Top 10 Contributors and Detractors Equity Funds Quarter End as of June 30, 2021

Holdings are subject to change. The information below is derived using the portfolio's holdings as of the beginning of each month included in the quarter ending on the date indicated, does not reflect intramonth trading activities, and may not be representative of the current or future investments of the portfolio. Portfolio weights below are average weights in each company over the period as represented by the portfolio's holdings as of the beginning of each month included in the quarter. The information below should not be relied upon by the reader as research or investment advice regarding any security. This listing of portfolio holdings is for informational purposes only and should not be deemed a recommendation to buy or sell the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buy any security. The holdings information has not been audited.

To obtain a list showing every holding as a percentage of the portfolio at the end of the most recent publicly available disclosure period, visit www.dimensional.com. Contribution reflects how the portfolio's holdings impacted return of the portfolio. Returns are calculated using daily security returns and month end weights. In aggregate, portfolio return estimates are gross of advisory fees, may exclude certain derivatives and will differ from actual fund performance.

By viewing this listing of portfolio holdings, you are agreeing to not redistribute the information and to not misuse this information to the detriment of portfolio shareholders. Misuse of this information includes, but is not limited to, (i) purchasing or selling any securities listed in the portfolio holdings solely in reliance upon this information; (ii) trading against any of the portfolios or (iii) knowingly engaging in any trading practices that are damaging to Dimensional or one of the portfolios.

Please note that a Portfolio that invests in other Portfolios typically does not hold securities directly. As such, "Contributors and Detractors" information for such a Portfolio represents "Contributors and Detractors" information of underlying Portfolios.

Dimensional Fund Advisors LP is an investment advisor registered with the Securities and Exchange Commission.

Consider the investment objectives, risks, and charges and expenses of the Dimensional funds carefully before investing. For this and other information about the Dimensional funds, please read the prospectus carefully before investing. Prospectuses are available by calling Dimensional Fund Advisors collect at (512) 306-7400 or at us.dimensional.com.

Dimensional funds are distributed by DFA Securities LLC.

Performance data shown represents past performance and is no guarantee of future results. Current performance may be higher or lower than the performance shown. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent month-end, visit us.dimensional.com/funds. US Equity US Core Equity 1 Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Apple Inc 4.11% 0.51% Microsoft Corp 3.36% 0.50% Alphabet Inc 2.03% 0.37% Amazon.com Inc 2.47% 0.27% NVIDIA Corp 0.55% 0.25% Facebook Inc 1.31% 0.23% Adobe Inc 0.41% 0.09% Eli Lilly and Co 0.32% 0.08% Visa Inc 0.72% 0.07% Berkshire Hathaway Inc 0.87% 0.07%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 0.67% -0.09% AT&T Inc 0.64% -0.03% Verizon Communications Inc 0.84% -0.02% Discovery Inc 0.08% -0.02% Walt Disney Co/The 0.42% -0.02% Caterpillar Inc 0.31% -0.02% Scotts Miracle-Gro Co/The 0.07% -0.02% Dollar Tree Inc 0.11% -0.02% Boeing Co/The 0.23% -0.01% Deere & Co 0.24% -0.01%

US Core Equity 2 Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Microsoft Corp 3.37% 0.51% Apple Inc 3.91% 0.48% Alphabet Inc 1.48% 0.27% Amazon.com Inc 2.03% 0.22% Facebook Inc 1.01% 0.18% NVIDIA Corp 0.25% 0.11% Target Corp 0.36% 0.08% Eli Lilly and Co 0.31% 0.07% Visa Inc 0.72% 0.07% Adobe Inc 0.27% 0.06% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 0.69% -0.09% Discovery Inc 0.08% -0.02% Scotts Miracle-Gro Co/The 0.09% -0.02% Caterpillar Inc 0.35% -0.02% Verizon Communications Inc 0.69% -0.02% Haemonetics Corp 0.03% -0.02% Williams-Sonoma Inc 0.13% -0.01% Dollar Tree Inc 0.10% -0.01% Deere & Co 0.24% -0.01% AT&T Inc 0.42% -0.01%

US High Relative Profitability Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Microsoft Corp 4.62% 0.69% Apple Inc 4.31% 0.56% Amazon.com Inc 4.11% 0.46% Eli Lilly and Co 1.38% 0.35% Visa Inc 3.32% 0.34% Target Corp 1.22% 0.26% United Parcel Service Inc 1.15% 0.24% NIKE Inc 1.33% 0.22% Costco Wholesale Corp 1.68% 0.21% Oracle Corp 1.61% 0.18%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 2.49% -0.31% Caterpillar Inc 1.34% -0.08% Verizon Communications Inc 2.80% -0.07% Deere & Co 1.16% -0.07% Marriott International Inc/MD 0.67% -0.06% Altria Group Inc 0.90% -0.05% Scotts Miracle-Gro Co/The 0.17% -0.04% Hologic Inc 0.27% -0.03% Amgen Inc 1.53% -0.02% LPL Financial Holdings Inc 0.15% -0.02% US Large Cap Equity Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Apple Inc 4.60% 0.58% Microsoft Corp 3.75% 0.57% Alphabet Inc 2.71% 0.50% Amazon.com Inc 3.01% 0.33% NVIDIA Corp 0.70% 0.32% Facebook Inc 1.78% 0.31% Adobe Inc 0.47% 0.11% Eli Lilly and Co 0.41% 0.10% Visa Inc 0.89% 0.09% PayPal Holdings Inc 0.46% 0.09%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 0.84% -0.11% Discovery Inc 0.11% -0.03% Walt Disney Co/The 0.60% -0.03% Verizon Communications Inc 0.91% -0.02% Caterpillar Inc 0.40% -0.02% Dollar Tree Inc 0.15% -0.02% Southwest Airlines Co 0.16% -0.02% AT&T Inc 0.55% -0.02% Deere & Co 0.30% -0.02% Boeing Co/The 0.27% -0.02%

