. Ltd.		67,300		1,353,607
	Mitsui-Soko Holdings Co. Ltd.		119,500		3,524,871
	Miura Co. Ltd.		14,600		229,706
	Miyaji Engineering Group, Inc.		67,335		1,702,425
	Mori-Gumi Co. Ltd.		57,100		121,846
	Morita Holdings Corp.		202,300		2,381,538
#	Moriya Transportation Engineering & Manufacturing Co. Ltd.		1,400		9,836
	Nabtesco Corp.		409,200		6,748,501
	NAC Co. Ltd.		122,600		412,934
	Nachi-Fujikoshi Corp.		88,300		1,908,691
#	Nadex Co. Ltd.		22,200		150,099
	Nagase & Co. Ltd.		558,800		9,667,429
	Naigai Trans Line Ltd.		41,700		665,792
	Nakabayashi Co. Ltd.		110,400		365,644
	Nakakita Seisakusho Co. Ltd.		3,100		78,720
	Nakamoto Packs Co. Ltd.		33,300		351,781
	Nakanishi Manufacturing Co. Ltd.		5,700		74,545
	Nakano Corp.		14,000		55,809
	Namura Shipbuilding Co. Ltd.		284,528		3,547,673
	Nankai Electric Railway Co. Ltd.		300,100		5,225,479
	Narasaki Sangyo Co. Ltd.		25,400		500,973
	Nice Corp.		30,000		330,384
	Nichias Corp.		366,500		10,045,658
	Nichiban Co. Ltd.		68,100		824,196
	Nichiden Corp.		92,100		1,482,932
	Nichiha Corp.		152,180		3,548,393
	Nichireki Co. Ltd.		145,400		2,218,167
	Nihon Dengi Co. Ltd.		30,800		1,142,081
#	Nihon Flush Co. Ltd.		116,200		671,806
	Nihon M&A Center Holdings, Inc.		1,777,000		9,726,109
	Nikkiso Co. Ltd.		304,400		2,430,996
	Nikko Co. Ltd.		157,244		740,907
	Nikkon Holdings Co. Ltd.		356,100		6,989,570
	Nippi, Inc.		11,900		405,640
	Nippon Air Conditioning Services Co. Ltd.		187,100		1,070,291
	Nippon Aqua Co. Ltd.		78,100		475,599
	Nippon Carbon Co. Ltd.		56,300		1,985,105
	Nippon Concept Corp.		39,500		453,507
	Nippon Densetsu Kogyo Co. Ltd.		224,600		3,082,742

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
	Nippon Dry-Chemical Co. Ltd.		11,300	$	189,766
	Nippon Filcon Co. Ltd.		5,900		20,530
	Nippon Hume Corp.		125,465		674,854
	Nippon Parking Development Co. Ltd.		1,161,400		1,425,610
#	Nippon Rietec Co. Ltd.		26,400		219,986
	Nippon Road Co. Ltd.		106,000		1,270,688
	Nippon Seisen Co. Ltd.		74,000		624,609
	Nippon Sharyo Ltd.		37,725		577,276
*	Nippon Sheet Glass Co. Ltd.		529,700		1,765,693
	Nippon Thompson Co. Ltd.		302,637		1,254,080
	Nippon Tungsten Co. Ltd.		13,398		108,677
	Nishimatsu Construction Co. Ltd.		172,400		4,984,912
	Nishi-Nippon Railroad Co. Ltd.		290,700		4,528,821
	Nishio Holdings Co. Ltd.		118,100		3,017,662
	Nissei ASB Machine Co. Ltd.		50,300		1,653,483
	Nissei Plastic Industrial Co. Ltd.		105,100		748,653
	Nisshinbo Holdings, Inc.		813,980		6,170,789
	Nissin Corp.		90,000		1,780,663
#	Nisso Holdings Co. Ltd.		79,600		418,109
	Nitta Corp.		115,000		2,967,208
	Nitto Kogyo Corp.		152,900		4,101,243
	Nitto Kohki Co. Ltd.		61,500		950,488
	Nitto Seiko Co. Ltd.		164,473		642,270
	Nittoc Construction Co. Ltd.		117,600		849,569
	Nittoku Co. Ltd.		47,899		591,291
	NJS Co. Ltd.		36,800		731,655
	Noda Corp.		116,900		826,506
#	Nomura Micro Science Co. Ltd.		117,600		3,760,173
	Noritake Co. Ltd.		111,600		2,929,662
	Noritsu Koki Co. Ltd.		111,900		2,195,515
	Noritz Corp.		153,000		1,727,771
	NS Tool Co. Ltd.		95,700		559,867
	NS United Kaiun Kaisha Ltd.		53,400		1,615,852
#	NTN Corp.		2,291,500		4,547,542
	Obara Group, Inc.		62,000		1,619,605
	Ochi Holdings Co. Ltd.		8,900		90,013
#	Ohba Co. Ltd.		76,500		546,184
	Ohmoto Gumi Co. Ltd.		12,300		200,550
	Oiles Corp.		139,970		2,117,115
	Okabe Co. Ltd.		205,100		1,043,562
	Okada Aiyon Corp.		42,800		818,024
	Okamoto Machine Tool Works Ltd.		24,599		930,932
	Okamura Corp.		350,100		5,301,989
	OKUMA Corp.		143,200		6,431,673
	Okumura Corp.		175,580		5,493,183
	Onamba Co. Ltd.		1,400		11,372
	Onoken Co. Ltd.		107,500		1,257,681
	Open Up Group, Inc.		241,000		3,052,946
	Organo Corp.		150,600		6,908,672
	Oriental Consultants Holdings Co. Ltd.		6,100		128,970
	Oriental Shiraishi Corp.		739,100		1,773,508
#	Origin Co. Ltd.		22,000		167,898
	OSG Corp.		487,600		6,288,237
	Oyo Corp.		126,400		1,964,563
#	Paraca, Inc.		34,000		439,641
*	Park24 Co. Ltd.		743,272		8,004,728
	Parker Corp.		34,000		207,819
#	Pasco Corp.		11,200		139,806
#	Pasona Group, Inc.		126,600		1,776,548

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
#	Pegasus Co. Ltd.		123,100	$	408,138
	Penta-Ocean Construction Co. Ltd.		733,700		3,682,073
	People Dreams & Technologies Group Co. Ltd.		23,700		257,707
	Pilot Corp.		142,300		3,808,623
	Prestige International, Inc.		622,200		2,657,142
	Pronexus, Inc.		104,900		763,424
	PS Mitsubishi Construction Co. Ltd.		62,560		394,672
	Punch Industry Co. Ltd.		19,700		56,795
	Quick Co. Ltd.		77,000		1,137,417
	Raito Kogyo Co. Ltd.		267,000		3,469,320
	Raiznext Corp.		260,400		3,347,461
# *	Raksul, Inc.		215,000		1,217,638
	Rasa Corp.		63,200		760,062
	Rheon Automatic Machinery Co. Ltd.		98,100		932,203
	Rix Corp.		17,300		491,680
	Ryobi Ltd.		123,740		2,149,350
#	S LINE GROUP Co. Ltd.		23,800		131,378
	Sakai Heavy Industries Ltd.		22,800		908,535
	Sakai Moving Service Co. Ltd.		134,400		2,365,811
*	Sanix, Inc.		13,300		28,460
	Sanki Engineering Co. Ltd.		262,700		3,687,704
	Sanko Gosei Ltd.		118,900		509,292
	Sanko Metal Industrial Co. Ltd.		15,100		448,860
	Sankyo Tateyama, Inc.		139,674		716,879
	Sankyu, Inc.		199,300		6,909,649
	Sansei Technologies, Inc.		60,578		474,122
	Sansha Electric Manufacturing Co. Ltd.		55,300		535,382
	Sanyo Denki Co. Ltd.		51,200		2,414,017
	Sanyo Electric Railway Co. Ltd.		99,198		1,307,539
#	Sanyo Engineering & Construction, Inc.		60,200		306,238
	Sanyo Industries Ltd.		6,400		117,515
	Sanyo Trading Co. Ltd.		138,600		1,313,880
	Sata Construction Co. Ltd.		86,199		398,295
	Sato Holdings Corp.		151,500		2,099,304
	Sato Shoji Corp.		86,800		968,292
	SBS Holdings, Inc.		111,000		1,913,371
	SEC Carbon Ltd.		54,500		879,262
	Seibu Electric & Machinery Co. Ltd.		10,300		113,412
	Seika Corp.		44,500		1,147,754
	Seikitokyu Kogyo Co. Ltd.		43,230		489,183
	Sekisui Jushi Corp.		187,200		3,059,584
	Senko Group Holdings Co. Ltd.		674,800		4,945,369
#	Senshu Electric Co. Ltd.		73,600		2,564,817
	Shibaura Machine Co. Ltd.		110,900		2,482,647
	Shibusawa Warehouse Co. Ltd.		58,000		1,116,241
	Shibuya Corp.		93,100		2,080,699
	Shima Seiki Manufacturing Ltd.		150,930		1,344,766
#	Shimojima Co. Ltd.		48,800		391,061
	Shin Maint Holdings Co. Ltd.		14,600		126,342
	Shin Nippon Air Technologies Co. Ltd.		84,680		2,141,851
#	Shinki Bus Co. Ltd.		1,900		41,179
	Shinmaywa Industries Ltd.		339,100		2,585,371
	Shinnihon Corp.		164,700		1,653,179
	Shinsho Corp.		30,000		1,306,398
	Shinwa Co. Ltd.		60,300		1,072,513
	Shinwa Co. Ltd.		24,800		115,925
	SHO-BOND Holdings Co. Ltd.		32,500		1,255,049
	SIGMAXYZ Holdings, Inc.		200,300		1,993,051
	Sinfonia Technology Co. Ltd.		135,800		2,881,768

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
	Sinko Industries Ltd.		119,600	$	3,037,291
	Sintokogio Ltd.		253,400		2,017,126
	SMS Co. Ltd.		322,300		4,459,819
	Soda Nikka Co. Ltd.		105,700		749,407
	Sodick Co. Ltd.		257,500		1,192,306
	Sotetsu Holdings, Inc.		315,100		5,022,898
#	Space Co. Ltd.		93,062		600,453
#	S-Pool, Inc.		353,600		681,213
	Star Micronics Co. Ltd.		207,800		2,467,339
#	Studio Alice Co. Ltd.		55,200		716,571
	Subaru Enterprise Co. Ltd.		32,700		571,888
	Sugimoto & Co. Ltd.		61,600		911,978
#	Sumiseki Holdings, Inc.		212,700		1,780,574
	Sumitomo Densetsu Co. Ltd.		109,300		2,455,048
	Sumitomo Mitsui Construction Co. Ltd.		821,040		2,114,518
#	Sumitomo Warehouse Co. Ltd.		319,400		5,289,273
	Suzumo Machinery Co. Ltd.		4,400		31,130
	SWCC Corp.		157,200		4,144,896
	Tacmina Corp.		14,700		177,106
	Tadano Ltd.		619,100		4,967,944
	Taihei Dengyo Kaisha Ltd.		89,200		2,510,644
	Taiheiyo Kouhatsu, Inc.		37,100		189,114
	Taikisha Ltd.		149,700		4,415,347
#	Taisei Oncho Co. Ltd.		13,600		373,893
	Takamatsu Construction Group Co. Ltd.		90,100		1,517,159
	Takamiya Co. Ltd.		144,999		489,815
#	Takano Co. Ltd.		22,000		142,558
	Takaoka Toko Co. Ltd.		59,920		838,250
	Takara & Co. Ltd.		48,955		808,405
	Takara Standard Co. Ltd.		192,400		2,347,116
	Takasago Thermal Engineering Co. Ltd.		245,700		8,236,881
#	Takashima & Co. Ltd.		74,800		562,503
	Takatori Corp.		4,500		114,931
	Takeuchi Manufacturing Co. Ltd.		204,100		7,742,165
	Takigami Steel Construction Co. Ltd.		5,300		281,547
	Takuma Co. Ltd.		166,600		2,084,792
#	Tanabe Engineering Corp.		39,500		334,357
	Tanseisha Co. Ltd.		225,349		1,258,097
# *	Tatsuta Electric Wire & Cable Co. Ltd.		179,300		808,978
	Techno Ryowa Ltd.		68,690		833,574
	Techno Smart Corp.		46,800		541,120
	TechnoPro Holdings, Inc.		236,900		4,035,211
	Teikoku Electric Manufacturing Co. Ltd.		103,400		1,631,035
	Teikoku Sen-I Co. Ltd.		113,000		1,696,240
	Tekken Corp.		72,000		1,313,739
#	Terasaki Electric Co. Ltd.		24,300		293,257
	Tess Holdings Co. Ltd.		150,800		412,985
	TKC Corp.		182,300		4,195,267
	Toa Corp.		322,400		2,227,565
	TOA ROAD Corp.		240,500		1,979,822
	Toba, Inc.		9,800		224,389
	Tobishima Corp.		103,354		897,351
	Tocalo Co. Ltd.		364,000		4,194,406
	Toda Corp.		929,100		6,068,430
	Toenec Corp.		54,000		1,848,762
	Togami Electric Manufacturing Co. Ltd.		17,800		350,815
	TOKAI Holdings Corp.		626,700		3,854,611
	Tokyo Energy & Systems, Inc.		115,400		985,996
	Tokyo Keiki, Inc.		71,022		1,159,932

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
#	Tokyo Sangyo Co. Ltd.		126,500	$	531,813
	Tokyu Construction Co. Ltd.		490,300		2,638,466
	Toli Corp.		237,700		599,133
	Tomoe Corp.		138,700		628,594
#	Tomoe Engineering Co. Ltd.		46,400		1,271,660
	Tonami Holdings Co. Ltd.		33,400		1,017,509
#	Torishima Pump Manufacturing Co. Ltd.		110,500		1,994,999
	Totech Corp.		144,300		2,853,776
	Totetsu Kogyo Co. Ltd.		144,700		2,890,688
	Toukei Computer Co. Ltd.		13,620		338,939
	Toyo Construction Co. Ltd.		492,600		3,991,284
	Toyo Denki Seizo KK		3,650		25,941
	Toyo Engineering Corp.		152,944		912,299
	Toyo Logistics Co. Ltd.		17,020		163,493
	Toyo Machinery & Metal Co. Ltd.		84,800		399,443
	Toyo Tanso Co. Ltd.		81,200		4,005,236
	Toyo Wharf & Warehouse Co. Ltd.		22,800		193,728
	Trancom Co. Ltd.		46,300		1,683,567
	Transcosmos, Inc.		116,900		2,527,052
	TRE Holdings Corp.		145,500		1,171,064
#	Trinity Industrial Corp.		36,000		270,792
	Trusco Nakayama Corp.		238,200		3,940,378
	Tsubaki Nakashima Co. Ltd.		240,200		1,289,388
	Tsubakimoto Chain Co		154,640		5,323,945
	Tsubakimoto Kogyo Co. Ltd.		85,200		1,181,146
	Tsugami Corp.		248,500		2,145,517
	Tsukishima Holdings Co. Ltd.		165,000		1,540,154
	Tsurumi Manufacturing Co. Ltd.		101,700		2,298,087
#	TWOSTONE&Sons.		13,400		132,924
	Ueki Corp.		60,800		638,995
#	UEX Ltd.		14,000		98,991
	Union Tool Co		46,900		1,358,666
	Ushio, Inc.		572,300		7,527,951
	UT Group Co. Ltd.		175,900		3,688,600
*	Visional, Inc.		73,700		3,362,801
	Wakachiku Construction Co. Ltd.		74,800		1,643,072
	Wakita & Co. Ltd.		217,200		2,155,185
	WDB Holdings Co. Ltd.		56,400		807,591
	Weathernews, Inc.		35,600		1,045,408
	Will Group, Inc.		96,500		658,582
	World Holdings Co. Ltd.		48,500		726,557
# *	W-Scope Corp.		181,200		587,204
	Yahagi Construction Co. Ltd.		172,600		1,621,794
	YAMABIKO Corp.		217,528		2,878,654
	YAMADA Consulting Group Co. Ltd.		50,438		602,800
#	Yamashina Corp.		80,200		39,988
	Yamashin-Filter Corp.		87,600		237,898
#	Yamato Corp.		108,400		694,091
#	Yamaura Corp.		14,400		125,996
	Yamazen Corp.		338,600		2,973,742
	Yasuda Logistics Corp.		99,100		871,236
	Yokogawa Bridge Holdings Corp.		194,000		3,518,651
	Yondenko Corp.		54,120		1,291,418
	Yuasa Trading Co. Ltd.		99,900		3,650,622
	Yuken Kogyo Co. Ltd.		1,400		19,577
	Yurtec Corp.		257,400		2,384,879
	Yushin Precision Equipment Co. Ltd.		31,700		139,997
	Zaoh Co. Ltd.		25,900		413,878
	Zenitaka Corp.		14,300		367,653

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
	Zuiko Corp.		94,600	$	605,197
TOTAL INDUSTRIALS					884,861,556
INFORMATION TECHNOLOGY — (13.0%)
	A&D HOLON Holdings Co. Ltd.		143,900		2,499,113
#	Abalance Corp.		12,000		153,550
	Ad-sol Nissin Corp.		45,308		469,819
#	Adtec Plasma Technology Co. Ltd.		25,000		210,192
#	Advanced Media, Inc.		3,100		31,820
#	AGS Corp.		11,100		79,392
	Ai Holdings Corp.		213,300		3,280,677
*	AI inside, Inc.		9,000		349,163
	Aichi Tokei Denki Co. Ltd.		44,837		677,783
	Aiphone Co. Ltd.		66,800		1,271,172
	Allied Telesis Holdings KK		124,300		78,722
*	Almedio, Inc.		54,600		299,187
	Alpha Systems, Inc.		27,720		558,400
	Alps Alpine Co. Ltd.		980,642		8,852,024
	Amano Corp.		292,200		7,027,781
	Anritsu Corp.		86,099		656,431
#	AOI Electronics Co. Ltd.		26,700		400,267
	Argo Graphics, Inc.		102,600		2,632,075
	Arisawa Manufacturing Co. Ltd.		207,900		2,010,022
	Asahi Intelligence Service Co. Ltd.		1,300		11,025
	Atled Corp.		12,000		106,357
	Avant Group Corp.		127,100		1,035,412
	Axell Corp.		11,400		121,719
	Base Co. Ltd.		27,000		597,955
*	baudroie, Inc.		11,700		249,691
	BrainPad, Inc.		91,500		699,535
	Business Brain Showa-Ota, Inc.		41,500		534,702
	Business Engineering Corp.		10,300		230,311
	CAC Holdings Corp.		75,200		942,915
	Canon Electronics, Inc.		117,500		1,677,010
#	CDS Co. Ltd.		15,500		175,417
#	Celsys, Inc.		180,700		950,690
#	Change Holdings, Inc.		183,200		1,371,696
#	Chino Corp.		41,600		747,859
	Citizen Watch Co. Ltd.		1,379,800		9,165,989
	CMK Corp.		261,900		1,000,737
	Computer Engineering & Consulting Ltd.		162,300		1,868,033
#	Computer Institute of Japan Ltd.		340,917		994,648
	Comture Corp.		145,700		1,784,337
# *	Core Concept Technologies, Inc.		18,400		266,734
#	Core Corp.		45,800		562,386
#	Cresco Ltd.		84,700		1,075,828
	Cross Cat Co. Ltd.		8,200		67,859
#	Cube System, Inc.		60,600		424,812
*	Cyber Security Cloud, Inc.		26,300		445,221
#	Cyberlinks Co. Ltd.		20,100		98,090
	Cybozu, Inc.		159,000		1,609,359
	Daishinku Corp.		148,696		797,112
	Daitron Co. Ltd.		55,600		1,187,220
	Daiwabo Holdings Co. Ltd.		556,300		9,662,968
	Dawn Corp.		3,100		38,032
	Densan System Holdings Co. Ltd.		43,600		766,954
	Dentsu Soken, Inc.		52,500		1,739,222
	Dexerials Corp.		307,000		11,499,187
	Digital Arts, Inc.		70,300		1,885,269

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INFORMATION TECHNOLOGY — (Continued)
	Digital Hearts Holdings Co. Ltd.		72,600	$	442,058
	Digital Information Technologies Corp.		61,700		680,844
	DKK Co. Ltd.		48,900		651,378
#	DKK-Toa Corp.		31,400		171,350
#	Double Standard, Inc.		33,000		371,988
	DTS Corp.		245,400		6,694,683
	Ebase Co. Ltd.		131,400		562,165
	E-Guardian, Inc.		9,908		86,902
	Eizo Corp.		91,900		2,952,906
	Elecom Co. Ltd.		251,700		2,381,969
	Elematec Corp.		109,742		1,339,306
	Enomoto Co. Ltd.		29,100		292,476
	Enplas Corp.		37,900		2,052,999
	ESPEC Corp.		111,200		2,077,383
	Ferrotec Holdings Corp.		251,000		4,765,623
#	FFRI Security, Inc.		3,300		41,974
#	Fixstars Corp.		130,200		1,623,993
	Focus Systems Corp.		53,700		414,726
#	Forval Corp.		51,100		421,439
	FTGroup Co. Ltd.		51,000		399,189
	Fukui Computer Holdings, Inc.		62,200		969,243
	Furuno Electric Co. Ltd.		148,500		1,973,413
	Furuya Metal Co. Ltd.		22,600		1,580,779
	Future Corp.		273,600		2,760,176
	Gig Works, Inc.		8,200		30,223
	GL Sciences, Inc.		44,500		791,350
#	Global Security Experts, Inc.		5,400		152,042
	GMO GlobalSign Holdings KK		24,200		411,942
	GMO internet group, Inc.		322,020		5,287,290
	Hagiwara Electric Holdings Co. Ltd.		46,100		1,267,124
	Hakuto Co. Ltd.		74,200		2,562,259
# *	Headwaters Co. Ltd.		1,500		103,728
# *	Hennge KK		61,400		397,685
	Himacs Ltd.		960		8,428
#	Hioki EE Corp.		58,800		2,344,801
	Hochiki Corp.		91,500		1,405,961
	Hokuriku Electric Industry Co. Ltd.		21,839		188,118
	Hosiden Corp.		289,700		3,617,374
	HPC Systems, Inc.		1,700		22,810
	Icom, Inc.		54,900		1,110,993
	ID Holdings Corp.		79,450		734,513
	I’ll, Inc.		46,500		795,050
	Ines Corp.		123,100		1,237,307
	I-Net Corp.		76,490		983,254
	Innotech Corp.		96,100		1,121,889
	Intelligent Wave, Inc.		49,800		359,143
#	Inter Action Corp.		36,700		359,206
	I-PEX, Inc.		69,100		776,745
	Iriso Electronics Co. Ltd.		122,500		2,395,451
	ISB Corp.		51,700		421,255
	Itfor, Inc.		172,600		1,495,727
	Japan Aviation Electronics Industry Ltd.		284,400		4,568,921
	Japan Business Systems, Inc.		5,600		44,933
	Japan Cash Machine Co. Ltd.		128,900		1,105,462
	Japan Electronic Materials Corp.		60,200		977,227
	Japan Material Co. Ltd.		407,400		5,747,592
	Japan System Techniques Co. Ltd.		70,800		753,193
#	Jastec Co. Ltd.		71,600		878,890
	JBCC Holdings, Inc.		87,300		1,846,156

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INFORMATION TECHNOLOGY — (Continued)
	JFE Systems, Inc.		10,000	$	234,143
# *	JIG-SAW, Inc.		19,400		483,040
	Justsystems Corp.		175,600		3,058,703
	Kaga Electronics Co. Ltd.		98,800		3,892,108
*	Kaonavi, Inc.		15,200		139,494
	KEL Corp.		27,900		326,121
#	Koa Corp.		182,200		1,879,191
	Konica Minolta, Inc.		2,569,800		8,544,930
	KSK Co. Ltd.		3,000		65,106
	Kyosan Electric Manufacturing Co. Ltd.		214,900		698,065
#	Kyowa Electronic Instruments Co. Ltd.		45,900		123,720
#	LAC Co. Ltd.		89,400		458,819
	Marubun Corp.		106,400		979,173
	Maruwa Co. Ltd.		30,900		6,511,488
	Maxell Ltd.		231,100		2,280,094
	MCJ Co. Ltd.		428,700		3,742,362
*	Megachips Corp.		91,900		2,130,679
	Meiko Electronics Co. Ltd.		122,000		3,980,464
	Melco Holdings, Inc.		35,600		773,862
	Micronics Japan Co. Ltd.		164,100		6,759,862
	MIMAKI ENGINEERING Co. Ltd.		113,200		882,473
	Mimasu Semiconductor Industry Co. Ltd.		103,481		2,386,853
#	Miraial Co. Ltd.		41,100		386,033
	Miroku Jyoho Service Co. Ltd.		111,000		1,193,976
	Mitsubishi Research Institute, Inc.		51,500		1,601,129
	Mitsui High-Tec, Inc.		102,400		4,585,055
#	m-up Holdings, Inc.		174,600		1,153,540
	Mutoh Holdings Co. Ltd.		6,600		91,939
	Nagano Keiki Co. Ltd.		82,400		1,236,931
	Naigai Tec Corp.		5,500		103,891
	NCD Co. Ltd./Shinagawa		31,500		357,912
	NEC Networks & System Integration Corp.		238,908		3,968,748
	NET One Systems Co. Ltd.		492,716		8,244,429
	Nichicon Corp.		270,800		2,292,394
	Nihon Dempa Kogyo Co. Ltd.		112,400		918,873
	Nihon Denkei Co. Ltd.		43,300		631,802
#	Nippon Avionics Co. Ltd.		4,100		233,747
*	Nippon Chemi-Con Corp.		98,500		995,518
	Nippon Electric Glass Co. Ltd.		385,736		9,544,688
#	Nippon Information Development Co. Ltd.		12,600		184,818
#	Nippon Kodoshi Corp.		51,600		669,219
	Nippon Signal Company Ltd.		271,292		1,756,302
	Nissha Co. Ltd.		236,100		2,541,314
	Nohmi Bosai Ltd.		140,700		2,141,452
	NPC, Inc.		38,400		208,481
	NSD Co. Ltd.		464,660		9,082,229
	NSW, Inc.		48,600		917,939
#	Ohara, Inc.		47,000		395,253
	Oki Electric Industry Co. Ltd.		487,356		3,482,999
	Optex Group Co. Ltd.		185,100		2,172,928
*	Optim Corp.		93,500		528,423
	Optorun Co. Ltd.		149,100		1,831,666
	Oro Co. Ltd.		39,800		657,630
	Osaki Electric Co. Ltd.		199,340		867,076
	Oval Corp.		35,600		118,094
	PCI Holdings, Inc.		45,300		270,409
	Plus Alpha Consulting Co. Ltd.		126,600		1,610,370
	Pole To Win Holdings, Inc.		175,897		553,395
#	Pro-Ship, Inc.		51,100		449,108

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INFORMATION TECHNOLOGY — (Continued)
	Rakus Co. Ltd.		195,000	$	1,971,074
	Restar Corp.		108,800		2,058,811
#	Riken Keiki Co. Ltd.		163,200		3,993,292
	Riso Kagaku Corp.		37,100		692,531
	Roland DG Corp.		76,900		2,713,219
	RS Technologies Co. Ltd.		67,400		1,338,369
	RYODEN Corp.		92,900		1,558,150
#	Ryoyo Ryosan Holdings, Inc.		139,919		2,466,315
	Saison Technology Co. Ltd.		23,500		278,810
#	Sakura Internet, Inc.		103,200		3,849,176
#	Samco, Inc.		27,500		768,484
	Sanken Electric Co. Ltd.		111,499		4,813,795
	Sanshin Electronics Co. Ltd.		70,900		987,157
	Santec Holdings Corp.		18,900		590,442
	Satori Electric Co. Ltd.		69,680		1,010,077
	Saxa Holdings, Inc.		21,300		387,294
	SB Technology Corp.		62,000		1,150,924
#	Segue Group Co. Ltd.		23,900		78,194
	Seikoh Giken Co. Ltd.		23,900		299,533
#	SEMITEC Corp.		32,000		360,495
	Shibaura Electronics Co. Ltd.		42,300		1,637,672
	Shibaura Mechatronics Corp.		58,400		2,224,335
*	SHIFT, Inc.		36,700		3,375,937
#	Shikino High-Tech Co. Ltd.		1,500		22,213
	Shindengen Electric Manufacturing Co. Ltd.		43,000		805,553
	Shinko Shoji Co. Ltd.		231,100		1,522,867
#	Shizuki Electric Co., Inc.		105,000		289,974
	Showa Shinku Co. Ltd.		24,400		217,882
	Sigma Koki Co. Ltd.		20,000		199,343
	Siix Corp.		175,700		1,811,336
*	Simplex Holdings, Inc.		116,900		1,888,580
	SK-Electronics Co. Ltd.		44,900		920,487
# *	Smaregi, Inc.		17,500		249,922
	SMK Corp.		26,049		404,186
	Softcreate Holdings Corp.		96,400		1,131,177
	Soliton Systems KK		54,100		440,891
	Solxyz Co. Ltd.		29,700		60,869
	SRA Holdings		69,900		1,748,673
	Startia Holdings, Inc.		22,600		208,283
	Sumida Corp.		132,049		1,043,001
# *	Sun*, Inc.		50,900		298,060
	Sun-Wa Technos Corp.		75,500		1,081,576
#	Suzuden Corp.		13,400		181,426
	Suzuki Co. Ltd.		65,977		595,574
	System D, Inc.		1,100		8,953
	System Research Co. Ltd.		61,600		612,439
	System Support, Inc.		29,400		348,218
	Systems Engineering Consultants Co. Ltd.		10,500		312,495
	Systena Corp.		1,593,700		2,655,483
#	T&S, Inc.		600		6,254
	Tachibana Eletech Co. Ltd.		101,760		1,941,291
	TAKEBISHI Corp.		52,200		682,032
	Tamura Corp.		423,400		1,740,670
#	TASUKI Holdings, Inc.		60,926		239,509
#	Tazmo Co. Ltd.		58,700		1,386,929
#	TDC Soft, Inc.		186,800		1,369,235
	TechMatrix Corp.		237,900		2,521,271
	Techno Horizon Co. Ltd.		9,700		32,164
#	Tecnos Japan, Inc.		46,100		172,242

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INFORMATION TECHNOLOGY — (Continued)
	Teikoku Tsushin Kogyo Co. Ltd.		40,000	$	472,124
#	Tera Probe, Inc.		11,500		382,674
#	TESEC Corp.		22,600		298,940
	Toho System Science Co. Ltd.		4,050		33,456
	Tokyo Electron Device Ltd.		121,400		4,358,946
	Tomen Devices Corp.		17,800		755,512
	Topcon Corp.		617,300		7,250,356
#	Torex Semiconductor Ltd.		52,900		591,092
	Toshiba TEC Corp.		137,500		2,765,666
	Towa Corp.		119,700		6,893,594
	Toyo Corp.		148,100		1,427,383
	Tsuzuki Denki Co. Ltd.		45,800		650,996
	Ubicom Holdings, Inc.		6,574		48,296
	Uchida Yoko Co. Ltd.		46,400		2,056,466
	ULS Group, Inc.		14,700		368,048
	UNITED, Inc.		50,500		266,208
#	User Local, Inc.		30,400		401,728
	V Technology Co. Ltd.		48,800		784,010
	Wacom Co. Ltd.		30,700		117,904
#	WILLs, Inc.		34,200		152,593
*	WingArc1st, Inc.		64,000		1,083,932
	YAC Holdings Co. Ltd.		13,000		192,622
#	Yamaichi Electronics Co. Ltd.		130,100		2,243,749
	Yashima Denki Co. Ltd.		119,500		1,169,549
#	YE DIGITAL Corp.		27,500		116,814
	Yokowo Co. Ltd.		98,275		1,043,503
TOTAL INFORMATION TECHNOLOGY					391,934,650
MATERIALS — (12.8%)
	Achilles Corp.		66,700		669,253
	ADEKA Corp.		494,500		10,276,060
	Agro-Kanesho Co. Ltd.		2,300		17,128
	Aica Kogyo Co. Ltd.		225,700		5,231,554
	Aichi Steel Corp.		68,765		1,508,201
	Arakawa Chemical Industries Ltd.		92,300		641,669
	Araya Industrial Co. Ltd.		12,200		314,164
	ARE Holdings, Inc.		453,000		5,855,292
	Artience Co. Ltd.		214,900		3,982,634
	Asahi Printing Co. Ltd.		25,700		149,382
	Asahi Yukizai Corp.		84,300		2,632,089
	Asahipen Corp.		2,100		24,242
	Asia Pile Holdings Corp.		187,730		1,003,014
	C Uyemura & Co. Ltd.		64,100		4,195,766
	Carlit Holdings Co. Ltd.		122,213		889,298
#	Chubu Steel Plate Co. Ltd.		46,600		684,503
	Chuetsu Pulp & Paper Co. Ltd.		32,800		353,513
#	Chugoku Marine Paints Ltd.		183,100		2,396,289
	CI Takiron Corp.		281,800		1,167,778
	CK-San-Etsu Co. Ltd.		23,100		579,927
	Dai Nippon Toryo Co. Ltd.		118,200		891,251
	Daido Steel Co. Ltd.		540,100		5,955,415
	Daiichi Kigenso Kagaku-Kogyo Co. Ltd.		107,100		644,363
	Daiki Aluminium Industry Co. Ltd.		156,900		1,324,312
	Dainichiseika Color & Chemicals Manufacturing Co. Ltd.		74,600		1,361,289
#	Daio Paper Corp.		363,500		2,602,483
	Denka Co. Ltd.		330,100		4,891,263
	DIC Corp.		356,700		6,666,572
	DKS Co. Ltd.		41,115		852,646
	Dowa Holdings Co. Ltd.		195,100		7,305,909

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
MATERIALS — (Continued)
	Dynapac Co. Ltd.		8,500	$	96,236
	FP Corp.		176,997		2,847,948
	Fuji Seal International, Inc.		232,828		2,991,698
	Fujikura Kasei Co. Ltd.		132,400		391,534
	Fujimi, Inc.		258,500		5,606,795
	Fujimori Kogyo Co. Ltd.		98,500		2,665,348
	Fuso Chemical Co. Ltd.		112,800		2,897,074
	Godo Steel Ltd.		49,900		1,672,898
	Gun-Ei Chemical Industry Co. Ltd.		25,700		570,803
#	Hakudo Co. Ltd.		41,600		745,236
	Harima Chemicals Group, Inc.		68,700		389,591
	Hodogaya Chemical Co. Ltd.		34,401		1,014,231
	Hokkan Holdings Ltd.		53,741		615,629
#	Hokko Chemical Industry Co. Ltd.		115,300		1,143,230
	Hokuetsu Corp.		751,699		6,339,691
#	Ise Chemicals Corp.		10,400		1,224,267
	Ishihara Chemical Co. Ltd.		72,000		809,805
	Ishihara Sangyo Kaisha Ltd.		174,050		2,016,250
	Ishizuka Glass Co. Ltd.		10,200		175,236
	Japan Pure Chemical Co. Ltd.		500		10,141
	JCU Corp.		124,200		2,965,217
	JSP Corp.		79,400		1,171,406
	Kaneka Corp.		219,600		5,688,084
	Kanto Denka Kogyo Co. Ltd.		249,700		1,703,995
#	KeePer Technical Laboratory Co. Ltd.		83,000		2,360,210
#	KEIWA, Inc.		53,200		371,910
	KH Neochem Co. Ltd.		190,142		2,919,584
	Kimoto Co. Ltd.		149,700		200,703
	Koatsu Gas Kogyo Co. Ltd.		185,393		1,017,168
	Kohsoku Corp.		70,200		974,080
	Konishi Co. Ltd.		330,800		2,809,306
#	Konoshima Chemical Co. Ltd.		37,500		363,311
#	Krosaki Harima Corp.		116,000		2,507,486
#	Kumiai Chemical Industry Co. Ltd.		346,887		1,768,015
	Kunimine Industries Co. Ltd.		35,000		254,887
	Kureha Corp.		263,550		4,698,382
	Kurimoto Ltd.		59,000		1,569,579
	Kuriyama Holdings Corp.		79,300		699,360
	Kyoei Steel Ltd.		131,200		1,867,800
	Kyowa Leather Cloth Co. Ltd.		70,100		347,401
	Lintec Corp.		240,500		4,794,600
	Maeda Kosen Co. Ltd.		116,000		2,538,647
	Maruichi Steel Tube Ltd.		233,400		6,009,693
	MEC Co. Ltd.		84,000		2,203,616
	Mitani Sekisan Co. Ltd.		66,000		2,418,936
	Mitsubishi Materials Corp.		477,800		9,337,438
#	Mitsubishi Paper Mills Ltd.		172,200		626,209
	Mitsubishi Steel Manufacturing Co. Ltd.		57,000		496,795
	Mitsui Mining & Smelting Co. Ltd.		329,400		10,328,956
	MORESCO Corp.		21,100		173,353
	Moriroku Holdings Co. Ltd.		15,400		264,264
	Mory Industries, Inc.		33,200		1,382,706
	Muto Seiko Co.		22,800		271,016
	Nakayama Steel Works Ltd.		206,000		1,194,521
	Nasu Denki Tekko Co. Ltd.		3,000		203,995
	Neturen Co. Ltd.		199,200		1,333,597
# *	New Japan Chemical Co. Ltd.		61,900		65,752
	Nicca Chemical Co. Ltd.		45,700		289,751
	Nichia Steel Works Ltd.		24,800		48,620

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
MATERIALS — (Continued)
#	Nihon Kagaku Sangyo Co. Ltd.		79,800	$	724,512
	Nihon Nohyaku Co. Ltd.		184,500		875,555
	Nihon Parkerizing Co. Ltd.		513,400		3,948,106
#	Nihon Yamamura Glass Co. Ltd.		45,000		408,918
	Nippon Carbide Industries Co., Inc.		46,200		527,463
	Nippon Chemical Industrial Co. Ltd.		42,500		650,633
	Nippon Concrete Industries Co. Ltd.		240,017		610,582
	Nippon Denko Co. Ltd.		573,414		1,130,888
#	Nippon Fine Chemical Co. Ltd.		81,000		1,244,778
	Nippon Kayaku Co. Ltd.		608,700		4,958,122
	Nippon Light Metal Holdings Co. Ltd.		339,890		4,033,132
	Nippon Paper Industries Co. Ltd.		517,800		3,600,039
	Nippon Pillar Packing Co. Ltd.		108,800		4,285,581
	Nippon Shokubai Co. Ltd.		421,600		4,007,343
	Nippon Soda Co. Ltd.		136,200		4,996,311
	Nippon Yakin Kogyo Co. Ltd.		73,349		2,170,028
#	Nitta Gelatin, Inc.		64,800		294,633
	Nittetsu Mining Co. Ltd.		65,900		2,071,325
	Nozawa Corp.		47,500		271,958
	Oat Agrio Co. Ltd.		49,200		624,557
	Okamoto Industries, Inc.		69,300		2,173,837
	Okura Industrial Co. Ltd.		44,300		879,270
	Osaka Organic Chemical Industry Ltd.		90,943		1,884,942
	Osaka Soda Co. Ltd.		15,599		914,857
	Osaka Steel Co. Ltd.		79,300		1,205,402
	OSAKA Titanium Technologies Co. Ltd.		157,200		2,449,053
# *	Pacific Metals Co. Ltd.		86,841		717,659
	Pack Corp.		87,200		2,025,145
	Rasa Industries Ltd.		43,000		764,925
	Rengo Co. Ltd.		1,028,300		7,710,054
	Riken Technos Corp.		231,800		1,482,196
	Sakai Chemical Industry Co. Ltd.		80,516		1,047,375
	Sakata INX Corp.		243,000		2,468,034
	Sanyo Chemical Industries Ltd.		72,100		1,885,425
	Sanyo Special Steel Co. Ltd.		115,660		1,564,560
	Sekisui Kasei Co. Ltd.		135,082		424,467
	Shikoku Kasei Holdings Corp.		224,500		2,529,032
	Shinagawa Refractories Co. Ltd.		161,000		1,961,972
	Shin-Etsu Polymer Co. Ltd.		262,800		2,565,301
	SK Kaken Co. Ltd.		6,700		337,413
	Soken Chemical & Engineering Co. Ltd.		46,700		869,876
	Stella Chemifa Corp.		55,900		1,362,074
	Sumitomo Bakelite Co. Ltd.		244,200		6,955,529
	Sumitomo Osaka Cement Co. Ltd.		196,699		4,883,668
	Sumitomo Seika Chemicals Co. Ltd.		50,200		1,598,651
	T Hasegawa Co. Ltd.		123,100		2,403,686
	Taiheiyo Cement Corp.		375,454		8,587,569
	Taisei Lamick Co. Ltd.		36,200		655,126
	Taiyo Holdings Co. Ltd.		221,700		4,517,877
	Takasago International Corp.		82,700		1,835,199
	Takemoto Yohki Co. Ltd.		35,900		182,135
	Taki Chemical Co. Ltd.		12,300		305,859
#	Tanaka Chemical Corp.		13,400		81,874
	Taoka Chemical Co. Ltd.		11,400		55,893
	Tayca Corp.		89,617		847,686
	Teijin Ltd.		840,188		8,196,597
	Tenma Corp.		111,300		1,590,854
	Toagosei Co. Ltd.		666,600		6,705,566
	Toho Acetylene Co. Ltd.		63,500		149,164

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
MATERIALS — (Continued)
	Toho Chemical Industry Co. Ltd.		47,000	$	151,878
#	Toho Titanium Co. Ltd.		182,800		1,576,610
*	Toho Zinc Co. Ltd.		96,499		636,881
	Tohoku Steel Co. Ltd.		7,200		85,668
	Tokai Carbon Co. Ltd.		1,067,700		7,083,532
	Tokushu Tokai Paper Co. Ltd.		52,258		1,239,802
	Tokuyama Corp.		354,797		7,320,919
	Tokyo Printing Ink Manufacturing Co. Ltd.		10,200		214,783
	Tokyo Rope Manufacturing Co. Ltd.		46,000		420,213
	Tokyo Steel Manufacturing Co. Ltd.		469,100		4,976,128
#	Tokyo Tekko Co. Ltd.		52,900		1,544,026
	Tomoku Co. Ltd.		70,600		1,157,075
	Topy Industries Ltd.		76,800		1,302,561
#	Toyo Gosei Co. Ltd.		29,500		1,513,557
	Toyobo Co. Ltd.		469,900		3,334,555
	TYK Corp.		108,200		322,272
	UACJ Corp.		189,241		5,781,432
	UBE Corp.		581,000		10,621,656
#	Ultrafabrics Holdings Co. Ltd.		12,900		98,718
	Valqua Ltd.		103,799		2,901,359
	Vertex Corp.		126,294		1,404,665
	Wavelock Holdings Co. Ltd.		28,300		120,887
#	Wood One Co. Ltd.		8,797		55,915
	Yamau Holdings Co. Ltd.		5,300		63,716
	Yamax Corp.		10,700		110,364
	Yodogawa Steel Works Ltd.		133,400		4,186,886
	Yotai Refractories Co. Ltd.		115,400		1,060,667
	Yushiro Chemical Industry Co. Ltd.		54,300		677,269
	Zeon Corp.		375,299		3,740,277
TOTAL MATERIALS					383,445,786
REAL ESTATE — (1.6%)
	AD Works Group Co. Ltd.		75,179		115,381
	Airport Facilities Co. Ltd.		143,970		563,504
#	Anabuki Kosan, Inc.		16,400		226,237
	Aoyama Zaisan Networks Co. Ltd.		101,700		902,973
	Apaman Co. Ltd.		68,100		205,080
	Arealink Co. Ltd.		47,573		935,363
	AZOOM Co. Ltd.		8,200		281,035
	B-Lot Co. Ltd.		33,900		217,591
	Cosmos Initia Co. Ltd.		46,100		252,251
	CRE, Inc.		38,300		346,743
*	CREAL, Inc.		1,500		39,021
	Dear Life Co. Ltd.		150,100		975,793
	Goldcrest Co. Ltd.		89,770		1,447,025
	Grandy House Corp.		95,600		367,494
	Heiwa Real Estate Co. Ltd.		124,100		3,430,876
#	JALCO Holdings, Inc.		96,400		213,559
#	Japan Property Management Center Co. Ltd.		79,300		664,957
	JINUSHI Co. Ltd.		77,900		1,259,997
	JSB Co. Ltd.		50,800		942,083
#	Kasumigaseki Capital Co. Ltd.		10,400		966,527
#	Katitas Co. Ltd.		258,200		3,110,756
	Keihanshin Building Co. Ltd.		197,400		1,978,791
	LA Holdings Co. Ltd.		12,200		366,417
	Leopalace21 Corp.		1,048,500		3,470,207
	Loadstar Capital KK.		34,100		733,583
	Mirarth Holdings, Inc.		523,500		1,605,173
	Mugen Estate Co. Ltd.		54,600		480,224

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
REAL ESTATE — (Continued)
	Nisshin Group Holdings Co. Ltd.		196,700	$	667,443
	Raysum Co. Ltd.		23,248		535,402
	Relo Group, Inc.		456,756		3,970,399
	SAMTY Co. Ltd.		155,850		2,658,624
	Sankyo Frontier Co. Ltd.		23,700		645,757
	Sansei Landic Co. Ltd.		3,100		20,397
# *	SRE Holdings Corp.		46,200		1,124,573
	Star Mica Holdings Co. Ltd.		137,071		554,649
	Starts Corp., Inc.		200,400		4,520,816
	Sun Frontier Fudousan Co. Ltd.		173,400		2,156,646
	Sunnexta Group, Inc.		11,100		71,307
#	Tenpo Innovation Co. Ltd.		3,100		17,980
*	TKP Corp.		49,700		440,336
	TOC Co. Ltd.		284,250		1,416,095
#	Tokyo Theatres Co., Inc.		39,599		286,243
	Tosei Corp.		178,200		2,782,045
	Urbanet Corp. Co. Ltd.		92,700		250,195
TOTAL REAL ESTATE.					48,217,548
UTILITIES — (1.7%)
#	EF-ON, Inc.		72,920		197,322
# *	eRex Co. Ltd.		156,800		822,159
	Hiroshima Gas Co. Ltd.		307,500		747,847
#	Hokkaido Electric Power Co., Inc.		971,300		6,901,777
	Hokkaido Gas Co. Ltd.		92,600		1,806,056
	Hokuriku Electric Power Co		989,500		5,788,900
#	Hokuriku Gas Co. Ltd.		10,100		231,565
#	K&O Energy Group, Inc.		84,600		1,825,217
	Nippon Gas Co. Ltd.		655,600		10,692,315
	Okinawa Electric Power Co., Inc.		250,916		1,871,921
# *	Renewable Japan Co. Ltd.		12,900		74,175
# *	RENOVA, Inc.		214,500		2,015,531
	Saibu Gas Holdings Co. Ltd.		151,600		1,890,308
	Shikoku Electric Power Co., Inc.		776,800		6,437,844
	Shizuoka Gas Co. Ltd.		315,000		1,927,447
#	Toell Co. Ltd.		54,200		260,123
#	Toho Gas Co. Ltd.		265,600		6,820,738
#	West Holdings Corp.		126,603		2,112,472
TOTAL UTILITIES					52,423,717
TOTAL COMMON STOCKS
Cost ($ 2,691,088,163)					2,974,540,147
				Value†
SECURITIES LENDING COLLATERAL — (1.1%)
@ §	The DFA Short Term Investment Fund		2,977,727		34,446,351
TOTAL INVESTMENTS — (100.0%)
(Cost $ 2,725,534,470)				$	3,008,986,498

» Securities that have been fair value factored. See Note B to Financial Statements.

* Non-Income Producing Securities.

# Total or Partial Securities on Loan.

†† Security valued using significant unobservable inputs (Level 3).

† See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services		—	$	62,909,718		—	$	62,909,718
Consumer Discretionary		—		454,010,397		—		454,010,397
Consumer Staples		—		236,858,033		—		236,858,033
Energy		—		24,392,797		—		24,392,797
Financials		—		275,625,897		—		275,625,897
Health Care		—		159,860,048		—		159,860,048
Industrial		—		884,861,556		—		884,861,556
Information Technology	$	2,705,824		389,228,826		—		391,934,650
Materials		—		383,445,786		—		383,445,786
Real Estate		—		48,217,548		—		48,217,548
Utilities		—		52,423,717		—		52,423,717
Securities Lending Collateral		—		34,446,351		—		34,446,351
Total Investments in Securities	$	2,705,824	$	3,006,280,674		—	$	3,008,986,498

THE ASIA PACIFIC SMALL COMPANY SERIES

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Shares		Value»
COMMON STOCKS — (99.6%)
AUSTRALIA — (68.9%)
# *	29Metals Ltd.		554,459	$	177,599
*	3P Learning Ltd.		93,233		74,984
# *	4DMedical Ltd.		51,246		19,883
	Accent Group Ltd.		2,364,473		2,872,835
* ††	ACN Ltd.		1,687		0
	Acrow Ltd.		633,457		462,971
#	Adairs Ltd.		965,283		1,323,037
*	Adbri Ltd.		2,268,700		4,602,318
# *	AIC Mines Ltd.		66,765		21,496
*	Ainsworth Game Technology Ltd.		570,292		441,926
*	Alkane Resources Ltd.		2,714,831		1,086,370
*	Alliance Aviation Services Ltd.		436,741		886,302
# *	Alligator Energy Ltd.		5,133,833		194,530
*	Altech Batteries Ltd.		174,277		6,910
	Altium Ltd.		49,163		2,077,130
*	Alumina Ltd.		9,199,687		9,451,085
# *	AMA Group Ltd.		10,669,904		411,013
	AMP Ltd.		16,162,745		11,375,893
	Ansell Ltd.		826,903		13,595,186
*	Antipa Minerals Ltd.		3,268,084		25,187
#	APM Human Services International Ltd.		80,377		62,711
# *	Appen Ltd.		1,224,295		481,806
# *	Arafura Rare Earths Ltd.		11,847,717		1,512,710
#	ARB Corp. Ltd.		515,473		12,654,606
# *	Archer Materials Ltd.		514,440		166,609
*	Ardea Resources Ltd.		232,320		101,540
# *	Argosy Minerals Ltd.		2,371,384		195,232
#	ARN Media Ltd.		2,190,777		1,180,337
# *	Aroa Biosurgery Ltd.		310,301		100,776
# *	Articore Group Ltd.		1,298,178		367,351
	AUB Group Ltd.		604,471		10,962,909
*	Audinate Group Ltd.		339,881		4,080,523
# *	Aura Energy Ltd.		296,027		33,986
# *	Aurelia Metals Ltd.		8,927,612		1,147,854
# *	Aussie Broadband Ltd.		1,298,579		3,097,379
	Austal Ltd.		1,915,922		2,833,804
#	Austin Engineering Ltd.		845,694		274,989
# *	Australian Agricultural Co. Ltd.		2,095,546		1,860,454
#	Australian Clinical Labs Ltd.		1,016,497		1,595,547
	Australian Ethical Investment Ltd.		447,310		1,351,445
#	Australian Finance Group Ltd.		1,690,583		1,635,190
# *	Australian Strategic Materials Ltd.		577,211		377,080
# *	Australian Vanadium Ltd.		16,823,179		152,660
# *	Australian Vintage Ltd.		2,444,948		596,191
#	Auswide Bank Ltd.		198,877		560,180
	Autosports Group Ltd.		14,044		23,658
# *	AVJennings Ltd.		7,298,697		1,524,528
# * ††	AVZ Minerals Ltd.		263,719		27,651
# *	Azure Minerals Ltd.		14,528		34,393
	Baby Bunting Group Ltd.		696,057		824,259
#	Bank of Queensland Ltd.		3,764,914		14,871,977
*	Bannerman Energy Ltd.		95,393		229,720
#	Bapcor Ltd.		2,013,984		7,540,930
	Base Resources Ltd.		2,267,930		366,598
*	BCI Minerals Ltd.		5,533,358		821,688

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares			Value»
AUSTRALIA — (Continued)
	Beach Energy Ltd.		9,477,871		$	9,705,184
#	Beacon Lighting Group Ltd.		496,214			932,742
	Beacon Minerals Ltd.		2,446,902			47,396
	Bega Cheese Ltd.		1,544,663			4,094,980
#	Bell Financial Group Ltd.		734,391			640,006
*	Bellevue Gold Ltd.		8,680,965			9,808,562
	Bendigo & Adelaide Bank Ltd.		20,951			131,323
*	Berkeley Energia Ltd.		37,692			8,348
# *	Betmakers Technology Group Ltd.		2,293,199			176,507
# *	Bigtincan Holdings Ltd.		1,377,352			133,189
*	Black Cat Syndicate Ltd.		80,356			14,183
# *	Black Rock Mining Ltd.		3,083,310			130,115
# *	Boss Energy Ltd.		2,985,896			9,397,878
*	Botanix Pharmaceuticals Ltd.		220,516			31,340
# *	Bravura Solutions Ltd.		2,245,735			1,985,238
	Breville Group Ltd.		613,229			10,096,657
	Brickworks Ltd.		443,273			7,634,576
# *	Bubs Australia Ltd.		1,112,690			107,498
# * ††	BWX Ltd.		744,883			0
*	Byron Energy Ltd.		275,427			12,369
# *	Calidus Resources Ltd.		939,861			84,547
	Calima Energy Ltd.		1,950,890			158,168
*	Calix Ltd.		11,872			11,315
#	Capitol Health Ltd.		5,647,083			874,196
	Capral Ltd.		74,958			477,567
*	Capricorn Metals Ltd.		2,326,307			7,364,166
# *	Carnarvon Energy Ltd.		9,573,458			1,205,149
#	Cash Converters International Ltd.		2,674,589			362,993
# *	Catapult Group International Ltd.		510,098			469,961
	Cedar Woods Properties Ltd.		384,889			1,182,755
*	Centrebet International Ltd.		81,336			0
# *	Cettire Ltd.		1,333,064			2,534,030
	Challenger Ltd.		2,318,192			9,987,706
	Champion Iron Ltd.		2,045,901			9,271,672
# *	Chrysos Corp. Ltd.		79,095			289,038
# *	City Chic Collective Ltd.		1,254,668			311,411
*	Clean Seas Seafood Ltd.		247,494			43,328
	ClearView Wealth Ltd.		156,351			61,570
#	Clinuvel Pharmaceuticals Ltd.		243,314			2,350,135
#	Clover Corp. Ltd.		788,775			263,086
# *	Coast Entertainment Holdings Ltd.		2,291,643			721,747
*	Cobalt Blue Holdings Ltd.		650,479			38,649
	Cobram Estate Olives Ltd.		13,612			16,381
	Codan Ltd.		810,546			5,712,440
#	COG Financial Services Ltd.		11,924			9,136
# *	Cogstate Ltd.		285,806			260,215
	Collins Foods Ltd.		698,877	��		4,480,140
*	Comet Ridge Ltd.		2,645,338			331,199
# *	Cooper Energy Ltd.		16,159,237			2,120,787
# *	Core Lithium Ltd.		2,708,158			248,687
W	Coronado Global Resources, Inc., CDI		2,381,556			1,892,715
#	Corporate Travel Management Ltd.		735,679			7,207,705
#	Credit Corp. Group Ltd.		406,633			4,255,348
	CSR Ltd.		3,025,097			17,254,499
	Dalrymple Bay Infrastructure Ltd.		292,714			527,893
	Data#3 Ltd.		1,167,081			5,740,321
*	De Grey Mining Ltd.		9,589,596			7,980,148
# *	Deep Yellow Ltd.		3,110,293			2,872,725
# *	Delta Lithium Ltd.		188,079			36,891

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
AUSTRALIA — (Continued)
	Deterra Royalties Ltd.		1,916,483	$	6,066,433
# *	Develop Global Ltd.		145,759		228,772
	Dicker Data Ltd.		483,482		3,330,690
	Domain Holdings Australia Ltd.		1,612,485		3,047,431
	Domino’s Pizza Enterprises Ltd.		366,930		9,255,966
	Downer EDI Ltd.		4,102,725		12,316,600
# *	Dreadnought Resources Ltd.		5,603,062		60,851
# *	Dropsuite Ltd.		52,173		9,054
# *	DUG Technology Ltd.		40,507		71,672
	Duratec Ltd.		312,716		206,555
#	Eagers Automotive Ltd.		877,469		7,068,561
# *	Ecograf Ltd.		1,581,731		169,617
	Elanor Investor Group		190,893		147,972
	Elders Ltd.		960,921		5,220,853
# *	Electro Optic Systems Holdings Ltd.		89,975		101,709
# *	Elixir Energy Ltd.		2,250,692		161,183
	Emeco Holdings Ltd.		1,839,318		853,512
*	Emerald Resources NL		3,039,618		6,842,469
# *	EML Payments Ltd.		1,912,519		1,231,641
*	Energy Transition Minerals Ltd.		1,881,748		45,364
	Enero Group Ltd.		298,728		320,633
# *	EnviroSuite Ltd.		1,131,191		40,104
	EQT Holdings Ltd.		183,814		3,606,199
	Eureka Group Holdings Ltd.		67,111		23,401
# *	European Lithium Ltd.		3,882,196		132,776
	Euroz Hartleys Group Ltd.		329,402		185,425
	EVT Ltd.		623,546		4,772,237
*	Experience Co. Ltd.		102,579		11,260
	Fenix Resources Ltd.		1,077,851		195,579
*	Finbar Group Ltd.		337,695		173,252
# * ††	Firefinch Ltd.		1,569,275		38,122
*	FleetPartners Group Ltd.		1,881,675		4,356,953
#	Fleetwood Ltd.		521,125		542,510
#	Flight Centre Travel Group Ltd.		991,677		13,478,887
# *	Frontier Digital Ventures Ltd.		1,085,135		395,075
	G8 Education Ltd.		4,311,845		3,386,881
# *	Galan Lithium Ltd.		1,772,684		372,292
# *	Genetic Signatures Ltd.		222,913		99,729
# *	Genex Power Ltd.		1,098,842		192,205
	Gold Road Resources Ltd.		7,834,503		8,107,416
	GR Engineering Services Ltd.		383,010		565,605
	GrainCorp Ltd., Class A		1,353,547		7,437,272
	Grange Resources Ltd.		3,343,783		900,139
	GUD Holdings Ltd.		1,021,707		6,709,313
	GWA Group Ltd.		1,285,728		2,124,376
	Hansen Technologies Ltd.		1,184,216		3,588,406
	Harvey Norman Holdings Ltd.		642,326		1,886,390
*	Hastings Technology Metals Ltd.		22,589		4,975
# *	Healius Ltd.		4,269,945		3,289,337
	Helia Group Ltd.		2,432,299		6,243,090
*	Helios Energy Ltd.		817,342		26,687
#	Helloworld Travel Ltd.		51,370		90,101
# *	Highfield Resources Ltd.		535,052		105,241
# *	Hillgrove Resources Ltd.		937,758		49,481
	Horizon Oil Ltd.		2,772,809		312,912
*	Hot Chili Ltd.		169,686		135,687
	HUB24 Ltd.		477,073		12,257,701
#	Humm Group Ltd.		2,649,044		793,679
#	IDP Education Ltd.		637,921		6,651,531

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
AUSTRALIA — (Continued)
	Iluka Resources Ltd.		1,975,515	$	9,606,164
	Imdex Ltd.		3,102,837		4,161,158
# *	Immutep Ltd.		3,466,795		954,755
# *	Immutep Ltd., Sponsored ADR		7,245		19,489
# *	ImpediMed Ltd.		267,755		14,573
# *	Imugene Ltd.		4,503,837		248,803
	Incitec Pivot Ltd.		4,870,252		8,744,963
	Infomedia Ltd.		3,020,161		3,213,800
	Inghams Group Ltd.		2,665,743		6,309,502
#	Insignia Financial Ltd.		3,390,811		5,306,534
#	Integral Diagnostics Ltd.		1,241,926		2,043,061
*	Investigator Resources Ltd.		278,908		8,692
# *	ioneer Ltd.		8,674,581		1,077,244
	IPD Group Ltd.		147,547		435,305
	IPH Ltd.		1,584,397		6,377,909
# *	IRESS Ltd.		1,252,591		6,845,854
	IVE Group Ltd.		740,279		1,021,285
#	Johns Lyng Group Ltd.		1,345,745		4,825,878
*	Judo Capital Holdings Ltd.		891,081		765,079
	Jumbo Interactive Ltd.		208,843		2,122,759
	Jupiter Mines Ltd.		5,396,584		1,027,213
*	Karoon Energy Ltd.		5,017,969		6,193,446
	Kelly Partners Group Holdings Ltd.		3,572		15,796
#	Kelsian Group Ltd.		936,772		3,329,266
#	Kogan.com Ltd.		507,181		1,648,923
# *	Lark Distilling Co. Ltd.		53,414		35,980
	Lendlease Corp. Ltd.		3,377,119		13,927,398
# * ††	Leo Lithium Ltd.		726,998		89,009
*	Lepidico Ltd.		2,895,993		5,667
	Liberty Financial Group Ltd.		4,470		11,374
	Lifestyle Communities Ltd.		676,135		5,158,845
	Lindsay Australia Ltd.		525,939		323,625
	Link Administration Holdings Ltd.		2,909,717		4,199,114
	Lovisa Holdings Ltd.		404,882		8,160,018
*	Lucapa Diamond Co. Ltd.		218,063		14,960
	Lycopodium Ltd.		93,012		739,430
*	Lynas Rare Earths Ltd.		123,026		514,415
#	MA Financial Group Ltd.		509,471		1,511,763
#	Maas Group Holdings Ltd.		123,655		344,036
# *	Mach7 Technologies Ltd.		42,643		20,016
	Macmahon Holdings Ltd.		6,121,225		983,850
*	Macquarie Technology Group Ltd.		35,597		1,872,625
#	Mader Group Ltd.		101,553		439,504
	Magellan Financial Group Ltd.		934,906		5,308,518
††	Mallee Resources Ltd.		49,485		2,565
	MaxiPARTS Ltd.		103,802		161,472
*	Mayne Pharma Group Ltd.		387,891		1,739,830
	McMillan Shakespeare Ltd.		544,280		6,496,768
#	McPherson’s Ltd.		653,702		207,310
*	Medical Developments International Ltd.		146,467		44,968
*	Megaport Ltd.		729,226		6,243,996
# *	Melbana Energy Ltd.		1,489,820		54,595
# *	Mesoblast Ltd.		3,561,708		2,261,713
# *	Metals X Ltd.		3,009,959		876,714
	Metcash Ltd.		5,799,205		14,706,116
	Michael Hill International Ltd.		1,522,713		665,118
# *	Micro-X Ltd.		261,656		15,087
*	MMA Offshore Ltd.		1,868,257		3,151,011
	Monadelphous Group Ltd.		597,465		5,132,157

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
AUSTRALIA — (Continued)
	Monash IVF Group Ltd.		2,171,758	$	2,056,941
*	Morning Star Gold NL		332,749		0
#	MotorCycle Holdings Ltd.		109,445		104,741
*	Mount Gibson Iron Ltd.		3,334,875		955,247
#	Myer Holdings Ltd.		3,710,235		1,818,397
	MyState Ltd.		646,654		1,496,031
*	Nanosonics Ltd.		1,532,733		2,836,034
	Navigator Global Investments Ltd.		1,618,656		1,935,691
# *	Neometals Ltd.		1,640,466		104,377
	Netwealth Group Ltd.		798,551		10,050,979
	New Hope Corp. Ltd.		3,218,747		9,363,398
# *	New World Resources Ltd.		2,751,437		64,185
# *	NextEd Group Ltd.		47,565		8,612
	nib holdings Ltd.		2,762,115		13,190,585
	Nick Scali Ltd.		423,775		4,249,858
	Nickel Industries Ltd.		9,405,425		5,649,027
#	Nine Entertainment Co. Holdings Ltd.		7,806,987		7,609,583
# *	Novonix Ltd.		1,098,177		605,974
	NRW Holdings Ltd.		3,217,572		5,743,232
	Nufarm Ltd.		2,227,788		7,363,471
*	Nuix Ltd.		583,294		772,810
	Objective Corp. Ltd.		113,847		918,175
*	OFX Group Ltd.		1,495,386		1,604,167
	OM Holdings Ltd.		676,887		210,341
# *	Omni Bridgeway Ltd.		1,596,158		1,282,036
	oOh!media Ltd.		2,618,980		2,831,568
*	Opthea Ltd.		179,060		71,661
	Orora Ltd.		7,895,775		11,067,453
#	Pacific Current Group Ltd.		333,540		2,168,401
#	Pacific Smiles Group Ltd.		272,678		328,145
*	Paladin Energy Ltd.		1,726,294		15,320,419
# * ††	Panoramic Resources Ltd.		10,367,820		174,623
# *	Pantoro Ltd.		9,770,781		540,971
# *	Paradigm Biopharmaceuticals Ltd.		59,638		10,386
	Paragon Care Ltd.		560,423		118,035
	Peet Ltd.		1,364,417		1,047,390
# *	Peninsula Energy Ltd.		5,706,281		399,125
#	PeopleIN Ltd.		389,220		243,222
	Pepper Money Ltd.		217,431		208,762
	Perenti Ltd.		4,589,924		2,817,285
	Perpetual Ltd.		533,324		8,108,790
	Perseus Mining Ltd.		8,150,426		11,921,805
#	Peter Warren Automotive Holdings Ltd.		341,518		494,865
*	PEXA Group Ltd.		718,528		5,588,907
#	Pinnacle Investment Management Group Ltd.		868,774		6,224,635
	Platinum Asset Management Ltd.		2,397,454		1,650,079
*	Playside Studios Ltd.		126,631		71,408
#	PointsBet Holdings Ltd.		616,994		202,237
*	Poseidon Nickel Ltd.		13,403,271		51,436
*	PPK Mining Equipment Group Pty. Ltd.		22,761		0
# *	Praemium Ltd.		2,916,041		921,887
# *	Predictive Discovery Ltd.		1,997,557		271,744
	Premier Investments Ltd.		460,365		8,855,415
	Probiotec Ltd.		109,937		204,025
#	Propel Funeral Partners Ltd.		262,510		909,475
# * ††	Province Resources Ltd.		889,179		4,608
	PSC Insurance Group Ltd.		824,647		2,855,676
	PWR Holdings Ltd.		618,964		4,685,519
	QANTM Intellectual Property Ltd.		112,211		119,745

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
AUSTRALIA — (Continued)
	Qube Holdings Ltd.		382,135	$	812,902
	Ramelius Resources Ltd.		6,372,398		8,453,050
# *	ReadyTech Holdings Ltd.		271,579		596,795
*	Red 5 Ltd.		19,115,525		5,475,136
* ††	Red River Resources Ltd.		480,964		0
	Regal Partners Ltd.		40,660		75,377
#	Regis Healthcare Ltd.		924,208		2,351,811
*	Regis Resources Ltd.		4,531,352		6,382,759
	Reject Shop Ltd.		181,592		498,898
	Reliance Worldwide Corp. Ltd.		4,574,507		15,015,063
#	Resimac Group Ltd.		124,613		79,254
*	Resolute Mining Ltd.		12,373,039		3,361,310
# *	Retail Food Group Ltd.		13,948,578		632,585
# *	Rex Minerals Ltd.		1,661,163		234,569
	Ridley Corp. Ltd.		1,892,845		2,761,670
*	RPMGlobal Holdings Ltd.		1,315,368		2,100,098
*	Sandfire Resources Ltd.		2,980,077		17,949,060
# *	Select Harvests Ltd.		726,282		1,639,217
#	Servcorp Ltd.		348,243		923,539
	Service Stream Ltd.		3,520,805		2,899,777
# *	Seven West Media Ltd.		5,367,384		725,394
	SG Fleet Group Ltd.		495,875		1,005,632
	Shaver Shop Group Ltd.		677,094		499,360
*	Sheffield Resources Ltd.		249,376		88,873
	Shine Justice Ltd.		59,739		27,474
	Shriro Holdings Ltd.		24,206		11,935
	Sigma Healthcare Ltd.		10,130,069		8,248,735
*	Silver Lake Resources Ltd.		5,859,748		5,407,328
# *	Silver Mines Ltd.		4,378,799		459,666
	Sims Ltd.		1,023,034		7,840,813
	SmartGroup Corp. Ltd.		884,641		5,424,318
#	Solvar Ltd.		1,158,197		720,882
	Southern Cross Electrical Engineering Ltd.		893,587		711,106
#	Southern Cross Media Group Ltd.		1,279,864		789,646
* ††	SpeedCast International Ltd.		1,497,915		0
	SRG Global Ltd.		1,674,939		904,940
*	St Barbara Ltd.		5,150,769		869,089
	Stanmore Resources Ltd.		780,790		1,668,861
# *	Star Entertainment Group Ltd.		12,793,618		3,297,952
* ††	Strandline Resources Ltd.		2,534,832		59,114
# *	Strike Energy Ltd.		7,233,927		1,024,151
††	Sunland Group Ltd.		644,302		22,956
*	Sunstone Metals Ltd.		6,566,306		59,105
	Super Retail Group Ltd.		1,077,207		10,016,276
*	Superloop Ltd.		2,415,451		2,093,034
# *	Syrah Resources Ltd.		4,499,306		1,484,333
	Tabcorp Holdings Ltd.		14,226,279		6,675,205
	Technology One Ltd.		962,439		9,968,181
*	Telix Pharmaceuticals Ltd.		334,110		3,206,473
*	Temple & Webster Group Ltd.		645,713		4,712,578
* ††	Ten Sixty Four Ltd.		1,044,721		74,445
#	Terracom Ltd.		2,757,084		434,261
	Tribune Resources Ltd.		14,725		43,082
# *	Tuas Ltd.		346,384		891,695
# *	Tyro Payments Ltd.		2,811,176		1,725,009
#	Universal Store Holdings Ltd.		19,109		70,987
	Ventia Services Group Pty. Ltd.		4,118,921		9,586,161
* ††	Virgin Australia Holdings Pty. Ltd.		7,648,897		0
W	Viva Energy Group Ltd.		4,788,882		10,485,228

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
AUSTRALIA — (Continued)
*	Viva Leisure Ltd.		84,215	$	74,512
# *	Volpara Health Technologies Ltd.		225,102		166,552
# *	Vulcan Energy Resources Ltd.		76,760		165,015
# *	Wagners Holding Co. Ltd.		137,096		84,978
* ††	Walkabout Resources Ltd.		1,129,282		87,496
# *	Webjet Ltd.		2,238,459		11,749,811
*	West African Resources Ltd.		5,444,548		4,613,454
#	Westgold Resources Ltd.		2,847,042		4,067,368
# *	Xanadu Mines Ltd.		452,612		20,592
	XRF Scientific Ltd.		81,797		76,114
*	Zip Co. Ltd.		170,241		133,418
TOTAL AUSTRALIA					953,931,270
CHINA — (0.1%)
*	Fountain SET Holdings Ltd.		396,000		25,698
*	Neo-Neon Holdings Ltd.		2,061,500		108,289
	PAX Global Technology Ltd.		227,000		189,926
	SIIC Environment Holdings Ltd.		2,906,220		350,762
TOTAL CHINA					674,675
HONG KONG — (18.3%)
*	Aceso Life Science Group Ltd.		7,436,400		142,745
*	Acme International Holdings Ltd.		50,000		12,955
	Aeon Credit Service Asia Co. Ltd.		1,074,000		775,867
	Allied Group Ltd.		9,666,000		1,806,917
	Analogue Holdings Ltd.		842,000		115,913
	APAC Resources Ltd.		5,007,284		752,677
# *	Apollo Future Mobility Group Ltd.		583,599		38,897
	Asia Financial Holdings Ltd.		1,626,908		690,107
*	Asia Standard International Group Ltd.		10,846,917		547,243
	ASMPT Ltd.		1,083,400		13,464,149
	Associated International Hotels Ltd.		952,000		657,680
	Bank of East Asia Ltd.		3,549,377		4,468,997
	Best Mart 360 Holdings Ltd.		984,000		230,833
*	Blue River Holdings Ltd.		220,000		4,857
*	BOCOM International Holdings Co. Ltd.		2,371,000		90,293
	Bright Smart Securities & Commodities Group Ltd.		1,760,000		368,850
	Build King Holdings Ltd.		630,000		86,569
	Cafe de Coral Holdings Ltd.		2,510,000		2,603,219
*	Century City International Holdings Ltd.		7,111,460		177,537
	Chen Hsong Holdings		1,296,000		223,182
	Cheuk Nang Holdings Ltd.		771,714		163,575
	Chevalier International Holdings Ltd.		820,989		464,742
*	Chi Kan Holdings Ltd.		64,000		23,620
*	China Best Group Holding Ltd.		626,997		10,236
*	China Energy Development Holdings Ltd.		49,560,000		496,785
	China Motor Bus Co. Ltd.		80,000		567,509
# *	China Star Entertainment Ltd.		10,110,000		1,008,466
*	Chinese Estates Holdings Ltd.		2,912,000		393,721
	Chinney Investments Ltd.		1,136,000		111,739
	Chow Sang Sang Holdings International Ltd.		2,035,000		2,186,350
*	Chuang’s China Investments Ltd.		7,781,407		126,526
*	Chuang’s Consortium International Ltd.		7,519,043		340,048
	CITIC Telecom International Holdings Ltd.		11,401,125		3,866,492
#	CK Life Sciences International Holdings, Inc.		17,138,000		818,011
# *	C-Mer Eye Care Holdings Ltd.		2,716,000		1,023,520
	CN Logistics International Holdings Ltd.		33,000		13,860
	CNT Group Ltd.		7,979,264		311,098

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
HONG KONG — (Continued)
	Convenience Retail Asia Ltd.		1,026,000	$	88,436
# ††	Convoy, Inc.		32,922,000		131,727
# *	Cowell e Holdings, Inc.		1,254,000		2,845,028
W	Crystal International Group Ltd.		440,500		226,390
*	CSC Holdings Ltd.		83,051,250		297,713
	CSI Properties Ltd.		47,316,383		541,755
* ††	CW Group Holdings Ltd.		1,361,500		0
	Dah Sing Banking Group Ltd.		2,933,916		2,399,040
	Dah Sing Financial Holdings Ltd.		1,120,144		3,137,420
	Dickson Concepts International Ltd.		1,591,000		1,034,105
#	Dynamic Holdings Ltd.		230,000		241,347
	Eagle Nice International Holdings Ltd.		2,022,000		1,250,808
#	EC Healthcare		2,072,097		344,524
* ††	EcoGreen International Group Ltd.		1,994,640		90,850
	Emperor International Holdings Ltd.		10,584,753		464,483
	Emperor Watch & Jewellery Ltd.		25,160,000		571,170
*	Energy International Investments Holdings Ltd.		448,000		54,371
*	ENM Holdings Ltd.		12,820,000		549,033
*	Esprit Holdings Ltd.		10,905,325		317,719
W	ESR Group Ltd.		452,200		495,552
*	Eternity Investment Ltd.		360,000		2,315
	EuroEyes International Eye Clinic Ltd.		331,000		226,547
	Fairwood Holdings Ltd.		792,100		805,356
	Far East Consortium International Ltd.		11,693,629		1,581,378
	First Pacific Co. Ltd.		12,142,000		5,678,506
* W	FIT Hon Teng Ltd.		4,518,000		1,295,391
* W	Fosun Tourism Group.		341,800		161,882
	Four Seas Mercantile Holdings Ltd.		610,000		190,724
# * W	Frontage Holdings Corp.		2,300,000		360,106
	FSE Lifestyle Services Ltd.		685,000		474,750
	Get Nice Financial Group Ltd.		2,438,600		197,476
#	Giordano International Ltd.		6,066,000		1,548,041
	Glorious Sun Enterprises Ltd.		3,932,000		422,524
* ††	Gold Fin Holdings		9,580,000		0
*	Gold Peak Technology Group Ltd.		3,029,642		209,143
	Golden Resources Development International Ltd.		4,216,500		226,317
*	GR Life Style Company Ltd.		2,224,000		88,491
	Great Eagle Holdings Ltd.		1,186,472		1,811,135
*	Greentech Technology International Ltd.		2,594,000		144,105
	G-Resources Group Ltd.		2,582,810		822,338
	Guoco Group Ltd.		7,000		66,483
	Guotai Junan International Holdings Ltd.		14,527,797		1,052,064
	Hang Lung Group Ltd.		3,274,000		3,885,021
#	Hang Lung Properties Ltd.		1,763,000		1,945,844
	Hanison Construction Holdings Ltd.		2,713,649		209,586
*	Hao Tian International Construction Investment Group Ltd.		856,000		80,889
*	Harbour Centre Development Ltd.		936,500		703,466
#	HKBN Ltd.		4,273,500		1,285,518
	HKR International Ltd.		7,039,769		1,125,030
	Hon Kwok Land Investment Co. Ltd.		388,800		73,909
# *	Hong Kong ChaoShang Group Ltd.		1,320,000		100,683
	Hong Kong Ferry Holdings Co. Ltd.		1,007,300		548,238
*	Hong Kong Resources Holdings Co. Ltd.		138,129		16,766
*	Hong Kong Technology Venture Co. Ltd.		2,029,000		391,903
*	Hongkong & Shanghai Hotels Ltd.		3,579,989		2,786,524
*	Hongkong Chinese Ltd.		4,838,000		166,347
W	Honma Golf Ltd.		1,123,000		480,138
	Hung Hing Printing Group Ltd.		2,940,000		446,373
	Hutchison Telecommunications Hong Kong Holdings Ltd.		8,676,000		1,141,257

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
HONG KONG — (Continued)
	Hysan Development Co. Ltd.		2,941,000	$	4,583,792
*	IGG, Inc.		3,847,000		1,603,706
W	Impro Precision Industries Ltd.		416,000		110,177
	International Housewares Retail Co. Ltd.		1,915,000		312,669
*	IPE Group Ltd.		3,145,000		188,712
*	ITC Properties Group Ltd.		5,524,292		395,166
	Jacobson Pharma Corp. Ltd.		3,580,000		259,378
	Johnson Electric Holdings Ltd.		1,936,668		2,641,960
	K Wah International Holdings Ltd.		1,912,000		445,113
*	Kader Holdings Co. Ltd.		14,000		573
	Karrie International Holdings Ltd.		2,932,000		197,900
	Keck Seng Investments Hong Kong Ltd.		856,600		261,020
	Kerry Logistics Network Ltd.		3,661,000		3,426,514
	Kerry Properties Ltd.		3,070,500		5,952,518
	Kingmaker Footwear Holdings Ltd.		1,878,955		210,112
#	Kowloon Development Co. Ltd.		2,725,000		1,883,672
	KRP Development Holdings Ltd.		523,000		50,534
*	Kwoon Chung Bus Holdings Ltd.		44,000		9,064
*	Lai Sun Development Co. Ltd.		2,556,894		186,345
*	Lai Sun Garment International Ltd.		1,497,442		114,120
	Lam Soon Hong Kong Ltd.		326,310		374,286
	Langham Hospitality Investments & Langham Hospitality Investments Ltd.		4,040,750		473,178
*	Lippo China Resources Ltd.		274,200		27,200
*	Lippo Ltd.		1,161,700		115,723
	Liu Chong Hing Investment Ltd.		1,531,200		905,132
	L’Occitane International SA		759,750		3,131,001
	Luk Fook Holdings International Ltd.		3,231,000		7,745,870
	Lung Kee Bermuda Holdings.		599,875		88,120
*	Magnificent Hotel Investment Ltd.		6,950,000		69,205
	Man Wah Holdings Ltd.		6,346,000		4,631,625
	Matrix Holdings Ltd.		1,067,414		107,796
# *	MECOM Power & Construction Ltd.		9,701,999		202,342
	Melbourne Enterprises Ltd.		39,500		348,265
* ††	MH Development NPV		3,238,000		0
*	Midland Holdings Ltd.		2,515,987		285,040
	Miramar Hotel & Investment		1,170,000		1,490,087
	Modern Dental Group Ltd.		2,093,000		1,280,791
# *	Mongolian Mining Corp.		1,290,000		1,644,790
*	NagaCorp Ltd.		5,503,359		2,884,212
	Nameson Holdings Ltd.		7,692,000		629,283
	Nanyang Holdings Ltd.		133,500		441,641
	National Electronics Holdings		2,668,600		213,262
* ††	National United Resources Holdings Ltd.		1,828,000		18,564
*	NEW Concepts Holdings Ltd.		1,140,000		29,171
#	New World Development Co. Ltd.		4,389,000		4,660,901
* ††	NewOcean Energy Holdings Ltd.		7,246,000		0
#	Nissin Foods Co. Ltd.		1,370,000		898,173
	NWS Holdings Ltd.		6,279,000		5,307,913
	Oriental Watch Holdings		2,719,611		1,225,908
*	Oshidori International Holdings Ltd.		20,024,400		410,635
	Pacific Basin Shipping Ltd.		28,012,000		9,699,374
*	Pacific Century Premium Developments Ltd.		457,240		10,097
	Pacific Textiles Holdings Ltd.		4,817,000		919,330
*	Paliburg Holdings Ltd.		3,180,830		328,159
*	Paradise Entertainment Ltd.		320,000		36,253
	PC Partner Group Ltd.		1,138,000		412,678
	PCCW Ltd.		18,623,545		9,311,665
# * ††	Peace Mark Holdings Ltd.		2,479,870		0
	Pentamaster International Ltd.		1,550,000		148,898

