class emerging markets small cap portfolio … markets small cap portfolio-institutional class as of...

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Emerging Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the current or future investments of the portfolio. 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 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. 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. Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing. Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices. This fund operates as a feeder fund in a master-feeder structure and the holdings listed below are the investment holdings of the corresponding master fund. SECURITY NAME % OF PORTFOLIO CUMULATIVE % 1 EQUATORIAL ENERGIA SA ORD COMMON STOCK 0.678% 0.678% 2 SAPPI LIMITED COMMON STOCK ZAR1. 0.464% 1.142% 3 CLICKS GROUP LTD COMMON STOCK ZAR.01 0.449% 1.591% 4 BR MALLS PARTICIPACOES SA COMMON STOCK 0.429% 2.020% 5 CIA SIDERURGICA NACIONAL SA COMMON STOCK 0.408% 2.428% 6 AVI LTD COMMON STOCK ZAR.05 0.403% 2.831% 7 ALSEA SAB DE CV COMMON STOCK 0.343% 3.174% 8 PARQUE ARAUCO S.A. COMMON STOCK 0.340% 3.514% 9 ESTACIO PARTICIPACOES SA COMMON STOCK 0.331% 3.846% 10 LOCALIZA RENT A CAR COMMON STOCK 0.325% 4.171% 11 BARLOWORLD LTD COMMON STOCK ZAR.05 0.322% 4.493% 12 THE FOSCHINI GROUP LTD COMMON STOCK ZAR.0125 0.316% 4.809% 13 SUL AMERICA SA UNITS UNIT 0.300% 5.109% 14 SPAR GROUP LIMITED/THE COMMON STOCK 0.295% 5.404% 15 EDP ENERGIAS DO BRASIL SA COMMON STOCK 0.278% 5.682% 16 QUALICORP SA COMMON STOCK 0.252% 5.934% 17 EOH HOLDINGS LTD COMMON STOCK ZAR.01 0.248% 6.182% 18 INDUSTRIAS CH S.A.B. SER B COMMON STOCK 0.246% 6.428% 19 RUMO LOGISTICA OPERADORA MUL COMMON STOCK 0.245% 6.673% 20 CETIP SA MERCADOS ORGANIZADO COMMON STOCK 0.238% 6.911% 21 KINGBOARD CHEMICAL HOLDINGS COMMON STOCK HKD.1 0.232% 7.143% 22 MRV ENGENHARIA COMMON STOCK 0.232% 7.375% 23 BANREGIO GRUPO FINANCIERO SA COMMON STOCK 0.230% 7.605% 24 TVS MOTOR CO LTD COMMON STOCK INR1. 0.226% 7.831% 25 GENTERA SAB DE CV COMMON STOCK 0.223% 8.055% 26 SUNAC CHINA HOLDINGS LTD COMMON STOCK HKD.1 0.214% 8.269% 27 GOME ELECTRICAL APPLIANCES COMMON STOCK HKD.025 0.211% 8.480% 28 GCL POLY ENERGY HOLDINGS LTD COMMON STOCK HKD.1 0.207% 8.687% 29 NORTHAM PLATINUM LTD COMMON STOCK ZAR.0001 0.205% 8.892%

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Page 1: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

Emerging Markets Small Cap Portfolio-InstitutionalClassAs of November 30, 2016 (Updated Monthly)Source: State StreetHoldings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the currentor future investments of the portfolio. 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 forinformational purposes only and should not be deemed a recommendation to buy the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buyany security. The holdings information has not been audited.

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 informationincludes, 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) knowinglyengaging in any trading practices that are damaging to Dimensional or one of the portfolios.

Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing.

Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices.

This fund operates as a feeder fund in a master-feeder structure and the holdings listed below are the investment holdings of the corresponding master fund.