US Large Cap Growth Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Microsoft Corp 5.48% 0.82% Apple Inc 4.84% 0.60% Amazon.com Inc 5.39% 0.59% Eli Lilly and Co 1.92% 0.46% Visa Inc 3.22% 0.33% United Parcel Service Inc 1.49% 0.30% IDEXX Laboratories Inc 1.00% 0.28% Oracle Corp 2.06% 0.23% Target Corp 0.91% 0.20% Home Depot Inc/The 3.75% 0.19% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Altria Group Inc 1.44% -0.08% Citrix Systems Inc 0.30% -0.06% Boeing Co/The 0.75% -0.05% Caterpillar Inc 0.57% -0.03% Booking Holdings Inc 0.75% -0.03% Marriott International Inc/MD 0.41% -0.03% Clorox Co/The 0.49% -0.03% Amgen Inc 2.07% -0.03% Deere & Co 0.42% -0.03% Cardinal Health Inc 0.34% -0.02%

US Large Cap Value Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Charter Communications Inc 1.90% 0.31% Morgan Stanley 1.25% 0.22% Exxon Mobil Corp 1.48% 0.22% Pfizer Inc 2.35% 0.21% Goldman Sachs Group Inc/The 1.32% 0.21% ConocoPhillips 1.06% 0.17% Berkshire Hathaway Inc 1.91% 0.16% Comcast Corp 2.77% 0.16% Danaher Corp 0.85% 0.16% Capital One Financial Corp 0.79% 0.16%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 2.63% -0.34% Discovery Inc 0.31% -0.09% AT&T Inc 2.40% -0.08% Walt Disney Co/The 1.41% -0.07% Micron Technology Inc 1.29% -0.05% HP Inc 1.02% -0.05% Southwest Airlines Co 0.33% -0.04% Hartford Financial Services Group Inc/The 0.52% -0.04% Corning Inc 0.60% -0.03% Huntington Bancshares Inc/OH 0.36% -0.03% US Large Cap Value Portfolio (III) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Charter Communications Inc 1.90% 0.31% Morgan Stanley 1.25% 0.22% Exxon Mobil Corp 1.48% 0.22% Pfizer Inc 2.35% 0.21% Goldman Sachs Group Inc/The 1.32% 0.21% ConocoPhillips 1.06% 0.17% Berkshire Hathaway Inc 1.91% 0.16% Comcast Corp 2.77% 0.16% Danaher Corp 0.85% 0.16% Capital One Financial Corp 0.79% 0.16%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 2.63% -0.34% Discovery Inc 0.31% -0.09% AT&T Inc 2.40% -0.08% Walt Disney Co/The 1.41% -0.07% Micron Technology Inc 1.29% -0.05% HP Inc 1.02% -0.05% Southwest Airlines Co 0.33% -0.04% Hartford Financial Services Group Inc/The 0.52% -0.04% Corning Inc 0.60% -0.03% Huntington Bancshares Inc/OH 0.36% -0.03%

Tax-Managed US Marketwide Value Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Charter Communications Inc 2.83% 0.46% Thermo Fisher Scientific Inc 2.56% 0.28% Comcast Corp 3.93% 0.23% Danaher Corp 1.16% 0.21% Morgan Stanley 1.19% 0.21% Bank of America Corp 3.03% 0.21% CVS Health Corp 1.51% 0.17% Pfizer Inc 1.77% 0.16% Anthem Inc 2.41% 0.16% ConocoPhillips 0.97% 0.16% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 3.07% -0.40% AT&T Inc 2.61% -0.08% Walt Disney Co/The 1.42% -0.07% Southwest Airlines Co 0.41% -0.06% Abbott Laboratories 1.37% -0.04% Micron Technology Inc 0.96% -0.04% Citigroup Inc 1.35% -0.03% Corning Inc 0.43% -0.02% Reinsurance Group of America Inc 0.25% -0.02% Lithia Motors Inc 0.17% -0.02%

Tax-Managed US Marketwide Value Portfolio (II) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Charter Communications Inc 2.83% 0.46% Thermo Fisher Scientific Inc 2.56% 0.28% Comcast Corp 3.93% 0.23% Danaher Corp 1.16% 0.21% Morgan Stanley 1.19% 0.21% Bank of America Corp 3.03% 0.21% CVS Health Corp 1.51% 0.17% Pfizer Inc 1.77% 0.16% Anthem Inc 2.41% 0.16% ConocoPhillips 0.97% 0.16%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 3.07% -0.40% AT&T Inc 2.61% -0.08% Walt Disney Co/The 1.42% -0.07% Southwest Airlines Co 0.41% -0.06% Abbott Laboratories 1.37% -0.04% Micron Technology Inc 0.96% -0.04% Citigroup Inc 1.35% -0.03% Corning Inc 0.43% -0.02% Reinsurance Group of America Inc 0.25% -0.02% Lithia Motors Inc 0.17% -0.02% Tax-Managed US Marketwide Value Series Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Charter Communications Inc 2.83% 0.46% Thermo Fisher Scientific Inc 2.56% 0.28% Comcast Corp 3.93% 0.23% Danaher Corp 1.16% 0.21% Morgan Stanley 1.19% 0.21% Bank of America Corp 3.03% 0.21% CVS Health Corp 1.51% 0.17% Pfizer Inc 1.77% 0.16% Anthem Inc 2.41% 0.16% ConocoPhillips 0.97% 0.16%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 3.07% -0.40% AT&T Inc 2.61% -0.08% Walt Disney Co/The 1.42% -0.07% Southwest Airlines Co 0.41% -0.06% Abbott Laboratories 1.37% -0.04% Micron Technology Inc 0.96% -0.04% Citigroup Inc 1.35% -0.03% Corning Inc 0.43% -0.02% Reinsurance Group of America Inc 0.25% -0.02% Lithia Motors Inc 0.17% -0.02%