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
HONG KONG — (Continued)
	Perfect Medical Health Management Ltd.		2,553,000	$	790,830
	Pico Far East Holdings Ltd.		5,004,000		1,029,033
	Playmates Holdings Ltd.		7,082,000		496,013
	Plover Bay Technologies Ltd.		2,192,000		781,707
	Pokfulam Development Co. Ltd.		62,000		41,808
*	PT International Development Co. Ltd.		10,693,725		79,989
	Public Financial Holdings Ltd.		2,848,000		439,964
* ††	Pyxis Group Ltd.		1,936,000		0
# *	Realord Group Holdings Ltd.		290,000		200,048
*	Regal Hotels International Holdings Ltd.		2,897,800		904,198
# W	Regina Miracle International Holdings Ltd.		1,983,000		564,117
*	Sa Sa International Holdings Ltd.		978,000		97,000
	Safety Godown Co. Ltd.		1,200,000		297,473
* W	Samsonite International SA		4,615,200		16,225,508
	SAS Dragon Holdings Ltd.		2,168,000		1,070,140
#	SEA Holdings Ltd.		1,657,523		329,176
# *	Shandong Hi-Speed Holdings Group Ltd.		43,000		39,124
*	Shangri-La Asia Ltd.		4,510,000		3,145,683
*	Shun Ho Property Investments Ltd.		1,140,757		113,971
*	Shun Tak Holdings Ltd.		8,283,419		820,431
	Singamas Container Holdings Ltd.		8,400,000		587,853
	SITC International Holdings Co. Ltd.		2,616,000		5,673,041
# *	SJM Holdings Ltd.		8,920,750		3,273,962
	SmarTone Telecommunications Holdings Ltd.		1,749,981		814,890
# *	Solomon Systech International Ltd.		8,926,000		317,080
	Soundwill Holdings Ltd.		600,500		541,493
*	South China Holdings Co. Ltd.		17,774,503		99,691
	Stella International Holdings Ltd.		2,686,000		4,896,134
	Sun Hung Kai & Co. Ltd.		4,094,429		1,250,285
*	Suncorp Technologies Ltd.		210,000		3,741
#	SUNeVision Holdings Ltd.		2,981,000		947,177
	TAI Cheung Holdings Ltd.		2,329,000		992,971
	Tai Hing Group Holdings Ltd.		221,000		25,064
	Tai Sang Land Development Ltd.		798,910		201,647
	Tan Chong International Ltd.		1,176,000		211,704
	Tao Heung Holdings Ltd.		1,396,000		129,598
*	Television Broadcasts Ltd.		1,566,000		674,680
# *	Texhong International Group Ltd.		385,000		209,095
	Texwinca Holdings Ltd.		4,160,000		412,631
	Theme International Holdings Ltd.		7,870,000		601,073
	Tian Teck Land Ltd.		1,024,000		309,362
*	TOM Group Ltd.		416,000		25,379
*	Tongda Group Holdings Ltd.		640,000		6,462
	Town Health International Medical Group Ltd.		7,030,115		251,243
	Tradelink Electronic Commerce Ltd.		6,126,000		718,995
	Transport International Holdings Ltd.		1,662,531		1,908,080
	Tycoon Group Holdings Ltd.		62,000		31,967
	United Laboratories International Holdings Ltd.		5,272,000		6,216,978
*	Universal Technologies Holdings Ltd.		1,730,000		25,482
* ††	Untrade.Genting Hk		5,824,000		0
*	Value Convergence Holdings Ltd.		2,448,000		18,986
	Value Partners Group Ltd.		5,059,000		1,153,772
	Vedan International Holdings Ltd.		3,576,000		257,347
	Vesync Co. Ltd.		82,000		46,496
	Vitasoy International Holdings Ltd.		3,587,000		2,677,189
# *	Vobile Group Ltd.		1,855,000		324,632
# * W	VPower Group International Holdings Ltd.		2,510,397		88,891
	VSTECS Holdings Ltd.		4,817,600		3,067,703
	VTech Holdings Ltd.		1,090,000		6,300,417

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
HONG KONG — (Continued)
*	Wai Kee Holdings Ltd.		4,938,738	$	572,068
	Wang On Group Ltd.		41,740,000		170,899
*	Wealthink AI-Innovation Capital Ltd.		7,296,000		120,675
	Wing On Co. International Ltd.		759,000		1,146,306
	Wing Tai Properties Ltd.		2,187,331		608,123
	Xinyi Glass Holdings Ltd.		2,063,000		2,204,534
*	YT Realty Group Ltd.		1,968,124		84,765
	YTO International Express & Supply Chain Technology Ltd.		586,000		93,665
	Yue Yuen Industrial Holdings Ltd.		3,182,000		5,633,911
*	Yunfeng Financial Group Ltd.		612,000		66,175
*	Zensun Enterprises Ltd.		190,000		8,015
*	Zhaobangji Lifestyle Holdings Ltd.		2,104,000		58,743
TOTAL HONG KONG					253,886,716
NEW ZEALAND — (2.7%)
	AFT Pharmaceuticals Ltd.		34,226		60,545
	Air New Zealand Ltd.		6,045,691		1,958,306
	Arvida Group Ltd.		1,451,043		921,202
	Briscoe Group Ltd.		34,115		89,536
	Channel Infrastructure NZ Ltd.		939,281		856,775
	Chorus Ltd.		605,191		2,564,276
#	Colonial Motor Co. Ltd.		99,975		485,540
	Comvita Ltd.		50,282		60,930
	Delegat Group Ltd.		6,400		24,902
*	Eroad Ltd.		39,322		20,039
#	Freightways Group Ltd.		850,165		4,203,852
	Genesis Energy Ltd.		63,036		86,370
# *	Gentrack Group Ltd.		73,469		353,445
#	Hallenstein Glasson Holdings Ltd.		307,057		1,092,152
#	Heartland Group Holdings Ltd.		3,164,803		1,974,782
	Investore Property Ltd.		795,932		529,055
	KMD Brands Ltd.		2,439,406		775,505
#	Manawa Energy Ltd.		254,751		652,443
#	Millennium & Copthorne Hotels New Zealand Ltd.		354,679		402,286
#	Napier Port Holdings Ltd.		46,155		62,488
	NZME Ltd.		945,851		494,079
#	NZX Ltd.		1,534,512		1,054,776
	Oceania Healthcare Ltd.		2,113,804		747,345
# *	Pacific Edge Ltd.		1,413,438		77,234
#	PGG Wrightson Ltd.		124,704		143,059
	Rakon Ltd.		187,210		110,094
# *	Restaurant Brands New Zealand Ltd.		145,379		291,133
* ††	RPNZ Ltd.		274,180		0
#	Sanford Ltd.		352,347		829,402
	Scales Corp. Ltd.		436,710		873,936
#	Scott Technology Ltd.		53,845		79,802
*	Serko Ltd.		160,555		350,891
#	Skellerup Holdings Ltd.		783,212		2,071,484
	SKY Network Television Ltd.		436,374		748,048
	SKYCITY Entertainment Group Ltd.		2,974,002		3,116,704
	Steel & Tube Holdings Ltd.		575,667		344,281
	Summerset Group Holdings Ltd.		758,651		4,951,187
*	Synlait Milk Ltd.		316,996		89,376
#	Tourism Holdings Ltd.		536,389		916,412
*	TOWER Ltd.		1,895,126		914,576
#	Turners Automotive Group Ltd.		117,855		303,292
# *	Vista Group International Ltd.		595,936		632,710
	Vulcan Steel Ltd.		20,205		98,505

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
NEW ZEALAND — (Continued)
#	Warehouse Group Ltd.		373,457	$	311,720
TOTAL NEW ZEALAND					36,724,475
SINGAPORE — (9.6%)
* ††	Abterra Ltd.		230,320		0
#	AEM Holdings Ltd.		787,400		1,347,593
# *	Avarga Ltd.		2,626,500		375,635
	Aztech Global Ltd.		623,400		418,965
*	Banyan Tree Holdings Ltd.		933,200		268,928
* ††	Best World International Ltd.		518,483		929,163
	Bonvests Holdings Ltd.		950,000		660,477
	Boustead Singapore Ltd.		2,032,082		1,419,733
	BRC Asia Ltd.		26,900		40,932
#	Bukit Sembawang Estates Ltd.		1,117,003		2,739,529
	Bund Center Investment Ltd.		659,825		183,843
#	Capitaland India Trust		4,633,321		3,385,873
	Centurion Corp. Ltd.		1,377,400		498,092
	China Aviation Oil Singapore Corp. Ltd.		1,945,699		1,321,744
#	China Sunsine Chemical Holdings Ltd.		3,215,400		974,961
#	Chuan Hup Holdings Ltd.		3,341,700		421,780
	Civmec Ltd.		162,700		92,797
	ComfortDelGro Corp. Ltd.		9,516,700		10,351,483
# *	COSCO Shipping International Singapore Co. Ltd.		4,630,400		466,876
# *	Creative Technology Ltd.		285,050		248,973
	CSE Global Ltd.		2,559,660		792,174
#	Del Monte Pacific Ltd.		2,336,864		185,814
#	Delfi Ltd.		1,113,200		740,023
#	DFI Retail Group Holdings Ltd.		176,700		343,091
	Dyna-Mac Holdings Ltd.		1,511,600		433,282
# * ††	Ezion Holdings Ltd.		9,845,878		0
# * ††	Ezra Holdings Ltd.		6,762,986		0
	Far East Orchard Ltd.		1,191,395		880,469
	First Resources Ltd.		2,357,800		2,429,041
#	First Sponsor Group Ltd.		484,727		411,560
	Food Empire Holdings Ltd.		1,257,100		1,177,086
	Fraser & Neave Ltd.		328,300		247,733
	Frasers Property Ltd.		13,400		7,836
	Frencken Group Ltd.		1,050,200		1,109,022
#	Fu Yu Corp. Ltd.		3,673,300		341,193
*	Gallant Venture Ltd.		5,386,600		503,670
	Geo Energy Resources Ltd.		2,186,500		487,512
	Golden Agri-Resources Ltd.		30,691,400		6,173,130
	GP Industries Ltd.		181,509		67,462
	Grand Venture Technology Ltd.		34,200		13,257
#	GuocoLand Ltd.		1,654,914		1,816,312
	Haw Par Corp. Ltd.		426,900		3,066,167
	Hiap Hoe Ltd.		498,000		247,001
#	Ho Bee Land Ltd.		1,438,100		2,030,527
#	Hong Fok Corp. Ltd.		2,500,794		1,537,060
	Hong Leong Asia Ltd.		1,675,100		766,557
	Hong Leong Finance Ltd.		1,039,500		1,909,445
	Hotel Grand Central Ltd.		1,496,154		854,082
#	Hour Glass Ltd.		1,353,932		1,584,154
#	HRnetgroup Ltd.		409,600		214,433
	Hutchison Port Holdings Trust.		21,258,900		2,718,503
# * ††	Hyflux Ltd.		3,238,900		0
	iFAST Corp. Ltd.		662,700		3,566,048
	Indofood Agri Resources Ltd.		2,701,700		593,101
	InnoTek Ltd.		336,600		135,306

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
SINGAPORE — (Continued)
#	ISDN Holdings Ltd.		555,296	$	123,321
# *	Japfa Ltd.		2,189,210		481,360
# * ††	Jurong Technologies Industrial Corp. Ltd.		2,227,680		0
	Keppel Infrastructure Trust		19,027,987		6,601,076
#	KSH Holdings Ltd.		1,278,300		232,079
	Low Keng Huat Singapore Ltd.		949,800		204,798
#	Mandarin Oriental International Ltd.		1,452,700		2,442,379
	Marco Polo Marine Ltd.		8,307,500		424,726
	Metro Holdings Ltd.		2,946,592		1,065,829
	Mewah International, Inc.		89,000		18,249
#	Micro-Mechanics Holdings Ltd.		131,000		135,170
# * ††	Midas Holdings Ltd.		8,576,553		0
*	mm2 Asia Ltd.		7,981,300		116,090
#	Nanofilm Technologies International Ltd.		884,300		417,680
	Netlink NBN Trust		3,917,000		2,451,373
#	NSL Ltd.		409,900		214,795
# *	Oceanus Group Ltd.		4,959,300		32,472
	Olam Group Ltd.		395,100		340,167
#	OUE Ltd.		1,906,900		1,476,940
# *	Oxley Holdings Ltd.		6,837,741		430,817
	Pacific Century Regional Developments Ltd.		179,000		43,166
	Pan-United Corp. Ltd.		1,866,350		616,055
	Propnex Ltd.		860,600		556,996
	PSC Corp. Ltd.		1,339,819		342,875
#	Q&M Dental Group Singapore Ltd.		1,136,160		203,691
	QAF Ltd.		1,422,180		884,604
*	Raffles Education Ltd.		1,672,023		55,115
	Raffles Medical Group Ltd.		5,804,632		4,251,072
#	Rex International Holding Ltd.		1,408,400		134,514
	Riverstone Holdings Ltd.		1,231,800		705,970
	Samudera Shipping Line Ltd.		132,000		87,638
*	SATS Ltd.		2,359,467		4,333,124
#	SBS Transit Ltd.		741,200		1,415,062
	Sheng Siong Group Ltd.		3,654,500		4,142,694
	SHS Holdings Ltd.		1,436,100		126,391
	SIA Engineering Co. Ltd.		1,630,700		2,692,819
	Silverlake Axis Ltd.		1,078,900		205,154
#	Sinarmas Land Ltd.		7,118,700		803,779
#	Sing Holdings Ltd.		1,470,400		355,543
	Sing Investments & Finance Ltd.		526,012		373,416
	Singapore Land Group Ltd.		140,969		185,449
	Singapore Post Ltd.		6,440,300		2,120,395
#	Singapore Shipping Corp. Ltd.		1,642,504		281,222
	Stamford Land Corp. Ltd.		5,219,418		1,452,505
	StarHub Ltd.		3,693,900		3,158,307
	Straco Corp. Ltd.		130,000		46,223
	Straits Trading Co. Ltd.		468,700		503,702
# * ††	Swiber Holdings Ltd.		5,789,850		0
#	Thomson Medical Group Ltd.		4,131,300		154,438
	Tiong Woon Corp. Holding Ltd.		26,600		9,544
#	Tuan Sing Holdings Ltd.		4,314,132		788,361
	UMS Holdings Ltd.		2,570,568		2,523,891
	United Overseas Insurance Ltd.		168,150		744,351
	UOB-Kay Hian Holdings Ltd.		2,689,873		2,776,521
	Valuetronics Holdings Ltd.		2,599,050		1,121,642
	Venture Corp. Ltd.		886,900		9,396,912
#	Vicom Ltd.		557,500		571,175
	Wee Hur Holdings Ltd.		2,614,200		343,597
#	Wing Tai Holdings Ltd.		2,970,967		3,194,049

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
SINGAPORE — (Continued)
#	Yeo Hiap Seng Ltd.		228,759	$	95,454
TOTAL SINGAPORE					132,536,165
TOTAL COMMON STOCKS					1,377,753,301
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
*	4DMedical Ltd. Warrants 12/31/2025		3,264		153
*	Arafura Rare Earths Ltd. Warrants 06/20/2025		429,204		12,512
*	Black Cat Syndicate Ltd. Warrants 11/14/2025		4,879		251
*	Galan Lithium Ltd. Warrants 03/20/2029		191,273		14,869
*	Hastings Technology Metals Ltd. Warrants 05/01/2026		75,299		0
*	Highfield Resources Ltd. Warrants 06/19/2024		11,353		0
*	Imugene Ltd. Warrants 08/31/2026		214,096		6,380
*	Lepidico Ltd. Rights		723,998		0
*	Panoramic Resources Ltd. Warrants 09/16/2024		1,671,670		0
*	Paradigm Biopharmaceuticals Ltd. Warrants 11/30/2024		8,908		214
*	Peninsula Energy Ltd. Warrants 02/01/2025		988,446		6,403
# *	PointsBet Holdings Ltd. Warrants 07/08/2024		6,189		0
*	Rex Minerals Ltd. Warrants 08/09/2024		40,320		5,746
* ††	Wiluna Mining Corp. Ltd. Warrants 04/15/2025		248,265		6,111
TOTAL AUSTRALIA					52,639
SINGAPORE — (0.0%)
*	Ezion Holdings Ltd. Warrants		4,459,201		0
TOTAL RIGHTS/WARRANTS					52,639
TOTAL INVESTMENT SECURITIES (Cost $1,504,134,299)					1,377,805,940
				Value†
SECURITIES LENDING COLLATERAL — (0.4%)
@ §	The DFA Short Term Investment Fund		532,661		6,161,821
TOTAL INVESTMENTS — (100.0%) (Cost $1,510,296,094)				$	1,383,967,761

ADR  American Depositary Receipt

» Securities that have been fair value factored. See Note B to Financial Statements.

# Total or Partial Securities on Loan.

* Non-Income Producing Securities.

†† Security valued using significant unobservable inputs (Level 3).

W 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.

† See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)`
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Australia	$	19,489	$	953,331,192	$	580,589	$	953,931,270
China		—		674,675		—		674,675
Hong Kong		—		253,645,575		241,141		253,886,716
New Zealand		—		36,724,475		—		36,724,475
Singapore		—		131,607,002		929,163		132,536,165
Rights/Warrants
Australia		—		46,528		6,111		52,639
Securities Lending Collateral		—		6,161,821		—		6,161,821
Total Investments in Securities	$	19,489	$	1,382,191,268	$	1,757,004<>	$	1,383,967,761

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

THE UNITED KINGDOM SMALL COMPANY SERIES

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Shares		Value»
COMMON STOCKS — (97.7%)
COMMUNICATION SERVICES — (4.6%)
	4imprint Group PLC		170,419	$	13,171,371
W	Airtel Africa PLC		2,230,487		3,080,198
# *	Ascential PLC		2,374,095		9,230,829
	Bloomsbury Publishing PLC		411,624		2,736,878
	Centaur Media PLC		254,249		163,697
	Future PLC		293,512		2,423,065
	Gamma Communications PLC		287,548		4,686,183
*	Helios Towers PLC		2,411,448		2,944,391
	ITV PLC		18,733,766		16,436,592
	Moneysupermarket.com Group PLC		3,733,022		10,001,472
#	Next 15 Group PLC		225,151		2,520,528
*	Nexxen International Ltd.		169,671		487,569
*	Nexxen International Ltd., ADR		2,906		15,722
	Reach PLC		1,780,182		1,638,026
	Rightmove PLC		585,619		3,751,358
*	S4 Capital PLC		542,896		330,620
	STV Group PLC		4,918		14,618
	Team Internet Group PLC		392,131		676,132
TOTAL COMMUNICATION SERVICES					74,309,249
CONSUMER DISCRETIONARY — (18.7%)
*	AO World PLC		232,269		304,976
# *	ASOS PLC		68,338		284,337
* W	Aston Martin Lagonda Global Holdings PLC		1,112,196		2,053,175
*	Auction Technology Group PLC		163,817		1,013,626
	Bellway PLC		630,147		19,802,855
# *	boohoo Group PLC		2,284,135		951,962
*	Card Factory PLC		1,523,555		2,069,964
	Coats Group PLC		6,869,292		6,955,282
	Crest Nicholson Holdings PLC		1,406,155		3,245,921
*	Currys PLC		5,587,628		4,311,175
	DFS Furniture PLC		1,163,644		1,685,221
	Domino’s Pizza Group PLC		3,097,499		12,556,883
	Dowlais Group PLC		2,817,708		2,863,849
	Dr Martens PLC		1,358,660		1,289,256
	Dunelm Group PLC		707,213		8,909,296
*	Frasers Group PLC		892,504		9,082,639
	Fuller Smith & Turner PLC, Class A		157,340		1,188,612
	Games Workshop Group PLC		185,280		22,899,525
	Greggs PLC		616,518		20,864,178
* W	Gym Group PLC		916,223		1,255,179
	Halfords Group PLC		1,224,858		2,300,178
	Headlam Group PLC		454,367		997,401
	Henry Boot PLC		527,600		1,226,739
	Hollywood Bowl Group PLC		522,442		2,227,887
* W	Hostelworld Group PLC		94,092		188,096
	Inchcape PLC		2,224,738		22,173,790
*	J D Wetherspoon PLC		602,200		5,436,386
* W	Just Eat Takeaway.com NV		97,037		1,412,355
	Kingfisher PLC		3,610,541		11,121,635
*	Marston’s PLC		3,528,240		1,229,916
	Me Group International PLC		1,581,235		3,160,107
*	Mitchells & Butlers PLC		1,613,447		4,857,909

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
CONSUMER DISCRETIONARY — (Continued)
	MJ Gleeson PLC		260,575	$	1,630,325
*	Moonpig Group PLC		416,539		810,555
*	Motorpoint group PLC		45,355		79,024
*	N Brown Group PLC		375,649		67,095
* W	On the Beach Group PLC		494,896		889,662
	Persimmon PLC		1,210,381		19,599,733
	Pets at Home Group PLC		3,252,605		11,874,044
	Pinewood Technologies Group PLC		261,856		1,089,084
*	Playtech PLC		1,318,371		8,709,087
	PPHE Hotel Group Ltd.		20,769		382,675
*	Rank Group PLC		1,110,924		1,156,490
	Redrow PLC		1,640,617		13,190,480
	Smiths News PLC		43,375		28,728
	SSP Group PLC		3,936,062		9,630,351
# * ††	Studio Retail Group PLC		220,669		0
	Taylor Wimpey PLC		117,296		192,204
# *	THG PLC		2,837,479		2,236,891
W	TI Fluid Systems PLC		1,099,743		1,892,139
	Topps Tiles PLC		723,089		388,167
* W	Trainline PLC		367,105		1,365,010
*	TUI AG		46,626		327,436
	Vertu Motors PLC		1,540,168		1,354,829
	Victorian Plumbing Group PLC		16,385		15,712
	Videndum PLC		305,302		1,051,974
	Vistry Group PLC		1,748,658		25,975,639
* W	Watches of Switzerland Group PLC		929,365		3,898,298
	WH Smith PLC		707,939		9,683,392
	Wickes Group PLC		1,620,807		2,928,646
	Young & Co.’s Brewery PLC, Class A		30,932		380,183
TOTAL CONSUMER DISCRETIONARY					300,748,163
CONSUMER STAPLES — (7.5%)
	AG Barr PLC		751,064		5,346,888
	Anglo-Eastern Plantations PLC		126,037		1,113,154
W	Bakkavor Group PLC		785,442		1,186,214
	Britvic PLC		1,626,728		17,939,125
	C&C Group PLC		1,987,116		4,073,152
	Carr’s Group PLC		357,844		600,411
	Cranswick PLC		366,623		19,689,598
	Fevertree Drinks PLC		36,921		522,342
*	Greencore Group PLC		2,410,541		3,943,235
	Hilton Food Group PLC		375,367		4,274,326
	Kitwave Group PLC		17,362		83,968
	Marks & Spencer Group PLC		8,720,785		27,783,914
*	McBride PLC		949,201		1,318,330
	MP Evans Group PLC		7,544		78,930
*	Ocado Group PLC		682,302		2,987,270
	Premier Foods PLC		4,712,428		9,467,735
	PZ Cussons PLC		1,352,766		1,706,632
	Tate & Lyle PLC		2,282,146		18,710,462
TOTAL CONSUMER STAPLES					120,825,686
ENERGY — (2.8%)
	Capricorn Energy PLC		1,269,828		2,691,449
#	Diversified Energy Co. PLC		184,470		2,568,318
#	Energean PLC		626,876		8,597,160
*	EnQuest PLC		9,302,262		1,930,664
#	Genel Energy PLC		947,485		1,011,177

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
ENERGY — (Continued)
# *	Gulf Keystone Petroleum Ltd.		1,210,680	$	1,778,787
*	Gulf Marine Services PLC		363,413		98,476
	Harbour Energy PLC		3,036,737		10,851,715
	Hunting PLC		858,512		3,815,698
*	John Wood Group PLC		3,699,401		6,826,229
# *	Pantheon Resources PLC		88,116		39,270
	Pharos Energy PLC		1,523,473		447,460
*	Savannah Energy PLC		388,799		136,031
	Serica Energy PLC		458,457		1,061,590
# *	Tullow Oil PLC		6,815,516		3,078,312
TOTAL ENERGY					44,932,336
FINANCIALS — (21.1%)
#	abrdn PLC		7,794,646		14,214,168
	AJ Bell PLC		1,371,180		5,528,685
	Ashmore Group PLC		2,469,897		5,952,482
	Bank of Georgia Group PLC		269,724		18,060,462
	Beazley PLC		3,371,873		27,898,081
W	Bridgepoint Group PLC		300,730		851,116
	Brooks Macdonald Group PLC		1,612		38,577
	Burford Capital Ltd.		1,040,043		16,025,959
	Chesnara PLC		890,316		2,791,745
	Close Brothers Group PLC		822,115		4,672,090
W	CMC Markets PLC		609,756		1,992,890
	Direct Line Insurance Group PLC		6,636,380		15,407,703
	Foresight Group Holdings Ltd.		55,259		304,817
* W	Funding Circle Holdings PLC		104,248		85,212
*	Georgia Capital PLC		56,570		961,133
	H&T Group PLC		2,590		13,584
	Hargreaves Lansdown PLC		1,727,442		17,456,379
	Hiscox Ltd.		1,713,988		26,285,489
	IG Group Holdings PLC		1,903,515		17,762,173
	Impax Asset Management Group PLC		308,226		1,706,821
	IntegraFin Holdings PLC		918,289		3,419,907
	International Personal Finance PLC		1,148,552		1,494,912
	IP Group PLC		5,521,384		3,304,146
	Jupiter Fund Management PLC		2,194,171		2,115,045
	Just Group PLC		6,132,726		7,886,476
	Lancashire Holdings Ltd.		1,451,699		10,996,604
	Liontrust Asset Management PLC		204,906		1,723,964
	Man Group PLC		7,658,922		24,561,411
# *	Metro Bank Holdings PLC		164,184		68,590
	Mortgage Advice Bureau Holdings Ltd.		2,813		30,372
* W	Network International Holdings PLC		232,907		1,143,184
	Ninety One PLC		1,590,112		3,307,153
	OSB Group PLC		2,134,752		10,931,433
	Paragon Banking Group PLC		1,921,607		17,137,099
	PayPoint PLC		229,242		1,509,801
	Plus500 Ltd.		559,488		15,133,993
	Polar Capital Holdings PLC		348,110		2,358,045
W	Quilter PLC		7,650,691		10,464,425
	Rathbones Group PLC		284,355		5,789,634
	Record PLC		18,948		14,675
	S&U PLC		32,376		776,045
W	Sabre Insurance Group PLC		515,983		1,033,696
*	Saga PLC		575,705		757,426
	St. James’s Place PLC		620,616		3,358,337
	TBC Bank Group PLC		155,904		6,726,334
	TP ICAP Group PLC		3,839,814		9,939,884

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
FINANCIALS — (Continued)
	Vanquis Banking Group PLC		1,270,872	$	762,077
	Virgin Money U.K. PLC		5,748,672		15,285,030
	Waterloo Investment Holdings Ltd.		4,000		1,400
	XPS Pensions Group PLC		90,970		302,425
TOTAL FINANCIALS					340,343,089
HEALTH CARE — (2.4%)
	Advanced Medical Solutions Group PLC		590,732		1,399,946
#	Alliance Pharma PLC		2,320,702		985,888
	CVS Group PLC		389,403		4,741,534
*	EKF Diagnostics Holdings PLC		79,384		28,586
	Genus PLC		29,483		663,043
	Hikma Pharmaceuticals PLC		665,364		15,975,770
*	Indivior PLC		349,077		6,266,402
* W	Integrated Diagnostics Holdings PLC		1,249,693		383,939
	NIOX Group PLC		160,506		142,814
*	Oxford Biomedica PLC		5,730		19,800
*	Oxford Nanopore Technologies PLC		471,306		578,947
# *	PureTech Health PLC		627,918		1,691,682
W	Spire Healthcare Group PLC		2,020,539		6,209,922
*	Trellus Health PLC		1,632		39
TOTAL HEALTH CARE					39,088,312
INDUSTRIALS — (24.0%)
	Ashtead Technology Holdings PLC		55,720		567,362
	Avon Rubber PLC		154,797		2,303,048
	Babcock International Group PLC		2,648,756		16,761,406
	Balfour Beatty PLC		3,585,302		16,259,272
	Begbies Traynor Group PLC		60,262		81,811
	Bodycote PLC		1,185,696		10,198,999
#	Braemar PLC		83,994		290,418
*	Capita PLC		9,483,101		1,587,303
# *	Ceres Power Holdings PLC		16,384		36,369
	Chemring Group PLC		1,296,883		6,061,005
	Clarkson PLC		214,590		10,400,744
	Costain Group PLC		333,308		344,800
*	De La Rue PLC		475,079		559,879
# *	Dialight PLC		89,929		183,716
	Diploma PLC		406,243		18,362,419
	DiscoverIE Group PLC		548,298		4,785,294
	easyJet PLC		966,101		6,470,992
	Firstgroup PLC		3,219,293		6,521,658
	Galliford Try Holdings PLC		550,957		1,656,750
	Genuit Group PLC		1,393,635		7,532,234
	Goodwin PLC		246		21,045
	Grafton Group PLC		1,489,341		17,517,968
	Hays PLC		8,744,520		10,041,740
	Howden Joinery Group PLC		1,961,497		21,350,339
	IMI PLC		455,444		9,920,801
* ††	Industrial & Commercial Bank of China Ltd.		5,000		0
*	International Distributions Services PLC		3,658,794		12,328,647
*	James Fisher & Sons PLC		205,009		704,992
	James Halstead PLC		169,184		421,451
	JET2 PLC		813,756		14,552,105
	Johnson Service Group PLC		1,025,503		1,653,427
	Keller Group PLC		514,763		7,063,068
	Kier Group PLC		2,010,758		3,363,898
	Learning Technologies Group PLC		435,485		398,529

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
W	Luceco PLC		284,627	$	585,209
	Mears Group PLC		801,169		3,613,351
	Mitie Group PLC		8,157,936		11,840,775
	Mobico Group PLC		3,113,844		2,147,211
	Morgan Advanced Materials PLC		1,884,645		7,365,604
	Morgan Sindall Group PLC		293,286		8,269,394
	Norcros PLC		155,422		356,449
	Pagegroup PLC		1,942,403		10,793,995
	Porvair PLC		18,060		138,425
	QinetiQ Group PLC		3,297,003		14,070,582
	Redde Northgate PLC		1,526,628		7,300,330
	Renew Holdings PLC		141,845		1,679,019
*	Renewi PLC		446,728		3,135,783
	Ricardo PLC		319,881		1,817,307
	Robert Walters PLC		391,393		1,938,358
	Rotork PLC		4,453,609		17,903,215
	RS Group PLC		1,740,840		15,947,502
	RWS Holdings PLC		762,707		1,642,526
	Senior PLC		2,411,387		4,905,527
	Serco Group PLC		6,263,031		14,284,096
	Severfield PLC		1,107,512		933,791
*	SIG PLC		4,230,887		1,379,899
	Speedy Hire PLC		2,764,356		953,273
	SThree PLC		925,041		4,888,360
	TClarke PLC		64,836		130,543
	Travis Perkins PLC		1,218,528		11,405,796
	Trifast PLC		524,611		505,574
	Tyman PLC		1,077,281		5,053,058
	Vesuvius PLC		1,604,552		9,580,394
	Volex PLC		603,123		2,425,786
	Volution Group PLC		871,266		4,696,551
	Vp PLC		153,784		1,212,508
	Wilmington PLC		342,038		1,562,008
	XP Power Ltd.		57,763		794,546
TOTAL INDUSTRIALS					385,560,234
INFORMATION TECHNOLOGY — (5.4%)
*	Accesso Technology Group PLC		16,067		132,458
W	Alfa Financial Software Holdings PLC		22,791		49,063
*	Alphawave IP Group PLC		58,367		92,783
	Bytes Technology Group PLC		897,084		5,456,385
	Computacenter PLC		501,247		16,070,220
*	Darktrace PLC		755,666		5,640,933
	dotdigital group PLC		505,544		587,675
	FDM Group Holdings PLC		470,452		2,045,252
*	Fund Technologies PLC		69,067		1,100,603
	GB Group PLC		464,454		1,668,465
	Gooch & Housego PLC		6,822		46,853
	IDOX PLC		140,149		114,221
	iomart Group PLC		355,807		572,214
# *	IQE PLC		3,041,089		1,084,260
	Kainos Group PLC		524,587		6,431,789
	Keywords Studios PLC		77,305		1,103,852
	NCC Group PLC		1,620,562		2,739,976
	Oxford Instruments PLC		357,543		10,035,292
	Renishaw PLC		1,415		72,960
*	RM PLC		313,273		282,305
	Softcat PLC		721,394		14,120,067
	Spectris PLC		107,149		4,432,020

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INFORMATION TECHNOLOGY — (Continued)
	Spirent Communications PLC		3,744,181	$	9,050,719
	Strix Group PLC		354,604		341,538
	TT Electronics PLC		1,143,730		2,543,735
*	Xaar PLC		553,856		804,287
TOTAL INFORMATION TECHNOLOGY					86,619,925
MATERIALS — (6.2%)
*	Accsys Technologies PLC		9,505		6,505
	Atalaya Mining PLC		63,196		350,199
	Breedon Group PLC		1,088,643		4,891,619
	Capital Ltd.		59,308		76,590
	Castings PLC		172,431		803,026
	Centamin PLC		8,657,968		13,074,160
	Central Asia Metals PLC		859,404		2,239,572
	DS Smith PLC		1,658,239		7,224,171
	Ecora Resources PLC		1,136,043		1,165,842
*	Elementis PLC		3,747,460		6,589,269
	Essentra PLC		1,688,705		3,711,303
*	Ferrexpo PLC		384		243
W	Forterra PLC		1,170,743		2,391,750
	Fresnillo PLC		767,464		5,315,287
*	Gem Diamonds Ltd.		312,102		35,299
	Hill & Smith PLC		552,541		12,969,366
*	Hochschild Mining PLC		1,908,181		3,683,479
W	Ibstock PLC		2,256,183		4,161,168
	Johnson Matthey PLC		705,343		15,447,255
	Marshalls PLC		625,683		2,091,606
	Pan African Resources PLC		6,319,595		1,910,389
*	Petra Diamonds Ltd		17,531		10,648
	RHI Magnesita NV		12,195		548,615
*	Sigmaroc PLC		720,696		587,702
*	SolGold PLC		1,728,262		197,556
# *	Synthomer PLC		751,394		2,431,709
	Treatt PLC		22,859		138,310
	Victrex PLC		458,836		7,241,148
	Zotefoams PLC		107,318		524,733
TOTAL MATERIALS					99,818,519
REAL ESTATE — (2.6%)
	Foxtons Group PLC		1,536,716		1,111,917
	Grainger PLC		4,254,403		13,572,770
	Harworth Group PLC		30,381		52,628
	Helical PLC		159,645		406,296
*	IWG PLC		3,849,939		8,888,638
	LSL Property Services PLC		413,414		1,540,732
*	Phoenix Spree Deutschland Ltd.		15,813		28,892
	Savills PLC		971,680		13,132,539
	Sirius Real Estate Ltd.		2,028,539		2,467,243
	Watkin Jones PLC		1,032,515		572,571
TOTAL REAL ESTATE					41,774,226
UTILITIES — (2.4%)
	Drax Group PLC		2,467,126		15,979,925
	Pennon Group PLC		1,497,540		12,456,715

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
UTILITIES — (Continued)
	Telecom Plus PLC		438,901	$	9,518,258
TOTAL UTILITIES					37,954,898
TOTAL COMMON STOCKS Cost ($ 1,411,512,091)					1,571,974,637
				Value†
SECURITIES LENDING COLLATERAL — (2.3%)
@ §	The DFA Short Term Investment Fund		3,168,193		36,649,652
TOTAL INVESTMENTS — (100.0%) (Cost $ 1,448,161,103)				$	1,608,624,289

ADR American Depositary Receipt

» Securities that have been fair value factored. See Note B to Financial Statements.

W 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.

# Total or Partial Securities on Loan.

* Non-Income Producing Securities.

†† Security valued using significant unobservable inputs (Level 3).

† See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	15,722	$	74,293,527		—	$	74,309,249
Consumer Discretionary		—		300,748,163		—		300,748,163
Consumer Staples		—		120,825,686		—		120,825,686
Energy		—		44,932,336		—		44,932,336
Financials		—		340,343,089		—		340,343,089
Health Care		—		39,088,312		—		39,088,312
Industrials		—		385,560,234		—		385,560,234
Information Technology		—		86,619,925		—		86,619,925
Materials		—		99,818,519		—		99,818,519
Real Estate		—		41,774,226		—		41,774,226
Utilities		—		37,954,898		—		37,954,898
Securities Lending Collateral		—		36,649,652		—		36,649,652
Total Investments in Securities	$	15,722	$	1,608,608,567		—	$	1,608,624,289

See accompanying Notes to Financial Statements.

THE CONTINENTAL SMALL COMPANY SERIES

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Shares		Value»
COMMON STOCKS — (94.2%)
AUSTRIA — (3.2%)
	Agrana Beteiligungs AG		73,256	$	1,048,873
	ANDRITZ AG		432,017		23,581,005
#	AT&S Austria Technologie & Systemtechnik AG		178,771		3,969,756
W	BAWAG Group AG		434,580		25,949,117
#	CA Immobilien Anlagen AG		214,838		6,988,000
	DO & Co. AG		46,689		7,151,899
*	Eurotelesites AG		289,656		1,087,919
	EVN AG		246,314		7,570,129
*	FACC AG		115,029		771,445
*	Immofinanz AG		822,241		3,481,045
	Josef Manner & Comp AG		870		102,066
*	Kapsch TrafficCom AG		29,728		258,366
# *	Lenzing AG		103,680		3,350,202
	Mayr Melnhof Karton AG		56,716		6,787,209
	Oberbank AG		44,662		3,335,724
	Oesterreichische Post AG		124,015		3,950,777
	Palfinger AG		91,619		2,059,037
	POLYTEC Holding AG		106,063		396,702
	Porr AG		98,841		1,498,189
	Raiffeisen Bank International AG		241,731		4,464,495
# *	Rosenbauer International AG		20,672		657,738
	Schoeller-Bleckmann Oilfield Equipment AG		55,898		2,718,912
	Semperit AG Holding		44,844		555,372
	Strabag SE		3,556		151,116
	Telekom Austria AG		1,158,627		9,951,583
*	UBM Development AG		21,002		427,353
	UNIQA Insurance Group AG		907,621		7,961,327
	Vienna Insurance Group AG Wiener Versicherung Gruppe		287,577		8,952,440
	voestalpine AG		625,521		16,704,588
	Wienerberger AG		687,303		24,560,986
	Zumtobel Group AG		157,714		1,008,064
TOTAL AUSTRIA					181,451,434
BELGIUM — (3.5%)
	Ackermans & van Haaren NV		169,888		29,201,571
	Ageas SA		17,374		797,494
*	AGFA-Gevaert NV		837,512		1,066,039
#	Atenor		117,970		753,599
	Azelis Group NV		223,950		5,381,055
	Barco NV		464,377		6,442,300
	Bekaert SA		257,377		12,878,046
# * †† WBiocartis Group NV			357,370		0
#	bpost SA		493,121		1,941,748
	Cie d’Entreprises CFE		49,898		407,211
	Colruyt Group NV		311,426		14,407,259
	Deceuninck NV		464,892		1,262,010
	Deme Group NV		53,369		8,472,594
	Econocom Group SA		516,320		1,209,196
	Elia Group SA		8,984		864,994
# *	Euronav NV		44,428		741,503
	EVS Broadcast Equipment SA		72,210		2,606,711
	Fagron		371,607		7,209,820
*	Galapagos NV		250,596		7,088,024
	Gimv NV		127,837		5,967,788
	Greenyard NV		2,890		16,463

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
BELGIUM — (Continued)
#	Immobel SA		23,226	$	694,436
#	Ion Beam Applications		119,094		1,593,555
	Jensen-Group NV		20,961		815,286
#	Kinepolis Group NV		92,649		3,947,270
	Lotus Bakeries NV		2,257		22,690,810
#	Melexis NV		125,120		10,455,781
*	Nyxoah SA		5,971		59,373
*	Ontex Group NV		380,369		3,832,994
	Proximus SADP		825,378		6,081,143
#	Recticel SA		272,024		3,582,601
	Roularta Media Group NV		1,710		19,791
	Sipef NV		38,999		2,345,720
#	Solvay SA		246,186		7,952,670
	Tessenderlo Group SA		162,419		4,167,986
#	Umicore SA		724,297		16,043,343
	Van de Velde NV		43,729		1,627,122
	VGP NV		50,249		5,467,006
	Viohalco SA		498,361		3,054,110
	What’s Cooking BV		3,904		314,249
TOTAL BELGIUM					203,460,671
DENMARK — (6.7%)
*	ALK-Abello AS		890,888		16,516,169
	Alm Brand AS		6,011,145		10,423,104
*	Ambu AS, Class B		775,424		12,398,663
# *	Bang & Olufsen AS		599,792		813,320
	BankNordik P		10,800		244,801
# *	Bavarian Nordic AS		456,154		9,954,503
	cBrain AS		32,951		1,313,497
	Chemometec AS		90,601		3,833,947
	Columbus AS		473,273		663,067
	D/S Norden AS		196,785		8,297,396
	Dfds AS		211,369		6,457,667
#	Djurslands Bank AS		6,232		459,122
	FLSmidth & Co. AS		314,074		15,673,308
#	Fluegger Group AS		4,198		198,158
*	GN Store Nord AS		705,707		19,037,209
#	GronlandsBANKEN AS		1,125		103,173
	H Lundbeck AS		1,552,356		7,548,528
	H Lundbeck AS, Class A		44,403		186,775
# *	H&H International AS, Class B		92,234		964,356
# *	Harboes Bryggeri AS, Class B		5,094		89,541
	ISS AS		947,946		17,748,775
	Jeudan AS		41,395		1,230,603
	Jyske Bank AS		425,821		34,453,090
#	Lan & Spar Bank		4,895		503,888
	Matas AS		279,854		4,508,022
# * W	Netcompany Group AS		243,649		8,839,138
*	Nilfisk Holding AS		100,764		2,114,708
*	NKT AS		367,425		30,479,498
# * W	NNIT AS		71,567		1,088,621
	North Media AS		19,172		165,731
# *	NTG Nordic Transport Group AS, Class A		29,409		1,189,851
#	Parken Sport & Entertainment AS		11,952		201,062
	Per Aarsleff Holding AS		134,696		6,311,481
	Ringkjoebing Landbobank AS		195,913		32,924,491
	Rockwool AS, Class A		649		210,940
	Rockwool AS, Class B		12,655		4,125,387
	Royal Unibrew AS		312,981		23,569,800

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
DENMARK — (Continued)
# *	RTX AS		44,919	$	623,684
W	Scandinavian Tobacco Group AS, Class A		452,246		7,305,670
	Schouw & Co. AS		90,827		7,286,448
	Solar AS, Class B		34,913		1,633,475
	SP Group AS		7,638		236,941
	Spar Nord Bank AS		619,370		10,958,276
	Sparekassen Sjaelland-Fyn AS		6,204		191,499
	Sydbank AS		452,041		22,986,045
*	TCM Group AS		2,578		19,510
#	Tivoli AS		9,878		1,024,117
	Topdanmark AS		358,334		14,949,279
	TORM PLC, Class A		242,573		8,379,435
	UIE PLC		103,360		3,283,024
	Vestjysk Bank AS		59,908		39,362
*	Zealand Pharma AS		271,476		24,363,736
TOTAL DENMARK					388,121,891
FINLAND — (5.0%)
	Aktia Bank OYJ		329,816		3,361,972
#	Alandsbanken Abp, Class B		23,036		808,638
	Alma Media OYJ		135,302		1,429,317
	Anora Group OYJ		17,444		92,772
	Apetit OYJ		21,105		315,978
	Aspo OYJ		110,175		692,076
#	Atria OYJ		98,413		985,833
#	Bittium OYJ		192,809		1,221,553
	Cargotec OYJ, Class B		271,845		21,440,420
#	Citycon OYJ		466,756		1,909,560
	Digia OYJ		87,143		493,773
	Elisa OYJ		27,593		1,244,151
W	Enento Group OYJ		12,760		224,635
*	Finnair OYJ		662,496		2,073,729
#	Fiskars OYJ Abp		215,530		4,026,379
	F-Secure OYJ		678,721		1,492,824
	Glaston OYJ Abp		9,217		8,838
	Gofore OYJ		574		14,745
	Harvia OYJ		80,658		3,510,162
# *	HKScan OYJ, Class A		234,984		175,384
	Huhtamaki OYJ		631,957		24,218,073
	Ilkka OYJ		58,887		197,516
	Kamux Corp.		59,097		335,480
	Kemira OYJ		741,189		16,139,938
#	Kesko OYJ, Class B		388,399		6,630,894
*	Kojamo OYJ		641,793		7,089,772
	Konecranes OYJ		435,511		22,888,439
#	Lassila & Tikanoja OYJ		159,902		1,484,611
*	Lindex Group OYJ		21,703		66,700
*	Mandatum OYJ		187,346		868,216
	Marimekko OYJ		60,997		829,330
#	Metsa Board OYJ, Class B		1,192,468		8,575,137
#	Nokian Renkaat OYJ		703,018		6,129,594
	Olvi OYJ, Class A		95,777		3,061,844
	Oma Saastopankki OYJ		16,358		299,802
	Oriola OYJ		6,054		6,583
#	Oriola OYJ, Class B		808,151		770,302
	Orion OYJ, Class B		651,111		24,862,067
#	Outokumpu OYJ		2,101,252		8,497,054
	Pihlajalinna OYJ		86,520		763,334
#	Ponsse OYJ		71,199		1,741,798

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
FINLAND — (Continued)
	Puuilo OYJ		80,296	$	874,849
*	QT Group OYJ		94,098		7,248,480
	Raisio OYJ, Class V		689,156		1,412,760
*	Rapala VMC OYJ		116,693		369,752
#	Revenio Group OYJ		130,109		3,626,528
	Sanoma OYJ		471,854		3,426,530
	Scanfil OYJ		2,904		22,690
#	Taaleri PLC		14,210		122,514
#	Talenom OYJ		7,120		39,940
*	Teleste OYJ		52,966		157,473
W	Terveystalo OYJ		363,953		3,379,699
	TietoEVRY OYJ		586,911		11,075,645
	Tokmanni Group Corp.		324,373		4,922,555
	Vaisala OYJ, Class A		125,505		4,686,918
#	Valmet OYJ		885,247		22,087,820
*	Verkkokauppa.com OYJ		13,945		33,558
#	Viking Line Abp		11,073		266,844
	Wartsila OYJ Abp		2,286,733		42,184,489
# *	WithSecure OYJ		518,870		591,930
#	YIT OYJ		699,251		1,451,527
TOTAL FINLAND					288,961,724
FRANCE — (11.6%)
#	ABC arbitrage		160,176		676,695
# *	Air France-KLM		213,395		2,175,934
	AKWEL SADIR		61,346		914,582
W	ALD SA		52,979		348,417
#	Alstom SA		1,313,882		20,717,387
	Altamir		136,094		3,810,247
	Alten SA		154,146		18,115,282
	Arkema SA		124,123		12,807,847
#	Assystem SA		61,561		3,531,922
# *	Atos SE		463,767		992,151
	Aubay		44,771		1,955,933
#	Axway Software SA		39,876		1,063,310
# *	Bastide le Confort Medical		18,680		358,358
	Beneteau SACA		262,633		3,400,876
# *	Bigben Interactive		85,998		237,068
	Boiron SA		33,957		1,241,689
	Bonduelle SCA		103,735		896,547
* ††	Bourbon Corp. SA		28,851		0
#	Catana Group		47,853		248,493
# *	Cegedim SA		39,170		601,308
*	CGG SA		4,602,240		1,925,618
	Cie des Alpes		129,059		1,873,302
	Cie Plastic Omnium SE		375,641		4,575,293
# *	Claranova SE		66,462		172,104
#	Clariane SE		461,522		1,102,038
	Coface SA		763,755		11,753,122
	Derichebourg SA		681,103		2,886,873
# *	Ekinops SAS		7,393		25,983
#	Electricite de Strasbourg SA		21,112		2,612,238
# * W	Elior Group SA		767,090		2,106,163
	Elis SA		1,272,724		28,574,401
	Equasens		14,219		891,620
#	Eramet SA		62,267		6,031,410
	Esso SA Francaise		4,763		905,286
	Etablissements Maurel et Prom SA		414,639		2,618,652
	Eurazeo SE		230,907		20,799,550

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
FRANCE — (Continued)
*	Euroapi SA		108,008	$	338,813
# *	Eutelsat Communications SACA		1,169,230		4,696,871
*	Exclusive Networks SA		27,032		575,464
	Exel Industries SA, Class A		10,459		612,239
#	Fnac Darty SA		74,524		2,621,824
*	Forvia SE		1,075,585		17,117,558
*	Gaumont SA		10,715		1,094,349
	Gaztransport Et Technigaz SA		222,677		31,036,771
	GEA		2,433		202,186
	GL Events SACA		56,164		1,126,851
	Groupe Crit SA		22,324		1,791,081
	Groupe SFPI		21,754		44,389
	Guerbet		36,737		1,467,987
*	Haulotte Group SA		66,055		149,427
*	ID Logistics Group SACA		16,392		6,047,594
	Imerys SA		215,458		6,923,471
	Infotel SA		637		33,264
	Interparfums SA		27,073		1,373,322
	IPSOS SA		294,938		19,736,547
	Jacquet Metals SACA		90,380		1,750,046
*	JCDecaux SE		295,075		6,158,921
	Kaufman & Broad SA		97,267		3,136,040
W	La Francaise des Jeux SAEM		120,908		4,556,387
	Laurent-Perrier		14,168		1,844,838
	Lectra		19,025		648,148
	Linedata Services		3,353		265,655
	LISI SA		45,202		1,184,448
#	LNA Sante SA		32,778		710,477
# W	Maisons du Monde SA		173,243		831,145
	Manitou BF SA		64,454		1,585,623
	Mersen SA		152,413		5,629,293
	Metropole Television SA		167,187		2,360,988
# *	Nacon SA		48,706		59,889
W	Neoen SA		226,109		6,920,093
	Nexans SA		195,817		20,853,857
#	Nexity SA		289,837		3,250,834
	NRJ Group		87,189		725,993
	Oeneo SA		88,742		969,037
# *	OVH Groupe SAS		35,339		250,452
*	Pierre Et Vacances SA		23,344		35,787
*	Plastiques Du Val De Loire		14,341		43,602
	Quadient SA		216,479		4,142,446
* ††	Recylex SA		102,008		0
	Rexel SA		1,258,287		32,614,600
	Robertet SA		696		653,261
	Rubis SCA		652,775		22,590,099
	Samse SACA		7,930		1,512,063
	Savencia SA		35,032		1,972,740
	SCOR SE		902,702		29,453,126
	SEB SA		142,398		16,806,421
	Seche Environnement SACA		21,328		2,388,916
	SES SA		2,160,458		10,481,418
# * W	SMCP SA		78,239		188,378
	Societe BIC SA		148,190		10,421,170
	Societe des Bains de Mer et du Cercle des Etrangers a Monaco		37,677		4,417,757
	Societe LDC SADIR		82		13,082
*	SOITEC		50,026		4,891,607
	Sopra Steria Group		118,375		25,919,180
	SPIE SA		882,098		32,073,668

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
FRANCE — (Continued)
# * W	SRP Groupe SA		56,827	$	60,020
	Stef SA		25,714		3,486,094
#	Sword Group		40,282		1,539,789
	Synergie SE		67,764		2,593,788
	Technip Energies NV		841,125		19,808,517
	Teleperformance SE		189,592		17,174,140
	Television Francaise 1 SA		378,959		3,460,451
#	TFF Group		9,938		452,737
#	Thermador Groupe		38,326		3,275,404
#	Tikehau Capital SCA		47,122		1,102,655
	Totalenergies EP Gabon		2,315		417,587
	Trigano SA		58,606		8,909,309
*	Ubisoft Entertainment SA		566,224		13,334,244
	Valeo SE		1,268,309		16,073,916
*	Vallourec SACA		998,650		17,193,504
# *	Vantiva SA		81,942		12,093
W	Verallia SA		414,916		15,980,580
	Vetoquinol SA		12,281		1,236,399
	Vicat SACA		113,465		4,188,930
	VIEL & Cie SA		156,945		1,689,831
	Virbac SACA		13,393		4,949,440
# *	Voltalia SA		110,394		917,229
#	Vranken-Pommery Monopole SA		16,787		277,161
	Wavestone		15,694		892,656
* W	Worldline SA		166,314		1,725,092
* W	X-Fab Silicon Foundries SE		270,762		1,872,855
TOTAL FRANCE					666,873,613
GERMANY — (13.4%)
	1&1 AG		261,101		4,563,006
	7C Solarparken AG		199,035		670,541
	Adesso SE		11,937		1,386,885
*	Adtran Networks SE		3,098		65,875
	AIXTRON SE		94,485		2,195,446
	All for One Group SE		4,889		305,041
	Allgeier SE		49,258		1,032,610
	AlzChem Group AG		825		40,114
	Amadeus Fire AG		12,375		1,484,725
*	Aroundtown SA		5,088,377		10,548,557
	Atoss Software AG		21,582		5,769,529
	Aurubis AG		211,924		16,880,541
# * W	Auto1 Group SE		435,207		2,215,779
	Basler AG		47,452		564,193
#	BayWa AG		100,521		2,412,735
	Bechtle AG		490,115		23,652,769
W	Befesa SA		212,048		6,062,472
	Bertrandt AG		37,592		1,614,694
	Bijou Brigitte AG		24,790		1,012,528
	Bilfinger SE		191,469		8,912,018
# *	Borussia Dortmund GmbH & Co. KGaA		507,376		2,011,227
# *	BRANICKS Group AG		375,149		660,483
	CANCOM SE		213,716		6,673,512
*	Ceconomy AG		954,113		2,197,795
	CENIT AG		58,480		776,837
	Cewe Stiftung & Co. KGaA		46,238		4,920,344
	CompuGroup Medical SE & Co. KGaA		186,933		5,599,746
	CTS Eventim AG & Co. KGaA		332,856		29,434,033
	Data Modul AG Produktion Und Vertrieb Von Elektronischen Systemen		11,455		430,082
# * W	Delivery Hero SE		89,931		2,516,049

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
GERMANY — (Continued)
	Dermapharm Holding SE		104,472	$	3,506,300
	Deutsche Beteiligungs AG		108,115		3,185,990
	Deutsche EuroShop AG		2,529		51,124
# W	Deutsche Pfandbriefbank AG		935,598		4,437,665
	Deutsche Wohnen SE		10,540		198,842
	Deutz AG		674,170		3,894,761
	DMG Mori AG		1,330		62,791
# *	Dr Hoenle AG		32,833		697,972
	Draegerwerk AG & Co. KGaA		19,398		902,015
	Duerr AG		346,613		8,866,906
W	DWS Group GmbH & Co. KGaA		66,154		2,791,302
	Eckert & Ziegler SE		105,115		4,155,520
	EDAG Engineering Group AG		53,781		651,540
	Elmos Semiconductor SE		33,095		2,742,206
	ElringKlinger AG		193,727		1,375,793
# *	Encavis AG		671,444		12,087,951
	Energiekontor AG		25,957		1,781,970
*	Evotec SE		626,135		6,452,448
	Fabasoft AG		509		10,956
	Fielmann Group AG		158,286		7,380,603
*	flatexDEGIRO AG		432,937		5,656,475
# *	Fraport AG Frankfurt Airport Services Worldwide		250,366		12,535,350
	Freenet AG		997,996		27,742,670
	Friedrich Vorwerk Group SE		17,359		290,894
	FUCHS SE		149,956		5,481,872
	GEA Group AG		495,189		19,985,818
	Gerresheimer AG		251,672		27,104,302
	Gesco SE		56,962		1,156,349
	GFT Technologies SE		159,429		4,670,107
*	Grand City Properties SA		517,591		5,780,297
	Grenke AG		60,550		1,409,617
	H&R GmbH & Co. KGaA		71,674		378,702
*	Hamburger Hafen und Logistik AG		125,057		2,225,376
	Hawesko Holding SE		313		10,091
# *	Heidelberger Druckmaschinen AG		1,764,141		1,777,177
*	HelloFresh SE		1,030,948		6,912,468
	Hensoldt AG		331,840		13,073,488
*	Highlight Communications AG		98,406		255,514
	HOCHTIEF AG		115,852		12,199,135
	Hornbach Holding AG & Co. KGaA		56,633		4,443,987
	Hugo Boss AG		439,456		23,679,978
	Indus Holding AG		87,257		2,369,231
	Init Innovation in Traffic Systems SE		37,723		1,582,969
W	Instone Real Estate Group SE		94,651		876,682
	IVU Traffic Technologies AG		52,179		808,576
	Jenoptik AG		390,966		10,481,883
W	JOST Werke SE		17,875		863,191
	K&S AG		1,091,009		16,321,433
	KION Group AG		353,543		16,294,053
	Kloeckner & Co. SE		71,828		509,095
	Knaus Tabbert AG		5,336		241,855
*	Koenig & Bauer AG		89,148		1,263,261
	Kontron AG		341,210		6,868,739
	Krones AG		118,206		15,583,316
	KSB SE & Co. KGaA		3,293		2,354,775
	KWS Saat SE & Co. KGaA		80,774		4,441,452
	Lanxess AG		541,103		15,293,209
*	LEG Immobilien SE		448,636		38,083,971
	Leifheit AG		59,390		999,468

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
GERMANY — (Continued)
# *	Manz AG		25,270	$	205,246
*	Mediclin AG		78,748		238,570
# *	Medigene AG		116,971		170,967
*	Medios AG		24,450		370,416
	METRO AG		765,743		4,096,509
	MLP SE		469,154		2,822,586
	Mutares SE & Co. KGaA		15,093		676,447
# *	Nagarro SE		53,881		4,094,315
	New Work SE		18,377		1,163,015
	Nexus AG		71,353		3,922,244
	Norma Group SE		199,527		3,950,959
*	OHB SE		39,251		1,827,032
	Patrizia SE		311,622		2,747,652
	Pfeiffer Vacuum Technology AG		41,493		6,847,335
	PNE AG		31,114		445,452
*	ProCredit Holding AG		2,583		26,305
#	ProSiebenSat.1 Media SE		1,035,438		8,042,107
	PSI Software SE		11,692		279,874
	Puma SE		646,828		29,864,691
*	PVA TePla AG		136,567		2,702,351
	PWO AG		8,558		277,662
*	q.beyond AG		644,117		439,732
*	R Stahl AG		14,952		332,203
* W	Redcare Pharmacy NV		2,780		376,020
#	RTL Group SA		82,084		2,530,225
	SAF-Holland SE		265,527		5,115,234
	Salzgitter AG		226,769		5,823,668
	Schloss Wachenheim AG		6,929		113,107
	Secunet Security Networks AG		9,141		1,466,249
# *	SGL Carbon SE		343,756		2,461,269
	Siltronic AG		120,331		9,377,927
	Sixt SE		97,474		9,332,706
*	SMA Solar Technology AG		108,460		5,688,718
	Stabilus SE		171,114		10,617,265
	STRATEC SE		31,112		1,431,724
	Stroeer SE & Co. KGaA		213,092		13,664,709
	Suedzucker AG		519,400		7,413,181
	SUESS MicroTec SE		143,891		7,121,793
	Surteco Group SE		47,139		830,907
*	TAG Immobilien AG		1,407,446		20,010,596
	Takkt AG		226,694		3,153,841
* W	TeamViewer SE		906,390		11,957,760
	Technotrans SE		43,518		979,727
	thyssenkrupp AG		3,188,975		16,004,453
	United Internet AG		351,602		8,504,846
#	Verbio SE		157,196		3,276,992
	Vossloh AG		72,974		3,531,340
	Wacker Chemie AG		106,875		11,440,762
	Wacker Neuson SE		165,340		2,957,610
	Washtec AG		78,551		3,338,778
# *	Westwing Group SE		41,567		382,766
	Wuestenrot & Wuerttembergische AG		175,314		2,465,344
	Zeal Network SE		27,890		1,034,361
TOTAL GERMANY					771,799,195
GREECE — (0.0%)
* ††	Neorion Holdings SA		14,991		0

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
IRELAND — (0.7%)
	Bank of Ireland Group PLC		403,914	$	4,309,532
	Cairn Homes PLC		2,318,224		3,904,868
	Dalata Hotel Group PLC		508,254		2,285,702
	FBD Holdings PLC		142,812		2,097,407
	Glanbia PLC		1,136,976		21,484,651
* W	Glenveagh Properties PLC		1,330,649		1,808,001
	Irish Continental Group PLC		825,575		4,457,673
*	Permanent TSB Group Holdings PLC		273,432		436,817
TOTAL IRELAND					40,784,651
ISRAEL — (2.2%)
	Adgar Investment & Development Ltd.		105,459		139,965
*	Afcon Holdings Ltd.		3,064		77,759
# *	AFI Properties Ltd.		100,052		4,055,850
	Africa Israel Residences Ltd.		18,039		1,083,463
# *	Allot Ltd.		189,485		394,972
	Alony Hetz Properties & Investments Ltd.		177,819		1,147,909
#	Alrov Properties & Lodgings Ltd.		49,832		2,052,119
#	Arad Ltd.		28,968		374,182
*	Argo Properties NV		4,799		88,386
#	Ashdod Refinery Ltd.		60,088		1,352,488
	Atreyu Capital Markets Ltd.		828		11,561
	AudioCodes Ltd.		29,072		319,629
#	Aura Investments Ltd.		539,726		2,089,554
#	Automatic Bank Services Ltd.		16,866		62,589
# *	Avgol Industries 1953 Ltd.		468,925		166,673
# *	Azorim-Investment Development & Construction Co. Ltd.		522,253		2,380,389
	Bet Shemesh Engines Holdings 1997 Ltd.		34,648		1,648,898
	Blue Square Real Estate Ltd.		36,996		2,773,411
*	Brack Capital Properties NV		17,073		1,004,772
	Carasso Motors Ltd.		152,860		745,181
*	Cellcom Israel Ltd.		528,949		2,209,149
*	Ceragon Networks Ltd.		266,244		737,496
# *	Clal Insurance Enterprises Holdings Ltd.		338,546		5,645,259
# *	Compugen Ltd.		120,076		235,188
	Danel Adir Yeoshua Ltd.		25,867		2,340,567
	Danya Cebus Ltd.		408		9,355
#	Delek Automotive Systems Ltd.		87,939		495,356
	Delta Galil Ltd.		71,511		3,181,631
#	Direct Finance of Direct Group 2006 Ltd.		502		63,186
	Dor Alon Energy in Israel 1988 Ltd.		10,173		199,801
*	Doral Group Renewable Energy Resources Ltd.		54,695		156,373
*	El Al Israel Airlines		738,575		1,032,658
#	Electra Consumer Products 1970 Ltd.		48,812		1,040,704
#	Electra Real Estate Ltd.		66,092		642,442
# *	Electreon Wireless Ltd.		4,233		221,473
*	Ellomay Capital Ltd.		2,597		40,532
*	Equital Ltd.		132,338		3,666,321
#	FMS Enterprises Migun Ltd.		19,186		798,450
	Formula Systems 1985 Ltd.		64,490		4,694,310
	Formula Systems 1985 Ltd., Sponsored ADR		640		47,872
	Fox Wizel Ltd.		47,275		3,753,645
	Gav-Yam Lands Corp. Ltd.		296,503		2,107,979
# *	Gilat Satellite Networks Ltd.		241,405		1,207,832
*	Hagag Group Real Estate Development		24,932		115,139
	Hilan Ltd.		107,013		6,007,905
#	IDI Insurance Co. Ltd.		44,481		1,270,338
*	IES Holdings Ltd.		1,768		98,181
	Ilex Medical Ltd.		4,067		73,088

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
ISRAEL — (Continued)
	Inrom Construction Industries Ltd.		409,907	$	1,354,550
	Isracard Ltd.		331,500		1,212,719
#	Israel Canada T.R Ltd.		252,277		929,294
	Israel Land Development Co. Ltd.		90,515		789,580
	Israel Shipyards Industries Ltd.		580		10,170
	Isras Investment Co. Ltd.		7,382		1,408,714
# *	Issta Ltd.		19,856		426,062
*	Kamada Ltd..		203,071		1,077,125
	Kardan Real Estate Enterprise & Development Ltd.		43,634		50,480
#	Kenon Holdings Ltd.		23,786		535,895
	Kerur Holdings Ltd.		32,360		558,403
# *	Klil Industries Ltd.		5,696		285,324
#	Kvutzat Acro Ltd.		17,221		190,127
	Lahav L.R. Real Estate Ltd.		9,407		9,673
	Lapidoth Capital Ltd.		1,086		17,552
#	Levinstein Properties Ltd.		1,526		25,811
	M Yochananof & Sons Ltd.		5,941		307,986
	Magic Software Enterprises Ltd.		147,464		1,744,201
	Malam - Team Ltd.		10,222		166,484
#	Matrix IT Ltd.		230,046		4,640,236
	Max Stock Ltd.		30,095		69,089
#	Maytronics Ltd.		212,991		1,820,790
#	Mediterranean Towers Ltd.		426,954		922,706
#	Mega Or Holdings Ltd.		96,500		2,496,137
	Meitav Investment House Ltd.		193,563		866,923
	Menora Mivtachim Holdings Ltd.		155,992		3,759,923
	Meshulam Levinstein Contracting & Engineering Ltd.		458		37,632
#	Migdal Insurance & Financial Holdings Ltd.		2,172,833		2,751,286
	Mivtach Shamir Holdings Ltd.		31,365		1,056,009
	Mizrahi Tefahot Bank Ltd.		1		38
*	Naphtha Israel Petroleum Corp. Ltd.		198,678		1,030,087
#	Nawi Brothers Ltd.		73,059		507,531
*	Nayax Ltd.		6,324		168,597
# *	Neto Malinda Trading Ltd.		4,663		72,204
*	Neto ME Holdings Ltd.		3,661		67,917
	Next Vision Stabilized Systems Ltd.		53,910		720,172
	Novolog Ltd.		200,415		82,434
	Oil Refineries Ltd.		12,267,220		3,554,214
	One Software Technologies Ltd.		69,915		968,636
	Palram Industries 1990 Ltd.		1,112		14,748
*	Partner Communications Co. Ltd.		717,998		3,355,588
	Paz Oil Co. Ltd.		62,211		6,197,987
*	Perion Network Ltd.		47,295		589,837
	Plasson Industries Ltd.		19,907		731,129
	Prashkovsky Investments & Construction Ltd.		16,368		384,616
# *	Priortech Ltd.		18,093		796,097
	Rami Levy Chain Stores Hashikma Marketing 2006 Ltd.		54,361		3,093,205
# *	Rani Zim Shopping Centers Ltd.		26,927		21,330
	Retailors Ltd.		7,613		167,245
*	Scope Metals Group Ltd.		47,550		1,637,934
*	Shikun & Binui Ltd.		214,517		460,573
	Summit Real Estate Holdings Ltd.		220,893		2,659,710
	Suny Cellular Communication Ltd.		187,376		51,981
#	Tadiran Group Ltd.		16,618		1,156,212
W	Tamar Petroleum Ltd.		51,161		302,014
	Tel Aviv Stock Exchange Ltd.		54,230		358,929
	Telsys Ltd.		249		15,016
*	Tera Light Ltd.		45,638		85,163
	Tiv Taam Holdings 1 Ltd.		39,749		53,084

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
ISRAEL — (Continued)
	Victory Supermarket Chain Ltd.		5,213	$	68,384
	YH Dimri Construction & Development Ltd.		21,042		1,647,768
TOTAL ISRAEL					124,603,241
ITALY — (10.5%)
	A2A SpA		11,130,525		21,951,092
	Abitare In SpA		1,909		8,148
	ACEA SpA		278,123		4,824,438
# *	Aeffe SpA		177,250		157,733
	Amplifon SpA		248,124		8,283,945
W	Anima Holding SpA		1,678,832		7,865,913
#	Aquafil SpA		83,333		304,997
	Arnoldo Mondadori Editore SpA		1,088,121		2,600,207
	Ascopiave SpA		432,784		1,132,374
#	Avio SpA		85,821		1,036,236
	Azimut Holding SpA		751,074		19,792,641
	Banca Generali SpA		435,216		17,045,648
	Banca IFIS SpA		237,598		5,293,397
	Banca Mediolanum SpA		641,478		6,941,805
*	Banca Monte dei Paschi di Siena SpA		5,515,540		26,602,977
	Banca Popolare di Sondrio SpA		2,730,141		22,809,675
	Banca Profilo SpA		1,711,765		405,589
# W	Banca Sistema SpA		335,410		482,321
	Banco BPM SpA		2,980,812		19,570,938
	Banco di Desio e della Brianza SpA		244,337		1,219,595
W	BFF Bank SpA		829,965		10,650,625
	Biesse SpA		43,130		559,821
	BPER Banca SpA		6,542,561		33,976,811
	Brembo NV		312,663		3,977,661
	Brunello Cucinelli SpA		239,655		24,459,767
	Buzzi SpA		635,851		22,909,946
	Cairo Communication SpA		380,269		874,535
W	Carel Industries SpA		130,239		2,636,447
	Cembre SpA		5,285		250,270
	Cementir Holding NV		371,783		3,936,580
*	CIR SpA-Compagnie Industriali		2,621,928		1,557,211
	Credito Emiliano SpA		555,182		5,864,657
	d’Amico International Shipping SA		290,567		2,084,634
	Danieli & C Officine Meccaniche SpA		247,688		7,300,081
	Datalogic SpA		30,430		184,395
	De’ Longhi SpA		88,485		2,901,643
	DiaSorin SpA		48,893		4,938,062
# *	Digital Bros SpA		34,830		325,377
#	Digital Value SpA		2,181		135,783
# W	doValue SpA		91,134		202,701
	Elica SpA		154,208		311,277
	Emak SpA		376,132		457,617
W	Enav SpA		666,746		2,742,045
	ERG SpA		166,279		4,477,822
*	Esprinet SpA		220,835		1,205,835
# *	Eurotech SpA		156,739		250,589
	Fiera Milano SpA		19,117		73,555
	Fila SpA		171,216		1,608,702
# * ††	Finmatica SpA		5,960		0
	FNM SpA		1,371,092		673,715
	Gefran SpA		35,925		310,626
# *	Geox SpA		356,231		265,368
	GPI SpA		21,713		289,471
	Gruppo MutuiOnline SpA		125,102		4,676,038

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
ITALY — (Continued)
	Hera SpA		5,499,110	$	19,854,422
	IMMSI SpA		1,037,733		594,816
	Intercos SpA		45,984		643,880
	Interpump Group SpA		410,162		17,866,556
	Iren SpA		4,373,561		8,791,827
	Italgas SpA		3,355,608		18,600,637
	Italian Sea Group SpA		5,100		52,091
#	Italmobiliare SpA		81,280		2,989,998
#	Iveco Group NV		1,173,817		14,718,169
#	IVS Group SA		116,966		893,961
	Leonardo SpA		2,065,863		47,477,764
	LU-VE SpA		5,064		116,431
	Maire Tecnimont SpA		1,232,552		10,207,596
# * ††	Mariella Burani Fashion Group SpA		22,744		0
	MFE-MediaForEurope NV, Class A		1,003,807		2,947,102
*	Newlat Food SpA		24,519		155,660
#	Openjobmetis SpA agenzia per il lavoro		63,079		1,099,342
	Orsero SpA		37,604		585,784
W	OVS SpA		1,548,437		4,045,322
	Pharmanutra SpA		6,832		388,201
	Piaggio & CSpA		1,288,486		3,756,466
W	Piovan SpA		2,808		36,100
W	Pirelli & C SpA		2,342,202		14,809,633
W	RAI Way SpA		612,982		3,481,104
	Reply SpA		147,826		19,300,063
	Rizzoli Corriere Della Sera Mediagroup SpA		956,821		834,059
*	Sabaf SpA		61,381		1,122,945
# *	Safilo Group SpA		308,752		384,081
*	Saipem SpA		2		5
	Salcef Group SpA		18,084		498,179
#	Salvatore Ferragamo SpA		214,047		2,123,964
	Sanlorenzo SpA		18,659		817,163
	Saras SpA		2,937,528		5,516,172
# *	Seri Industrial SpA		3,574		16,643
	Sesa SpA		52,352		5,444,089
*	Sogefi SpA		384,358		1,177,894
	SOL SpA		231,248		8,895,799
#	Spaxs SpA		258,973		1,442,643
	Tamburi Investment Partners SpA		851,687		8,266,603
W	Technogym SpA		944,304		8,905,264
# *	Telecom Italia SpA		51,070,336		12,107,520
*	TREVI - Finanziaria Industriale SpA		405,238		158,708
# W	Unieuro SpA		105,971		1,035,009
	Unipol Gruppo SpA		3,064,314		27,470,663
	Webuild SpA		2,120,769		5,323,230
#	Wiit SpA		8,227		141,013
	Zignago Vetro SpA		190,091		2,531,224
TOTAL ITALY					603,025,131
NETHERLANDS — (4.8%)
	Aalberts NV		654,734		31,129,846
	Acomo NV		52,913		985,051
	AFC Ajax NV		13,955		154,307
# * W	Alfen NV		107,307		4,624,707
	Allfunds Group PLC		543,878		3,417,981
#	AMG Critical Materials NV		179,177		4,205,340
	Aperam SA		271,693		7,899,907
#	Arcadis NV		518,635		32,030,361
*	Avantium NV		19,708		53,875

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
NETHERLANDS — (Continued)
W	B&S Group SARL		16,023	$	86,299
# * W	Basic-Fit NV		294,041		6,436,580
	BE Semiconductor Industries NV		352,392		46,753,264
#	Brunel International NV		129,710		1,402,526
	Corbion NV		349,347		7,587,232
W	CTP NV		118,290		2,006,635
# *	Ebusco Holding NV		2,604		7,818
# *	Fastned BV		409		10,038
	Flow Traders Ltd.		197,621		4,067,195
	ForFarmers NV		203,933		525,297
#	Fugro NV		677,561		16,434,406
*	InPost SA		343,400		5,513,203
#	Kendrion NV		86,878		1,210,391
	Koninklijke BAM Groep NV		1,627,467		6,634,208
	Koninklijke Heijmans NV, CVA		145,097		2,723,140
	Koninklijke Vopak NV		336,864		13,377,390
#	MFE-MediaForEurope NV, Class B		406,270		1,632,261
	Nedap NV		33,400		2,217,431
	OCI NV		469,446		12,626,489
# *	Pharming Group NV		3,585,543		3,339,369
*	Pluxee NV		17,711		546,055
#	PostNL NV		1,827,096		2,458,248
	SBM Offshore NV		948,274		14,009,424
# *	SIF Holding NV		40,013		432,379
W	Signify NV		719,081		19,610,388
	Sligro Food Group NV		127,096		1,927,734
* ††	SRH NV		705,718		0
#	TKH Group NV		255,928		11,023,839
# *	TomTom NV		408,253		2,433,522
	Van Lanschot Kempen NV		164,832		5,839,003
TOTAL NETHERLANDS					277,373,139
NORWAY — (2.1%)
	2020 Bulkers Ltd.		107,406		1,657,492
	ABG Sundal Collier Holding ASA		1,989,504		1,041,420
	AF Gruppen ASA		4,067		52,332
# *	Akastor ASA		720,140		887,158
*	Aker BioMarine ASA		16,523		105,366
# *	Aker Carbon Capture ASA		724,918		453,988
	AMSC ASA		274,096		755,291
*	Archer Ltd.		1,313,754		123,383
*	ArcticZymes Technologies ASA		83,850		194,887
	Arendals Fossekompani ASA		1,452		23,190
	Atea ASA		384,721		4,911,676
*	Atlantic Sapphire ASA		146		12
	Austevoll Seafood ASA		162,725		1,299,354
W	Avance Gas Holding Ltd.		112,799		1,639,352
# *	Axactor ASA		689,478		300,883
	B2 Impact ASA		1,109,662		856,281
	Belships ASA		528,983		1,191,915
*	Bluenord ASA		26,254		1,345,534
	Bonheur ASA		137,587		3,124,430
	Borregaard ASA		390,297		6,685,380
	Bouvet ASA		74,133		406,427
W	BW LPG Ltd.		438,052		6,325,720
	BW Offshore Ltd.		473,070		1,187,929
# *	Cadeler AS		157,068		745,550
*	Cloudberry Clean Energy ASA		60,341		49,076
# * W	Crayon Group Holding ASA		423,812		3,118,678

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
NORWAY — (Continued)
	DNO ASA		3,452,093	$	3,195,633
W	Elkem ASA		607,976		1,062,326
W	Elmera Group ASA		114,677		341,861
	Elopak ASA		82,874		252,284
	Ensurge Micropower ASA		356,776		45,427
W	Europris ASA		1,144,627		7,203,948
*	FLEX LNG Ltd.		137,937		3,621,393
	Gram Car Carriers ASA		18,193		420,632
	Grieg Seafood ASA		338,052		2,194,709
# *	Hexagon Composites ASA		719,711		1,089,260
# *	Hexagon Purus ASA		235,168		111,474
W	Kid ASA		59,071		778,355
	Kitron ASA		843,320		2,168,330
W	Klaveness Combination Carriers ASA		49,117		476,614
*	Kongsberg Automotive ASA		3,235,578		520,000
*	LINK Mobility Group Holding ASA		504,022		887,239
	Magnora ASA		59,234		162,428
	Medistim ASA		2,163		35,065
*	Morrow Bank ASA		33,724		12,187
#	MPC Container Ships ASA		1,892,230		3,041,556
W	Multiconsult ASA		2,534		32,170
# *	NEL ASA		663,640		306,639
	Norbit ASA		32,702		210,368
*	Nordic Semiconductor ASA		95,721		1,046,481
# W	Norske Skog ASA		354,658		1,186,647
*	Northern Ocean Ltd.		64,314		49,384
*	Norwegian Air Shuttle ASA		842,208		1,093,857
*	NRC Group ASA		38,228		43,257
# *	Nykode Therapeutics ASA		492,230		588,701
	Odfjell Drilling Ltd.		636,267		2,900,108
	Odfjell SE, Class A		138,332		2,185,618
	Odfjell Technology Ltd.		107,420		598,964
# *	OKEA ASA		206,616		475,939
W	Okeanis Eco Tankers Corp.		71,968		2,231,283
	Olav Thon Eiendomsselskap ASA		51,942		1,033,646
*	Otello Corp. ASA		13,451		9,406
	Panoro Energy ASA		283,477		723,180
	Pareto Bank ASA		56,270		292,370
	Pexip Holding ASA		88,001		208,590
*	PGS ASA		5,458,085		4,194,361
*	PhotoCure ASA		82,057		405,571
	Protector Forsikring ASA		421,437		8,519,238
	Rana Gruber ASA		61,603		460,134
# *	REC Silicon ASA		1,555,597		1,502,799
*	Salmon Evolution ASA		254,432		165,835
*	SATS ASA		113,023		177,455
* W	Scatec ASA		425,237		3,103,430
*	SD Standard ETC PLC		271,994		41,310
	Selvaag Bolig ASA		264,442		839,245
# * W	Shelf Drilling Ltd.		902,378		1,507,769
*	Siem Offshore, Inc.		10,249		32,784
*	Solstad Offshore ASA		37,831		147,145
	Sparebank 1 Oestlandet		47,805		576,055
	SpareBank 1 Sorost-Norge		1,788		10,978
	Stolt-Nielsen Ltd		29,057		1,237,329
#	TGS ASA		372,819		4,205,508
	Veidekke ASA		661,987		6,921,578
*	Volue ASA		6,103		15,897
	Wilh Wilhelmsen Holding ASA, Class A		68,812		2,400,651

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
NORWAY — (Continued)
* W	XXL ASA		3,251,432	$	225,433
TOTAL NORWAY					118,010,538
PORTUGAL — (0.9%)
	Altri SGPS SA		472,047		2,601,179
*	Banco Comercial Portugues SA, Class R		49,853,259		17,406,245
	Corticeira Amorim SGPS SA		147,056		1,501,443
	CTT-Correios de Portugal SA		491,944		2,310,945
# *	Greenvolt-Energias Renovaveis SA		156,250		1,382,936
	Ibersol SGPS SA		65,457		490,008
	Mota-Engil SGPS SA		733,051		3,172,493
	Navigator Co. SA		1,800,047		7,950,453
	NOS SGPS SA		1,014,508		3,504,116
	REN - Redes Energeticas Nacionais SGPS SA		2,747,946		6,634,947
	Semapa-Sociedade de Investimento e Gestao		8,928		151,419
	Sonae SGPS SA		6,586,941		6,595,285
TOTAL PORTUGAL					53,701,469
SPAIN — (6.4%)
	Acciona SA		84,151		9,728,370
	Acerinox SA		1,095,358		11,800,968
* ††	Adveo Group International SA		84,445		0
W	Aedas Homes SA		38,519		769,766
#	Alantra Partners SA		60,724		594,855
	Almirall SA		464,897		4,242,926
# *	Amper SA		7,369,582		810,525
	Applus Services SA		874,505		11,822,838
	Atresmedia Corp. de Medios de Comunicacion SA		510,640		2,564,498
*	Audax Renovables SA		19,604		35,371
	Azkoyen SA		67,253		443,295
	Banco de Sabadell SA		35,081,456		67,012,724
	Bankinter SA		4,245,482		33,556,969
#	Cia de Distribucion Integral Logista Holdings SA		408,960		11,123,472
	CIE Automotive SA		373,265		9,866,469
	Construcciones y Auxiliar de Ferrocarriles SA		116,717		3,995,444
#	Corp. ACCIONA Energias Renovables SA		31,476		639,193
*	Distribuidora Internacional de Alimentacion SA		4,617,030		63,237
#	Ebro Foods SA		437,975		7,486,531
*	eDreams ODIGEO SA		447,059		3,043,841
	Elecnor SA		209,796		4,518,773
	Enagas SA		1,457,648		21,377,888
	Ence Energia y Celulosa SA		831,813		2,962,626
	Ercros SA		590,023		2,214,998
	Faes Farma SA		1,843,460		6,689,030
	Fluidra SA		517,281		10,949,889
W	Gestamp Automocion SA		950,021		2,846,641
W	Global Dominion Access SA		518,361		1,937,367
# *	Grenergy Renovables SA		7,453		217,630
*	Grifols SA		141,694		1,296,848
	Grupo Catalana Occidente SA		268,886		10,412,519
#	Grupo Empresarial San Jose SA		141,180		612,206
	Iberpapel Gestion SA		47,911		960,194
#	Indra Sistemas SA		876,621		16,758,207
#	Laboratorio Reig Jofre SA		15,086		40,100
	Laboratorios Farmaceuticos Rovi SA		130,063		11,672,357
#	Linea Directa Aseguradora SA Cia de Seguros y Reaseguros		3,369,919		3,642,409
	Mapfre SA		4,520,827		10,906,793
*	Melia Hotels International SA		624,896		4,859,403