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1 EQUATORIAL ENERGIA SA ORD COMMON STOCK 0.678% 0.678%

2 SAPPI LIMITED COMMON STOCK ZAR1. 0.464% 1.142%

3 CLICKS GROUP LTD COMMON STOCK ZAR.01 0.449% 1.591%

4 BR MALLS PARTICIPACOES SA COMMON STOCK 0.429% 2.020%

5 CIA SIDERURGICA NACIONAL SA COMMON STOCK 0.408% 2.428%

6 AVI LTD COMMON STOCK ZAR.05 0.403% 2.831%

7 ALSEA SAB DE CV COMMON STOCK 0.343% 3.174%

8 PARQUE ARAUCO S.A. COMMON STOCK 0.340% 3.514%

9 ESTACIO PARTICIPACOES SA COMMON STOCK 0.331% 3.846%

10 LOCALIZA RENT A CAR COMMON STOCK 0.325% 4.171%

11 BARLOWORLD LTD COMMON STOCK ZAR.05 0.322% 4.493%

12 THE FOSCHINI GROUP LTD COMMON STOCK ZAR.0125 0.316% 4.809%

13 SUL AMERICA SA UNITS UNIT 0.300% 5.109%

14 SPAR GROUP LIMITED/THE COMMON STOCK 0.295% 5.404%

15 EDP ENERGIAS DO BRASIL SA COMMON STOCK 0.278% 5.682%

16 QUALICORP SA COMMON STOCK 0.252% 5.934%

17 EOH HOLDINGS LTD COMMON STOCK ZAR.01 0.248% 6.182%

18 INDUSTRIAS CH S.A.B. SER B COMMON STOCK 0.246% 6.428%

19 RUMO LOGISTICA OPERADORA MUL COMMON STOCK 0.245% 6.673%

20 CETIP SA MERCADOS ORGANIZADO COMMON STOCK 0.238% 6.911%

21 KINGBOARD CHEMICAL HOLDINGS COMMON STOCK HKD.1 0.232% 7.143%

22 MRV ENGENHARIA COMMON STOCK 0.232% 7.375%

23 BANREGIO GRUPO FINANCIERO SA COMMON STOCK 0.230% 7.605%

24 TVS MOTOR CO LTD COMMON STOCK INR1. 0.226% 7.831%

25 GENTERA SAB DE CV COMMON STOCK 0.223% 8.055%

26 SUNAC CHINA HOLDINGS LTD COMMON STOCK HKD.1 0.214% 8.269%

27 GOME ELECTRICAL APPLIANCES COMMON STOCK HKD.025 0.211% 8.480%

28 GCL POLY ENERGY HOLDINGS LTD COMMON STOCK HKD.1 0.207% 8.687%

29 NORTHAM PLATINUM LTD COMMON STOCK ZAR.0001 0.205% 8.892%

Page 2: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

30 SHENZHEN INTL HOLDINGS COMMON STOCK HKD1.0 0.205% 9.097%

31 SAO MARTINHO SA COMMON STOCK 0.203% 9.300%

32 TRANSMISSORA ALIANCA DE UNIT UNIT 0.202% 9.502%

33 GRUPO AEROPORTUARIO DEL CENT COMMON STOCK 0.200% 9.702%

34 FLEURY SA COMMON STOCK 0.200% 9.902%

35 IMPERIAL HOLDINGS LTD COMMON STOCK ZAR.04 0.198% 10.100%

36 MULTIPLAN EMPREENDIMENTOS COMMON STOCK 0.195% 10.295%

37 ODONTOPREV S.A. COMMON STOCK 0.193% 10.489%

38 JSE LTD COMMON STOCK ZAR.1 0.193% 10.681%

39 SUPER GROUP LTD COMMON STOCK ZAR1.0 0.188% 10.869%

40 PICK N PAY STORES LTD COMMON STOCK ZAR.0125 0.185% 11.054%

41 TELKOM SA SOC LTD COMMON STOCK ZAR10. 0.182% 11.236%

42 CHINA NATIONAL BUILDING MA H COMMON STOCK CNY1.0 0.181% 11.417%

43 ARVIND LTD COMMON STOCK INR10. 0.181% 11.598%

44 TONGAAT HULETT LTD COMMON STOCK ZAR1. 0.180% 11.778%

45 CIA ENERGETICA MINAS GER PRF PREFERENCE 0.179% 11.957%

46 CORONATION FUND MANAGERS LTD COMMON STOCK ZAR.0001 0.178% 12.135%

47 MINTH GROUP LTD COMMON STOCK HKD.1 0.177% 12.312%