US Micro Cap Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Intellia Therapeutics Inc 0.16% 0.17% Range Resources Corp 0.24% 0.14% Matador Resources Co 0.28% 0.14% Signet Jewelers Ltd 0.33% 0.13% Vista Outdoor Inc 0.28% 0.11% Medifast Inc 0.32% 0.09% Smith & Wesson Brands Inc 0.09% 0.09% PDC Energy Inc 0.28% 0.09% Coca-Cola Consolidated Inc 0.24% 0.09% CorVel Corp 0.29% 0.08% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Sleep Number Corp 0.39% -0.11% FormFactor Inc 0.26% -0.06% Century Aluminum Co 0.18% -0.06% Travere Therapeutics Inc 0.10% -0.05% Gibraltar Industries Inc 0.27% -0.05% Meritor Inc 0.20% -0.04% Clean Energy Fuels Corp 0.14% -0.04% Rush Enterprises Inc 0.29% -0.04% ESCO Technologies Inc 0.25% -0.04% Air Transport Services Group Inc 0.16% -0.04%

US Small Cap Growth Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Crocs Inc 0.70% 0.28% Lattice Semiconductor Corp 0.77% 0.18% Surgery Partners Inc 0.34% 0.16% CommScope Holding Co Inc 0.36% 0.13% Teradata Corp 0.48% 0.12% AMN Healthcare Services Inc 0.40% 0.12% Medifast Inc 0.38% 0.11% Select Medical Holdings Corp 0.48% 0.11% Fox Factory Holding Corp 0.53% 0.11% Tenet Healthcare Corp 0.41% 0.11%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Haemonetics Corp 0.25% -0.14% TripAdvisor Inc 0.47% -0.13% Emergent BioSolutions Inc 0.09% -0.09% Tetra Tech Inc 0.71% -0.08% FormFactor Inc 0.33% -0.07% WD-40 Co 0.37% -0.07% Meritor Inc 0.28% -0.06% iRobot Corp 0.23% -0.06% Clean Energy Fuels Corp 0.19% -0.06% Grand Canyon Education Inc 0.31% -0.06% US Small Cap Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Intellia Therapeutics Inc 0.16% 0.20% Crocs Inc 0.33% 0.13% Tenet Healthcare Corp 0.33% 0.08% Range Resources Corp 0.14% 0.08% American Eagle Outfitters Inc 0.29% 0.07% Matador Resources Co 0.14% 0.07% Scientific Games Corp 0.09% 0.07% Element Solutions Inc 0.24% 0.06% Select Medical Holdings Corp 0.28% 0.06% Prothena Corp PLC 0.06% 0.06%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Emergent BioSolutions Inc 0.14% -0.06% Sleep Number Corp 0.18% -0.05% Darling Ingredients Inc 0.57% -0.05% iRobot Corp 0.15% -0.04% CMC Materials Inc 0.24% -0.04% Allegiant Travel Co 0.16% -0.04% Proto Labs Inc 0.12% -0.03% Clean Energy Fuels Corp 0.11% -0.03% WD-40 Co 0.19% -0.03% FormFactor Inc 0.16% -0.03%

US Small Cap Value Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Dillard's Inc 0.31% 0.25% Element Solutions Inc 0.87% 0.22% Matador Resources Co 0.42% 0.20% Olin Corp 0.78% 0.17% Domtar Corp 0.37% 0.16% PDC Energy Inc 0.50% 0.16% Navient Corp 0.49% 0.16% Antero Resources Corp 0.27% 0.14% Murphy Oil Corp 0.33% 0.13% EQT Corp 0.63% 0.12% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Taylor Morrison Home Corp 0.68% -0.10% Air Lease Corp 0.64% -0.10% SkyWest Inc 0.41% -0.10% Darling Ingredients Inc 0.98% -0.09% MDC Holdings Inc 0.62% -0.09% Spirit Airlines Inc 0.43% -0.08% Rush Enterprises Inc 0.44% -0.06% ArcBest Corp 0.35% -0.06% ABM Industries Inc 0.44% -0.06% Regal Beloit Corp 0.79% -0.05%

US Social Core Equity 2 Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Microsoft Corp 4.11% 0.62% Apple Inc 4.48% 0.57% Alphabet Inc 1.93% 0.36% Amazon.com Inc 2.75% 0.31% Facebook Inc 1.07% 0.19% NVIDIA Corp 0.24% 0.11% Adobe Inc 0.39% 0.09% Visa Inc 0.85% 0.09% Target Corp 0.32% 0.07% United Parcel Service Inc 0.31% 0.06%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 0.73% -0.09% Discovery Inc 0.11% -0.03% Caterpillar Inc 0.39% -0.02% AT&T Inc 0.54% -0.02% Verizon Communications Inc 0.76% -0.02% Scotts Miracle-Gro Co/The 0.08% -0.02% Dollar Tree Inc 0.13% -0.02% Deere & Co 0.32% -0.02% Haemonetics Corp 0.03% -0.02% Cognizant Technology Solutions Corp 0.15% -0.02% US Sustainability Core 1 Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Alphabet Inc 3.09% 0.58% Apple Inc 4.56% 0.58% Microsoft Corp 2.59% 0.39% Facebook Inc 2.14% 0.38% Amazon.com Inc 2.43% 0.28% NVIDIA Corp 0.56% 0.26% Adobe Inc 0.49% 0.12% UnitedHealth Group Inc 1.43% 0.12% Visa Inc 0.98% 0.09% NIKE Inc 0.56% 0.09%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 0.40% -0.05% Scotts Miracle-Gro Co/The 0.11% -0.03% Discovery Inc 0.08% -0.02% Caterpillar Inc 0.36% -0.02% Walt Disney Co/The 0.39% -0.02% Cognizant Technology Solutions Corp 0.16% -0.02% Deere & Co 0.30% -0.02% Dollar Tree Inc 0.11% -0.02% Fiserv Inc 0.15% -0.02% Verizon Communications Inc 0.54% -0.01%