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
SPAIN — (Continued)
# W	Metrovacesa SA		27,648	$	254,856
	Miquel y Costas & Miquel SA		185,363		2,278,580
# W	Neinor Homes SA		115,525		1,295,647
# *	Obrascon Huarte Lain SA		2,278,833		820,910
*	Oryzon Genomics SA		35,547		74,400
#	Pharma Mar SA		55,216		1,785,643
	Prim SA		40,283		436,281
*	Promotora de Informaciones SA, Class A		1,330,083		485,948
W	Prosegur Cash SA		628,108		348,426
	Realia Business SA		1,667,905		1,812,154
	Renta 4 Banco SA		442		4,769
	Sacyr SA		2,882,311		10,021,309
*	Solaria Energia y Medio Ambiente SA		498,778		5,075,115
# *	Soltec Power Holdings SA		58,317		141,597
W	Talgo SA		548,128		2,578,646
*	Tecnicas Reunidas SA		271,263		2,691,039
	Tubacex SA		712,576		2,379,719
# *	Tubos Reunidos SA		34,204		23,011
# W	Unicaja Banco SA		7,318,410		9,559,706
#	Vidrala SA		134,680		14,162,134
	Viscofan SA		267,269		16,992,773
	Vocento SA		352,577		352,375
TOTAL SPAIN					368,052,208
SWEDEN — (6.3%)
W	AcadeMedia AB		502,259		2,296,309
#	AddLife AB, Class B		447,048		4,112,679
	Addnode Group AB		561,062		5,777,890
	AFRY AB		445,177		6,993,157
W	Alimak Group AB		379,232		3,504,275
	Alleima AB		396,163		2,462,295
	Alligo AB, Class B		157,419		1,837,372
W	Ambea AB		346,517		1,989,307
# *	Annehem Fastigheter AB, Class B		214,348		323,731
#	AQ Group AB		15,189		869,998
	Arise AB		17,654		62,065
	Arjo AB, Class B		1,382,957		5,804,270
	Atrium Ljungberg AB, Class B		56,692		1,002,029
W	Attendo AB		674,584		2,544,192
	Beijer Alma AB		297,783		5,635,441
	Bergman & Beving AB		208,899		4,219,941
	Betsson AB, Class B		886,384		9,797,548
# *	Better Collective AS		147,099		3,940,473
# *	BHG Group AB		737,446		915,698
	Bilia AB, Class A		580,862		7,295,605
	Billerud Aktiebolag		30,543		253,312
* W	BioArctic AB		43,004		756,733
*	BioInvent International AB		39,595		92,817
	Biotage AB		188,675		2,846,861
	Bjorn Borg AB		13,009		56,811
# *	Bonava AB, Class B		1,520,844		1,383,048
* W	Boozt AB		5,339		60,866
W	Bravida Holding AB		852,790		5,766,473
#	Bufab AB		228,610		6,954,046
	Bulten AB		107,259		800,441
	Bure Equity AB		357,058		11,178,979
*	Byggmax Group AB		394,029		1,220,765
*	Camurus AB		22,448		1,006,650
	Catella AB		94,080		257,758

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
SWEDEN — (Continued)
	Catena AB		190,068	$	8,318,283
# *	Catena Media PLC		330,046		258,587
*	Cavotec SA		79,682		117,318
	Cellavision AB		60,287		1,223,914
	Cibus Nordic Real Estate AB publ		151,343		1,971,107
*	Cint Group AB		223,348		238,702
	Clas Ohlson AB, Class B		281,230		3,393,973
	Cloetta AB, Class B		1,334,528		1,987,251
	Concentric AB		339,818		5,852,687
# W	Coor Service Management Holding AB		532,461		2,313,851
#	Corem Property Group AB, Class B		4,121,895		3,062,313
	CTT Systems AB		5,998		189,577
	Dedicare AB, Class B		6,297		31,907
	Dios Fastigheter AB		770,250		5,884,976
# W	Dometic Group AB		51,610		368,811
* W	Dustin Group AB		1,981,572		2,251,400
	Eastnine AB		126,421		1,902,226
#	Elanders AB, Class B		74,315		662,826
	Electrolux Professional AB, Class B		629,981		4,067,732
* W	Eltel AB		206,068		123,807
# *	Enea AB		93,388		510,959
#	Engcon AB		35,239		289,768
	Eolus Vind AB, Class B		41,913		270,014
	Ependion AB		100,183		983,265
	Ework Group AB		46,094		599,738
	Fagerhult Group AB		336,247		2,157,634
#	FastPartner AB, Class A		49,711		333,785
	FastPartner AB, Class D		35		207
#	Fenix Outdoor International AG		22,095		1,391,760
	G5 Entertainment AB		41,029		444,836
	Granges AB		847,482		10,007,398
#	Hanza AB		118,764		618,361
	Heba Fastighets AB, Class B		325,463		961,123
	Hemnet Group AB		57,258		1,488,060
#	Hexatronic Group AB		188,356		574,225
	HMS Networks AB		160,313		5,941,283
* W	Hoist Finance AB		288,559		1,372,713
*	Humana AB		178,604		479,399
	IAR Systems Group AB		1,213		16,350
#	Instalco AB		856,061		3,014,193
# *	International Petroleum Corp.		575,409		7,283,774
#	Intrum AB		132,234		309,312
	INVISIO AB		32,561		712,235
	Inwido AB		484,214		5,963,760
	ITAB Shop Concept AB		14,068		24,135
#	JM AB		455,664		7,716,581
*	Karnov Group AB		117,160		699,010
# *	K-fast Holding AB		20,521		33,539
	Kindred Group PLC, SDR		25,445		285,114
	KNOW IT AB		165,960		2,147,767
	Lagercrantz Group AB, Class B		352,919		5,178,499
#	Lime Technologies AB		21,248		674,632
	Lindab International AB		640,812		12,872,813
	Loomis AB		349,125		8,922,501
# *	Maha Energy AB		148,058		120,112
*	Medcap AB		14,833		584,988
	Medicover AB, Class B		42,846		671,231
	MEKO AB		250,390		2,552,585
*	Modern Times Group MTG AB, Class B		593,341		5,082,849

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
SWEDEN — (Continued)
	Momentum Group AB		165,182	$	2,065,693
	Mycronic AB		228,300		7,945,753
#	NCAB Group AB		378,039		2,457,684
	NCC AB, Class B		518,723		6,308,895
#	Nederman Holding AB		44,352		765,205
*	Net Insight AB, Class B		1,794,044		848,959
#	New Wave Group AB, Class B		828,917		7,548,369
	Nilorngruppen AB, Class B		7,191		48,739
# *	Nobia AB		3,283,760		1,337,309
	Nolato AB, Class B		1,580,501		7,755,499
	Nordic Paper Holding AB		111,956		560,061
	Nordic Waterproofing Holding AB		83,900		1,240,261
*	Norion Bank AB		335,249		1,238,518
*	Norva24 Group AB		4,692		10,938
# *	Note AB		100,209		1,266,926
#	NP3 Fastigheter AB		178,321		3,734,841
	Nyfosa AB		1,209,815		10,465,872
	OEM International AB, Class B		333,368		3,282,421
# *	Orron Energy AB		670,464		441,205
# *	Ovzon AB		568		723
*	OX2 AB		456,466		1,646,690
	Peab AB, Class B		755,178		4,603,824
	Platzer Fastigheter Holding AB, Class B		320,227		2,588,647
	Prevas AB, Class B		12,098		130,284
*	Pricer AB, Class B		757,103		778,892
	Proact IT Group AB		206,921		1,958,230
	Ratos AB, Class B		1,378,425		4,784,264
# *	RaySearch Laboratories AB		163,962		1,784,725
	Rejlers AB		948		12,123
W	Resurs Holding AB		741,863		1,116,328
	Rottneros AB		672,020		701,794
	Rvrc Holding AB		74,058		418,891
	Scandi Standard AB		369,860		2,572,051
# * W	Scandic Hotels Group AB		1,068,585		5,602,476
*	Sdiptech AB, Class B		73,930		1,883,762
*	Sedana Medical AB		35,048		71,742
*	Sensys Gatso Group AB		43,904		302,474
* W	Sinch AB		1,518,721		3,433,802
	SkiStar AB		317,931		4,404,156
	Solid Forsakring AB		86,686		567,478
*	Stendorren Fastigheter AB		6,293		102,891
*	Stillfront Group AB		1,952,196		1,855,237
#	Storskogen Group AB, Class B		3,788,137		2,029,517
	Synsam AB		41,347		189,770
	Systemair AB		408,125		2,765,634
	Tethys Oil AB		178,504		589,759
*	TF Bank AB		5,604		106,469
	Troax Group AB		243,349		4,895,970
# *	Truecaller AB, Class B		637,419		2,025,414
	VBG Group AB, Class B		48,983		1,714,143
*	Vestum AB		51,049		34,713
# *	Viaplay Group AB		193,548		12,682
	Vitec Software Group AB, Class B		69,662		3,332,260
	Vitrolife AB		24,061		359,373
	Volati AB		6,339		59,122
	XANO Industri AB, Class B		5,023		42,258
TOTAL SWEDEN					360,333,307

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
SWITZERLAND — (16.9%)
	Accelleron Industries AG		230,851	$	8,975,199
	Adecco Group AG		585,919		20,496,888
	Allreal Holding AG		122,211		19,737,347
	ALSO Holding AG		46,741		11,513,111
# *	Aluflexpack AG		4,910		78,715
*	ams-OSRAM AG		5,343,211		6,417,503
	APG SGA SA		8,182		1,848,757
	Arbonia AG		308,639		4,065,544
*	Aryzta AG		6,571,249		12,440,917
	Ascom Holding AG		220,226		1,766,616
	Autoneum Holding AG		26,017		4,155,774
*	Avolta AG		538,901		20,379,529
	Baloise Holding AG		98,975		14,956,394
	Banque Cantonale de Geneve		10,073		3,262,414
	Banque Cantonale du Jura SA		3,848		263,480
	Banque Cantonale Vaudoise		113,639		11,883,748
	Barry Callebaut AG		4,198		6,783,852
*	Basilea Pharmaceutica AG		33,154		1,422,937
	Belimo Holding AG		67,026		31,012,080
	Bell Food Group AG		14,766		4,282,420
#	Bellevue Group AG		48,912		970,977
	Berner Kantonalbank AG		31,282		8,546,753
	BKW AG		144,734		21,484,015
	Bossard Holding AG, Class A		43,144		9,810,163
	Bucher Industries AG		53,084		20,397,731
	Burckhardt Compression Holding AG		14,619		9,311,194
	Burkhalter Holding AG		27,381		3,002,423
	Bystronic AG		8,214		3,653,193
#	Calida Holding AG		34,242		1,079,787
	Carlo Gavazzi Holding AG		3,279		1,084,633
#	Cembra Money Bank AG		195,981		14,982,792
# *	Cicor Technologies Ltd		15,422		841,911
	Cie Financiere Tradition SA		10,201		1,606,063
	Clariant AG		1,418,992		21,229,277
	Coltene Holding AG		22,827		1,275,314
	Comet Holding AG		45,630		14,398,594
	COSMO Pharmaceuticals NV		15,693		1,231,937
#	Daetwyler Holding AG		24,673		5,108,397
	DKSH Holding AG		234,221		15,264,021
# *	DocMorris AG		4,404		388,438
	dormakaba Holding AG		22,093		11,758,492
	EFG International AG		683,025		7,941,910
	Emmi AG		15,716		15,289,489
	Energiedienst Holding AG		83,637		3,512,788
#	Feintool International Holding AG		39,987		775,380
	Flughafen Zurich AG		143,958		28,820,507
	Forbo Holding AG		8,340		9,632,622
	Fundamenta Real Estate AG		3,191		57,607
W	Galenica AG		305,886		23,405,870
# *	GAM Holding AG		682,619		212,688
	Georg Fischer AG		616,034		42,996,395
#	Gurit Holding AG, Class BR		27,930		1,781,786
	Helvetia Holding AG		258,089		33,759,467
#	Hiag Immobilien Holding AG		27,345		2,213,400
*	HOCHDORF Holding AG		52		283
	Huber & Suhner AG		110,667		8,803,523
	Hypothekarbank Lenzburg AG		6		27,181
	Implenia AG		91,269		3,337,384
*	Ina Invest Holding AG		31,977		643,685

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
SWITZERLAND — (Continued)
	Inficon Holding AG		14,761	$	20,523,684
	Interroll Holding AG		4,863		15,650,502
	Intershop Holding AG		54,150		7,255,939
	Investis Holding SA		6,554		702,877
	Jungfraubahn Holding AG		19,641		4,359,669
	Kardex Holding AG		49,723		13,155,824
#	Komax Holding AG		22,696		3,904,425
*	Kudelski SA		217,692		337,640
	Landis & Gyr Group AG		94,470		6,989,268
	LEM Holding SA		3,884		6,614,811
	Liechtensteinische Landesbank AG		65,937		5,033,476
	Luzerner Kantonalbank AG		119,866		8,853,513
W	Medacta Group SA		15,470		1,869,740
W	Medmix AG		151,076		2,478,615
	Meier Tobler Group AG		45,826		1,534,812
	Metall Zug AG, Class B		1,164		1,605,329
	Mikron Holding AG		11,489		223,709
	Mobilezone Holding AG		305,440		4,369,151
	Mobimo Holding AG		62,895		17,607,039
* W	Montana Aerospace AG		14,012		270,796
	Novavest Real Estate AG		1,614		59,745
	OC Oerlikon Corp. AG		1,119,479		4,843,443
*	Orascom Development Holding AG		93,520		428,936
#	Orell Fuessli AG		5,028		438,193
	Orior AG		41,050		2,933,718
*	Phoenix Mecano AG		4,451		2,391,836
	Plazza AG, Class A		7,231		2,368,523
# * W	PolyPeptide Group AG		11,760		388,016
	PSP Swiss Property AG		337,750		41,753,116
	Rieter Holding AG		15,161		2,119,388
	Romande Energie Holding SA		68,578		4,316,595
	Schweiter Technologies AG		6,061		2,719,162
# *	Schweizerische Nationalbank		23		101,606
* W	Sensirion Holding AG		10,110		663,725
#	SFS Group AG		124,951		14,820,060
	Siegfried Holding AG		32,456		31,014,381
#	SIG Group AG		332,386		6,642,186
	SKAN Group AG		11,191		999,794
	Softwareone Holding AG		223,642		3,802,974
	St. Galler Kantonalbank AG		17,965		9,243,398
#	Stadler Rail AG		178,296		5,289,534
#	StarragTornos Group AG		2,819		156,816
	Sulzer AG		139,983		16,954,753
	Swiss Prime Site AG		182,651		16,864,683
# *	Swiss Steel Holding AG		3,362,368		309,704
	Swissquote Group Holding SA		84,232		22,782,591
	Temenos AG		389,997		24,260,699
	Thurgauer Kantonalbank		3,152		434,883
	TX Group AG		18,706		2,910,372
#	u-blox Holding AG		48,813		4,515,574
	Valiant Holding AG		101,375		11,834,207
W	VAT Group AG		47,681		23,738,495
	Vaudoise Assurances Holding SA		6,822		3,317,652
	Vetropack Holding AG		69,627		2,352,834
#	Vontobel Holding AG		218,761		12,279,526
	VP Bank AG, Class A		21,182		2,113,362
	VZ Holding AG		92,432		10,659,779
*	V-ZUG Holding AG		11,325		701,409
	Walliser Kantonalbank		19,594		2,438,143

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
SWITZERLAND — (Continued)
	Warteck Invest AG		58	$	113,489
	Ypsomed Holding AG		15,540		5,539,081
	Zehnder Group AG		82,191		4,792,000
	Zug Estates Holding AG, Class B		1,213		2,373,019
#	Zuger Kantonalbank AG		711		6,647,228
TOTAL SWITZERLAND					975,150,742
UNITED STATES — (0.0%)
	ADTRAN Holdings, Inc.		110,648		486,920
	Noble Corp. PLC		3,940		174,508
TOTAL UNITED STATES					661,428
TOTAL COMMON STOCKS					5,422,364,382
PREFERRED STOCKS — (0.8%)
GERMANY — (0.8%)
	Draegerwerk AG & Co. KGaA, 0.385%		56,173		2,991,651
	FUCHS SE, 2.445%		477,660		22,306,389
	Jungheinrich AG, 1.957%		346,549		12,886,070
	Sixt SE, 9.373%		118,586		8,205,891
	STO SE & Co. KGaA, 3.117%		16,514		2,836,090
	Villeroy & Boch AG, 6.232%		41,086		748,726
TOTAL GERMANY					49,974,817
RIGHTS/WARRANTS — (0.0%)
AUSTRIA — (0.0%)
* ††	CA Immobilien Anlagen AG Rights		497,492		0
* ††	S Immo AG Rights		346,922		0
*	Strabag SE Rights		107,907		0
GERMANY — (0.0%)
# *	Medigene AG Rights 05/07/2024		116,970		1,798
ITALY — (0.0%)
# *	Webuild SpA Warrants 08/02/2030		116,038		0
TOTAL RIGHTS/WARRANTS					1,798
TOTAL INVESTMENT SECURITIES
(Cost $4,471,348,073)					5,472,340,997
				Value†
SECURITIES LENDING COLLATERAL — (5.0%)
@ §	The DFA Short Term Investment Fund		24,669,963		285,382,134
TOTAL INVESTMENTS — (100.0%)
(Cost $4,756,731,737)				$	5,757,723,131

ADR American Depositary Receipt

» Securities that have been fair value factored. See Note B to Financial Statements.

# Total or Partial Securities on Loan.

W 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.

* Non-Income Producing Securities.

†† Security valued using significant unobservable inputs (Level 3).

† See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Austria		—	$	181,451,434		—	$	181,451,434
Belgium	$	741,503		202,719,168		—		203,460,671
Denmark		—		388,121,891		—		388,121,891
Finland		—		288,961,724		—		288,961,724
France		—		666,873,613		—		666,873,613
Germany		—		771,799,195		—		771,799,195
Ireland		—		40,784,651		—		40,784,651
Israel		842,241		123,761,000		—		124,603,241
Italy		—		603,025,131		—		603,025,131
Netherlands		546,055		276,827,084		—		277,373,139
Norway		128,919		117,881,619		—		118,010,538
Portugal		—		53,701,469		—		53,701,469
Spain		—		368,052,208		—		368,052,208
Sweden		—		360,333,307		—		360,333,307
Switzerland		—		975,150,742		—		975,150,742
United States		—		661,428		—		661,428
Preferred Stocks
Germany		—		49,974,817		—		49,974,817
Rights/Warrants
Germany		—		1,798		—		1,798
Securities Lending Collateral		—		285,382,134		—		285,382,134
Total Investments in Securities	$	2,258,718	$	5,755,464,413		—	$	5,757,723,131

See accompanying Notes to Financial Statements.

THE CANADIAN SMALL COMPANY SERIES

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Shares		Value»
COMMON STOCKS — (91.6%)
COMMUNICATION SERVICES — (0.8%)
*	Aimia, Inc.		511,089	$	876,163
# *	Cineplex, Inc.		36,490		230,340
	Cogeco Communications, Inc.		80,416		3,187,667
#	Cogeco, Inc.		37,667		1,404,458
#	Corus Entertainment, Inc., Class B		1,092,121		404,592
#	Quebecor, Inc., Class B		123,008		2,545,671
	TELUS Corp.		176,768		2,839,023
# *	WildBrain Ltd.		541,109		400,923
#	Yellow Pages Ltd.		56,545		398,421
TOTAL COMMUNICATION SERVICES					12,287,258
CONSUMER DISCRETIONARY — (3.8%)
*	Aritzia, Inc.		462,710		11,979,068
*	AutoCanada, Inc.		121,583		2,133,763
	BMTC Group, Inc.		20,581		215,131
*	Bragg Gaming Group, Inc.		4,700		25,640
	BRP, Inc.		7,396		497,529
# *	Canada Goose Holdings, Inc.		45,190		510,195
# *	Dorel Industries, Inc., Class B		164,677		728,495
	Exco Technologies Ltd.		164,124		842,884
	Gamehost, Inc.		89,999		672,713
# *	GoldMoney, Inc.		25,000		145,643
	Leon’s Furniture Ltd.		167,479		2,757,962
	Linamar Corp.		263,351		12,401,878
	Martinrea International, Inc.		514,975		4,283,198
#	MTY Food Group, Inc.		115,723		4,152,612
	Park Lawn Corp.		183,840		2,196,759
	Pizza Pizza Royalty Corp.		162,278		1,583,114
#	Pollard Banknote Ltd.		49,129		1,329,354
# W	Sleep Country Canada Holdings, Inc.		220,590		4,379,272
W	Spin Master Corp.		185,042		4,043,194
TOTAL CONSUMER DISCRETIONARY					54,878,404
CONSUMER STAPLES — (4.2%)
#	Andrew Peller Ltd., Class A		168,200		469,174
	Corby Spirit & Wine Ltd.		75,467		726,356
	High Liner Foods, Inc.		106,744		1,032,043
W	Jamieson Wellness, Inc.		236,615		4,494,594
#	KP Tissue, Inc.		47,200		281,832
	Lassonde Industries, Inc., Class A		18,000		1,883,093
#	Maple Leaf Foods, Inc.		463,035		8,196,828
	North West Co., Inc.		292,956		8,303,594
#	Premium Brands Holdings Corp.		244,773		16,037,863
	Primo Water Corp.		892,177		16,825,278
	Rogers Sugar, Inc.		682,633		2,583,458
# *	SunOpta, Inc.		190,511		1,251,022
TOTAL CONSUMER STAPLES					62,085,135
ENERGY — (22.5%)
*	Advantage Energy Ltd.		1,240,556		9,678,256
#	Africa Oil Corp.		1,577,056		2,806,659
*	Athabasca Oil Corp.		2,259,759		7,879,158

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
ENERGY — (Continued)
#	Baytex Energy Corp.		1,610,491	$	5,966,298
#	Birchcliff Energy Ltd.		1,734,477		7,131,181
*	Bonterra Energy Corp.		52,762		227,275
*	Calfrac Well Services Ltd.		18,245		55,928
#	Canacol Energy Ltd.		158,831		571,107
#	Cardinal Energy Ltd.		732,276		3,755,396
	CES Energy Solutions Corp.		1,456,468		5,998,746
	Crescent Point Energy Corp.		2,818,903		24,852,187
*	Crew Energy, Inc.		772,194		2,535,370
# *	Denison Mines Corp.		3,434,657		6,836,131
	Enerflex Ltd.		277,198		1,620,923
# *	Energy Fuels, Inc.		66,322		343,496
	Enerplus Corp.		1,217,670		23,820,548
*	Ensign Energy Services, Inc.		765,932		1,418,753
*	Fission Uranium Corp.		1,962,000		1,539,215
#	Freehold Royalties Ltd.		694,066		7,144,093
	Frontera Energy Corp.		256,656		1,769,270
#	Gear Energy Ltd.		227,278		120,519
	Gibson Energy, Inc.		868,190		14,240,170
*	Gran Tierra Energy, Inc.		213,811		1,851,327
	Headwater Exploration, Inc.		1,205,436		6,549,712
#	InPlay Oil Corp.		29,169		51,488
# *	Journey Energy, Inc.		22,652		59,401
*	Kelt Exploration Ltd.		1,000,756		4,543,439
*	Kolibri Global Energy, Inc.		5,600		17,858
* ††	Lightstream Resources Ltd.		687,816		0
*	Mattr Corp.		423,244		5,014,426
*	MEG Energy Corp.		549,610		12,500,119
#	North American Construction Group Ltd.		165,990		3,498,108
*	NuVista Energy Ltd.		996,250		9,002,542
# *	Obsidian Energy Ltd.		226,518		1,941,365
	Paramount Resources Ltd., Class A		453,102		10,268,978
	Parex Resources, Inc.		562,234		9,801,777
	Parkland Corp.		584,903		18,018,913
	Pason Systems, Inc.		444,691		5,055,326
#	Peyto Exploration & Development Corp.		1,064,787		11,903,586
	PHX Energy Services Corp.		129,423		842,356
#	Pine Cliff Energy Ltd.		189,200		136,061
#	PrairieSky Royalty Ltd.		1,219,867		23,242,735
*	Precision Drilling Corp.		84,235		5,907,409
# *	Questerre Energy Corp., Class A		797,460		121,648
	Secure Energy Services, Inc.		1,822,233		15,434,014
#	Spartan Delta Corp.		446,448		1,306,930
# * W	STEP Energy Services Ltd.		31,360		89,297
# *	Strathcona Resources Ltd.		7,061		163,209
	Surge Energy, Inc.		315,545		1,712,213
#	Tamarack Valley Energy Ltd.		2,467,653		6,686,046
	TerraVest Industries, Inc.		5,000		262,340
	Tidewater Midstream & Infrastructure Ltd.		1,358,267		700,519
	Topaz Energy Corp.		368,242		6,096,128
	Total Energy Services, Inc.		233,559		1,642,287
# *	Touchstone Exploration, Inc.		28,397		14,646
	Trican Well Service Ltd.		1,351,655		4,104,107
#	Vermilion Energy, Inc.		915,075		10,544,490
#	Whitecap Resources, Inc.		2,615,211		19,832,787
*	Yangarra Resources Ltd.		308,771		262,421
TOTAL ENERGY					329,490,687

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
FINANCIALS — (6.6%)
	AGF Management Ltd., Class B		502,801	$	2,878,053
	Alaris Equity Partners Income		93,444		1,059,573
	Brookfield Reinsurance Ltd.		3,598		144,532
	Canaccord Genuity Group, Inc.		482,088		3,057,152
	Canadian Western Bank		535,877		10,280,399
#	Chesswood Group Ltd.		56,542		311,738
	CI Financial Corp.		545,854		6,447,235
	Clairvest Group, Inc.		1,900		101,304
	Definity Financial Corp.		246,798		8,226,899
	ECN Capital Corp.		5,859		7,491
	E-L Financial Corp. Ltd.		7,378		5,895,272
	EQB, Inc.		171,631		10,361,568
#	Fiera Capital Corp.		405,845		2,022,371
	Firm Capital Mortgage Investment Corp.		189,321		1,481,122
#	First National Financial Corp.		85,119		2,371,201
	goeasy Ltd.		69,359		8,869,326
	Guardian Capital Group Ltd., Class A		93,214		3,112,663
#	Laurentian Bank of Canada		283,780		5,303,933
	Nuvei Corp.		184,133		5,918,035
	Onex Corp.		77,669		5,510,428
*	RF Capital Group, Inc.		17,024		83,224
#	Sprott, Inc.		127,516		4,999,145
	Timbercreek Financial Corp.		525,090		2,845,437
*	Trisura Group Ltd.		196,479		6,001,483
	VersaBank		3,400		33,638
TOTAL FINANCIALS					97,323,222
HEALTH CARE — (2.3%)
	Andlauer Healthcare Group, Inc.		98,005		2,969,374
*	Aptose Biosciences, Inc.		767		920
# *	Aurora Cannabis, Inc.		61,293		565,574
# *	Bausch Health Cos., Inc.		1,577,973		13,822,921
# *	Cronos Group, Inc.		704,666		2,071,888
*	dentalcorp Holdings Ltd.		105,011		478,276
#	Extendicare, Inc.		469,355		2,471,815
#	HLS Therapeutics, Inc.		20,104		67,907
*	Knight Therapeutics, Inc.		500,172		2,096,388
	Medical Facilities Corp.		154,017		1,264,223
# *	Organigram Holdings, Inc.		273,484		579,957
#	Sienna Senior Living, Inc.		426,586		4,152,292
*	TerrAscend Corp.		26,702		57,219
# *	Tilray Brands, Inc.		21,350		52,734
*	Viemed Healthcare, Inc.		93,487		765,659
*	Vitalhub Corp.		7,000		31,475
# *	Well Health Technologies Corp.		622,257		1,649,830
	Zenith Capital Corp.		111,820		12,996
TOTAL HEALTH CARE					33,111,448
INDUSTRIALS — (13.6%)
	ADENTRA, Inc.		30,258		935,885
	Aecon Group, Inc.		383,920		4,715,859
	Ag Growth International, Inc.		136,394		5,252,058
*	Air Canada		535,038		7,897,412
	Algoma Central Corp.		48,800		515,774
*	ATS Corp.		449,082		14,774,220
	Badger Infrastructure Solution		208,438		6,805,861
# *	Ballard Power Systems, Inc.		1,032,613		2,715,733
	Bird Construction, Inc.		285,251		3,922,421

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
INDUSTRIALS — (Continued)
	Black Diamond Group Ltd.		298,735	$	1,838,002
*	Bombardier, Inc., Class A		13,489		615,341
*	Bombardier, Inc., Class B		502,174		22,878,984
	Boyd Group Services, Inc.		104,026		19,452,594
	Calian Group Ltd.		63,597		2,538,983
	Dexterra Group, Inc.		168,743		721,966
	Doman Building Materials Group Ltd.		397,715		2,218,757
#	Exchange Income Corp.		127,407		4,292,403
	Finning International, Inc.		820,364		25,737,494
*	GDI Integrated Facility Services, Inc.		69,185		1,868,520
#	Hammond Power Solutions, Inc.		22,825		1,912,681
*	Heroux-Devtek, Inc.		244,553		3,314,829
	K-Bro Linen, Inc.		62,086		1,558,182
# *	Lion Electric Co.		110,662		100,136
	Magellan Aerospace Corp.		120,278		691,971
# *	MDA Ltd.		188,955		1,951,796
#	Mullen Group Ltd.		538,761		5,001,537
*	NFI Group, Inc.		259,328		2,128,650
#	Richelieu Hardware Ltd.		309,993		8,748,213
	Russel Metals, Inc.		357,603		10,071,019
#	Savaria Corp.		268,184		3,216,299
	SNC-Lavalin Group, Inc.		625,874		24,032,034
# *	TELUS International CDA, Inc.		12,685		106,681
*	Transat AT, Inc.		24,945		65,232
	Wajax Corp.		127,359		3,129,739
# *	Westport Fuel Systems, Inc.		7,388		40,532
#	Westshore Terminals Investment Corp.		216,180		4,158,244
TOTAL INDUSTRIALS					199,926,042
INFORMATION TECHNOLOGY — (4.2%)
# *	Bitfarms Ltd.		206,800		369,541
# *	BlackBerry Ltd.		1,816,819		5,068,925
	Celestica, Inc.		704,173		30,494,731
	Computer Modelling Group Ltd.		474,445		3,784,118
	Converge Technology Solutions Corp.		171,533		666,619
	Dye & Durham Ltd.		131,718		1,404,584
	Enghouse Systems Ltd.		257,030		5,565,732
	Evertz Technologies Ltd.		148,543		1,504,151
*	Kinaxis, Inc.		8,677		923,954
*	Lightspeed Commerce, Inc.		758,210		9,919,020
#	Quarterhill, Inc.		1,022,560		1,299,880
*	Sangoma Technologies Corp.		4,200		18,244
	Softchoice Corp.		18,332		236,499
	TECSYS, Inc.		7,863		221,271
	Vecima Networks, Inc.		6,059		88,025
TOTAL INFORMATION TECHNOLOGY					61,565,294
MATERIALS — (23.4%)
*	5N Plus, Inc.		557,150		1,890,016
	Acadian Timber Corp.		66,067		839,365
#	AirBoss of America Corp.		94,697		403,786
	Alamos Gold, Inc., Class A		1,466,350		21,569,446
#	Algoma Steel Group, Inc.		7,736		59,180
#	Altius Minerals Corp.		283,002		4,473,267
*	Americas Gold & Silver Corp.		86,596		22,016
	Amerigo Resources Ltd.		267,687		336,395
# *	Argonaut Gold, Inc.		1,641,719		500,870
*	Ascot Resources Ltd.		71,438		36,844

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
MATERIALS — (Continued)
	B2Gold Corp.		7,123,508	$	18,128,248
*	Calibre Mining Corp.		302,879		426,823
*	Canfor Corp.		542,450		5,717,466
*	Canfor Pulp Products, Inc.		144,351		159,382
*	Capstone Copper Corp.		2,311,783		16,003,554
	Cascades, Inc.		786,990		5,282,234
	Centerra Gold, Inc.		1,293,885		7,876,191
*	China Gold International Resources Corp. Ltd.		1,024,276		5,862,997
	Dundee Precious Metals, Inc.		1,095,246		8,290,025
*	Eldorado Gold Corp.		1,151,462		16,414,381
	Endeavour Mining PLC		261,586		5,466,770
# *	Endeavour Silver Corp.		698,719		1,837,482
# *	Equinox Gold Corp.		1,616,510		8,746,339
# *	ERO Copper Corp.		392,278		7,998,572
#	First Majestic Silver Corp.		1,602,991		10,690,866
# *	First Mining Gold Corp.		749,400		87,098
	Foraco International SA		355,941		760,154
*	Fortuna Silver Mines, Inc.		1,665,436		7,561,087
*	Freegold Ventures Ltd.		9,000		2,778
# *	Galiano Gold, Inc.		696,057		1,122,469
*	GoGold Resources, Inc.		180,275		180,714
* ††	Hanfeng Evergreen, Inc.		45,837		0
	Hudbay Minerals, Inc.		1,940,266		16,335,671
# *	i-80 Gold Corp.		9,900		11,682
*	IAMGOLD Corp.		2,990,873		10,628,905
# *	Imperial Metals Corp.		381,250		733,892
# *	Interfor Corp.		371,586		4,715,510
*	K92 Mining, Inc.		468,449		2,490,863
*	Karora Resources, Inc.		553,631		2,155,568
#	Labrador Iron Ore Royalty Corp.		334,669		7,310,135
# *	Largo, Inc.		70,585		112,812
# *	Lucara Diamond Corp.		1,635,773		433,703
	Lundin Gold, Inc.		423,894		5,761,128
# *	MAG Silver Corp.		162,326		1,993,363
*	Major Drilling Group International, Inc.		616,318		4,279,955
*	Mandalay Resources Corp.		464		768
	Methanex Corp.		351,518		16,835,919
	Neo Performance Materials, Inc.		58,355		242,042
*	New Gold, Inc.		3,347,181		5,786,722
# *	Northern Dynasty Minerals Ltd.		76,877		23,175
	OceanaGold Corp.		4,394,012		9,511,608
* ††	Orbite Technologies, Inc.		73,500		0
*	Orla Mining Ltd.		827,104		3,233,636
	Osisko Gold Royalties Ltd.		933,483		14,349,761
*	Osisko Mining, Inc.		1,231,447		2,719,354
	Sandstorm Gold Ltd.		558,184		3,047,916
*	Seabridge Gold, Inc.		248,260		3,721,976
# *	SilverCrest Metals, Inc.		481,626		3,936,273
	SSR Mining, Inc.		1,213,366		6,504,353
#	Stelco Holdings, Inc.		248,137		7,193,657
	Stella-Jones, Inc.		340,688		19,793,140
# *	Taseko Mines Ltd.		1,642,585		4,056,797
*	Torex Gold Resources, Inc.		499,465		7,038,551
	Transcontinental, Inc., Class A		469,041		4,654,124
* ††	Trevali Mining Corp.		255,929		0
	Triple Flag Precious Metals Corp.		72,116		1,161,960
*	Victoria Gold Corp.		43,601		218,852
*	Wallbridge Mining Co. Ltd.		350,615		26,742
*	Wesdome Gold Mines Ltd.		884,595		6,618,479

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

		Shares		Value»
MATERIALS — (Continued)
*	Western Copper & Gold Corp.		27,900	$	41,547
	Western Forest Products, Inc.		2,252,790		883,672
#	Winpak Ltd.		177,825		5,537,615
TOTAL MATERIALS					342,848,641
REAL ESTATE — (3.1%)
	Altus Group Ltd.		236,293		8,671,429
	Bridgemarq Real Estate Services		53,069		530,054
#	Colliers International Group, Inc.		90,962		9,465,931
	DREAM Unlimited Corp., Class A		224,598		2,936,668
	Information Services Corp.		34,805		670,236
	Mainstreet Equity Corp.		31,349		3,873,508
	Melcor Developments Ltd.		55,340		455,857
	Morguard Corp.		25,020		2,011,378
*	Real Matters, Inc.		51,714		193,085
	StorageVault Canada, Inc.		518,395		1,781,141
	Tricon Residential, Inc.		1,251,117		14,020,282
TOTAL REAL ESTATE					44,609,569
UTILITIES — (7.1%)
#	Algonquin Power & Utilities Corp.		3,337,023		20,388,703
*	Altius Renewable Royalties Corp.		4,704		31,710
	Atco Ltd., Class I		427,741		11,673,431
#	Boralex, Inc., Class A		518,790		10,412,354
#	Brookfield Infrastructure Corp.,Class A		142,631		4,345,889
#	Capital Power Corp.		702,946		18,346,602
	Innergex Renewable Energy, Inc.		785,863		4,583,939
*	Maxim Power Corp.		61,434		189,659
	Northland Power, Inc.		940,772		14,357,767
	Polaris Renewable Energy, Inc.		145,083		1,219,344
	Superior Plus Corp.		1,141,158		7,733,995
	TransAlta Corp.		8,389		55,703
	TransAlta Corp.		1,643,807		10,901,796
TOTAL UTILITIES					104,240,892
TOTAL COMMON STOCKS Cost ($1,123,481,772)					1,342,366,592
				Value†
SECURITIES LENDING COLLATERAL — (8.4%)
@ §	The DFA Short Term Investment Fund		10,700,552		123,783,985
TOTAL INVESTMENTS — (100.0%) (Cost $1,247,265,944)				$	1,466,150,577

» Securities that have been fair value factored. See Note B to Financial Statements.

* Non-Income Producing Securities.

# Total or Partial Securities on Loan.

W 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.

†† Security valued using significant unobservable inputs (Level 3).

† See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	12,287,258		—		—	$	12,287,258
Consumer Discretionary		54,878,404		—		—		54,878,404
Consumer Staples		62,085,135		—		—		62,085,135
Energy		329,490,687		—		—		329,490,687
Financials		97,221,918	$	101,304		—		97,323,222
Health Care		33,098,452		12,996		—		33,111,448
Industrials		199,926,042		—		—		199,926,042
Information Technology		61,565,294		—		—		61,565,294
Materials		342,848,641		—		—		342,848,641
Real Estate		44,609,569		—		—		44,609,569
Utilities		104,240,892		—		—		104,240,892
Securities Lending Collateral		—		123,783,985		—		123,783,985
Total Investments in Securities	$	1,342,252,292	$	123,898,285		—	$	1,466,150,577

See accompanying Notes to Financial Statements.

THE EMERGING MARKETS SERIES

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Shares		Value»
COMMON STOCKS — (98.1%)
BRAZIL — (3.5%)
	Ambev SA, ADR		1,682,326	$	3,902,996
	Atacadao SA		618,046		1,329,502
	B3 SA - Brasil Bolsa Balcao		2,053,771		4,267,648
	Banco Bradesco SA		642,776		1,530,006
	Banco BTG Pactual SA		490,039		3,152,044
	Banco do Brasil SA		762,700		4,027,507
	Banco Santander Brasil SA		145,083		807,476
	BB Seguridade Participacoes SA		353,143		2,189,886
*	BRF SA		427,700		1,390,359
	Caixa Seguridade Participacoes SA		285,695		861,608
	CCR SA		816,987		1,939,962
	Centrais Eletricas Brasileiras SA		457,277		3,334,073
	Cia de Saneamento Basico do Estado de Sao Paulo SABESP		153,200		2,384,475
	Cia Energetica de Minas Gerais		280,581		618,158
#	Cia Siderurgica Nacional SA, Sponsored ADR		290,091		780,345
	Cia Siderurgica Nacional SA		749,100		2,008,141
	Companhia Paranaense de Energia		334,435		528,130
#	Companhia Paranaense de Energia, Sponsored ADR		17,400		122,496
*	Companhia Paranaense de Energia, ADR		4,349		27,399
	Cosan SA		994,086		2,775,921
	CPFL Energia SA		123,300		757,476
*	Embraer SA, Sponsored ADR		92,800		2,371,040
	Energisa SA		337,721		2,933,254
*	Eneva SA		794,721		1,894,744
	Engie Brasil Energia SA		160,176		1,261,641
	Equatorial Energia SA		733,833		4,323,066
	Gerdau SA, Sponsored ADR		1,084,865		3,775,330
* W	Hapvida Participacoes e Investimentos SA		5,206,909		3,700,169
	Hypera SA		259,661		1,476,176
	Itau Unibanco Holding SA		161,903		851,826
	JBS SA		706,932		3,191,173
	Klabin SA		1,217,614		5,402,655
	Localiza Rent a Car SA		350,167		3,306,376
	Lojas Renner SA		96,967		286,273
	Natura & Co. Holding SA		942,411		3,010,938
	Neoenergia SA		172,642		637,691
#	Petroleo Brasileiro SA, Sponsored ADR		728,195		11,922,364
	Petroleo Brasileiro SA		2,733,556		23,299,925
	Porto Seguro SA		177,474		1,023,980
	PRIO SA		478,538		4,423,569
	Raia Drogasil SA		685,564		3,377,254
W	Rede D’Or Sao Luiz SA		224,105		1,122,122
	Rumo SA		407,506		1,582,121
	Sendas Distribuidora SA		119,522		301,993
	Suzano SA		540,219		6,081,963
	Telefonica Brasil SA		205,562		1,874,072
	TIM SA		688,639		2,335,426
	TOTVS SA		323,491		1,715,700
	Ultrapar Participacoes SA		756,653		3,766,799
	Vale SA, Sponsored ADR		485,147		5,904,233
	Vale SA		1,665,412		20,298,867
	Vibra Energia SA		930,087		4,202,103
	WEG SA		735,311		5,600,576
TOTAL BRAZIL					175,991,027

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHILE — (0.4%)
	Banco de Chile, ADR		126,043	$	2,783,036
	Banco de Credito e Inversiones SA		57,235		1,669,327
	Banco Santander Chile, ADR		77,553		1,394,403
	Banco Santander Chile		814,687		36,914
	Cencosud SA		1,542,394		2,642,979
	Cencosud Shopping SA		386,028		598,312
	Cia Cervecerias Unidas SA		40,329		247,422
#	Cia Cervecerias Unidas SA, Sponsored ADR		7,841		94,876
	Cia Sud Americana de Vapores SA		15,964,457		1,245,495
	Colbun SA		3,476,724		446,482
	Embotelladora Andina SA, ADR, Class B		5,680		95,140
	Empresas CMPC SA		1,266,769		2,501,739
	Empresas Copec SA		235,801		1,682,696
	Enel Americas SA		6,119,171		573,642
	Enel Chile SA		19,740,466		1,172,029
*	Falabella SA		545,778		1,461,017
	Plaza SA		248,425		361,233
#	Sociedad Quimica y Minera de Chile SA, Sponsored ADR		76,079		3,476,050
TOTAL CHILE					22,482,792
CHINA — (23.6%)
*	360 Security Technology, Inc., Class A		266,700		312,045
	37 Interactive Entertainment Network Technology Group Co. Ltd., Class A		110,763		254,424
	Accelink Technologies Co. Ltd., Class A		45,400		232,740
	ADAMA Ltd., Class A		40,900		35,530
	Advanced Micro-Fabrication Equipment, Inc. China, Class A		3,354		65,210
	AECC Aero-Engine Control Co. Ltd., Class A		83,957		226,194
	AECC Aviation Power Co. Ltd., Class A		79,700		388,411
	Agricultural Bank of China Ltd., Class H		14,534,000		6,480,869
	Aier Eye Hospital Group Co. Ltd., Class A		369,505		656,254
# *	Air China Ltd., Class H		1,182,000		592,604
	Aisino Corp., Class A		172,700		201,896
	Alibaba Group Holding Ltd., Sponsored ADR		526,727		39,425,516
	Alibaba Group Holding Ltd		3,987,600		37,336,141
# *	Alibaba Health Information Technology Ltd.		3,802,000		1,419,206
	Aluminum Corp. of China Ltd., Class H		6,868,000		4,554,948
	Amlogic Shanghai Co. Ltd., Class A		18,181		144,541
	An Hui Wenergy Co. Ltd., Class A		78,718		90,401
	Angel Yeast Co. Ltd., Class A		74,500		305,869
	Anhui Anke Biotechnology Group Co. Ltd., Class A		119,100		167,857
	Anhui Conch Cement Co. Ltd., Class H		1,090,000		2,528,869
	Anhui Gujing Distillery Co. Ltd., Class A		11,716		437,849
*	Anhui Jianghuai Automobile Group Corp. Ltd., Class A		101,500		218,446
	Anhui Kouzi Distillery Co. Ltd., Class A		68,600		394,452
	Anhui Yingjia Distillery Co. Ltd., Class A		38,000		371,553
	Anhui Zhongding Sealing Parts Co. Ltd., Class A		123,900		223,765
	Anjoy Foods Group Co. Ltd., Class A		16,400		208,242
	Anker Innovations Technology Co. Ltd., Class A		18,600		220,965
	ANTA Sports Products Ltd.		667,400		7,555,630
*	Asia - Potash International Investment Guangzhou Co. Ltd., Class A		94,374		231,219
	Asymchem Laboratories Tianjin Co. Ltd., Class A		25,670		292,071
	Autobio Diagnostics Co. Ltd., Class A		28,600		224,577
	Avary Holding Shenzhen Co. Ltd., Class A		181,876		603,345
	AVIC Industry-Finance Holdings Co. Ltd., Class A		327,700		134,214
	Avicopter PLC, Class A		37,004		212,395
*	Baidu, Inc., Sponsored ADR		2,292		236,993
*	Baidu, Inc., Class A		1,754,700		22,733,155
	Bank of Beijing Co. Ltd., Class A		697,408		536,847
	Bank of Changsha Co. Ltd., Class A		401,784		452,031

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Bank of Chengdu Co. Ltd., Class A		371,850	$	758,607
	Bank of China Ltd., Class H		43,912,181		19,694,176
	Bank of Communications Co. Ltd., Class H		5,614,515		4,042,780
	Bank of Guiyang Co. Ltd., Class A		426,923		332,062
	Bank of Hangzhou Co. Ltd., Class A		242,404		431,589
	Bank of Jiangsu Co. Ltd., Class A		977,270		1,089,451
	Bank of Nanjing Co. Ltd., Class A		454,780		584,961
	Bank of Ningbo Co. Ltd., Class A		275,742		870,634
	Bank of Shanghai Co. Ltd., Class A		458,383		461,799
	Bank of Suzhou Co. Ltd., Class A		415,260		432,353
	Baoshan Iron & Steel Co. Ltd., Class A		821,000		786,228
	Baowu Magnesium Technology Co. Ltd., Class A		60,200		152,986
*	BeiGene Ltd.		202,000		2,396,243
	Beijing Capital Eco-Environment Protection Group Co. Ltd., Class A		818,160		327,276
*	Beijing Compass Technology Development Co. Ltd., Class A		20,100		130,401
	Beijing Dabeinong Technology Group Co. Ltd., Class A		306,761		198,210
	Beijing Easpring Material Technology Co. Ltd., Class A		49,500		301,420
	Beijing Enlight Media Co. Ltd., Class A		153,706		198,086
	Beijing Kingsoft Office Software, Inc., Class A		7,538		319,274
	Beijing New Building Materials PLC, Class A		141,103		637,180
	Beijing Originwater Technology Co. Ltd., Class A		370,349		249,899
	Beijing Roborock Technology Co. Ltd., Class A		458		26,758
*	Beijing Shiji Information Technology Co. Ltd., Class A		103,028		101,725
*	Beijing Shougang Co. Ltd., Class A		441,600		194,050
*	Beijing Sinnet Technology Co. Ltd., Class A		131,788		169,478
	Beijing Tiantan Biological Products Corp. Ltd., Class A		58,116		230,133
	Beijing Tongrentang Co. Ltd., Class A		68,700		400,617
	Beijing Ultrapower Software Co. Ltd., Class A		42,100		55,910
	Beijing Wantai Biological Pharmacy Enterprise Co. Ltd., Class A		33,180		311,708
	Beijing Yanjing Brewery Co. Ltd., Class A		184,800		252,184
	Beijing-Shanghai High Speed Railway Co. Ltd., Class A		1,462,600		1,025,133
	Bethel Automotive Safety Systems Co. Ltd., Class A		29,600		234,465
	Betta Pharmaceuticals Co. Ltd., Class A		24,206		139,229
	BGI Genomics Co. Ltd., Class A		34,100		193,355
	Biem.L.Fdlkk Garment Co. Ltd., Class A		28,900		118,850
	Bloomage Biotechnology Corp. Ltd., Class A		25,994		220,096
*	Bluefocus Intelligent Communications Group Co. Ltd., Class A		140,600		125,462
	Bluestar Adisseo Co., Class A		64,100		88,206
W	BOC Aviation Ltd.		4,700		37,383
	BOC International China Co. Ltd., Class A		204,400		288,855
	BOE Technology Group Co. Ltd., Class A		1,604,500		963,069
	Bosideng International Holdings Ltd.		278,000		160,925
*	BTG Hotels Group Co. Ltd., Class A		92,300		194,874
	BYD Co. Ltd., Class H		533,886		14,635,186
	BYD Electronic International Co. Ltd.		994,000		3,348,572
	By-health Co. Ltd., Class A		124,793		272,200
	Caitong Securities Co. Ltd., Class A		306,090		322,771
	Canmax Technologies Co. Ltd., Class A		133,570		388,488
	CECEP Solar Energy Co. Ltd., Class A		327,700		233,072
	CECEP Wind-Power Corp., Class A		909,060		393,580
W	CGN Power Co. Ltd., Class H		4,899,000		1,642,674
	Changchun High & New Technology Industry Group, Inc., Class A		34,400		534,795
	Changjiang Securities Co. Ltd., Class A		401,270		313,270
	Changzhou Xingyu Automotive Lighting Systems Co. Ltd., Class A		11,100		204,055
	Chaozhou Three-Circle Group Co. Ltd., Class A		74,505		286,014
	Chengdu Kanghong Pharmaceutical Group Co. Ltd., Class A		46,500		139,011
	Chengdu Xingrong Environment Co. Ltd., Class A		141,600		139,501
	Chengxin Lithium Group Co. Ltd., Class A		93,529		231,133
*	Chifeng Jilong Gold Mining Co. Ltd., Class A		97,300		238,711

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	China Automotive Engineering Research Institute Co. Ltd., Class A		72,700	$	205,744
	China Baoan Group Co. Ltd., Class A		218,734		316,781
	China Cinda Asset Management Co. Ltd., Class H		1,133,000		102,102
	China CITIC Bank Corp. Ltd., Class H		8,177,928		4,784,360
	China Coal Energy Co. Ltd., Class H		3,325,777		3,350,183
	China Construction Bank Corp., Class H		53,612,590		34,686,846
	China CSSC Holdings Ltd., Class A		82,717		415,616
# *	China Eastern Airlines Corp. Ltd., Class H		1,332,000		343,808
	China Energy Engineering Corp. Ltd., Class A		2,502,824		758,894
#	China Everbright Bank Co. Ltd., Class H		3,595,000		1,089,126
*	China Film Co. Ltd., Class A		54,000		88,476
	China Galaxy Securities Co. Ltd., Class H		3,972,500		2,151,771
	China Gas Holdings Ltd.		922,200		863,484
	China Great Wall Securities Co. Ltd., Class A		196,900		207,581
	China Greatwall Technology Group Co. Ltd., Class A		182,800		245,129
	China Green Electricity Investment of Tianjin Co. Ltd., Class A		114,800		147,172
#	China Hongqiao Group Ltd.		2,952,000		4,073,403
W	China International Capital Corp. Ltd., Class H		1,420,000		1,712,302
	China International Marine Containers Group Co. Ltd., Class H		327,230		276,810
	China Jushi Co. Ltd., Class A		453,898		746,053
	China Life Insurance Co. Ltd., Class H		3,121,000		4,110,115
	China Longyuan Power Group Corp. Ltd., Class H		1,404,000		983,548
	China Meheco Co. Ltd., Class A		121,131		185,511
	China Mengniu Dairy Co. Ltd.		4,159,000		8,615,269
	China Merchants Bank Co. Ltd., Class H		2,884,554		12,492,590
	China Merchants Energy Shipping Co. Ltd., Class A		794,540		934,518
	China Merchants Expressway Network & Technology Holdings Co. Ltd., Class A		93,100		142,256
	China Merchants Port Holdings Co. Ltd.		385,950		509,691
W	China Merchants Securities Co. Ltd., Class H		442,660		367,923
	China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A		304,773		355,058
	China Minsheng Banking Corp. Ltd., Class H		4,818,600		1,763,035
	China National Accord Medicines Corp. Ltd., Class A		44,000		213,079
	China National Building Material Co. Ltd., Class H		818,000		316,515
	China National Chemical Engineering Co. Ltd., Class A		411,600		390,853
	China National Medicines Corp. Ltd., Class A		48,400		231,930
	China National Nuclear Power Co. Ltd., Class A		1,023,390		1,304,676
	China National Software & Service Co. Ltd., Class A		15,200		63,268
	China Northern Rare Earth Group High-Tech Co. Ltd., Class A		133,500		354,769
	China Oilfield Services Ltd., Class H		2,922,000		3,124,511
	China Overseas Land & Investment Ltd.		3,164,000		5,818,193
	China Pacific Insurance Group Co. Ltd., Class H		2,695,800		5,906,704
	China Petroleum & Chemical Corp., Class H		17,202,800		10,268,379
	China Railway Group Ltd., Class H		3,976,000		1,961,992
	China Railway Hi-tech Industry Co. Ltd., Class A		166,300		178,930
W	China Railway Signal & Communication Corp. Ltd., Class H		1,639,000		635,204
	China Rare Earth Resources & Technology Co. Ltd., Class A		18,391		71,029
	China Resources Beer Holdings Co. Ltd.		1,401,611		6,388,628
	China Resources Boya Bio-pharmaceutical Group Co. Ltd., Class A		32,400		140,417
	China Resources Double Crane Pharmaceutical Co. Ltd., Class A		99,800		299,724
	China Resources Gas Group Ltd.		1,720,600		5,407,797
	China Resources Land Ltd.		3,576,166		12,859,304
	China Resources Microelectronics Ltd., Class A		52,048		261,331
W	China Resources Mixc Lifestyle Services Ltd.		612,000		2,154,094
	China Resources Power Holdings Co. Ltd.		1,598,517		3,975,280
	China Resources Sanjiu Medical & Pharmaceutical Co. Ltd., Class A		44,358		367,051
	China Science Publishing & Media Ltd., Class A		20,500		65,844
	China Shenhua Energy Co. Ltd., Class H		2,474,000		10,268,257
	China South Publishing & Media Group Co. Ltd., Class A		141,000		235,189

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
# *	China Southern Airlines Co. Ltd., Class H		2,400,000	$	867,775
	China Southern Power Grid Energy Efficiency&Clean Energy Co. Ltd., Class A		166,300		112,684
	China State Construction Engineering Corp. Ltd., Class A		1,756,100		1,297,101
	China State Construction International Holdings Ltd.		140,000		147,714
	China Tourism Group Duty Free Corp. Ltd., Class A		54,300		557,114
W	China Tower Corp. Ltd., Class H		70,956,000		8,306,062
*	China TransInfo Technology Co. Ltd., Class A		20,800		28,037
	China Tungsten & Hightech Materials Co. Ltd., Class A		68,800		101,977
#	China Vanke Co. Ltd., Class H		2,321,920		1,361,774
	China World Trade Center Co. Ltd., Class A		34,000		109,119
	China Yangtze Power Co. Ltd., Class A		748,847		2,664,239
	China Zhenhua Group Science & Technology Co. Ltd., Class A		42,000		269,977
	China Zheshang Bank Co. Ltd., Class H		2,109,499		608,299
	Chinese Universe Publishing & Media Group Co. Ltd., Class A		92,100		186,215
	Chongqing Brewery Co. Ltd., Class A		17,300		167,649
	Chongqing Changan Automobile Co. Ltd., Class A		296,930		600,518
	Chongqing Fuling Zhacai Group Co. Ltd., Class A		31,900		62,467
	Chongqing Rural Commercial Bank Co. Ltd., Class H		2,634,000		1,127,438
	Chongqing Zhifei Biological Products Co. Ltd., Class A		119,870		578,936
	Chow Tai Seng Jewellery Co. Ltd., Class A		126,400		278,338
	CITIC Ltd.		4,739,000		4,484,999
	CITIC Securities Co. Ltd., Class H		1,347,300		2,145,056
	CMOC Group Ltd., Class H		2,772,966		2,601,622
	CNGR Advanced Material Co. Ltd., Class A		25,000		180,382
	CNNC Hua Yuan Titanium Dioxide Co. Ltd., Class A		209,235		132,927
	CNOOC Energy Technology & Services Ltd., Class A		655,100		367,466
	COFCO Sugar Holding Co. Ltd., Class A		173,300		239,525
	Contemporary Amperex Technology Co. Ltd., Class A		189,836		5,309,451
	COSCO SHIPPING Energy Transportation Co. Ltd., Class H		1,976,000		2,317,380
	COSCO SHIPPING Holdings Co. Ltd., Class H		4,706,299		6,089,166
	CRRC Corp. Ltd., Class H		2,592,000		1,430,765
W	CSC Financial Co. Ltd., Class H		646,500		493,364
	CSPC Innovation Pharmaceutical Co. Ltd., Class A		30,720		145,324
	CSPC Pharmaceutical Group Ltd.		15,439,200		12,677,619
	CSSC Science & Technology Co. Ltd., Class A		96,100		210,625
	Daqin Railway Co. Ltd., Class A		664,060		634,303
	DaShenLin Pharmaceutical Group Co. Ltd., Class A		87,312		261,898
	Datang International Power Generation Co. Ltd., Class H		950,000		186,961
	DBG Technology Co. Ltd., Class A		15,500		47,962
*	Deppon Logistics Co. Ltd., Class A		88,500		202,598
	DHC Software Co. Ltd., Class A		257,400		193,756
	Digital China Group Co. Ltd., Class A		55,900		235,939
	Do-Fluoride New Materials Co. Ltd., Class A		122,892		233,799
	Dong-E-E-Jiao Co. Ltd., Class A		42,611		403,425
#	Dongfang Electric Corp. Ltd., Class H		305,200		414,015
	Dongxing Securities Co. Ltd., Class A		282,318		342,496
	East Money Information Co. Ltd., Class A		528,973		948,832
	Ecovacs Robotics Co. Ltd., Class A		37,500		255,646
	ENN Energy Holdings Ltd.		629,000		5,359,324
	ENN Natural Gas Co. Ltd., Class A		244,700		609,635
	Eoptolink Technology, Inc. Ltd., Class A		10,100		118,465
	Eve Energy Co. Ltd., Class A		70,305		358,548
# W	Everbright Securities Co. Ltd., Class H		412,600		289,323
*	Fangda Carbon New Material Co. Ltd., Class A		374,324		261,501
*	FAW Jiefang Group Co. Ltd., Class A		165,700		205,142
	Fiberhome Telecommunication Technologies Co. Ltd., Class A		80,600		195,103
	First Capital Securities Co. Ltd., Class A		320,000		252,788
#	Flat Glass Group Co. Ltd., Class H		476,000		1,146,576

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Focus Media Information Technology Co. Ltd., Class A		727,597	$	651,259
	Foshan Haitian Flavouring & Food Co. Ltd., Class A		186,467		1,007,044
	Fosun International Ltd.		856,222		505,163
	Founder Securities Co. Ltd., Class A		411,200		508,052
	Foxconn Industrial Internet Co. Ltd., Class A		501,300		1,656,316
	Fujian Funeng Co. Ltd., Class A		255,070		350,825
	Fujian Sunner Development Co. Ltd., Class A		115,380		248,937
W	Fuyao Glass Industry Group Co. Ltd., Class H		450,000		2,694,177
*	Gan & Lee Pharmaceuticals Co. Ltd., Class A		17,800		122,701
W	Ganfeng Lithium Group Co. Ltd., Class H		563,599		1,652,744
	Gansu Energy Chemical Co. Ltd., Class A		840,500		408,523
	G-bits Network Technology Xiamen Co. Ltd., Class A		1,200		32,269
	GCL Energy Technology Co. Ltd., Class A		130,300		169,882
	GD Power Development Co. Ltd., Class A		524,300		370,497
	Geely Automobile Holdings Ltd.		8,094,000		9,741,602
	GEM Co. Ltd., Class A		275,176		263,770
	Gemdale Corp., Class A		289,000		158,144
	Geovis Technology Co. Ltd., Class A		2,925		21,726
	GF Securities Co. Ltd., Class H		1,027,600		1,023,738
	Giant Network Group Co. Ltd., Class A		145,500		235,198
	GigaDevice Semiconductor, Inc., Class A		22,974		247,810
	Ginlong Technologies Co. Ltd., Class A		48,225		355,076
	Glarun Technology Co. Ltd., Class A		69,600		137,100
	GoerTek, Inc., Class A		178,900		388,454
	Goneo Group Co. Ltd., Class A		17,216		283,534
	GoodWe Technologies Co. Ltd., Class A		10,840		138,617
*	Gotion High-tech Co. Ltd., Class A		83,100		214,488
	Great Wall Motor Co. Ltd., Class H		1,474,500		2,228,178
	Gree Electric Appliances, Inc. of Zhuhai, Class A		156,233		906,348
	GRG Banking Equipment Co. Ltd., Class A		142,000		232,696
	Guangdong Haid Group Co. Ltd., Class A		71,300		490,583
*	Guangdong HEC Technology Holding Co. Ltd., Class A		235,900		288,176
	Guangdong Hongda Holdings Group Co. Ltd., Class A		7,500		22,004
	Guangdong Investment Ltd.		1,250,000		652,956
	Guangdong Provincial Expressway Development Co. Ltd., Class A		154,400		218,527
	Guanghui Energy Co. Ltd., Class A		771,700		784,458
	Guangzhou Automobile Group Co. Ltd., Class H		2,909,162		1,201,846
*	Guangzhou Baiyun International Airport Co. Ltd., Class A		129,500		184,660
	Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class H		230,000		611,820
	Guangzhou Haige Communications Group, Inc. Co., Class A		222,052		333,223
	Guangzhou Kingmed Diagnostics Group Co. Ltd., Class A		38,701		204,464
	Guangzhou Shiyuan Electronic Technology Co. Ltd., Class A		45,000		207,192
	Guangzhou Tinci Materials Technology Co. Ltd., Class A		120,040		346,749
	Guangzhou Yuexiu Capital Holdings Group Co. Ltd., Class A		261,404		208,204
	Guangzhou Zhujiang Brewery Co. Ltd., Class A		94,900		110,382
	Guosen Securities Co. Ltd., Class A		186,700		230,833
*	Guosheng Financial Holding, Inc., Class A		141,700		231,968
W	Guotai Junan Securities Co. Ltd., Class H		369,800		393,116
	Guoyuan Securities Co. Ltd., Class A		308,740		289,686
	H World Group Ltd., ADR		86,463		3,174,057
	H World Group Ltd.		750,000		2,790,503
W	Haidilao International Holding Ltd.		1,717,000		3,873,908
	Haier Smart Home Co. Ltd., Class A		258,200		1,074,135
	Haier Smart Home Co. Ltd., Class H		1,845,200		6,834,663
*	Hainan Airlines Holding Co. Ltd., Class A		1,030,100		194,311
*	Haisco Pharmaceutical Group Co. Ltd., Class A		26,300		109,839
	Haitong Securities Co. Ltd., Class H		2,468,400		1,178,961
	Hang Zhou Great Star Industrial Co. Ltd., Class A		103,300		359,979
	Hangcha Group Co. Ltd., Class A		73,700		304,304

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Hangjin Technology Co. Ltd., Class A		38,100	$	146,208
	Hangzhou Binjiang Real Estate Group Co. Ltd., Class A		235,800		218,150
	Hangzhou Chang Chuan Technology Co. Ltd., Class A		26,794		107,575
	Hangzhou First Applied Material Co. Ltd., Class A		63,435		237,185
	Hangzhou Oxygen Plant Group Co. Ltd., Class A		81,500		306,576
	Hangzhou Robam Appliances Co. Ltd., Class A		80,121		260,990
	Hangzhou Silan Microelectronics Co. Ltd., Class A		62,422		164,460
	Han’s Laser Technology Industry Group Co. Ltd., Class A		126,117		366,343
W	Hansoh Pharmaceutical Group Co. Ltd.		922,000		2,037,337
	Haohua Chemical Science & Technology Co. Ltd., Class A		20,600		88,188
	Harbin Boshi Automation Co. Ltd., Class A		57,200		120,900
	Hebei Hengshui Laobaigan Liquor Co. Ltd., Class A		71,100		211,714
*	Hebei Sinopack Electronic Technology Co. Ltd., Class A		7,700		68,157
	Hefei Meiya Optoelectronic Technology, Inc., Class A		84,295		207,731
	Heilongjiang Agriculture Co. Ltd., Class A		174,805		315,400
	Henan Pinggao Electric Co. Ltd., Class A		31,900		65,281
	Henan Shenhuo Coal Industry & Electricity Power Co. Ltd., Class A		243,000		725,190
	Henan Shuanghui Investment & Development Co. Ltd., Class A		169,629		630,724
	Hengdian Group DMEGC Magnetics Co. Ltd., Class A		141,921		281,357
*	Hengli Petrochemical Co. Ltd., Class A		262,200		559,785
	Hengtong Optic-electric Co. Ltd., Class A		143,100		278,573
*	Hengyi Petrochemical Co. Ltd., Class A		294,988		304,647
	Hesteel Co. Ltd., Class A		1,383,853		417,521
	Hexing Electrical Co. Ltd., Class A		18,500		116,513
	Hithink RoyalFlush Information Network Co. Ltd., Class A		25,781		427,562
	HLA Group Corp. Ltd., Class A		370,900		465,768
	Hongfa Technology Co. Ltd., Class A		6,000		23,595
	Hongta Securities Co. Ltd., Class A		97,320		96,754
	Hoyuan Green Energy Co. Ltd., Class A		67,600		204,783
# * W	Hua Hong Semiconductor Ltd.		470,000		926,230
	Huaan Securities Co. Ltd., Class A		345,700		230,145
#	Huadian Power International Corp. Ltd., Class H		1,134,000		619,209
	Huadong Medicine Co. Ltd., Class A		87,800		398,819
	Huafon Chemical Co. Ltd., Class A		349,483		391,870
	Huagong Tech Co. Ltd., Class A		30,400		139,097
	Huaibei Mining Holdings Co. Ltd., Class A		267,900		712,636
	Hualan Biological Engineering, Inc., Class A		78,500		210,730
*	Huaneng Power International, Inc., Class H		2,394,000		1,523,783
W	Huatai Securities Co. Ltd., Class H		1,164,400		1,377,042
	Huaxi Securities Co. Ltd., Class A		251,400		256,056
	Huaxia Bank Co. Ltd., Class A		644,456		596,433
	Huayu Automotive Systems Co. Ltd., Class A		236,300		536,503
	Hubei Dinglong Co. Ltd., Class A		44,900		146,423
	Hubei Energy Group Co. Ltd., Class A		227,983		181,195
	Hubei Feilihua Quartz Glass Co. Ltd., Class A		4,400		16,307
	Hubei Jumpcan Pharmaceutical Co. Ltd., Class A		101,848		577,599
	Hubei Xingfa Chemicals Group Co. Ltd., Class A		117,900		349,106
	Huizhou Desay Sv Automotive Co. Ltd., Class A		19,300		333,321
	Humanwell Healthcare Group Co. Ltd., Class A		141,200		393,706
	Hunan Gold Corp. Ltd., Class A		47,600		101,741
	Hunan Valin Steel Co. Ltd., Class A		694,400		499,624
	Hundsun Technologies, Inc., Class A		64,829		183,145
	IEIT Systems Co. Ltd., Class A		59,084		329,476
	Iflytek Co. Ltd., Class A		66,700		412,323
	IKD Co. Ltd., Class A		105,900		281,050
	Imeik Technology Development Co. Ltd., Class A		7,560		223,619
	Industrial & Commercial Bank of China Ltd., Class H		29,524,185		15,831,696
	Industrial Bank Co. Ltd., Class A		643,039		1,493,557
	Industrial Securities Co. Ltd., Class A		592,648		455,312

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Infore Environment Technology Group Co. Ltd., Class A		233,424	$	164,949
	Ingenic Semiconductor Co. Ltd., Class A		18,000		156,782
*	Inner Mongolia BaoTou Steel Union Co. Ltd., Class A		1,386,020		305,174
	Inner Mongolia Dian Tou Energy Corp. Ltd., Class A		299,500		870,382
	Inner Mongolia ERDOS Resources Co. Ltd., Class A		203,056		345,225
	Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd., Class A		761,503		441,914
	Inner Mongolia Xingye Silver&Tin Mining Co. Ltd., Class A		115,100		203,800
	Inner Mongolia Yili Industrial Group Co. Ltd., Class A		287,000		1,130,974
	Inner Mongolia Yuan Xing Energy Co. Ltd., Class A		392,700		388,349
* W	Innovent Biologics, Inc.		578,500		2,800,498
	JA Solar Technology Co. Ltd., Class A		399,604		783,633
	Jason Furniture Hangzhou Co. Ltd., Class A		84,880		390,713
	JCET Group Co. Ltd., Class A		171,200		603,545
* W	JD Health International, Inc.		974,900		3,325,212
* W	JD Logistics, Inc.		2,169,000		2,347,561
	JD.com, Inc., ADR		124,763		3,604,403
	JD.com, Inc., Class A		1,229,171		17,710,351
	Jiangling Motors Corp. Ltd., Class A		25,000		89,836
	Jiangsu Changshu Rural Commercial Bank Co. Ltd., Class A		310,469		340,718
	Jiangsu Eastern Shenghong Co. Ltd., Class A		185,340		253,274
	Jiangsu Expressway Co. Ltd., Class H		1,020,000		1,000,330
	Jiangsu Guoxin Corp. Ltd., Class A		88,700		100,884
	Jiangsu Hengli Hydraulic Co. Ltd., Class A		58,186		409,604
	Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A		159,955		1,015,705
*	Jiangsu Hoperun Software Co. Ltd., Class A		32,500		100,982
	Jiangsu King’s Luck Brewery JSC Ltd., Class A		56,412		446,095
	Jiangsu Linyang Energy Co. Ltd., Class A		56,467		51,447
	Jiangsu Nata Opto-electronic Material Co. Ltd., Class A		26,990		94,726
	Jiangsu Nhwa Pharmaceutical Co. Ltd., Class A		71,700		247,149
	Jiangsu Pacific Quartz Co. Ltd., Class A		20,368		219,828
	Jiangsu Provincial Agricultural Reclamation & Development Corp., Class A		44,800		63,364
	Jiangsu Yanghe Distillery Co. Ltd., Class A		73,790		965,894
	Jiangsu Yangnong Chemical Co. Ltd., Class A		44,856		398,128
	Jiangsu Yoke Technology Co. Ltd., Class A		18,462		162,402
	Jiangsu Yuyue Medical Equipment & Supply Co. Ltd., Class A		84,400		450,054
	Jiangsu Zhongtian Technology Co. Ltd., Class A		229,900		428,935
	Jiangxi Copper Co. Ltd., Class H		1,321,000		2,690,389
	Jiayou International Logistics Co. Ltd., Class A		55,100		193,505
	Jilin Aodong Pharmaceutical Group Co. Ltd., Class A		98,400		201,927
	Jinduicheng Molybdenum Co. Ltd., Class A		146,000		228,398
	Jinneng Holding Shanxi Coal Industry Co. Ltd., Class A		202,400		443,409
	JiuGui Liquor Co. Ltd., Class A		17,300		121,605
	Jizhong Energy Resources Co. Ltd., Class A		535,300		553,576
	JL Mag Rare-Earth Co. Ltd., Class A		63,460		130,080
	Joincare Pharmaceutical Group Industry Co. Ltd., Class A		194,455		325,766
	Jointown Pharmaceutical Group Co. Ltd., Class A		376,299		425,760
*	Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd., Class A		57,300		232,998
*	Juneyao Airlines Co. Ltd., Class A		302,740		513,251
	Keboda Technology Co. Ltd., Class A		6,200		61,775
	Kingfa Sci & Tech Co. Ltd., Class A		75,800		77,887
	Kingsoft Corp. Ltd.		90,400		293,708
* W	Kuaishou Technology		564,000		3,954,037
*	Kuang-Chi Technologies Co. Ltd., Class A		61,500		165,691
	Kunlun Energy Co. Ltd.		7,294,000		7,070,648
*	Kunlun Tech Co. Ltd., Class A		28,500		155,558
	Kweichow Moutai Co. Ltd., Class A		54,793		12,846,395
	Lao Feng Xiang Co. Ltd., Class A		41,600		442,621
	Laobaixing Pharmacy Chain JSC, Class A		76,000		350,610

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	LB Group Co. Ltd., Class A		164,500	$	475,562
	Lenovo Group Ltd.		10,327,278		11,615,705
	Lens Technology Co. Ltd., Class A		200,200		393,518
	Lepu Medical Technology Beijing Co. Ltd., Class A		120,977		246,196
	Levima Advanced Materials Corp., Class A		33,700		79,345
# *	Li Auto, Inc., ADR		112,566		2,958,234
*	Li Auto, Inc., Class A		135,900		1,780,548
	Li Ning Co. Ltd.		4,167,500		10,909,960
	Liaoning Cheng Da Co. Ltd., Class A		14,400		20,551
	Lingyi iTech Guangdong Co., Class A		512,118		366,214
W	Longfor Group Holdings Ltd.		3,699,000		5,478,753
	LONGi Green Energy Technology Co. Ltd., Class A		368,488		922,673
	Luxi Chemical Group Co. Ltd., Class A		220,500		351,921
	Luxshare Precision Industry Co. Ltd., Class A		294,224		1,179,333
	Luzhou Laojiao Co. Ltd., Class A		66,129		1,692,610
	Mango Excellent Media Co. Ltd., Class A		151,692		488,378
	Maxscend Microelectronics Co. Ltd., Class A		12,100		150,757
*	Meinian Onehealth Healthcare Holdings Co. Ltd., Class A		325,557		198,558
* W	Meituan, Class B		1,455,540		19,874,712
	Metallurgical Corp. of China Ltd., Class H		5,036,000		980,320
	Midea Group Co. Ltd., Class A		288,701		2,776,504
	Ming Yang Smart Energy Group Ltd., Class A		169,704		228,551
	MINISO Group Holding Ltd.		372,400		2,100,725
	Montage Technology Co. Ltd., Class A		27,314		189,691
	Muyuan Foods Co. Ltd., Class A		287,257		1,727,233
	Nanjing Iron & Steel Co. Ltd., Class A		670,400		503,476
	Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd., Class A		129,146		243,710
	Nanjing Securities Co. Ltd., Class A		124,700		140,803
	NARI Technology Co. Ltd., Class A		299,642		969,103
*	National Silicon Industry Group Co. Ltd., Class A		100,256		182,958
	NAURA Technology Group Co. Ltd., Class A		15,000		656,811
*	NavInfo Co. Ltd., Class A		134,350		137,771
	NetEase, Inc., ADR		176,951		16,539,610
	NetEase, Inc.		159,100		2,982,270
	New China Life Insurance Co. Ltd., Class H		1,023,200		1,962,250
*	New Hope Liuhe Co. Ltd., Class A		215,266		264,648
	Newland Digital Technology Co. Ltd., Class A		58,300		136,234
	Ninestar Corp., Class A		67,351		234,314
	Ningbo Haitian Precision Machinery Co. Ltd., Class A		3,600		13,914
	Ningbo Joyson Electronic Corp., Class A		154,700		373,894
	Ningbo Orient Wires & Cables Co. Ltd., Class A		31,142		189,314
	Ningbo Sanxing Medical Electric Co. Ltd., Class A		108,100		502,198
	Ningbo Shanshan Co. Ltd., Class A		149,700		244,048
	Ningbo Tuopu Group Co. Ltd., Class A		43,648		375,574
	Ningbo Zhoushan Port Co. Ltd., Class A		224,800		111,929
	Ningxia Baofeng Energy Group Co. Ltd., Class A		320,300		732,139
# *	NIO, Inc., ADR		189,636		895,082
*	NIO, Inc., Class A		739,040		3,491,618
W	Nongfu Spring Co. Ltd., Class H		782,000		4,594,186
	North Industries Group Red Arrow Co. Ltd., Class A		87,300		160,911
	Northeast Securities Co. Ltd., Class A		120,200		113,956
*	Offcn Education Technology Co. Ltd., Class A		280,212		102,297
	Offshore Oil Engineering Co. Ltd., Class A		334,000		292,685
*	OFILM Group Co. Ltd., Class A		114,200		138,754
	Oppein Home Group, Inc., Class A		44,095		378,629
	Orient Overseas International Ltd		287,000		4,185,902
W	Orient Securities Co. Ltd., Class H		898,800		372,056
	Oriental Pearl Group Co. Ltd., Class A		141,200		134,195
	Ovctek China, Inc., Class A		43,852		113,658

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
*	Pacific Securities Co. Ltd., Class A		266,700	$	128,584
	Pacific Shuanglin Bio-pharmacy Co. Ltd., Class A		22,800		92,213
*	Pangang Group Vanadium Titanium & Resources Co. Ltd., Class A		470,200		201,087
*	PDD Holdings, Inc., ADR		305,910		38,293,814
	People.cn Co. Ltd., Class A		36,600		124,721
	People’s Insurance Co. Group of China Ltd. , Class H		7,081,000		2,324,161
	Perfect World Co. Ltd., Class A		158,585		218,334
	PetroChina Co. Ltd., Class H		17,336,000		16,152,663
W	Pharmaron Beijing Co. Ltd., Class H		37,625		46,121
	PICC Property & Casualty Co. Ltd., Class H		7,201,198		8,946,642
	Ping An Bank Co. Ltd., Class A		722,500		1,073,820
	Ping An Insurance Group Co. of China Ltd., Class H		4,750,000		21,527,378
	Pingdingshan Tianan Coal Mining Co. Ltd., Class A		322,900		588,245
*	Polaris Bay Group Co. Ltd., Class A		37,600		38,659
	Poly Developments & Holdings Group Co. Ltd., Class A		448,683		550,493
W	Postal Savings Bank of China Co. Ltd., Class H		4,551,000		2,358,113
	Power Construction Corp. of China Ltd., Class A		648,811		453,962
	Qianhe Condiment & Food Co. Ltd., Class A		51,600		109,908
W	Qingdao Port International Co. Ltd., Class H		69,000		45,174
*	Qingdao Rural Commercial Bank Corp., Class A		691,706		270,724
	Qingdao Sentury Tire Co. Ltd., Class A		81,600		294,984
	Qingdao TGOOD Electric Co. Ltd., Class A		70,300		187,460
*	Qinghai Salt Lake Industry Co. Ltd., Class A		220,900		504,606
	Raytron Technology Co. Ltd., Class A		8,799		40,056
	Red Avenue New Materials Group Co. Ltd., Class A		23,300		94,036
	Risen Energy Co. Ltd., Class A		84,004		150,051
	Rockchip Electronics Co. Ltd., Class A		13,900		109,934
	Rongsheng Petrochemical Co. Ltd., Class A		430,194		664,429
	SAIC Motor Corp. Ltd., Class A		236,045		483,307
	Sailun Group Co. Ltd., Class A		260,200		594,663
	Sanan Optoelectronics Co. Ltd., Class A		297,300		512,275
*	Sangfor Technologies, Inc., Class A		24,600		185,307
	Sany Heavy Industry Co. Ltd., Class A		286,434		643,605
*	Satellite Chemical Co. Ltd., Class A		345,661		918,038
	SDIC Capital Co. Ltd., Class A		218,504		192,529
	SDIC Power Holdings Co. Ltd., Class A		251,000		555,403
	Sealand Securities Co. Ltd., Class A		469,890		217,387
*	Seazen Holdings Co. Ltd., Class A		173,200		234,613
*	Seres Group Co. Ltd., Class A		57,600		717,901
	SF Holding Co. Ltd., Class A		232,461		1,159,501
	SG Micro Corp., Class A		10,615		112,108
	Shaanxi Coal Industry Co. Ltd., Class A		487,800		1,651,988
	Shan Xi Hua Yang Group New Energy Co. Ltd., Class A		546,450		712,188
	Shandong Buchang Pharmaceuticals Co. Ltd., Class A		91,300		206,550
W	Shandong Gold Mining Co. Ltd., Class H		562,000		1,214,372
	Shandong Himile Mechanical Science & Technology Co. Ltd., Class A		88,400		485,039
	Shandong Hi-speed Co. Ltd., Class A		59,700		72,045
	Shandong Hualu Hengsheng Chemical Co. Ltd., Class A		139,650		573,190
	Shandong Linglong Tyre Co. Ltd., Class A		130,200		401,172
	Shandong Nanshan Aluminum Co. Ltd., Class A		910,010		448,389
	Shandong Pharmaceutical Glass Co. Ltd., Class A		53,700		208,863
	Shandong Publishing & Media Co. Ltd., Class A		123,900		174,510
	Shandong Sun Paper Industry JSC Ltd., Class A		265,450		569,886
	Shandong Weifang Rainbow Chemical Co. Ltd., Class A		18,500		147,763
	Shandong Weigao Group Medical Polymer Co. Ltd., Class H		18,000		12,207
	Shanghai Aiko Solar Energy Co. Ltd., Class A		250,400		412,714
	Shanghai Bailian Group Co. Ltd., Class A		16,300		19,901
	Shanghai Bairun Investment Holding Group Co. Ltd., Class A		72,236		202,799
	Shanghai Baosight Software Co. Ltd., Class A		74,599		421,429