48 ENGIE ENERGIA CHILE SA COMMON STOCK 0.175% 12.487%

49 FULLSHARE HOLDINGS LTD COMMON STOCK HKD.01 0.173% 12.660%

50 VINA CONCHA Y TORO S.A. COMMON STOCK 0.173% 12.833%

51 SHENZHEN INVESTMENT LTD COMMON STOCK 0.173% 13.005%

52 CIA SANEAMENTO MINAS GERAIS COMMON STOCK 0.171% 13.177%

53 GERDAU SA PREF PREFERENCE 0.171% 13.348%

54 SHANGHAI INDUSTRIAL HLDG LTD COMMON STOCK 0.170% 13.517%

55 AJANTA PHARMA LTD COMMON STOCK INR2.0 0.169% 13.686%

56 FEDERAL BANK LTD COMMON STOCK INR2.0 0.167% 13.853%

57 BERGER PAINTS INDIA LTD COMMON STOCK INR1.0 0.165% 14.018%

58 PTG ENERGY PCL FOREIGN FOREIGN SH. THB1.0 A 0.160% 14.178%

59 MARFRIG GLOBAL FOODS SA COMMON STOCK 0.158% 14.336%

60 AES TIETE ENERGIA SA UNIT UNIT 0.158% 14.494%

61 TOTVS SA COMMON STOCK 0.157% 14.651%

62 ASSECO POLAND SA COMMON STOCK PLN1. 0.157% 14.808%

63 CD PROJEKT SA COMMON STOCK PLN1.0 0.155% 14.963%

64 GENOMMA LAB INTERNACIONAL B COMMON STOCK 0.154% 15.116%

65 DURATEX SA COMMON STOCK 0.153% 15.269%

66 BIOCON LTD COMMON STOCK INR5. 0.153% 15.422%

67 CIA DE TRANSMISSAO DE ENE PF PREFERENCE 0.153% 15.575%

68 CYRELA BRAZIL REALTY SA EMP COMMON STOCK 0.153% 15.728%

69 CIA HERING COMMON STOCK 0.150% 15.878%

70 BANK TABUNGAN NEGARA PERSERO COMMON STOCK IDR500. 0.150% 16.027%

71 SKYWORTH DIGITAL HLDGS LTD COMMON STOCK HKD.1 0.150% 16.177%

72 EMPRESA NACIONAL DE TELECOM COMMON STOCK 0.148% 16.325%

73 AECI LTD COMMON STOCK ZAR1. 0.148% 16.473%

74 TATA COMMUNICATIONS LTD COMMON STOCK INR10. 0.148% 16.621%

75 D+L INDUSTRIES INC COMMON STOCK PHP1.0 0.146% 16.767%

76 BANCO ESTADO RIO GRAN PREF B PREFERENCE 0.146% 16.913%

77 SHANDONG WEIGAO GP MEDICAL H COMMON STOCK CNY.1 0.142% 17.055%

78 HUANENG RENEWABLES CORP H COMMON STOCK CNY1.0 0.142% 17.197%

79 CROMPTON GREAVES CONSUMER EL COMMON STOCK INR2.0 0.141% 17.338%

Page 3: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

80 CIA PARANAENSE DE ENERGI PFB PREFERENCE 0.141% 17.479%

81 RELIANCE INFRASTRUCTURE LTD COMMON STOCK INR10. 0.141% 17.620%

82 FAMOUS BRANDS LTD COMMON STOCK ZAR.01 0.141% 17.760%

83 ANEKA TAMBANG PERSERO TBK PT COMMON STOCK IDR100. 0.139% 17.899%

84 SIHUAN PHARMACEUTICAL HLDGS COMMON STOCK HKD.01 0.139% 18.038%

85 TONG REN TANG TECHNOLOGIES H COMMON STOCK CNY1.0 0.138% 18.176%

86 IGUATEMI EMP DE SHOPPING COMMON STOCK 0.138% 18.314%

87 CIPUTRA DEVELOPMENT TBK PT COMMON STOCK IDR250.0 0.137% 18.451%

88 SMILES SA COMMON STOCK 0.137% 18.589%

89 MRF LTD COMMON STOCK INR10. 0.137% 18.726%

90 BURSA MALAYSIA BHD COMMON STOCK MYR.5 0.136% 18.862%

91 REUNERT LTD COMMON STOCK ZAR.1 0.136% 18.998%

92 AMARA RAJA BATTERIES LTD COMMON STOCK INR1.0 0.135% 19.132%