US Sustainability Targeted Value Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Athene Holding Ltd 0.50% 0.15% Santander Consumer USA Holdings Inc 0.46% 0.14% DXC Technology Co 0.49% 0.13% Steel Dynamics Inc 0.56% 0.10% Dick's Sporting Goods Inc 0.31% 0.09% Textron Inc 0.24% 0.07% Lions Gate Entertainment Corp 0.18% 0.07% Element Solutions Inc 0.27% 0.07% Carlisle Cos Inc 0.41% 0.07% Harley-Davidson Inc 0.14% 0.06% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Thor Industries Inc 0.38% -0.06% Lithia Motors Inc 0.42% -0.05% Air Lease Corp 0.31% -0.05% Reinsurance Group of America Inc 0.42% -0.04% MDC Holdings Inc 0.28% -0.04% Kohl's Corp 0.49% -0.04% Huntsman Corp 0.45% -0.03% New York Community Bancorp Inc 0.29% -0.03% Fluor Corp 0.10% -0.03% Astec Industries Inc 0.18% -0.03%

US Targeted Value Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Athene Holding Ltd 0.69% 0.21% Dillard's Inc 0.18% 0.15% Range Resources Corp 0.22% 0.13% Santander Consumer USA Holdings Inc 0.44% 0.13% Devon Energy Corp 0.38% 0.12% Steel Dynamics Inc 0.58% 0.10% Dick's Sporting Goods Inc 0.32% 0.09% Olin Corp 0.44% 0.09% Marathon Oil Corp 0.31% 0.09% Matador Resources Co 0.18% 0.09%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Lithia Motors Inc 0.62% -0.08% Darling Ingredients Inc 0.76% -0.07% Clean Energy Fuels Corp 0.17% -0.06% Air Lease Corp 0.34% -0.05% SkyWest Inc 0.18% -0.04% New York Community Bancorp Inc 0.33% -0.04% Kohl's Corp 0.50% -0.04% Dycom Industries Inc 0.17% -0.04% Century Aluminum Co 0.11% -0.04% Spirit Airlines Inc 0.19% -0.04% US Targeted Value Portfolio (R1) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Athene Holding Ltd 0.69% 0.21% Dillard's Inc 0.18% 0.15% Range Resources Corp 0.22% 0.13% Santander Consumer USA Holdings Inc 0.44% 0.13% Devon Energy Corp 0.38% 0.12% Steel Dynamics Inc 0.58% 0.10% Dick's Sporting Goods Inc 0.32% 0.09% Olin Corp 0.44% 0.09% Marathon Oil Corp 0.31% 0.09% Matador Resources Co 0.18% 0.09%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Lithia Motors Inc 0.62% -0.08% Darling Ingredients Inc 0.76% -0.07% Clean Energy Fuels Corp 0.17% -0.06% Air Lease Corp 0.34% -0.05% SkyWest Inc 0.18% -0.04% New York Community Bancorp Inc 0.33% -0.04% Kohl's Corp 0.50% -0.04% Dycom Industries Inc 0.17% -0.04% Century Aluminum Co 0.11% -0.04% Spirit Airlines Inc 0.19% -0.04%

US Targeted Value Portfolio (R2) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Athene Holding Ltd 0.69% 0.21% Dillard's Inc 0.18% 0.15% Range Resources Corp 0.22% 0.13% Santander Consumer USA Holdings Inc 0.44% 0.13% Devon Energy Corp 0.38% 0.12% Steel Dynamics Inc 0.58% 0.10% Dick's Sporting Goods Inc 0.32% 0.09% Olin Corp 0.44% 0.09% Marathon Oil Corp 0.31% 0.09% Matador Resources Co 0.18% 0.09% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Lithia Motors Inc 0.62% -0.08% Darling Ingredients Inc 0.76% -0.07% Clean Energy Fuels Corp 0.17% -0.06% Air Lease Corp 0.34% -0.05% SkyWest Inc 0.18% -0.04% New York Community Bancorp Inc 0.33% -0.04% Kohl's Corp 0.50% -0.04% Dycom Industries Inc 0.17% -0.04% Century Aluminum Co 0.11% -0.04% Spirit Airlines Inc 0.19% -0.04%

US Vector Equity Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Alphabet Inc 0.87% 0.16% Facebook Inc 0.49% 0.08% Intellia Therapeutics Inc 0.06% 0.06% Ford Motor Co 0.26% 0.06% Morgan Stanley 0.32% 0.06% Devon Energy Corp 0.17% 0.06% Dillard's Inc 0.06% 0.05% Berkshire Hathaway Inc 0.60% 0.05% Steel Dynamics Inc 0.24% 0.04% Exxon Mobil Corp 0.28% 0.04%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Intel Corp 0.43% -0.06% Discovery Inc 0.19% -0.05% Emergent BioSolutions Inc 0.07% -0.03% Lithia Motors Inc 0.23% -0.03% Darling Ingredients Inc 0.32% -0.03% JetBlue Airways Corp 0.11% -0.02% Air Lease Corp 0.13% -0.02% Builders FirstSource Inc 0.23% -0.02% Penn National Gaming Inc 0.06% -0.02% Saia Inc 0.18% -0.02% International Equity International Core Equity Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Nestle SA 1.00% 0.14% Roche Holding AG 0.68% 0.11% LVMH Moet Hennessy Louis Vuitton SE 0.56% 0.10% Toyota Motor Corp 0.74% 0.09% Novo Nordisk A/S 0.34% 0.08% ASML Holding NV 0.58% 0.07% Stellantis NV 0.55% 0.07% AstraZeneca PLC 0.33% 0.07% Royal Bank of Canada 0.61% 0.07% Canadian Natural Resources Ltd 0.33% 0.06%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution SoftBank Group Corp 0.58% -0.10% Volkswagen AG 0.39% -0.04% Sony Group Corp 0.46% -0.04% Flutter Entertainment PLC 0.18% -0.03% Iliad SA 0.11% -0.03% TDK Corp 0.15% -0.02% Canadian National Railway Co 0.21% -0.02% Iberdrola SA 0.34% -0.02% Komatsu Ltd 0.08% -0.02% Panasonic Corp 0.16% -0.02%