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Shanghai Construction Group Co. Ltd., Class A		770,676	$	254,709
*	Shanghai Electric Group Co. Ltd., Class H		2,750,000		559,391
	Shanghai Electric Power Co. Ltd., Class A		140,500		177,845
	Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H		440,000		690,739
*	Shanghai International Airport Co. Ltd., Class A		31,700		164,427
	Shanghai Jinjiang International Hotels Co. Ltd., Class A		52,200		207,636
	Shanghai Lingang Holdings Corp. Ltd., Class A		164,560		239,625
	Shanghai Lujiazui Finance & Trade Zone Development Co. Ltd., Class A		103,420		128,989
	Shanghai M&G Stationery, Inc., Class A		45,969		223,916
	Shanghai Moons’ Electric Co. Ltd., Class A		16,000		123,342
	Shanghai Pharmaceuticals Holding Co. Ltd., Class H		910,500		1,293,875
	Shanghai Pudong Development Bank Co. Ltd., Class A		882,471		935,473
	Shanghai Putailai New Energy Technology Co. Ltd., Class A		185,656		472,222
	Shanghai RAAS Blood Products Co. Ltd., Class A		400,600		396,163
	Shanghai Rural Commercial Bank Co. Ltd., Class A		294,300		274,504
	Shanghai Stonehill Technology Co. Ltd., Class A		405,200		165,666
	Shanghai Tunnel Engineering Co. Ltd., Class A		354,700		328,302
	Shanghai Yuyuan Tourist Mart Group Co. Ltd., Class A		307,459		251,256
	Shanghai Zhangjiang High-Tech Park Development Co. Ltd., Class A		111,800		283,414
	Shanxi Coking Coal Energy Group Co. Ltd., Class A		631,030		913,036
	Shanxi Lanhua Sci-Tech Venture Co. Ltd., Class A		117,800		146,755
	Shanxi Lu’an Environmental Energy Development Co. Ltd., Class A		332,530		969,547
*	Shanxi Meijin Energy Co. Ltd., Class A		464,717		388,494
	Shanxi Securities Co. Ltd., Class A		263,080		190,260
	Shanxi Taigang Stainless Steel Co. Ltd., Class A		538,600		286,630
	Shanxi Xinghuacun Fen Wine Factory Co. Ltd., Class A		55,507		1,999,078
	Shede Spirits Co. Ltd., Class A		32,000		320,942
	Shenghe Resources Holding Co. Ltd., Class A		162,900		220,233
	Shengyi Technology Co. Ltd., Class A		101,800		271,447
	Shennan Circuits Co. Ltd., Class A		28,682		367,881
W	Shenwan Hongyuan Group Co. Ltd., Class H		1,400,000		264,863
	Shenzhen Capchem Technology Co. Ltd., Class A		34,840		161,466
	Shenzhen Energy Group Co. Ltd., Class A		235,019		234,335
	Shenzhen Envicool Technology Co. Ltd., Class A		17,500		80,191
	Shenzhen Fastprint Circuit Tech Co. Ltd., Class A		119,200		194,218
	Shenzhen Gas Corp. Ltd., Class A		177,500		183,098
*	Shenzhen Goodix Technology Co. Ltd., Class A		16,200		136,713
	Shenzhen Inovance Technology Co. Ltd., Class A		40,500		332,121
	Shenzhen Kaifa Technology Co. Ltd., Class A		101,000		191,652
	Shenzhen Kangtai Biological Products Co. Ltd., Class A		41,240		114,817
	Shenzhen Kedali Industry Co. Ltd., Class A		23,066		303,048
	Shenzhen Kinwong Electronic Co. Ltd., Class A		99,864		321,558
	Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A		49,673		2,085,645
	Shenzhen MTC Co. Ltd., Class A		411,800		307,894
	Shenzhen New Industries Biomedical Engineering Co. Ltd., Class A		21,800		212,470
*	Shenzhen Overseas Chinese Town Co. Ltd., Class A		629,180		228,620
	Shenzhen Salubris Pharmaceuticals Co. Ltd., Class A		35,500		155,947
	Shenzhen SC New Energy Technology Corp., Class A		28,059		265,304
	Shenzhen SED Industry Co. Ltd., Class A		40,300		97,384
	Shenzhen Sunlord Electronics Co. Ltd., Class A		59,300		212,705
	Shenzhen Sunway Communication Co. Ltd., Class A		68,700		176,268
	Shenzhen Transsion Holdings Co. Ltd., Class A		26,512		525,039
	Shenzhen YUTO Packaging Technology Co. Ltd., Class A		102,671		378,431
	Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd., Class A		360,714		234,736
	Shenzhou International Group Holdings Ltd.		498,700		4,901,825
	Shijiazhuang Yiling Pharmaceutical Co. Ltd., Class A		165,656		429,804
*	Siasun Robot & Automation Co. Ltd., Class A		65,000		97,196
	Sichuan Chuantou Energy Co. Ltd., Class A		149,500		345,768
	Sichuan Hebang Biotechnology Co. Ltd., Class A		1,055,600		305,600

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Sichuan Kelun Pharmaceutical Co. Ltd., Class A		129,301	$	605,445
*	Sichuan New Energy Power Co. Ltd., Class A		85,800		137,071
	Sichuan Road & Bridge Group Co. Ltd., Class A		370,440		370,641
	Sichuan Swellfun Co. Ltd., Class A		36,200		224,471
	Sieyuan Electric Co. Ltd., Class A		49,100		440,542
	Sino Biopharmaceutical Ltd.		16,345,500		5,585,233
	Sinolink Securities Co. Ltd., Class A		150,200		180,805
	Sinoma International Engineering Co., Class A		254,900		445,822
	Sinoma Science & Technology Co. Ltd., Class A		163,994		350,723
	Sinomine Resource Group Co. Ltd., Class A		67,100		328,154
	Sinopharm Group Co. Ltd., Class H		2,499,600		6,312,393
	Sinosoft Co. Ltd., Class A		37,280		147,755
	Sinotruk Hong Kong Ltd.		534,500		1,330,215
	Sinotruk Jinan Truck Co. Ltd., Class A		93,200		209,571
*	Skshu Paint Co. Ltd., Class A		16,707		78,195
	Songcheng Performance Development Co. Ltd., Class A		85,200		127,445
	Sonoscape Medical Corp., Class A		15,300		87,128
	SooChow Securities Co. Ltd., Class A		334,850		315,274
	Southwest Securities Co. Ltd., Class A		607,436		331,786
	SPIC Industry-Finance Holdings Co. Ltd., Class A		162,300		91,154
*	Spring Airlines Co. Ltd., Class A		49,900		390,307
	StarPower Semiconductor Ltd., Class A		9,900		189,427
	State Grid Information & Communication Co. Ltd., Class A		75,800		178,609
*	STO Express Co. Ltd., Class A		94,000		118,506
	Sunflower Pharmaceutical Group Co. Ltd., Class A		38,800		142,051
	Sungrow Power Supply Co. Ltd., Class A		51,800		735,616
	Sunny Optical Technology Group Co. Ltd.		304,700		1,474,052
	Sunresin New Materials Co. Ltd., Class A		21,875		140,697
	Sunwoda Electronic Co. Ltd., Class A		143,400		300,205
	SUPCON Technology Co. Ltd., Class A		10,992		72,048
	Suzhou Dongshan Precision Manufacturing Co. Ltd., Class A		240,800		509,031
	Suzhou Maxwell Technologies Co. Ltd., Class A		7,461		117,784
	Suzhou TFC Optical Communication Co. Ltd., Class A		16,000		350,539
	Taiji Computer Corp. Ltd., Class A		11,100		35,862
*	Talkweb Information System Co. Ltd., Class A		11,500		22,133
	TangShan Port Group Co. Ltd., Class A		531,500		324,128
	Tasly Pharmaceutical Group Co. Ltd., Class A		125,900		268,290
	TBEA Co. Ltd., Class A		303,320		590,607
*	TCL Technology Group Corp., Class A		645,098		424,075
	TCL Zhonghuan Renewable Energy Technology Co. Ltd., Class A		429,400		616,261
	Tencent Holdings Ltd.		3,804,300		166,944,791
*	Tencent Music Entertainment Group, ADR		349,405		4,385,033
	Thunder Software Technology Co. Ltd., Class A		22,600		151,440
	Tian Di Science & Technology Co. Ltd., Class A		466,820		477,276
	Tianjin 712 Communication & Broadcasting Co. Ltd., Class A		56,300		171,636
	Tianjin Pharmaceutical Da Re Tang Group Corp. Ltd., Class A		46,100		222,480
*	Tianma Microelectronics Co. Ltd., Class A		161,455		180,314
#	Tianqi Lithium Corp., Class H		192,200		740,128
	Tianshan Aluminum Group Co. Ltd., Class A		424,700		441,785
	Tianshan Material Co. Ltd., Class A		90,800		80,666
	Tianshui Huatian Technology Co. Ltd., Class A		299,300		336,771
	Tingyi Cayman Islands Holding Corp		2,366,000		2,611,347
*	Titan Wind Energy Suzhou Co. Ltd., Class A		142,000		203,298
*	Tongcheng Travel Holdings Ltd.		532,400		1,401,212
	TongFu Microelectronics Co. Ltd., Class A		167,000		475,588
	Tonghua Dongbao Pharmaceutical Co. Ltd., Class A		160,700		223,167
*	Tongkun Group Co. Ltd., Class A		157,809		299,378
	Tongling Nonferrous Metals Group Co. Ltd., Class A		1,010,500		560,281
	Tongwei Co. Ltd., Class A		250,600		748,936

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
*	Topchoice Medical Corp., Class A		26,500	$	221,889
	Trina Solar Co. Ltd., Class A		231,428		677,181
*	Trip.com Group Ltd., ADR		308,669		14,896,366
*	Trip.com Group Ltd.		99,700		4,856,123
	Tsingtao Brewery Co. Ltd., Class H		680,000		4,900,353
*	Unigroup Guoxin Microelectronics Co. Ltd., Class A		42,699		342,036
*	Unisplendour Corp. Ltd., Class A		174,660		499,873
	Universal Scientific Industrial Shanghai Co. Ltd., Class A		110,389		224,660
	Victory Giant Technology Huizhou Co. Ltd., Class A		61,300		244,961
	Vipshop Holdings Ltd., ADR		614,248		9,238,290
	Walvax Biotechnology Co. Ltd., Class A		102,300		207,189
	Wangsu Science & Technology Co. Ltd., Class A		165,500		215,072
	Wanhua Chemical Group Co. Ltd., Class A		185,000		2,266,369
	Want Want China Holdings Ltd.		5,884,000		3,355,949
	Wanxiang Qianchao Co. Ltd., Class A		217,200		152,368
	Weichai Power Co. Ltd., Class H		2,380,800		4,864,837
	Weifu High-Technology Group Co. Ltd., Class A		38,800		99,223
	Weihai Guangwei Composites Co. Ltd., Class A		71,426		256,098
	Wens Foodstuffs Group Co. Ltd., Class A		344,480		911,710
	Western Mining Co. Ltd., Class A		148,200		408,637
	Western Securities Co. Ltd., Class A		238,600		243,082
	Western Superconducting Technologies Co. Ltd., Class A		29,292		159,915
	Wharf Holdings Ltd.		1,058,000		3,403,963
	Will Semiconductor Co. Ltd. Shanghai, Class A		25,921		362,194
*	Wingtech Technology Co. Ltd., Class A		85,948		371,546
	Winner Medical Co. Ltd., Class A		52,697		227,501
	Wolong Electric Group Co. Ltd., Class A		143,200		273,720
	Wuchan Zhongda Group Co. Ltd., Class A		615,250		400,085
	Wuhan Guide Infrared Co. Ltd., Class A		138,893		134,064
	Wuhan Jingce Electronic Group Co. Ltd., Class A		9,800		83,945
	Wuliangye Yibin Co. Ltd., Class A		174,006		3,598,445
	WUS Printed Circuit Kunshan Co. Ltd., Class A		159,200		723,997
W	WuXi AppTec Co. Ltd., Class H		354,660		1,596,355
	Wuxi Autowell Technology Co. Ltd., Class A		14,529		180,451
* W	Wuxi Biologics Cayman, Inc.		4,347,500		7,531,329
	Wuxi Lead Intelligent Equipment Co. Ltd., Class A		251,600		771,241
	XCMG Construction Machinery Co. Ltd., Class A		472,203		456,963
	Xiamen C & D, Inc., Class A		197,100		270,184
	Xiamen Faratronic Co. Ltd., Class A		19,100		259,308
	Xiamen ITG Group Corp. Ltd., Class A		211,930		215,690
	Xiamen Tungsten Co. Ltd., Class A		157,480		415,242
	Xiamen Xiangyu Co. Ltd., Class A		166,300		155,044
	Xiangcai Co. Ltd., Class A		182,900		176,438
* W	Xiaomi Corp., Class B		7,785,800		16,972,469
*	Xinfengming Group Co. Ltd., Class A		153,500		302,340
	Xinxing Ductile Iron Pipes Co. Ltd., Class A		143,800		74,672
	Xinyi Solar Holdings Ltd.		7,341,103		5,051,163
*	XPeng, Inc., Class A		941,900		3,818,612
	Xuji Electric Co. Ltd., Class A		90,600		330,356
W	Yadea Group Holdings Ltd.		738,000		1,419,669
	Yangzhou Yangjie Electronic Technology Co. Ltd., Class A		52,200		272,701
#	Yankuang Energy Group Co. Ltd., Class H		1,821,000		3,950,425
	Yantai Jereh Oilfield Services Group Co. Ltd., Class A		97,155		426,126
	Yealink Network Technology Corp. Ltd., Class A		63,476		308,800
*	Yifan Pharmaceutical Co. Ltd., Class A		92,800		168,822
	Yifeng Pharmacy Chain Co. Ltd., Class A		59,067		357,267
	Yintai Gold Co. Ltd., Class A		195,817		496,743
	YongXing Special Materials Technology Co. Ltd., Class A		64,970		424,235
	Yonyou Network Technology Co. Ltd., Class A		97,300		155,658

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Youngor Fashion Co. Ltd., Class A		340,604	$	367,063
	YTO Express Group Co. Ltd., Class A		347,700		760,599
*	Yuan Longping High-tech Agriculture Co. Ltd., Class A		80,100		133,124
	Yum China Holdings, Inc.		311,232		11,428,881
	Yunda Holding Co. Ltd., Class A		358,790		387,618
	Yunnan Aluminium Co. Ltd., Class A		373,200		736,398
	Yunnan Baiyao Group Co. Ltd., Class A		54,740		431,878
	Yunnan Copper Co. Ltd., Class A		308,200		594,200
	Yunnan Energy New Material Co. Ltd., Class A		72,162		413,667
	Yunnan Tin Co. Ltd., Class A		202,000		458,039
	Zangge Mining Co. Ltd., Class A		103,900		411,704
	Zhangzhou Pientzehuang Pharmaceutical Co. Ltd., Class A		24,350		797,056
	Zhefu Holding Group Co. Ltd., Class A		522,023		240,303
*	Zhejiang Century Huatong Group Co. Ltd., Class A		458,400		295,411
	Zhejiang Cfmoto Power Co. Ltd., Class A		11,300		217,700
	Zhejiang China Commodities City Group Co. Ltd., Class A		325,179		392,496
	Zhejiang Chint Electrics Co. Ltd., Class A		144,821		411,937
	Zhejiang Crystal-Optech Co. Ltd., Class A		32,800		65,060
	Zhejiang Dahua Technology Co. Ltd., Class A		129,613		320,022
	Zhejiang Dingli Machinery Co. Ltd., Class A		28,370		256,315
	Zhejiang Hailiang Co. Ltd., Class A		143,800		182,976
	Zhejiang Huahai Pharmaceutical Co. Ltd., Class A		200,640		463,745
	Zhejiang Huayou Cobalt Co. Ltd., Class A		99,511		389,211
	Zhejiang Jingsheng Mechanical & Electrical Co. Ltd., Class A		94,500		440,977
	Zhejiang JIULI Hi-tech Metals Co. Ltd., Class A		80,500		277,135
	Zhejiang Jiuzhou Pharmaceutical Co. Ltd., Class A		71,600		158,621
	Zhejiang Juhua Co. Ltd., Class A		174,900		570,548
	Zhejiang Longsheng Group Co. Ltd., Class A		102,400		129,129
	Zhejiang NHU Co. Ltd., Class A		300,188		794,211
	Zhejiang Sanhua Intelligent Controls Co. Ltd., Class A		21,094		63,676
	Zhejiang Sanmei Chemical Industry Co. Ltd., Class A		7,100		41,590
	Zhejiang Semir Garment Co. Ltd., Class A		269,800		242,077
	Zhejiang Supor Co. Ltd., Class A		38,403		311,555
	Zhejiang Weiming Environment Protection Co. Ltd., Class A		187,803		569,521
	Zhejiang Weixing New Building Materials Co. Ltd., Class A		104,234		252,336
	Zheshang Securities Co. Ltd., Class A		270,063		419,599
	Zhongji Innolight Co. Ltd., Class A		20,527		517,397
	Zhongjin Gold Corp. Ltd., Class A		428,700		771,762
	Zhongsheng Group Holdings Ltd.		626,000		1,141,689
	Zhongtai Securities Co. Ltd., Class A		207,400		190,159
	Zhuhai Huafa Properties Co. Ltd., Class A		205,500		177,211
	Zhuzhou CRRC Times Electric Co. Ltd., Class H		499,800		1,791,290
	Zhuzhou Kibing Group Co. Ltd., Class A		272,501		293,251
	Zijin Mining Group Co. Ltd., Class H		3,193,000		6,965,438
	Zoomlion Heavy Industry Science & Technology Co. Ltd., Class H		1,652,000		1,254,205
	ZTE Corp., Class H		728,885		1,571,002
	ZTO Express Cayman, Inc., ADR		260,448		5,466,804
	ZTO Express Cayman, Inc.		223,200		4,738,488
TOTAL CHINA					1,199,073,710
COLOMBIA — (0.1%)
	BAC Holding International Corp.		1,290,635		82,248
	Bancolombia SA, Sponsored ADR		36,376		1,190,223
	Bancolombia SA		89,349		769,818
	Ecopetrol SA		622,193		361,611
	Grupo Argos SA		145,493		597,845
	Grupo Energia Bogota SA ESP		401,042		248,926

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
COLOMBIA — (Continued)
	Interconexion Electrica SA ESP		216,773	$	1,000,151
TOTAL COLOMBIA					4,250,822
CZECH REPUBLIC — (0.2%)
	CEZ AS		98,530		3,638,979
	Komercni Banka AS		71,546		2,636,099
W	Moneta Money Bank AS		450,001		1,814,223
	Philip Morris CR AS		124		84,207
TOTAL CZECH REPUBLIC					8,173,508
EGYPT — (0.0%)
	Commercial International Bank - Egypt (CIB), GDR		1,665,814		2,469,822
GREECE — (0.5%)
*	Alpha Services & Holdings SA		2,070,793		3,496,777
*	Eurobank Ergasias Services & Holdings SA, Class A		1,337,738		2,861,752
* ††	FF Group		12,618		0
	Hellenic Telecommunications Organization SA		119,969		1,822,527
	Helleniq Energy Holdings SA		129,521		1,161,100
	Jumbo SA		105,561		3,285,333
	Motor Oil Hellas Corinth Refineries SA		100,296		2,909,989
	Mytilineos SA		64,485		2,616,164
*	National Bank of Greece SA		362,958		2,920,984
	OPAP SA		113,020		1,880,268
*	Piraeus Financial Holdings SA		506,375		2,028,514
*	Public Power Corp. SA		82,491		984,648
	Terna Energy SA		24,874		483,560
	Titan Cement International SA		8,392		265,634
TOTAL GREECE					26,717,250
HONG KONG — (0.0%)
* ††	China Common Rich Renewable Energy Investments Ltd.		5,416,000		0
HUNGARY — (0.2%)
	MOL Hungarian Oil & Gas PLC		585,093		4,795,239
	OTP Bank Nyrt		118,025		5,849,984
	Richter Gedeon Nyrt		89,351		2,275,016
TOTAL HUNGARY					12,920,239
INDIA — (18.9%)
	3M India Ltd.		378		137,368
	Aarti Industries Ltd.		26,993		239,428
	Aarti Pharmalabs Ltd.		35,312		216,124
	ABB India Ltd.		22,884		1,789,858
	ACC Ltd.		70,792		2,140,605
*	Adani Energy Solutions Ltd.		70,670		902,642
	Adani Enterprises Ltd.		47,602		1,738,134
*	Adani Green Energy Ltd.		77,656		1,668,118
	Adani Ports & Special Economic Zone Ltd.		349,927		5,535,194
*	Adani Power Ltd.		716,345		5,261,752
	Adani Total Gas Ltd.		95,182		1,061,678
*	Aditya Birla Capital Ltd.		775,396		2,158,305
	AIA Engineering Ltd.		14,768		669,624
	Alkem Laboratories Ltd.		26,020		1,504,083
	Ambuja Cements Ltd.		409,686		3,032,547
	APL Apollo Tubes Ltd.		133,788		2,504,119
	Apollo Hospitals Enterprise Ltd.		84,008		5,985,719

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
	Ashok Leyland Ltd.		2,474,840	$	5,691,962
	Asian Paints Ltd.		219,127		7,535,153
	Astral Ltd.		135,420		3,430,451
W	AU Small Finance Bank Ltd.		131,145		991,918
	Aurobindo Pharma Ltd.		292,903		4,030,116
* W	Avenue Supermarts Ltd.		53,575		2,957,039
	Axis Bank Ltd.		1,498,371		20,852,507
	Bajaj Auto Ltd.		56,047		5,991,552
	Bajaj Finance Ltd.		139,763		11,559,314
	Bajaj Finserv Ltd.		296,417		5,722,461
	Bajaj Holdings & Investment Ltd.		35,769		3,497,655
	Balkrishna Industries Ltd.		98,036		2,845,151
W	Bandhan Bank Ltd.		19,583		43,993
	Bank of Baroda		970,898		3,251,709
	Bank of India		554,306		1,025,700
	Berger Paints India Ltd.		254,104		1,555,012
	Bharat Electronics Ltd.		1,969,525		5,515,770
	Bharat Forge Ltd.		276,038		4,196,116
	Bharat Heavy Electricals Ltd.		825,964		2,772,891
	Bharat Petroleum Corp. Ltd.		393,865		2,879,204
	Bharti Airtel Ltd.		1,430,688		22,683,576
	Bosch Ltd.		4,746		1,662,635
	Britannia Industries Ltd.		54,714		3,129,841
	Canara Bank		404,587		3,002,775
	CG Power & Industrial Solutions Ltd.		580,808		3,846,129
	Cholamandalam Investment & Finance Co. Ltd.		520,218		7,454,924
	Cipla Ltd.		486,062		8,140,012
	Coal India Ltd.		649,232		3,526,729
	Coforge Ltd.		8,972		545,893
	Colgate-Palmolive India Ltd.		125,830		4,249,695
	Container Corp. of India Ltd.		293,158		3,594,694
	Coromandel International Ltd.		60,562		877,214
	Cummins India Ltd.		81,546		3,187,535
	Dabur India Ltd.		380,339		2,310,829
	Dalmia Bharat Ltd.		54,450		1,197,880
	Deepak Nitrite Ltd.		52,355		1,525,945
	Divi’s Laboratories Ltd.		74,883		3,584,313
	Dixon Technologies India Ltd.		27,187		2,710,467
	DLF Ltd.		478,113		5,097,536
	Dr Reddy’s Laboratories Ltd., ADR		108,524		7,973,258
	Dr Reddy’s Laboratories Ltd.		47,869		3,549,983
	Eicher Motors Ltd.		121,132		6,695,012
	Escorts Kubota Ltd.		9,138		368,508
	Federal Bank Ltd.		1,466,422		2,852,679
*	FSN E-Commerce Ventures Ltd.		186,903		394,573
	GAIL India Ltd.		2,001,507		5,000,001
	GAIL India Ltd., GDR		61,117		911,850
	GlaxoSmithKline Pharmaceuticals Ltd.		24,111		601,916
*	GMR Airports Infrastructure Ltd.		1,469,197		1,496,937
	Godrej Consumer Products Ltd.		200,135		2,943,497
*	Godrej Properties Ltd.		93,187		2,943,527
	Grasim Industries Ltd.		235,894		6,796,898
	Gujarat Fluorochemicals Ltd.		15,556		669,758
	Gujarat Gas Ltd.		39,922		261,058
	Havells India Ltd.		192,730		3,840,774
	HCL Technologies Ltd.		619,735		10,117,253
W	HDFC Asset Management Co. Ltd.		82,181		3,821,700
	HDFC Bank Ltd.		1,427,372		25,842,611
W	HDFC Life Insurance Co. Ltd.		327,128		2,285,715

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
	Hero MotoCorp Ltd.		188,890	$	10,269,390
	Hindalco Industries Ltd.		1,268,841		9,752,307
	Hindustan Aeronautics Ltd.		147,012		6,940,638
	Hindustan Petroleum Corp. Ltd.		547,972		3,249,757
	Hindustan Unilever Ltd.		423,562		11,329,117
	ICICI Bank Ltd., Sponsored ADR		649,989		17,894,183
	ICICI Bank Ltd.		1,737,136		23,932,786
W	ICICI Lombard General Insurance Co. Ltd.		171,932		3,504,593
W	ICICI Prudential Life Insurance Co. Ltd.		181,663		1,240,591
*	IDFC First Bank Ltd.		3,319,317		3,255,729
	Indian Bank		184,862		1,210,579
	Indian Hotels Co. Ltd.		594,742		4,103,643
	Indian Oil Corp. Ltd.		1,227,595		2,480,452
	Indian Railway Catering & Tourism Corp. Ltd.		286,932		3,568,239
W	Indian Railway Finance Corp. Ltd.		1,324,087		2,481,637
	Indraprastha Gas Ltd.		64,762		365,120
*	Indus Towers Ltd.		1,239,002		5,247,484
	IndusInd Bank Ltd.		321,664		5,806,128
	Info Edge India Ltd.		60,629		4,378,577
#	Infosys Ltd., Sponsored ADR		292,764		4,892,086
	Infosys Ltd.		1,736,871		29,351,000
* W	InterGlobe Aviation Ltd.		44,987		2,147,393
	ITC Ltd.		1,903,270		9,917,266
	Jindal Stainless Ltd.		482,774		4,083,615
	Jindal Steel & Power Ltd.		557,142		6,183,309
*	Jio Financial Services Ltd.		2,175,090		9,762,275
	JSW Energy Ltd.		441,055		3,328,858
	JSW Steel Ltd.		780,793		8,242,244
	Jubilant Foodworks Ltd.		297,986		1,649,084
	Kansai Nerolac Paints Ltd.		103,584		346,063
	Kotak Mahindra Bank Ltd.		426,699		8,291,521
	KPIT Technologies Ltd.		132,118		2,345,271
	L&T Finance Ltd.		340,408		679,245
W	L&T Technology Services Ltd.		25,917		1,433,415
	Larsen & Toubro Ltd.		363,308		15,606,914
	Linde India Ltd.		6,992		688,937
W	LTIMindtree Ltd.		55,994		3,144,673
	Lupin Ltd.		241,827		4,767,654
	Mahindra & Mahindra Financial Services Ltd.		463,694		1,449,725
	Mahindra & Mahindra Ltd.		902,395		23,314,593
	Marico Ltd.		528,814		3,281,688
	Maruti Suzuki India Ltd.		61,042		9,352,228
	Max Healthcare Institute Ltd.		480,691		4,818,078
	Mazagon Dock Shipbuilders Ltd.		807		22,731
	Motherson Sumi Wiring India Ltd.		800,818		663,080
	Mphasis Ltd.		110,972		3,074,385
	MRF Ltd.		2,387		3,810,412
	Muthoot Finance Ltd.		242,710		4,980,266
	Nestle India Ltd.		199,123		5,983,370
	NHPC Ltd.		1,645,922		1,889,794
	NMDC Ltd.		1,563,565		4,746,774
* ††	NMDC Steel Ltd.		1,251,805		965,892
	NTPC Ltd.		1,709,134		7,423,693
	Oberoi Realty Ltd.		101,713		1,796,991
	Oil & Natural Gas Corp. Ltd.		1,158,104		3,906,022
	Oil India Ltd.		141,319		1,049,349
	One 97 Communications Ltd.		57,517		256,255
	Oracle Financial Services Software Ltd.		30,892		2,795,216
	Page Industries Ltd.		5,755		2,396,745

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
	Patanjali Foods Ltd.		41,341	$	740,820
*	PB Fintech Ltd.		70,702		1,067,775
	Persistent Systems Ltd.		107,156		4,309,839
	Petronet LNG Ltd.		1,342,316		4,976,795
	Phoenix Mills Ltd.		66,604		2,526,609
	PI Industries Ltd.		68,216		2,969,881
	Pidilite Industries Ltd.		81,125		2,958,976
*	Piramal Pharma Ltd.		327,187		561,578
	Polycab India Ltd.		38,883		2,644,840
	Poonawalla Fincorp Ltd.		66,198		386,382
	Power Finance Corp. Ltd.		1,960,029		10,283,838
	Power Grid Corp. of India Ltd.		1,905,294		6,871,972
	Prestige Estates Projects Ltd.		109,654		1,806,855
	Procter & Gamble Hygiene & Health Care Ltd.		10,172		1,958,655
	Punjab National Bank		1,858,882		3,122,797
	Rail Vikas Nigam Ltd.		196,294		670,266
	REC Ltd.		1,954,705		11,884,197
	Reliance Industries Ltd.		1,388,901		48,723,112
	Samvardhana Motherson International Ltd.		3,680,412		5,761,727
	SBI Cards & Payment Services Ltd.		219,896		1,908,932
W	SBI Life Insurance Co. Ltd.		184,563		3,169,657
	Schaeffler India Ltd.		27,285		1,197,065
	Shree Cement Ltd.		5,977		1,748,459
	Shriram Finance Ltd.		353,336		10,752,007
	Siemens Ltd.		25,712		1,791,923
	SJVN Ltd.		304,238		487,666
	Solar Industries India Ltd.		25,227		2,705,432
	SRF Ltd.		163,573		5,131,435
	State Bank of India		981,059		9,629,280
	State Bank of India, GDR		1,816		178,150
	Steel Authority of India Ltd.		1,241,732		2,427,913
	Sun Pharmaceutical Industries Ltd.		406,459		7,285,094
	Sundaram Finance Holdings Ltd.		8,919		25,992
	Sundaram Finance Ltd.		30,855		1,748,388
	Supreme Industries Ltd.		44,232		2,668,264
*	Suzlon Energy Ltd.		5,849,480		2,874,243
W	Syngene International Ltd.		15,506		127,930
	Tata Communications Ltd.		108,655		2,245,138
	Tata Consultancy Services Ltd.		522,408		23,863,342
	Tata Consumer Products Ltd.		300,633		3,978,182
	Tata Elxsi Ltd.		32,921		2,778,580
	Tata Motors Ltd.		1,134,022		13,676,591
	Tata Power Co. Ltd.		635,365		3,407,950
	Tata Steel Ltd.		6,638,101		13,065,080
	Tech Mahindra Ltd.		505,798		7,613,162
	Thermax Ltd.		6,125		342,510
	Titan Co. Ltd.		188,444		8,098,580
	Torrent Pharmaceuticals Ltd.		134,641		4,257,162
	Torrent Power Ltd.		43,981		792,310
	Trent Ltd.		113,086		5,992,376
	Tube Investments of India Ltd.		95,434		4,289,499
	TVS Motor Co. Ltd.		218,368		5,388,360
	UltraTech Cement Ltd.		91,691		10,934,534
	Union Bank of India Ltd.		1,550,551		2,850,702
	United Breweries Ltd.		45,973		1,115,120
	United Spirits Ltd.		236,027		3,311,891
	UNO Minda Ltd.		106,245		937,860
	UPL Ltd.		494,455		2,996,418
	Varun Beverages Ltd.		292,697		5,183,175

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
	Vedanta Ltd.		1,388,095	$	6,649,050
*	Vodafone Idea Ltd.		5,277,191		829,503
	Voltas Ltd.		106,939		1,886,063
	Wipro Ltd.		1,126,310		6,202,726
*	Yes Bank Ltd.		12,333,342		3,857,443
*	Zomato Ltd.		3,519,490		8,139,547
	Zydus Lifesciences Ltd.		252,848		2,895,397
TOTAL INDIA					958,099,157
INDONESIA — (1.7%)
	Adaro Energy Indonesia Tbk. PT		29,491,600		4,901,435
*	Adaro Minerals Indonesia Tbk. PT		4,684,700		387,049
	Aneka Tambang Tbk. PT		1,870,900		188,063
	Astra International Tbk. PT		20,344,010		6,419,661
	Bank Central Asia Tbk. PT		28,212,600		16,963,792
*	Bank Jago Tbk. PT		1,256,300		165,260
	Bank Mandiri Persero Tbk. PT		23,832,668		10,073,515
	Bank Negara Indonesia Persero Tbk. PT		11,805,444		3,798,246
	Bank Rakyat Indonesia Persero Tbk. PT		31,428,776		9,513,601
	Bank Syariah Indonesia Tbk. PT		10,831,923		1,754,600
	Barito Pacific Tbk. PT		12,994,656		812,069
	Bukit Asam Tbk. PT		4,538,200		844,686
*	Capital Financial Indonesia Tbk. PT		5,426,400		171,947
	Chandra Asri Pacific Tbk. PT		3,205,000		1,491,622
	Charoen Pokphand Indonesia Tbk. PT		5,550,600		1,688,748
	Dayamitra Telekomunikasi PT		5,457,300		191,089
	Elang Mahkota Teknologi Tbk. PT		1,742,600		41,228
*	GoTo Gojek Tokopedia Tbk. PT		59,958,700		230,618
	Gudang Garam Tbk. PT		366,600		410,373
	Indah Kiat Pulp & Paper Tbk. PT		3,417,500		1,966,966
	Indo Tambangraya Megah Tbk. PT		465,500		721,570
	Indocement Tunggal Prakarsa Tbk. PT		1,207,600		574,396
	Indofood CBP Sukses Makmur Tbk. PT		1,394,100		931,842
	Indofood Sukses Makmur Tbk. PT		5,697,800		2,187,978
	Indosat Tbk. PT		1,222,200		825,952
	Jasa Marga Persero Tbk. PT		207,200		68,720
	Kalbe Farma Tbk. PT		12,674,500		1,134,239
	Mayora Indah Tbk. PT		4,608,025		679,462
*	MD Pictures Tbk. PT		257,400		78,032
	Medco Energi Internasional Tbk. PT		6,525,700		535,394
*	Merdeka Copper Gold Tbk. PT		5,723,395		921,788
	Mitra Keluarga Karyasehat Tbk. PT		4,487,900		800,360
*	MNC Digital Entertainment Tbk. PT		387,300		69,068
*	Pantai Indah Kapuk Dua Tbk. PT		317,300		96,152
	Perusahaan Gas Negara Tbk. PT		491,200		44,357
	Sarana Menara Nusantara Tbk. PT		25,595,300		1,264,593
	Semen Indonesia Persero Tbk. PT		4,161,129		1,193,603
	Sinar Mas Agro Resources & Technology Tbk. PT		841,600		196,461
	Sumber Alfaria Trijaya Tbk. PT		10,728,700		1,929,544
	Telkom Indonesia Persero Tbk. PT		21,950,400		4,255,269
	Tower Bersama Infrastructure Tbk. PT		2,570,100		311,988
	Transcoal Pacific Tbk. PT		973,200		508,381
	Unilever Indonesia Tbk. PT		4,594,500		739,934
	United Tractors Tbk. PT		2,946,096		4,490,129
	Vale Indonesia Tbk. PT		2,498,500		652,303
	XL Axiata Tbk. PT		1,433,039		217,460
TOTAL INDONESIA					87,443,543

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
KUWAIT — (0.6%)
	Agility Public Warehousing Co. KSC		1,007,497	$	1,032,660
	Al Ahli Bank of Kuwait KSCP		181,810		141,532
	Boubyan Bank KSCP		565,833		1,081,011
	Burgan Bank SAK		387,231		227,340
	Gulf Bank KSCP		1,891,362		1,582,781
	Kuwait Finance House KSCP		4,279,689		9,994,733
	Kuwait Telecommunications Co.		295,846		526,823
	Mabanee Co. KPSC		538,642		1,376,743
	Mobile Telecommunications Co. KSCP		1,761,158		2,787,691
	National Bank of Kuwait SAKP		3,287,581		9,223,995
	National Industries Group Holding SAK		55,839		38,940
	Warba Bank KSCP		438,718		268,951
TOTAL KUWAIT					28,283,200
MALAYSIA — (1.6%)
	Alliance Bank Malaysia Bhd.		659,000		527,050
	AMMB Holdings Bhd.		2,186,559		1,922,033
	Axiata Group Bhd.		3,233,132		1,914,435
	Batu Kawan Bhd.		124,700		521,598
	Bursa Malaysia Bhd.		349,100		544,956
	Carlsberg Brewery Malaysia Bhd., Class B		67,400		263,765
	CELCOMDIGI Bhd.		1,985,320		1,723,297
*	Chin Hin Group Bhd.		14,100		17,381
	CIMB Group Holdings Bhd.		3,067,470		4,239,334
	D&O Green Technologies Bhd.		203,500		141,061
	Dialog Group Bhd.		2,206,018		1,111,274
	Fraser & Neave Holdings Bhd.		137,200		907,968
	Gamuda Bhd.		2,122,549		2,359,283
	Genting Bhd.		1,872,800		1,770,136
#	Genting Malaysia Bhd.		2,873,200		1,584,929
	Genting Plantations Bhd.		114,500		145,157
*	Greatech Technology Bhd.		71,900		67,641
	HAP Seng Consolidated Bhd.		696,400		646,199
*	Hartalega Holdings Bhd.		1,492,400		874,042
	Heineken Malaysia Bhd.		145,900		710,437
	Hong Leong Bank Bhd.		259,166		1,046,624
	Hong Leong Financial Group Bhd.		243,883		853,906
#	IHH Healthcare Bhd.		1,069,800		1,418,338
	IJM Corp. Bhd.		2,122,200		1,072,272
#	Inari Amertron Bhd.		2,589,500		1,669,564
#	IOI Corp. Bhd.		1,534,905		1,306,528
#	IOI Properties Group Bhd.		1,450,429		654,990
	KPJ Healthcare Bhd.		627,300		264,927
#	Kuala Lumpur Kepong Bhd.		400,096		1,932,583
	Malayan Banking Bhd.		2,464,719		5,022,271
	Malaysia Airports Holdings Bhd.		1,059,750		2,217,956
	Malaysian Pacific Industries Bhd.		31,400		198,483
#	Maxis Bhd.		1,355,100		1,040,835
	MISC Bhd.		629,598		1,049,081
W	MR DIY Group M Bhd.		2,350,250		768,208
	My EG Services Bhd.		5,511,168		1,077,254
	Nestle Malaysia Bhd.		42,200		1,123,435
#	Petronas Chemicals Group Bhd.		1,392,600		1,976,192
	Petronas Dagangan Bhd.		172,900		785,440
	Petronas Gas Bhd.		360,800		1,359,728
	PPB Group Bhd.		501,080		1,650,743
	Press Metal Aluminium Holdings Bhd.		1,958,700		2,201,743
	Public Bank Bhd.		8,022,870		6,919,784
	QL Resources Bhd.		962,585		1,292,677

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
MALAYSIA — (Continued)
#	RHB Bank Bhd.		1,803,817	$	2,076,380
	Scientex Bhd.		334,600		294,247
	Sime Darby Bhd.		3,545,261		2,075,548
	Sime Darby Plantation Bhd.		1,387,121		1,295,375
#	Sunway Bhd.		1,612,282		1,186,453
	Telekom Malaysia Bhd.		517,329		670,453
#	Tenaga Nasional Bhd.		985,950		2,468,857
	TIME dotCom Bhd.		1,055,600		1,140,953
# *	Top Glove Corp. Bhd.		5,149,500		948,407
	United Plantations Bhd.		145,900		770,785
	ViTrox Corp. Bhd.		269,200		420,507
	Westports Holdings Bhd.		590,000		483,293
	Yinson Holdings Bhd.		1,940,740		995,734
	YTL Corp. Bhd.		3,170,712		2,050,011
#	YTL Power International Bhd.		1,223,900		1,173,288
TOTAL MALAYSIA					78,945,829
MEXICO — (2.3%)
	Alfa SAB de CV, Class A		2,018,610		1,477,657
	America Movil SAB de CV, Class B		10,649,991		10,145,957
	Arca Continental SAB de CV		253,948		2,470,585
#	Becle SAB de CV		330,724		672,037
*	Cemex SAB de CV		13,151,541		10,402,544
*	Cemex SAB de CV, Sponsored ADR		66,225		523,840
	Coca-Cola Femsa SAB de CV		381,219		3,773,970
*	Controladora AXTEL SAB de CV		3,493,876		60,166
	El Puerto de Liverpool SAB de CV, Class C1		183,204		1,464,819
	Fomento Economico Mexicano SAB de CV		767,260		9,023,980
	Gruma SAB de CV, Class B		210,476		4,128,368
#	Grupo Aeroportuario del Pacifico SAB de CV, ADR		13,894		2,526,346
	Grupo Aeroportuario del Pacifico SAB de CV, Class B		234,370		4,281,683
	Grupo Aeroportuario del Sureste SAB de CV, ADR		16,899		5,821,706
	Grupo Aeroportuario del Sureste SAB de CV, Class B		2,990		102,961
	Grupo Bimbo SAB de CV, Class A		770,885		3,222,905
	Grupo Carso SAB de CV		715,740		5,598,655
	Grupo Comercial Chedraui SA de CV		264,798		1,949,805
#	Grupo Elektra SAB de CV		24,498		1,580,216
	Grupo Financiero Banorte SAB de CV, Class O		1,340,021		13,291,675
# *	Grupo Financiero Inbursa SAB de CV, Class O		1,584,915		4,367,809
	Grupo Mexico SAB de CV, Class B		2,030,191		12,545,628
# *	Industrias Penoles SAB de CV		178,764		2,557,372
	Kimberly-Clark de Mexico SAB de CV, Class A		1,705,600		3,560,396
	Orbia Advance Corp. SAB de CV		1,820,502		2,979,839
	Organizacion Soriana SAB de CV, Class B		217,949		431,935
*	Sitios Latinoamerica SAB de CV		492,758		153,027
	Wal-Mart de Mexico SAB de CV		2,505,757		9,339,497
TOTAL MEXICO					118,455,378
PERU — (0.1%)
	Cementos Pacasmayo SAA, ADR		16,712		89,077
	Cia de Minas Buenaventura SAA, ADR		53,274		921,640
	Credicorp Ltd.		31,409		5,201,644
TOTAL PERU					6,212,361
PHILIPPINES — (0.7%)
	Aboitiz Equity Ventures, Inc.		786,220		572,639
	Aboitiz Power Corp.		1,003,100		643,155
	ACEN Corp.		6,263,179		449,411

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
PHILIPPINES — (Continued)
	Alliance Global Group, Inc.		42,100	$	7,341
	Ayala Corp.		158,362		1,683,330
	Ayala Land, Inc.		2,952,618		1,463,674
	Bank of the Philippine Islands		1,490,242		3,288,686
	BDO Unibank, Inc.		1,864,754		4,779,413
*	Bloomberry Resorts Corp.		648,400		116,683
	Century Pacific Food, Inc.		17,600		11,548
	DMCI Holdings, Inc.		3,166,300		606,242
	Emperador, Inc.		1,154,200		380,478
	Globe Telecom, Inc.		36,687		1,126,534
	GT Capital Holdings, Inc.		18,630		205,903
	International Container Terminal Services, Inc.		594,150		3,398,186
	JG Summit Holdings, Inc.		2,353,119		1,373,920
	Jollibee Foods Corp.		322,780		1,312,443
	Manila Electric Co.		109,980		702,550
	Metropolitan Bank & Trust Co.		2,680,128		3,242,943
W	Monde Nissin Corp.		1,250,000		230,506
	PLDT, Inc.		68,405		1,593,038
	San Miguel Corp.		1,155,530		2,098,325
	San Miguel Food & Beverage, Inc.		85,800		68,172
	Semirara Mining & Power Corp.		633,300		360,976
	SM Investments Corp.		102,383		1,680,979
	SM Prime Holdings, Inc.		4,123,910		1,992,696
	Union Bank of the Philippines		155,628		103,581
	Universal Robina Corp.		894,700		1,597,491
TOTAL PHILIPPINES					35,090,843
POLAND — (1.1%)
*	Alior Bank SA		125,242		3,190,574
* W	Allegro.eu SA		152,856		1,274,224
	Asseco Poland SA		5,378		105,694
	Bank Handlowy w Warszawie SA		28,542		786,456
*	Bank Millennium SA		444,766		1,012,681
	Bank Polska Kasa Opieki SA		133,639		5,532,693
	Budimex SA		12,304		2,081,382
#	CD Projekt SA		44,998		1,309,097
*	Cyfrowy Polsat SA		81,799		201,588
* W	Dino Polska SA		29,127		2,790,440
	ING Bank Slaski SA		23,288		1,822,032
	Inter Cars SA		4,760		624,283
	KGHM Polska Miedz SA		117,906		4,053,566
	KRUK SA		17,088		1,942,406
	LPP SA		597		2,300,355
*	mBank SA		11,828		1,986,379
	Orange Polska SA		653,211		1,262,684
	ORLEN SA		457,556		7,460,168
# *	Pepco Group NV		112,921		532,395
*	PGE Polska Grupa Energetyczna SA		978,064		1,457,799
	Powszechna Kasa Oszczednosci Bank Polski SA		371,306		5,512,826
	Powszechny Zaklad Ubezpieczen SA		374,868		4,718,046
	Santander Bank Polska SA		14,447		1,979,772
TOTAL POLAND					53,937,540
QATAR — (0.8%)
	Barwa Real Estate Co.		242,593		186,940
	Commercial Bank PSQC		3,384,857		3,858,170
	Industries Qatar QSC		491,115		1,647,682
	Masraf Al Rayan QSC		5,007,509		3,450,775

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
QATAR — (Continued)
	Mesaieed Petrochemical Holding Co.		4,147,545	$	2,186,190
	Ooredoo QPSC		1,362,199		3,737,461
	Qatar Electricity & Water Co. QSC		382,308		1,603,812
	Qatar Fuel QSC		402,529		1,596,291
	Qatar Gas Transport Co. Ltd.		2,777,888		3,045,124
	Qatar International Islamic Bank QSC		796,197		2,198,015
	Qatar Islamic Bank SAQ		676,500		3,397,329
	Qatar National Bank QPSC		3,144,150		11,970,679
	Qatar Navigation QSC		79,171		229,669
TOTAL QATAR					39,108,137
RUSSIA — (0.0%)
* ††	Gazprom PJSC, Sponsored ADR		1,293,312		0
* ††	Magnitogorsk Iron & Steel Works PJSC, GDR		172,148		0
* ††	MMC Norilsk Nickel PJSC, ADR		205,087		0
* ††	Novatek PJSC, GDR		15,415		0
* ††	PhosAgro PJSC		581		0
* ††	Polyus PJSC, GDR		20,177		0
* ††	Rostelecom PJSC, Sponsored ADR		88,099		0
* ††	RusHydro PJSC, ADR		808,023		0
* ††	Sberbank of Russia PJSC, Sponsored ADR		948,237		0
* ††	Severstal PAO, GDR		67,875		0
* ††	VTB Bank PJSC, GDR		1,705,908		0
SAUDI ARABIA — (3.8%)
	Abdullah Al Othaim Markets Co.		201,977		669,666
	ACWA Power Co.		34,713		3,691,080
	Advanced Petrochemical Co.		10,386		118,412
	Al Rajhi Bank		1,034,714		22,007,599
	Alinma Bank		964,801		8,558,292
	Almarai Co. JSC		236,245		3,573,881
	Arab National Bank		688,346		5,657,759
	Arabian Internet & Communications Services Co.		25,520		2,360,065
	Bank AlBilad		461,843		4,389,989
*	Bank Al-Jazira		515,928		2,224,167
	Banque Saudi Fransi		503,488		4,912,987
	Bupa Arabia for Cooperative Insurance Co.		75,305		4,847,710
	Co. for Cooperative Insurance		60,623		2,405,979
	Dallah Healthcare Co.		12,751		556,568
*	Dar Al Arkan Real Estate Development Co.		538,809		1,907,600
	Dr Sulaiman Al Habib Medical Services Group Co.		46,873		3,875,821
	Etihad Etisalat Co.		791,789		10,960,065
	Jarir Marketing Co.		724,740		2,612,352
	Mobile Telecommunications Co. Saudi Arabia		136,189		438,386
	Mouwasat Medical Services Co.		105,608		3,776,816
	Nahdi Medical Co.		41,556		1,529,878
*	Rabigh Refining & Petrochemical Co.		263,322		527,916
	Riyad Bank		1,187,499		8,755,934
	SABIC Agri-Nutrients Co.		170,836		5,264,381
	Sahara International Petrochemical Co.		456,485		4,172,168
*	Saudi Arabian Mining Co.		530,210		7,147,376
W	Saudi Arabian Oil Co.		1,433,683		11,487,687
	Saudi Aramco Base Oil Co.		33,765		1,360,257
	Saudi Awwal Bank		774,741		8,407,413
	Saudi Basic Industries Corp.		392,182		8,835,984
	Saudi Electricity Co.		366,509		1,815,813
	Saudi Industrial Investment Group		367,316		2,267,694
	Saudi Investment Bank		403,064		1,810,532
*	Saudi Kayan Petrochemical Co.		805,267		2,009,680

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
SAUDI ARABIA — (Continued)
	Saudi National Bank		1,360,188	$	13,616,102
*	Saudi Research & Media Group		42,250		2,700,788
	Saudi Tadawul Group Holding Co.		23,963		1,691,275
	Saudi Telecom Co.		1,342,689		13,472,915
	Savola Group		276,659		3,717,643
	Yanbu National Petrochemical Co.		267,708		2,766,634
TOTAL SAUDI ARABIA					192,903,264
SOUTH AFRICA — (2.6%)
#	Absa Group Ltd.		701,226		5,407,203
#	Anglo American Platinum Ltd.		30,706		1,069,642
	Aspen Pharmacare Holdings Ltd.		420,420		5,008,428
	Bid Corp. Ltd.		139,813		3,196,981
	Bidvest Group Ltd.		382,266		4,985,144
	Capitec Bank Holdings Ltd.		41,839		5,178,112
	Clicks Group Ltd.		286,283		4,454,215
	Discovery Ltd.		644,246		4,104,277
	Exxaro Resources Ltd.		324,653		3,110,527
	FirstRand Ltd.		3,262,377		11,262,214
#	Gold Fields Ltd., Sponsored ADR		584,160		9,445,867
	Harmony Gold Mining Co. Ltd.		338,962		2,934,129
	Harmony Gold Mining Co. Ltd., Sponsored ADR		251,806		2,157,977
	Impala Platinum Holdings Ltd.		769,226		3,424,250
	Investec Ltd.		260,237		1,660,387
	Kumba Iron Ore Ltd.		42,784		1,048,770
	Mr Price Group Ltd.		110,396		1,022,764
	MTN Group Ltd.		1,300,541		6,233,243
*	MultiChoice Group		45,892		293,322
	Naspers Ltd., Class N		58,297		11,156,742
	Nedbank Group Ltd.		446,735		5,431,923
	NEPI Rockcastle NV		493,346		3,315,944
	Ninety One Ltd.		193,518		400,235
	Northam Platinum Holdings Ltd.		267,944		1,775,311
	Old Mutual Ltd.		558,548		328,174
	OUTsurance Group Ltd.		148,919		320,148
W	Pepkor Holdings Ltd.		2,576,218		2,430,269
	Sanlam Ltd.		1,540,062		5,570,990
	Sasol Ltd.		66,700		468,588
#	Sasol Ltd., Sponsored ADR		384,657		2,704,139
	Shoprite Holdings Ltd.		295,830		3,947,054
	Sibanye Stillwater Ltd.		2,571,515		2,934,999
#	Sibanye Stillwater Ltd., ADR		181,961		846,119
	Standard Bank Group Ltd.		784,582		7,367,824
	Vodacom Group Ltd.		375,434		1,796,586
	Woolworths Holdings Ltd.		1,119,124		3,583,698
TOTAL SOUTH AFRICA					130,376,195
SOUTH KOREA — (12.5%)
	Advanced Nano Products Co. Ltd.		457		38,193
*	Alteogen, Inc.		12,798		1,630,329
	Amorepacific Corp.		12,466		1,519,421
	Amorepacific Group		32,258		778,738
	BGF retail Co. Ltd.		10,296		970,663
	BNK Financial Group, Inc.		332,888		2,009,799
	Caregen Co. Ltd.		4,876		76,788
*	Celltrion Pharm, Inc.		16,376		1,130,458
	Celltrion, Inc.		69,592		9,449,472
	Cheil Worldwide, Inc.		81,666		1,113,847

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	CJ CheilJedang Corp.		17,444	$	4,228,197
	CJ Corp.		29,487		2,704,053
*	CJ ENM Co. Ltd.		14,353		785,244
	CJ Logistics Corp.		18,645		1,644,781
	Classys, Inc.		17,370		472,728
*	CosmoAM&T Co. Ltd.		19,689		2,126,381
*	Cosmochemical Co. Ltd.		923		21,107
	Coway Co. Ltd.		71,437		2,862,226
	CS Wind Corp.		20,394		764,176
*	Daejoo Electronic Materials Co. Ltd.		3,936		263,975
*	Daewoo Engineering & Construction Co. Ltd.		233,209		642,569
	DB HiTek Co. Ltd.		58,857		1,739,258
	DB Insurance Co. Ltd.		84,934		5,957,682
	DL E&C Co. Ltd.		13,138		352,180
	Dongjin Semichem Co. Ltd.		31,306		967,882
	Dongsuh Cos., Inc.		20,637		283,753
	Doosan Bobcat, Inc.		105,044		3,926,010
	Doosan Co. Ltd.		8,059		880,324
*	Doosan Enerbility Co. Ltd.		484,967		5,855,672
# *	Doosan Fuel Cell Co. Ltd.		22,430		320,596
# *	Ecopro BM Co. Ltd.		24,056		4,089,152
# *	Ecopro Co. Ltd.		52,692		3,982,991
	E-MART, Inc.		13,663		626,609
*	Enchem Co. Ltd.		4,046		827,683
	Eo Technics Co. Ltd.		4,360		740,186
	F&F Co. Ltd.		19,090		903,658
#	Fila Holdings Corp.		54,611		1,607,616
	Green Cross Corp.		3,210		263,736
	GS Holdings Corp.		96,095		3,106,918
	GS Retail Co. Ltd.		87,528		1,254,690
	Hana Financial Group, Inc.		460,124		19,406,561
*	Hanall Biopharma Co. Ltd.		9,326		241,613
#	Hanjin Kal Corp.		16,227		696,434
	Hankook Tire & Technology Co. Ltd.		136,667		5,799,091
	Hanmi Pharm Co. Ltd.		7,150		1,628,790
	Hanmi Science Co. Ltd.		21,297		520,195
	Hanmi Semiconductor Co. Ltd.		20,861		1,986,523
	Hanon Systems		236,008		945,179
	Hansol Chemical Co. Ltd.		9,131		1,266,509
	Hanwha Aerospace Co. Ltd.		20,790		3,157,928
	Hanwha Corp.		50,390		988,866
	Hanwha Life Insurance Co. Ltd.		349,192		740,705
*	Hanwha Ocean Co. Ltd.		31,901		734,566
	Hanwha Solutions Corp.		148,058		2,694,687
	Hanwha Systems Co. Ltd.		49,412		698,218
	HD Hyundai Co. Ltd.		72,148		3,492,898
	HD Hyundai Electric Co. Ltd.		17,979		3,171,758
*	HD Hyundai Heavy Industries Co. Ltd.		7,874		778,739
#	HD Hyundai Infracore Co. Ltd.		128,752		765,979
*	HD Korea Shipbuilding & Offshore Engineering Co. Ltd.		36,541		3,450,071
	Hite Jinro Co. Ltd.		24,304		368,490
	HL Mando Co. Ltd.		44,183		1,246,056
*	HLB Life Science Co. Ltd.		37,237		460,655
*	HLB, Inc.		40,876		3,265,994
#	HMM Co. Ltd.		362,847		4,142,670
	Hotel Shilla Co. Ltd.		32,317		1,384,392
*	Hugel, Inc.		5,376		821,923
	HYBE Co. Ltd.		6,614		959,403
	Hyosung Advanced Materials Corp., Class C		436		115,036

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Hyosung Corp.		5,270	$	228,831
	Hyosung Heavy Industries Corp.		2,938		655,626
	Hyosung TNC Corp.		525		139,102
	Hyundai Autoever Corp.		6,743		744,190
	Hyundai Department Store Co. Ltd.		4,142		156,674
	Hyundai Elevator Co. Ltd.		15,545		453,179
	Hyundai Engineering & Construction Co. Ltd.		90,909		2,315,924
	Hyundai Glovis Co. Ltd.		30,241		3,958,854
	Hyundai Marine & Fire Insurance Co. Ltd.		116,414		2,627,935
*	Hyundai Mipo Dockyard Co. Ltd.		17,685		952,286
	Hyundai Mobis Co. Ltd.		45,354		7,419,882
	Hyundai Motor Co.		110,675		19,907,764
	Hyundai Rotem Co. Ltd.		66,286		1,777,186
	Hyundai Steel Co.		118,565		2,753,188
	Hyundai Wia Corp.		16,575		689,942
	Industrial Bank of Korea		382,925		3,849,747
	ISC Co. Ltd.		5,359		280,673
	IsuPetasys Co. Ltd.		48,328		1,355,695
#	JB Financial Group Co. Ltd.		165,297		1,585,999
	JYP Entertainment Corp.		28,546		1,365,323
	Kakao Corp.		121,051		4,203,964
*	Kakao Games Corp.		5,582		87,176
	KakaoBank Corp.		46,502		834,052
*	Kakaopay Corp.		13,009		327,846
	Kangwon Land, Inc.		110,815		1,224,522
	KB Financial Group, Inc.		299,828		16,261,721
	KB Financial Group, Inc., ADR		4,174		225,271
	KCC Corp.		5,794		1,048,855
	KEPCO Engineering & Construction Co., Inc.		8,576		404,333
	KEPCO Plant Service & Engineering Co. Ltd.		13,138		333,359
	Kia Corp.		207,178		17,552,652
#	KIWOOM Securities Co. Ltd.		27,437		2,605,511
	Korea Aerospace Industries Ltd.		73,272		2,728,287
*	Korea Electric Power Corp.		101,293		1,546,365
*	Korea Gas Corp.		24,489		487,208
	Korea Investment Holdings Co. Ltd.		51,532		2,490,723
	Korea Zinc Co. Ltd.		5,663		1,886,425
	Korean Air Lines Co. Ltd.		285,331		4,302,839
*	Krafton, Inc.		22,713		3,909,057
# *	KT Corp., Sponsored ADR		82,100		1,037,744
	KT&G Corp.		81,834		5,273,038
*	Kum Yang Co. Ltd.		16,191		1,086,383
	Kumho Petrochemical Co. Ltd.		23,168		2,304,345
*	Kumho Tire Co., Inc.		66,174		335,071
*	L&F Co. Ltd.		12,614		1,475,585
	LEENO Industrial, Inc.		10,832		1,929,993
	LG Chem Ltd.		33,978		9,763,516
	LG Corp.		74,909		4,274,152
# *	LG Display Co. Ltd., ADR		308,074		1,244,619
*	LG Display Co. Ltd.		184,943		1,399,843
	LG Electronics, Inc.		168,961		11,253,151
	LG H&H Co. Ltd.		16,283		4,906,195
	LG Innotek Co. Ltd.		24,554		3,902,925
	LG Uplus Corp.		436,007		3,096,739
	LIG Nex1 Co. Ltd.		12,128		1,404,065
# *	LigaChem Biosciences, Inc.		11,496		562,665
	Lotte Chemical Corp.		20,374		1,574,449
	Lotte Chilsung Beverage Co. Ltd.		1,179		107,875
#	Lotte Corp.		40,736		811,970

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Lotte Energy Materials Corp.		14,437	$	469,610
	LOTTE Fine Chemical Co. Ltd.		7,050		228,828
	Lotte Shopping Co. Ltd.		14,326		718,301
	LS Corp.		29,788		2,943,281
	LS Electric Co. Ltd.		25,319		3,195,130
	LX Semicon Co. Ltd.		4,493		236,524
	Macquarie Korea Infrastructure Fund		313,238		2,852,427
	Meritz Financial Group, Inc.		90,987		5,202,412
	Mirae Asset Securities Co. Ltd.		333,586		1,818,069
	NAVER Corp.		47,808		6,305,848
	NCSoft Corp.		12,859		1,624,738
* W	Netmarble Corp.		23,444		938,688
	NH Investment & Securities Co. Ltd., Class C		262,115		2,356,042
	NongShim Co. Ltd.		5,334		1,531,602
	OCI Co. Ltd.		6,443		436,128
#	OCI Holdings Co. Ltd.		11,043		752,384
	Orion Corp.		39,103		2,616,947
	Ottogi Corp.		466		140,085
	Pan Ocean Co. Ltd.		571,248		1,688,815
#	Paradise Co. Ltd.		24,370		264,014
*	Pearl Abyss Corp.		18,229		418,875
#	Posco DX Co. Ltd.		45,598		1,325,106
#	POSCO Future M Co. Ltd.		8,327		1,675,205
	POSCO Holdings, Inc.		36,575		10,558,501
#	Posco International Corp.		46,227		1,524,638
# *	Rainbow Robotics		4,342		548,259
	S-1 Corp.		21,710		935,085
*	Sam Chun Dang Pharm Co. Ltd.		7,088		533,528
* W	Samsung Biologics Co. Ltd.		9,232		5,188,912
	Samsung C&T Corp.		42,698		4,604,290
	Samsung Card Co. Ltd.		31,975		900,660
	Samsung Electro-Mechanics Co. Ltd.		43,089		4,806,296
	Samsung Electronics Co. Ltd.		2,535,224		140,924,579
*	Samsung Engineering Co. Ltd.		220,408		4,178,785
	Samsung Fire & Marine Insurance Co. Ltd.		47,501		10,631,938
*	Samsung Heavy Industries Co. Ltd.		322,166		2,182,819
	Samsung Life Insurance Co. Ltd.		63,894		4,026,143
	Samsung SDI Co. Ltd.		32,036		9,914,146
	Samsung SDS Co. Ltd.		32,972		3,787,801
	Samsung Securities Co. Ltd.		125,495		3,433,027
	SFA Engineering Corp.		1,488		27,614
	Shinhan Financial Group Co. Ltd.		476,184		15,998,503
#	Shinhan Financial Group Co. Ltd., ADR		45,488		1,535,220
	Shinsegae, Inc.		7,269		870,471
	Shinsung Delta Tech Co. Ltd.		12,296		721,334
*	SK Biopharmaceuticals Co. Ltd.		9,334		587,201
*	SK Bioscience Co. Ltd.		13,370		563,118
	SK Hynix, Inc.		153,536		18,947,201
* W	SK IE Technology Co. Ltd.		17,464		739,163
*	SK Innovation Co. Ltd.		57,045		4,525,499
	SK Networks Co. Ltd.		159,820		580,150
	SK Telecom Co. Ltd.		55,517		2,053,119
	SK, Inc.		48,434		5,771,472
# *	SKC Co. Ltd.		12,904		1,019,900
	SL Corp.		24,615		593,520
	SM Entertainment Co. Ltd.		10,125		576,531
	S-Oil Corp.		68,687		3,586,117
	Solus Advanced Materials Co. Ltd.		6,864		87,799
	Soulbrain Co. Ltd.		4,534		978,849

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	ST Pharm Co. Ltd.		787	$	53,021
*	Taihan Electric Wire Co. Ltd.		29,224		289,191
*	Wemade Co. Ltd.		6,379		216,217
*	WONIK IPS Co. Ltd.		19,600		522,000
	Woori Financial Group, Inc.		941,593		9,649,192
	Youngone Corp.		30,019		830,713
	Yuhan Corp.		28,273		1,470,688
TOTAL SOUTH KOREA					633,484,428
TAIWAN — (18.5%)
#	Accton Technology Corp.		302,000		4,230,836
#	Acer, Inc.		3,398,811		4,676,605
#	Advanced Energy Solution Holding Co. Ltd.		19,000		365,006
	Advantech Co. Ltd.		175,089		2,036,533
	Airtac International Group		107,602		3,809,738
	Alchip Technologies Ltd.		30,000		2,829,450
#	AP Memory Technology Corp.		18,000		207,990
#	ASE Technology Holding Co. Ltd.		1,651,782		7,430,701
	Asia Cement Corp.		2,725,758		3,655,806
	Asia Vital Components Co. Ltd.		173,000		3,412,551
#	ASMedia Technology, Inc.		19,000		1,123,471
	ASPEED Technology, Inc.		31,300		2,930,775
	Asustek Computer, Inc.		627,180		8,224,049
#	AUO Corp.		7,868,498		4,399,745
	AURAS Technology Co. Ltd.		33,000		797,800
	Bizlink Holding, Inc.		24,551		172,959
#	Bora Pharmaceuticals Co. Ltd.		57,255		1,341,951
	Catcher Technology Co. Ltd.		708,429		4,732,076
	Cathay Financial Holding Co. Ltd.		4,347,393		6,722,609
	Chailease Holding Co. Ltd.		1,343,356		7,085,210
	Chang Hwa Commercial Bank Ltd.		5,046,946		2,822,104
	Cheng Shin Rubber Industry Co. Ltd.		2,472,965		3,570,292
#	Chicony Electronics Co. Ltd.		810,497		5,017,470
	Chicony Power Technology Co. Ltd.		134,000		711,981
#	China Airlines Ltd.		5,839,536		3,739,632
*	China Development Financial Holding Corp.		13,997,045		5,851,376
#	China Motor Corp.		241,000		1,055,641
	China Steel Corp.		10,174,932		7,751,484
#	Chipbond Technology Corp.		694,000		1,614,829
#	Chroma ATE, Inc.		372,000		3,021,276
#	Chung-Hsin Electric & Machinery Manufacturing Corp.		562,000		3,148,923
	Chunghwa Telecom Co. Ltd., Sponsored ADR		111,161		4,191,881
	Chunghwa Telecom Co. Ltd.		683,000		2,595,970
	Compal Electronics, Inc.		5,016,541		5,471,836
	Compeq Manufacturing Co. Ltd.		1,260,000		2,968,388
	CTBC Financial Holding Co. Ltd.		10,705,175		11,173,189
	Delta Electronics, Inc.		835,486		8,182,158
	E Ink Holdings, Inc.		602,000		3,848,717
	E.Sun Financial Holding Co. Ltd.		10,308,774		8,662,483
	Eclat Textile Co. Ltd.		171,402		2,696,862
	Elite Material Co. Ltd.		263,000		3,274,576
	eMemory Technology, Inc.		59,000		3,965,539
	Eternal Materials Co. Ltd.		677,161		656,881
	Eva Airways Corp.		5,472,758		5,950,185
#	Evergreen Marine Corp. Taiwan Ltd.		1,127,289		6,550,172
	Far Eastern International Bank		488,111		229,622
	Far Eastern New Century Corp.		3,702,085		3,692,985
	Far EasTone Telecommunications Co. Ltd.		1,940,000		4,812,000
	Faraday Technology Corp.		137,097		1,219,394

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
	Farglory Land Development Co. Ltd.		48,000	$	107,985
	Feng TAY Enterprise Co. Ltd.		471,666		2,345,180
	First Financial Holding Co. Ltd.		9,962,974		8,352,186
	Formosa Chemicals & Fibre Corp.		3,067,518		5,213,680
	Formosa Petrochemical Corp.		487,000		1,076,192
#	Formosa Plastics Corp.		2,995,153		6,292,625
#	Formosa Sumco Technology Corp.		91,000		490,722
#	Formosa Taffeta Co. Ltd.		627,000		439,765
#	Fortune Electric Co. Ltd.		52,000		1,339,491
	Foxconn Technology Co. Ltd.		1,025,627		1,933,081
	Fubon Financial Holding Co. Ltd.		3,608,812		7,634,508
#	Genius Electronic Optical Co. Ltd.		112,695		1,514,875
#	Getac Holdings Corp.		429,000		1,375,361
#	Giant Manufacturing Co. Ltd.		408,810		2,734,973
#	Gigabyte Technology Co. Ltd.		343,000		3,093,308
#	Global Unichip Corp.		86,000		3,571,710
#	Globalwafers Co. Ltd.		286,000		4,544,296
	Gold Circuit Electronics Ltd.		370,000		2,210,305
	Great Wall Enterprise Co. Ltd.		293,000		513,884
	Highwealth Construction Corp.		1,446,768		1,966,982
	Hiwin Technologies Corp.		395,291		2,795,289
	Hon Hai Precision Industry Co. Ltd.		5,740,322		27,325,926
	Hotai Finance Co. Ltd.		228,400		836,645
	Hotai Motor Co. Ltd.		137,960		2,617,965
*	HTC Corp.		170,000		221,226
	Hua Nan Financial Holdings Co. Ltd., Class C		7,414,500		5,371,232
	Innolux Corp.		10,267,469		4,465,329
	International Games System Co. Ltd., Class C		142,000		4,342,535
#	Inventec Corp.		2,220,550		3,562,247
	Jentech Precision Industrial Co. Ltd.		50,000		1,487,619
#	Jinan Acetate Chemical Co. Ltd.		45,538		1,137,049
#	King Slide Works Co. Ltd.		33,000		1,227,492
	King Yuan Electronics Co. Ltd.		1,733,000		5,042,687
	King’s Town Bank Co. Ltd.		329,000		566,552
	Largan Precision Co. Ltd.		78,860		5,256,645
	Lien Hwa Industrial Holdings Corp.		926,685		1,887,592
	Lite-On Technology Corp.		1,573,410		4,762,366
	Lotes Co. Ltd.		90,700		3,973,031
#	Lotus Pharmaceutical Co. Ltd.		205,000		2,026,709
#	Macronix International Co. Ltd.		1,985,074		1,675,482
	Makalot Industrial Co. Ltd.		201,000		2,406,563
	MediaTek, Inc.		759,995		22,914,738
	Mega Financial Holding Co. Ltd.		5,090,817		6,238,344
	Merida Industry Co. Ltd.		185,287		1,331,377
	Micro-Star International Co. Ltd.		878,000		4,272,098
	Mitac Holdings Corp.		16,000		22,089
#	momo.com, Inc.		89,100		1,204,541
	Nan Ya Plastics Corp.		3,355,599		5,826,675
#	Nan Ya Printed Circuit Board Corp.		384,000		2,186,479
#	Nanya Technology Corp.		1,217,010		2,456,466
	Nien Made Enterprise Co. Ltd.		221,000		2,582,684
	Novatek Microelectronics Corp.		668,000		12,622,003
	Nuvoton Technology Corp.		117,000		462,527
	Oneness Biotech Co. Ltd.		236,423		1,145,516
#	Parade Technologies Ltd.		71,000		1,611,883
	Pegatron Corp.		1,946,345		5,804,827
*	PharmaEssentia Corp.		218,869		1,967,953
	Phison Electronics Corp.		169,000		3,607,508
	Pou Chen Corp.		2,506,487		2,774,356

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
# *	Powerchip Semiconductor Manufacturing Corp.		3,803,000	$	2,657,067
	Powertech Technology, Inc.		902,819		4,807,844
	Poya International Co. Ltd.		53,430		818,571
	President Chain Store Corp.		335,831		2,824,213
#	Qisda Corp.		1,446,000		1,827,170
	Quanta Computer, Inc.		1,165,000		9,143,195
#	Radiant Opto-Electronics Corp.		584,000		3,560,599
	Realtek Semiconductor Corp.		177,950		2,807,189
	Ruentex Development Co. Ltd.		1,695,101		1,994,433
	Ruentex Industries Ltd.		715,214		1,318,979
	Sakura Development Co. Ltd.		147,000		340,895
#	Sanyang Motor Co. Ltd.		556,000		1,432,110
	Shanghai Commercial & Savings Bank Ltd.		3,038,718		4,327,781
	Shihlin Electric & Engineering Corp.		191,000		1,705,869
*	Shin Kong Financial Holding Co. Ltd.		14,244,712		3,764,285
	Silergy Corp.		235,000		3,121,063
	Simplo Technology Co. Ltd.		216,000		2,884,498
	Sinbon Electronics Co. Ltd.		194,000		1,671,073
#	Sino-American Silicon Products, Inc.		686,000		4,084,277
	SinoPac Financial Holdings Co. Ltd.		9,849,762		6,626,578
	Standard Foods Corp.		232,418		273,652
	Synnex Technology International Corp.		1,370,343		3,349,463
	TA Chen Stainless Pipe		2,423,787		2,729,451
	Taichung Commercial Bank Co. Ltd.		3,482,151		1,890,549
	Taishin Financial Holding Co. Ltd.		10,808,066		5,950,594
	Taiwan Business Bank		7,566,784		3,928,590
	Taiwan Cement Corp.		5,327,701		5,236,855
	Taiwan Cooperative Financial Holding Co. Ltd.		7,386,083		5,935,660
	Taiwan FamilyMart Co. Ltd.		48,000		279,167
	Taiwan Fertilizer Co. Ltd.		723,000		1,448,697
# *	Taiwan Glass Industry Corp.		666,375		350,244
	Taiwan High Speed Rail Corp.		1,566,000		1,435,738
	Taiwan Mobile Co. Ltd.		1,443,300		4,606,447
	Taiwan Secom Co. Ltd.		197,670		779,225
	Taiwan Semiconductor Manufacturing Co. Ltd.		13,600,808		325,654,405
# *	Tatung Co. Ltd.		1,748,000		3,496,134
#	Teco Electric & Machinery Co. Ltd.		1,579,000		2,682,705
	Tong Yang Industry Co. Ltd.		9,000		32,762
	Tripod Technology Corp.		590,870		3,544,470
	Tung Ho Steel Enterprise Corp.		135,040		303,346
#	Unimicron Technology Corp.		1,357,000		7,504,242
	Union Bank of Taiwan		908,700		429,180
	Uni-President Enterprises Corp.		4,692,033		11,005,657
	United Integrated Services Co. Ltd.		159,000		1,918,413
#	United Microelectronics Corp.		6,239,000		9,585,739
#	Vanguard International Semiconductor Corp.		1,368,000		3,584,839
#	Via Technologies, Inc.		67,000		260,799
	VisEra Technologies Co. Ltd.		117,000		971,505
	Voltronic Power Technology Corp.		75,224		3,559,391
#	Walsin Lihwa Corp.		2,911,818		3,289,080
#	Walsin Technology Corp.		395,000		1,338,972
	Wan Hai Lines Ltd.		901,747		1,400,652
#	Win Semiconductors Corp.		366,034		1,626,820
#	Winbond Electronics Corp.		3,826,257		3,034,454
* ††	Wintek Corp.		604,760		0
#	Wistron Corp.		2,463,699		8,435,852
	Wistron NeWeb Corp.		317,172		1,455,491
	Wiwynn Corp.		53,000		3,770,370
	WPG Holdings Ltd.		1,741,039		4,702,240

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
	WT Microelectronics Co. Ltd.		308,945	$	1,410,383
	Yageo Corp.		316,055		6,028,590
#	Yang Ming Marine Transport Corp.		2,148,000		3,434,190
#	YFY, Inc.		1,013,000		963,553
	Yuanta Financial Holding Co. Ltd.		8,914,591		8,362,204
#	Yulon Finance Corp.		500,023		2,265,217
#	Yulon Motor Co. Ltd.		782,496		1,641,543
#	Zhen Ding Technology Holding Ltd.		971,700		3,439,401
TOTAL TAIWAN					938,449,681
THAILAND — (1.8%)
	Advanced Info Service PCL		707,700		3,771,472
	AEON Thana Sinsap Thailand PCL		158,300		689,839
	Airports of Thailand PCL		1,823,600		3,210,737
	AP Thailand PCL		3,278,700		955,476
#	Asset World Corp. PCL		5,732,900		680,647
	B Grimm Power PCL		566,400		393,546
	Bangchak Corp. PCL		2,006,900		2,274,414
	Bangkok Bank PCL		529,400		1,957,037
	Bangkok Bank PCL, NVDR		126,700		468,373
	Bangkok Chain Hospital PCL		1,275,700		691,893
	Bangkok Dusit Medical Services PCL, Class F		4,997,100		3,910,305
	Bangkok Expressway & Metro PCL		4,595,999		1,029,325
	Bangkok Life Assurance PCL, NVDR		618,200		300,259
	Banpu PCL		13,101,566		1,962,053
	Banpu Power PCL		603,200		232,751
#	Berli Jucker PCL		1,078,600		713,052
	Betagro PCL		199,400		128,593
	BTS Group Holdings PCL		5,999,300		1,027,943
	Bumrungrad Hospital PCL		288,600		1,907,906
#	Carabao Group PCL, Class F		277,600		513,103
	Central Pattana PCL		882,500		1,512,109
# *	Central Plaza Hotel PCL		299,900		364,153
	Central Retail Corp. PCL		1,256,350		1,169,565
#	CH Karnchang PCL		1,238,600		758,668
	Charoen Pokphand Foods PCL		3,633,123		1,941,064
#	Chularat Hospital PCL, Class F		3,264,600		255,460
#	Com7 PCL, Class F		1,057,300		522,088
	CP ALL PCL		2,220,100		3,444,570
	CP Axtra PCL		86,200		75,594
	Delta Electronics Thailand PCL		1,507,800		2,847,976
	Dohome PCL		36,500		10,637
#	Electricity Generating PCL		167,500		508,466
#	Energy Absolute PCL		1,136,300		942,828
#	Global Power Synergy PCL, Class F		282,900		374,045
	Gulf Energy Development PCL		1,161,100		1,261,044
	Hana Microelectronics PCL		237,900		248,749
	Home Product Center PCL		3,733,413		1,047,693
	Indorama Ventures PCL		1,449,500		934,783
#	Intouch Holdings PCL, Class F		341,400		617,210
	IRPC PCL		12,257,000		651,546
	I-TAIL Corp. PCL		32,600		19,528
*	Jasmine Technology Solution PCL		24,300		33,113
	Kasikornbank PCL		167,300		589,116
	Kasikornbank PCL, NVDR		5,500		19,367
	KCE Electronics PCL		771,600		817,196
#	Kiatnakin Phatra Bank PCL		304,700		427,534
	Krung Thai Bank PCL		1,429,987		648,240
	Krungthai Card PCL		660,700		766,597

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
THAILAND — (Continued)
#	Land & Houses PCL		6,279,800	$	1,262,399
	MBK PCL		225,100		103,257
	Mega Lifesciences PCL		451,400		499,390
	Minor International PCL		2,483,983		2,211,857
	MK Restaurants Group PCL		299,100		300,633
#	Muangthai Capital PCL		900,700		1,105,824
	Ngern Tid Lor PCL		1,802,149		1,016,323
	Osotspa PCL		1,262,400		732,369
	Plan B Media PCL, Class F		2,666,500		600,790
*	PSG Corp. PCL		7,645,600		127,908
	PTT Exploration & Production PCL		1,156,055		4,881,884
	PTT Global Chemical PCL		1,790,525		1,775,548
	PTT Oil & Retail Business PCL		1,544,700		779,436
	PTT PCL		6,973,400		6,350,573
	Ramkhamhaeng Hospital PCL, Class F		61,800		52,111
	Ratch Group PCL		792,000		614,409
	SCB X PCL		355,366		1,021,222
	SCG Packaging PCL		928,300		814,078
	Siam Cement PCL		323,300		2,172,199
	Siam City Cement PCL		110,389		414,033
#	Siam Global House PCL		1,363,798		596,156
	SISB PCL		209,700		219,263
#	Srisawad Corp. PCL		1,033,972		1,143,898
*	Star Petroleum Refining PCL		1,867,600		403,152
	Supalai PCL		1,764,100		942,503
	Thai Life Insurance PCL		89,200		22,144
	Thai Oil PCL		1,294,517		1,903,701
#	Thai Union Group PCL, Class F		3,173,640		1,275,964
	Thanachart Capital PCL		314,900		416,355
	Thonburi Healthcare Group PCL		293,000		316,244
	Tisco Financial Group PCL		277,600		728,457
	TMBThanachart Bank PCL		23,842,097		1,164,441
	TOA Paint Thailand PCL		732,000		498,732
*	True Corp. PCL		11,141,686		2,375,049
	TTW PCL		820,068		199,153
	WHA Corp. PCL		9,104,200		1,228,305
TOTAL THAILAND					89,897,423
TURKEY — (1.0%)
	Akbank TAS		1,930,622		3,553,486
	Aksa Enerji Uretim AS		237,721		282,178
	Alarko Holding AS		123,824		445,031
	Anadolu Efes Biracilik Ve Malt Sanayii AS		229,520		1,293,085
	Arcelik AS		76,332		407,630
	Aselsan Elektronik Sanayi Ve Ticaret AS		414,276		777,162
	BIM Birlesik Magazalar AS		250,195		2,989,066
*	Borusan Birlesik Boru Fabrikalari Sanayi ve Ticaret AS		5,514		102,336
	Borusan Yatirim ve Pazarlama AS		3,253		323,954
	Coca-Cola Icecek AS		71,761		1,608,398
	Dogan Sirketler Grubu Holding AS		1,113,296		500,852
	Dogus Otomotiv Servis ve Ticaret AS		85,554		749,466
	EGE Endustri VE Ticaret AS		725		391,864
W	Enerjisa Enerji AS		161,809		339,195
	Enka Insaat ve Sanayi AS		775,859		919,309
	Eregli Demir ve Celik Fabrikalari TAS		629,108		834,914
	Ford Otomotiv Sanayi AS		45,341		1,561,730
*	Girisim Elektrik Taahhut Ticaret Ve Sanayi AS		69,557		152,688
*	Gubre Fabrikalari TAS		23,608		112,388
	Is Yatirim Menkul Degerler AS, Class A		610,951		706,096

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
TURKEY — (Continued)
	Kiler Holding AS		19,833	$	27,174
	KOC Holding AS		472,649		3,298,663
#	Kontrolmatik Enerji Ve Muhendislik AS		55,851		406,785
*	Konya Cimento Sanayii AS		1,068		378,360
	Koza Altin Isletmeleri AS		342,314		245,885
	Migros Ticaret AS		59,911		816,507
	Nuh Cimento Sanayi AS		26,563		250,950
	Otokar Otomotiv Ve Savunma Sanayi AS		33,601		543,744
*	Oyak Cimento Fabrikalari AS		355,083		664,088
*	Pegasus Hava Tasimaciligi AS		66,920		2,130,468
*	Petkim Petrokimya Holding AS		1,033,711		660,708
	Politeknik Metal Sanayi ve Ticaret AS		254		145,215
*	Sasa Polyester Sanayi AS		266,173		338,882
	Selcuk Ecza Deposu Ticaret ve Sanayi AS		32,761		53,272
*	TAV Havalimanlari Holding AS		190,894		1,293,332
	Tofas Turk Otomobil Fabrikasi AS		91,444		777,205
*	Turk Hava Yollari AO		371,110		3,732,744
*	Turk Telekomunikasyon AS		280,668		349,384
	Turk Traktor ve Ziraat Makineleri AS		19,401		551,124
	Turkcell Iletisim Hizmetleri AS		1,012,801		2,521,418
#	Turkiye Garanti Bankasi AS		391,168		998,706
	Turkiye Is Bankasi AS, Class C		5,155,327		2,181,223
	Turkiye Petrol Rafinerileri AS		622,493		3,758,067
	Turkiye Sigorta AS		200,409		409,822
	Turkiye Sise ve Cam Fabrikalari AS		973,120		1,511,511
*	Turkiye Vakiflar Bankasi TAO, Class D		723,445		438,331
	Yapi ve Kredi Bankasi AS		2,835,254		2,839,149
TOTAL TURKEY					49,373,545
UNITED ARAB EMIRATES — (1.5%)
	Abu Dhabi Commercial Bank PJSC		2,937,572		6,670,298
	Abu Dhabi Islamic Bank PJSC		1,652,183		5,023,102
	Abu Dhabi National Oil Co. for Distribution PJSC		2,602,586		2,470,714
	ADNOC Drilling Co. PJSC		1,576,637		1,656,319
*	Agility Global PLC		2,014,994		713,194
	Aldar Properties PJSC		3,274,893		4,866,871
*	Alpha Dhabi Holding PJSC		382,520		1,470,388
	Dubai Electricity & Water Authority PJSC		3,588,005		2,294,300
	Dubai Islamic Bank PJSC		4,822,301		7,301,222
	Emaar Properties PJSC		6,568,802		14,688,468
	Emirates Integrated Telecommunications Co. PJSC		53,951		85,906
	Emirates NBD Bank PJSC		2,158,919		9,997,193
	Emirates Telecommunications Group Co. PJSC		1,840,642		8,519,403
	First Abu Dhabi Bank PJSC		2,093,677		7,118,041
*	International Holding Co. PJSC		23,954		2,605,155
*	Multiply Group PJSC		1,013,571		634,118
TOTAL UNITED ARAB EMIRATES					76,114,692
UNITED KINGDOM — (0.1%)
#	Anglogold Ashanti PLC		243,202		5,591,214
TOTAL COMMON STOCKS					4,973,845,600
PREFERRED STOCKS — (1.0%)
BRAZIL — (1.0%)
	Banco Bradesco SA, 7.954%		2,309,338		6,226,309
	Centrais Eletricas Brasileiras SA Class B, 4.387%		103,746		830,352
	Cia Energetica de Minas Gerais, 11.044%		1,422,679		2,676,804

THE EMERGING MARKETS SERIES

CONTINUED

		Shares		Value»
BRAZIL — (Continued)
	Companhia Paranaense de Energia Class B, 4.182%		1,103,566	$	1,931,868
	CTEEP-Cia de Transmissao de Energia Eletrica Paulista, 8.827%		122,300		588,112
	Energisa SA, 4.462%		639		938
	Gerdau SA, 7.761%		569,235		2,001,739
	Itau Unibanco Holding SA, 7.531%		1,848,256		11,162,290
	Petroleo Brasileiro SA, 8.432%		2,968,647		24,023,138
	Raizen SA, 6.330%		1,866,087		1,099,685
TOTAL BRAZIL					50,541,235
CHILE — (0.0%)
	Embotelladora Andina SA Class B, 6.361%		234,235		662,411
COLOMBIA — (0.0%)
	Banco Davivienda SA, 4.810%		4,388		23,489
	Grupo Aval Acciones y Valores SA, 8.639%		764,714		90,253
	Grupo de Inversiones Suramericana SA, 5.666%		74,327		438,043
TOTAL COLOMBIA					551,785
SOUTH KOREA — (0.0%)
	Hanwha Solutions Corp., 1.647%		409		6,200
TOTAL PREFERRED STOCKS					51,761,631
TOTAL INVESTMENT SECURITIES  (Cost $3,029,391,388)					5,025,607,231
				Value†
SECURITIES LENDING COLLATERAL — (0.9%)
@ §	The DFA Short Term Investment Fund		4,082,518		47,226,566
TOTAL INVESTMENTS — (100.0%)  (Cost $3,076,617,556)				$	5,072,833,797

ADR American Depositary Receipt

GDR Global Depositary Receipt

» Securities that have been fair value factored. See Note B to Financial Statements.