International High Relative Profitability Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Roche Holding AG 3.21% 0.53% Novo Nordisk A/S 1.81% 0.41% LVMH Moet Hennessy Louis Vuitton SE 2.20% 0.37% AstraZeneca PLC 1.45% 0.29% Nestle SA 1.73% 0.24% ASML Holding NV 1.92% 0.23% Diageo PLC 1.14% 0.18% Deutsche Post AG 0.67% 0.17% Ashtead Group PLC 0.74% 0.17% Kering SA 0.63% 0.14% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution SoftBank Group Corp 1.80% -0.32% Sony Group Corp 1.67% -0.13% Canadian National Railway Co 0.88% -0.08% Enel SpA 0.62% -0.05% Volkswagen AG 0.60% -0.04% Daikin Industries Ltd 0.50% -0.04% Panasonic Corp 0.36% -0.04% TDK Corp 0.23% -0.03% Fast Retailing Co Ltd 0.47% -0.03% Telefonaktiebolaget LM Ericsson 0.46% -0.03%

International Large Cap Growth Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Roche Holding AG 2.98% 0.49% LVMH Moet Hennessy Louis Vuitton SE 2.55% 0.43% Novo Nordisk A/S 1.68% 0.38% ASML Holding NV 2.33% 0.28% Deutsche Post AG 0.98% 0.25% Ashtead Group PLC 1.05% 0.24% AstraZeneca PLC 1.16% 0.23% Kering SA 0.86% 0.21% Sika AG 1.43% 0.21% Nestle SA 1.49% 0.21%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution SoftBank Group Corp 1.71% -0.31% Sony Group Corp 1.74% -0.13% Canadian National Railway Co 0.72% -0.07% Daikin Industries Ltd 0.66% -0.05% Fast Retailing Co Ltd 0.63% -0.04% Enel SpA 0.48% -0.04% Infineon Technologies AG 0.55% -0.03% Pigeon Corp 0.11% -0.03% ACS Actividades de Construccion y Servicios SA 0.17% -0.03% Kao Corp 0.44% -0.03% International Small Cap Growth Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Pandora A/S 0.70% 0.20% VAT Group AG 0.82% 0.17% IMI PLC 0.57% 0.15% TFI International Inc 0.58% 0.15% Amplifon SpA 0.41% 0.13% Royal Unibrew A/S 0.59% 0.13% IMCD NV 0.58% 0.12% SIG Combibloc Group AG 0.58% 0.11% Evotec SE 0.45% 0.11% Nordic Semiconductor ASA 0.28% 0.10%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Kindred Group PLC 0.41% -0.04% H.U. Group Holdings Inc 0.15% -0.04% IWG PLC 0.34% -0.04% Valeo SA 0.33% -0.04% Lynas Rare Earths Ltd 0.38% -0.04% Costa Group Holdings Ltd 0.11% -0.04% Avon Rubber PLC 0.18% -0.03% WH Smith PLC 0.27% -0.03% Acciona SA 0.28% -0.03% SSP Group Plc 0.17% -0.03%

International Small Cap Value Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Tourmaline Oil Corp 0.56% 0.26% Travis Perkins PLC 0.90% 0.14% Signify NV 0.43% 0.12% ARC Resources Ltd 0.30% 0.12% Commerzbank AG 0.69% 0.11% K+S AG 0.31% 0.10% Royal Mail PLC 0.69% 0.10% IGO Ltd 0.53% 0.10% Birchcliff Energy Ltd 0.11% 0.10% MEG Energy Corp 0.25% 0.09% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution ASR Nederland NV 0.95% -0.11% SBM Offshore NV 0.63% -0.08% Nordex SE 0.24% -0.07% TP ICAP Group PLC 0.33% -0.07% Centerra Gold Inc 0.34% -0.05% Aareal Bank AG 0.25% -0.05% National Express Group PLC 0.33% -0.05% Mitchells & Butlers PLC 0.31% -0.04% LANXESS AG 0.68% -0.04% Dufry AG 0.26% -0.04%

International Small Company Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Signify NV 0.30% 0.08% BlackBerry Ltd 0.18% 0.08% IMI PLC 0.25% 0.08% VAT Group AG 0.36% 0.07% ARC Resources Ltd 0.15% 0.06% TFI International Inc 0.25% 0.06% Royal Unibrew A/S 0.27% 0.06% IMCD NV 0.34% 0.05% Mineral Resources Ltd 0.12% 0.05% Tourmaline Oil Corp 0.12% 0.05%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution ASR Nederland NV 0.26% -0.03% Nordex SE 0.10% -0.03% Dufry AG 0.18% -0.03% TP ICAP Group PLC 0.11% -0.02% John Wood Group PLC 0.10% -0.02% SSP Group Plc 0.13% -0.02% SBM Offshore NV 0.14% -0.02% Mitsui Mining & Smelting Co Ltd 0.08% -0.02% H.U. Group Holdings Inc 0.07% -0.02% LANXESS AG 0.31% -0.02% International Social Core Equity Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution LVMH Moet Hennessy Louis Vuitton SE 0.65% 0.11% ASML Holding NV 0.71% 0.09% Royal Bank of Canada 0.79% 0.08% Stellantis NV 0.49% 0.06% Pandora A/S 0.26% 0.06% BT Group PLC 0.25% 0.06% Deutsche Post AG 0.22% 0.06% Canadian Imperial Bank of Commerce 0.30% 0.05% Fortescue Metals Group Ltd 0.35% 0.05% Lasertec Corp 0.12% 0.05%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution SoftBank Group Corp 0.47% -0.08% Volkswagen AG 0.37% -0.04% Sony Group Corp 0.43% -0.03% Iliad SA 0.12% -0.03% Iberdrola SA 0.38% -0.02% Atos SE 0.09% -0.02% Enel SpA 0.30% -0.02% TDK Corp 0.16% -0.02% Vodafone Group PLC 0.37% -0.02% HomeServe PLC 0.08% -0.02%

International Sustainability Core 1 Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution LVMH Moet Hennessy Louis Vuitton SE 1.31% 0.23% Roche Holding AG 1.23% 0.21% Novo Nordisk A/S 0.72% 0.16% ASML Holding NV 1.14% 0.14% AstraZeneca PLC 0.53% 0.10% adidas AG 0.41% 0.08% SAP SE 0.49% 0.08% Kering SA 0.30% 0.07% Royal Bank of Canada 0.64% 0.07% Diageo PLC 0.42% 0.07% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution SoftBank Group Corp 0.65% -0.11% Sony Group Corp 0.53% -0.04% Koninklijke Philips NV 0.24% -0.03% China Evergrande New Energy Vehicle Group Ltd 0.03% -0.03% Flutter Entertainment PLC 0.15% -0.03% Daiichi Sankyo Co Ltd 0.08% -0.02% Atos SE 0.09% -0.02% Komatsu Ltd 0.08% -0.02% Panasonic Corp 0.15% -0.02% Prosus NV 0.13% -0.02%

International Value Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Toyota Motor Corp 2.66% 0.33% Bank of Montreal 1.42% 0.22% Canadian Natural Resources Ltd 1.05% 0.20% Stellantis NV 1.39% 0.19% Royal Dutch Shell PLC 2.58% 0.17% Cie Financiere Richemont SA 0.71% 0.17% Canadian Imperial Bank of Commerce 1.00% 0.17% Banco Santander SA 1.39% 0.16% Hitachi Ltd 0.57% 0.14% Cie de Saint-Gobain 1.02% 0.14%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Volkswagen AG 1.66% -0.18% Vodafone Group PLC 1.50% -0.07% Koninklijke Philips NV 0.47% -0.06% Manulife Financial Corp 0.59% -0.05% Takeda Pharmaceutical Co Ltd 0.67% -0.05% TOTAL SE 2.58% -0.04% Flutter Entertainment PLC 0.21% -0.04% ITOCHU Corp 0.30% -0.04% Barclays PLC 0.59% -0.03% Lundin Mining Corp 0.27% -0.03% International Value Portfolio (III) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Toyota Motor Corp 2.66% 0.33% Bank of Montreal 1.42% 0.22% Canadian Natural Resources Ltd 1.05% 0.20% Stellantis NV 1.39% 0.19% Royal Dutch Shell PLC 2.58% 0.17% Cie Financiere Richemont SA 0.71% 0.17% Canadian Imperial Bank of Commerce 1.00% 0.17% Banco Santander SA 1.39% 0.16% Hitachi Ltd 0.57% 0.14% Cie de Saint-Gobain 1.02% 0.14%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Volkswagen AG 1.66% -0.18% Vodafone Group PLC 1.50% -0.07% Koninklijke Philips NV 0.47% -0.06% Manulife Financial Corp 0.59% -0.05% Takeda Pharmaceutical Co Ltd 0.67% -0.05% TOTAL SE 2.58% -0.04% Flutter Entertainment PLC 0.21% -0.04% ITOCHU Corp 0.30% -0.04% Barclays PLC 0.59% -0.03% Lundin Mining Corp 0.27% -0.03%

International Value Portfolio (R2) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Toyota Motor Corp 2.66% 0.33% Bank of Montreal 1.42% 0.22% Canadian Natural Resources Ltd 1.05% 0.20% Stellantis NV 1.39% 0.19% Royal Dutch Shell PLC 2.58% 0.17% Cie Financiere Richemont SA 0.71% 0.17% Canadian Imperial Bank of Commerce 1.00% 0.17% Banco Santander SA 1.39% 0.16% Hitachi Ltd 0.57% 0.14% Cie de Saint-Gobain 1.02% 0.14% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Volkswagen AG 1.66% -0.18% Vodafone Group PLC 1.50% -0.07% Koninklijke Philips NV 0.47% -0.06% Manulife Financial Corp 0.59% -0.05% Takeda Pharmaceutical Co Ltd 0.67% -0.05% TOTAL SE 2.58% -0.04% Flutter Entertainment PLC 0.21% -0.04% ITOCHU Corp 0.30% -0.04% Barclays PLC 0.59% -0.03% Lundin Mining Corp 0.27% -0.03%

International Vector Equity Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Pandora A/S 0.33% 0.09% Canadian Natural Resources Ltd 0.42% 0.08% Tourmaline Oil Corp 0.17% 0.08% Stellantis NV 0.50% 0.07% Signify NV 0.22% 0.06% Nestle SA 0.42% 0.06% Nippon Yusen KK 0.14% 0.06% BT Group PLC 0.21% 0.05% Magna International Inc 0.39% 0.04% Toyota Motor Corp 0.34% 0.04%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution SoftBank Group Corp 0.19% -0.03% Atos SE 0.13% -0.03% Volkswagen AG 0.24% -0.03% Iliad SA 0.11% -0.03% Aphria Inc 0.08% -0.02% ASR Nederland NV 0.18% -0.02% Aegon NV 0.17% -0.02% Sony Group Corp 0.23% -0.02% Flutter Entertainment PLC 0.12% -0.02% Beach Energy Ltd 0.06% -0.02% Large Cap International Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Nestle SA 1.88% 0.26% Roche Holding AG 1.37% 0.23% LVMH Moet Hennessy Louis Vuitton SE 1.19% 0.20% Novo Nordisk A/S 0.76% 0.17% AstraZeneca PLC 0.79% 0.16% ASML Holding NV 1.18% 0.15% Toyota Motor Corp 1.01% 0.13% Royal Bank of Canada 0.93% 0.10% SAP SE 0.57% 0.09% Deutsche Post AG 0.36% 0.09%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution SoftBank Group Corp 0.62% -0.11% Sony Group Corp 0.75% -0.06% Canadian National Railway Co 0.44% -0.04% Volkswagen AG 0.39% -0.04% China Evergrande New Energy Vehicle Group Ltd 0.04% -0.03% Koninklijke Philips NV 0.24% -0.03% Enel SpA 0.39% -0.03% Daiichi Sankyo Co Ltd 0.09% -0.03% Iberdrola SA 0.49% -0.03% Komatsu Ltd 0.12% -0.02%