* Non-Income Producing Securities.

# Total or Partial Securities on Loan.

W 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.

†† Security valued using significant unobservable inputs (Level 3).

† See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

As of April 30, 2024, The Emerging Markets Series 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		138		06/21/24	$	34,781,921	$	34,962,300	$	180,379
Total Futures Contracts					$	34,781,921	$	34,962,300	$	180,379

THE EMERGING MARKETS SERIES

CONTINUED

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Brazil	$	175,991,027		—		—	$	175,991,027
Chile		7,880,419	$	14,602,373		—		22,482,792
China		147,881,421		1,051,192,289		—		1,199,073,710
Colombia		4,168,574		82,248		—		4,250,822
Czech Republic		—		8,173,508		—		8,173,508
Egypt		181,307		2,288,515		—		2,469,822
Greece		—		26,717,250		—		26,717,250
Hungary		—		12,920,239		—		12,920,239
India		30,937,677		926,195,588	$	965,892		958,099,157
Indonesia		—		87,443,543		—		87,443,543
Kuwait		25,092,585		3,190,615		—		28,283,200
Malaysia		—		78,945,829		—		78,945,829
Mexico		118,455,378		—		—		118,455,378
Peru		6,212,361		—		—		6,212,361
Philippines		—		35,090,843		—		35,090,843
Poland		—		53,937,540		—		53,937,540
Qatar		—		39,108,137		—		39,108,137
Saudi Arabia		—		192,903,264		—		192,903,264
South Africa		15,154,102		115,222,093		—		130,376,195
South Korea		4,042,854		629,441,574		—		633,484,428
Taiwan		4,191,881		934,257,800		—		938,449,681
Thailand		81,431,539		8,465,884		—		89,897,423
Turkey		—		49,373,545		—		49,373,545
United Arab Emirates		—		76,114,692		—		76,114,692
United Kingdom		5,591,214		—		—		5,591,214
Preferred Stocks
Brazil		50,541,235		—		—		50,541,235
Chile		—		662,411		—		662,411
Colombia		551,785		—		—		551,785
South Korea		—		6,200		—		6,200
Securities Lending Collateral		—		47,226,566		—		47,226,566
Total Investments in Securities	$	678,305,359	$	4,393,562,546	$	965,892<>	$	5,072,833,797
Financial Instruments
Assets
Futures Contracts**		180,379		—		—		180,379
Total Financial Instruments	$	180,379		—		—	$	180,379

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

See accompanying Notes to Financial Statements.

THE EMERGING MARKETS SMALL CAP SERIES

SCHEDULE OF INVESTMENTS

April 30, 2024

(Unaudited)

		Shares		Value»
COMMON STOCKS — (98.5%)
BRAZIL — (4.2%)
	AES Brasil Energia SA		742,446	$	1,354,035
	Allied Tecnologia SA		28,000		40,442
	Allos SA		1,099,632		4,421,738
	Alupar Investimento SA		491,671		2,636,082
*	Anima Holding SA		858,173		558,607
	Arezzo Industria e Comercio SA		203,454		2,034,305
	Auren Energia SA		946,804		2,113,288
	Bemobi Mobile Tech SA		168,819		379,409
*	Blau Farmaceutica SA		59,300		115,000
	Boa Safra Sementes SA		56,737		198,753
	BrasilAgro - Co. Brasileira de Propriedades Agricolas		192,152		949,548
*	BRF SA		706,737		2,297,447
	Brisanet Participacoes SA		194,326		153,437
*	C&A Modas SA		312,520		663,246
	Camil Alimentos SA		343,208		554,542
	Cia Brasileira de Aluminio		480,841		478,748
*	Cia Brasileira de Distribuicao		762,963		430,513
	Cia de Saneamento de Minas Gerais Copasa MG		652,274		2,459,563
	Cia De Sanena Do Parana		1,529,605		5,357,979
	Cia Siderurgica Nacional SA		917,666		2,460,022
	Cielo SA		3,733,592		4,004,951
*	Clear Sale SA		46,700		70,150
*	CM Hospitalar SA		36,898		35,814
*	Cogna Educacao SA		5,942,553		2,483,407
*	Construtora Tenda SA		167,226		397,406
	Cruzeiro do Sul Educacional SA		258,997		200,510
	CSU Digital SA		83,114		285,391
	Cury Construtora e Incorporadora SA		462,501		1,745,757
	Cyrela Brazil Realty SA Empreendimentos e Participacoes		886,068		3,464,003
W	Desktop SA		30,936		77,450
	Dexco SA		1,176,010		1,637,436
*	Diagnosticos da America SA		148,074		134,027
	Dimed SA Distribuidora da Medicamentos		259,932		562,153
	Direcional Engenharia SA		394,136		1,770,067
	EcoRodovias Infraestrutura e Logistica SA		771,778		1,077,570
	Eletromidia SA		12,068		40,439
*	Embraer SA		989,509		6,355,222
*	Embraer SA, Sponsored ADR		293,047		7,487,351
	Empreendimentos Pague Menos SA		377,284		183,825
	Enauta Participacoes SA		396,624		2,086,771
	Eternit SA		146,700		199,457
	Even Construtora e Incorporadora SA		318,794		435,897
	Ez Tec Empreendimentos e Participacoes SA		349,956		928,032
	Fleury SA		827,242		2,306,833
	Fras-Le SA		159,099		552,431
W	GPS Participacoes e Empreendimentos SA		909,348		3,283,572
	Grendene SA		760,679		902,396
*	Grupo Casas Bahia SA		237,839		313,753
	Grupo De Moda Soma SA		1,608,896		1,880,753
	Grupo Mateus SA		1,594,576		2,278,580
	Grupo SBF SA		315,224		675,055
*	Guararapes Confeccoes SA		286,331		405,295
*	Hidrovias do Brasil SA		1,155,578		976,965
	Hospital Mater Dei SA		7,600		8,313
	Hypera SA		73,351		417,001

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
BRAZIL — (Continued)
*	Infracommerce CXAAS SA		392,205	$	55,893
*	International Meal Co. Alimentacao SA, Class A		366,842		112,329
	Iochpe Maxion SA		413,811		980,217
	Irani Papel e Embalagem SA		272,617		473,035
*	IRB-Brasil Resseguros SA		195,419		1,598,696
	Jalles Machado SA		262,872		357,408
	JHSF Participacoes SA		1,096,106		907,687
	JSL SA		200,436		446,606
	Kepler Weber SA		413,924		774,025
	Lavvi Empreendimentos Imobiliarios SA		293,400		492,145
	LOG Commercial Properties e Participacoes SA		130,271		545,161
*	Log-in Logistica Intermodal SA		177,871		1,325,657
	Lojas Quero-Quero SA		576,528		461,880
	Lojas Renner SA		2,067,786		6,104,680
W	LWSA SA		1,148,678		1,017,586
	M Dias Branco SA		209,869		1,371,751
	Mahle Metal Leve SA		32,996		194,700
	Marcopolo SA		621,600		635,654
*	Marfrig Global Foods SA		855,283		1,556,528
	Melnick Even Desenvolvimento Imobiliario SA		73,800		61,114
	Mills Locacao Servicos e Logistica SA		533,320		1,362,931
	Minerva SA		865,348		1,019,899
*	Moura Dubeux Engenharia SA		178,200		397,746
	Movida Participacoes SA		470,547		639,769
*	MPM Corporeos SA		156,100		27,958
*	MRV Engenharia e Participacoes SA		1,250,974		1,614,129
*	Multilaser Industrial SA		481,420		176,154
	Multiplan Empreendimentos Imobiliarios SA		857,519		3,780,112
*	Oceanpact Servicos Maritimos SA		43,800		52,972
	Odontoprev SA		876,182		2,016,403
*	Oncoclinicas do Brasil Servicos Medicos SA		155,015		219,719
*	Orizon Valorizacao de Residuos SA		123,107		916,321
	Pet Center Comercio e Participacoes SA		1,026,937		931,494
	Petroreconcavo SA		378,355		1,587,712
	Plano & Plano Desenvolvimento Imobiliario SA		140,177		299,650
	Porto Seguro SA		499,833		2,883,911
	Portobello SA		202,139		230,455
	Positivo Tecnologia SA		245,380		434,753
	Romi SA		162,378		317,401
	Santos Brasil Participacoes SA		1,512,578		3,955,785
*	Sao Carlos Empreendimentos e Participacoes SA		83,405		445,568
	Sao Martinho SA		589,276		3,244,502
#	Sendas Distribuidora SA, ADR		177,058		2,253,948
	Sendas Distribuidora SA		1,154,311		2,916,566
* W	Ser Educacional SA		45,110		47,954
*	Serena Energia SA		592,542		938,007
	Simpar SA		1,278,112		1,422,695
	SLC Agricola SA		747,131		2,746,740
	Smartfit Escola de Ginastica e Danca SA		538,137		2,506,940
*	SYN prop e tech SA		26,500		44,961
	Tegma Gestao Logistica SA		116,092		541,491
	TOTVS SA		1,646,258		8,731,262
	Transmissora Alianca de Energia Eletrica SA		1,137,423		7,714,832
	Tres Tentos Agroindustrial SA		253,677		494,398
	Trisul SA		258,582		227,578
	Tupy SA		239,172		1,198,946
	Ultrapar Participacoes SA		1,466,307		7,299,626
	Unipar Carbocloro SA		10,575		106,919
	Usinas Siderurgicas de Minas Gerais SA Usiminas		279,562		402,712

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
BRAZIL — (Continued)
	Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA		187,850	$	638,515
	Vamos Locacao de Caminhoes Maquinas e Equipamentos SA		954,778		1,307,336
	Vittia Fertilizantes E Biologicos SA		35,098		37,919
	Vivara Participacoes SA		329,893		1,407,855
	Vulcabras SA		419,776		1,279,716
	Wilson Sons SA		392,984		1,271,450
	Wiz Co		232,044		310,131
	YDUQS Participacoes SA		864,137		2,428,024
*	Zamp SA		722,529		537,103
TOTAL BRAZIL					174,162,457
CHILE — (0.6%)
	Aguas Andinas SA, Class A		5,245,019		1,496,938
	Besalco SA		1,682,393		972,565
	Camanchaca SA		1,471,136		61,876
	CAP SA		148,607		1,062,562
	Cementos BIO BIO SA		352,724		263,060
	Cia Cervecerias Unidas SA		42,522		260,877
	Cia Cervecerias Unidas SA, Sponsored ADR		17,960		217,316
	Clinica Las Condes SA		694		11,458
	Colbun SA		10,640,268		1,366,427
	Cristalerias de Chile SA		130,323		386,876
	Embotelladora Andina SA, ADR, Class B		47,266		791,705
	Empresa Nacional de Telecomunicaciones SA		450,193		1,547,458
	Empresas Lipigas SA		6,383		24,100
*	Engie Energia Chile SA		1,027,463		843,332
	Forus SA		203,654		345,770
	Grupo Security SA		3,176,300		906,522
	Instituto de Diagnostico SA		2,928		4,468
	Inversiones Aguas Metropolitanas SA		985,615		761,759	��
	Inversiones La Construccion SA		79,619		698,098
	Multiexport Foods SA		2,241,332		546,296
	Parque Arauco SA		1,756,978		2,644,480
	PAZ Corp. SA		1,023,639		635,337
	Ripley Corp. SA		2,099,713		467,993
	Salfacorp SA		1,151,036		657,015
	Sigdo Koppers SA		1,064,975		1,303,417
	SMU SA		5,878,831		1,089,976
	Sociedad Matriz SAAM SA		34,193,871		3,775,020
	Socovesa SA		897,387		83,182
	SONDA SA		1,171,292		522,174
	Vina Concha y Toro SA		1,087,102		1,449,394
TOTAL CHILE					25,197,451
CHINA — (19.0%)
	361 Degrees International Ltd.		3,755,000		2,278,479
*	3D Medicines, Inc.		15,000		12,509
W	3SBio, Inc.		5,534,000		4,423,658
*	5I5J Holding Group Co. Ltd., Class A		601,200		163,704
	AAC Technologies Holdings, Inc.		2,164,500		6,888,814
	ADAMA Ltd., Class A		122,500		106,415
	Addsino Co. Ltd., Class A		317,000		312,401
	Advanced Technology & Materials Co. Ltd., Class A		238,300		289,523
	Aerospace Hi-Tech Holdings Group Ltd., Class A		279,103		318,243
# *	Agile Group Holdings Ltd.		4,656,000		352,959
*	Agora, Inc., ADR		23,025		57,332
*	AIM Vaccine Co. Ltd.		28,600		30,637

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Ajisen China Holdings Ltd.		1,634,000	$	220,550
# W	AK Medical Holdings Ltd.		1,680,000		1,255,042
# *	Alibaba Health Information Technology Ltd.		4,806,000		1,793,978
*	Alibaba Pictures Group Ltd.		34,960,000		2,082,173
# W	A-Living Smart City Services Co. Ltd.		1,958,250		744,398
* W	Alliance International Education Leasing Holdings Ltd.		1,030,000		66,929
	Allmed Medical Products Co. Ltd., Class A		120,500		136,716
* W	Alphamab Oncology		39,000		23,345
	Amoy Diagnostics Co. Ltd., Class A		95,269		286,885
	An Hui Wenergy Co. Ltd., Class A		614,902		706,161
*	ANE Cayman, Inc.		535,500		356,695
	Angang Steel Co. Ltd., Class H		4,430,999		729,617
W	Angelalign Technology, Inc.		93,200		933,644
	Anhui Anke Biotechnology Group Co. Ltd., Class A		285,100		401,813
	Anhui Construction Engineering Group Co. Ltd., Class A		666,590		445,713
	Anhui Expressway Co. Ltd., Class H		1,738,000		1,913,180
*	Anhui Genuine New Materials Co. Ltd., Class A		91,300		73,481
	Anhui Guangxin Agrochemical Co. Ltd., Class A		180,500		368,649
	Anhui Hengyuan Coal Industry & Electricity Power Co. Ltd., Class A		213,729		376,830
	Anhui Honglu Steel Construction Group Co. Ltd., Class A		114,300		299,365
	Anhui Huilong Agricultural Means of Production Co. Ltd., Class A		221,400		159,521
	Anhui Jiangnan Chemical Industry Co. Ltd., Class A		706,440		460,742
	Anhui Jinhe Industrial Co. Ltd., Class A		121,800		412,375
*	Anhui Tatfook Technology Co. Ltd., Class A		170,000		190,865
	Anhui Transport Consulting & Design Institute Co. Ltd., Class A		142,920		213,497
	Anhui Truchum Advanced Materials & Technology Co. Ltd., Class A		302,500		318,120
	Anhui Xinhua Media Co. Ltd., Class A		152,700		153,325
	Anhui Zhongding Sealing Parts Co. Ltd., Class A		276,500		499,362
	Anji Microelectronics Technology Shanghai Co. Ltd., Class A		20,252		460,646
*	Anton Oilfield Services Group		6,422,000		352,988
	Aoshikang Technology Co. Ltd., Class A		75,600		269,673
*	Aotecar New Energy Technology Co. Ltd., Class A		809,100		314,093
*	Aowei Holdings Ltd.		1,451,000		88,042
	ApicHope Pharmaceutical Co. Ltd., Class A		142,770		447,808
	APT Satellite Holdings Ltd.		652,000		185,051
# * W	Arrail Group Ltd.		140,000		111,916
	Art Group Holdings Ltd.		320,000		9,058
# * W	Ascletis Pharma, Inc.		757,000		125,218
	Asia Cement China Holdings Corp.		1,480,000		378,805
W	AsiaInfo Technologies Ltd.		684,800		617,559
*	Autel Intelligent Technology Corp. Ltd., Class A		39,792		147,242
	AviChina Industry & Technology Co. Ltd., Class H		7,607,000		3,271,556
W	BAIC Motor Corp. Ltd., Class H		5,408,000		1,533,708
* W	Bairong, Inc.		95,000		118,861
	Bank of Chongqing Co. Ltd., Class H		1,949,000		1,179,721
W	Bank of Qingdao Co. Ltd., Class H		74,000		21,336
# * W	Bank of Zhengzhou Co. Ltd., Class H		811,910		80,820
*	Baosheng Science & Technology Innovation Co. Ltd., Class A		155,002		90,105
	Baowu Magnesium Technology Co. Ltd., Class A		164,900		419,061
*	Baoye Group Co. Ltd., Class H		1,132,000		737,210
*	Baozun, Inc., Sponsored ADR		121,692		316,399
	BBMG Corp., Class H		7,209,000		595,581
*	Be Friends Holding Ltd.		58,000		9,968
	Bear Electric Appliance Co. Ltd., Class A		38,147		306,886
	Befar Group Co. Ltd., Class A		309,700		171,100
	Beibuwan Port Co. Ltd., Class A		278,581		310,428
*	Beijing Bei Mo Gao Ke Friction Material Co. Ltd., Class A		70,920		243,795
	Beijing Capital Development Co. Ltd., Class A		532,676		202,648
*	Beijing Capital International Airport Co. Ltd., Class H		5,730,000		1,823,324

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Beijing Career International Co. Ltd., Class A		46,000	$	131,381
	Beijing Certificate Authority Co. Ltd., Class A		67,587		193,320
#	Beijing Chunlizhengda Medical Instruments Co. Ltd., Class H		212,000		314,533
	Beijing Dahao Technology Corp. Ltd., Class A		139,800		249,998
	Beijing Energy International Holding Co. Ltd.		19,934,000		364,292
	Beijing Enterprises Holdings Ltd.		1,535,500		4,915,978
	Beijing Enterprises Water Group Ltd.		12,240,000		3,087,060
	Beijing GeoEnviron Engineering & Technology, Inc., Class A		361,868		327,776
*	Beijing Haixin Energy Technology Co. Ltd., Class A		565,000		184,134
	Beijing Huafeng Test & Control Technology Co. Ltd., Class A		24,769		381,829
*	Beijing Jetsen Technology Co. Ltd., Class A		504,900		356,673
	Beijing Jingneng Clean Energy Co. Ltd., Class H		4,650,000		1,131,464
*	Beijing Jingyuntong Technology Co. Ltd., Class A		483,800		232,550
*	Beijing Leike Defense Technology Co. Ltd., Class A		312,407		189,314
*	Beijing North Star Co. Ltd., Class H		2,396,000		204,462
*	Beijing Orient Landscape & Environment Co. Ltd., Class A		633,200		73,879
*	Beijing Orient National Communication Science & Technology Co. Ltd., Class A		277,454		283,911
*	Beijing Philisense Technology Co. Ltd., Class A		350,900		136,448
	Beijing Sanlian Hope Shin-Gosen Technical Service Co. Ltd., Class A		22,200		44,867
	Beijing Science Sun Pharmaceutical Co. Ltd., Class A		43,400		45,749
*	Beijing Shunxin Agriculture Co. Ltd., Class A		152,300		392,227
*	Beijing Sinnet Technology Co. Ltd., Class A		233,200		299,893
	Beijing SL Pharmaceutical Co. Ltd., Class A		237,600		281,595
	Beijing SPC Environment Protection Tech Co. Ltd., Class A		193,800		121,658
	Beijing Strong Biotechnologies, Inc., Class A		101,500		259,603
*	Beijing Thunisoft Corp. Ltd., Class A		109,900		91,813
#	Beijing Tong Ren Tang Chinese Medicine Co. Ltd.		779,000		948,128
	Beijing Ultrapower Software Co. Ltd., Class A		144,800		192,299
	Beijing United Information Technology Co. Ltd., Class A		112,000		399,597
W	Beijing Urban Construction Design & Development Group Co. Ltd., Class H		245,000		66,178
*	Beijing Watertek Information Technology Co. Ltd., Class A		246,700		91,748
	Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd., Class A		51,200		240,107
	Beijing Zhong Ke San Huan High-Tech Co. Ltd., Class A		263,657		315,522
*	Bengang Steel Plates Co. Ltd., Class A		401,600		177,766
	Bestore Co. Ltd., Class A		34,700		71,987
*	Bestway Marine & Energy Technology Co. Ltd., Class A		234,300		123,057
# *	Bilibili, Inc., Class Z		504,380		6,404,704
*	Billion Industrial Holdings Ltd.		44,000		24,349
	Binhai Investment Co. Ltd.		50,000		7,618
	Binjiang Service Group Co. Ltd.		125,500		279,041
	Black Peony Group Co. Ltd., Class A		264,549		170,172
W	Blue Moon Group Holdings Ltd.		1,740,500		488,242
	Blue Sail Medical Co. Ltd., Class A		252,600		197,465
W	BOC Aviation Ltd.		576,000		4,581,352
	BOE Varitronix Ltd.		831,000		573,173
*	Bohai Leasing Co. Ltd., Class A		1,245,700		427,851
	Bosideng International Holdings Ltd.		11,634,000		6,734,542
	Bright Dairy & Food Co. Ltd., Class A		303,700		377,932
	BrightGene Bio-Medical Technology Co. Ltd., Class A		101,648		434,375
††	Brilliance China Automotive Holdings Ltd.		9,222,000		7,657,813
	B-Soft Co. Ltd., Class A		344,348		202,524
	BYD Electronic International Co. Ltd.		194,000		653,544
	C C Land Holdings Ltd.		11,616,015		1,760,613
	C&D International Investment Group Ltd.		2,021,373		4,004,171
	C&D Property Management Group Co. Ltd.		114,000		48,064
	C&S Paper Co. Ltd., Class A		239,078		292,961
	Cabbeen Fashion Ltd.		683,000		65,617

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Camel Group Co. Ltd., Class A		275,435	$	312,724
	Cangzhou Mingzhu Plastic Co. Ltd., Class A		377,100		193,894
	Canny Elevator Co. Ltd., Class A		84,800		81,474
#	Canvest Environmental Protection Group Co. Ltd.		2,476,000		1,277,817
	Capital Environment Holdings Ltd.		15,260,000		160,422
	Castech, Inc., Class A		135,800		498,596
	CCS Supply Chain Management Co. Ltd., Class A		113,600		73,197
	Central China Management Co. Ltd.		1,270,626		17,867
	Central China New Life Ltd.		828,000		115,958
	Central China Securities Co. Ltd., Class H		3,162,000		446,655
	CETC Digital Technology Co. Ltd., Class A		140,100		386,731
# *	CGN Mining Co. Ltd.		6,980,000		1,799,224
#	CGN New Energy Holdings Co. Ltd.		4,990,000		1,486,225
	CGN Nuclear Technology Development Co. Ltd., Class A		237,100		211,526
	Changchun Faway Automobile Components Co. Ltd., Class A		168,330		205,029
	Changzhou Qianhong Biopharma Co. Ltd., Class A		162,800		119,873
	Chaoju Eye Care Holdings Ltd.		214,500		104,897
	Chaowei Power Holdings Ltd.		1,603,000		286,290
*	Chen Lin Education Group Holdings Ltd.		416,000		79,930
	Cheng De Lolo Co. Ltd., Class A		256,650		325,611
	Chengdu ALD Aviation Manufacturing Corp., Class A		63,840		118,582
*	Chengdu CORPRO Technology Co. Ltd., Class A		120,100		270,597
	Chengdu Fusen Noble-House Industrial Co. Ltd., Class A		113,900		224,998
	Chengdu Galaxy Magnets Co. Ltd., Class A		35,200		76,477
	Chengdu Hongqi Chain Co. Ltd., Class A		308,700		229,988
	Chengdu Kanghong Pharmaceutical Group Co. Ltd., Class A		183,795		549,454
	Chengdu Kanghua Biological Products Co. Ltd., Class A		29,300		253,256
	Chengdu Leejun Industrial Co. Ltd., Class A		144,300		115,952
	Chengdu Wintrue Holding Co. Ltd., Class A		256,900		287,267
*	Chengtun Mining Group Co. Ltd., Class A		737,100		496,933
	Chenguang Biotech Group Co. Ltd., Class A		95,000		123,588
	Chengzhi Co. Ltd., Class A		295,000		314,645
	Chervon Holdings Ltd.		51,400		124,828
	China Aerospace International Holdings Ltd.		8,284,500		333,387
	China Aircraft Leasing Group Holdings Ltd.		1,104,000		481,170
	China BlueChemical Ltd., Class H		4,880,000		1,549,209
* W	China Bohai Bank Co. Ltd., Class H		4,142,500		543,924
*	China Boton Group Co. Ltd.		182,000		58,537
	China CAMC Engineering Co. Ltd., Class A		332,197		351,031
	China Chunlai Education Group Co. Ltd.		41,000		25,090
#	China Cinda Asset Management Co. Ltd., Class H		29,630,000		2,670,158
	China Communications Services Corp. Ltd., Class H		7,542,000		3,605,428
# *	China Conch Environment Protection Holdings Ltd.		3,429,500		325,608
	China Conch Venture Holdings Ltd.		4,553,000		3,321,027
*	China CYTS Tours Holding Co. Ltd., Class A		98,400		147,214
	China Datang Corp. Renewable Power Co. Ltd., Class H		8,310,000		1,768,604
	China Design Group Co. Ltd., Class A		171,500		231,627
W	China Development Bank Financial Leasing Co. Ltd., Class H		1,076,000		283,051
# * ††	China Dili Group		12,625,699		199,811
	China Dongxiang Group Co. Ltd.		8,517,985		416,982
# W	China East Education Holdings Ltd.		1,231,000		371,112
	China Education Group Holdings Ltd.		3,177,161		1,793,774
	China Electronics Huada Technology Co. Ltd.		2,622,000		435,812
	China Electronics Optics Valley Union Holding Co. Ltd.		7,892,000		307,101
#	China Everbright Environment Group Ltd.		11,255,000		4,563,759
W	China Everbright Greentech Ltd.		984,000		83,841
	China Everbright Ltd.		2,864,000		1,527,134
W	China Feihe Ltd.		9,856,000		5,389,908
*	China Financial Services Holdings Ltd.		126,200		4,234

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	China Foods Ltd.		3,906,000	$	1,496,071
	China Gas Holdings Ltd.		8,237,600		7,713,119
	China Glass Holdings Ltd.		2,950,000		308,774
# *	China Gold International Resources Corp. Ltd.		743,100		4,304,177
*	China Grand Automotive Services Group Co. Ltd., Class A		1,079,400		222,640
*	China Greenland Broad Greenstate Group Co. Ltd.		4,328,000		33,196
	China Hanking Holdings Ltd.		1,943,000		260,904
	China Harmony Auto Holding Ltd.		866,000		56,054
*	China High Speed Railway Technology Co. Ltd., Class A		655,400		197,525
*	China High Speed Transmission Equipment Group Co. Ltd.		1,398,000		139,437
# ††	China Huiyuan Juice Group Ltd.		3,902,101		174,885
	China International Marine Containers Group Co. Ltd., Class H		3,061,980		2,590,184
	China Jinmao Holdings Group Ltd.		18,508,757		1,568,383
	China Kepei Education Group Ltd.		1,184,000		223,752
	China Kings Resources Group Co. Ltd., Class A		90,440		414,777
	China Leadshine Technology Co. Ltd., Class A		29,900		82,124
	China Lesso Group Holdings Ltd.		3,308,000		1,386,666
	China Lilang Ltd.		1,190,000		727,252
* W	China Literature Ltd.		1,223,600		4,370,763
*	China Longevity Group Co. Ltd.		1,076,350		35,361
# * ††	China Maple Leaf Educational Systems Ltd.		4,506,000		211,134
	China Medical System Holdings Ltd.		4,648,500		4,150,409
	China Meidong Auto Holdings Ltd.		1,584,000		511,241
	China Merchants Land Ltd.		3,266,000		118,269
	China Merchants Port Holdings Co. Ltd.		4,578,107		6,045,916
	China Merchants Property Operation & Service Co. Ltd., Class A		206,000		303,447
# * ††	China Metal Recycling Holdings Ltd.		2,401,686		0
#	China Modern Dairy Holdings Ltd.		8,815,000		728,316
	China National Accord Medicines Corp. Ltd., Class A		93,800		454,247
	China National Building Material Co. Ltd., Class H		11,802,000		4,566,641
W	China New Higher Education Group Ltd.		1,994,000		594,675
*	China Nonferrous Metal Industry’s Foreign Engineering & Construction Co. Ltd., Class A		471,300		330,665
	China Nonferrous Mining Corp. Ltd.		3,347,000		3,025,517
*	China Oil & Gas Group Ltd.		13,878,000		369,402
	China Oriental Group Co. Ltd.		3,506,000		468,022
	China Overseas Grand Oceans Group Ltd.		5,457,434		1,172,266
#	China Overseas Property Holdings Ltd.		4,865,000		2,959,066
	China Power International Development Ltd.		16,804,333		6,781,147
	China Publishing & Media Co. Ltd., Class A		294,115		296,711
	China Railway Hi-tech Industry Co. Ltd., Class A		287,200		309,012
W	China Railway Signal & Communication Corp. Ltd., Class H		1,153,000		446,852
	China Railway Tielong Container Logistics Co. Ltd., Class A		220,800		185,202
*	China Rare Earth Holdings Ltd.		5,364,799		241,868
	China Reinsurance Group Corp., Class H		18,220,000		1,297,084
# * †† W	China Renaissance Holdings Ltd.		773,400		134,458
	China Resources Boya Bio-pharmaceutical Group Co. Ltd., Class A		98,700		427,753
	China Resources Building Materials Technology Holdings Ltd.		7,406,000		1,249,985
	China Resources Medical Holdings Co. Ltd.		2,552,000		1,344,350
W	China Resources Pharmaceutical Group Ltd.		5,024,500		3,249,153
#	China Risun Group Ltd.		4,163,000		1,672,152
# *	China Ruyi Holdings Ltd.		17,620,000		4,413,325
*	China Sanjiang Fine Chemicals Co. Ltd.		2,029,000		483,223
# W	China Shengmu Organic Milk Ltd.		9,923,000		244,067
	China Shineway Pharmaceutical Group Ltd.		993,200		1,171,438
*	China Silver Group Ltd.		1,048,000		39,279
	China State Construction Development Holdings Ltd.		842,000		263,855
	China State Construction International Holdings Ltd.		3,430,000		3,619,002
# *	China Sunshine Paper Holdings Co. Ltd.		1,828,000		440,593

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	China Suntien Green Energy Corp. Ltd., Class H		6,264,000	$	2,567,494
	China Taiping Insurance Holdings Co. Ltd.		4,399,000		4,022,073
	China Testing & Certification International Group Co. Ltd., Class A		189,192		194,789
# *	China Tianrui Group Cement Co. Ltd., Class C		256,000		1,571
*	China Tianying, Inc., Class A		594,100		383,076
#	China Tobacco International HK Co. Ltd.		561,000		859,303
	China Traditional Chinese Medicine Holdings Co. Ltd.		9,736,000		5,301,492
*	China TransInfo Technology Co. Ltd., Class A		155,100		209,064
	China Travel International Investment Hong Kong Ltd.		9,487,900		1,521,260
	China Tungsten & Hightech Materials Co. Ltd., Class A		295,840		438,503
	China Water Affairs Group Ltd.		3,782,000		2,348,844
	China West Construction Group Co. Ltd., Class A		240,900		196,701
	China XLX Fertiliser Ltd.		1,865,000		847,745
	China Yongda Automobiles Services Holdings Ltd.		2,656,500		719,858
W	China Youran Dairy Group Ltd.		114,000		17,381
# * W	China Yuhua Education Corp. Ltd.		4,832,000		417,605
*	China Zhonghua Geotechnical Engineering Group Co. Ltd., Class A		70,600		20,437
††	China Zhongwang Holdings Ltd.		8,794,400		354,128
	China-Singapore Suzhou Industrial Park Development Group Co. Ltd., Class A		105,400		119,329
	Chinasoft International Ltd.		9,242,000		5,557,453
	Chongqing Department Store Co. Ltd., Class A		99,800		357,993
	Chongqing Fuling Electric Power Industrial Co. Ltd., Class A		222,200		418,337
	Chongqing Fuling Zhacai Group Co. Ltd., Class A		29,400		57,571
	Chongqing Gas Group Corp. Ltd., Class A		245,800		202,951
	Chongqing Machinery & Electric Co. Ltd., Class H		3,274,000		282,883
	Chongqing Rural Commercial Bank Co. Ltd., Class H		6,265,000		2,681,625
	Chongqing Sanfeng Environment Group Corp. Ltd., Class A		231,826		261,091
	Chongqing Zaisheng Technology Corp. Ltd., Class A		228,220		100,780
	Chongqing Zongshen Power Machinery Co. Ltd., Class A		264,337		426,013
	Chongyi Zhangyuan Tungsten Industry Co. Ltd., Class A		283,310		268,524
	CIMC Enric Holdings Ltd.		2,856,000		2,825,643
W	CIMC Vehicles Group Co. Ltd., Class H		284,000		267,683
	Cisen Pharmaceutical Co. Ltd., Class A		57,900		127,649
	CITIC Resources Holdings Ltd.		8,460,600		569,911
	City Development Environment Co. Ltd., Class A		161,100		273,347
*	Citychamp Watch & Jewellery Group Ltd.		7,168,000		951,116
* W	Cloud Music, Inc.		16,150		199,779
# *	ClouDr Group Ltd.		52,700		20,180
*	CMGE Technology Group Ltd.		4,176,000		709,284
	CMST Development Co. Ltd., Class A		518,500		370,168
*	CNFinance Holdings Ltd., ADR		46,226		85,518
	CNSIG Inner Mongolia Chemical Industry Co. Ltd., Class A		289,140		310,074
	COFCO Biotechnology Co. Ltd., Class A		365,800		317,655
# *	COFCO Joycome Foods Ltd.		8,412,000		1,908,379
#	Comba Telecom Systems Holdings Ltd.		5,740,001		436,273
	Concord New Energy Group Ltd.		25,104,964		1,948,888
	Consun Pharmaceutical Group Ltd.		2,208,000		1,646,507
*	Continental Aerospace Technologies Holding Ltd.		15,155,722		340,543
	COSCO SHIPPING Development Co. Ltd., Class H		11,661,000		1,220,166
	COSCO SHIPPING International Hong Kong Co. Ltd.		3,373,000		1,592,442
#	COSCO SHIPPING Ports Ltd.		4,673,121		2,867,702
#	CPMC Holdings Ltd.		2,382,000		2,031,971
	CQ Pharmaceutical Holding Co. Ltd., Class A		375,000		281,842
	CSG Holding Co. Ltd., Class A		344,300		266,257
	CSSC Hong Kong Shipping Co. Ltd.		3,460,000		612,613
	CTS International Logistics Corp. Ltd., Class A		305,720		280,170
*	CWT International Ltd.		24,080,000		138,520
*	Da Ming International Holdings Ltd.		880,000		118,057

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Daan Gene Co. Ltd., Class A		294,060	$	282,994
*	Dada Nexus Ltd., ADR		20,162		40,929
	Dalian Huarui Heavy Industry Group Co. Ltd., Class A		441,200		291,333
	Dalipal Holdings Ltd.		1,198,000		764,605
#	Datang International Power Generation Co. Ltd., Class H		8,940,000		1,759,400
	Dawnrays Pharmaceutical Holdings Ltd.		2,567,886		386,856
	DBG Technology Co. Ltd., Class A		180,683		559,088
	DeHua TB New Decoration Materials Co. Ltd., Class A		193,916		284,852
*	Deppon Logistics Co. Ltd., Class A		114,200		261,431
	Dian Diagnostics Group Co. Ltd., Class A		135,159		262,445
	Digital China Holdings Ltd.		1,800,500		657,243
	Digital China Information Service Group Co. Ltd., Class A		229,764		427,727
*	Dingdang Health Technology Group Ltd.		95,000		14,531
	Dongfang Electric Corp. Ltd., Class H		11,200		15,193
	Dongfang Electronics Co. Ltd., Class A		276,400		400,957
#	Dongfeng Motor Group Co. Ltd., Class H		7,268,000		2,635,686
	Dongguan Aohai Technology Co. Ltd., Class A		64,200		295,332
	Dongguan Development Holdings Co. Ltd., Class A		234,900		327,049
	Dongyue Group Ltd.		4,984,000		4,394,677
# *	DouYu International Holdings Ltd.		53,939		462,794
	Dynagreen Environmental Protection Group Co. Ltd., Class H		1,206,000		437,035
# * W	East Buy Holding Ltd.		478,000		1,010,590
	East Group Co. Ltd., Class A		531,800		407,460
	E-Commodities Holdings Ltd.		3,824,000		790,879
	Edan Instruments, Inc., Class A		141,500		194,997
	Edifier Technology Co. Ltd., Class A		143,600		252,573
	Edvantage Group Holdings Ltd.		873,516		273,822
	EEKA Fashion Holdings Ltd.		677,500		1,124,929
	Electric Connector Technology Co. Ltd., Class A		89,713		526,426
	Elion Energy Co. Ltd., Class A		780,761		221,026
	Era Co. Ltd., Class A		306,500		194,792
	Essex Bio-technology Ltd.		871,000		255,129
	Eternal Asia Supply Chain Management Ltd., Class A		588,300		292,660
#	EVA Precision Industrial Holdings Ltd.		3,246,435		325,948
	Ever Sunshine Services Group Ltd.		1,652,000		346,997
*	EverChina International Holdings Co. Ltd.		12,920,000		194,630
# * W	Everest Medicines Ltd.		447,500		1,389,654
*	Fangda Special Steel Technology Co. Ltd., Class A		536,000		307,397
*	Fanhua, Inc., Sponsored ADR		154,988		495,962
	Far East Horizon Ltd.		4,945,000		3,670,713
	FAWER Automotive Parts Co. Ltd., Class A		398,800		314,799
	Fibocom Wireless, Inc., Class A		160,420		381,560
*	FIH Mobile Ltd.		9,560,000		1,064,272
	Financial Street Holdings Co. Ltd., Class A		607,398		258,346
	FinVolution Group, ADR		376,583		1,796,301
	First Tractor Co. Ltd., Class H		1,033,176		1,069,927
	Foryou Corp., Class A		62,600		268,575
	Foshan Nationstar Optoelectronics Co. Ltd., Class A		63,500		63,301
	Fosun International Ltd.		5,664,500		3,342,005
	Fu Shou Yuan International Group Ltd.		4,369,000		2,957,734
	Fufeng Group Ltd.		6,291,600		4,590,677
* ††	Fuguiniao Co. Ltd.		1,930,000		0
	Fujian Boss Software Development Co. Ltd., Class A		178,092		317,771
	Fujian Longking Co. Ltd., Class A		20,300		38,500
	Fujian Star-net Communication Co. Ltd., Class A		134,073		281,912
*	Fullshare Holdings Ltd.		422,000		23,846
*	Fusen Pharmaceutical Co. Ltd.		141,000		15,516
	Gansu Energy Chemical Co. Ltd., Class A		214,700		104,354
	Gansu Shangfeng Cement Co. Ltd., Class A		235,561		225,871

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Gaona Aero Material Co. Ltd., Class A		133,520	$	326,930
*	Gaush Meditech Ltd.		4,800		12,225
	G-bits Network Technology Xiamen Co. Ltd., Class A		11,500		309,248
*	GDS Holdings Ltd., Class A		3,029,800		3,077,664
	Gemdale Corp., Class A		362,800		198,528
	Gemdale Properties & Investment Corp. Ltd.		18,202,000		647,614
W	Genertec Universal Medical Group Co. Ltd.		2,305,000		1,383,916
	Geovis Technology Co. Ltd., Class A		38,985		289,569
	GEPIC Energy Development Co. Ltd., Class A		373,900		322,796
	Getein Biotech, Inc., Class A		128,496		166,484
* W	Giant Biogene Holding Co. Ltd.		461,200		2,809,969
	Glarun Technology Co. Ltd., Class A		84,400		166,254
# *	Global New Material International Holdings Ltd.		179,000		93,264
*	Glorious Property Holdings Ltd.		11,042,501		14,093
W	Golden Throat Holdings Group Co. Ltd.		863,500		410,014
	GoldenHome Living Co. Ltd., Class A		38,792		116,776
	Goldenmax International Group Ltd., Class A		183,600		174,368
	Goldpac Group Ltd.		1,007,000		185,320
	Goldwind Science & Technology Co. Ltd., Class H		2,272,600		908,706
# *	GOME Retail Holdings Ltd.		34,090,000		143,329
*	Gosuncn Technology Group Co. Ltd., Class A		247,600		121,891
*	Grand Baoxin Auto Group Ltd.		13,992		299
	Grand Pharmaceutical Group Ltd., Class L		3,333,000		1,839,814
	Grandblue Environment Co. Ltd., Class A		54,900		139,467
*	Grandjoy Holdings Group Co. Ltd., Class A		622,400		226,507
*	Greatview Aseptic Packaging Co. Ltd.		2,771,000		748,345
*	Gree Real Estate Co. Ltd., Class A		408,600		328,399
	Greentown China Holdings Ltd.		3,388,648		2,971,223
W	Greentown Management Holdings Co. Ltd.		1,836,000		1,569,388
#	Greentown Service Group Co. Ltd.		4,408,000		2,002,653
	GRG Metrology & Test Group Co. Ltd., Class A		132,900		267,760
	Grinm Advanced Materials Co. Ltd., Class A		153,300		202,895
	Guangdong Advertising Group Co. Ltd., Class A		355,200		258,877
	Guangdong Aofei Data Technology Co. Ltd., Class A		207,339		339,782
	Guangdong Baolihua New Energy Stock Co. Ltd., Class A		528,800		409,770
*	Guangdong Create Century Intelligent Equipment Group Corp. Ltd., Class A		353,600		281,464
*	Guangdong Dongfang Precision Science & Technology Co. Ltd., Class A		455,500		397,321
	Guangdong Dongpeng Holdings Co. Ltd., Class A		203,200		191,120
	Guangdong Dowstone Technology Co. Ltd., Class A		142,600		214,289
	Guangdong Ellington Electronics Technology Co. Ltd., Class A		146,900		146,108
	Guangdong Great River Smarter Logistics Co. Ltd., Class A		55,500		108,775
	Guangdong Hongda Holdings Group Co. Ltd., Class A		150,300		440,961
	Guangdong Hybribio Biotech Co. Ltd., Class A		157,856		136,044
	Guangdong Investment Ltd.		8,462,000		4,420,254
	Guangdong Kinlong Hardware Products Co. Ltd., Class A		65,100		296,986
	Guangdong Land Holdings Ltd.		514,800		18,765
	Guangdong Sirio Pharma Co. Ltd., Class A		18,900		101,948
	Guangdong South New Media Co. Ltd., Class A		56,100		291,510
	Guangdong Tapai Group Co. Ltd., Class A		289,700		276,549
	Guangdong Topstar Technology Co. Ltd., Class A		51,900		96,758
	Guangdong Xinbao Electrical Appliances Holdings Co. Ltd., Class A		179,030		409,320
	Guangdong Zhongnan Iron & Steel Co. Ltd., Class A		585,200		176,286
	Guangdong Zhongsheng Pharmaceutical Co. Ltd., Class A		167,803		350,205
*	Guangshen Railway Co. Ltd., Class H		4,378,000		1,188,503
	Guangxi Liugong Machinery Co. Ltd., Class A		494,020		716,290
	Guangxi LiuYao Group Co. Ltd., Class A		51,780		162,624
	Guangxi Wuzhou Zhongheng Group Co. Ltd., Class A		537,900		181,119
	Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class H		330,000		877,829

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Guangzhou Great Power Energy & Technology Co. Ltd., Class A		97,600	$	321,660
	Guangzhou KDT Machinery Co. Ltd., Class A		76,498		228,617
	Guangzhou Restaurant Group Co. Ltd., Class A		121,741		306,893
	Guangzhou Wondfo Biotech Co. Ltd., Class A		100,200		381,973
	Guilin Sanjin Pharmaceutical Co. Ltd., Class A		73,000		143,877
*	Guizhou Bailing Group Pharmaceutical Co. Ltd., Class A		286,300		255,403
*	Guizhou Broadcasting & TV Information Network Co. Ltd., Class A		196,800		200,688
	Guizhou Panjiang Refined Coal Co. Ltd., Class A		483,496		389,066
	Guizhou Xinbang Pharmaceutical Co. Ltd., Class A		472,400		257,893
	Guizhou Zhenhua E-chem, Inc., Class A		106,771		190,579
# *	Guolian Securities Co. Ltd., Class H		1,344,000		621,600
	Guomai Technologies, Inc., Class A		147,400		141,471
# * W	Haichang Ocean Park Holdings Ltd.		7,932,000		810,604
	Hailir Pesticides & Chemicals Group Co. Ltd., Class A		29,820		60,551
	Hainan Haide Capital Management Co. Ltd., Class A		181,400		246,401
*	Hainan Meilan International Airport Co. Ltd., Class H		663,000		645,666
	Hainan Poly Pharm Co. Ltd., Class A		103,800		177,293
	Hainan Strait Shipping Co. Ltd., Class A		474,150		420,967
	Haitian International Holdings Ltd.		2,453,000		7,989,045
W	Haitong UniTrust International Leasing Co. Ltd., Class H		2,870,000		310,910
	Hand Enterprise Solutions Co. Ltd., Class A		232,000		211,450
	Hangxiao Steel Structure Co. Ltd., Class A		584,208		226,570
	Hangzhou Electronic Soul Network Technology Co. Ltd., Class A		57,900		147,127
	Hangzhou Haoyue Personal Care Co. Ltd., Class A		29,539		182,941
	Hangzhou Lion Microelectronics Co. Ltd., Class A		92,100		279,331
	Hangzhou Onechance Tech Corp., Class A		55,570		136,770
W	Hangzhou Tigermed Consulting Co. Ltd., Class H		71,400		315,295
* W	Harbin Bank Co. Ltd., Class H		1,742,000		67,663
	Harbin Boshi Automation Co. Ltd., Class A		272,200		575,334
	Harbin Electric Co. Ltd., Class H		1,983,413		640,634
*	Harbin Gloria Pharmaceuticals Co. Ltd., Class A		65,000		19,485
*	Harbin Pharmaceutical Group Co. Ltd., Class A		511,600		218,768
	HBIS Resources Co. Ltd., Class A		151,000		376,757
* W	HBM Holdings Ltd.		1,129,000		168,434
	Health & Happiness H&H International Holdings Ltd		703,000		913,944
*	Healthcare Co. Ltd., Class A		16,300		18,838
	Hefei Meiya Optoelectronic Technology, Inc., Class A		74,700		184,085
	Hefei Urban Construction Development Co. Ltd., Class A		189,100		130,434
	Helens International Holdings Co. Ltd.		75,000		31,481
	Hello Group, Inc., Sponsored ADR		477,192		2,782,029
	Henan Liliang Diamond Co. Ltd., Class A		41,100		191,183
	Henan Lingrui Pharmaceutical Co., Class A		160,300		562,578
	Henan Mingtai Al Industrial Co. Ltd., Class A		235,900		398,339
	Henan Thinker Automatic Equipment Co. Ltd., Class A		48,300		145,424
*	Henan Yicheng New Energy Co. Ltd., Class A		485,600		273,257
	Henan Yuguang Gold & Lead Co. Ltd., Class A		254,900		230,780
*	Henan Yuneng Holdings Co. Ltd., Class A		159,200		93,869
	Henan Zhongyuan Expressway Co. Ltd., Class A		329,223		170,025
	Hengan International Group Co. Ltd.		1,944,500		6,528,018
*	Hengdeli Holdings Ltd.		12,009,399		233,468
	Hexing Electrical Co. Ltd., Class A		149,090		938,969
*	Hezong Sience&Technology Co. Ltd., Class A		239,500		95,931
*	Hi Sun Technology China Ltd.		5,487,000		364,008
	Hisense Home Appliances Group Co. Ltd., Class H		1,502,000		6,282,496
	Homeland Interactive Technology Ltd.		50,000		13,325
*	Hongli Zhihui Group Co. Ltd., Class A		79,400		67,632
*	Hopson Development Holdings Ltd.		4,531,026		2,153,160
*	Horizon Construction Development Ltd.		166,851		42,370
# * W	Hua Hong Semiconductor Ltd.		1,797,000		3,541,353

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Huabao Flavours & Fragrances Co. Ltd., Class A		67,886	$	174,694
*	Huafon Microfibre Shanghai Technology Co. Ltd., Class A		430,900		237,679
*	Huafu Fashion Co. Ltd., Class A		362,752		238,236
# *	Huanxi Media Group Ltd.		1,820,000		131,754
	Huapont Life Sciences Co. Ltd., Class A		468,600		299,971
	Huaxin Cement Co. Ltd., Class H		271,400		241,750
#	Huazhong In-Vehicle Holdings Co. Ltd.		1,984,000		593,178
	Hubei Biocause Pharmaceutical Co. Ltd., Class A		895,669		293,266
	Hubei Feilihua Quartz Glass Co. Ltd., Class A		71,800		266,108
	Huishang Bank Corp. Ltd., Class H		34,000		10,346
# * W	Huitongda Network Co. Ltd., Class H		22,200		81,229
	Hunan Aihua Group Co. Ltd., Class A		94,287		192,294
	Hunan Er-Kang Pharmaceutical Co. Ltd., Class A		501,400		177,701
	Hunan Gold Corp. Ltd., Class A		289,800		619,425
	Hunan TV & Broadcast Intermediary Co. Ltd., Class A		342,000		274,979
	Hunan Zhongke Electric Co. Ltd., Class A		153,100		206,332
*	HUYA, Inc., ADR		253,308		1,137,353
# W	Hygeia Healthcare Holdings Co. Ltd., Class C		1,027,400		4,240,522
*	Hytera Communications Corp. Ltd., Class A		445,900		260,944
*	HyUnion Holding Co. Ltd., Class A		272,100		213,132
# * W	iDreamSky Technology Holdings Ltd.		646,800		239,304
W	IMAX China Holding, Inc.		306,000		275,202
	Infore Environment Technology Group Co. Ltd., Class A		621,200		438,972
W	Ingdan, Inc.		1,760,000		238,442
*	Inkeverse Group Ltd.		716,000		75,319
	Inner Mongolia MengDian HuaNeng Thermal Power Corp. Ltd., Class A		146,400		88,192
	Inner Mongolia Xingye Silver&Tin Mining Co. Ltd., Class A		187,200		331,463
# * W	InnoCare Pharma Ltd.		1,663,000		977,751
	Innuovo Technology Co. Ltd., Class A		266,900		228,179
	Inspur Digital Enterprise Technology Ltd.		1,410,000		696,325
	Intco Medical Technology Co. Ltd., Class A		145,227		552,190
	Intron Technology Holdings Ltd.		830,000		199,911
*	iQIYI, Inc., ADR		1,120,179		5,432,868
	IVD Medical Holding Ltd.		291,000		74,770
	Jack Technology Co. Ltd., Class A		117,400		430,314
# * W	Jacobio Pharmaceuticals Group Co. Ltd.		514,800		110,821
	Jade Bird Fire Co. Ltd., Class A		151,784		304,095
	Jafron Biomedical Co. Ltd., Class A		7,600		28,858
	Jenkem Technology Co. Ltd., Class A		14,415		159,159
	JH Educational Technology, Inc.		944,000		83,962
	Jia Yao Holdings Ltd.		54,000		24,146
	Jiajiayue Group Co. Ltd., Class A		136,899		200,499
	Jiangling Motors Corp. Ltd., Class A		152,600		548,357
	Jiangsu Azure Corp., Class A		243,600		281,989
	Jiangsu Cnano Technology Co. Ltd., Class A		71,892		290,552
	Jiangsu Dingsheng New Energy Materials Co. Ltd., Class A		151,500		217,211
	Jiangsu Expressway Co. Ltd., Class H		1,254,000		1,229,818
	Jiangsu Guomao Reducer Co. Ltd., Class A		118,800		222,672
	Jiangsu Guotai International Group Co. Ltd., Class A		423,995		442,442
	Jiangsu Haili Wind Power Equipment Technology Co. Ltd., Class A		43,300		290,335
	Jiangsu Hengshun Vinegar Industry Co. Ltd., Class A		143,100		161,683
	Jiangsu Huahong Technology Stock Co. Ltd., Class A		139,100		205,310
	Jiangsu Jiangyin Rural Commercial Bank Co. Ltd., Class A		573,920		311,310
	Jiangsu Jiejie Microelectronics Co. Ltd., Class A		139,700		321,731
	Jiangsu Kanion Pharmaceutical Co. Ltd., Class A		100,240		271,158
	Jiangsu Lihua Animal Husbandry Stock Co. Ltd., Class A		147,120		443,245
	Jiangsu Linyang Energy Co. Ltd., Class A		415,500		378,561
*	Jiangsu Lopal Tech Co. Ltd., Class A		83,200		111,029
	Jiangsu Nata Opto-electronic Material Co. Ltd., Class A		104,300		366,060

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Jiangsu Provincial Agricultural Reclamation & Development Corp., Class A		192,952	$	272,905
	Jiangsu Shagang Co. Ltd., Class A		515,400		284,768
	Jiangsu Shuangxing Color Plastic New Materials Co. Ltd., Class A		258,600		229,067
	Jiangsu Sidike New Material Science & Technology Co. Ltd., Class A		105,157		130,669
	Jiangsu Sopo Chemical Co., Class A		213,701		200,712
	Jiangsu ToLand Alloy Co. Ltd., Class A		72,735		242,264
	Jiangsu Zhangjiagang Rural Commercial Bank Co. Ltd., Class A		532,710		304,994
	Jiangsu Zijin Rural Commercial Bank Co. Ltd., Class A		583,900		214,739
#	Jiangxi Bank Co. Ltd., Class H		325,000		31,489
*	Jiangxi Fushine Pharmaceutical Co. Ltd., Class A		95,400		148,531
	Jiangxi Huangshanghuang Group Food Co. Ltd., Class A		62,300		70,515
	Jiangxi Wannianqing Cement Co. Ltd., Class A		200,030		153,738
	Jiangxi Xinyu Guoke Technology Co. Ltd., Class A		27,800		77,521
	Jiangzhong Pharmaceutical Co. Ltd., Class A		196,640		723,257
	Jiaozuo Wanfang Aluminum Manufacturing Co. Ltd., Class A		299,034		308,884
	Jiayou International Logistics Co. Ltd., Class A		120,056		421,624
*	Jilin Chemical Fibre, Class A		532,702		267,743
	Jilin Electric Power Co. Ltd., Class A		584,300		381,677
*	Jilin Jiutai Rural Commercial Bank Corp. Ltd., Class H		133,703		17,645
#	Jinchuan Group International Resources Co. Ltd.		7,638,000		746,046
	Jingjin Equipment, Inc., Class A		92,400		295,599
	Jinhui Liquor Co. Ltd., Class A		111,000		335,930
*	Jinke Smart Services Group Co. Ltd., Class H		239,700		277,486
#	JinkoSolar Holding Co. Ltd., ADR		141,757		3,419,179
	Jinlei Technology Co. Ltd., Class A		30,000		77,777
	Jinmao Property Services Co. Ltd.		122,779		38,171
*	Jinneng Holding Shanxi Electric Power Co. Ltd., Class A		538,000		185,421
	Jinneng Science&Technology Co. Ltd., Class A		214,500		200,642
* W	Jinxin Fertility Group Ltd.		4,172,500		1,407,155
	Jinyu Bio-Technology Co. Ltd., Class A		189,400		238,408
# W	Jiumaojiu International Holdings Ltd.		2,781,000		1,746,631
	Jiuzhitang Co. Ltd., Class A		203,300		219,903
	JNBY Design Ltd.		642,000		1,168,932
	Joinn Laboratories China Co. Ltd., Class A		105,800		238,413
	Jointo Energy Investment Co. Ltd. Hebei, Class A		584,396		560,277
	Joy City Property Ltd.		15,012,000		425,167
	Joyoung Co. Ltd., Class A		158,340		252,703
W	JS Global Lifestyle Co. Ltd.		4,302,500		829,670
	JSTI Group, Class A		290,388		338,887
	Ju Teng International Holdings Ltd.		3,672,000		484,214
	Juewei Food Co. Ltd., Class A		70,600		197,282
# * W	JW Cayman Therapeutics Co. Ltd.		467,500		106,281
*	JY Grandmark Holdings Ltd.		431,000		44,189
	Kaishan Group Co. Ltd., Class A		216,100		385,847
* W	Kangda International Environmental Co. Ltd.		467,000		13,828
	Kangji Medical Holdings Ltd.		969,000		891,607
*	Kasen International Holdings Ltd.		1,412,000		49,965
	KBC Corp. Ltd., Class A		25,458		131,296
	Kehua Data Co. Ltd., Class A		102,200		372,475
	Keshun Waterproof Technologies Co. Ltd., Class A		259,840		161,901
*	Kidswant Children Products Co. Ltd., Class A		150,900		134,182
	Kinetic Development Group Ltd.		2,434,000		282,547
	Kingboard Holdings Ltd.		2,344,921		5,153,607
#	Kingboard Laminates Holdings Ltd.		3,720,000		3,186,650
	KingClean Electric Co. Ltd., Class A		73,640		267,406
# *	Kingsoft Cloud Holdings Ltd.		2,408,000		502,634
	Kingsoft Corp. Ltd.		2,800,000		9,097,151
*	Ko Yo Chemical Group Ltd.		808,000		7,509
	Konfoong Materials International Co. Ltd., Class A		20,900		137,873

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
*	Konka Group Co. Ltd., Class A		373,684	$	157,827
	KPC Pharmaceuticals, Inc., Class A		259,500		813,103
	Kunlun Energy Co. Ltd.		4,740,000		4,594,855
	Kunshan Dongwei Technology Co. Ltd., Class A		42,256		195,051
	Kunshan Kinglai Hygienic Materials Co. Ltd., Class A		87,520		295,606
*	KWG Group Holdings Ltd.		4,655,450		208,593
*	KWG Living Group Holdings Ltd.		3,172,225		142,954
*	Lakala Payment Co. Ltd., Class A		162,100		322,192
*	Lancy Co. Ltd., Class A		104,200		250,749
*	Lanzhou Lishang Guochao Industrial Group Co. Ltd., Class A		16,100		9,378
	Laobaixing Pharmacy Chain JSC, Class A		122,000		562,821
	Lee & Man Chemical Co. Ltd.		648,785		277,675
	Lee & Man Paper Manufacturing Ltd.		3,974,000		1,196,156
	Lee’s Pharmaceutical Holdings Ltd.		1,146,000		161,932
W	Legend Holdings Corp., Class H		1,743,300		1,231,288
*	Leo Group Co. Ltd., Class A		1,106,543		304,117
	LexinFintech Holdings Ltd., ADR		252,594		424,358
	Leyard Optoelectronic Co. Ltd., Class A		515,300		354,725
	Lianhe Chemical Technology Co. Ltd., Class A		220,700		179,852
*	Liao Ning Oxiranchem, Inc., Class A		173,300		125,698
	Liaoning Cheng Da Co. Ltd., Class A		96,000		137,009
	Liaoning Port Co. Ltd., Class H		650,000		51,250
*	Lier Chemical Co. Ltd., Class A		168,180		221,573
# *	Lifetech Scientific Corp.		14,568,000		3,194,837
*	Lingbao Gold Group Co. Ltd., Class H		10,000		3,745
*	LingNan Eco&Culture-Tourism Co. Ltd., Class A		146,900		38,235
# W	Linklogis, Inc., Class B		482,500		105,219
*	Liuzhou Iron & Steel Co. Ltd., Class A		283,680		114,544
	Livzon Pharmaceutical Group, Inc., Class H		641,903		2,198,419
	Lizhong Sitong Light Alloys Group Co. Ltd., Class A		134,100		363,962
	LK Technology Holdings Ltd.		1,654,000		670,085
	Loncin Motor Co. Ltd., Class A		319,700		285,713
	Longhua Technology Group Luoyang Co. Ltd., Class A		209,700		179,106
	Longshine Technology Group Co. Ltd., Class A		107,200		147,099
	Lonking Holdings Ltd.		5,896,000		1,083,428
	Luenmei Quantum Co. Ltd., Class A		311,012		252,656
	Luolai Lifestyle Technology Co. Ltd., Class A		46,640		57,894
	Luoniushan Co. Ltd., Class A		204,728		139,377
*	Luoxin Pharmaceuticals Group Stock Co. Ltd., Class A		276,300		176,150
	Luoyang Xinqianglian Slewing Bearing Co. Ltd., Class A		75,600		210,406
*	Lushang Freda Pharmaceutical Co. Ltd., Class A		183,000		198,884
# * W	Luye Pharma Group Ltd.		5,688,500		2,004,386
*	LVGEM China Real Estate Investment Co. Ltd.		1,470,000		151,622
*	Maanshan Iron & Steel Co. Ltd., Class H		4,134,048		604,670
	Maccura Biotechnology Co. Ltd., Class A		134,361		243,017
* W	Maoyan Entertainment		1,060,400		1,311,044
	Mayinglong Pharmaceutical Group Co. Ltd., Class A		101,325		387,995
# W	Medlive Technology Co. Ltd.		129,000		135,518
# W	Meitu, Inc.		7,550,000		3,097,930
	M-Grass Ecology & Environment Group Co. Ltd., Class A		402,300		157,846
*	MicroPort NeuroTech Ltd.		11,000		12,997
# *	Microport Scientific Corp.		1,010,100		803,329
W	Midea Real Estate Holding Ltd.		763,600		426,168
	Milkyway Intelligent Supply Chain Service Group Co. Ltd., Class A		34,400		259,450
	Min Xin Holdings Ltd.		568,000		184,686
# *	Ming Yuan Cloud Group Holdings Ltd.		2,320,000		722,664
*	Mingfa Group International Co. Ltd.		3,979,000		111,487
	MINISO Group Holding Ltd.		14,000		78,975
*	Minmetals Land Ltd.		5,210,000		233,148

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Minth Group Ltd.		2,301,000	$	3,922,297
	MLS Co. Ltd., Class A		322,200		372,025
# *	MMG Ltd.		10,018,999		4,542,853
* W	Mobvista, Inc.		682,000		234,020
	Monalisa Group Co. Ltd., Class A		93,400		133,487
*	Morimatsu International Holdings Co. Ltd.		312,000		197,442
	MYS Group Co. Ltd., Class A		131,600		58,255
*	NanJi E-Commerce Co. Ltd., Class A		593,800		251,003
	Nanjing Hanrui Cobalt Co. Ltd., Class A		67,100		263,727
*	Nanjing Sample Technology Co. Ltd., Class H		102,000		10,219
	Nanjing Xinjiekou Department Store Co. Ltd., Class A		223,000		177,355
	Nantong Jianghai Capacitor Co. Ltd., Class A		185,880		390,509
*	Nayuki Holdings Ltd.		73,500		25,875
	NetDragon Websoft Holdings Ltd		841,000		1,178,055
	New Hope Dairy Co. Ltd., Class A		117,400		161,341
# * W	New Horizon Health Ltd.		269,500		487,137
*	New World Department Store China Ltd		1,124,462		34,698
*	Newborn Town, Inc.		766,000		330,727
	Nexteer Automotive Group Ltd.		2,692,000		1,418,972
*	Nine Dragons Paper Holdings Ltd.		5,012,000		2,214,339
	Ningbo Haitian Precision Machinery Co. Ltd., Class A		62,300		240,789
	Ningbo Huaxiang Electronic Co. Ltd., Class A		192,238		368,648
	Ningbo Xusheng Group Co. Ltd., Class A		91,900		173,499
	Ningbo Yunsheng Co. Ltd., Class A		187,000		154,924
# *	Niu Technologies, Sponsored ADR		109,628		248,856
	Noah Holdings Ltd., Sponsored ADR		21,336		268,194
	Norinco International Cooperation Ltd., Class A		234,986		391,171
	North Huajin Chemical Industries Co. Ltd., Class A		367,800		249,166
	Northeast Pharmaceutical Group Co. Ltd., Class A		199,203		130,462
	Northking Information Technology Co. Ltd., Class A		101,252		238,474
	NSFOCUS Technologies Group Co. Ltd., Class A		170,312		157,203
	Ocean’s King Lighting Science & Technology Co. Ltd., Class A		152,680		118,304
# * W	Ocumension Therapeutics.		681,000		619,583
	Olympic Circuit Technology Co. Ltd., Class A		123,835		307,107
#	Onewo, Inc., Class H		36,300		95,638
	Opple Lighting Co. Ltd., Class A		87,030		217,897
	ORG Technology Co. Ltd., Class A		587,720		378,369
*	Orient Group, Inc., Class A		847,900		173,063
*	Oriental Energy Co. Ltd., Class A		345,700		436,148
	Pacific Online Ltd.		1,650,365		88,683
	PAX Global Technology Ltd.		1,394,000		1,166,328
*	PCI Technology Group Co. Ltd., Class A		453,340		280,960
# * W	Peijia Medical Ltd.		1,253,000		586,240
*	Pengdu Agriculture & Animal Husbandry Co. Ltd., Class A		1,346,100		199,782
	Perennial Energy Holdings Ltd.		1,325,000		173,090
	PharmaBlock Sciences Nanjing, Inc., Class A		46,600		216,012
W	Pharmaron Beijing Co. Ltd., Class H		175,700		215,375
	PhiChem Corp., Class A		130,926		214,003
# * W	Ping An Healthcare & Technology Co. Ltd.		1,671,500		2,363,243
	PNC Process Systems Co. Ltd., Class A		92,400		316,127
*	Polaris Bay Group Co. Ltd., Class A		367,800		378,157
#	Poly Property Group Co. Ltd..		6,496,500		1,185,547
	Poly Property Services Co. Ltd., Class H		441,200		1,792,393
	Pony Testing International Group Co. Ltd., Class A		106,370		139,777
W	Pop Mart International Group Ltd		1,338,200		5,726,732
	Pou Sheng International Holdings Ltd.		5,799,806		487,608
	Prinx Chengshan Holdings Ltd.		149,000		138,064
# *	Productive Technologies Co. Ltd.		1,938,000		80,174
	PW Medtech Group Ltd.		1,342,000		158,602

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
*	Q Technology Group Co. Ltd.		1,418,000	$	583,644
	Qianhe Condiment & Food Co. Ltd., Class A		20,700		44,091
	Qifu Technology, Inc., ADR		349,076		6,384,600
# * W	Qingdao Ainnovation Technology Group Co. Ltd., Class H		46,700		28,911
	Qingdao East Steel Tower Stock Co. Ltd., Class A		291,200		306,064
	Qingdao Eastsoft Communication Technology Co. Ltd., Class A		116,722		195,829
	Qingdao Gon Technology Co. Ltd., Class A		68,700		218,204
	Qingdao Haier Biomedical Co. Ltd., Class A		69,243		355,173
	Qingdao Hanhe Cable Co. Ltd., Class A		761,300		392,640
	Qingdao Hiron Commercial Cold Chain Co. Ltd., Class A		88,314		170,135
W	Qingdao Port International Co. Ltd., Class H		439,000		287,408
*	Qingdao Rural Commercial Bank Corp., Class A		931,400		364,537
	Qingdao Topscomm Communication, Inc., Class A		159,100		124,552
*	Qingling Motors Co. Ltd., Class H		2,560,000		176,198
	Qinhuangdao Port Co. Ltd., Class H		2,041,500		423,770
	QuakeSafe Technologies Co. Ltd., Class A		57,100		86,108
*	Qudian, Inc., Sponsored ADR		255,397		607,845
	Queclink Wireless Solutions Co. Ltd., Class A		43,800		70,453
	Quectel Wireless Solutions Co. Ltd., Class A		56,000		309,998
# *	Radiance Holdings Group Co. Ltd.		90,000		24,418
	Rainbow Digital Commercial Co. Ltd., Class A		267,050		180,174
	Raytron Technology Co. Ltd., Class A		30,672		139,629
*	Realcan Pharmaceutical Group Co. Ltd., Class A		146,400		54,061
	Red Avenue New Materials Group Co. Ltd., Class A		68,900		278,073
W	Red Star Macalline Group Corp. Ltd., Class H		1,475,520		292,809
# * †† W	Redco Properties Group Ltd.		5,362,000		171,360
	Renhe Pharmacy Co. Ltd., Class A		409,700		368,604
	Rianlon Corp., Class A		50,450		208,747
	Richinfo Technology Co. Ltd., Class A		73,600		198,101
*	RiseSun Real Estate Development Co. Ltd., Class A		982,152		225,107
	Riyue Heavy Industry Co. Ltd., Class A		205,900		348,109
*	RongFa Nuclear Equipment Co. Ltd., Class A		335,700		208,293
*	Roshow Technology Co. Ltd., Class A		408,600		328,978
	Ruida Futures Co. Ltd., Class A		68,700		120,417
	Runjian Co. Ltd., Class A		50,400		243,799
	Sanquan Food Co. Ltd., Class A		126,500		218,733
	Sansteel Minguang Co. Ltd. Fujian, Class A		582,194		284,123
	Sansure Biotech, Inc., Class A		114,174		321,854
#	Sany Heavy Equipment International Holdings Co. Ltd		4,208,000		2,956,882
# *	Seazen Group Ltd.		7,456,571		1,286,604
#	S-Enjoy Service Group Co. Ltd.		851,000		316,181
*	Shaanxi Construction Machinery Co. Ltd., Class A		90,300		36,364
	ShaanXi Provincial Natural Gas Co. Ltd., Class A		267,690		276,861
	Shandong Bohui Paper Industrial Co. Ltd., Class A		311,403		235,121
*	Shandong Chenming Paper Holdings Ltd., Class H		1,160,750		271,092
	Shandong Dawn Polymer Co. Ltd., Class A		100,100		153,187
*	Shandong Denghai Seeds Co. Ltd., Class A		73,400		98,567
	Shandong Dongyue Silicone Material Co. Ltd., Class A		228,200		247,591
	Shandong Head Group Co. Ltd., Class A		79,160		159,711
*	Shandong Hi-Speed New Energy Group Ltd.		1,345,371		333,481
	Shandong Hi-Speed Road & Bridge Co. Ltd., Class A		363,600		282,980
*	Shandong Humon Smelting Co. Ltd., Class A		230,600		385,061
	Shandong Jincheng Pharmaceutical Group Co. Ltd., Class A		68,200		176,816
	Shandong Pharmaceutical Glass Co. Ltd., Class A		58,843		228,866
	Shandong Weigao Group Medical Polymer Co. Ltd., Class H		7,487,600		5,077,701
	Shandong Xiantan Co. Ltd., Class A		105,400		89,109
	Shandong Xinhua Pharmaceutical Co. Ltd., Class H		582,400		406,294
*	Shandong Yisheng Livestock & Poultry Breeding Co. Ltd., Class A		214,300		289,861
	Shanghai AJ Group Co. Ltd., Class A		395,200		245,155

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Shanghai AtHub Co. Ltd., Class A		109,060	$	282,043
	Shanghai Bailian Group Co. Ltd., Class A		254,700		310,968
	Shanghai Baolong Automotive Corp., Class A		45,200		254,512
	Shanghai Belling Co. Ltd., Class A		78,000		135,183
#	Shanghai Chicmax Cosmetic Co. Ltd.		31,000		186,975
	Shanghai Chinafortune Co. Ltd., Class A		90,300		177,902
	Shanghai Environment Group Co. Ltd., Class A		172,200		220,772
	Shanghai Fengyuzhu Culture & Technology Co. Ltd., Class A		82,200		124,901
#	Shanghai Fudan Microelectronics Group Co. Ltd., Class H		856,000		1,181,968
	Shanghai Fudan-Zhangjiang Bio-Pharmaceutical Co. Ltd., Class H		833,000		228,660
	Shanghai Fullhan Microelectronics Co. Ltd., Class A		48,900		216,928
	Shanghai Ganglian E-Commerce Holdings Co. Ltd., Class A		54,000		152,515
	Shanghai Hanbell Precise Machinery Co. Ltd., Class A		98,000		278,642
W	Shanghai Haohai Biological Technology Co. Ltd., Class H		94,500		490,643
* W	Shanghai Henlius Biotech, Inc., Class H		12,700		26,321
	Shanghai Industrial Holdings Ltd.		1,336,000		1,865,240
	Shanghai Industrial Urban Development Group Ltd.		4,811,000		298,998
	Shanghai INT Medical Instruments Co. Ltd.		98,000		350,113
	Shanghai Jahwa United Co. Ltd., Class A		135,300		389,828
	Shanghai Jinqiao Export Processing Zone Development Co. Ltd., Class A		179,421		285,102
*	Shanghai Kinetic Medical Co. Ltd., Class A		39,300		26,976
	Shanghai Liangxin Electrical Co. Ltd., Class A		247,265		265,431
	Shanghai Maling Aquarius Co. Ltd., Class A		118,400		103,610
	Shanghai Mechanical & Electrical Industry Co. Ltd., Class A		132,500		235,136
	Shanghai Medicilon, Inc., Class A		27,711		134,474
	Shanghai MicroPort Endovascular MedTech Group Co. Ltd., Class A		15,743		404,184
	Shanghai Pioneer Holding Ltd.		1,461,000		356,313
	Shanghai Pret Composites Co. Ltd., Class A		197,700		281,411
	Shanghai Pudong Construction Co. Ltd., Class A		239,492		200,627
	Shanghai QiFan Cable Co. Ltd., Class A		60,400		151,357
	Shanghai Runda Medical Technology Co. Ltd., Class A		110,100		274,605
	Shanghai Shyndec Pharmaceutical Co. Ltd., Class A		267,633		401,540
	Shanghai Sinyang Semiconductor Materials Co. Ltd., Class A		56,000		257,656
	Shanghai Stonehill Technology Co. Ltd., Class A		140,200		57,321
	Shanghai Tongji Science & Technology Industrial Co. Ltd., Class A		160,800		178,627
	Shanghai Waigaoqiao Free Trade Zone Group Co. Ltd., Class A		184,300		239,348
	Shanghai Wanye Enterprises Co. Ltd., Class A		162,900		290,576
	Shanghai Yaoji Technology Co. Ltd., Class A		70,900		252,249
	Shanghai Zijiang Enterprise Group Co. Ltd., Class A		380,400		321,261
	Shanxi Blue Flame Holding Co. Ltd., Class A		231,100		214,698
	Shanxi Coking Co. Ltd., Class A		489,417		305,732
	Shanxi Lanhua Sci-Tech Venture Co. Ltd., Class A		120,750		150,431
*	Shanying International Holding Co. Ltd., Class A		1,075,215		272,270
*	Shengda Resources Co. Ltd., Class A		162,407		282,156
	Shenzhen Agricultural Products Group Co. Ltd., Class A		393,232		323,375
*	Shenzhen Airport Co. Ltd., Class A		474,600		457,599
	Shenzhen Aisidi Co. Ltd., Class A		301,700		501,192
	Shenzhen Center Power Tech Co. Ltd., Class A		86,400		151,289
	Shenzhen Cereals Holdings Co. Ltd., Class A		158,300		142,695
	Shenzhen Click Technology Co. Ltd., Class A		43,200		67,665
	Shenzhen Colibri Technologies Co. Ltd., Class A		87,400		182,654
*	Shenzhen Comix Group Co. Ltd., Class A		52,100		41,155
	Shenzhen Das Intellitech Co. Ltd., Class A		532,611		206,289
	Shenzhen Desay Battery Technology Co., Class A		84,394		254,821
	Shenzhen Dynanonic Co. Ltd., Class A		37,500		185,581
	Shenzhen Envicool Technology Co. Ltd., Class A		107,618		493,145
*	Shenzhen Everwin Precision Technology Co. Ltd., Class A		275,718		400,533
	Shenzhen Expressway Corp. Ltd., Class H		2,566,400		2,334,946
*	Shenzhen FRD Science & Technology Co. Ltd., Class A		103,100		213,722