Emerging Equity Emerging Markets Core Equity Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Vale SA 1.04% 0.31% Petroleo Brasileiro SA 0.66% 0.28% Evergreen Marine Corp Taiwan Ltd 0.08% 0.18% Li Ning Co Ltd 0.21% 0.16% Taiwan Semiconductor Manufacturing Co Ltd 4.41% 0.15% Yang Ming Marine Transport Corp 0.07% 0.15% NIO Inc 0.31% 0.12% Infosys Ltd 0.77% 0.12% ANTA Sports Products Ltd 0.25% 0.10% BYD Co Ltd 0.23% 0.10% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Ping An Insurance Group Co of China Ltd 1.13% -0.20% Tencent Holdings Ltd 4.28% -0.17% Vipshop Holdings Ltd 0.27% -0.09% Industrial & Commercial Bank of China Ltd 0.60% -0.08% New Oriental Education & Technology Group Inc 0.15% -0.07% China Construction Bank Corp 0.94% -0.07% Lenovo Group Ltd 0.28% -0.06% Sunac China Holdings Ltd 0.21% -0.05% TAL Education Group 0.08% -0.05% Naspers Ltd 0.33% -0.04%

Emerging Markets Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Vale SA 1.20% 0.36% Evergreen Marine Corp Taiwan Ltd 0.17% 0.35% Petroleo Brasileiro SA 0.63% 0.26% Taiwan Semiconductor Manufacturing Co Ltd 5.18% 0.22% Li Ning Co Ltd 0.29% 0.21% Yang Ming Marine Transport Corp 0.08% 0.16% Wan Hai Lines Ltd 0.05% 0.13% Infosys Ltd 0.80% 0.12% China Steel Corp 0.23% 0.11% ANTA Sports Products Ltd 0.25% 0.10%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Tencent Holdings Ltd 4.77% -0.19% Ping An Insurance Group Co of China Ltd 0.99% -0.17% Lenovo Group Ltd 0.40% -0.08% China Gas Holdings Ltd 0.29% -0.08% Sunac China Holdings Ltd 0.36% -0.08% New Oriental Education & Technology Group Inc 0.18% -0.08% Industrial & Commercial Bank of China Ltd 0.55% -0.08% Vipshop Holdings Ltd 0.24% -0.07% China Construction Bank Corp 0.99% -0.07% Naspers Ltd 0.44% -0.06% Emerging Markets Portfolio (II) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Vale SA 1.20% 0.36% Evergreen Marine Corp Taiwan Ltd 0.17% 0.35% Petroleo Brasileiro SA 0.63% 0.26% Taiwan Semiconductor Manufacturing Co Ltd 5.18% 0.22% Li Ning Co Ltd 0.29% 0.21% Yang Ming Marine Transport Corp 0.08% 0.16% Wan Hai Lines Ltd 0.05% 0.13% Infosys Ltd 0.80% 0.12% China Steel Corp 0.23% 0.11% ANTA Sports Products Ltd 0.25% 0.10%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Tencent Holdings Ltd 4.77% -0.19% Ping An Insurance Group Co of China Ltd 0.99% -0.17% Lenovo Group Ltd 0.40% -0.08% China Gas Holdings Ltd 0.29% -0.08% Sunac China Holdings Ltd 0.36% -0.08% New Oriental Education & Technology Group Inc 0.18% -0.08% Industrial & Commercial Bank of China Ltd 0.55% -0.08% Vipshop Holdings Ltd 0.24% -0.07% China Construction Bank Corp 0.99% -0.07% Naspers Ltd 0.44% -0.06%

Emerging Markets Small Cap Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Xtep International Holdings Ltd 0.09% 0.14% Genscript Biotech Corp 0.13% 0.14% Chinasoft International Ltd 0.21% 0.14% TA Chen Stainless Pipe 0.16% 0.12% Chung Hung Steel Corp 0.09% 0.11% AAC Technologies Holdings Inc 0.23% 0.11% Grupo Simec SAB de CV 0.10% 0.10% Industrias CH SAB de CV 0.23% 0.10% Wisdom Marine Lines Co Ltd 0.07% 0.09% Embraer SA 0.17% 0.08% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution JOYY Inc 0.21% -0.07% Bera Holding AS 0.13% -0.06% China Taiping Insurance Holdings Co Ltd 0.21% -0.04% Perennial Energy Holdings Ltd 0.02% -0.04% GOME Retail Holdings Ltd 0.11% -0.04% 21Vianet Group Inc 0.11% -0.04% Sinotruk Hong Kong Ltd 0.10% -0.03% Xiabuxiabu Catering Management China Holdings Co Ltd 0.05% -0.03% Parque Arauco SA 0.09% -0.03% United Energy Group Ltd 0.13% -0.03%

Emerging Markets Social Core Equity Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Evergreen Marine Corp Taiwan Ltd 0.15% 0.31% Li Ning Co Ltd 0.29% 0.21% Taiwan Semiconductor Manufacturing Co Ltd 4.63% 0.13% Yang Ming Marine Transport Corp 0.05% 0.11% Infosys Ltd 0.74% 0.11% ANTA Sports Products Ltd 0.26% 0.11% Wan Hai Lines Ltd 0.03% 0.08% BYD Co Ltd 0.16% 0.07% Geely Automobile Holdings Ltd 0.26% 0.07% Sunny Optical Technology Group Co Ltd 0.18% 0.07%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Ping An Insurance Group Co of China Ltd 1.20% -0.21% Tencent Holdings Ltd 4.44% -0.18% Industrial & Commercial Bank of China Ltd 0.70% -0.10% China Construction Bank Corp 1.28% -0.09% New Oriental Education & Technology Group Inc 0.17% -0.07% Vipshop Holdings Ltd 0.19% -0.07% Lenovo Group Ltd 0.26% -0.06% Naspers Ltd 0.42% -0.05% China Gas Holdings Ltd 0.19% -0.05% Sunac China Holdings Ltd 0.23% -0.05% Emerging Markets Sustainability Core 1 Portfolio Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Li Ning Co Ltd 0.64% 0.47% Infosys Ltd 0.98% 0.14% Sunny Optical Technology Group Co Ltd 0.34% 0.13% NIO Inc 0.46% 0.11% ANTA Sports Products Ltd 0.25% 0.10% Taiwan Semiconductor Manufacturing Co Ltd 2.81% 0.08% ENN Energy Holdings Ltd 0.40% 0.08% Kakao Corp 0.13% 0.08% Meituan 0.94% 0.07% Geely Automobile Holdings Ltd 0.28% 0.07%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Vipshop Holdings Ltd 0.53% -0.19% Tencent Holdings Ltd 4.40% -0.18% Ping An Insurance Group Co of China Ltd 0.80% -0.14% Industrial & Commercial Bank of China Ltd 0.73% -0.10% Lenovo Group Ltd 0.44% -0.09% Sunac China Holdings Ltd 0.34% -0.08% China Gas Holdings Ltd 0.24% -0.07% China Construction Bank Corp 1.01% -0.07% China Vanke Co Ltd 0.27% -0.06% Naspers Ltd 0.44% -0.06%