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Shenzhen Gongjin Electronics Co. Ltd., Class A		192,800	$	210,739
	Shenzhen H&T Intelligent Control Co. Ltd., Class A		160,900		267,013
W	Shenzhen Hepalink Pharmaceutical Group Co. Ltd., Class H		69,500		29,818
	Shenzhen Huaqiang Industry Co. Ltd., Class A		170,300		227,873
	Shenzhen International Holdings Ltd.		4,479,292		3,582,530
	Shenzhen Investment Holdings Bay Area Development Co. Ltd.		33,500		7,252
#	Shenzhen Investment Ltd.		10,139,720		1,288,934
	Shenzhen Jieshun Science & Technology Industry Co. Ltd., Class A		89,334		107,157
	Shenzhen Jinjia Group Co. Ltd., Class A		350,400		225,092
	Shenzhen Jufei Optoelectronics Co. Ltd., Class A		206,400		146,530
	Shenzhen Kingdom Sci-Tech Co. Ltd., Class A		29,681		47,258
	Shenzhen Kingkey Smart Agriculture Times Co. Ltd., Class A		114,000		252,490
	Shenzhen Kstar Science & Technology Co. Ltd., Class A		118,500		352,692
	Shenzhen Laibao Hi-tech Co. Ltd., Class A		95,400		138,563
	Shenzhen Leaguer Co. Ltd., Class A		291,900		246,578
	Shenzhen Megmeet Electrical Co. Ltd., Class A		97,828		293,499
	Shenzhen Microgate Technology Co. Ltd., Class A		212,700		240,079
*	Shenzhen Neptunus Bioengineering Co. Ltd., Class A		567,300		182,075
	Shenzhen New Nanshan Holding Group Co. Ltd., Class A		637,300		216,274
	Shenzhen SEG Co. Ltd., Class A		152,400		133,637
	Shenzhen Senior Technology Material Co. Ltd., Class A		44,400		62,543
	Shenzhen Sunnypol Optoelectronics Co. Ltd., Class A		43,208		150,563
	Shenzhen Suntak Circuit Technology Co. Ltd., Class A		263,000		306,163
	Shenzhen Tagen Group Co. Ltd., Class A		317,710		191,878
	Shenzhen Topband Co. Ltd., Class A		256,575		358,122
	Shenzhen Weiguang Biological Products Co. Ltd., Class A		22,100		91,376
	Shenzhen Woer Heat-Shrinkable Material Co. Ltd., Class A		321,000		626,809
*	Shenzhen World Union Group, Inc., Class A		514,900		130,411
	Shenzhen Yan Tian Port Holding Co. Ltd., Class A		201,268		137,101
	Shenzhen Yinghe Technology Co. Ltd., Class A		123,000		277,506
	Shenzhen Ysstech Info-tech Co. Ltd., Class A		188,100		158,197
*	Shijiazhuang Changshan BeiMing Technology Co. Ltd., Class A		172,000		173,999
	Shinghwa Advanced Material Group Co. Ltd., Class A		11,400		66,784
	Shinva Medical Instrument Co. Ltd., Class A		82,580		253,227
#	Shoucheng Holdings Ltd.		8,363,600		1,500,745
	Shougang Fushan Resources Group Ltd.		5,795,128		2,207,677
*	Shouhang High-Tech Energy Co. Ltd., Class A		269,600		66,921
	Shui On Land Ltd.		11,005,143		1,025,771
	Sichuan Chengfei Integration Technology Corp., Class A		93,300		209,324
	Sichuan Development Lomon Co. Ltd., Class A		415,400		403,148
	Sichuan Expressway Co. Ltd., Class H		3,296,000		1,340,497
	Sichuan Furong Technology Co. Ltd., Class A		113,791		236,359
*	Sichuan Haite High-tech Co. Ltd., Class A		175,576		254,221
*	Sichuan Hexie Shuangma Co. Ltd., Class A		160,738		327,557
	Sichuan Jiuyuan Yinhai Software Co. Ltd., Class A		72,100		190,459
*	Sichuan Lutianhua Co. Ltd., Class A		393,200		219,285
	Sichuan Teway Food Group Co. Ltd., Class A		225,900		434,350
	Sichuan Yahua Industrial Group Co. Ltd., Class A		214,700		310,374
	Sihuan Pharmaceutical Holdings Group Ltd.		13,573,000		981,081
	SIIC Environment Holdings Ltd.		128,000		15,459
*	Silver Grant International Holdings Group Ltd.		5,726,000		94,694
# W	Simcere Pharmaceutical Group Ltd.		2,388,000		1,639,191
	Sineng Electric Co. Ltd., Class A		49,500		191,300
	Sinocare, Inc., Class A		109,400		360,181
	Sinochem International Corp., Class A		331,200		187,464
	Sinofert Holdings Ltd.		6,383,327		708,521
	Sinofibers Technology Co. Ltd., Class A		84,500		286,451
*	Sinolink Worldwide Holdings Ltd.		11,181,440		120,292
	Sinomach Automobile Co. Ltd., Class A		280,400		274,561

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Sinopec Engineering Group Co. Ltd., Class H		4,444,500	$	2,862,720
	Sinopec Kantons Holdings Ltd.		3,076,000		1,575,272
*	Sinopec Oilfield Service Corp., Class H		6,682,000		449,361
*	Sinopec Shanghai Petrochemical Co. Ltd., Class H		10,216,000		1,447,004
	Sino-Platinum Metals Co. Ltd., Class A		175,384		359,853
	Sinoseal Holding Co. Ltd., Class A		39,200		191,010
	Sinosoft Co. Ltd., Class A		17,800		70,548
	Sinosteel Engineering & Technology Co. Ltd., Class A		315,300		281,407
	Sinotrans Ltd., Class H		7,927,000		3,799,941
	Sinotruk Hong Kong Ltd.		2,069,000		5,149,138
	Skyworth Digital Co. Ltd., Class A		197,800		285,493
	Skyworth Group Ltd.		3,826,467		1,573,600
# W	Smoore International Holdings Ltd.		3,622,000		3,154,452
	Sobute New Materials Co. Ltd., Class A		109,605		122,185
*	SOHO China Ltd.		6,693,500		646,139
# *	South Manganese Investment Ltd.		2,312,000		140,386
	So-Young International, Inc., ADR		83,482		108,527
	SSY Group Ltd.		5,589,152		3,401,571
*	STO Express Co. Ltd., Class A		296,345		373,604
	Sumavision Technologies Co. Ltd., Class A		336,400		216,674
#	Sun Art Retail Group Ltd.		7,266,000		1,499,763
	Sun Create Electronics Co. Ltd., Class A		37,988		96,769
# *	Sun King Technology Group Ltd.		3,782,000		548,576
	Sunflower Pharmaceutical Group Co. Ltd., Class A		124,322		455,156
	Suning Universal Co. Ltd., Class A		705,300		200,227
	Sunny Optical Technology Group Co. Ltd.		1,005,400		4,863,840
*	Sunward Intelligent Equipment Co. Ltd., Class A		272,650		302,858
	Suofeiya Home Collection Co. Ltd., Class A		48,800		115,015
	Suplet Power Co. Ltd., Class A		23,641		29,779
	Suzhou Anjie Technology Co. Ltd., Class A		162,399		333,618
	Suzhou Gold Mantis Construction Decoration Co. Ltd., Class A		575,700		272,078
	Suzhou Good-Ark Electronics Co. Ltd., Class A		196,400		251,102
*	Suzhou Secote Precision Electronic Co. Ltd., Class A		51,900		471,641
	Suzhou SLAC Precision Equipment Co. Ltd., Class A		136,800		137,493
	SY Holdings Group Ltd.		1,294,500		745,714
	Symphony Holdings Ltd.		7,140,000		720,303
	SYoung Group Co. Ltd., Class A		44,200		109,092
	T&S Communications Co. Ltd., Class A		15,137		81,854
	Taiji Computer Corp. Ltd., Class A		51,500		166,387
	Tangrenshen Group Co. Ltd., Class A		337,227		269,737
	Tangshan Jidong Cement Co. Ltd., Class A		170,500		121,233
	Tangshan Sanyou Chemical Industries Co. Ltd., Class A		376,326		286,604
	Tayho Advanced Materials Group Co. Ltd., Class A		165,700		241,913
	TCL Electronics Holdings Ltd.		2,874,347		1,889,179
*	Tech-Bank Food Co. Ltd., Class A		176,500		66,052
	Telling Telecommunication Holding Co. Ltd., Class A		251,700		280,108
#	Tenfu Cayman Holdings Co. Ltd.		306,000		178,656
	Three Squirrels, Inc., Class A		66,300		225,192
	Three’s Co. Media Group Co. Ltd., Class A		35,729		256,458
	Tian An China Investment Co. Ltd.		1,515,000		748,654
	Tian Lun Gas Holdings Ltd.		778,000		511,828
	Tiande Chemical Holdings Ltd.		236,000		34,264
	Tiangong International Co. Ltd.		4,302,000		928,456
	Tianjin Capital Environmental Protection Group Co. Ltd., Class H		1,632,000		670,316
	Tianjin Chase Sun Pharmaceutical Co. Ltd., Class A		671,700		357,291
	Tianjin Development Holdings Ltd.		1,254,000		307,778
	Tianjin Port Development Holdings Ltd.		7,620,800		610,535
	Tianjin Ringpu Bio-Technology Co. Ltd., Class A		88,935		200,945
	Tianjin Teda Co. Ltd., Class A		244,600		119,582

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Tianjin You Fa Steel Pipe Group Stock Co. Ltd., Class A		304,700	$	238,095
#	Tianneng Power International Ltd.		2,774,048		2,131,433
	Tianyun International Holdings Ltd.		1,794,000		733,864
	Tibet Cheezheng Tibetan Medicine Co. Ltd., Class A		42,700		130,883
	Tibet Rhodiola Pharmaceutical Holding Co., Class A		69,680		352,870
*	Tibet Water Resources Ltd.		9,150,000		306,142
	Tingyi Cayman Islands Holding Corp.		1,614,000		1,781,367
	Tofflon Science & Technology Group Co. Ltd., Class A		165,800		341,740
	Toly Bread Co. Ltd., Class A		308,400		260,404
	Tomson Group Ltd.		460,064		94,672
	Tong Ren Tang Technologies Co. Ltd., Class H		1,823,000		1,252,229
*	Tongcheng Travel Holdings Ltd.		3,499,200		9,209,471
*	Tongdao Liepin Group		716,600		274,045
	Tongling Jingda Special Magnet Wire Co. Ltd., Class A		492,280		314,035
	Tongyu Heavy Industry Co. Ltd., Class A		890,953		270,356
	Top Spring International Holdings Ltd.		1,024,000		57,206
*	Topsec Technologies Group, Inc., Class A		252,627		216,733
W	Topsports International Holdings Ltd.		5,627,000		3,907,809
	Towngas Smart Energy Co. Ltd.		3,100,818		1,194,569
*	TPV Technology Co. Ltd., Class A		1,095,200		358,183
	Transfar Zhilian Co. Ltd., Class A		565,141		349,217
	TravelSky Technology Ltd., Class H		2,841,000		3,690,551
*	Trigiant Group Ltd.		4,118,000		200,432
# *	Triumph New Energy Co. Ltd., Class H		766,000		521,506
* ††	Trony Solar Holdings Co. Ltd.		1,757,000		0
	Truking Technology Ltd., Class A		109,900		128,010
	Truly International Holdings Ltd.		5,095,573		548,484
*	Tunghsu Optoelectronic Technology Co. Ltd., Class A		792,500		155,854
*	Tuniu Corp., Sponsored ADR		148,809		150,297
	Unilumin Group Co. Ltd., Class A		261,400		203,788
	Uni-President China Holdings Ltd.		4,377,000		3,356,658
#	United Energy Group Ltd.		29,148,900		2,079,257
*	United Strength Power Holdings Ltd.		26,000		14,018
	Valiant Co. Ltd., Class A		187,251		296,867
	Vats Liquor Chain Store Management JSC Ltd., Class A		98,865		241,195
# * †† W	Venus MedTech Hangzhou, Inc., Class H		743,500		401,085
* W	Viva Biotech Holdings		3,217,000		216,215
*	Vnet Group, Inc., ADR		396,255		669,671
	Wangneng Environment Co. Ltd., Class A		107,745		214,227
	Wanguo International Mining Group Ltd.		244,000		251,053
	Wanxiang Qianchao Co. Ltd., Class A		396,900		278,430
	Wasion Holdings Ltd.		1,858,000		1,517,325
	Wasu Media Holding Co. Ltd., Class A		356,200		368,385
#	Weibo Corp., Sponsored ADR		4,978		42,910
#	Weibo Corp., Class A		32,420		283,058
	Weifu High-Technology Group Co. Ltd., Class A		99,300		253,939
# * W	Weimob, Inc.		2,601,000		455,511
	Wellhope Foods Co. Ltd., Class A		215,480		213,340
	West China Cement Ltd.		5,844,000		892,166
	Western Region Gold Co. Ltd., Class A		74,700		126,912
	Winall Hi-Tech Seed Co. Ltd., Class A		192,753		198,844
	Windey Energy Technology Group Co. Ltd., Class A		156,850		213,153
	Wolong Electric Group Co. Ltd., Class A		308,700		590,065
	Wuhan DR Laser Technology Corp. Ltd., Class A		56,840		354,287
	Wuhan Fingu Electronic Technology Co. Ltd., Class A		164,900		208,955
*	Wuhan P&S Information Technology Co. Ltd., Class A		181,200		125,852
	Wuhan Raycus Fiber Laser Technologies Co. Ltd., Class A		37,100		110,657
	Wuhu Token Science Co. Ltd., Class A		482,600		343,076
	Wuling Motors Holdings Ltd.		970,000		52,840

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
	Wushang Group Co. Ltd., Class A		193,082	$	202,481
*	Wuxi Boton Technology Co. Ltd., Class A		97,452		192,145
	Wuxi NCE Power Co. Ltd., Class A		56,580		294,872
*	Wuxi Taiji Industry Co. Ltd., Class A		465,900		402,300
	Wuxi Xinje Electric Co. Ltd., Class A		33,300		133,582
# *	XD, Inc.		569,200		1,063,270
	XGD, Inc., Class A		93,400		280,315
# W	Xiabuxiabu Catering Management China Holdings Co. Ltd.		2,099,000		483,721
	Xiamen Bank Co. Ltd., Class A		512,000		392,991
	Xiamen Intretech, Inc., Class A		152,770		300,560
	Xiamen ITG Group Corp. Ltd., Class A		286,600		291,685
	Xiamen Jihong Technology Co. Ltd., Class A		64,000		133,160
	Xiamen Kingdomway Group Co., Class A		144,400		308,770
	Xiamen Xiangyu Co. Ltd., Class A		267,700		249,581
	Xi’an Triangle Defense Co. Ltd., Class A		110,300		384,289
	Xiandai Investment Co. Ltd., Class A		356,794		195,471
	Xianhe Co. Ltd., Class A		129,200		323,889
	Xilinmen Furniture Co. Ltd., Class A		89,200		230,214
	Xingda International Holdings Ltd.		3,832,456		712,428
	Xingfa Aluminium Holdings Ltd.		481,000		459,548
	Xinhua Winshare Publishing & Media Co. Ltd., Class H		1,667,103		1,791,173
	Xinhuanet Co. Ltd., Class A		106,200		352,586
	Xinjiang Communications Construction Group Co. Ltd., Class A		101,800		158,054
	Xinjiang Xintai Natural Gas Co. Ltd., Class A		99,088		468,040
	Xinjiang Xinxin Mining Industry Co. Ltd., Class H		1,177,000		163,240
	Xinjiang Zhongtai Chemical Co. Ltd., Class A		504,400		332,644
# *	Xinte Energy Co. Ltd., Class H		1,112,800		1,242,356
*	Xinxiang Chemical Fiber Co. Ltd., Class A		96,100		55,275
	Xinxiang Richful Lube Additive Co. Ltd., Class A		61,590		402,414
	Xinxing Ductile Iron Pipes Co. Ltd., Class A		471,400		244,787
#	Xinyi Energy Holdings Ltd.		2,709,772		378,686
	Xinyi Solar Holdings Ltd.		11,946,000		8,219,635
	Xinyu Iron & Steel Co. Ltd., Class A		586,200		312,606
	Xinzhi Group Co. Ltd., Class A		58,300		128,520
*	Xizang Zhufeng Resources Co. Ltd., Class A		181,100		254,932
	Xizi Clean Energy Equipment Manufacturing Co. Ltd., Class A		91,600		136,214
* W	XJ International Holdings Co. Ltd.		502,000		15,231
	Xtep International Holdings Ltd.		4,884,718		3,087,245
*	Xunlei Ltd., ADR		192,421		298,253
W	Yadea Group Holdings Ltd.		3,806,000		7,321,490
	Yangling Metron New Material, Inc., Class A		56,300		187,839
# W	Yangtze Optical Fibre & Cable Joint Stock Co. Ltd., Class H		539,000		566,019
	Yankershop Food Co. Ltd., Class A		46,192		485,031
	Yantai Changyu Pioneer Wine Co. Ltd., Class A		65,100		216,227
	Yantai China Pet Foods Co. Ltd., Class A		70,300		243,972
	Yantai Dongcheng Pharmaceutical Co. Ltd., Class A		191,613		365,329
	Yantai Eddie Precision Machinery Co. Ltd., Class A		146,892		351,927
*	YanTai Shuangta Food Co. Ltd., Class A		51,600		30,231
	Yantai Zhenghai Bio-tech Co. Ltd., Class A		40,450		131,535
	Yantai Zhenghai Magnetic Material Co. Ltd., Class A		144,500		207,586
# *	Yeahka Ltd.		481,600		630,989
	Yeebo International Holdings Ltd.		256,000		120,705
	YGSOFT, Inc., Class A		374,832		272,817
	Yibin Tianyuan Group Co. Ltd., Class A		289,200		183,666
* W	YiChang HEC ChangJiang Pharmaceutical Co. Ltd., Class H		818,800		1,349,919
*	Yifan Pharmaceutical Co. Ltd., Class A		182,709		332,385
	Yihai International Holding Ltd.		1,549,000		3,192,753
*	Yijiahe Technology Co. Ltd., Class A		6,900		20,001
	Yip’s Chemical Holdings Ltd.		720,000		142,083

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
*	Yiren Digital Ltd., Sponsored ADR		240,450	$	1,211,868
W	Yixin Group Ltd.		2,924,000		248,945
	Yixintang Pharmaceutical Group Co. Ltd., Class A		135,200		392,950
	Yonfer Agricultural Technology Co. Ltd., Class A		295,400		479,157
	Yotrio Group Co. Ltd., Class A		545,900		203,794
	Youngy Co. Ltd., Class A		41,700		209,877
*	Youzu Interactive Co. Ltd., Class A		163,800		218,097
#	Yuexiu Property Co. Ltd.		4,904,456		2,927,075
	Yuexiu Transport Infrastructure Ltd.		2,574,018		1,276,820
	Yusys Technologies Co. Ltd., Class A		129,900		231,603
# *	Zai Lab Ltd.		537,400		863,769
	ZBOM Home Collection Co. Ltd., Class A		140,823		289,447
	Zengame Technology Holding Ltd.		166,000		72,549
	Zhaojin Mining Industry Co. Ltd., Class H		3,906,000		6,290,341
	Zhe Jiang Li Zi Yuan Food Co. Ltd., Class A		75,722		129,586
	Zhejiang Cfmoto Power Co. Ltd., Class A		29,000		558,700
	Zhejiang Communications Technology Co. Ltd., Class A		648,480		343,127
	Zhejiang Conba Pharmaceutical Co. Ltd., Class A		470,259		319,954
	Zhejiang Crystal-Optech Co. Ltd., Class A		274,198		543,878
	Zhejiang Expressway Co. Ltd., Class H		4,907,920		3,208,949
	Zhejiang Garden Biopharmaceutical Co. Ltd., Class A		132,400		208,283
# * ††	Zhejiang Glass Co. Ltd., Class H		415,000		0
	Zhejiang HangKe Technology, Inc. Co., Class A		120,730		350,834
	Zhejiang Hangmin Co. Ltd., Class A		130,400		138,599
	Zhejiang Hisoar Pharmaceutical Co. Ltd., Class A		381,030		332,692
	Zhejiang Huace Film & Television Co. Ltd., Class A		447,500		522,107
	Zhejiang Jiahua Energy Chemical Industry Co. Ltd., Class A		287,800		307,495
	Zhejiang Jiecang Linear Motion Technology Co. Ltd., Class A		77,431		228,098
	Zhejiang Jiemei Electronic & Technology Co. Ltd., Class A		71,000		200,460
*	Zhejiang Jingu Co. Ltd., Class A		346,600		262,592
	Zhejiang Jingxin Pharmaceutical Co. Ltd., Class A		287,760		469,944
*	Zhejiang Jinke Tom Culture Industry Co. Ltd., Class A		529,600		293,679
	Zhejiang JIULI Hi-tech Metals Co. Ltd., Class A		29,464		101,435
	Zhejiang Jiuzhou Pharmaceutical Co. Ltd., Class A		143,000		316,798
	Zhejiang Medicine Co. Ltd., Class A		230,700		316,788
	Zhejiang Meida Industrial Co. Ltd., Class A		155,940		208,880
*	Zhejiang Narada Power Source Co. Ltd., Class A		188,800		271,096
	Zhejiang Orient Financial Holdings Group Co. Ltd., Class A		717,361		381,790
	Zhejiang Orient Gene Biotech Co. Ltd., Class A		50,142		203,866
	Zhejiang Qianjiang Motorcycle Co. Ltd., Class A		111,500		264,824
	Zhejiang Runtu Co. Ltd., Class A		282,434		257,610
	Zhejiang Semir Garment Co. Ltd., Class A		482,300		432,741
*	Zhejiang Shibao Co. Ltd., Class H		720,000		198,882
	Zhejiang Southeast Space Frame Co. Ltd., Class A		286,200		182,702
	Zhejiang Starry Pharmaceutical Co. Ltd., Class A		10,100		17,472
	Zhejiang Tiantie Industry Co. Ltd., Class A		234,341		157,263
*	Zhejiang Tianyu Pharmaceutical Co. Ltd., Class A		84,605		223,179
	Zhejiang Wanfeng Auto Wheel Co. Ltd., Class A		499,920		1,117,234
*	Zhejiang Wanliyang Co. Ltd., Class A		306,670		254,558
	Zhejiang Wanma Co. Ltd., Class A		233,200		268,064
	Zhejiang Wansheng Co. Ltd., Class A		91,900		124,791
	Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd., Class A		103,900		344,158
	Zhejiang Xianju Pharmaceutical Co. Ltd., Class A		222,600		360,307
	Zhejiang Xinan Chemical Industrial Group Co. Ltd., Class A		246,600		304,284
	Zhejiang Yasha Decoration Co. Ltd., Class A		311,500		169,205
	Zhejiang Yinlun Machinery Co. Ltd., Class A		132,900		360,875
	Zhende Medical Co. Ltd., Class A		30,800		91,340
	Zhengzhou Coal Mining Machinery Group Co. Ltd., Class H		1,016,400		1,670,156
*	Zhihu, Inc.		72,800		91,639

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
CHINA — (Continued)
* W	ZhongAn Online P&C Insurance Co. Ltd., Class H		2,135,900	$	3,592,416
*	Zhongfu Straits Pingtan Development Co. Ltd., Class A		41,900		11,476
	Zhongshan Broad Ocean Motor Co. Ltd., Class A		557,400		411,487
	Zhongshan Public Utilities Group Co. Ltd., Class A		356,700		379,865
	Zhongsheng Group Holdings Ltd.		1,842,500		3,360,322
* ††	Zhongtian Financial Group Co. Ltd., Class A		1,461,176		0
# *	Zhongyu Energy Holdings Ltd.		2,066,306		1,288,819
	Zhongyuan Environment-Protection Co. Ltd., Class A		68,000		73,706
# W	Zhou Hei Ya International Holdings Co. Ltd.		3,307,500		789,647
*	Zhuguang Holdings Group Co. Ltd.		4,456,000		76,204
	Zhuzhou CRRC Times Electric Co. Ltd., Class H		70,000		250,881
	Zhuzhou Hongda Electronics Corp. Ltd., Class A		78,000		242,308
	Zoomlion Heavy Industry Science & Technology Co. Ltd., Class H		479,800		364,266
TOTAL CHINA					780,648,892
COLOMBIA — (0.1%)
	Almacenes Exito SA, BDR		438,883		1,000,727
	Bolsa de Valores de Colombia		60,097		159,625
	Celsia SA ESP		967,204		1,017,006
	Cementos Argos SA		539,310		1,116,288
*	CEMEX Latam Holdings SA		765,979		819,674
	Corp. Financiera Colombiana SA		266,581		1,005,711
	Grupo Argos SA		180,509		741,730
#	Grupo Aval Acciones y Valores SA, ADR		4,190		10,014
	Mineros SA		184,580		143,505
	Promigas SA ESP		10,240		17,202
TOTAL COLOMBIA					6,031,482
GREECE — (0.5%)
*	Aegean Airlines SA		126,702		1,699,923
	Athens Water Supply & Sewage Co. SA		90,498		551,862
	Autohellas Tourist & Trading SA		61,105		834,890
	Avax SA		127,608		201,123
	Bank of Greece		85,533		1,277,761
*	Ellaktor SA		99,632		278,224
	ElvalHalcor SA		146,093		299,441
	Epsilon Net SA		33,247		425,775
	Fourlis Holdings SA		107,714		474,166
	GEK Terna SA		243,767		4,343,322
	Hellenic Exchanges - Athens Stock Exchange SA		149,524		819,823
	Holding Co. ADMIE IPTO SA		305,384		724,803
	Ideal Holdings SA		20,861		138,963
	Intracom Holdings SA		144,281		559,460
*	Intrakat Technical & Energy Projects SA		124,770		716,841
	Kri-Kri Milk Industry SA		488		5,562
*	LAMDA Development SA		162,229		1,190,551
	Piraeus Port Authority SA		25,327		669,331
	Quest Holdings SA		69,182		428,137
	Sarantis SA		131,589		1,662,113
	Terna Energy SA		47,531		924,020
	Thrace Plastics Holding & Co		15,799		67,366
	Titan Cement International SA		93,668		2,964,901
TOTAL GREECE.					21,258,358
HONG KONG — (0.0%)
* ††	Anxin-China Holdings Ltd.		16,347,000		0
* ††	CECEP COSTIN New Materials Group Ltd.		4,494,000		0
* ††	China Common Rich Renewable Energy Investments Ltd.		17,084,000		0

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
HONG KONG — (Continued)
* ††	China Properties Investment Holdings Ltd.		2,045,000	$	0
#	Gushengtang Holdings Ltd.		303,800		1,801,938
*	Kai Yuan Holdings Ltd.		8,620,000		16,455
††	MediCare International Ltd.		6,950,000		38,292
††	Nan Hai Corp. Ltd.		24,100,000		20,333
*	Sinic Holdings Group Co. Ltd.		235,000		0
††	Sino-I Technology Ltd.		3,950,000		1,919
* ††	Tian Shan Development Holding Ltd.		1,844,000		0
	Time Interconnect Technology Ltd.		88,000		20,845
††	Untrade.Ch Wood Opti		1,748,000		37,719
* ††	Untrade.Lumena Newmat		363,249		0
TOTAL HONG KONG					1,937,501
HUNGARY — (0.1%)
# *	4iG Nyrt		35,524		78,481
	Magyar Telekom Telecommunications PLC		615,145		1,551,394
# *	Opus Global Nyrt		635,092		654,117
	Richter Gedeon Nyrt		36,999		942,053
TOTAL HUNGARY					3,226,045
INDIA — (24.8%)
	360 ONE WAM Ltd.		626,108		5,852,570
*	3i Infotech Ltd.		111,462		52,020
	3M India Ltd.		3,206		1,165,087
	63 Moons Technologies Ltd.		3,498		18,045
	Aarti Drugs Ltd.		105,013		633,681
	Aarti Industries Ltd.		481,467		4,270,611
	Aarti Pharmalabs Ltd.		113,222		692,967
*	Aavas Financiers Ltd.		78,831		1,537,521
	Abbott India Ltd.		15,291		4,854,199
	Accelya Solutions India Ltd.		3,300		66,445
	Action Construction Equipment Ltd.		93,884		1,705,261
	ADF Foods Ltd.		14,720		39,858
*	Aditya Birla Capital Ltd.		19,569		54,470
	Advanced Enzyme Technologies Ltd.		165,793		784,181
	Aegis Logistics Ltd.		487,364		3,971,957
*	Aether Industries Ltd.		9,978		99,564
*	Affle India Ltd.		51,502		689,965
	AGI Greenpac Ltd.		39,239		391,870
	Agro Tech Foods Ltd.		49,190		444,134
	Ahluwalia Contracts India Ltd.		52,561		700,574
	AIA Engineering Ltd.		166,966		7,570,728
	Ajanta Pharma Ltd.		144,036		3,814,304
	Akzo Nobel India Ltd.		42,912		1,258,985
	Alembic Ltd.		269,593		298,921
	Alembic Pharmaceuticals Ltd.		186,858		2,236,628
	Alkyl Amines Chemicals		48,225		1,176,031
*	Allcargo Gati Ltd.		144,447		184,189
	Allcargo Logistics Ltd.		851,660		745,718
	Allcargo Terminals Ltd.		216,315		153,664
*	Alok Industries Ltd.		985,996		322,426
	Amara Raja Energy & Mobility Ltd.		309,780		4,064,524
*	Amber Enterprises India Ltd.		50,515		2,335,934
	Ambika Cotton Mills Ltd.		2,332		43,099
	Amrutanjan Health Care Ltd.		12,919		108,104
	Anant Raj Ltd.		386,981		1,671,429
	Andhra Paper Ltd.		12,953		82,383
	Andhra Sugars Ltd.		165,885		212,974

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
	Angel One Ltd.		89,060	$	2,975,682
	Anup Engineering Ltd.		532		11,357
	Apar Industries Ltd.		43,907		4,135,458
	Apcotex Industries Ltd.		31,873		172,771
	APL Apollo Tubes Ltd.		317,776		5,947,836
	Apollo Pipes Ltd.		23,799		185,667
	Apollo Tyres Ltd.		1,058,537		6,468,404
	Aptech Ltd.		9,093		28,146
	Arvind Fashions Ltd.		178,503		1,020,203
	Arvind Ltd.		541,245		2,031,847
	Arvind SmartSpaces Ltd.		33,199		293,895
	Asahi India Glass Ltd.		337,184		2,427,091
	Ashiana Housing Ltd.		72,484		322,720
*	Ashoka Buildcon Ltd.		402,491		838,478
	Astec Lifesciences Ltd.		723		11,118
W	Aster DM Healthcare Ltd.		293,085		1,213,855
	Astra Microwave Products Ltd.		162,812		1,356,217
	AstraZeneca Pharma India Ltd.		4,051		258,227
	Atul Ltd.		52,252		3,751,608
W	AU Small Finance Bank Ltd.		347,284		2,626,690
	AurionPro Solutions Ltd.		8,492		254,376
	Aurobindo Pharma Ltd.		93,030		1,280,020
	Automotive Axles Ltd.		15,893		359,959
	Avadh Sugar & Energy Ltd.		13,696		98,686
	Avanti Feeds Ltd.		134,475		858,655
	Bajaj Consumer Care Ltd.		273,810		791,646
	Bajaj Electricals Ltd.		18,179		206,584
*	Bajaj Hindusthan Sugar Ltd.		2,423,656		1,038,476
	Bajaj Holdings & Investment Ltd.		22,844		2,233,790
	Balaji Amines Ltd.		38,797		1,015,745
	Balmer Lawrie & Co. Ltd.		230,549		751,506
	Balrampur Chini Mills Ltd.		400,664		1,909,252
	Banco Products India Ltd.		54,696		408,436
W	Bandhan Bank Ltd.		1,664,813		3,740,012
	Bank of Maharashtra		1,614,113		1,351,900
	Bannari Amman Sugars Ltd.		12,348		393,033
	BASF India Ltd.		43,424		1,939,691
	Bata India Ltd.		186,327		3,052,264
	Bayer CropScience Ltd.		22,864		1,511,462
	BEML Ltd.		65,577		2,752,538
*	BF Utilities Ltd.		59,511		613,886
	Bhansali Engineering Polymers Ltd.		335,166		404,716
	Bharat Bijlee Ltd.		14,396		556,445
	Bharat Dynamics Ltd.		127,792		3,015,697
	Bharat Heavy Electricals Ltd.		3,064,501		10,288,012
	Bharat Rasayan Ltd.		3,159		362,320
	Biocon Ltd.		1,199,449		4,277,616
	Birla Corp. Ltd.		92,209		1,582,583
	Birlasoft Ltd.		579,755		4,499,317
*	Black Box Ltd.		29,029		83,636
	BLS International Services Ltd.		117,695		493,276
	Blue Dart Express Ltd.		17,288		1,305,640
	Blue Star Ltd.		314,826		5,628,398
	Bombay Burmah Trading Co.		59,813		1,113,624
*	Bombay Dyeing & Manufacturing Co. Ltd.		256,351		527,768
*	Borosil Ltd.		24,794		105,107
*	Borosil Renewables Ltd.		57,372		360,264
	Brigade Enterprises Ltd.		342,612		4,221,938
*	Brightcom Group Ltd.		2,455,807		410,016

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
	BSE Ltd.		221,938	$	7,362,329
	Can Fin Homes Ltd.		254,604		2,328,560
*	Capacit’e Infraprojects Ltd.		76,517		284,560
	Caplin Point Laboratories Ltd.		72,924		1,184,174
	Carborundum Universal Ltd.		262,916		4,476,218
	Care Ratings Ltd.		72,893		1,034,253
*	Cartrade Tech Ltd.		31,970		270,508
	Carysil Ltd.		18,432		207,251
	Castrol India Ltd.		1,016,603		2,554,473
	CCL Products India Ltd.		270,942		1,918,955
	CE Info Systems Ltd.		13,707		327,794
	Ceat Ltd.		72,128		2,212,740
	Central Depository Services India Ltd.		186,815		4,700,071
	Century Enka Ltd.		24,543		138,282
	Century Plyboards India Ltd.		196,359		1,496,934
	Century Textiles & Industries Ltd.		148,574		3,551,441
	Cera Sanitaryware Ltd.		18,768		1,611,289
	CESC Ltd.		2,101,996		3,695,379
	CG Power & Industrial Solutions Ltd.		100,197		663,508
*	Chalet Hotels Ltd.		55,367		572,207
	Chambal Fertilisers & Chemicals Ltd.		504,180		2,562,159
	Chennai Petroleum Corp. Ltd.		157,831		1,930,662
* ††	Chennai Super Kings Cricket Ltd.		1,658,632		0
*	Choice International Ltd.		10,876		42,384
	Cholamandalam Financial Holdings Ltd.		377,242		4,858,038
	CIE Automotive India Ltd.		431,037		2,533,553
	Cigniti Technologies Ltd.		24,650		395,602
	City Union Bank Ltd.		1,169,226		2,250,253
	CMS Info Systems Ltd.		79,512		394,808
W	Cochin Shipyard Ltd.		288,666		4,518,013
* W	Coffee Day Enterprises Ltd.		414,128		309,119
	Coforge Ltd.		124,463		7,572,840
	Computer Age Management Services Ltd.		101,936		3,905,253
	Confidence Petroleum India Ltd.		147,265		158,119
	Coromandel International Ltd.		375,411		5,437,662
	Cosmo First Ltd.		18,188		130,229
*	CreditAccess Grameen Ltd.		129,564		2,341,908
	CRISIL Ltd.		57,122		2,973,998
	Crompton Greaves Consumer Electricals Ltd.		1,639,285		6,249,855
*	CSB Bank Ltd.		152,631		675,877
	Cyient Ltd.		151,592		3,276,524
	Dalmia Bharat Ltd.		107,341		2,361,462
	Dalmia Bharat Sugar & Industries Ltd.		23,695		114,832
	Datamatics Global Services Ltd.		10,803		77,086
	DB Corp. Ltd.		145,648		491,867
	DCB Bank Ltd.		653,604		1,093,351
	DCM Shriram Industries Ltd.		8,486		20,961
	DCM Shriram Ltd.		127,523		1,477,409
	DCW Ltd.		319,843		212,030
	Deepak Fertilisers & Petrochemicals Corp. Ltd.		187,415		1,348,527
	Deepak Nitrite Ltd.		190,701		5,558,195
*	Delhivery Ltd.		600,812		3,230,367
	Delta Corp. Ltd.		446,857		653,676
*	DEN Networks Ltd.		233,564		142,420
	Dhampur Sugar Mills Ltd.		84,288		238,433
*	Dhani Services Ltd.		685,539		424,917
	Dhanuka Agritech Ltd.		38,364		642,861
W	Dilip Buildcon Ltd.		129,176		724,562
*	Dish TV India Ltd.		3,334,646		700,999

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
*	Dishman Carbogen Amcis Ltd.		171,479	$	476,371
	Dixon Technologies India Ltd.		94,230		9,394,465
	Dollar Industries Ltd.		20,031		138,262
W	Dr Lal PathLabs Ltd.		121,042		3,441,250
	Dwarikesh Sugar Industries Ltd.		181,312		158,096
	Dynamatic Technologies Ltd.		5,921		588,170
	eClerx Services Ltd.		91,620		2,701,585
	Edelweiss Financial Services Ltd.		1,674,626		1,563,888
	EID Parry India Ltd.		250,294		1,855,259
	EIH Associated Hotels		7,709		68,350
	EIH Ltd.		338,723		1,941,988
	Elecon Engineering Co. Ltd.		17,123		232,993
	Electrosteel Castings Ltd.		1,333,553		3,048,899
	Elgi Equipments Ltd.		530,070		4,143,850
	Emami Ltd.		559,872		3,254,162
	eMudhra Ltd.		8,246		74,981
W	Endurance Technologies Ltd.		59,557		1,415,575
	Engineers India Ltd.		737,796		2,152,350
	Epigral Ltd.		47,103		747,546
	EPL Ltd.		401,706		871,675
W	Equitas Small Finance Bank Ltd.		1,629,321		1,892,164
* W	Eris Lifesciences Ltd.		110,810		1,187,330
	ESAB India Ltd.		10,199		649,440
	Escorts Kubota Ltd.		75,663		3,051,259
	Everest Industries Ltd.		6,837		102,358
	Exide Industries Ltd.		1,116,111		6,321,980
*	FDC Ltd.		169,618		922,626
	Federal Bank Ltd.		4,686,932		9,117,644
*	Federal-Mogul Goetze India Ltd.		26,987		117,788
	FIEM Industries Ltd.		19,282		278,681
	Fine Organic Industries Ltd.		14,450		755,085
*	Fino Payments Bank Ltd.		13,562		47,121
	Finolex Cables Ltd.		247,461		3,113,702
	Finolex Industries Ltd.		914,854		2,918,627
	Firstsource Solutions Ltd.		1,067,513		2,703,628
	Force Motors Ltd.		12,314		1,398,209
	Fortis Healthcare Ltd.		1,577,328		8,289,732
	Gabriel India Ltd.		222,859		1,047,015
	Galaxy Surfactants Ltd.		22,618		707,863
	Ganesh Housing Corp. Ltd.		26,347		252,204
	Ganesha Ecosphere Ltd.		1,120		14,324
	Garden Reach Shipbuilders & Engineers Ltd.		76,119		898,955
	Garware Technical Fibres Ltd.		34,590		1,331,972
	Gateway Distriparks Ltd.		989,201		1,267,400
*	GE T&D India Ltd.		55,681		756,624
	Genus Power Infrastructures Ltd.		219,641		784,431
	GHCL Ltd.		188,128		1,155,655
*	GHCL Textiles Ltd.		185,148		184,298
	GIC Housing Finance Ltd.		94,840		251,641
	Gillette India Ltd.		18,742		1,494,028
	GlaxoSmithKline Pharmaceuticals Ltd.		78,084		1,949,318
	Glenmark Pharmaceuticals Ltd.		462,437		5,867,347
*	Global Health Ltd.		47,020		820,596
	GMM Pfaudler Ltd.		64,920		1,104,974
*	GMR Airports Infrastructure Ltd.		5,656,554		5,763,355
*	Go Fashion India Ltd.		2,439		32,070
	Godawari Power & Ispat Ltd.		111,203		1,183,577
	Godfrey Phillips India Ltd.		45,867		1,841,042
W	Godrej Agrovet Ltd.		48,105		314,556

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
*	Godrej Industries Ltd.		181,968	$	2,101,442
*	Godrej Properties Ltd.		4,185		132,193
	Gokaldas Exports Ltd.		19,720		208,750
	Goodyear India Ltd.		11,757		163,751
	Granules India Ltd.		409,109		2,082,495
	Graphite India Ltd.		219,350		1,772,087
	Grauer & Weil India Ltd.		285,408		304,224
	Gravita India Ltd.		46,021		535,646
	Great Eastern Shipping Co. Ltd.		315,488		4,116,543
	Greaves Cotton Ltd.		294,290		498,390
	Greenlam Industries Ltd.		45,784		332,527
	Greenpanel Industries Ltd.		123,685		466,562
	Greenply Industries Ltd.		97,847		300,716
	Grindwell Norton Ltd.		115,976		2,958,901
*	GTL Infrastructure Ltd.		1,579,295		31,993
	Gujarat Alkalies & Chemicals Ltd.		97,139		921,262
	Gujarat Ambuja Exports Ltd.		487,116		983,440
	Gujarat Fluorochemicals Ltd.		82,041		3,532,244
	Gujarat Gas Ltd.		283,364		1,852,974
	Gujarat Industries Power Co. Ltd.		176,262		397,912
	Gujarat Mineral Development Corp. Ltd.		235,508		1,178,768
	Gujarat Narmada Valley Fertilizers & Chemicals Ltd.		229,748		1,955,701
	Gujarat Pipavav Port Ltd.		874,585		2,207,843
	Gujarat State Fertilizers & Chemicals Ltd.		670,003		1,968,936
	Gujarat State Petronet Ltd.		856,449		3,020,963
	Gulf Oil Lubricants India Ltd.		44,273		545,607
	Happiest Minds Technologies Ltd.		118,132		1,150,515
*	Hathway Cable & Datacom Ltd.		1,222,690		322,165
	Hatsun Agro Product Ltd.		130,161		1,701,726
	HBL Power Systems Ltd.		305,656		1,866,269
*	HealthCare Global Enterprises Ltd.		71,139		311,142
	HEG Ltd.		39,034		1,099,028
	HeidelbergCement India Ltd.		200,096		482,608
	Heritage Foods Ltd.		117,371		464,506
	Hester Biosciences Ltd.		9,221		183,164
	HFCL Ltd.		2,094,768		2,522,930
	HG Infra Engineering Ltd.		48,180		682,829
	Hikal Ltd.		161,318		584,736
	HIL Ltd.		14,909		476,754
	Himadri Speciality Chemical Ltd.		640,903		2,875,266
*	Himatsingka Seide Ltd.		28,673		49,087
	Hinduja Global Solutions Ltd.		30,211		316,501
*	Hindustan Construction Co. Ltd.		3,452,208		1,563,232
	Hindustan Copper Ltd.		654,730		3,015,205
*	Hindustan Oil Exploration Co. Ltd.		190,919		492,835
	Hindware Home Innovation Ltd.		35,494		153,186
	Hitachi Energy India Ltd.		16,199		1,838,616
	Hle Glascoat Ltd.		21,533		116,453
	Honda India Power Products Ltd.		12,211		354,623
	Huhtamaki India Ltd.		81,734		301,612
W	ICICI Securities Ltd.		192,071		1,738,154
	ICRA Ltd.		7,574		481,644
*	IDFC Ltd.		3,603,867		5,233,016
*	IFB Industries Ltd.		32,347		591,913
	IIFL Finance Ltd.		537,294		2,616,854
	IIFL Securities Ltd.		183,211		315,067
*	India Cements Ltd.		431,949		1,155,910
	India Glycols Ltd.		41,249		414,000
	India Power Corp. Ltd.		61,074		13,194

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
*	Indiabulls Housing Finance Ltd.		1,103,888	$	2,221,922
*	Indiabulls Real Estate Ltd.		1,355,104		2,131,449
W	IndiaMart InterMesh Ltd.		4,196		133,105
W	Indian Energy Exchange Ltd.		1,060,324		1,977,756
	Indian Metals & Ferro Alloys Ltd.		2,364		20,680
	Indo Count Industries Ltd.		189,824		882,701
	Indoco Remedies Ltd.		113,141		442,926
	Indraprastha Gas Ltd.		627,321		3,536,758
	Infibeam Avenues Ltd.		3,341,715		1,367,711
	Ingersoll Rand India Ltd.		22,602		1,077,770
*	Inox Wind Energy Ltd.		394		36,514
*	Inox Wind Ltd.		256,431		1,911,188
	Insecticides India Ltd.		6,440		44,659
	Intellect Design Arena Ltd.		208,310		2,683,758
	IOL Chemicals & Pharmaceuticals Ltd.		63,494		297,752
	ION Exchange India Ltd.		30,948		210,569
	Ipca Laboratories Ltd.		422,563		6,789,520
	IRB Infrastructure Developers Ltd.		3,838,214		3,112,764
W	IRCON International Ltd.		843,731		2,529,560
	ISGEC Heavy Engineering Ltd.		48,631		637,110
	ITD Cementation India Ltd.		240,706		1,089,941
*	ITI Ltd.		188,064		691,902
	J Kumar Infraprojects Ltd.		94,348		761,662
*	Jagran Prakashan Ltd.		224,979		281,733
	Jai Corp. Ltd.		136,895		527,571
*	Jaiprakash Associates Ltd.		1,042,775		248,648
*	Jaiprakash Power Ventures Ltd.		9,172,137		2,182,164
	Jammu & Kashmir Bank Ltd.		877,546		1,433,231
	Jamna Auto Industries Ltd.		584,889		978,767
	JB Chemicals & Pharmaceuticals Ltd.		267,854		6,118,276
	JBM Auto Ltd.		73,785		1,675,837
	Jindal Poly Films Ltd.		54,125		368,886
	Jindal Saw Ltd.		546,628		3,620,105
	Jindal Stainless Ltd.		832,797		7,044,340
	JK Cement Ltd.		117,295		5,610,206
	JK Lakshmi Cement Ltd.		181,571		1,724,700
	JK Paper Ltd.		225,536		1,030,818
	JK Tyre & Industries Ltd.		318,098		1,602,780
	JM Financial Ltd.		1,282,474		1,356,097
*	Johnson Controls-Hitachi Air Conditioning India Ltd.		29,643		448,711
	JTEKT India Ltd.		162,164		337,517
	Jubilant Foodworks Ltd.		1,038,943		5,749,614
	Jubilant Ingrevia Ltd.		413,662		2,716,506
	Jubilant Pharmova Ltd.		237,531		1,918,196
	Jupiter Wagons Ltd.		68,271		334,055
*	Just Dial Ltd.		49,938		687,563
	Jyothy Labs Ltd.		475,110		2,450,966
*	Jyoti Structures Ltd.		61,444		19,472
	Kajaria Ceramics Ltd.		283,766		4,091,671
	Kalpataru Projects International Ltd.		277,203		4,082,777
	Kalyani Steels Ltd.		73,704		774,742
	Kansai Nerolac Paints Ltd.		174,539		583,115
	Karnataka Bank Ltd.		716,085		1,980,143
	Karur Vysya Bank Ltd.		1,417,220		3,463,667
	Kaveri Seed Co. Ltd.		69,408		719,950
	KCP Ltd.		138,614		296,162
	KDDL Ltd.		399		11,964
	KEC International Ltd.		358,491		3,196,156
	KEI Industries Ltd.		196,497		9,391,225

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
	Kennametal India Ltd.		14,680	$	440,740
*	Kesoram Industries Ltd.		577,676		1,252,743
	Kewal Kiran Clothing Ltd.		24,568		209,399
	Kirloskar Brothers Ltd.		62,533		972,186
	Kirloskar Ferrous Industries Ltd.		100,528		740,298
	Kirloskar Industries Ltd.		264		16,396
	Kirloskar Oil Engines Ltd.		224,138		2,731,128
	Kirloskar Pneumatic Co. Ltd.		1,037		13,101
††	Klass Pack Ltd.		18,595		18,175
	KNR Constructions Ltd.		395,031		1,255,119
	Kolte-Patil Developers Ltd.		59,333		380,464
W	KPI Green Energy Ltd.		8,606		186,724
	KPIT Technologies Ltd.		574,663		10,201,036
	KPR Mill Ltd.		401,056		4,039,691
	KRBL Ltd.		147,046		520,437
* W	Krishna Institute of Medical Sciences Ltd.		55,338		1,350,639
	Krsnaa Diagnostics Ltd.		12,943		89,011
	KSB Ltd.		46,631		2,523,298
	L&T Finance Ltd.		1,397,071		2,787,692
	LA Opala RG Ltd.		117,842		459,712
	Lakshmi Machine Works Ltd.		12,051		2,436,756
W	Laurus Labs Ltd.		938,945		5,068,268
	Laxmi Organic Industries Ltd.		7,409		22,596
* W	Lemon Tree Hotels Ltd.		626,352		1,142,299
	LG Balakrishnan & Bros Ltd.		51,169		784,192
	LIC Housing Finance Ltd.		911,792		7,333,493
	Linde India Ltd.		51,253		5,050,066
	Lloyds Engineering Works Ltd.		116,192		95,263
	LT Foods Ltd.		489,233		1,260,763
	Lumax Auto Technologies Ltd.		75,328		430,125
	Lumax Industries Ltd.		3,899		117,542
	Lupin Ltd.		86,910		1,713,443
	LUX Industries Ltd.		20,153		360,100
	Mahanagar Gas Ltd.		171,823		2,962,658
	Maharashtra Scooters Ltd.		3,724		347,489
	Maharashtra Seamless Ltd.		190,203		2,044,210
	Mahindra & Mahindra Financial Services Ltd.		1,596,677		4,991,960
*	Mahindra Holidays & Resorts India Ltd.		232,632		1,175,791
	Mahindra Lifespace Developers Ltd.		293,220		2,227,685
W	Mahindra Logistics Ltd.		29,826		167,404
	Maithan Alloys Ltd.		14,578		218,763
	Man Industries India Ltd.		5,439		26,154
	Man Infraconstruction Ltd.		287,717		749,725
	Manappuram Finance Ltd.		1,764,454		4,212,758
	Mangalam Cement Ltd.		22,675		227,549
	Mangalore Refinery & Petrochemicals Ltd.		640,392		1,911,820
	Marksans Pharma Ltd.		647,499		1,290,158
W	MAS Financial Services Ltd.		129,441		462,940
	Mastek Ltd.		50,322		1,618,039
*	Max Estates Ltd.		61,388		215,359
*	Max Financial Services Ltd.		43,629		528,523
	Mayur Uniquoters Ltd.		55,428		349,255
*	Medplus Health Services Ltd.		8,246		68,693
	Meghmani Organics Ltd.		402,627		416,524
W	Metropolis Healthcare Ltd.		81,197		1,764,553
	Minda Corp. Ltd.		188,825		918,628
W	Mishra Dhatu Nigam Ltd.		147,449		773,575
	MM Forgings Ltd.		16,541		228,344
	MOIL Ltd.		185,346		895,323

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
	Monte Carlo Fashions Ltd.		21,677	$	177,361
*	Morepen Laboratories Ltd.		1,033,156		614,193
	Motherson Sumi Wiring India Ltd.		4,360,100		3,610,180
	Motilal Oswal Financial Services Ltd.		124,800		3,546,342
	MPS Ltd.		887		17,264
	Mrs Bectors Food Specialities Ltd.		57,218		869,126
	MSTC Ltd.		94,763		1,023,622
	Narayana Hrudayalaya Ltd.		212,281		3,266,063
	Natco Pharma Ltd.		297,927		3,624,940
	National Aluminium Co. Ltd.		2,548,305		5,635,704
	National Fertilizers Ltd.		169,354		210,708
	Nava Ltd.		174,210		1,041,599
	Navin Fluorine International Ltd.		89,188		3,650,127
	Navneet Education Ltd.		310,004		547,153
	NBCC India Ltd.		710,314		1,185,264
	NCC Ltd.		1,200,069		3,462,188
	NCL Industries Ltd.		16,947		42,277
	NELCO Ltd.		31,661		286,951
	Neogen Chemicals Ltd.		8,605		158,544
	NESCO Ltd.		76,896		798,307
	Neuland Laboratories Ltd.		18,322		1,672,727
	Newgen Software Technologies Ltd.		136,406		1,514,654
	NIIT Learning Systems Ltd.		286,922		1,710,670
	NIIT Ltd.		285,432		362,000
	Nilkamal Ltd.		20,926		491,531
W	Nippon Life India Asset Management Ltd.		305,811		2,146,211
	NLC India Ltd.		676,311		1,950,192
	NOCIL Ltd.		301,922		968,760
	Novartis India Ltd.		790		9,793
	NRB Bearings Ltd.		156,167		586,557
	Nucleus Software Exports Ltd.		28,161		464,756
*	Nuvama Wealth Management Ltd.		18,502		1,149,648
	Oberoi Realty Ltd.		52,696		930,994
	Oil India Ltd.		105,561		783,832
	One 97 Communications Ltd.		55,781		248,521
	Oracle Financial Services Software Ltd.		47,206		4,271,364
	Orient Cement Ltd.		376,080		1,002,137
	Orient Electric Ltd.		335,916		876,685
	Orient Paper & Industries Ltd.		330,250		206,638
	Oriental Carbon & Chemicals Ltd.		3,121		28,055
	Oriental Hotels Ltd.		130,729		207,512
*	Orissa Minerals Development Co. Ltd.		3,793		312,353
	Page Industries Ltd.		2,347		977,439
	Paisalo Digital Ltd.		1,157,340		982,886
	Panama Petrochem Ltd.		50,945		203,880
* W	Parag Milk Foods Ltd.		140,518		354,609
*	Patel Engineering Ltd.		758,714		521,793
*	PC Jeweller Ltd.		398,654		249,098
	PCBL Ltd.		547,454		1,764,850
	PDS Ltd.		1,839		10,201
	Persistent Systems Ltd.		152,228		6,122,646
	Petronet LNG Ltd.		1,773,588		6,575,787
	Pfizer Ltd.		35,000		1,788,722
*	PG Electroplast Ltd.		602		15,139
	Phoenix Mills Ltd.		318,175		12,069,904
	Piramal Enterprises Ltd.		327,582		3,606,871
*	Piramal Pharma Ltd.		1,363,426		2,340,161
* W	PNB Housing Finance Ltd.		346,684		3,284,825
	PNC Infratech Ltd.		305,822		1,643,941

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

			Shares		Value»
INDIA — (Continued)
	Poly Medicure Ltd.			73,608	$	1,445,868
	Polyplex Corp. Ltd.			53,588		595,532
	Poonawalla Fincorp Ltd.			543,772		3,173,868
	Power Finance Corp. Ltd.			48,635		255,177
	Power Mech Projects Ltd.			15,672		980,757
	Praj Industries Ltd.			390,064		2,547,962
*	Prakash Industries Ltd.			291,132		593,565
W	Prataap Snacks Ltd.	��		8,396		89,696
	Prestige Estates Projects Ltd.			430,830		7,099,123
*	Pricol Ltd.			140,462		728,972
*	Prince Pipes & Fittings Ltd.			112,911		862,307
*	Prism Johnson Ltd.			417,838		823,816
*	Privi Speciality Chemicals Ltd.			4,920		73,449
	Procter & Gamble Health Ltd.			28,843		1,686,382
	PSP Projects Ltd.			29,571		238,278
	PTC India Financial Services Ltd.			487,922		248,949
	PTC India Ltd.			682,213		1,832,818
*	PVR Inox Ltd.			76,957		1,248,866
W	Quess Corp. Ltd.			139,386		1,042,834
	Radico Khaitan Ltd.			17,719		373,827
	Rain Industries Ltd.			560,564		1,167,027
*	Rajesh Exports Ltd.			193,734		737,805
	Rallis India Ltd.			276,838		883,918
	Ramco Cements Ltd.			304,449		2,895,616
	Ramco Industries Ltd.			112,346		302,815
*	Ramco Systems Ltd.			7,706		32,916
	Ramkrishna Forgings Ltd.			194,449		1,756,358
*	Ramky Infrastructure Ltd.			8,084		54,790
	Rane Holdings Ltd.			10,752		169,322
	Rashtriya Chemicals & Fertilizers Ltd.			485,909		874,885
	Ratnamani Metals & Tubes Ltd.			90,764		3,442,062
*	RattanIndia Power Ltd.			3,444,681		377,204
	Raymond Ltd.			117,935		2,964,502
W	RBL Bank Ltd.			1,414,364		4,391,343
	REC Ltd.			1,511,711		9,190,886
	Redington Ltd.			1,877,512		4,940,340
*	Redtape Ltd.			64,179		561,949
	Relaxo Footwears Ltd.			134,012		1,346,323
	Reliance Industrial Infrastructure Ltd.			30,016		474,634
*	Reliance Infrastructure Ltd.			568,950		1,215,681
*	Reliance Power Ltd.			7,901,815		2,562,710
*	Religare Enterprises Ltd.			18,107		47,771
	Repco Home Finance Ltd.			125,860		782,901
	Rhi Magnesita India Ltd.			31,649		246,232
	Rico Auto Industries Ltd.			241,078		398,121
	RITES Ltd.			148,652		1,213,072
	Rossari Biotech Ltd.			25,892		231,901
	Route Mobile Ltd.			23,942		436,076
*	RPSG Ventures Ltd.			962		8,270
	RSWM Ltd.			66,991		154,901
	Rupa & Co. Ltd.			54,355		176,865
	Safari Industries India Ltd.			39,729		1,005,348
	Sagar Cements Ltd.			64,282		171,849
W	Salasar Techno Engineering Ltd.			54,824		13,480
	Sandhar Technologies Ltd.			11,788		71,206
	Sanghvi Movers Ltd.			37,615		588,537
	Sanofi India Ltd.			28,063		2,798,891
W	Sansera Engineering Ltd.			1,702		20,840
*	Sapphire Foods India Ltd.			17,150		291,665

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
	Sarda Energy & Minerals Ltd.		223,926	$	641,844
	Saregama India Ltd.		60,721		313,728
	Sasken Technologies Ltd.		14,843		275,409
*	Satin Creditcare Network Ltd.		62,972		196,647
	Savita Oil Technologies Ltd.		45,238		311,893
	Schaeffler India Ltd.		29,897		1,311,661
*	Schneider Electric Infrastructure Ltd.		184,071		1,774,557
*	SEPC Ltd.		622,099		144,164
*	Sequent Scientific Ltd.		244,159		359,980
	Seshasayee Paper & Boards Ltd.		74,280		297,848
W	SH Kelkar & Co. Ltd.		112,725		264,661
	Shakti Pumps India Ltd.		7,950		188,033
	Shankara Building Products Ltd.		21,255		173,616
	Shanthi Gears Ltd.		29,927		201,465
	Sharda Cropchem Ltd.		75,825		334,935
	Sharda Motor Industries Ltd.		9,585		176,327
	Share India Securities Ltd.		3,612		73,419
*	Sheela Foam Ltd.		17,363		188,117
*	Shilpa Medicare Ltd.		113,879		747,890
*	Shipping Corp. of India Land & Assets Ltd.		469,725		384,512
	Shipping Corp. of India Ltd.		451,179		1,229,457
	Shivalik Bimetal Controls Ltd.		2,390		16,445
*	Shoppers Stop Ltd.		123,225		1,058,175
*	Shree Renuka Sugars Ltd.		1,737,947		929,441
	Shriram Pistons & Rings Ltd.		4,790		117,170
*	SIS Ltd.		65,864		368,571
	Siyaram Silk Mills Ltd.		26,830		150,201
*	SJS Enterprises Ltd.		5,140		38,880
	SKF India Ltd.		78,522		4,344,242
	Skipper Ltd.		19,548		83,319
	Snowman Logistics Ltd.		17,529		14,210
	Sobha Ltd.		113,651		2,414,844
	Solar Industries India Ltd.		51,250		5,496,229
*	Solara Active Pharma Sciences Ltd.		24,205		153,699
	Somany Ceramics Ltd.		21,226		160,220
	Sonata Software Ltd.		536,177		4,496,151
	South Indian Bank Ltd.		5,425,753		1,995,668
	SP Apparels Ltd.		4,719		33,808
*	Spandana Sphoorty Financial Ltd.		49,631		518,783
*	Star Cement Ltd.		226,872		644,832
	Sterlite Technologies Ltd.		539,079		879,534
	Strides Pharma Science Ltd.		178,870		1,920,845
	Stylam Industries Ltd.		10,286		202,749
	Styrenix Performance Materials Ltd.		6,546		128,549
*	Subex Ltd.		1,122,066		413,933
	Subros Ltd.		75,571		564,716
	Sudarshan Chemical Industries Ltd.		100,071		879,946
	Sumitomo Chemical India Ltd.		179,952		860,590
	Sun TV Network Ltd.		275,300		2,160,609
	Sundaram Finance Holdings Ltd.		7,259		21,154
	Sundaram Finance Ltd.		130,148		7,374,793
	Sundaram-Clayton Ltd.		12,106		238,585
	Sundram Fasteners Ltd.		314,991		4,244,615
*	Sunflag Iron & Steel Co. Ltd.		74,248		193,986
	Sunteck Realty Ltd.		148,817		778,278
	Suprajit Engineering Ltd.		227,193		1,152,112
	Supreme Industries Ltd.		133,184		8,034,229
	Supreme Petrochem Ltd.		295,350		2,411,276
	Surya Roshni Ltd.		102,102		766,830

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
*	Suven Pharmaceuticals Ltd.		653,046	$	5,162,688
*	Suzlon Energy Ltd.		23,338,088		11,467,571
	Swan Energy Ltd.		76,621		569,962
	Swaraj Engines Ltd.		19,779		583,611
	Symphony Ltd.		1,113		12,865
W	Syngene International Ltd.		462,097		3,812,452
	Tamil Nadu Newsprint & Papers Ltd.		86,283		283,357
	Tamilnad Mercantile Bank Ltd.		7,414		43,217
	Tanla Platforms Ltd.		186,655		2,045,053
*	TARC Ltd.		153,004		283,978
	Tasty Bite Eatables Ltd.		101		14,421
	Tata Chemicals Ltd.		436,592		5,609,175
	Tata Consumer Products Ltd.		36,935		488,755
	Tata Steel Ltd.		771,669		1,518,795
	TCI Express Ltd.		55,854		697,931
	TD Power Systems Ltd.		162,475		653,487
*	TeamLease Services Ltd.		7,804		308,608
	Techno Electric & Engineering Co. Ltd.		198,034		2,411,735
	Tega Industries Ltd.		4,511		81,041
* W	Tejas Networks Ltd.		161,197		2,206,824
	Texmaco Rail & Engineering Ltd.		584,579		1,274,212
	Thejo Engineering Ltd.		185		6,780
	Thermax Ltd.		9,241		516,757
	Thirumalai Chemicals Ltd.		138,878		455,901
	Thomas Cook India Ltd.		348,484		848,515
W	Thyrocare Technologies Ltd.		51,815		400,407
	Tide Water Oil Co. India Ltd.		20,475		439,440
	Tilaknagar Industries Ltd.		216,288		611,965
	Time Technoplast Ltd.		390,193		1,297,254
	Timken India Ltd.		85,158		3,412,936
	Tips Industries Ltd.		3,936		21,768
	Titagarh Rail System Ltd.		163,671		2,069,172
	Torrent Power Ltd.		356,612		6,424,305
	Tourism Finance Corp. of India Ltd.		138,784		296,326
	Transformers & Rectifiers India Ltd.		9,390		70,769
*	TransIndia Real Estate Ltd.		216,315		124,060
	Transport Corp. of India Ltd.		98,187		1,021,377
	Trident Ltd.		4,096,218		1,931,651
	Triveni Engineering & Industries Ltd.		253,714		1,100,963
	Triveni Turbine Ltd.		387,061		2,495,191
	TTK Prestige Ltd.		142,645		1,203,807
	Tube Investments of India Ltd.		161,374		7,253,322
	TV Today Network Ltd.		80,104		225,253
	TVS Holdings Ltd.		12,440		1,306,034
	TVS Srichakra Ltd.		12,076		605,852
	Uflex Ltd.		108,416		586,891
	Ugar Sugar Works Ltd.		94,567		90,297
*	Ugro Capital Ltd.		83,237		264,774
	Ujjivan Financial Services Ltd.		248,978		1,709,660
W	Ujjivan Small Finance Bank Ltd.		1,931,764		1,237,835
*	Unichem Laboratories Ltd.		96,528		678,560
	UNO Minda Ltd.		428,301		3,780,756
	Usha Martin Ltd.		434,267		1,939,830
	UTI Asset Management Co. Ltd.		91,049		1,037,859
*	VA Tech Wabag Ltd.		109,564		1,265,550
	Vaibhav Global Ltd.		225,817		1,120,071
*	Valor Estate Ltd.		178,250		502,534
	Vardhman Textiles Ltd.		450,962		2,408,248
* W	Varroc Engineering Ltd.		107,533		674,983

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDIA — (Continued)
	Vedant Fashions Ltd.		41,234	$	467,345
	Venky’s India Ltd.		17,968		384,141
	Vesuvius India Ltd.		18,323		984,135
	V-Guard Industries Ltd.		563,511		2,312,474
	Vimta Labs Ltd.		17,648		114,184
	Vinati Organics Ltd.		91,094		1,786,943
	Vindhya Telelinks Ltd.		17,120		523,186
	VIP Industries Ltd.		135,699		892,334
*	VL E-Governance & IT Solutions Ltd.		136,960		106,020
*	V-Mart Retail Ltd.		9,319		241,918
	Voltamp Transformers Ltd.		13,311		1,655,217
	Voltas Ltd.		434,117		7,656,440
	VRL Logistics Ltd.		106,773		714,415
	VST Industries Ltd.		18,750		903,408
	VST Tillers Tractors Ltd.		13,066		574,424
	Welspun Corp. Ltd.		393,665		2,662,252
	Welspun Enterprises Ltd.		232,271		1,008,530
	Welspun Living Ltd.		1,138,045		2,036,654
	West Coast Paper Mills Ltd.		100,504		802,186
	Westlife Foodworld Ltd.		159,939		1,642,737
	Whirlpool of India Ltd.		38,693		697,535
*	Wockhardt Ltd.		165,786		1,118,258
	Wonderla Holidays Ltd.		34,714		412,299
*	Zee Entertainment Enterprises Ltd.		2,602,393		4,562,835
	Zen Technologies Ltd.		1,475		19,587
	Zensar Technologies Ltd.		350,115		2,553,745
	ZF Commercial Vehicle Control Systems India Ltd.		2,458		404,914
	Zydus Wellnes Ltd.		29,306		581,663
TOTAL INDIA.					1,017,222,908
INDONESIA — (1.7%)
	ABM Investama Tbk. PT		306,700		73,118
	Ace Hardware Indonesia Tbk. PT		16,305,900		936,130
*	Adi Sarana Armada Tbk. PT		3,734,500		177,805
*	Agung Semesta Sejahtera Tbk. PT		14,642,700		6,246
	AKR Corporindo Tbk. PT		23,387,300		2,405,633
*	Alam Sutera Realty Tbk. PT		23,426,900		190,023
*	Allo Bank Indonesia Tbk. PT		111,700		6,924
	Aneka Tambang Tbk. PT		3,348,600		336,601
* ††	Armidian Karyatama Tbk. PT		844,800		0
	Arwana Citramulia Tbk. PT		9,585,500		383,275
	Astra Agro Lestari Tbk. PT		1,090,600		435,489
	Astra Otoparts Tbk. PT		2,355,600		301,321
*	Asuransi Maximus Graha Persada Tbk. PT		3,111,900		2,092
	Avia Avian Tbk. PT		4,061,800		127,261
* ††	Bakrie Telecom Tbk. PT		49,756,298		0
*	Bank Amar Indonesia Tbk. PT		9,530,328		146,309
	Bank BTPN Syariah Tbk. PT		5,420,300		404,674
*	Bank Bukopin Tbk. PT		66,277,082		268,793
*	Bank Ina Perdana PT		4,559,900		1,188,381
*	Bank Jago Tbk. PT		2,765,800		363,826
*	Bank Mayapada International Tbk. PT		3,046,796		66,219
	Bank Maybank Indonesia Tbk. PT		16,074,000		241,069
*	Bank Nationalnobu Tbk. PT		1,307,304		60,835
*	Bank Neo Commerce Tbk. PT		10,927,600		164,362
	Bank OCBC Nisp Tbk. PT		6,711,200		536,593
*	Bank Pan Indonesia Tbk. PT		12,406,800		848,997
	Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk. PT		9,034,212		563,728
	Bank Pembangunan Daerah Jawa Timur Tbk. PT		9,993,400		365,720

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDONESIA — (Continued)
	Bank Tabungan Negara Persero Tbk. PT		10,977,725	$	889,373
	BFI Finance Indonesia Tbk. PT		19,595,000		1,264,664
*	Bhakti Multi Artha Tbk. PT		1,452,200		35,758
*	Bintang Oto Global Tbk. PT		7,099,600		405,207
	BISI International Tbk. PT		7,548,300		875,045
	Blue Bird Tbk. PT		1,347,300		128,750
*	Buana Lintas Lautan Tbk. PT		21,081,200		148,755
*	Bukalapak.com Tbk. PT		122,575,000		975,063
	Bukit Asam Tbk. PT		8,828,300		1,643,195
*	Bumi Resources Minerals Tbk. PT		129,269,200		1,212,909
*	Bumi Serpong Damai Tbk. PT		10,561,700		602,212
*	Bumi Teknokultura Unggul Tbk. PT		65,924,600		36,140
*	Capital Financial Indonesia Tbk. PT		24,310,500		770,330
	Catur Sentosa Adiprana Tbk. PT		2,986,100		96,575
*	Cemindo Gemilang PT		4,965,800		340,375
W	Cikarang Listrindo Tbk. PT		4,462,100		186,570
	Ciputra Development Tbk. PT		28,002,520		2,076,166
	Cisarua Mountain Dairy Tbk. PT		260,300		79,752
*	Citra Marga Nusaphala Persada Tbk. PT		13,896,403		1,328,965
*	City Retail Developments Tbk. PT		12,056,400		104,623
	Delta Dunia Makmur Tbk. PT		13,195,400		404,805
	Dharma Satya Nusantara Tbk. PT		5,886,600		229,643
	Elang Mahkota Teknologi Tbk. PT		10,621,500		251,296
	Elnusa Tbk. PT		7,160,900		188,247
	Erajaya Swasembada Tbk. PT		23,884,400		592,917
	ESSA Industries Indonesia Tbk. PT		16,963,900		811,634
*	Gajah Tunggal Tbk. PT		3,960,900		283,550
	Garudafood Putra Putri Jaya Tbk. PT		14,879,700		378,887
*	Harum Energy Tbk. PT		6,043,000		523,392
	Hexindo Adiperkasa Tbk. PT		554,100		200,972
	Impack Pratama Industri Tbk. PT		22,142,700		482,181
	Indika Energy Tbk. PT		5,449,000		480,833
	Indo Tambangraya Megah Tbk. PT		844,800		1,309,521
	Indocement Tunggal Prakarsa Tbk. PT		1,856,100		882,856
	Indomobil Sukses Internasional Tbk. PT		874,000		73,962
	Industri Jamu Dan Farmasi Sido Muncul Tbk. PT		21,385,746		959,506
* ††	Inti Agri Resources Tbk. PT		92,782,800		0
*	Intiland Development Tbk. PT		3,461,300		39,330
	Japfa Comfeed Indonesia Tbk. PT		12,865,700		905,088
	Jasa Marga Persero Tbk. PT		5,220,000		1,731,275
	Jaya Real Property Tbk. PT		10,463,000		430,967
*	Kapuas Prima Coal Tbk. PT		11,655,000		6,441
*	Kawasan Industri Jababeka Tbk. PT		72,814,457		546,429
*	Lippo Karawaci Tbk. PT		74,301,340		296,748
*	M Cash Integrasi PT		360,200		25,422
	Map Aktif Adiperkasa PT		17,228,500		836,097
	Matahari Department Store Tbk. PT		2,113,400		206,905
*	MD Pictures Tbk. PT		4,154,400		1,259,431
	Medco Energi Internasional Tbk. PT		17,296,406		1,419,064
	Media Nusantara Citra Tbk. PT		15,744,100		303,881
	Medikaloka Hermina Tbk. PT		13,922,600		1,093,079
*	Mega Manunggal Property Tbk. PT		4,769,600		80,821
*	Metro Healthcare Indonesia Tbk. PT		41,039,200		435,815
	Metrodata Electronics Tbk. PT		15,657,100		562,683
	Metropolitan Kentjana Tbk. PT		100,200		170,894
	Mitra Adiperkasa Tbk. PT		25,360,200		2,453,564
	Mitra Keluarga Karyasehat Tbk. PT		3,695,000		658,956
	Mitra Pinasthika Mustika Tbk. PT		3,883,000		245,750
*	MNC Land Tbk. PT		29,086,600		110,918

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
INDONESIA — (Continued)
	Mulia Industrindo Tbk. PT		3,194,000	$	75,391
	Nippon Indosari Corpindo Tbk. PT		7,299,489		509,662
	Pabrik Kertas Tjiwi Kimia Tbk. PT		3,184,100		1,532,601
*	Pacific Strategic Financial Tbk. PT		20,536,900		1,433,576
	Pakuwon Jati Tbk. PT		36,631,600		903,590
*	Panin Financial Tbk. PT		49,629,800		890,342
*	Paninvest Tbk. PT		4,828,600		255,409
	Perusahaan Gas Negara Tbk. PT		24,381,200		2,201,685
	Perusahaan Perkebunan London Sumatra Indonesia Tbk. PT		6,908,300		367,046
* ††	Pool Advista Indonesia Tbk. PT		10,473,500		6,039
*	PP Persero Tbk. PT		6,944,514		178,677
	Prodia Widyahusada Tbk. PT		323,000		65,108
	Puradelta Lestari Tbk. PT		20,326,900		202,388
*	Quantum Clovera Investama Tbk. PT		4,934,400		2,711
	Ramayana Lestari Sentosa Tbk. PT		3,381,800		99,846
* ††	Rimo International Lestari Tbk. PT		211,251,900		0
	Rukun Raharja Tbk. PT		650,300		54,991
	Salim Ivomas Pratama Tbk. PT		7,152,900		159,152
	Samindo Resources Tbk. PT		106,600		13,631
	Sampoerna Agro Tbk. PT		1,404,800		172,534
	Samudera Indonesia Tbk. PT		15,654,000		265,720
*	Sarana Meditama Metropolitan Tbk. PT		3,942,100		61,609
	Sariguna Primatirta Tbk. PT		5,940,900		348,756
	Sawit Sumbermas Sarana Tbk. PT		7,575,800		493,920
* ††	Sekawan Intipratama Tbk. PT		9,367,900		0
	Selamat Sempurna Tbk. PT		13,041,700		1,444,698
	Siloam International Hospitals Tbk. PT		11,203,800		1,654,271
	Sinar Mas Agro Resources & Technology Tbk. PT		822,760		192,063
* ††	Sri Rejeki Isman Tbk. PT		35,353,931		59,521
	Summarecon Agung Tbk. PT		24,590,846		776,861
	Surya Citra Media Tbk. PT		42,586,800		337,343
*	Surya Semesta Internusa Tbk. PT		10,348,900		679,822
* ††	Suryainti Permata Tbk. PT		7,252,000		0
	Temas Tbk. PT		13,193,400		124,620
	Tempo Scan Pacific Tbk. PT		1,474,100		175,776
	Timah Tbk. PT		8,208,514		459,757
* ††	Trada Alam Minera Tbk. PT		180,020,800		0
	Transcoal Pacific Tbk. PT		1,618,800		845,629
	Trias Sentosa Tbk. PT		32,818,400		949,417
*	Trimegah Sekuritas Indonesia Tbk. PT		2,930,400		46,505
	Triputra Agro Persada PT		10,894,600		418,796
	Tunas Baru Lampung Tbk. PT		5,795,228		220,695
	Ultrajaya Milk Industry & Trading Co. Tbk. PT		15,164,100		1,734,611
	Unggul Indah Cahaya Tbk. PT		48,239		23,158
* ††	Waskita Beton Precast Tbk. PT		28,238,300		29,172
* ††	Waskita Karya Persero Tbk. PT		30,184,766		70,320
* ††	Wijaya Karya Persero Tbk. PT		7,808,907		77,960
	XL Axiata Tbk. PT		10,312,279		1,564,865
TOTAL INDONESIA					67,855,855
KUWAIT — (0.5%)
	A’ayan Leasing & Investment Co. KSCP		1,285,012		704,402
	Al Ahli Bank of Kuwait KSCP.		913,697		711,279
*	ALAFCO Aviation Lease & Finance Co. KSCP, Class C		298,880		205,522
	Al-Eid Food KSC		275,966		161,122
	Ali Alghanim Sons Automotive Co. KSCC		77,516		277,076
*	Alimtiaz Investment Group KSC		1,044,365		160,567
*	Arabi Group Holding KSC		335,257		543,719
	Arzan Financial Group for Financing & Investment KPSC		1,425,117		942,990

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
KUWAIT — (Continued)
*	Asiya Capital Investments Co. KSCP		1,578,688	$	222,747
	Boubyan Petrochemicals Co. KSCP		513,569		1,146,077
	Boursa Kuwait Securities Co. KPSC		222,353		1,442,446
	Combined Group Contracting Co. SAK		202,267		288,016
	Commercial Facilities Co. SAKP		28,413		16,128
	Commercial Real Estate Co. KSC		2,691,200		1,169,707
	Gulf Cables & Electrical Industries Group Co. KSCP		129,059		525,362
	Heavy Engineering & Ship Building Co. KSCP, Class B		134,466		370,294
	Humansoft Holding Co. KSC		220,248		2,071,031
	Integrated Holding Co. KCSC		313,285		513,166
	Jazeera Airways Co. KSCP		175,514		663,230
	Kuwait Cement Co. KSC		75,409		47,207
	Kuwait Financial Centre SAK		23,180		9,398
	Kuwait Insurance Co. SAK.		18,311		31,182
	Kuwait International Bank KSCP		1,786,833		933,117
	Kuwait Real Estate Co. KSC		1,991,219		1,427,374
	Mezzan Holding Co. KSCC		239,144		574,008
*	National Consumer Holding Co. SAK		33,000		11,881
	National Industries Group Holding SAK		2,735,390		1,907,586
	National Investments Co. KSCP		1,174,269		967,448
*	Rasiyat Holding Co.		17,480		18,314
	Salhia Real Estate Co. KSCP		756,344		1,072,080
	Securities House KSC		166,969		28,650
*	Shamal Az-Zour Al-Oula for the First Phase of Az-Zour Power Plant KSC		542,926		292,331
	Warba Bank KSCP		1,937,109		1,187,524
TOTAL KUWAIT.					20,642,981
MALAYSIA — (1.5%)
#	7-Eleven Malaysia Holdings Bhd., Class B		2,072,285		883,009
	Able Global Bhd.		29,700		10,803
#	Aeon Co. M Bhd.		1,014,100		235,588
	AEON Credit Service M Bhd.		624,000		928,436
#	AFFIN Bank Bhd.		1,506,043		803,866
	Ajinomoto Malaysia Bhd.		52,700		214,384
	Alliance Bank Malaysia Bhd.		2,133,800		1,706,556
	Allianz Malaysia Bhd.		134,100		591,193
	AME Elite Consortium Bhd.		112,300		41,633
	Ancom Nylex Bhd.		1,250,380		269,587
# *	Ann Joo Resources Bhd.		353,150		84,047
#	Astro Malaysia Holdings Bhd.		2,239,200		142,976
#	Bank Islam Malaysia Bhd.		1,197,400		641,193
# *	Berjaya Corp. Bhd.		6,274,407		380,682
#	Berjaya Food Bhd.		1,438,846		204,932
# *	Berjaya Land Bhd.		2,413,200		176,303
# *	Bermaz Auto Bhd.		1,342,000		649,034
#	British American Tobacco Malaysia Bhd.		284,900		498,620
*	Bumi Armada Bhd.		6,513,300		799,732
	Bursa Malaysia Bhd.		1,533,300		2,393,530
#	Cahya Mata Sarawak Bhd.		1,514,600		348,367
	Carlsberg Brewery Malaysia Bhd., Class B		368,100		1,440,535
	CB Industrial Product Holding Bhd.		599,440		171,558
	CTOS Digital Bhd.		842,000		248,422
#	D&O Green Technologies Bhd.		1,180,300		818,154
# *	Dagang NeXchange Bhd.		1,927,400		158,932
#	Datasonic Group Bhd.		987,200		94,888
	Dayang Enterprise Holdings Bhd.		1,351,175		736,562
	DRB-Hicom Bhd.		1,997,000		584,691
#	Duopharma Biotech Bhd.		1,029,238		254,330
	Dutch Lady Milk Industries Bhd.		79,100		544,818