Emerging Markets Targeted Value Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Evergreen Marine Corp Taiwan Ltd 0.30% 0.63% AU Optronics Corp 0.45% 0.20% Grupo Televisa SAB 0.36% 0.18% Tata Steel Ltd 0.47% 0.18% Xtep International Holdings Ltd 0.10% 0.16% Doosan Heavy Industries & Construction Co Ltd 0.20% 0.15% Innolux Corp 0.39% 0.13% Zhuzhou CRRC Times Electric Co Ltd 0.21% 0.12% Wisdom Marine Lines Co Ltd 0.08% 0.11% Chung Hung Steel Corp 0.09% 0.10% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Sunac China Holdings Ltd 0.62% -0.14% JOYY Inc 0.31% -0.10% China National Building Material Co Ltd 0.52% -0.07% Trip.com Group Ltd 0.58% -0.06% Kumho Petrochemical Co Ltd 0.34% -0.06% China Taiping Insurance Holdings Co Ltd 0.29% -0.06% Sinotruk Hong Kong Ltd 0.16% -0.06% Shimao Group Holdings Ltd 0.24% -0.05% Zoomlion Heavy Industry Science and Technology Co Ltd 0.16% -0.04% KWG Group Holdings Ltd 0.22% -0.04%

Emerging Markets Value Fund Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Petroleo Brasileiro SA 1.78% 0.75% Evergreen Marine Corp Taiwan Ltd 0.25% 0.53% Vale SA 1.51% 0.45% Wan Hai Lines Ltd 0.07% 0.21% China Steel Corp 0.38% 0.18% PetroChina Co Ltd 0.45% 0.17% Fubon Financial Holding Co Ltd 0.56% 0.17% Yang Ming Marine Transport Corp 0.08% 0.15% MTN Group 0.56% 0.12% Gazprom PJSC 0.45% 0.12%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Industrial & Commercial Bank of China Ltd 1.62% -0.23% China Construction Bank Corp 2.56% -0.18% China Resources Land Ltd 0.82% -0.11% Ping An Insurance Group Co of China Ltd 0.51% -0.11% Hon Hai Precision Industry Co Ltd 1.21% -0.10% Baidu Inc 1.20% -0.08% Sunac China Holdings Ltd 0.32% -0.07% China Gas Holdings Ltd 0.23% -0.07% Trip.com Group Ltd 0.56% -0.06% Grupo Mexico SAB de CV 0.57% -0.06% Emerging Markets Value Portfolio (I) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Petroleo Brasileiro SA 1.78% 0.75% Evergreen Marine Corp Taiwan Ltd 0.25% 0.53% Vale SA 1.51% 0.45% Wan Hai Lines Ltd 0.07% 0.21% China Steel Corp 0.38% 0.18% PetroChina Co Ltd 0.45% 0.17% Fubon Financial Holding Co Ltd 0.56% 0.17% Yang Ming Marine Transport Corp 0.08% 0.15% MTN Group 0.56% 0.12% Gazprom PJSC 0.45% 0.12%

Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Industrial & Commercial Bank of China Ltd 1.62% -0.23% China Construction Bank Corp 2.56% -0.18% China Resources Land Ltd 0.82% -0.11% Ping An Insurance Group Co of China Ltd 0.51% -0.11% Hon Hai Precision Industry Co Ltd 1.21% -0.10% Baidu Inc 1.20% -0.08% Sunac China Holdings Ltd 0.32% -0.07% China Gas Holdings Ltd 0.23% -0.07% Trip.com Group Ltd 0.56% -0.06% Grupo Mexico SAB de CV 0.57% -0.06%

Emerging Markets Value Portfolio (R2) Top 10 Contributors Portfolio Portfolio Company Name Weight Contribution Petroleo Brasileiro SA 1.78% 0.75% Evergreen Marine Corp Taiwan Ltd 0.25% 0.53% Vale SA 1.51% 0.45% Wan Hai Lines Ltd 0.07% 0.21% China Steel Corp 0.38% 0.18% PetroChina Co Ltd 0.45% 0.17% Fubon Financial Holding Co Ltd 0.56% 0.17% Yang Ming Marine Transport Corp 0.08% 0.15% MTN Group 0.56% 0.12% Gazprom PJSC 0.45% 0.12% Top 10 Detractors Portfolio Portfolio Company Name Weight Contribution Industrial & Commercial Bank of China Ltd 1.62% -0.23% China Construction Bank Corp 2.56% -0.18% China Resources Land Ltd 0.82% -0.11% Ping An Insurance Group Co of China Ltd 0.51% -0.11% Hon Hai Precision Industry Co Ltd 1.21% -0.10% Baidu Inc 1.20% -0.08% Sunac China Holdings Ltd 0.32% -0.07% China Gas Holdings Ltd 0.23% -0.07% Trip.com Group Ltd 0.56% -0.06% Grupo Mexico SAB de CV 0.57% -0.06%