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
MALAYSIA — (Continued)
*	Eastern & Oriental Bhd.		52,300	$	11,142
#	Eco World Development Group Bhd.		2,221,100		677,894
*	Econpile Holdings Bhd.		90,000		9,023
*	Ekovest Bhd.		4,481,750		415,755
	FAR East Holdings Bhd.		258,300		194,478
	Farm Fresh Bhd.		438,600		135,013
#	Formosa Prosonic Industries Bhd.		187,500		112,941
	Frontken Corp. Bhd.		2,418,050		1,989,651
	Gas Malaysia Bhd.		545,700		413,635
#	Genting Plantations Bhd.		243,300		308,444
#	Globetronics Technology Bhd.		1,231,872		324,140
* ††	Golden Plus Holding Bhd.		216,000		0
#	Guan Chong Bhd.		726,500		416,729
	Hap Seng Plantations Holdings Bhd.		227,100		88,006
# *	Hengyuan Refining Co. Bhd.		301,200		191,938
#	Hextar Global Bhd.		528,600		100,716
	Hiap Teck Venture Bhd.		3,053,200		255,459
#	Hibiscus Petroleum Bhd.		1,362,519		771,651
	Hong Leong Industries Bhd.		350,400		784,027
	HSS Engineers Bhd.		60,900		12,546
	Hume Cement Industries Bhd.		25,600		15,131
	IGB Bhd.		999,381		519,417
	IJM Corp. Bhd.		372,600		188,262
*	Iskandar Waterfront City Bhd.		1,196,100		186,825
# *	JAKS Resources Bhd.		4,337,380		122,432
#	Jaya Tiasa Holdings Bhd.		1,010,527		264,137
	Keck Seng Malaysia Bhd.		289,650		350,398
	Kelington Group Bhd.		371,300		212,597
#	Kenanga Investment Bank Bhd.		346,300		78,867
	Kerjaya Prospek Group Bhd.		609,690		229,985
#	Kim Loong Resources Bhd.		838,580		390,059
	Kossan Rubber Industries Bhd.		2,868,400		1,321,753
	KPJ Healthcare Bhd.		830,000		350,532
#	Kretam Holdings Bhd.		1,506,100		189,490
# *	KSL Holdings Bhd.		790,818		284,096
	LBS Bina Group Bhd.		2,657,916		380,758
#	Leong Hup International Bhd.		717,700		87,174
	Lii Hen Industries Bhd.		293,600		65,119
# * W	Lotte Chemical Titan Holding Bhd.		958,197		220,765
	LPI Capital Bhd.		382,424		961,301
	Magni-Tech Industries Bhd.		561,433		259,819
#	Magnum Bhd.		1,830,463		440,502
#	Mah Sing Group Bhd.		3,024,787		790,169
#	Malakoff Corp. Bhd.		4,685,100		656,343
	Malayan Flour Mills Bhd.		1,660,575		229,387
#	Malaysia Building Society Bhd.		784,990		129,584
#	Malaysia Smelting Corp. Bhd.		261,700		157,785
	Malaysian Pacific Industries Bhd.		71,100		449,430
#	Malaysian Resources Corp. Bhd.		4,391,266		614,170
#	Matrix Concepts Holdings Bhd.		2,487,337		952,746
#	MBM Resources Bhd.		418,496		431,576
	Mega First Corp. Bhd.		1,538,100		1,504,297
	Mi Technovation Bhd.		301,700		117,977
#	MKH Bhd.		776,334		217,828
#	MKH Oil Palm East Kalimantan Sdn Bhd.		148,215		19,099
	MNRB Holdings Bhd.		667,088		244,239
#	MPHB Capital Bhd.		790,700		199,931
*	MSM Malaysia Holdings Bhd.		52,900		35,624
*	Muhibbah Engineering M Bhd.		1,359,125		268,661

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
MALAYSIA — (Continued)
	My EG Services Bhd.		9,687,912	$	1,893,671
	Nationgate Holdings Bhd.		158,000		57,204
*	Nylex Malaysia Bhd.		4,205		211
	OCK Group Bhd.		96,000		11,841
	Oriental Holdings Bhd.		648,300		926,601
#	OSK Holdings Bhd.		3,977,655		1,214,962
#	Padini Holdings Bhd.		1,331,800		997,333
	Panasonic Manufacturing Malaysia Bhd.		25,084		99,823
	Pantech Group Holdings Bhd.		1,007,619		225,525
	Paramount Corp. Bhd.		759,955		175,089
#	Pentamaster Corp. Bhd.		509,000		453,807
#	Perak Transit Bhd.		948,749		146,890
#	Petron Malaysia Refining & Marketing Bhd.		165,500		170,927
#	PIE Industrial Bhd.		66,900		80,046
	Power Root Bhd.		21,700		7,865
#	Ranhill Utilities Bhd.		1,582,238		369,863
	RCE Capital Bhd.		435,200		252,365
	REDtone Digital Bhd.		53,700		10,207
#	Sam Engineering & Equipment M Bhd.		412,749		423,794
*	Sapura Energy Bhd.		13,232,800		126,009
#	Sarawak Oil Palms Bhd.		830,255		529,746
	Scientex Bhd.		1,441,472		1,267,631
#	SFP Tech Holdings Bhd.		231,500		36,986
# *	Shangri-La Hotels Malaysia Bhd.		117,700		59,557
	Sime Darby Property Bhd.		6,050,300		1,237,073
	SKP Resources Bhd.		1,897,324		404,541
*	Solarvest Holdings Bhd.		38,900		12,535
	SP Setia Bhd. Group		4,373,600		1,331,774
#	Sports Toto Bhd.		1,863,476		549,996
	Sunway Construction Group Bhd.		372,436		236,211
	Suria Capital Holdings Bhd.		269,560		121,112
	Syarikat Takaful Malaysia Keluarga Bhd.		731,957		566,986
#	Ta Ann Holdings Bhd.		494,189		437,843
	Taliworks Corp. Bhd.		476,616		80,338
#	Thong Guan Industries Bhd.		506,100		218,242
	TMC Life Sciences Bhd.		306,800		44,322
*	Tropicana Corp. Bhd.		1,690,590		530,295
#	TSH Resources Bhd.		1,381,600		329,503
#	Uchi Technologies Bhd.		887,200		736,649
#	UEM Edgenta Bhd.		538,000		103,853
#	UEM Sunrise Bhd.		3,165,600		705,551
	Unisem M Bhd.		812,600		619,371
	United Malacca Bhd.		398,850		423,204
	UOA Development Bhd.		4,185,399		1,656,880
*	Uzma Bhd.		41,400		10,440
#	Velesto Energy Bhd.		8,441,608		475,686
#	VS Industry Bhd.		6,082,400		1,158,199
*	Wasco Bhd.		70,500		21,376
#	WCT Holdings Bhd.		2,001,993		219,700
#	Wellcall Holdings Bhd.		883,400		288,295
*	YNH Property Bhd.		128,516		12,764
TOTAL MALAYSIA					60,479,506
MEXICO — (3.2%)
	Alfa SAB de CV, Class A		600,749		439,758
#	Alpek SAB de CV		804,129		595,677
*	Alsea SAB de CV		1,200,172		5,023,267
*	Axtel SAB de CV		5,752,767		355,964
W	Banco del Bajio SA		2,398,641		8,866,042

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
MEXICO — (Continued)
#	Bolsa Mexicana de Valores SAB de CV		1,126,677	$	2,111,194
	Consorcio ARA SAB de CV		3,356,244		650,452
*	Controladora AXTEL SAB de CV		858,225		14,779
# *	Controladora Vuela Cia de Aviacion SAB de CV, Class A		1,728,809		1,415,886
	Corp. Actinver SAB de CV		179,820		158,503
#	Corp. Inmobiliaria Vesta SAB de CV		1,611,339		5,706,693
*	Corp. Interamericana de Entretenimiento SAB de CV, Class B		960,372		1,239,796
	Corp. Moctezuma SAB de CV		838,557		3,670,301
	Corporativo Fragua SAB de CV		3		134
*	Corpovael SA de CV		73,341		19,266
	Cydsa SAB de CV		10,875		12,093
# * ††	Empresas ICA SAB de CV		3,768,186		0
*	Financiera Independencia SAB de CV SOFOM ENR		3,187		1,721
	GCC SAB de CV		538,452		6,064,471
	Genomma Lab Internacional SAB de CV, Class B		1,417,858		1,375,585
	Gentera SAB de CV		2,901,196		4,653,904
	Grupo Aeroportuario del Centro Norte SAB de CV		579,894		6,406,651
	Grupo Comercial Chedraui SA de CV		1,597,509		11,763,045
#	Grupo Herdez SAB de CV		1,410,534		3,979,458
#	Grupo Hotelero Santa Fe SAB de CV		618,935		127,900
	Grupo Industrial Saltillo SAB de CV		1,029,004		1,341,311
*	Grupo Pochteca SAB de CV		327,489		137,451
*	Grupo Posadas SAB de CV		89,967		166,692
#	Grupo Rotoplas SAB de CV		801,868		1,342,005
*	Grupo Simec SAB de CV, Class B		945,472		10,044,855
	Grupo Televisa SAB.		245,514		144,321
* W	Grupo Traxion SAB de CV		356,102		597,843
*	Hoteles City Express SAB de CV		833,957		220,529
*	Industrias CH SAB de CV, Class B		1,683,487		18,183,419
	KUO SAB De CV, Class B		713,687		1,770,600
#	La Comer SAB de CV		2,959,826		6,332,334
	Megacable Holdings SAB de CV		1,613,127		4,708,279
*	Minera Frisco SAB de CV, Class A1		5,327,018		1,075,930
* W	Nemak SAB de CV		2,997,040		519,604
# *	Ollamani SAB		12,275		25,086
	Operadora De Sites Mexicanos SAB de CV, Class A		209,219		236,201
	Orbia Advance Corp. SAB de CV		678,444		1,110,493
*	Organizacion Cultiba SAB de CV		1,077,807		657,478
	Organizacion Soriana SAB de CV, Class B		358,274		710,033
	Promotora y Operadora de Infraestructura SAB de CV		511,096		5,119,388
	Promotora y Operadora de Infraestructura SAB de CV, Class L		7,839		55,827
	Qualitas Controladora SAB de CV		400,941		5,242,665
	Regional SAB de CV		505,137		4,542,790
* ††	San Luis Rassini		3,300		0
* ††	Sanluis Corp. SA		9,284		0
*	Vista Energy SAB de CV, ADR		2,874		124,013
	Vitro SAB de CV, Class A		642,772		330,189
TOTAL MEXICO					129,391,876
PHILIPPINES — (0.8%)
*	8990 Holdings, Inc.		3,350,400		522,563
	A Soriano Corp.		2,931,411		606,933
* ††	ACR Mining Corp.		48,205		0
	Alliance Global Group, Inc..		4,599,400		802,022
	Alsons Consolidated Resources, Inc.		1,838,000		16,192
	Apex Mining Co., Inc.		5,852,000		331,654
*	AyalaLand Logistics Holdings Corp.		2,980,100		98,661
	Belle Corp.		12,306,400		431,635
*	Bloomberry Resorts Corp.		8,335,800		1,500,070

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
PHILIPPINES — (Continued)
	Century Pacific Food, Inc.		2,699,500	$	1,771,167
	China Banking Corp.		5,694,814		3,855,300
	COL Financial Group, Inc.		763,000		30,529
*	Converge Information & Communications Technology Solutions, Inc.		3,379,100		548,716
	Cosco Capital, Inc.		2,998,000		241,681
	D&L Industries, Inc.		6,538,700		707,725
*	DITO CME Holdings Corp.		1,354,100		51,804
	DMCI Holdings, Inc.		5,003,100		957,929
	DoubleDragon Corp.		1,080,890		147,504
	East West Banking Corp.		635,100		102,506
	Filinvest Development Corp.		2,730,422		266,208
	Filinvest Land, Inc.		53,722,577		679,190
	First Gen Corp.		49,300		16,375
	First Philippine Holdings Corp.		1,527,600		1,724,663
	Global Ferronickel Holdings, Inc.		1,835,911		59,512
	GT Capital Holdings, Inc.		143,920		1,590,636
	Keepers Holdings, Inc.		378,000		9,484
	LT Group, Inc.		3,026,800		532,045
	Manila Water Co., Inc.		6,468,900		2,778,761
	Max’s Group, Inc.		59,200		3,251
	Megaworld Corp.		11,562,000		366,006
	Nickel Asia Corp.		9,723,100		676,977
	Petron Corp.		5,086,800		263,916
	Philcomsat Holdings Corp.		316,021		585,177
	Philex Mining Corp.		3,618,300		189,680
*	Philippine National Bank		767,726		288,602
* ††	Philippine National Construction Corp.		173,000		2,752
	Philippine Savings Bank		474,907		448,177
*	Philippine Seven Corp.		10,510		15,744
	Philippine Stock Exchange, Inc.		49,642		167,844
* ††	Philtown Properties, Inc.		111,562		0
*	Phoenix Petroleum Philippines, Inc.		929,580		64,916
	Premium Leisure Corp.		10,373,000		130,777
	Puregold Price Club, Inc.		1,628,490		667,021
	RFM Corp.		7,485,068		419,558
	Rizal Commercial Banking Corp.		2,651,952		1,042,785
	Robinsons Land Corp.		5,862,351		1,580,140
	Robinsons Retail Holdings, Inc.		393,040		244,317
	Security Bank Corp.		682,310		842,711
	Semirara Mining & Power Corp.		703,400		400,933
	Shakey’s Pizza Asia Ventures, Inc.		274,900		46,267
*	Shell Pilipinas Corp.		933,790		173,634
	Synergy Grid & Development Phils, Inc.		365,700		62,560
*	Top Frontier Investment Holdings, Inc.		2,580		3,765
	Union Bank of the Philippines		1,897,803		1,263,122
	Vista Land & Lifescapes, Inc.		12,890,200		334,558
	Vistamalls, Inc.		589,600		23,610
	Wilcon Depot, Inc.		2,776,300		801,826
TOTAL PHILIPPINES					31,492,091
POLAND — (1.4%)
*	11 bit studios SA		4,464		612,781
	AB SA		2,202		47,612
*	Agora SA		78,455		200,370
*	Alior Bank SA		98,228		2,502,385
# *	Amica SA		11,385		198,996
*	AmRest Holdings SE		112,625		729,762
#	Apator SA		41,865		151,436
	Arctic Paper SA		20,701		104,475

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
POLAND — (Continued)
#	ASBISc Enterprises PLC		71,933	$	433,891
	Asseco Poland SA		72,782		1,430,384
	Auto Partner SA		36,086		239,801
*	Bank Millennium SA		755,000		1,719,047
*	Bank Ochrony Srodowiska SA		63,177		246,872
	Benefit Systems SA		2,817		1,910,874
	Boryszew SA		143,028		217,997
	Budimex SA		29,940		5,064,742
# *	CCC SA		78,369		1,816,586
	Celon Pharma SA		21,330		79,709
# *	CI Games SA		311,268		112,849
#	Cognor Holding SA		232,722		476,802
	ComArch SA		7,770		464,017
	Cyber Folks SA		381		10,464
*	Cyfrowy Polsat SA		3,864		9,522
	Develia SA		1,491,512		2,439,063
	Dom Development SA		15,579		676,782
	Echo Investment SA		22,550		26,045
*	Enea SA		559,136		1,166,479
	Eurocash SA		175,280		589,280
*	Fabryki Mebli Forte SA		48,823		277,010
#	Globe Trade Centre SA		449,774		589,417
# *	Grenevia SA		615,765		368,329
# *	Grupa Azoty SA		107,336		579,753
#	Grupa Kety SA		52,444		10,867,161
	Inter Cars SA		33,276		4,364,213
# *	Jastrzebska Spolka Weglowa SA		94,546		711,780
	KRUK SA		62,008		7,048,498
*	Lubawa SA		30,768		29,469
#	Lubelski Wegiel Bogdanka SA		25,724		181,412
	Mirbud SA		82,029		199,097
	Mo-BRUK SA		2,418		193,373
	Neuca SA		2,358		529,644
*	Newag SA		522		3,710
*	PKP Cargo SA		67,694		200,574
	PlayWay SA		2,668		198,501
*	Polimex-Mostostal SA		121,962		104,912
	Stalexport Autostrady SA		217,280		156,293
	Synektik SA		3,997		127,370
*	Tauron Polska Energia SA		2,405,636		1,726,567
	TEN Square Games SA		5,135		108,906
	Text SA		24,327		538,660
*	Torpol SA		24,822		192,419
	VRG SA		873,743		709,695
#	Warsaw Stock Exchange		44,450		492,290
	Wawel SA		365		56,933
	Wirtualna Polska Holding SA		8,458		250,409
W	XTB SA		81,174		1,268,588
*	Zespol Elektrocieplowni Wroclawskich Kogeneracja SA		672		8,222
*	Zespol Elektrowni Patnow Adamow Konin SA		40,367		196,043
TOTAL POLAND					55,958,271
QATAR — (0.7%)
*	Aamal Co.		5,599,574		1,200,699
	Al Khaleej Takaful Group QSC		460,590		325,182
	Al Meera Consumer Goods Co. QSC		243,742		878,754
	Baladna		1,320,776		489,352
	Barwa Real Estate Co.		4,858,169		3,743,674
	Doha Bank QPSC		5,384,692		2,210,591

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
QATAR — (Continued)
	Doha Insurance Co. QSC		178,039	$	116,746
*	Estithmar Holding QPSC		2,742,883		1,543,167
	Gulf International Services QSC		2,627,664		1,993,300
	Gulf Warehousing Co.		698,372		634,062
*	Lesha Bank LLC		3,250,016		1,184,095
	Mannai Corp. QSC		532,158		562,408
	Mazaya Real Estate Development QPSC		1,159,539		206,712
	Medicare Group		524,816		584,329
	Qatar Aluminum Manufacturing Co.		6,405,903		2,482,543
	Qatar Insurance Co. SAQ		3,614,391		2,246,032
	Qatar International Islamic Bank QSC		291,121		803,681
	Qatar Islamic Insurance Group		21,480		49,873
	Qatar National Cement Co. QSC		653,872		640,857
	Qatar Navigation QSC		1,512,736		4,388,325
	Salam International Investment Ltd. QSC		2,225,787		385,416
	United Development Co. QSC		4,050,423		1,221,889
	Vodafone Qatar QSC		5,136,998		2,498,445
*	Widam Food Co.		45,980		28,409
	Zad Holding Co.		13,514		51,864
TOTAL QATAR					30,470,405
RUSSIA — (0.0%)
* ††	Magnitogorsk Iron & Steel Works PJSC, GDR		32,799		0
* ††	Mechel PJSC, Sponsored ADR		123,618		0
* ††	PhosAgro PJSC		779		0
* ††	Rostelecom PJSC, Sponsored ADR		171,891		0
* ††	RusHydro PJSC, ADR		952,144		0
* ††	VTB Bank PJSC, GDR		27,705		0
SAUDI ARABIA — (4.7%)
*	Abdul Mohsen Al-Hokair Tourism & Development Co.		481,250		335,426
	Abdullah Al Othaim Markets Co.		1,244,508		4,126,233
	Abdullah Saad Mohammed Abo Moati Stationaries Co.		31,236		262,356
	Advanced Petrochemical Co.		124,858		1,423,523
	Al Babtain Power & Telecommunication Co.		120,559		1,324,853
*	Al Gassim Investment Holding Co.		45,834		223,971
	Al Hammadi Holding		252,667		3,736,383
*	Al Hassan Ghazi Ibrahim Shaker Co.		93,542		845,118
	Al Jouf Agricultural Development Co.		44,544		610,292
*	Al Jouf Cement Co.		167,328		511,854
*	Al Khaleej Training & Education Co.		124,167		1,088,890
	Al Masane Al Kobra Mining Co.		97,954		1,553,886
	Al Moammar Information Systems Co.		53,732		2,250,893
*	Al Rajhi Co. for Co-operative Insurance		62,352		2,192,958
*	Al Yamamah Steel Industries Co.		76,456		847,885
*	AlAbdullatif Industrial Investment Co.		108,640		504,798
	Alamar Foods		28,647		716,311
	Alandalus Property Co.		194,116		1,436,629
	Alaseel Co.		479,940		663,971
*	Al-Baha Development & Investment Co.		5,708,600		212,026
	Aldrees Petroleum & Transport Services Co.		127,998		5,713,694
*	Al-Etihad Cooperative Insurance Co.		68,752		483,938
*	AlJazira Takaful Ta’awuni Co.		104,041		512,734
*	AlKhorayef Water & Power Technologies Co.		32,838		2,040,273
*	Allianz Saudi Fransi Cooperative Insurance Co.		107,037		597,971
	Almunajem Foods Co.		48,392		1,549,397
*	Alujain Corp.		82,243		984,137
*	Amana Cooperative Insurance Co.		47,955		176,704
	Amlak International Finance Co.		32,922		125,316

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SAUDI ARABIA — (Continued)
*	Anaam International Holding Group Co.		817,444	$	235,273
*	Arabia Insurance Cooperative Co.		94,706		416,456
	Arabian Cement Co.		178,827		1,459,412
	Arabian Contracting Services Co.		43,611		2,540,213
*	Arabian Pipes Co.		16,683		809,699
*	Arabian Shield Cooperative Insurance Co.		86,559		522,493
	Arriyadh Development Co.		275,498		1,715,548
	Astra Industrial Group		134,321		6,218,335
	Ataa Educational Co.		36,431		688,480
	Baazeem Trading Co.		9,007		167,727
*	Bank Al-Jazira		1,719,351		7,412,127
	Basic Chemical Industries Ltd.		38,292		353,308
*	Batic Investments & Logistic Co.		369,133		314,174
	Bawan Co.		90,760		1,144,530
	BinDawood Holding Co.		510,295		1,286,096
*	Buruj Cooperative Insurance Co.		47,447		284,138
	Catrion Catering Holding Co.		138,748		4,668,629
	Cenomi Centers		354,997		2,367,886
*	Chubb Arabia Cooperative Insurance Co.		40,251		354,067
	City Cement Co.		215,742		1,192,903
	Dallah Healthcare Co.		111,569		4,869,868
*	Dar Al Arkan Real Estate Development Co.		1,733,568		6,137,525
	East Pipes Integrated Co. for Industry		23,331		890,426
	Eastern Province Cement Co.		116,026		1,032,741
	Electrical Industries Co.		1,772,460		2,230,882
*	Emaar Economic City		1,222,455		2,526,219
*	Fawaz Abdulaziz Al Hokair & Co., Class C		140,758		430,918
	Fitaihi Holding Group		420,136		453,984
*	Gulf General Cooperative Insurance Co.		77,334		321,413
	Gulf Insurance Group		65,479		656,374
*	Gulf Union Cooperative Insurance Co.		61,206		374,385
	Hail Cement Co.		149,374		455,614
	Herfy Food Services Co.		68,286		580,098
*	Jazan Development & Investment Co.		90,932		399,870
	L’Azurde Co. for Jewelry		83,263		342,985
	Leejam Sports Co. JSC		78,537		4,383,972
*	Liva Insurance Co.		59,423		324,025
	Maharah Human Resources Co.		861,640		1,446,347
*	Malath Cooperative Insurance Co.		84,556		443,898
*	Mediterranean & Gulf Cooperative Insurance & Reinsurance Co.		154,548		1,115,078
*	Methanol Chemicals Co.		115,818		521,388
*	Middle East Healthcare Co.		117,786		2,849,747
	Middle East Paper Co.		122,352		1,383,772
*	Middle East Specialized Cables Co.		50,327		445,372
	Mobile Telecommunications Co. Saudi Arabia		1,432,407		4,610,851
	Najran Cement Co.		265,590		703,971
*	Nama Chemicals Co.		39,377		331,368
*	Naseej International Trading Co.		9,376		203,659
*	National Agriculture Development Co.		521,761		4,867,247
	National Co. for Glass Industries		63,808		739,918
	National Co. for Learning & Education		41,585		1,670,771
	National Gas & Industrialization Co.		116,492		2,634,846
*	National Gypsum		47,161		350,240
*	National Industrialization Co., Class C		1,013,786		3,772,340
	National Medical Care Co.		80,526		3,945,625
*	National Metal Manufacturing & Casting Co.		19,775		103,654
	Nayifat Finance Co.		129,549		489,817
	Northern Region Cement Co.		279,916		730,206
	Qassim Cement Co.		58,280		917,485

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SAUDI ARABIA — (Continued)
*	Rabigh Refining & Petrochemical Co.		256,953	$	515,147
*	Raydan Food Co.		24,476		186,383
	Retal Urban Development Co.		224,694		548,913
*	Salama Cooperative Insurance Co.		10,260		91,345
*	Saudi Arabian Cooperative Insurance Co.		16,596		87,405
	Saudi Automotive Services Co.		117,378		2,606,493
	Saudi Cement Co.		231,880		2,838,889
	Saudi Ceramic Co.		118,245		1,111,476
	Saudi Chemical Co. Holding		1,535,816		3,289,933
*	Saudi Co. For Hardware CJSC		1,504		14,526
*	Saudi Ground Services Co.		40,797		593,226
*	Saudi Industrial Development Co.		23,922		65,764
	Saudi Industrial Investment Group		145,313		897,117
	Saudi Investment Bank		526,160		2,363,470
*	Saudi Kayan Petrochemical Co.		745,569		1,860,693
	Saudi Marketing Co.		67,912		471,687
	Saudi Paper Manufacturing Co.		71,527		1,442,912
*	Saudi Pharmaceutical Industries & Medical Appliances Corp.		174,167		1,729,066
*	Saudi Printing & Packaging Co., Class C		81,990		334,056
*	Saudi Public Transport Co.		248,132		1,336,404
*	Saudi Real Estate Co.		493,378		2,963,679
*	Saudi Reinsurance Co.		173,403		1,266,872
*	Saudi Research & Media Group		67,444		4,311,288
*	Saudi Vitrified Clay Pipe Co. Ltd.		18,151		218,383
	Saudia Dairy & Foodstuff Co.		49,883		4,859,633
*	Scientific & Medical Equipment House Co.		24,263		338,281
*	Seera Group Holding		535,616		3,898,689
	SHL Finance Co.		48,474		209,108
*	Sinad Holding Co.		185,868		658,646
	Southern Province Cement Co.		174,170		1,852,612
	Sumou Real Estate Co.		4,238		70,466
	Sustained Infrastructure Holding Co.		127,131		1,283,944
*	Tabuk Agriculture		51,454		262,833
*	Tabuk Cement Co.		137,498		476,805
*	Takween Advanced Industries Co.		87,851		329,368
	Tanmiah Food Co.		13,284		493,745
	Theeb Rent A Car Co.		65,697		1,196,285
*	Umm Al-Qura Cement Co.		85,187		379,376
	United Electronics Co.		134,725		3,555,169
	United International Transportation Co.		124,963		2,781,142
	United Wire Factories Co.		42,559		375,540
*	Walaa Cooperative Insurance Co.		124,183		1,013,145
*	Wataniya Insurance Co.		49,099		397,677
	Yamama Cement Co.		375,757		3,474,690
	Yanbu Cement Co.		238,700		1,860,309
	Zahrat Al Waha For Trading Co., Class C		29,213		335,077
*	Zamil Industrial Investment Co.		118,960		646,940
TOTAL SAUDI ARABIA					193,787,420
SINGAPORE — (0.0%)
* ††	Tech-Pro, Inc.		43,862,000		0
SOUTH AFRICA — (2.7%)
	Adcock Ingram Holdings Ltd.		173,494		510,690
	Advtech Ltd.		2,578,964		3,922,316
	AECI Ltd.		282,814		1,408,383
	African Rainbow Minerals Ltd.		296,695		3,064,898
	Afrimat Ltd.		233,924		797,294
	Alexander Forbes Group Holdings Ltd.		1,437,620		486,241

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH AFRICA — (Continued)
	Altron Ltd., Class A		631,230	$	381,261
*	Astral Foods Ltd.		102,031		802,671
#	AVI Ltd.		939,094		4,323,233
	Barloworld Ltd.		425,747		1,956,278
*	Blue Label Telecoms Ltd.		1,181,745		268,877
# *	Brait PLC		2,328,289		161,066
	Cashbuild Ltd.		50,175		411,837
	Caxton & CTP Publishers & Printers Ltd.		343,385		188,763
	City Lodge Hotels Ltd.		1,058,420		233,134
	Coronation Fund Managers Ltd.		562,518		910,594
	Curro Holdings Ltd.		399,634		228,048
	DataTec Ltd.		1,605,615		3,104,479
W	Dis-Chem Pharmacies Ltd.		1,065,344		1,854,474
	DRDGOLD Ltd.		1,386,609		1,099,490
	Famous Brands Ltd.		198,212		579,028
#	Foschini Group Ltd.		874,311		4,616,180
	Grindrod Ltd.		1,566,967		1,080,543
#	Harmony Gold Mining Co. Ltd., Sponsored ADR		1,561,263		13,380,024
	Hudaco Industries Ltd.		88,913		792,315
	Italtile Ltd.		928,768		468,371
	JSE Ltd.		232,819		1,061,761
*	KAP Ltd.		5,944,254		811,029
*	Lesaka Technologies, Inc.		776		3,251
	Lewis Group Ltd.		192,088		449,857
	Life Healthcare Group Holdings Ltd.		3,875,531		2,211,178
	Merafe Resources Ltd.		3,205,125		212,937
*	Metair Investments Ltd.		477,183		297,008
	Momentum Metropolitan Holdings		3,144,447		3,422,659
	Motus Holdings Ltd.		384,063		1,700,836
	Mpact Ltd.		463,793		628,292
	Mr Price Group Ltd.		678,239		6,283,547
*	MultiChoice Group		454,852		2,907,220
	Netcare Ltd.		3,573,872		2,164,235
	Ninety One Ltd.		572,480		1,184,003
	Northam Platinum Holdings Ltd.		351,396		2,328,237
	Oceana Group Ltd.		244,580		986,127
#	Old Mutual Ltd.		2,659,401		1,562,525
	Omnia Holdings Ltd.		437,540		1,242,106
	Pick n Pay Stores Ltd.		987,025		1,056,223
*	PPC Ltd.		3,163,427		546,943
	PSG Financial Services Ltd.		2,017,236		1,617,795
	Raubex Group Ltd.		488,630		787,910
*	RCL Foods Ltd.		535,302		298,947
	Reunert Ltd.		445,875		1,565,056
	RFG Holdings Ltd.		343,641		245,271
	Santam Ltd.		131,354		2,094,503
	Sappi Ltd.		1,508,335		4,051,993
*	Southern Sun Ltd.		92,144		25,259
*	SPAR Group Ltd.		508,704		2,620,934
	Spur Corp. Ltd.		202,429		326,535
	Sun International Ltd.		802,125		1,566,196
	Super Group Ltd.		907,674		1,343,745
*	Telkom SA SOC Ltd.		755,307		953,242
#	Thungela Resources Ltd.		287,825		2,018,806
	Tiger Brands Ltd.		420,819		4,577,510
# *	Transaction Capital Ltd.		1,423,791		205,623
*	Trencor Ltd.		903,601		343,729
	Truworths International Ltd.		971,043		3,881,888
	Tsogo Sun Ltd.		1,129,167		676,895

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH AFRICA — (Continued)
*	We Buy Cars Pty. Ltd.		465,266	$	494,158
	Wilson Bayly Holmes-Ovcon Ltd.		184,183		1,360,946
*	Zeda Ltd.		502,013		313,542
TOTAL SOUTH AFRICA					109,460,945
SOUTH KOREA — (10.1%)
*	3S Korea Co. Ltd.		154,715		289,030
	ABco Electronics Co. Ltd.		34,238		298,144
	ABOV Semiconductor Co. Ltd.		8,956		99,185
# *	Abpro Bio Co. Ltd.		630,240		231,703
*	ADTechnology Co. Ltd.		32,888		925,645
	Advanced Nano Products Co. Ltd.		26,011		2,173,806
	Advanced Process Systems Corp.		34,806		871,968
	Aekyung Chemical Co. Ltd.		35,661		319,087
	Aekyung Industrial Co. Ltd.		21,735		324,821
*	Agabang&Company		67,415		247,041
#	Ahnlab, Inc.		20,292		928,030
*	Air Busan Co. Ltd.		36,739		71,531
	Ajin Industrial Co. Ltd.		88,562		253,804
	AK Holdings, Inc.		1,713		18,748
*	ALUKO Co. Ltd.		165,011		394,225
# *	Amicogen, Inc.		132,820		732,841
*	Aminologics Co. Ltd.		199,202		214,620
*	Amo Greentech Co. Ltd.		25,182		188,356
*	Amotech Co. Ltd.		35,475		190,536
*	Anam Electronics Co. Ltd.		186,008		251,067
*	Ananti, Inc.		197,211		904,335
*	Anapass, Inc.		10,439		161,237
*	Anterogen Co. Ltd.		18,586		192,684
	APRO Co. Ltd.		1,846		15,477
*	Aprogen, Inc.		268,248		304,459
*	APS, Inc.		44,932		233,199
* ††	Arion Technology, Inc.		1,721		0
	Asia Cement Co. Ltd.		54,970		401,440
	ASIA Holdings Co. Ltd.		3,528		603,753
	Asia Pacific Satellite, Inc.		19,738		247,590
	Asia Paper Manufacturing Co. Ltd.		81,215		497,924
*	Asiana Airlines, Inc.		82,372		651,685
	Atinum Investment Co. Ltd.		117,276		237,392
	Avaco Co. Ltd.		31,776		415,727
	Avatec Co. Ltd.		7,666		69,093
	Baiksan Co. Ltd.		44,605		442,845
*	Barunson Entertainment & Arts Corp.		6,431		2,679
*	Beno Tnr, Inc.		34,664		105,216
	BGF Co. Ltd.		103,379		281,246
	BGFecomaterials Co. Ltd.		82,075		237,160
#	BH Co. Ltd.		80,510		1,005,990
*	BHI Co. Ltd.		39,293		245,169
# *	Binex Co. Ltd.		83,552		840,295
	Binggrae Co. Ltd.		14,995		772,047
	Bio Plus Co. Ltd.		47,003		217,847
*	Biodyne Co. Ltd.		41,035		267,701
*	Bioneer Corp.		62,522		1,363,697
*	Biosolution Co. Ltd.		2,671		36,062
	BIT Computer Co. Ltd.		29,596		129,159
*	BNC Korea Co. Ltd.		162,737		754,420
#	Boditech Med, Inc.		44,167		507,060
	BoKwang Industry Co. Ltd.		47,681		185,645
	Bookook Securities Co. Ltd.		10,528		184,529

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Boryung		107,363	$	862,005
*	Bosung Power Technology Co. Ltd.		135,252		319,420
	Brand X Co. Ltd.		13,892		50,001
* ††	Bucket Studio Co. Ltd.		55,178		8,623
*	Bukwang Pharmaceutical Co. Ltd.		119,347		547,403
*	BusinessOn Communication Co. Ltd.		9,828		101,490
	BYC Co. Ltd.		10,070		284,149
	Byucksan Corp.		131,559		213,294
*	C&C International Corp.		4,331		263,797
*	Cafe24 Corp.		42,602		462,919
*	CammSys Corp.		198,279		201,205
	Caregen Co. Ltd.		27,892		439,248
*	Chabiotech Co. Ltd.		49,264		606,350
	Chemtronics Co. Ltd.		39,956		804,196
*	Chemtros Co. Ltd.		53,634		263,498
#	Cheryong Electric Co. Ltd.		38,769		1,721,178
*	ChinHung International, Inc.		207,572		142,667
*	Chips&Media, Inc.		37,182		577,784
*	Choil Aluminum Co. Ltd.		226,703		387,090
*	Chokwang Leather Co. Ltd.		607		22,720
	Chong Kun Dang Pharmaceutical Corp.		21,323		1,600,540
	Chongkundang Holdings Corp.		11,961		531,575
* ††	Chorokbaem Media Co. Ltd.		49,739		36,456
# *	Chunbo Co. Ltd.		8,687		482,870
*	CJ Bioscience, Inc.		259		2,757
*	CJ CGV Co. Ltd.		186,085		770,432
*	CJ ENM Co. Ltd.		28,541		1,561,461
	CJ Freshway Corp.		17,881		295,223
*	CKD Bio Corp.		10,942		192,082
	CLIO Cosmetics Co. Ltd.		13,245		334,564
*	CMG Pharmaceutical Co. Ltd.		327,955		498,965
*	CoAsia Corp.		10,028		53,698
*	Com2uS Holdings Corp.		12,556		270,341
	Com2uSCorp.		26,297		754,860
*	ContentreeJoongAng Corp.		21,259		205,145
*	Coreana Cosmetics Co. Ltd.		52,223		117,697
*	Corentec Co. Ltd.		19,152		127,374
	Cosmax, Inc.		25,280		2,550,534
*	Cosmecca Korea Co. Ltd.		16,670		427,440
*	Cosmochemical Co. Ltd.		51,589		1,179,748
#	COWELL FASHION Co. Ltd.		49,398		113,810
	Cowintech Co. Ltd.		15,842		263,288
	CR Holdings Co. Ltd.		73,982		322,448
# *	Creative & Innovative System		162,892		1,337,145
	Creverse, Inc.		6,861		94,036
*	CrystalGenomics Invites Co. Ltd.		133,930		289,966
*	CS Bearing Co. Ltd.		24,068		140,266
# *	CTC BIO, Inc.		58,083		340,617
*	Cube Entertainment, Inc.		1,854		19,635
	Cuckoo Holdings Co. Ltd.		26,747		378,570
#	Cuckoo Homesys Co. Ltd.		25,090		418,740
*	Curexo, Inc.		42,724		374,117
	Cymechs, Inc.		19,555		296,467
*	D&C Media Co. Ltd.		4,809		85,558
#	D.I Corp.		73,014		1,036,654
*	DA Technology Co. Ltd.		133,285		19,577
	Dae Hwa Pharmaceutical Co. Ltd.		38,577		307,636
	Dae Won Kang Up Co. Ltd.		125,990		522,138
* ††	Dae Yu Co. Ltd.		4,904		1,529

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
*	Daea TI Co. Ltd..		195,936	$	435,056
*	Daebo Magnetic Co. Ltd.		7,816		141,522
*	Daechang Co. Ltd		131,727		150,429
	Daechang Forging Co. Ltd.		20,949		100,878
	Daedong Corp.		53,430		461,616
	Daeduck Co. Ltd.		4,472		20,337
	Daeduck Electronics Co. Ltd.		110,072		1,826,410
	Daehan Flour Mill Co. Ltd.		3,196		317,024
	Daehan New Pharm Co. Ltd.		32,177		185,801
	Daehan Steel Co. Ltd.		34,780		351,866
*	Dae-Il Corp.		74,654		315,947
*	Daejoo Electronic Materials Co. Ltd.		35,811		2,401,731
#	Daesang Corp.		73,468		1,162,416
	Daesang Holdings Co. Ltd.		46,079		288,617
	Daesung Energy Co. Ltd.		28,072		177,865
	Daesung Holdings Co. Ltd.		3,322		21,874
*	Daesung Industrial Co. Ltd.		72,040		198,126
*	Daesung Private Equity, Inc.		10,556		15,376
	Daewon Media Co. Ltd.		26,165		192,777
	Daewon Pharmaceutical Co. Ltd.		54,458		588,041
	Daewon San Up Co. Ltd.		13,387		63,557
*	Daewoo Engineering & Construction Co. Ltd.		184,641		508,748
	Daewoong Co. Ltd.		62,362		847,814
	Daewoong Pharmaceutical Co. Ltd.		13,972		1,127,061
*	Dahaam E-Tec Co. Ltd.		2,100		0
	Daihan Pharmaceutical Co. Ltd.		18,865		387,372
	Daishin Securities Co. Ltd.		112,901		1,279,124
# *	Danal Co. Ltd.		174,569		489,638
	Daol Investment & Securities Co. Ltd.		128,420		294,630
	Daou Data Corp.		46,710		419,406
	Daou Technology, Inc.		91,181		1,296,940
*	Dasan Networks, Inc.		89,525		245,234
# *	Dawonsys Co. Ltd.		102,426		993,410
	DB Financial Investment Co. Ltd.		88,961		273,529
*	DB, Inc.		261,190		270,573
*	Dear U Co. Ltd.		4,401		83,869
*	Dentis Co. Ltd.		34,911		233,192
	Dentium Co. Ltd.		22,411		2,090,914
	Deutsch Motors, Inc.		62,031		233,411
# *	Devsisters Co. Ltd.		13,354		460,354
*	Dexter Studios Co. Ltd.		58,162		294,187
	DGB Financial Group, Inc.		566,199		3,458,537
	DI Dong Il Corp.		52,667		969,179
	Digital Daesung Co. Ltd.		50,789		258,756
	Digital Imaging Technology Co. Ltd.		10,762		224,071
*	DIO Corp.		30,199		446,491
*	DK Tech Co. Ltd.		9,051		56,609
	DL E&C Co. Ltd.		55,184		1,479,314
	DL Holdings Co. Ltd.		33,762		1,295,556
* ††	DMOA Co. Ltd.		414,534		64,785
	DMS Co. Ltd.		57,720		262,478
	DN Automotive Corp.		4,204		253,712
	DNF Co. Ltd.		26,963		422,061
	Dohwa Engineering Co. Ltd.		49,605		266,775
	Dong Ah Tire & Rubber Co. Ltd.		15,897		140,314
	Dong-A Socio Holdings Co. Ltd.		9,972		795,251
	Dong-A ST Co. Ltd.		15,843		771,314
	Dongbang Transport Logistics Co. Ltd.		86,581		137,233
	Dongjin Semichem Co. Ltd.		4,753		146,948

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Dongkoo Bio & Pharma Co. Ltd.		21,999	$	105,976
#	DongKook Pharmaceutical Co. Ltd.		83,756		994,097
	Dongkuk Holdings Co. Ltd.		40,445		244,967
	Dongkuk Industries Co. Ltd.		106,036		549,391
	Dongkuk Steel Mill Co. Ltd.		108,638		922,289
*	Dongkuk Structures & Construction Co. Ltd.		93,874		199,444
	Dongsuh Cos., Inc.		14,928		205,256
	Dongsung Chemical Co. Ltd.		86,675		287,964
	Dongsung Finetec Co. Ltd.		60,256		558,382
*	Dongsung Pharmaceutical Co. Ltd.		24,408		91,198
# *	Dongwha Enterprise Co. Ltd.		17,954		731,358
	Dongwha Pharm Co. Ltd.		71,325		449,003
	Dongwon Development Co. Ltd.		124,021		241,467
	Dongwon F&B Co. Ltd.		22,886		642,480
#	Dongwon Systems Corp.		18,239		561,341
	Dongwoon Anatech Co. Ltd.		41,650		608,930
	Dongyang E&P, Inc.		18,219		266,601
	Doosan Co. Ltd.		1,667		182,094
# *	Doosan Fuel Cell Co. Ltd.		121,308		1,733,841
#	Doosan Tesna, Inc.		20,410		711,662
	DoubleUGames Co. Ltd.		39,354		1,242,149
	Douzone Bizon Co. Ltd.		35,859		1,538,744
*	Dream Security Co. Ltd.		88,257		212,781
	Dreamtech Co. Ltd.		100,119		680,057
*	DRTECH Corp.		183,856		452,745
*	DSK Co. Ltd.		6,892		32,318
	Duck Yang Industry Co. Ltd.		51,906		190,016
*	Duk San Neolux Co. Ltd.		38,011		1,047,176
*	Duksan Hi-Metal Co. Ltd.		17,426		92,096
*	Duksan Techopia Co. Ltd.		4,254		124,996
	Duksung Co. Ltd.		2,357		14,968
	DY Corp.		52,995		220,887
	DY POWER Corp.		19,325		182,266
*	Dynamic Design Co. Ltd.		10,881		56,983
	DYPNF Co. Ltd.		6,176		99,319
* ††	E Investment&Development Co. Ltd.		74,253		14,022
	E1 Corp.		10,584		525,285
	Easy Bio, Inc.		87,948		263,355
#	Easy Holdings Co. Ltd.		107,856		255,676
	Echo Marketing, Inc.		47,688		471,544
	Ecoplastic Corp.		76,577		253,586
#	Ecopro HN Co. Ltd.		33,131		1,627,550
* ††	Ehwa Technologies Information Co. Ltd.		455,538		55,702
	Elensys Co. Ltd.		11,333		52,797
	Elentec Co. Ltd.		47,311		267,424
	E-MART, Inc.		10,670		489,345
*	EMKOREA Co. Ltd.		113,508		228,946
*	EMRO, Inc.		12,522		603,440
#	EM-Tech Co. Ltd.		42,707		1,038,043
*	Enchem Co. Ltd.		604		123,559
#	ENF Technology Co. Ltd.		33,305		667,814
*	Envioneer Co. Ltd.		732		10,369
*	Enzychem Lifesciences Corp.		18,213		25,828
	Eo Technics Co. Ltd.		774		131,400
*	Eoflow Co. Ltd.		5,280		16,243
* ††	E-TRON Co. Ltd.		1,594,702		86,537
*	Eubiologics Co. Ltd.		76,572		741,896
#	Eugene Corp.		140,289		361,046
	Eugene Investment & Securities Co. Ltd.		196,429		616,212

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Eugene Technology Co. Ltd.		48,507	$	1,845,160
	Eusu Holdings Co. Ltd.		40,532		164,895
*	EV Advanced Material Co. Ltd.		130,754		238,793
*	Exem Co. Ltd.		168,497		316,740
	Exicon Co. Ltd.		11,282		169,131
	F&F Holdings Co. Ltd.		1,979		21,514
	FarmStory Co. Ltd.		195,611		226,985
*	Fine M-Tec Co. Ltd.		2,624		16,246
#	Fine Semitech Corp.		39,942		943,862
*	Firstec Co. Ltd.		96,567		230,979
*	Flask Co. Ltd.		70,072		40,002
# *	Foosung Co. Ltd.		191,113		1,063,440
	Fursys, Inc.		10,910		297,447
*	FutureChem Co. Ltd.		34,286		324,112
	Gabia, Inc.		41,698		535,353
*	GAEASOFT.		28,220		153,780
	Galaxia Moneytree Co. Ltd.		61,913		343,334
*	GAMSUNG Corp. Co. Ltd.		182,717		421,860
*	Gaon Cable Co. Ltd.		3,769		133,994
	GC Cell Corp.		24,068		666,431
*	GemVax & Kael Co. Ltd.		35,492		301,813
*	Gemvaxlink Co. Ltd.		194,256		425,789
*	GeneOne Life Science, Inc.		214,850		380,942
*	Genexine, Inc.		98,031		529,820
*	Genie Music Corp.		18,369		41,469
*	Genome & Co.		9,543		47,561
*	Genomictree, Inc.		30,768		487,865
	Geumhwa PSC Co. Ltd.		6,842		138,853
*	Giantstep, Inc.		22,911		150,415
	Global Standard Technology Co. Ltd.		16,924		587,020
*	Global Tax Free Co. Ltd.		93,886		312,755
*	GnBS eco Co. Ltd.		2,900		12,212
	GOLFZON Co. Ltd.		13,009		732,013
	Golfzon Newdin Holdings Co. Ltd.		68,106		189,606
# * ††	Good People Co. Ltd.		112,659		0
	Gradiant Corp.		27,715		324,564
#	Grand Korea Leisure Co. Ltd.		96,422		987,841
#	Green Cross Corp.		15,863		1,303,315
	Green Cross Holdings Corp.		74,695		864,040
	Green Cross Wellbeing Corp.		1,603		11,816
*	Green Plus Co. Ltd.		4,861		38,337
*	GS Engineering & Construction Corp.		202,780		2,403,780
	GS Global Corp.		133,558		237,253
	Gwangju Shinsegae Co. Ltd.		9,662		217,406
	HAESUNG DS Co. Ltd.		34,794		1,244,792
	Haesung Industrial Co. Ltd.		14,187		76,294
	Han Kuk Carbon Co. Ltd.		101,139		827,953
#	Hana Materials, Inc.		21,077		812,702
#	Hana Micron, Inc.		104,922		2,033,522
	Hana Pharm Co. Ltd.		2,755		26,438
*	Hana Technology Co. Ltd.		13,955		596,346
	Hana Tour Service, Inc.		20,874		933,581
*	Hanall Biopharma Co. Ltd.		64,871		1,680,641
	Hancom, Inc.		48,360		828,880
	Handok, Inc.		26,292		262,619
	Handsome Co. Ltd.		40,624		575,201
	Hanil Cement Co. Ltd.		41,965		396,236
	Hanil Feed Co. Ltd.		21,621		78,211
	Hanil Holdings Co. Ltd.		42,979		392,380

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Hanil Hyundai Cement Co. Ltd.		8,926	$	96,549
	Hanjin Transportation Co. Ltd.		22,702		340,838
	Hankook Shell Oil Co. Ltd.		2,067		403,677
	HanmiGlobal Co. Ltd.		23,691		277,527
	Hannong Chemicals, Inc.		22,149		286,923
*	Hans Biomed Corp.		1,113		10,510
#	Hansae Co. Ltd.		43,336		674,626
	Hansae Yes24 Holdings Co. Ltd.		9,629		32,948
	Hanshin Machinery Co.		91,455		298,375
	Hansol Holdings Co. Ltd.		93,816		190,893
*	Hansol IONES Co. Ltd.		71,025		649,914
	Hansol Paper Co. Ltd.		48,916		380,788
	Hansol Technics Co. Ltd.		81,362		327,912
	Hanssem Co. Ltd.		6,935		281,748
*	Hansung Cleantech Co. Ltd.		71,889		131,742
*	Hanwha Engine		128,636		1,180,537
# *	Hanwha Galleria Corp.		277,929		279,593
	Hanwha General Insurance Co. Ltd.		181,867		661,425
*	Hanwha Investment & Securities Co. Ltd.		386,884		940,911
*	Hanyang Digitech Co. Ltd.		10,693		220,002
	Hanyang Eng Co. Ltd.		32,984		483,285
	Hanyang Securities Co. Ltd.		27,737		212,199
	Harim Co. Ltd.		152,048		335,467
	Harim Holdings Co. Ltd.		142,560		677,335
	HB SOLUTION Co. Ltd.		110,496		502,854
	HB Technology Co. Ltd.		174,261		439,742
	HD Hyundai Construction Equipment Co. Ltd.		36,580		1,438,157
*	HD Hyundai Energy Solutions Co. Ltd.		13,203		225,664
	HD Hyundai Infracore Co. Ltd.		320,618		1,907,440
	HDC Holdings Co. Ltd.		44,038		278,937
	HDC Hyundai Development Co-Engineering & Construction, Class E		108,837		1,380,348
	HDC Hyundai Engineering Plastics Co. Ltd.		10,107		30,905
	Hecto Financial Co. Ltd.		8,753		114,255
	Hecto Innovation Co. Ltd.		24,674		236,217
# *	Helixmith Co. Ltd.		115,106		365,824
#	HFR, Inc.		24,379		272,244
	Hite Jinro Co. Ltd.		95,659		1,450,353
*	HJ Magnolia Yongpyong Hotel & Resort Corp.		90,531		183,011
*	HJ Shipbuilding & Construction Co. Ltd.		79,625		180,934
	HK inno N Corp.		27,102		757,067
	HL Holdings Corp.		18,795		460,489
	HL Mando Co. Ltd.		46,742		1,318,222
*	HLB Biostep Co. Ltd.		123,603		330,770
*	HLB Therapeutics Co. Ltd.		188,692		1,529,128
	Home Center Holdings Co. Ltd.		233,830		192,675
*	Homecast Co. Ltd.		100,408		209,265
	HS Industries Co. Ltd.		89,994		266,337
# *	Humasis Co. Ltd.		143,067		190,763
*	Humax Co. Ltd.		51,352		90,947
	Humedix Co. Ltd.		19,277		467,968
#	Huons Co. Ltd.		26,666		662,465
	Huons Global Co. Ltd.		19,370		298,802
	Husteel Co. Ltd.		61,559		205,181
	Huvitz Co. Ltd.		27,773		260,776
	Hwa Shin Co. Ltd.		51,695		404,069
#	Hwaseung Enterprise Co. Ltd.		40,872		277,393
	Hy-Lok Corp.		25,144		491,999
	Hyosung Advanced Materials Corp., Class C		4,921		1,298,379
#	Hyosung Corp.		26,240		1,139,418

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Hyosung Heavy Industries Corp.		6,040	$	1,347,850
	Hyosung TNC Corp.		7,382		1,955,913
	Hyundai Bioland Co. Ltd.		33,411		219,474
*	Hyundai BNG Steel Co. Ltd.		31,868		498,246
	Hyundai Corp.		21,340		263,823
	Hyundai Department Store Co. Ltd.		43,453		1,643,639
#	Hyundai Elevator Co. Ltd.		40,890		1,192,055
	Hyundai Ezwel Co. Ltd.		53,439		223,301
	Hyundai Futurenet Co. Ltd.		85,643		288,172
	Hyundai GF Holdings		97,440		340,271
	Hyundai Green Food		7,889		69,291
	Hyundai Home Shopping Network Corp.		8,854		348,964
*	Hyundai Livart Furniture Co. Ltd.		37,796		207,715
	Hyundai Motor Securities Co. Ltd.		55,151		354,236
	Hyundai Movex Co. Ltd.		16,299		34,536
	Hyundai Pharmaceutical Co. Ltd.		65,014		177,475
	Hyundai Wia Corp.		51,447		2,141,506
	HyVision System, Inc.		35,874		547,421
	i3system, Inc.		15,256		466,863
*	iA, Inc.		880,017		241,037
*	ICD Co. Ltd.		38,800		245,635
*	Il Dong Pharmaceutical Co. Ltd.		6,013		67,198
	Iljin Diamond Co. Ltd.		7,510		84,889
	Iljin Electric Co. Ltd.		76,462		1,209,631
	Iljin Holdings Co. Ltd.		66,086		204,498
*	Iljin Hysolus Co. Ltd.		7,387		124,031
	Iljin Power Co. Ltd.		28,946		263,896
	Ilshin Spinning Co. Ltd.		49,958		324,621
	Ilsung Pharmaceuticals Co. Ltd.		20,685		296,779
	Ilyang Pharmaceutical Co. Ltd.		39,518		395,067
*	IM Co. Ltd.		5,089		28,676
	iMarketKorea, Inc.		56,029		341,835
	InBody Co. Ltd.		38,971		835,887
	Incross Co. Ltd.		22,756		152,299
*	Infinitt Healthcare Co. Ltd.		19,779		73,811
	Innocean Worldwide, Inc.		56,980		934,510
	InnoWireless Co. Ltd.		18,114		335,024
	Innox Advanced Materials Co. Ltd.		42,455		981,070
*	Inscobee, Inc.		286,035		252,170
# *	Insun ENT Co. Ltd.		102,136		480,992
*	Insung Information Co. Ltd.		70,630		142,739
	Intellian Technologies, Inc.		21,427		980,480
	Intelligent Digital Integrated Security Co. Ltd.		17,544		233,673
*	Interflex Co. Ltd.		38,362		402,495
	Interojo Co. Ltd.		24,056		433,394
#	INTOPS Co. Ltd.		32,084		615,520
#	iNtRON Biotechnology, Inc.		82,171		411,280
	Inzi Controls Co. Ltd.		882		4,839
#	IS Dongseo Co. Ltd.		49,372		954,325
#	ISC Co. Ltd.		19,130		1,001,917
	i-SENS, Inc.		61,743		871,485
*	ISU Chemical Co. Ltd.		48,843		426,954
*	ISU Specialty Chemical		11,891		2,920,839
*	ITEK, Inc.		37,024		203,442
# *	ITM Semiconductor Co. Ltd.		7,456		105,370
*	Jahwa Electronics Co. Ltd.		38,252		696,889
	JASTECH Ltd.		16,616		105,068
	JB Financial Group Co. Ltd.		140,462		1,347,714
	JC Chemical Co. Ltd.		34,668		156,430

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Jeil Pharmaceutical Co. Ltd.		9,855	$	118,099
*	Jeisys Medical, Inc.		144,955		1,005,086
*	Jeju Air Co. Ltd.		88,222		711,720
*	Jeju Semiconductor Corp.		98,093		1,558,294
*	Jin Air Co. Ltd.		62,070		624,576
	Jinsung T.E.C.		36,955		261,447
*	JNK Heaters Co. Ltd.		62,635		190,122
*	JNTC Co. Ltd.		14,352		209,748
*	JoyCity Corp.		102,173		182,345
	JS Corp.		752		10,225
#	Jusung Engineering Co. Ltd.		82,875		2,052,618
	JVM Co. Ltd.		18,939		408,673
	JW Holdings Corp.		189,488		413,908
	JW Life Science Corp.		28,941		260,244
	JW Pharmaceutical Corp.		44,214		982,050
*	JW Shinyak Corp.		81,839		107,462
#	K Car Co. Ltd.		29,897		285,984
*	Kakao Games Corp.		14,838		231,729
	Kangnam Jevisco Co. Ltd.		9,315		186,928
*	Kangstem Biotech Co. Ltd.		25,235		47,972
	KAON Group Co. Ltd.		46,535		187,206
	KC Co. Ltd.		27,573		435,868
	KC Tech Co. Ltd.		30,014		786,933
	KCC Glass Corp.		30,162		873,502
	KCTC		25,319		74,633
	KEC Corp.		456,631		449,390
*	Kencoa Aerospace Co.		21,517		170,470
	KEPCO Plant Service & Engineering Co. Ltd.		65,626		1,665,173
*	KEYEAST Co. Ltd.		43,850		181,860
	KG Chemical Corp.		96,558		396,648
	KG Dongbusteel		23,234		118,426
	KG Eco Solution Co. Ltd.		62,240		404,202
* ††	KG Mobility Co.		89,851		397,951
#	Kginicis Co. Ltd.		48,990		407,954
	KGMobilians Co. Ltd.		57,542		208,024
#	KH Vatec Co. Ltd.		54,756		607,843
*	Kib Plug Energy		547,931		164,496
*	KidariStudio, Inc.		28,757		95,956
	KINX, Inc.		8,997		595,513
	KISCO Corp.		60,091		515,273
	KISCO Holdings Co. Ltd.		31,963		529,671
	KISWIRE Ltd.		36,878		684,456
*	KMW Co. Ltd.		59,703		658,246
*	KNJ Co. Ltd.		16,518		230,668
*	KNW Co. Ltd.		22,133		122,019
*	KoBioLabs, Inc.		24,325		135,474
	Koentec Co. Ltd.		82,232		415,779
#	Koh Young Technology, Inc.		186,625		2,176,228
#	Kolmar BNH Co. Ltd.		37,255		426,393
	Kolmar Holdings Co. Ltd.		60,370		367,336
	Kolmar Korea Co. Ltd.		48,179		1,739,327
	Kolon Corp.		21,066		249,288
#	Kolon Industries, Inc.		55,356		1,593,385
*	Kolon Life Science, Inc.		4,872		78,706
	Kolon Plastic, Inc.		34,751		180,868
#	KoMiCo Ltd.		21,663		1,417,904
#	KONA I Co. Ltd.		21,596		273,942
	Korea Alcohol Industrial Co. Ltd.		47,508		364,251
	Korea Asset In Trust Co. Ltd.		179,677		399,720

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Korea Cast Iron Pipe Industries Co. Ltd.		31,881	$	147,530
*	Korea Circuit Co. Ltd.		42,486		484,767
*	Korea District Heating Corp.		383		11,131
	Korea Electric Terminal Co. Ltd.		17,663		819,162
	Korea Electronic Power Industrial Development Co. Ltd.		52,760		290,284
	Korea Export Packaging Industrial Co. Ltd.		44,390		86,824
# *	Korea Information & Communications Co. Ltd.		36,899		236,002
	Korea Information Certificate Authority, Inc.		11,323		39,259
*	Korea Line Corp.		534,830		690,829
	Korea Movenex Co. Ltd.		71,212		261,455
#	Korea Petrochemical Ind Co. Ltd.		11,127		1,090,954
	Korea Pharma Co. Ltd.		3,319		45,940
	Korea Real Estate Investment & Trust Co. Ltd.		504,964		370,079
	Korea United Pharm, Inc.		33,488		594,516
	Korean Reinsurance Co.		376,293		2,224,138
*	KOSES Co. Ltd.		22,051		236,139
*	KPS Corp.		17,118		79,219
	KPX Chemical Co. Ltd.		5,845		191,943
	KSS LINE Ltd.		53,011		316,660
*	Kt alpha Co. Ltd.		48,777		179,621
	KT Skylife Co. Ltd.		60,064		241,903
	KTCS Corp.		108,800		250,659
	Kukdong Oil & Chemicals Co. Ltd.		39,533		111,553
# * ††	Kuk-il Paper Manufacturing Co. Ltd.		190,710		20,698
	Kukjeon Pharmaceutical Co. Ltd.		31,679		128,848
*	Kumho HT, Inc.		255,774		111,647
# *	Kumho Tire Co., Inc.		126,340		639,720
*	KUMHOE&C Co. Ltd.		60,792		186,180
	Kumkang Kind Co. Ltd.		52,507		206,226
	Kwang Dong Pharmaceutical Co. Ltd.		112,403		553,814
*	Kwangmu Co. Ltd.		25,875		61,866
	KX Innovation Co. Ltd.		69,335		237,795
	Kyeryong Construction Industrial Co. Ltd.		21,408		212,604
	Kyobo Securities Co. Ltd.		58,656		212,734
	Kyongbo Pharmaceutical Co. Ltd.		36,171		194,713
	Kyung Dong Navien Co. Ltd.		21,138		908,902
	Kyungbang Co. Ltd.		2,785		15,348
	KyungDong City Gas Co. Ltd.		10,595		147,946
	Kyungdong Pharm Co. Ltd.		57,017		262,413
	Kyung-In Synthetic Corp.		101,373		250,787
	L&C Bio Co. Ltd.		34,106		497,621
*	L&K Biomed Co. Ltd.		2,662		16,548
*	LabGenomics Co. Ltd.		160,572		318,319
# *	Lake Materials Co. Ltd.		115,339		1,887,960
*	LaonPeople, Inc.		7,151		33,084
# *	LB Semicon, Inc.		114,801		605,865
	LEADCORP, Inc.		34,577		133,801
	Lee Ku Industrial Co. Ltd.		36,342		172,626
	LF Corp.		49,088		547,009
	LG HelloVision Co. Ltd.		105,600		257,180
	LOT Vacuum Co. Ltd.		42,497		606,874
	Lotte Chilsung Beverage Co. Ltd.		11,100		1,015,621
*	Lotte Data Communication Co.		6,698		146,478
	Lotte Energy Materials Corp.		27,147		883,044
	LOTTE Fine Chemical Co. Ltd.		48,299		1,567,680
	LOTTE Himart Co. Ltd.		34,338		238,570
*	Lotte Non-Life Insurance Co. Ltd.		155,474		389,134
	Lotte Rental Co. Ltd.		23,420		459,473
#	Lotte Wellfood Co. Ltd.		7,377		713,836

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	LS Eco Energy Ltd.		35,473	$	779,273
	LS Marine Solution Co. Ltd.		41,609		339,953
*	LTC Co. Ltd.		3,288		36,056
*	LVMC Holdings		314,247		637,742
	LX Hausys Ltd.		17,772		552,578
	LX Holdings Corp.		53,086		267,325
	LX International Corp.		84,654		1,703,363
	LX Semicon Co. Ltd.		28,944		1,523,692
	M.I.Tech Co. Ltd.		33,780		190,299
	Macrogen, Inc.		8,522		124,655
	Maeil Dairies Co. Ltd.		4,652		136,609
	MAKUS, Inc.		2,403		21,279
	Mcnex Co. Ltd.		44,126		811,680
*	MDS Tech, Inc.		196,061		225,636
*	ME2ON Co. Ltd.		52,774		100,432
*	Medipost Co. Ltd.		62,875		322,087
#	Medytox, Inc.		13,641		1,321,343
	Meerecompany, Inc.		18,287		391,884
	MegaStudy Co. Ltd.		23,468		188,606
	MegaStudyEdu Co. Ltd.		26,459		1,154,915
	META BIOMED Co. Ltd.		6,041		18,269
	Mgame Corp.		53,290		207,760
	Mi Chang Oil Industrial Co. Ltd.		981		55,653
*	MiCo Ltd.		99,922		761,975
*	Mirae Asset Life Insurance Co. Ltd.		94,577		341,007
*	Mirae Asset Venture Investment Co. Ltd.		45,048		184,228
	Miwon Chemicals Co. Ltd.		3,654		191,073
	Miwon Commercial Co. Ltd.		5,072		714,217
	Miwon Specialty Chemical Co. Ltd.		5,925		594,080
	MK Electron Co. Ltd.		57,809		489,120
# *	MNTech Co. Ltd.		63,871		769,781
*	Mobase Electronics Co. Ltd.		50,785		68,456
	Modetour Network, Inc.		31,762		384,168
	Motonic Corp.		27,391		162,931
*	Motrex Co. Ltd.		46,392		481,193
	mPlus Corp.		2,912		21,750
	MS Autotech Co. Ltd.		97,277		322,603
	Multicampus Co. Ltd.		7,724		196,784
#	Myoung Shin Industrial Co. Ltd.		90,041		947,947
	Namhae Chemical Corp.		65,840		340,259
*	Namsun Aluminum Co. Ltd.		293,744		406,198
*	Namuga Co. Ltd.		32,185		333,227
	Namyang Dairy Products Co. Ltd.		990		369,366
*	NanoenTek, Inc.		42,584		102,323
	Nasmedia Co. Ltd.		14,818		201,813
*	Nature & Environment Co. Ltd.		263,818		198,102
	Nature Holdings Co. Ltd.		22,214		226,900
	NeoPharm Co. Ltd.		14,725		275,896
	Neowiz		43,589		680,693
*	Neowiz Holdings Corp.		13,636		193,544
*	Nepes Ark Corp.		11,540		236,489
# *	NEPES Corp.		56,133		712,926
*	Neptune Co.		33,973		149,379
	New Power Plasma Co. Ltd.		26,711		109,526
	Nexen Corp.		108,320		334,618
	Nexen Tire Corp.		105,921		711,644
# *	Nexon Games Co. Ltd.		57,090		551,585
	NEXTIN, Inc.		19,082		897,950
	NHN Corp.		47,844		816,463

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
#	NHN KCP Corp.		80,285	$	672,807
	NICE Holdings Co. Ltd.		53,851		478,158
	Nice Information & Telecommunication, Inc.		16,798		271,696
	NICE Information Service Co. Ltd.		122,690		937,322
	NICE Total Cash Management Co. Ltd., Class C		42,408		181,495
	Nong Shim Holdings Co. Ltd.		6,695		322,146
	NOROO Paint & Coatings Co. Ltd.		29,827		203,118
	NOVAREX Co. Ltd.		17,413		130,132
	NPC		58,198		216,692
*	NUVOTEC Co. Ltd.		153,125		60,463
	OCI Co. Ltd.		14,967		1,013,120
	OCI Holdings Co. Ltd.		14,183		966,320
	ONEJOON Co. Ltd.		26,328		302,071
	OptoElectronics Solutions Co. Ltd.		24,003		218,245
*	OPTRON-TEC, Inc.		3,408		11,114
*	Orbitech Co. Ltd.		60,435		122,240
	Oriental Precision & Engineering Co. Ltd.		7,243		17,587
#	Orion Holdings Corp.		69,450		738,242
* ††	Osung Advanced Materials Co. Ltd.		213,179		214,348
#	Ottogi Corp.		4,558		1,370,183
*	P&H Tech Co. Ltd.		2,070		23,962
	Paik Kwang Industrial Co. Ltd.		98,951		561,609
	Paradise Co. Ltd.		139,659		1,513,002
	Park Systems Corp.		13,163		1,399,909
	Partron Co. Ltd.		140,609		812,987
	Paseco Co. Ltd.		9,135		60,078
*	Pemtron Corp.		8,393		51,280
*	People & Technology, Inc.		42,761		1,226,280
	PHA Co. Ltd.		27,238		220,760
#	PharmaResearch Co. Ltd.		21,101		1,932,788
*	PharmGen Science, Inc.		51,788		198,461
*	Pharmicell Co. Ltd.		98,744		418,297
*	PHC Co. Ltd.		4,742		34,310
*	Philenergy Co. Ltd.		3,018		54,244
#	Philoptics Co. Ltd.		44,336		946,862
# *	PI Advanced Materials Co. Ltd.		53,939		814,219
*	Polaris AI Corp.		49,966		77,098
*	Pond Group Co. Ltd.		6,232		27,054
	Poongsan Corp.		57,097		2,667,974
	Poongsan Holdings Corp.		37,452		823,103
#	Posco M-Tech Co. Ltd.		72,480		1,061,068
	POSCO Steeleon Co. Ltd.		7,689		255,805
*	Power Logics Co. Ltd.		90,835		520,821
	Protec Co. Ltd.		14,082		389,673
#	PSK, Inc.		61,581		1,301,964
	Pulmuone Co. Ltd.		38,753		343,134
	Pumtech Korea Co. Ltd.		654		12,604
	QRT, Inc.		1,246		21,399
*	RaonSecure Co. Ltd.		6,130		10,395
*	Ray Co. Ltd.		19,732		189,421
	Reyon Pharmaceutical Co. Ltd.		26,643		263,887
	RFHIC Corp.		52,376		589,541
*	RFTech Co. Ltd.		72,758		203,232
*	Robostar Co. Ltd.		21,039		474,943
*	Robotis Co. Ltd.		9,626		161,104
	Rorze Systems Corp.		5,180		45,088
*	RS Automation Co. Ltd.		5,893		83,843
	Rsupport Co. Ltd.		59,819		156,117
#	S&S Tech Corp.		49,148		1,477,355

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Sajo Industries Co. Ltd.		7,744	$	205,299
	Sajodaerim Corp.		2,580		70,937
*	Sam Chun Dang Pharm Co. Ltd.		21,476		1,616,541
	Sam Young Electronics Co. Ltd.		35,188		278,319
	Sam Yung Trading Co. Ltd.		61,884		594,608
	Sambo Motors Co. Ltd.		3,410		12,764
*	Sambu Engineering & Construction Co. Ltd.		515,771		589,359
	Samchully Co. Ltd.		5,441		361,316
	SAMHWA Paints Industrial Co. Ltd.		37,979		215,225
	Samick THK Co. Ltd.		31,605		313,787
*	Samil Pharmaceutical Co. Ltd.		31,010		207,073
	Samji Electronics Co. Ltd.		12,079		80,148
	Samjin Pharmaceutical Co. Ltd.		27,872		398,036
*	Samkee Corp.		48,012		65,614
	Sammok S-Form Co. Ltd.		17,220		244,442
#	SAMPYO Cement Co. Ltd.		94,093		199,691
*	Samsung Pharmaceutical Co. Ltd.		264,149		326,797
	Samsung Publishing Co. Ltd.		7,853		104,392
	SAMT Co. Ltd.		211,277		559,178
	Samwha Capacitor Co. Ltd.		26,881		966,288
	Samyang Corp.		10,673		389,034
	Samyang Foods Co. Ltd.		13,290		2,828,012
	Samyang Holdings Corp.		10,721		539,718
	Samyang Packaging Corp.		3,255		40,315
	Samyang Tongsang Co. Ltd.		4,359		157,542
	Samyoung Co. Ltd.		58,165		161,715
	Sang-A Frontec Co. Ltd.		35,089		573,444
*	Sangbo Corp.		112,085		146,789
# *	Sangsangin Co. Ltd.		124,136		295,050
#	Sangsin Energy Display Precision Co. Ltd.		30,989		358,691
	Saramin Co. Ltd.		20,654		268,271
	Satrec Initiative Co. Ltd.		22,920		847,898
*	SBI Investment Korea Co. Ltd.		304,100		186,090
* ††	SBW		881,230		64,398
*	S-Connect Co. Ltd.		187,609		227,876
*	SD Biosensor, Inc.		120,400		913,789
	SeAH Besteel Holdings Corp.		35,169		562,398
	SeAH Holdings Corp.		3,283		262,681
	SeAH Steel Corp.		3,625		358,691
	SeAH Steel Holdings Corp.		5,936		991,690
	Sebang Co. Ltd.		34,190		297,222
	Sebang Global Battery Co. Ltd.		18,787		1,380,409
	Sebitchem Co. Ltd.		76		2,557
#	Seegene, Inc.		105,527		1,684,169
	Segyung Hitech Co. Ltd.		6,339		43,816
	Sejin Heavy Industries Co. Ltd.		51,963		264,108
	Sejong Industrial Co. Ltd.		42,372		180,703
	Sekonix Co. Ltd.		19,943		108,410
*	Selvas AI, Inc.		66,898		797,490
*	SEMCNS Co. Ltd.		42,418		241,801
	Sempio Foods Co.		8,661		178,649
#	Seobu T&D		99,277		544,296
	Seohan Co. Ltd.		241,292		152,351
	Seohee Construction Co. Ltd.		11,969		12,039
# *	Seojin System Co. Ltd.		55,762		988,372
*	Seoul Auction Co. Ltd.		35,052		224,785
	Seoul City Gas Co. Ltd.		3,309		136,505
#	Seoul Semiconductor Co. Ltd.		126,870		894,327
	Seoulin Bioscience Co. Ltd.		14,050		88,088

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Seoyon Co. Ltd.		52,444	$	352,323
	Seoyon E-Hwa Co. Ltd.		37,029		487,282
* ††	Sewon E&C Co. Ltd.		103,618		52,855
#	SFA Engineering Corp.		50,005		927,993
# *	SFA Semicon Co. Ltd.		212,634		851,449
	SGC Energy Co. Ltd.		20,005		355,822
	Shin Heung Energy & Electronics Co. Ltd.		44,975		332,313
	Shindaeyang Paper Co. Ltd.		31,268		128,544
	Shinil Electronics Co. Ltd.		223,203		300,771
	Shinsegae Information & Communication Co. Ltd.		3,039		24,578
#	Shinsegae International, Inc.		44,906		579,782
	Shinsegae, Inc.		9,087		1,088,180
	Shinsung Delta Tech Co. Ltd.		8,131		476,998
*	Shinsung E&G Co. Ltd.		511,807		790,872
#	Shinsung Tongsang Co. Ltd.		122,206		160,777
*	Shinyoung Securities Co. Ltd.		17,134		838,474
*	Showbox Corp.		88,149		228,419
	Simmtech Co. Ltd.		65,374		1,426,101
	SIMPAC, Inc.		9,817		29,729
	Sindoh Co. Ltd.		11,968		319,137
	SK Chemicals Co. Ltd.		23,586		1,025,042
	SK D&D Co. Ltd.		21,701		190,537
	SK Discovery Co. Ltd.		41,409		1,358,176
*	SK Eternix Co. Ltd.		32,479		469,764
	SK Gas Ltd.		7,286		868,504
	SK Networks Co. Ltd.		442,588		1,606,604
*	SK oceanplant Co. Ltd.		79,243		747,576
	SK Securities Co. Ltd.		1,024,677		444,433
	SL Corp.		48,829		1,177,371
*	SM Culture & Contents Co. Ltd.		140,860		171,674
*	SMCore, Inc.		48,764		198,002
*	SMEC Co. Ltd.		35,679		105,465
	SNT Dynamics Co. Ltd.		25,107		286,296
	SNT Holdings Co. Ltd.		24,371		397,156
#	SNT Motiv Co. Ltd.		28,773		960,278
	Solid, Inc.		172,396		717,971
*	SOLUM Co. Ltd.		127,659		2,405,040
	Solus Advanced Materials Co. Ltd.		104,146		1,332,149
	Songwon Industrial Co. Ltd.		42,127		436,622
*	Sonid, Inc.		10,545		16,652
	Soop Co. Ltd.		27,378		2,216,019
	Soosan Heavy Industries Co. Ltd.		72,251		103,956
#	Soulbrain Holdings Co. Ltd.		18,254		751,389
	SPC Samlip Co. Ltd.		5,613		236,625
	SPG Co. Ltd.		39,138		787,881
	Spigen Korea Co. Ltd.		11,515		252,814
	ST Pharm Co. Ltd.		32,226		2,171,085
	STIC Investments, Inc.		123,274		771,368
	Straffic Co. Ltd.		63,434		185,390
*	Studio Dragon Corp.		35,379		1,085,185
*	STX Heavy Industries Co. Ltd.		47,003		545,438
*	Sugentech, Inc.		31,160		122,885
	Suheung Co. Ltd.		21,369		339,901
*	Sukgyung AT Co. Ltd.		8,345		357,451
	Sun Kwang Co. Ltd.		5,570		72,123
	Sung Kwang Bend Co. Ltd.		51,596		425,354
*	Sungchang Enterprise Holdings Ltd.		186,577		268,513
# *	Sungeel Hitech Co. Ltd.		11,137		640,428
	Sungshin Cement Co. Ltd.		55,635		355,429

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Sungwoo Hitech Co. Ltd.		147,314	$	996,558
	Sunjin Co. Ltd.		41,013		215,317
	Sunny Electronics Corp.		41,310		59,749
*	Suprema, Inc.		15,179		263,982
	SV Investment Corp.		103,041		148,884
*	SY Co. Ltd.		101,112		342,830
*	Synergy Innovation Co. Ltd.		110,139		219,585
*	Synopex, Inc.		244,522		1,533,505
	Systems Technology, Inc.		37,695		962,288
*	T Scientific Co. Ltd.		51,142		44,231
	T&L Co. Ltd.		12,428		538,744
	Tae Kyung Industrial Co. Ltd.		39,743		172,982
	Taekwang Industrial Co. Ltd.		907		437,814
	Taekyung BK Co. Ltd.		35,717		142,101
* ††	Taewoong Co. Ltd.		29,611		475,863
*	Taihan Electric Wire Co. Ltd.		79,101		782,758
*	Taihan Fiberoptics Co. Ltd.		16,653		14,503
	TCC Steel		50,924		1,923,205
	TechWing, Inc.		97,261		2,391,710
*	Telcon RF Pharmaceutical, Inc.		138,940		77,612
	Telechips, Inc.		35,218		650,366
	TEMC CNS Co. Ltd.		18,321		161,225
	TES Co. Ltd.		45,212		781,328
*	Theragen Etex Co. Ltd.		89,722		257,241
*	Thinkware Systems Corp.		13,873		154,798
	TK Corp.		47,666		426,803
#	TKG Huchems Co. Ltd.		60,874		868,566
	TLB Co. Ltd.		21,223		437,487
	Tokai Carbon Korea Co. Ltd.		17,011		1,491,207
	Tongyang Life Insurance Co. Ltd.		130,556		500,756
	Tongyang, Inc.		429,336		286,164
*	Tonymoly Co. Ltd.		4,187		25,924
*	Top Engineering Co. Ltd.		10,509		51,203
	Toptec Co. Ltd.		65,252		385,591
	Tovis Co. Ltd.		39,177		536,553
	TS Corp.		140,490		322,321
*	TS Nexgen Co. Ltd.		15,798		10,017
# *	TSE Co. Ltd.		8,349		492,528
*	TSI Co. Ltd.		7,242		38,652
*	Tuksu Construction Co. Ltd.		35,785		185,023
	TYM Corp.		98,746		345,280
	UBCare Co. Ltd.		94,062		328,670
	Ubiquoss Holdings, Inc.		32,753		293,004
	Ubiquoss, Inc.		26,517		326,949
	Uju Electronics Co. Ltd.		19,860		287,444
*	Uni-Chem Co. Ltd.		155,749		204,417
	Unid Co. Ltd.		12,792		885,514
*	Union Materials Corp.		36,760		73,730
	Union Semiconductor Equipment & Materials Co. Ltd.		81,568		641,523
	Uniquest Corp.		31,292		156,351
*	Unison Co. Ltd.		393,827		271,264
	UniTest, Inc.		56,615		585,347
	Value Added Technology Co. Ltd.		26,781		568,404
*	Viatron Technologies, Inc.		32,947		209,840
*	VICTEK Co. Ltd.		69,996		232,423
* ††	Vidente Co. Ltd.		57,951		26,122
	Vieworks Co. Ltd.		29,404		583,003
*	Vina Tech Co. Ltd.		10,674		363,190
	Vitzro Tech Co. Ltd.		19,888		122,894

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
SOUTH KOREA — (Continued)
	Vitzrocell Co. Ltd.		48,568	$	607,458
*	VM, Inc.		43,343		503,886
*	VT Co. Ltd.		54,440		869,465
	Webcash Corp.		15,944		105,055
	Webzen, Inc.		49,778		585,150
*	Wellbiotec Co. Ltd.		132,296		52,168
*	Wemade Max Co. Ltd.		22,923		177,778
	Whanin Pharmaceutical Co. Ltd.		44,496		454,484
	Winix, Inc.		13,930		90,432
	Wins Co. Ltd.		28,513		258,277
	WiSoL Co. Ltd.		52,909		339,772
*	Wonik Holdings Co. Ltd.		125,548		321,386
*	WONIK IPS Co. Ltd.		17,774		473,368
	Wonik Materials Co. Ltd.		21,079		546,002
*	WONIK PNE Co. Ltd.		2,771		10,518
	Wonik QnC Corp.		52,975		1,205,379
	Woojin, Inc.		34,048		205,119
# *	Woongjin Thinkbig Co. Ltd.		72,625		112,647
*	Wooree Bio Co. Ltd.		30,580		56,238
# *	Woori Technology Investment Co. Ltd.		101,045		609,382
*	Woori Technology, Inc.		480,804		509,322
	Woory Industrial Co. Ltd.		17,303		185,353
	Wooshin Systems Co. Ltd.		6,033		35,885
*	Woosu AMS Co. Ltd.		99,986		210,508
	Worldex Industry & Trading Co. Ltd., Class C		40,391		690,683
# *	Wysiwyg Studios Co. Ltd.		173,685		266,883
	Y G-1 Co. Ltd.		31,576		131,914
*	Y2 Solution Co. Ltd.		17,797		55,551
*	YC Corp.		94,783		936,244
	Y-entec Co. Ltd.		25,880		134,661
	YG Entertainment, Inc.		38,975		1,186,676
*	YG PLUS		95,759		277,135
*	YMT Co. Ltd.		20,730		191,881
	Youlchon Chemical Co. Ltd.		35,492		855,237
	Young Poong Corp.		1,052		309,055
	Young Poong Precision Corp.		29,357		253,189
	Youngone Corp.		11,485		317,824
	Youngone Holdings Co. Ltd.		20,806		1,278,432
*	YTN Co. Ltd.		56,509		154,924
	Yuanta Securities Korea Co. Ltd.		256,315		513,307
*	Yungjin Pharmaceutical Co. Ltd.		178,861		272,849
	Zeus Co. Ltd.		66,051		792,538
	Zinus, Inc.		31,459		286,141
TOTAL SOUTH KOREA					413,205,747
TAIWAN — (17.5%)
	104 Corp.		1,000		7,072
	91APP, Inc.		109,000		294,921
	ABC Taiwan Electronics Corp.		277,954		170,299
	Abico Avy Co. Ltd.		324,841		271,567
#	Ability Enterprise Co. Ltd.		583,293		724,618
#	Ability Opto-Electronics Technology Co. Ltd.		224,776		1,409,413
#	AcBel Polytech, Inc.		1,594,356		1,938,166
#	Acer E-Enabling Service Business, Inc.		10,000		79,733
#	ACES Electronic Co. Ltd.		333,822		415,047
*	Acon Holding, Inc.		832,560		266,723
#	Acter Group Corp. Ltd.		353,980		2,261,487
#	Action Electronics Co. Ltd.		732,000		445,378
#	Actron Technology Corp.		163,151		929,053

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
	ADATA Technology Co. Ltd.		931,141	$	2,831,390
#	Addcn Technology Co. Ltd.		108,720		669,582
*	Adimmune Corp.		36,000		30,114
#	Adlink Technology, Inc.		98,000		194,719
#	Advanced Ceramic X Corp.		156,000		1,048,940
	Advanced Energy Solution Holding Co. Ltd.		8,000		153,687
	Advanced International Multitech Co. Ltd.		384,000		884,988
# *	Advanced Optoelectronic Technology, Inc.		354,000		292,074
#	Advanced Power Electronics Corp.		138,000		345,318
#	Advancetek Enterprise Co. Ltd.		1,051,519		1,869,932
	AEON Motor Co. Ltd.		23,359		22,598
#	Aerospace Industrial Development Corp.		2,123,000		3,720,810
	AGV Products Corp.		1,432,433		530,732
#	AIC, Inc.		8,000		76,482
#	Alexander Marine Co. Ltd.		51,000		609,381
*	ALI Corp.		418,775		294,384
#	Allied Circuit Co. Ltd.		113,000		488,653
#	Allied Supreme Corp.		104,000		1,353,902
#	Allis Electric Co. Ltd.		529,556		2,361,610
#	Alltek Technology Corp.		554,423		588,270
	Alltop Technology Co. Ltd.		111,774		755,056
#	Alpha Networks, Inc.		834,158		829,125
#	Altek Corp.		898,945		1,069,277
#	Amazing Microelectronic Corp.		278,352		857,002
#	Ambassador Hotel		1,111,000		2,355,705
#	AMPACS Corp.		76,000		140,038
#	Ampire Co. Ltd.		317,000		388,834
#	AMPOC Far-East Co. Ltd.		317,444		961,026
	AmTRAN Technology Co. Ltd.		1,947,398		910,460
*	Amulaire Thermal Technology, Inc.		36,017		51,380
#	Anji Technology Co. Ltd.		77,317		88,735
#	Anpec Electronics Corp.		197,007		1,214,305
#	Apac Opto Electronics, Inc.		147,000		450,913
#	Apacer Technology, Inc.		315,325		649,958
	APAQ Technology Co. Ltd.		484		1,836
#	APCB, Inc.		321,000		201,213
#	Apex Biotechnology Corp.		264,483		272,906
	Apex International Co. Ltd.		485,470		616,518
#	Apex Science & Engineering		410,054		171,715
	Arcadyan Technology Corp.		473,055		2,493,951
#	Ardentec Corp.		1,376,274		3,073,763
	Ares International Corp.		40,000		69,340
	Argosy Research, Inc.		185,396		909,118
	Asia Electronic Material Co. Ltd.		62,000		40,845
	Asia Optical Co., Inc.		766,000		1,500,365
#	Asia Polymer Corp.		1,330,996		791,433
#	Asia Tech Image, Inc.		198,000		437,398
#	ASIX Electronics Corp.		111,000		398,310
#	ASolid Technology Co. Ltd.		58,000		140,196
#	ASROCK, Inc.		126,000		866,586
#	ATE Energy International Co. Ltd.		42,000		40,656
#	Aten International Co. Ltd.		350,479		866,953
	Audix Corp.		279,600		613,987
#	AURAS Technology Co. Ltd.		192,148		4,645,325
	Aurora Corp.		262,349		588,673
#	Avalue Technology, Inc.		164,000		614,576
	Avermedia Technologies		36,000		40,443
	Awea Mechantronic Co. Ltd.		53,210		52,993
#	Axiomtek Co. Ltd.		218,765		574,855

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
# *	Azurewave Technologies, Inc.		214,000	$	287,893
	Bafang Yunji International Co. Ltd., Class C		81,000		422,787
# *	Bank of Kaohsiung Co. Ltd.		3,404,038		1,211,412
	Basso Industry Corp.		472,900		604,013
#	BenQ Materials Corp.		556,000		588,505
#	BES Engineering Corp.		4,254,750		2,304,788
#	Billion Electric Co. Ltd.		49,000		67,875
#	Bin Chuan Enterprise Co. Ltd.		288,070		211,307
	Bionet Corp.		10,000		19,672
	Bionime Corp.		133,000		278,564
# *	Biostar Microtech International Corp.		631,975		392,760
#	Bioteque Corp.		196,308		731,356
#	Bizlink Holding, Inc.		147,000		1,035,597
	Bon Fame Co. Ltd.		32,000		99,142
#	Brave C&H Supply Co. Ltd.		75,000		383,814
	Bright Led Electronics Corp.		375,520		230,215
	Brighten Optix Corp.		9,000		49,819
	Brighton-Best International Taiwan, Inc.		1,469,318		1,570,209
	Brillian Network & Automation Integrated System Co. Ltd.		28,000		116,584
#	Browave Corp.		197,000		638,972
#	C Sun Manufacturing Ltd.		502,969		2,051,453
*	Calin Technology Co. Ltd.		38,000		49,684
	Cameo Communications, Inc.		666,645		195,896
#	Capital Futures Corp.		328,895		561,516
	Capital Securities Corp.		5,770,501		4,396,364
#	Career Technology MFG. Co. Ltd.		1,369,462		833,300
	Carnival Industrial Corp.		302,353		105,594
#	Castles Technology Co. Ltd.		188,859		738,159
#	Caswell, Inc.		82,000		286,479
	Cathay Chemical Works		30,000		44,292
#	Cathay Real Estate Development Co. Ltd.		1,633,700		1,919,023
	Cayman Engley Industrial Co. Ltd.		145,099		257,237
#	CCP Contact Probes Co. Ltd.		159,844		223,650
#	Celxpert Energy Corp.		274,919		209,786
#	Center Laboratories, Inc.		1,687,031		2,248,070
# *	Central Reinsurance Co. Ltd.		832,905		691,868
#	Century Iron & Steel Industrial Co. Ltd.		176,000		1,201,703
#	Chain Chon Industrial Co. Ltd.		453,484		187,559
# *	ChainQui Construction Development Co. Ltd.		451,080		351,476
# *	Champion Building Materials Co. Ltd.		701,465		239,903
#	Champion Microelectronic Corp.		23,000		43,231
	Chang Wah Electromaterials, Inc.		1,297,350		1,778,186
	Chang Wah Technology Co. Ltd.		1,180,425		1,466,209
#	Channel Well Technology Co. Ltd.		655,000		1,510,415
#	Chant Sincere Co. Ltd.		132,000		289,103
	Charoen Pokphand Enterprise		618,483		2,013,190
#	CHC Healthcare Group		338,000		576,090
	CHC Resources Corp.		346,282		692,783
#	Chen Full International Co. Ltd.		342,000		422,826
#	Chenbro Micom Co. Ltd.		189,000		1,644,456
#	Chenfull Precision Co. Ltd.		29,000		96,110
	Cheng Loong Corp.		2,720,383		2,436,190
#	Cheng Mei Materials Technology Corp.		1,142,524		466,898
	Cheng Uei Precision Industry Co. Ltd.		1,022,331		1,455,544
#	Chenming Electronic Technology Corp.		287,437		640,760
	Chia Chang Co. Ltd.		378,000		529,988
#	Chia Hsin Cement Corp.		1,760,643		994,516
	Chicony Power Technology Co. Ltd.		408,454		2,170,235
	Chief Telecom, Inc.		42,900		477,190

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
#	Chieftek Precision Co. Ltd.		248,847	$	519,071
#	Chien Kuo Construction Co. Ltd.		406,249		306,046
	Chien Shing Harbour Service Co. Ltd.		16,000		23,332
#	China Bills Finance Corp.		2,632,000		1,232,014
	China Chemical & Pharmaceutical Co. Ltd.		839,000		564,804
#	China Ecotek Corp.		145,000		342,011
#	China Electric Manufacturing Corp.		798,959		419,530
#	China General Plastics Corp.		1,397,461		783,387
	China Glaze Co. Ltd.		235,002		184,130
# *	China Man-Made Fiber Corp.		4,486,390		1,053,450
	China Metal Products		953,603		1,386,680
	China Motor Corp.		457,600		2,004,404
# *	China Petrochemical Development Corp.		10,577,553		3,647,940
	China Steel Chemical Corp.		548,554		1,898,373
	China Steel Structure Co. Ltd.		282,000		534,596
#	China Wire & Cable Co. Ltd.		252,160		341,584
#	Chinese Maritime Transport Ltd.		266,594		373,677
#	Ching Feng Home Fashions Co. Ltd.		421,619		323,865
#	Chin-Poon Industrial Co. Ltd.		1,209,207		1,524,033
#	Chipbond Technology Corp.		2,135,000		4,967,811
	ChipMOS Technologies, Inc.		1,896,076		2,654,636
#	Chlitina Holding Ltd.		172,000		991,103
	Chong Hong Construction Co. Ltd.		639,666		2,514,036
#	Chun YU Works & Co. Ltd.		526,050		389,621
	Chun Yuan Steel Industry Co. Ltd.		1,806,529		1,247,097
#	Chung Hung Steel Corp.		1,565,979		1,113,370
	Chung Hwa Food Industrial Co. Ltd.		126,535		373,066
#	Chung Hwa Pulp Corp.		1,310,405		927,237
#	Chunghwa Chemical Synthesis & Biotech Co. Ltd.		139,000		196,376
#	Chunghwa Precision Test Tech Co. Ltd.		49,000		707,505
	Chyang Sheng Dyeing & Finishing Co. Ltd.		304,000		169,717
#	Cleanaway Co. Ltd.		274,000		1,626,100
#	Clevo Co.		1,450,200		1,875,051
# *	CMC Magnetics Corp.		2,651,108		1,093,492
#	C-Media Electronics, Inc.		71,000		113,593
	CoAsia Electronics Corp.		107,827		96,705
#	Collins Co. Ltd.		351,431		218,711
#	Compucase Enterprise		278,000		646,098
# *	Concord Securities Co. Ltd.		1,640,796		807,331
#	Continental Holdings Corp.		1,287,320		1,501,314
#	Contrel Technology Co. Ltd.		513,000		572,316
#	Coremax Corp.		268,215		533,953
	Coretronic Corp.		1,108,200		3,488,274
#	Co-Tech Development Corp.		795,533		1,584,208
	Crowell Development Corp.		13,000		19,943
	CTCI Corp.		1,870,000		2,964,612
	CviLux Corp.		227,040		302,007
	Cyberlink Corp.		34,000		92,517
#	CyberPower Systems, Inc.		223,650		1,785,119
# *	CyberTAN Technology, Inc.		972,779		640,948
	Cystech Electronics Corp.		15,750		34,536
	DA CIN Construction Co. Ltd.		881,368		1,562,041
	Dafeng TV Ltd.		304,870		507,306
	Da-Li Development Co. Ltd.		1,383,434		2,684,153
	Darfon Electronics Corp.		658,550		1,273,461
#	Darwin Precisions Corp.		1,153,635		597,662
#	Daxin Materials Corp.		191,200		892,640
#	De Licacy Industrial Co. Ltd.		830,881		341,697
	Delpha Construction Co. Ltd.		59,000		92,820

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
#	Depo Auto Parts Ind Co. Ltd.		302,000	$	1,821,951
	DFI, Inc.		9,000		18,427
#	Dimerco Data System Corp.		208,612		823,991
	Dimerco Express Corp.		453,945		1,304,022
#	D-Link Corp.		1,535,855		840,106
	Donpon Precision, Inc.		104,000		83,105
#	Dr Wu Skincare Co. Ltd.		57,000		304,047
#	Draytek Corp.		207,000		225,776
#	Drewloong Precision, Inc.		42,128		200,681
	Dyaco International, Inc.		212,545		200,346
#	Dynamic Holding Co. Ltd.		732,707		1,525,230
#	Dynapack International Technology Corp.		480,000		1,430,106
*	Eastern Media International Corp.		648,765		392,594
	ECOVE Environment Corp.		113,000		1,067,469
#	Edimax Technology Co. Ltd.		599,108		267,607
#	Edison Opto Corp.		262,749		193,094
	Edom Technology Co. Ltd.		732,964		524,778
#	eGalax_eMPIA Technology, Inc.		199,777		307,726
#	Egis Technology, Inc.		51,000		383,856
	Elan Microelectronics Corp.		907,400		4,567,159
#	E-Lead Electronic Co. Ltd.		197,873		336,172
#	E-LIFE MALL Corp.		295,000		764,770
#	Elite Advanced Laser Corp.		531,226		1,026,496
#	Elite Semiconductor Microelectronics Technology, Inc.		855,200		2,316,169
#	Elitegroup Computer Systems Co. Ltd.		875,254		821,230
#	Emerging Display Technologies Corp.		462,000		445,788
	Ennoconn Corp.		204,938		2,049,417
# *	Ennostar, Inc.		1,861,462		2,442,029
	EnTie Commercial Bank Co. Ltd.		1,770,603		766,794
#	Episil-Precision, Inc.		288,000		547,508
	Eris Technology Corp.		42,940		400,974
#	Eson Precision Ind Co. Ltd.		272,000		465,033
#	Eternal Materials Co. Ltd.		2,927,985		2,840,295
	Eurocharm Holdings Co. Ltd.		102,000		606,364
#	Ever Supreme Bio Technology Co. Ltd.		94,569		607,538
*	Everest Textile Co. Ltd.		999,762		242,323
	Evergreen Aviation Technologies Corp.		48,000		161,576
	Evergreen International Storage & Transport Corp.		1,590,000		1,641,025
#	Evergreen Steel Corp.		351,000		1,596,570
#	Everlight Chemical Industrial Corp.		1,564,606		972,072
	Everlight Electronics Co. Ltd.		1,251,000		2,416,385
# *	Everspring Industry Co. Ltd.		209,800		84,694
#	Excelsior Medical Co. Ltd.		397,129		1,109,786
#	EZconn Corp.		176,609		781,720
	Far Eastern Department Stores Ltd.		3,235,000		3,366,468
	Far Eastern International Bank		8,119,246		3,819,535
#	Farglory F T Z Investment Holding Co. Ltd.		423,121		752,651
#	Farglory Land Development Co. Ltd.		831,000		1,869,489
*	Federal Corp.		1,194,238		721,659
#	Feedback Technology Corp.		100,200		372,667
#	Feng Hsin Steel Co. Ltd.		1,642,100		3,545,518
	FineTek Co. Ltd.		4,440		12,893
#	Firich Enterprises Co. Ltd.		226,514		199,174
#	First Copper Technology Co. Ltd.		18,000		27,274
#	First Hi-Tec Enterprise Co. Ltd.		184,580		573,780
#	First Hotel		713,350		338,104
	First Insurance Co. Ltd.		900,179		583,626
# *	First Steamship Co. Ltd.		2,251,612		534,365
#	FIT Holding Co. Ltd.		485,456		664,315

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
#	Fitipower Integrated Technology, Inc.		220,350	$	1,653,642
#	Fittech Co. Ltd.		156,000		251,970
#	FLEXium Interconnect, Inc.		1,046,087		2,929,610
	Flytech Technology Co. Ltd.		369,309		960,995
	FocalTech Systems Co. Ltd.		72,000		185,484
#	Forcecon Tech Co. Ltd.		168,000		848,899
#	Formosa Advanced Technologies Co. Ltd.		589,000		663,341
	Formosa Electronic Industries, Inc.		23,000		27,161
# *	Formosa International Hotels Corp.		179,329		1,294,179
#	Formosa Laboratories, Inc.		286,089		884,452
	Formosa Oilseed Processing Co. Ltd.		233,695		432,687
	Formosa Optical Technology Co. Ltd.		128,000		407,490
#	Formosa Taffeta Co. Ltd.		1,478,000		1,036,640
	Formosan Rubber Group, Inc.		644,956		528,594
#	Formosan Union Chemical		1,117,733		670,125
#	Founding Construction & Development Co. Ltd.		629,623		516,521
	Foxsemicon Integrated Technology, Inc.		248,027		2,287,871
	Franbo Lines Corp.		53,328		32,604
#	Froch Enterprise Co. Ltd.		581,189		340,144
#	FSP Technology, Inc.		549,427		1,038,197
#	Fu Hua Innovation Co. Ltd.		744,037		765,863
#	Fulgent Sun International Holding Co. Ltd.		436,748		1,614,130
	Fullerton Technology Co. Ltd.		288,600		201,015
#	Fulltech Fiber Glass Corp.		1,329,052		737,423
	Fusheng Precision Co. Ltd.		273,000		2,342,416
	Fwusow Industry Co. Ltd.		774,702		457,639
#	G Shank Enterprise Co. Ltd.		506,474		1,151,177
*	G Tech Optoelectronics Corp.		16,084		11,614
	Gallant Precision Machining Co. Ltd.		163,000		284,894
#	Gamania Digital Entertainment Co. Ltd.		384,000		903,689
*	GCS Holdings, Inc.		269,000		238,498
#	GEM Services, Inc.		172,570		359,762
#	Gemtek Technology Corp.		1,310,219		1,329,427
	General Interface Solution Holding Ltd.		735,000		1,376,279
#	General Plastic Industrial Co. Ltd.		221,357		259,462
#	Generalplus Technology, Inc.		195,000		299,796
#	Genius Electronic Optical Co. Ltd.		238,917		3,211,583
	Genovate Biotechnology Co. Ltd.		66,000		49,407
#	GeoVision, Inc.		215,096		352,284
	Getac Holdings Corp.		753,360		2,415,249
	GFC Ltd.		229,600		760,849
#	Giantplus Technology Co. Ltd.		924,900		369,088
# *	Gigasolar Materials Corp.		85,400		414,006
# *	Gigastorage Corp.		774,965		496,886
	Global Brands Manufacture Ltd.		858,730		1,917,472
#	Global Lighting Technologies, Inc.		284,000		543,449
	Global Mixed Mode Technology, Inc.		222,000		1,955,328
#	Global PMX Co. Ltd.		162,000		503,688
# *	Globe Union Industrial Corp.		717,230		405,337
	Gloria Material Technology Corp.		1,197,547		1,987,419
*	GlycoNex, Inc.		14,000		10,839
#	GMI Technology, Inc.		16,000		22,660
	Goldsun Building Materials Co. Ltd., Class C		3,055,587		4,502,437
	Good Will Instrument Co. Ltd.		238,869		347,731
	Gordon Auto Body Parts		315,000		328,620
	Gourmet Master Co. Ltd.		254,000		707,512
# *	Grand Fortune Securities Co. Ltd.		1,013,683		497,264
#	Grand Pacific Petrochemical		3,961,280		1,639,498
#	Grand Process Technology Corp.		79,000		2,626,442

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
#	GrandTech CG Systems, Inc.		204,797	$	442,401
	Grape King Bio Ltd.		408,000		1,958,816
	Great China Metal Industry		483,000		356,115
	Great Taipei Gas Co. Ltd.		1,444,000		1,439,948
	Great Tree Pharmacy Co. Ltd.		186,406		1,607,798
	Great Wall Enterprise Co. Ltd.		2,255,001		3,954,982
	Greatek Electronics, Inc.		978,000		1,827,544
	Green World FinTech Service Co. Ltd.		14,700		178,303
	Group Up Industrial Co. Ltd.		98,000		546,955
	GTM Holdings Corp.		431,150		439,633
#	Gudeng Precision Industrial Co. Ltd.		130,094		1,674,440
*	Hai Kwang Enterprise Corp.		52,500		32,994
#	Hannstar Board Corp.		945,954		1,617,833
*	HannStar Display Corp.		6,059,505		1,917,131
# *	HannsTouch Holdings Co.		1,789,782		441,970
	Hanpin Electron Co. Ltd.		170,000		245,056
#	Harvatek Corp.		562,949		411,068
	Heran Co. Ltd.		6,000		21,094
	Hey Song Corp.		1,478,750		1,916,923
	Hi-Clearance, Inc.		106,290		458,283
# *	Highlight Tech Corp.		321,281		587,343
	Hi-Lai Foods Co. Ltd.		17,000		81,205
	HIM International Music, Inc.		60,710		186,012
#	Hiroca Holdings Ltd.		187,448		191,735
#	Hitron Technology, Inc.		472,557		436,433
	Hiyes International Co. Ltd.		16,700		99,612
#	Ho Tung Chemical Corp.		3,014,684		828,516
	Hocheng Corp.		783,734		465,453
#	Holdings-Key Electric Wire & Cable Co. Ltd.		164,726		269,324
#	Holiday Entertainment Co. Ltd.		162,430		446,347
#	Holtek Semiconductor, Inc.		632,000		1,162,067
	Holy Stone Enterprise Co. Ltd.		532,655		1,585,433
#	Hong Pu Real Estate Development Co. Ltd.		756,185		866,420
#	Hong TAI Electric Industrial		794,000		893,797
	Hong YI Fiber Industry Co.		353,652		186,697
#	Horizon Securities Co. Ltd.		1,136,320		453,930
#	Hota Industrial Manufacturing Co. Ltd.		543,299		907,123
#	Hotron Precision Electronic Industrial Co. Ltd.		75,667		77,335
#	Hsin Kuang Steel Co. Ltd.		419,000		752,962
	Hsin Yung Chien Co. Ltd.		157,255		513,527
	Hsing TA Cement Co.		488,162		299,531
# *	HTC Corp.		1,791,000		2,330,676
	Hu Lane Associate, Inc.		251,737		1,197,334
#	HUA ENG Wire & Cable Co. Ltd.		1,109,565		1,225,047
	Huaku Development Co. Ltd.		821,816		4,185,647
	Huang Hsiang Construction Corp.		205,800		366,660
	Hung Ching Development & Construction Co. Ltd.		598,000		1,040,939
#	Hung Sheng Construction Ltd.		1,026,251		859,317
	Huxen Corp.		119,244		195,066
#	Hwa Fong Rubber Industrial Co. Ltd.		717,812		372,887
#	Hwacom Systems, Inc.		362,000		230,009
#	Ibase Technology, Inc.		132,000		333,168
*	IBF Financial Holdings Co. Ltd.		8,739,826		3,902,057
#	Ichia Technologies, Inc.		673,000		682,366
#	I-Chiun Precision Industry Co. Ltd.		580,567		1,299,604
#	IEI Integration Corp.		388,832		939,602
#	Infortrend Technology, Inc.		695,163		454,414
#	Info-Tek Corp.		203,000		272,721
#	Ingentec Corp.		55,338		442,531

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
#	Innodisk Corp.		268,705	$	2,414,260
#	Inpaq Technology Co. Ltd.		291,524		757,526
#	Insyde Software Corp.		97,000		700,373
	Intai Technology Corp.		135,400		493,634
	Integrated Service Technology, Inc.		215,326		950,879
	IntelliEPI, Inc.		40,000		78,589
#	International CSRC Investment Holdings Co.		2,471,363		1,360,339
	Iron Force Industrial Co. Ltd.		127,393		381,572
#	I-Sheng Electric Wire & Cable Co. Ltd.		489,000		792,583
#	ITE Technology, Inc.		446,095		2,266,994
	ITEQ Corp.		689,040		2,297,278
	J&V Energy Technology Co. Ltd.		12,000		55,171
#	Jarllytec Co. Ltd.		164,000		1,112,081
#	Jess-Link Products Co. Ltd.		269,925		1,184,374
	Jetway Information Co. Ltd.		46,000		62,628
	Jetwell Computer Co. Ltd.		10,000		46,143
	Jia Wei Lifestyle, Inc.		52,000		121,361
#	Jih Lin Technology Co. Ltd.		178,000		361,980
	Jiin Yeeh Ding Enterprise Co. Ltd.		27,200		47,061
	Johnson Health Tech Co. Ltd.		37,000		94,422
	Joinsoon Electronics Manufacturing Co. Ltd.		82,000		54,448
	Jourdeness Group Ltd.		56,000		88,058
#	JPP Holding Co. Ltd.		20,000		95,864
	JSL Construction & Development Co. Ltd.		29,340		128,952
#	K Laser Technology, Inc.		555,000		440,058
#	Kaimei Electronic Corp.		278,183		538,545
#	Kaori Heat Treatment Co. Ltd.		225,197		2,962,948
	Kedge Construction Co. Ltd.		15,525		49,143
	Keding Enterprises Co. Ltd.		5,000		18,330
#	KEE TAI Properties Co. Ltd.		1,227,473		600,137
	Kenda Rubber Industrial Co. Ltd.		1,850,155		1,887,152
#	Kenmec Mechanical Engineering Co. Ltd.		328,000		915,233
#	Kerry TJ Logistics Co. Ltd.		732,000		950,612
#	Key Ware Electronics Co. Ltd.		205,666		78,716
	Keystone Microtech Corp.		38,000		344,949
#	Kindom Development Co. Ltd.		1,206,900		2,084,521
	King Chou Marine Technology Co. Ltd.		196,920		236,729
	King’s Town Bank Co. Ltd.		2,749,701		4,735,105
*	King’s Town Construction Co. Ltd.		333,074		557,186
#	Kinik Co.		318,000		2,470,735
#	Kinko Optical Co. Ltd.		412,103		314,177
	Kinpo Electronics		3,476,157		1,556,914
	Kinsus Interconnect Technology Corp.		658,000		1,916,793
#	KMC Kuei Meng International, Inc.		190,253		849,609
#	KNH Enterprise Co. Ltd.		589,020		394,457
	Ko Ja Cayman Co. Ltd.		13,000		20,143
#	KS Terminals, Inc.		389,482		903,203
	Kung Long Batteries Industrial Co. Ltd.		244,000		1,034,233
# *	Kung Sing Engineering Corp.		1,126,290		488,630
#	Kuo Toong International Co. Ltd.		662,648		1,695,541
*	Kuo Yang Construction Co. Ltd.		691,899		601,698
	Kwong Fong Industries Corp.		313,691		129,019
	Kwong Lung Enterprise Co. Ltd.		316,000		578,745
#	KYE Systems Corp.		772,672		451,019
	L&K Engineering Co. Ltd.		558,580		4,608,265
#	La Kaffa International Co. Ltd.		80,701		302,379
*	LAN FA Textile		764,933		285,749
	LandMark Optoelectronics Corp.		18,300		76,323
*	Lang, Inc.		12,000		14,722

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
#	Lanner Electronics, Inc.		295,650	$	859,920
#	Laser Tek Taiwan Co. Ltd.		254,128		486,701
#	Laster Tech Corp. Ltd.		107,091		139,941
*	Leader Electronics, Inc.		70,499		47,028
# *	Lealea Enterprise Co. Ltd.		2,497,967		730,965
*	Leatec Fine Ceramics Co. Ltd.		23,000		17,839
	LEE CHI Enterprises Co. Ltd.		648,000		327,042
#	Lelon Electronics Corp.		317,327		731,594
#	Lemtech Holdings Co. Ltd.		108,055		430,593
*	Leofoo Development Co. Ltd.		93,278		60,086
*	Li Cheng Enterprise Co. Ltd.		131,108		70,387
*	Li Peng Enterprise Co. Ltd.		1,735,897		431,104
	Lian HWA Food Corp.		342,392		1,029,852
#	Lida Holdings Ltd.		189,400		176,771
#	Lingsen Precision Industries Ltd.		1,273,506		870,740
#	Lintes Technology Co. Ltd.		16,573		82,391
# *	Lion Travel Service Co. Ltd.		61,000		286,077
	Liton Technology Corp.		89,000		101,655
*	Long Bon International Co. Ltd.		469,274		256,220
#	Longchen Paper & Packaging Co. Ltd.		2,382,637		1,138,513
#	Longwell Co.		400,000		960,425
#	Lucky Cement Corp.		540,000		280,690
#	Lumax International Corp. Ltd.		303,832		1,014,328
*	Lung Yen Life Service Corp.		463,000		625,271
	Lungteh Shipbuilding Co. Ltd.		96,000		343,676
#	Luxe Green Energy Technology Co. Ltd.		76,000		79,359
#	M3 Technology, Inc.		43,000		195,967
#	M31 Technology Corp.		63,800		2,322,092
#	Macauto Industrial Co. Ltd.		172,000		373,702
#	Machvision, Inc.		119,398		1,706,144
	Macroblock, Inc.		81,000		234,879
#	Macronix International Co. Ltd.		732,000		617,837
#	Marketech International Corp.		227,000		1,096,357
#	Materials Analysis Technology, Inc.		161,320		1,440,710
	Maxigen Biotech, Inc.		22,600		29,806
#	Mayer Steel Pipe Corp.		517,567		629,079
	Maywufa Co. Ltd.		69,322		54,834
	Mechema Chemicals International Corp.		14,000		32,728
	Meiloon Industrial Co.		266,184		169,928
*	Mercuries & Associates Holding Ltd.		1,697,367		735,716
# *	Mercuries Life Insurance Co. Ltd.		8,708,641		1,530,547
#	Merida Industry Co. Ltd.		288,000		2,069,420
	Merry Electronics Co. Ltd.		520,914		1,925,941
#	METAAGE Corp.		96,000		167,375
#	Microbio Co. Ltd.		78,000		99,859
#	Mildef Crete, Inc.		193,000		595,499
#	MIN AIK Technology Co. Ltd.		358,452		307,860
#	Mirle Automation Corp.		602,098		896,380
#	Mitac Holdings Corp.		2,861,918		3,951,083
# *	Mobiletron Electronics Co. Ltd.		155,800		239,301
#	MOSA Industrial Corp.		163,391		112,600
#	Mosel Vitelic, Inc.		169,000		159,742
	Motech Industries, Inc.		204,000		166,403
#	MPI Corp.		228,000		3,060,109
#	MSSCORPS Co. Ltd.		85,000		371,140
	Nak Sealing Technologies Corp.		173,954		689,075
	Namchow Holdings Co. Ltd.		565,000		1,054,880
	Nan Liu Enterprise Co. Ltd.		97,000		210,340
	Nan Pao Resins Chemical Co. Ltd.		54,000		586,819

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
*	Nan Ren Lake Leisure Amusement Co. Ltd.		438,317	$	164,644
#	Nang Kuang Pharmaceutical Co. Ltd.		213,000		295,889
	Nantex Industry Co. Ltd.		927,606		949,318
#	National Aerospace Fasteners Corp.		74,000		253,821
	National Petroleum Co. Ltd.		227,824		471,489
#	Netronix, Inc.		209,000		691,330
	New Best Wire Industrial Co. Ltd.		195,600		209,712
*	New Era Electronics Co. Ltd.		34,000		85,242
*	Newmax Technology Co. Ltd.		118,000		107,273
#	Nexcom International Co. Ltd.		420,094		672,513
	Nichidenbo Corp.		636,417		1,182,006
#	Nidec Chaun-Choung Technology Corp.		110,000		1,083,564
#	Nien Hsing Textile Co. Ltd.		408,345		259,956
	Niko Semiconductor Co. Ltd.		220,400		343,468
#	Nishoku Technology, Inc.		132,400		580,540
#	Nova Technology Corp.		84,000		522,277
	Nuvoton Technology Corp.		202,000		798,551
	O-Bank Co. Ltd.		2,729,071		834,620
*	Ocean Plastics Co. Ltd.		764,200		910,596
#	OK Biotech Co. Ltd.		215,130		176,780
#	Optimax Technology Corp.		164,000		184,376
#	Orient Semiconductor Electronics Ltd.		1,061,599		2,058,136
#	Oriental Union Chemical Corp.		1,537,267		817,670
#	O-TA Precision Industry Co. Ltd.		216,227		585,346
#	Pacific Construction Co.		933,921		365,815
#	Pacific Hospital Supply Co. Ltd.		255,209		712,494
	Paiho Shih Holdings Corp.		561,560		351,006
#	Pan German Universal Motors Ltd.		32,000		324,916
#	Pan Jit International, Inc.		988,486		1,709,151
#	Pan-International Industrial Corp.		1,321,747		1,384,536
#	Panion & BF Biotech, Inc.		203,449		600,142
	Paragon Technologies Co. Ltd.		163,246		135,856
#	Parpro Corp.		208,000		211,147
# *	PChome Online, Inc.		354,383		341,756
#	PCL Technologies, Inc.		196,400		436,976
#	P-Duke Technology Co. Ltd.		214,633		621,418
#	Pegavision Corp.		112,913		1,807,330
#	Phoenix Silicon International Corp.		370,293		625,166
*	Phytohealth Corp.		161,000		98,955
	Pixart Imaging, Inc.		462,150		2,230,435
#	Planet Technology Corp.		160,000		731,763
#	Plastron Precision Co. Ltd.		402,460		209,118
	Polytronics Technology Corp.		200,124		328,318
	Posiflex Technology, Inc.		92,457		340,120
#	Power Wind Health Industry, Inc.		119,314		406,525
	Powertip Technology Corp.		58,000		27,566
#	Poya International Co. Ltd.		140,913		2,158,848
	President Securities Corp.		2,779,193		2,353,493
#	Primax Electronics Ltd.		1,333,000		3,951,376
#	Prince Housing & Development Corp.		2,809,644		1,094,442
	Princeton Technology Corp.		83,000		62,162
#	Pro Hawk Corp.		60,000		342,176
#	Progate Group Corp.		36,000		260,120
#	Prolific Technology, Inc.		40,000		45,085
#	Promate Electronic Co. Ltd.		622,000		1,634,204
#	Prosperity Dielectrics Co. Ltd.		312,559		426,510
#	QST International Corp.		121,612		276,707
	Qualipoly Chemical Corp.		308,048		378,590
#	Quang Viet Enterprise Co. Ltd.		154,000		509,884

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
#	Quanta Storage, Inc.		548,000	$	1,496,369
#	Quintain Steel Co. Ltd.		970,039		452,400
	Radiant Opto-Electronics Corp.		780,000		4,755,594
# *	Radium Life Tech Co. Ltd.		1,996,546		728,841
	Rafael Microelectronics, Inc.		28,821		119,422
	Raydium Semiconductor Corp.		166,000		2,163,962
#	Rechi Precision Co. Ltd.		880,181		748,072
*	Rexon Industrial Corp. Ltd.		50,000		77,193
# *	Rich Development Co. Ltd.		1,670,036		668,390
*	Ritek Corp.		2,008,867		469,967
#	Ruby Tech Corp.		12,000		22,124
	Ruentex Engineering & Construction Co.		199,540		1,071,238
	Run Long Construction Co. Ltd.		130,000		453,980
#	Sakura Development Co. Ltd.		389,555		903,384
	Sampo Corp.		1,267,861		1,129,397
	San Fang Chemical Industry Co. Ltd.		686,647		641,306
#	San Far Property Ltd.		573,510		650,900
#	San Fu Chemical Co. Ltd.		69,000		306,775
#	San Shing Fastech Corp.		445,875		778,220
	Sanitar Co. Ltd.		155,000		179,776
	Sanyang Motor Co. Ltd.		179,000		461,057
#	Savior Lifetec Corp.		671,000		440,158
	SCI Pharmtech, Inc.		36,982		100,893
#	Scientech Corp.		190,000		1,952,787
	ScinoPharm Taiwan Ltd.		578,000		508,265
#	SDI Corp.		398,000		1,281,483
#	Sea Sonic Electronics Co. Ltd.		87,000		220,945
#	Securitag Assembly Group Co.		37,000		114,595
	Senao International Co. Ltd.		310,541		371,419
#	Senao Networks, Inc.		81,000		447,138
	Sensortek Technology Corp.		30,000		312,817
#	Sercomm Corp.		818,000		3,094,766
#	Sesoda Corp.		616,803		599,488
	Shan-Loong Transportation Co. Ltd.		262,000		218,312
#	Sharehope Medicine Co. Ltd.		309,300		304,150
	Sheng Yu Steel Co. Ltd.		328,980		294,917
#	ShenMao Technology, Inc.		355,891		702,785
	Shieh Yih Machinery Industry Co. Ltd.		166,000		179,158
#	Shih Her Technologies, Inc.		162,000		534,051
#	Shih Wei Navigation Co. Ltd.		966,842		595,597
	Shin Hai Gas Corp.		1,245		2,111
	Shin Hsiung Natural Gas Co. Ltd.		31,735		54,287
	Shin Ruenn Development Co. Ltd.		167,000		421,062
#	Shin Zu Shing Co. Ltd.		531,943		2,824,605
#	Shinfox Energy Co. Ltd.		219,000		899,472
# *	Shining Building Business Co. Ltd.		1,272,814		477,228
	Shinkong Insurance Co. Ltd.		666,131		1,970,587
	Shinkong Synthetic Fibers Corp.		4,133,395		2,169,536
	Shinkong Textile Co. Ltd.		788,542		1,214,037
	Shiny Chemical Industrial Co. Ltd.		389,467		2,071,561
#	ShunSin Technology Holding Ltd.		55,000		305,423
# *	Shuttle, Inc.		978,152		534,625
#	Sigurd Microelectronics Corp.		1,466,907		3,316,779
	Silicon Integrated Systems Corp.		756,000		1,419,350
	Simplo Technology Co. Ltd.		14,000		186,958
	Sincere Navigation Corp.		869,139		692,699
#	Singatron Enterprise Co. Ltd.		113,000		111,397
	Sinher Technology, Inc.		139,000		143,340
#	Sinmag Equipment Corp.		158,056		752,161

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
	Sinon Corp.		1,334,510	$	1,661,226
	Sinopower Semiconductor, Inc.		13,200		39,762
#	Sinphar Pharmaceutical Co. Ltd.		223,938		254,091
	Sinyi Realty, Inc.		834,660		849,280
	Sirtec International Co. Ltd.		229,600		252,292
#	Sitronix Technology Corp.		366,879		3,133,285
#	Siward Crystal Technology Co. Ltd.		491,000		485,204
#	Soft-World International Corp.		234,000		1,047,020
	Solar Applied Materials Technology Corp.		1,527,372		2,076,453
#	Solomon Technology Corp.		420,000		1,302,405
#	Solteam, Inc.		233,607		348,227
*	Solytech Enterprise Corp.		119,000		54,332
	Sonix Technology Co. Ltd.		516,000		804,905
#	Southeast Cement Co. Ltd.		579,700		359,021
#	Speed Tech Corp.		321,000		616,800
	Spirox Corp.		298,824		701,928
#	Sporton International, Inc.		252,231		1,924,312
#	Sports Gear Co. Ltd.		66,000		176,186
	St. Shine Optical Co. Ltd.		157,000		902,283
	Standard Chemical & Pharmaceutical Co. Ltd.		288,571		559,304
	Standard Foods Corp.		1,010,000		1,189,188
#	Stark Technology, Inc.		334,688		1,324,734
	STL Technology Co. Ltd.		17,000		16,920
#	Sun Yad Construction Co. Ltd.		233,512		145,331
	Sunjuice Holdings Co. Ltd.		16,000		105,904
#	Sunko INK Co. Ltd.		433,400		189,121
#	SunMax Biotechnology Co. Ltd.		96,000		670,608
	Sunny Friend Environmental Technology Co. Ltd.		245,998		769,157
#	Sunonwealth Electric Machine Industry Co. Ltd.		664,487		2,269,931
#	Sunplus Innovation Technology, Inc.		22,000		100,999
	Sunplus Technology Co. Ltd.		1,577,000		1,497,128
	Sunrex Technology Corp.		298,612		563,032
#	Sunspring Metal Corp.		328,069		293,283
	Supreme Electronics Co. Ltd.		1,750,184		4,716,011
#	Swancor Holding Co. Ltd.		176,000		808,002
	Sweeten Real Estate Development Co. Ltd.		728,712		874,419
#	Symtek Automation Asia Co. Ltd.		188,398		733,777
#	Syncmold Enterprise Corp.		311,750		882,494
#	Synmosa Biopharma Corp.		206,076		243,800
#	Syscom Computer Engineering Co.		54,000		96,729
# *	Sysgration		291,000		308,499
	Systex Corp.		475,388		1,817,581
#	T3EX Global Holdings Corp.		224,000		701,389
#	Ta Liang Technology Co. Ltd.		142,140		269,196
#	Ta Ya Electric Wire & Cable		1,647,685		2,871,067
	Ta Yih Industrial Co. Ltd.		106,000		124,045
	Tah Hsin Industrial Corp.		221,092		484,343
	TAI Roun Products Co. Ltd.		96,000		48,295
	TA-I Technology Co. Ltd.		397,788		571,002
# *	Tai Tung Communication Co. Ltd.		379,582		254,074
	Taichung Commercial Bank Co. Ltd.		8,662,371		4,703,023
	TaiDoc Technology Corp.		185,470		878,961
#	Taiflex Scientific Co. Ltd.		657,340		1,036,781
#	Taimide Tech, Inc.		316,262		423,271
#	Tainan Enterprises Co. Ltd.		250,370		257,278
	Tainan Spinning Co. Ltd.		4,004,044		2,422,583
#	Tai-Saw Technology Co. Ltd.		235,120		192,997
#	TaiSol Electronics Co. Ltd.		124,000		279,989
#	Taisun Enterprise Co. Ltd.		429,648		293,095

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
#	Taita Chemical Co. Ltd.		948,828	$	448,234
#	TAI-TECH Advanced Electronics Co. Ltd.		77,000		293,844
#	Taiwan Chinsan Electronic Industrial Co. Ltd.		282,113		302,403
#	Taiwan Cogeneration Corp.		1,166,845		1,702,441
	Taiwan FamilyMart Co. Ltd.		32,000		186,111
	Taiwan Fertilizer Co. Ltd.		498,000		997,858
	Taiwan Fire & Marine Insurance Co. Ltd.		961,338		848,761
	Taiwan FU Hsing Industrial Co. Ltd.		575,000		948,020
*	Taiwan Glass Industry Corp.		442,000		232,314
	Taiwan Hon Chuan Enterprise Co. Ltd.		885,468		4,314,524
#	Taiwan Hopax Chemicals Manufacturing Co. Ltd.		557,120		655,183
††	Taiwan Land Development Corp.		2,845,991		43,920
#	Taiwan Line Tek Electronic		148,510		150,857
#	Taiwan Mask Corp.		478,000		984,029
	Taiwan Navigation Co. Ltd.		730,777		832,787
	Taiwan Paiho Ltd.		841,287		1,641,581
	Taiwan PCB Techvest Co. Ltd.		925,238		1,138,324
#	Taiwan Sakura Corp.		702,803		1,938,569
	Taiwan Sanyo Electric Co. Ltd.		426,400		536,226
	Taiwan Secom Co. Ltd.		392,000		1,545,284
#	Taiwan Semiconductor Co. Ltd.		665,000		1,478,865
#	Taiwan Shin Kong Security Co. Ltd.		1,307,577		1,662,615
	Taiwan Steel Union Co. Ltd.		18,000		55,216
#	Taiwan Styrene Monomer		1,787,209		723,095
	Taiwan Surface Mounting Technology Corp.		856,388		3,129,193
#	Taiwan Taxi Co. Ltd.		85,888		333,280
# *	Taiwan TEA Corp.		1,470,897		1,013,221
	Taiwan Union Technology Corp.		749,000		4,201,177
	Taiwan-Asia Semiconductor Corp.		1,059,804		1,256,651
#	Taiyen Biotech Co. Ltd.		383,883		401,908
#	TCI Co. Ltd.		275,746		1,219,682
#	Te Chang Construction Co. Ltd.		258,206		605,488
	Tehmag Foods Corp.		116,380		1,070,305
	Ten Ren Tea Co. Ltd.		140,980		146,496
	Tera Autotech Corp.		91,885		79,707
#	Test Research, Inc.		551,820		1,789,164
	Test Rite International Co. Ltd.		1,117,495		715,321
#	Thermaltake Technology Co. Ltd.		75,000		96,318
#	Thinking Electronic Industrial Co. Ltd.		241,204		1,164,193
	Thye Ming Industrial Co. Ltd.		353,135		808,975
	Tofu Restaurant Co. Ltd.		6,000		52,665
	Ton Yi Industrial Corp.		2,523,644		1,157,153
#	Tong Hsing Electronic Industries Ltd.		580,681		2,613,485
	Tong Yang Industry Co. Ltd.		1,121,741		4,083,376
#	Tong-Tai Machine & Tool Co. Ltd.		543,892		411,187
#	Top Union Electronics Corp.		212,475		224,313
#	Topco Scientific Co. Ltd.		553,356		4,229,646
#	Topco Technologies Corp.		182,720		436,911
#	Topkey Corp.		222,000		1,339,286
#	Topoint Technology Co. Ltd.		428,898		390,466
	TPK Holding Co. Ltd.		1,025,000		1,201,469
#	Trade-Van Information Services Co.		255,000		580,761
	Transart Graphics Co. Ltd.		18,000		28,200
	Transcend Information, Inc.		603,000		1,731,061
	Transcom, Inc.		146,300		759,997
#	Tsann Kuen Enterprise Co. Ltd.		172,059		195,111
#	TSC Auto ID Technology Co. Ltd.		104,296		726,886
#	TSEC Corp.		1,401,584		1,194,772
	TSRC Corp.		1,662,200		1,227,868

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
	Ttet Union Corp.		153,000	$	681,079
#	TTFB Co. Ltd.		44,091		319,607
	TTY Biopharm Co. Ltd.		620,979		1,468,753
# *	Tul Corp.		40,000		89,876
	Tung Ho Steel Enterprise Corp.		1,636,630		3,676,428
#	Tung Thih Electronic Co. Ltd.		189,000		654,399
#	TURVO International Co. Ltd.		98,922		397,290
	TXC Corp.		1,004,053		3,444,744
	TYC Brother Industrial Co. Ltd.		454,980		696,306
# *	Tycoons Group Enterprise		937,779		351,639
*	Tyntek Corp.		1,029,039		551,123
#	UDE Corp.		251,000		486,780
#	Ultra Chip, Inc.		46,000		118,000
	U-Ming Marine Transport Corp.		1,358,000		2,257,898
	Unictron Technologies Corp.		23,000		55,401
	Uniform Industrial Corp.		78,000		70,119
	Union Bank of Taiwan		7,826,310		3,696,372
#	Unitech Computer Co. Ltd.		341,804		380,462
#	Unitech Printed Circuit Board Corp.		1,984,648		1,588,252
	United Integrated Services Co. Ltd.		524,951		6,333,791
	United Orthopedic Corp.		230,935		707,386
	United Radiant Technology		287,000		161,156
#	United Recommend International Co. Ltd.		69,310		150,337
#	United Renewable Energy Co. Ltd.		3,873,437		1,435,731
* ††	Unity Opto Technology Co. Ltd.		2,760,500		0
	Univacco Technology, Inc.		32,000		33,084
	Universal Cement Corp.		1,525,825		1,643,316
#	Universal Microwave Technology, Inc.		57,000		343,991
#	Universal Vision Biotechnology Co. Ltd.		131,652		1,031,069
	UPC Technology Corp.		2,591,124		1,091,447
	Userjoy Technology Co. Ltd.		186,466		461,838
	USI Corp.		2,737,156		1,330,210
#	Utechzone Co. Ltd.		189,000		522,135
	Value Valves Co. Ltd.		7,000		20,684
	Ve Wong Corp.		556,696		852,945
	Ventec International Group Co. Ltd., Class C		167,000		429,801
	VIA Labs, Inc.		11,000		65,253
#	Viking Tech Corp.		140,000		204,290
#	Visco Vision, Inc.		68,000		527,583
	Visual Photonics Epitaxy Co. Ltd.		522,772		2,463,787
#	Vivotek, Inc.		127,704		531,034
#	Wafer Works Corp.		1,542,251		1,862,511
#	Waffer Technology Corp.		319,512		919,769
#	Wah Hong Industrial Corp.		144,021		160,656
	Wah Lee Industrial Corp.		556,300		2,141,990
#	Walsin Technology Corp.		583,000		1,976,255
	Walton Advanced Engineering, Inc.		719,197		394,133
#	WAN HWA Enterprise Co.		374,238		147,599
*	We&Win Diversification Co. Ltd.		95,000		138,036
	WEI Chih Steel Industrial Co. Ltd.		43,000		35,110
#	Wei Chuan Foods Corp.		889,000		516,867
#	Weikeng Industrial Co. Ltd.		1,269,459		1,331,397
	Well Shin Technology Co. Ltd.		319,000		593,497
	Wha Yu Industrial Co. Ltd.		131,000		65,925
#	Wholetech System Hitech Ltd.		180,000		599,387
#	Winmate, Inc.		130,000		586,867
#	Winstek Semiconductor Co. Ltd.		234,000		933,798
* ††	Wintek Corp.		5,447,000		0
#	WinWay Technology Co. Ltd.		50,000		1,270,576

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TAIWAN — (Continued)
#	Wisdom Marine Lines Co. Ltd.		1,321,241	$	2,760,733
#	Wistron Information Technology & Services Corp.		87,901		369,207
	Wistron NeWeb Corp.		623,184		2,859,770
#	Wowprime Corp.		225,400		1,622,834
#	WUS Printed Circuit Co. Ltd.		529,737		794,072
*	XAC Automation Corp.		139,000		118,314
#	XinTec, Inc.		459,000		1,635,677
	Xxentria Technology Materials Corp.		535,927		1,200,682
	Yankey Engineering Co. Ltd.		66,502		776,363
	Yao Sheng Electronic Co. Ltd.		24,147		117,454
#	YC INOX Co. Ltd.		1,267,609		988,581
	Yea Shin International Development Co. Ltd.		784,799		1,046,627
	Yem Chio Co. Ltd.		1,298,518		832,316
#	Yen Sun Technology Corp.		15,000		29,037
# *	Yeong Guan Energy Technology Group Co. Ltd.		268,987		394,133
	YFC-Boneagle Electric Co. Ltd.		275,687		200,525
	YFY, Inc.		1,196,212		1,137,822
#	Yi Jinn Industrial Co. Ltd.		669,284		513,154
	Yieh Phui Enterprise Co. Ltd.		3,288,651		1,552,109
	Yonyu Plastics Co. Ltd.		188,600		179,722
#	Young Fast Optoelectronics Co. Ltd.		297,872		526,974
# *	Young Optics, Inc.		27,000		45,399
	Youngtek Electronics Corp.		294,666		675,231
#	Yuanta Futures Co. Ltd.		342,827		859,845
#	Yuen Foong Yu Consumer Products Co. Ltd.		140,000		234,777
	Yung Chi Paint & Varnish Manufacturing Co. Ltd.		250,869		608,744
#	Yungshin Construction & Development Co. Ltd.		342,000		2,148,882
	YungShin Global Holding Corp.		758,015		1,136,257
	Yusin Holding Corp.		28,721		106,535
#	Zeng Hsing Industrial Co. Ltd.		186,726		567,362
	Zenitron Corp.		635,000		690,111
	Zero One Technology Co. Ltd.		469,226		1,073,298
*	Zhong Yang Technology Co. Ltd.		7,819		16,719
#	Zig Sheng Industrial Co. Ltd.		1,224,732		559,765
# *	Zinwell Corp.		800,586		490,655
#	Zippy Technology Corp.		409,948		679,186
#	Zyxel Group Corp.		859,225		1,086,658
TOTAL TAIWAN					720,729,871
THAILAND — (1.3%)
	AAPICO Hitech PCL, NVDR		3,870		2,245
	AAPICO Hitech PCL		718,032		416,559
*	Absolute Clean Energy PCL		4,988,600		187,106
	Advanced Information Technology PCL, Class F		3,145,000		364,908
	After You PCL		856,400		212,598
	Allianz Ayudhya Capital PCL		195,200		201,468
	Amata Corp. PCL		2,376,310		1,455,538
	AP Thailand PCL		4,022,316		1,172,181
	Asia Plus Group Holdings PCL		6,214,100		446,020
	Asia Sermkij Leasing PCL, NVDR		666,100		301,956
	Asian Sea Corp. PCL, Class F		54,700		12,251
	Bangchak Sriracha PCL		98,200		23,450
	Bangkok Airways PCL		694,400		327,901
#	Bangkok Commercial Asset Management PCL		1,012,600		271,866
	Bangkok Insurance PCL		180,681		1,423,606
*	Bangkok Land PCL		28,826,270		528,922
	Bangkok Life Assurance PCL, NVDR		43,700		21,225
	BCPG PCL		2,822,400		514,064
	BEC World PCL		1,844,633		240,907

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
THAILAND — (Continued)
*	Better World Green PCL		10,303,633	$	127,892
	Cal-Comp Electronics Thailand PCL, Class F		10,230,152		623,857
	CH Karnchang PCL		743,400		455,348
*	Charoong Thai Wire & Cable PCL, Class F		417,700		51,846
	Chayo Group PCL		244,004		29,101
	Chularat Hospital PCL, Class F		9,666,000		756,379
*	CIMB Thai Bank PCL		1,144,300		16,982
	CK Power PCL		4,197,600		441,733
#	Dhipaya Group Holdings PCL		2,171,100		1,786,793
	Diamond Building Products PCL		166,700		35,985
	Don Muang Tollway PCL		269,400		86,505
	Dynasty Ceramic PCL		12,811,500		625,710
	Eastern Polymer Group PCL, Class F		1,965,187		363,236
	Eastern Water Resources Development & Management PCL, Class F		1,752,300		165,490
	Ekachai Medical Care PCL		1,084,021		226,691
	Erawan Group PCL		3,807,000		495,136
#	Exotic Food PCL, Class F		382,700		314,958
#	Forth Corp. PCL		549,300		243,079
	Forth Smart Service PCL		386,851		60,021
	GFPT PCL		1,453,500		505,940
	Global Green Chemicals PCL, Class F		1,036,100		222,261
*	Green Tech Ventures PCL, Class F		13,259,934		53,670
* ††	Group Lease PCL, NVDR		1,644,700		5,410
	Haad Thip PCL		456,400		220,441
	Hana Microelectronics PCL		180,500		188,731
	ICC International PCL		204,600		282,940
	Ichitan Group PCL		1,568,200		765,905
	Index Livingmall PCL		323,300		181,453
	Interlink Communication PCL		359,500		66,448
	IT City PCL		152,900		14,275
*	Italian-Thai Development PCL		10,308,376		203,052
* ††	ITV PLC		2,785,600		0
	Jasmine International PCL		8,738,731		754,559
# *	Jaymart Group Holdings PCL		1,174,800		443,799
	Karmarts PCL		1,583,500		683,648
	KGI Securities Thailand PCL		502,000		59,872
	Khon Kaen Sugar Industry PCL		4,792,056		307,747
	Lalin Property PCL		495,500		99,608
	Lanna Resources PCL		609,350		231,836
	LH Financial Group PCL		8,937,339		233,924
	Loxley PCL		3,892,076		155,431
#	LPN Development PCL		2,622,602		246,267
	Major Cineplex Group PCL		852,400		340,408
*	Malee Group PCL		81,900		30,276
	MBK PCL		3,563,655		1,634,704
	MC Group PCL		783,000		259,873
	MCS Steel PCL		980,100		211,570
	Mega Lifesciences PCL		459,200		508,019
	Modernform Group PCL		177,000		10,889
	Muang Thai Insurance PCL		61,288		181,086
	Netbay PCL		258,600		140,953
	Noble Development PCL		1,715,600		172,208
	Nonthavej Hospital PCL		3,300		3,139
	Northeast Rubber PCL		2,561,112		383,545
*	Nusasiri PCL		6,952,100		56,277
#	Origin Property PCL, Class F		1,798,350		344,530
	Plan B Media PCL, Class F		4,257,356		959,226
*	Platinum Group PCL, Class F		2,897,400		197,017
	Polyplex Thailand PCL		1,079,650		278,215

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
THAILAND — (Continued)
	Praram 9 Hospital PCL		544,200	$	284,875
#	Precious Shipping PCL		1,927,731		408,329
	Prima Marine PCL		2,344,566		483,970
*	Principal Capital PCL		372,800		39,634
	Property Perfect PCL		18,480,946		124,669
	Pruksa Holding PCL		1,303,800		408,097
	PTG Energy PCL		2,485,400		586,812
	Quality Houses PCL		27,030,726		1,590,043
	R&B Food Supply PCL		838,100		253,284
*	Rabbit Holdings PCL, Class F		20,428,531		220,491
*	Raimon Land PCL		3,512,600		47,391
	Rajthanee Hospital PCL		505,200		344,207
	Ratchaphruek Hospital PCL, Class F		146,400		24,097
	Ratchthani Leasing PCL		7,986,170		517,183
	Regional Container Lines PCL		872,500		484,984
	Rojana Industrial Park PCL		1,612,254		337,155
#	RS PCL		1,941,680		681,107
*	S 11 Group PCL		282,500		20,886
	S Hotels & Resorts PCL		2,660,241		176,584
	Sabina PCL		419,600		291,546
	Sabuy Technology PCL		283,400		19,118
	Saha Pathana Inter-Holding PCL		670,000		1,247,437
	Sahamitr Pressure Container PCL		570,093		146,907
	Saha-Union PCL		562,700		444,117
*	Samart Corp. PCL		1,268,300		210,471
	Sansiri PCL		32,771,010		1,503,257
	Sappe PCL		336,900		886,340
	SC Asset Corp. PCL		4,470,015		455,927
	SCG Ceramics PCL		2,521,400		67,355
	Sermsang Power Corp. Co. Ltd.		1,594,706		335,637
	Siam Wellness Group PCL, Class F		324,150		72,160
	Siamgas & Petrochemicals PCL		2,078,300		431,811
	Sikarin PCL, Class F		65,000		17,890
	Singer Thailand PCL		408,900		111,438
	Singha Estate PCL		6,603,154		146,103
	Sino-Thai Engineering & Construction PCL		962,335		277,846
	SiS Distribution Thailand PCL		20,200		15,126
	SISB PCL		180,900		189,149
	Somboon Advance Technology PCL		601,637		266,240
	SPCG PCL		1,127,381		343,751
	Sri Trang Agro-Industry PCL		2,221,892		1,049,194
	Sri Trang Gloves Thailand PCL		2,125,400		530,490
#	Srinanaporn Marketing PCL		670,900		305,942
	Srivichai Vejvivat PCL		640,600		139,148
	Stars Microelectronics Thailand PCL		1,193,300		88,870
*	STP & I PCL		2,791,364		241,024
*	Super Energy Corp. PCL		36,346,805		304,034
	Susco PCL		1,816,400		196,050
	SVI PCL		1,049,400		192,551
#	Synnex Thailand PCL		446,840		141,069
	TAC Consumer PCL, Class F		849,400		124,912
#	Taokaenoi Food & Marketing PCL, Class F		1,162,480		326,222
	Thai Nakarin Hospital PCL		48,600		46,390
	Thai Stanley Electric PCL, Class F		134,700		788,718
	Thai Vegetable Oil PCL		1,634,682		873,360
	Thai Wacoal PCL		68,300		58,284
	Thai Wah PCL, Class F		1,366,200		140,823
	Thaicom PCL		1,676,400		579,005
#	Thaifoods Group PCL, Class F		2,755,000		282,488

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
THAILAND — (Continued)
	Thonburi Healthcare Group PCL		50,600	$	54,614
	Thoresen Thai Agencies PCL		3,305,378		561,896
	Tipco Asphalt PCL		1,529,274		660,237
	TIPCO Foods PCL		620,682		165,806
	TKS Technologies PCL		897,343		196,127
	TMT Steel PCL		76,800		10,983
	TPI Polene PCL		13,848,900		511,953
	TPI Polene Power PCL		5,812,382		520,699
	TQM Alpha PCL		505,676		341,120
	TTW PCL		2,145,000		520,912
	Union Auction PCL		788,500		192,551
	United Paper PCL		1,084,800		336,622
	Univanich Palm Oil PCL		1,335,500		311,713
	Vanachai Group PCL		1,316,059		120,739
	VGI PCL		6,932,400		319,871
††	Vinythai PCL		16,237		1,004
	WHA Utilities & Power PCL		2,849,300		299,845
*	Xspring Capital PCL		12,553,967		386,172
*	YGGDRAZIL Group PCL		321,800		58,612
TOTAL THAILAND					53,164,139
TURKEY — (1.5%)
	Adel Kalemcilik Ticaret ve Sanayi AS		8,328		192,278
*	Adese Alisveris Merkezleri Ticaret AS		3,642,293		255,426
	Afyon Cimento Sanayi TAS		628,030		286,500
	Agesa Hayat ve Emeklilik AS		52,014		136,089
	Akcansa Cimento AS		119,209		555,943
	Aksa Akrilik Kimya Sanayii AS		402,215		1,448,003
*	Aksigorta AS		1,457,492		334,522
*	Albaraka Turk Katilim Bankasi AS		3,396,556		525,288
*	Alkim Alkali Kimya AS		191,634		238,337
*	Anadolu Anonim Turk Sigorta Sirketi		656,269		1,825,159
	Anadolu Hayat Emeklilik AS		202,753		347,924
	Anadolu Isuzu Otomotiv Sanayi Ve Ticaret AS, Class C		56,631		206,330
	ARD Grup Bilisim Teknolojileri AS		425,980		580,517
*	Aydem Yenilenebilir Enerji AS, Class A		396,992		346,186
	Aygaz AS		201,864		1,222,611
	Aztek Teknoloji Urunleri Ticaret AS		10,266		32,199
	Bagfas Bandirma Gubre Fabrikalari AS		86,168		64,069
*	Banvit Bandirma Vitaminli Yem Sanayii AS		25,106		139,512
*	Baticim Bati Anadolu Cimento Sanayii AS		200,482		842,916
	Bera Holding AS		2,112,693		1,238,620
*	Besiktas Futbol Yatirimlari Sanayi ve Ticaret AS		156,505		229,740
*	Biotrend Cevre VE Enerji Yatirimlari AS		640,925		367,517
	Bogazici Beton Sanayi Ve Ticaret AS		232,497		271,066
	Bosch Fren Sistemleri Sanayi ve Ticaret AS		15,685		487,575
	Brisa Bridgestone Sabanci Sanayi ve Ticaret AS		77,290		300,681
	Bursa Cimento Fabrikasi AS		2,021,576		528,671
*	Can2 Termik AS		367,300		208,112
	Celebi Hava Servisi AS		6,362		362,047
*	Cemas Dokum Sanayi AS		1,927,018		187,282
	Cemtas Celik Makina Sanayi Ve Ticaret AS		501,461		168,015
*	Cimbeton Hazirbeton ve Prefabrik Yapi Elemanlari Sanayi ve Ticaret AS		454		57,283
	Cimsa Cimento Sanayi VE Ticaret AS		1,354,087		1,338,519
	Deva Holding AS		102,907		239,590
	Dogan Sirketler Grubu Holding AS		3,025,654		1,361,188
*	Doganlar Mobilya Grubu Imalat Sanayi ve Ticaret AS		635,533		272,731
	Eczacibasi Yatirim Holding Ortakligi AS		69,675		503,745
#	EGE Endustri VE Ticaret AS		3,982		2,152,279

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TURKEY — (Continued)
	EGE Gubre Sanayii AS		104,905	$	147,780
	EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS		488,985		783,385
	Erbosan Erciyas Boru Sanayii ve Ticaret AS		41,114		292,270
	Escar Turizm Tasimacilik Ticaret AS		28,851		244,042
*	Europap Tezol Kagit Sanayi VE Ticaret AS		285,408		196,349
*	Europen Endustri Insaat Sanayi VE Ticaret AS		65,541		31,511
	Galata Wind Enerji AS		446,347		391,537
*	Gersan Elektrik Ticaret ve Sanayi AS		154,162		195,017
	Global Yatirim Holding AS		1,488,949		623,092
	Goltas Goller Bolgesi Cimento Sanayi ve Ticaret AS		26,268		453,305
*	Goodyear Lastikleri TAS		268,622		178,439
*	Gozde Girisim Sermayesi Yatirim Ortakligi AS		647,008		496,908
	GSD Holding AS		1,840,955		248,506
*	Hitit Bilgisayar Hizmetleri AS		12,164		29,508
	Indeks Bilgisayar Sistemleri Muhendislik Sanayi ve Ticaret AS		1,600,242		463,700
*	Inveo Yatirim Holding AS		6,799		9,835
# *	Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim AS		300,257		398,326
*	Is Finansal Kiralama AS		920,944		329,006
	Is Yatirim Menkul Degerler AS, Class A		837,790		968,262
*	Isiklar Enerji ve Yapi Holding AS		492,320		74,713
*	Izmir Demir Celik Sanayi AS		2,040,105		461,090
	Jantsa Jant Sanayi Ve Ticaret AS		27,523		258,639
	Kalekim Kimyevi Maddeler Sanayi ve Ticaret AS		351,760		278,768
	Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Class A		755,481		478,704
	Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Class B		258,839		153,952
	Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Class D		2,400,736		1,923,945
*	Karel Elektronik Sanayi ve Ticaret AS		533,074		247,592
*	Karsan Otomotiv Sanayii Ve Ticaret AS		919,275		430,904
*	Katmerciler Arac Ustu Ekipman Sanayi ve Ticaret AS		3,217,433		239,469
*	Kerevitas Gida Sanayi ve Ticaret AS		84,695		39,390
	Kervan Gida Sanayi Ve Ticaret AS		180,782		157,573
	Kimteks Poliuretan Sanayi VE Ticaret AS		19,896		39,166
	Kocaer Celik Sanayi Ve Ticaret AS		63,250		113,242
*	Konya Cimento Sanayii AS		539		190,951
*	Kordsa Teknik Tekstil AS		178,590		552,052
*	Koza Anadolu Metal Madencilik Isletmeleri AS		648,948		1,038,349
	LDR Turizm AS		124,217		281,856
	Logo Yazilim Sanayi Ve Ticaret AS		206,423		576,429
	Lokman Hekim Engurusag Saglik Turizm Egitim Hizmetleri ve Insaat Taahhut AS		13,831		36,784
W	Mavi Giyim Sanayi Ve Ticaret AS, Class B		1,008,800		2,876,055
*	MIA Teknoloji AS		630,011		1,092,596
* W	MLP Saglik Hizmetleri AS		305,889		2,211,301
	Naturel Yenilenebilir Enerji Ticaret AS		100,880		170,008
*	NET Holding AS		552,554		528,062
	Nuh Cimento Sanayi AS		190,332		1,798,132
# *	ODAS Elektrik Uretim ve Sanayi Ticaret AS		3,158,379		930,801
*	Orge Enerji Elektrik Taahhut AS		76,389		165,164
	Osmanli Yatirim Menkul Degerler AS, Class A		1,785		14,142
	Otokar Otomotiv Ve Savunma Sanayi AS		7,407		119,863
*	Oyak Yatirim Menkul Degerler AS		113,221		159,149
	Panelsan Cati Cephe Sistemleri Sanayi VE Ticaret AS		90,062		223,588
*	Parsan Makina Parcalari Sanayii AS		67,138		224,607
*	Peker Gayrimenkul Yatirim Ortakligi AS		848,683		209,245
	Penta Teknoloji Urunleri Dagitim Ticaret AS		12,641		7,083
	Polisan Holding AS		541,293		218,472
	Politeknik Metal Sanayi ve Ticaret AS		255		145,787
*	Qua Granite Hayal		1,328,615		170,532
# *	Reysas Tasimacilik ve Lojistik Ticaret AS		1,346,149		1,744,239

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
TURKEY — (Continued)
	Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret AS		1,528,153	$	1,596,356
*	Say Yenilenebilir Enerji Ekipmanlari Sanayi ve Ticaret AS		75,962		184,939
	Sekerbank Turk AS		2,816,453		421,842
	Selcuk Ecza Deposu Ticaret ve Sanayi AS		376,098		611,561
	Sok Marketler Ticaret AS		827,810		1,484,336
	Suwen Tekstil Sanayi Pazarlama AS		19,541		11,885
	Tekfen Holding AS		606,459		970,286
*	Teknosa Ic Ve Dis Ticaret AS		425,506		529,833
*	Tukas Gida Sanayi ve Ticaret AS		881,591		247,502
*	Tumosan Motor ve Traktor Sanayi AS		47,923		248,177
*	Turcas Petrol AS		410,905		333,666
*	Turkiye Sinai Kalkinma Bankasi AS		4,705,310		1,423,327
*	Ulker Biskuvi Sanayi AS		497,961		1,754,814
*	Usak Seramik Sanayii AS		45,662		12,950
*	Vakif Finansal Kiralama AS		2,384,823		227,046
	Vakko Tekstil ve Hazir Giyim Sanayi Isletmeleri AS		39,862		112,899
	Vestel Beyaz Esya Sanayi ve Ticaret AS		1,069,869		734,834
*	Vestel Elektronik Sanayi ve Ticaret AS		368,756		950,145
	Yatas Yatak ve Yorgan Sanayi ve Ticaret AS		362,255		355,858
	Yayla Agro Gida Sanayi VE Nakliyat AS		135,676		57,751
	Ziraat Gayrimenkul Yatirim Ortakligi AS		643,379		146,494
*	Zorlu Enerji Elektrik Uretim AS		4,720,490		963,304
TOTAL TURKEY					60,297,447
UNITED ARAB EMIRATES — (1.6%)
	Abu Dhabi Islamic Bank PJSC		4,010,162		12,192,023
	Abu Dhabi National Hotels		5,090,161		882,619
	Abu Dhabi National Insurance Co. PSC		107,433		169,257
*	Abu Dhabi Ports Co. PJSC		2,002,406		3,168,402
	Abu Dhabi Ship Building Co. PJSC		238,479		264,094
	Agthia Group PJSC		865,057		1,344,959
	Air Arabia PJSC		7,135,372		5,195,304
*	Ajman Bank PJSC		3,693,896		1,887,364
*	AL Seer Marine Supplies & Equipment Co. LLC		492,975		647,890
	AL Yah Satellite Communications Co-PJSC-Yah Sat		1,930,092		1,260,240
	Aldar Properties PJSC		18,000		26,750
	Amanat Holdings PJSC		3,523,544		998,116
*	Amlak Finance PJSC		2,059,322		441,640
*	Apex Investment Co. PSC		4,655,623		2,252,842
* ††	Arabtec Holding PJSC		2,783,626		0
	Aramex PJSC		1,954,606		1,374,865
	Burjeel Holdings PLC		1,253,400		1,001,492
	Dana Gas PJSC		12,794,521		2,402,677
	Deyaar Development PJSC		4,393,484		897,071
	Dubai Financial Market PJSC		4,244,565		1,591,534
	Dubai Investments PJSC		5,560,104		3,305,075
	Emaar Development PJSC		2,871,694		6,523,794
	Emirates Central Cooling Systems Corp		133,538		57,817
	Emirates Integrated Telecommunications Co. PJSC		880,775		1,402,457
*	EMSTEEL Building Materials PJSC		5,270,256		2,049,207
*	Eshraq Investments PJSC		3,730,127		325,490
	Fertiglobe PLC		3,039,223		2,303,404
*	Ghitha Holding PJSC		86,463		837,696
*	Gulf Navigation Holding PJSC		1,089,050		2,177,125
*	Gulf Pharmaceutical Industries PSC		67,736		17,343
*	Islamic Arab Insurance Co.		81,388		8,913
*	Manazel PJSC		3,501,339		362,199
*	Multiply Group PJSC		7,180,314		4,492,201
	National Central Cooling Co. PJSC		86,618		71,698

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
UNITED ARAB EMIRATES — (Continued)
*	National Corp. for Tourism & Hotels		11,988	$	9,922
	Palms Sports PrJSC		84,283		224,587
	RAK Properties PJSC		3,976,501		1,323,593
	Ras Al Khaimah Ceramics		1,082,716		813,250
	Salik Co. PJSC		891,512		839,090
	Taaleem Holdings PJSC		45,676		46,502
	TECOM Group PJSC		336,524		252,661
*	Union Properties PJSC		6,905,565		808,460
TOTAL UNITED ARAB EMIRATES					66,251,623
UNITED STATES — (0.0%)
# *	Powerfleet, Inc. NJ		14,096		66,714
* W	Sirnaomics Ltd		36,800		32,277
TOTAL UNITED STATES					98,991
TOTAL COMMON STOCKS					4,042,972,262
PREFERRED STOCKS — (0.6%)
BRAZIL — (0.6%)
*	Alpargatas SA		446,866		814,111
	Banco ABC Brasil SA, 6.724%		322,665		1,438,527
*	Banco ABC Brasil SA		11,269		49,633
W	Banco BMG SA, 13.443%		238,649		150,287
	Banco do Estado do Rio Grande do Sul SA Class B, 5.339%		641,361		1,556,282
	Banco Pan SA, 2.354%		928,037		1,633,528
	Banco Pine SA, 8.999%		46,090		38,345
	Centrais Eletricas de Santa Catarina SA, 9.689%		59,700		801,120
	Cia de Ferro Ligas da Bahia FERBASA, 8.618%		604,412		925,370
	Cia De Sanena Do Parana, 5.994%		4,069,627		4,036,240
	Cia Energetica do Ceara Class A, 0.892%		47,832		318,075
	CTEEP-Cia de Transmissao de Energia Eletrica Paulista, 8.827%		549,278		2,641,349
	Eucatex SA Industria e Comercio, 6.080%		184,006		540,048
	Grazziotin SA, 10.241%		3,991		20,260
	Marcopolo SA, 7.107%		2,161,813		2,743,587
	Randon SA Implementos e Participacoes, 5.442%		606,987		1,249,603
	Schulz SA, 5.864%		370,405		439,413
	Taurus Armas SA, 11.383%		180,574		426,345
	Track & Field Co. SA, 1.599%		148,500		321,732
	Unipar Carbocloro SA Class B, 5.246%		268,233		2,726,959
	Usinas Siderurgicas de Minas Gerais SA Usiminas Class A, 3.579%		1,439,921		2,193,463
TOTAL BRAZIL					25,064,277
CHILE — (0.0%)
	Coca-Cola Embonor SA Class B, 6.106%		353,353		481,786
	Embotelladora Andina SA Class B, 6.361%		128,271		362,748
TOTAL CHILE					844,534
COLOMBIA — (0.0%)
	Grupo Aval Acciones y Valores SA, 8.639%		343,231		40,509
	Grupo de Inversiones Suramericana SA, 5.666%		16,438		96,876
TOTAL COLOMBIA					137,385
INDIA — (0.0%)
*	Sundaram Clayton Ltd.		1,268		167

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

		Shares		Value»
PHILIPPINES — (0.0%)
	Cebu Air, Inc., 6.000%		435,739	$	233,805
TOTAL PREFERRED STOCKS					26,280,168
RIGHTS/WARRANTS — (0.0%)
BRAZIL — (0.0%)
*	Diagnosticos da America SA Warrants 04/30/2025		1,356		340
*	Grazziotin SA Rights 05/21/2024		143		10
*	Grupo Casas Bahia SA Warrants 09/19/2024		1,566,315		3,016
TOTAL BRAZIL					3,366
INDIA — (0.0%)
*	IIFL Finance Ltd. Rights 05/14/2024		59,699		69,154
TAIWAN — (0.0%)
*	Chlitina Holding Ltd. Rights 05/13/2024		5,193		5,103
*	Eris Technology Corp. Rights		3,079		5,447
*	Senao Networks, Inc. Warrants		13,208		5,273
TOTAL TAIWAN					15,823
THAILAND — (0.0%)
*	Better World Green PCL Warrants		2,335,733		0
*	Better World Green PCL Warrants 03/21/2025		1,717,272		0
*	Ner W2 Warrants 04/18/2025		426,852		576
*	Roctec Global PCL Warrants 02/05/2027		970,750		1,048
*	TFG W4 Warrants 04/29/2025		275,500		0
TOTAL THAILAND					1,624
TOTAL RIGHTS/WARRANTS					89,967
TOTAL INVESTMENT SECURITIES (Cost $3,211,404,286)					4,069,342,397
				Value†
SECURITIES LENDING COLLATERAL — (0.9%)
@ §	The DFA Short Term Investment Fund		3,234,759		37,419,687
TOTAL INVESTMENTS — (100.0%) (Cost $3,248,823,973)				$	4,106,762,084

ADR American Depositary Receipt

GDR Global Depositary Receipt

» Securities that have been fair value factored. See Note B to Financial Statements.

* Non-Income Producing Securities.

W 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.

# Total or Partial Securities on Loan.

†† Security valued using significant unobservable inputs (Level 3).

† See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

As of April 30, 2024, The Emerging Markets Small Cap Series 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		110		06/21/24	$	28,261,288	$	27,868,500	$	(392,788	)
Total Futures Contracts					$	28,261,288	$	27,868,500	$	(392,788	)

Summary of the Series’ investments as of April 30, 2024, based on their valuation inputs, is as follows (see Security Valuation Note):

	Investments in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Brazil	$	164,783,179	$	9,379,278		—	$	174,162,457
Chile		1,555,317		23,642,134		—		25,197,451
China		26,582,429		744,761,789	$	9,304,674		780,648,892
Colombia		5,211,808		819,674		—		6,031,482
Greece		425,775		20,832,583		—		21,258,358
Hong Kong		—		1,839,238		98,263		1,937,501
Hungary		—		3,226,045		—		3,226,045
India		398,834		1,016,805,899		18,175		1,017,222,908
Indonesia		—		67,612,843		243,012		67,855,855
Kuwait		19,320,864		1,322,117		—		20,642,981
Malaysia		19,099		60,460,407		—		60,479,506
Mexico		122,972,558		6,419,318		—		129,391,876
Philippines		—		31,489,339		2,752		31,492,091
Poland		—		55,958,271		—		55,958,271
Qatar		—		30,470,405		—		30,470,405
Saudi Arabia		471,687		193,315,733		—		193,787,420
South Africa		13,874,182		95,586,763		—		109,460,945
South Korea		496,818		411,189,040		1,519,889		413,205,747
Taiwan		—		720,685,951		43,920		720,729,871
Thailand		50,414,694		2,743,031		6,414		53,164,139
Turkey		—		60,297,447		—		60,297,447
United Arab Emirates		808,460		65,443,163		—		66,251,623
United States		66,714		32,277		—		98,991
Preferred Stocks
Brazil		24,913,990		150,287		—		25,064,277
Chile		—		844,534		—		844,534
Colombia		137,385		—		—		137,385
India		—		167		—		167
Philippines		—		233,805		—		233,805
Rights/Warrants
Brazil		—		3,366		—		3,366
India		—		69,154		—		69,154
Taiwan		—		15,823		—		15,823
Thailand		—		1,624		—		1,624
Securities Lending Collateral		—		37,419,687		—		37,419,687
Total Investments in Securities	$	432,453,793	$	3,663,071,192	$	11,237,099<>	$	4,106,762,084

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

	Investments in Securities (Market Value)
	Level 1			Level 2		Level 3		Total
Financial Instruments
Liabilities
Futures Contracts**	$	(392,788	)		—		—	$	(392,788	)
Total Financial Instruments	$	(392,788	)		—		—	$	(392,788	)

** Valued at the unrealized appreciation/(depreciation) on the investment.

<> A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

(b) Not applicable.

ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 10. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.

None.

ITEM 11. CONTROLS AND PROCEDURES.

(a) Based on their evaluation of the Registrant’s disclosure controls and procedures as of a date within 90 days of the filing date of this Form N-CSR (the “Report”), the Registrant’s Co-Principal Executive Officers and Principal Financial Officer believe that the disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) are effectively designed to ensure that information required to be disclosed by the Registrant in the Report is recorded, processed, summarized and reported by the filing date, including ensuring that information required to be disclosed in the Report is accumulated and communicated to the Registrant’s officers that are making certifications in the Report, as appropriate, to allow timely decisions regarding required disclosure. The Registrant’s management, including the Co-Principal Executive Officers and the Principal Financial Officer, recognizes that any set of controls and procedures, no matter how well designed and operated, can provide only reasonable assurance of achieving the desired control objectives.

(b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) that occurred during the period covered by this Report that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 13. EXHIBITS.

(a)(1)	This item is not applicable.
(a)(2)	Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 are filed herewith.
(a)(3)	This item is not applicable.
(b)	Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 are filed herewith.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

The DFA Investment Trust Company
By:	/s/ David P. Butler
	David P. Butler
	Co-Chief Executive Officer
Date: July 5, 2024
By:	/s/ Gerard K. O’Reilly
	Gerard K. O’Reilly
	Co-Chief Executive Officer and Co-Chief Investment Officer
Date: July 5, 2024

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

By:	/s/ David P. Butler
	David P. Butler
	Co-Principal Executive Officer
	The DFA Investment Trust Company
Date: July 5, 2024
By:	/s/ Gerard K. O’Reilly
	Gerard K. O’Reilly
	Co-Principal Executive Officer
	The DFA Investment Trust Company
Date: July 5, 2024

By:	/s/ Jan Miller
	Jan Miller
	Principal Financial Officer
	The DFA Investment Trust Company
Date: July 5, 2024