93 INVERSIONES AGUAS METROPOL COMMON STOCK 0.134% 19.267%

94 GRUPA LOTOS SA COMMON STOCK PLN1. 0.133% 19.400%

95 INTIME RETAIL GROUP CO LTD COMMON STOCK USD.00001 0.132% 19.532%

96 HAITIAN INTERNATIONAL HLDGS COMMON STOCK HKD.1 0.132% 19.664%

97 YUEXIU PROPERTY CO LTD COMMON STOCK 0.131% 19.796%

98 OMNIA HOLDINGS LTD COMMON STOCK 0.131% 19.927%

99 SOHO CHINA LTD COMMON STOCK HKD.02 0.131% 20.058%

100 KERNEL HOLDING SA COMMON STOCK 0.130% 20.188%

101 CHINA POWER INTERNATIONAL COMMON STOCK 0.130% 20.317%

102 EXXARO RESOURCES LTD COMMON STOCK ZAR.01 0.129% 20.446%

103 TRIPOD TECHNOLOGY CORP COMMON STOCK TWD10. 0.128% 20.574%

104 DATATEC LTD COMMON STOCK ZAR.01 0.127% 20.701%

105 MY EG SERVICES BHD COMMON STOCK MYR.1 0.127% 20.829%

106 SECURITY BANK CORP COMMON STOCK PHP10. 0.127% 20.955%

107 CENTURY TEXTILES + INDS LTD COMMON STOCK INR10. 0.126% 21.081%

108 CHINA JINMAO HOLDINGS GROUP COMMON STOCK 0.126% 21.208%

109 ECORODOVIAS INFRA E LOG SA COMMON STOCK 0.126% 21.333%

110 NINE DRAGONS PAPER HOLDINGS COMMON STOCK HKD.1 0.125% 21.459%

111 HARMONY GOLD MNG SPON ADR ADR 0.125% 21.584%

112 CHINA COMMUNICATIONS SERVI H COMMON STOCK CNY1.0 0.125% 21.709%

113 BOLSA MEXICANA DE VALORES SA COMMON STOCK 0.123% 21.832%

114 CIA ENERGETICA DE SP PREF B PREFERENCE 0.123% 21.955%

115 EXIDE INDUSTRIES LTD COMMON STOCK INR1. 0.123% 22.077%

116 KING YUAN ELECTRONICS CO LTD COMMON STOCK TWD10. 0.122% 22.200%

117 WALSIN LIHWA CORP COMMON STOCK TWD10. 0.122% 22.322%

118 LEE + MAN PAPER MANUFACTURIN COMMON STOCK HKD.025 0.122% 22.444%

119 SUN INTERNATIONAL LTD COMMON STOCK ZAR.08 0.122% 22.566%

120 RELIANCE CAPITAL LTD COMMON STOCK INR10. 0.121% 22.687%

121 AGILE GROUP HOLDINGS LTD COMMON STOCK HKD.1 0.121% 22.808%

122 MAX FINANCIAL SERVICES LTD COMMON STOCK INR2.0 0.120% 22.928%

123 SINOTRANS LIMITED H COMMON STOCK CNY1.0 0.120% 23.048%

124 M DIAS BRANCO SA COMMON STOCK 0.119% 23.167%

125 APOLLO TYRES LTD COMMON STOCK INR1. 0.119% 23.285%

126 VOLTAS LTD COMMON STOCK INR1. 0.118% 23.403%

127 CHINASOFT INTERNATIONAL LTD COMMON STOCK HKD.05 0.118% 23.521%

128 CAP SA COMMON STOCK 0.118% 23.638%

129 CORP INMOBILIARIA VESTA SAB COMMON STOCK 0.117% 23.756%

Page 4: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

130 MANILA WATER COMPANY COMMON STOCK PHP1. 0.117% 23.873%

131 KPJ HEALTHCARE BERHAD COMMON STOCK MYR.5 0.117% 23.990%

132 GRUPO SIMEC S.A. SER B COMMON STOCK 0.117% 24.107%

133 HANNSTAR DISPLAY CORP COMMON STOCK TWD10. 0.117% 24.223%

134 KOSSAN RUBBER INDUSTRIES COMMON STOCK MYR.5 0.116% 24.339%

135 GRUPA KETY SA COMMON STOCK PLN2.5 0.116% 24.455%

136 SHUI ON LAND LTD COMMON STOCK USD.0025 0.115% 24.571%

137 CESC LTD COMMON STOCK INR10. 0.115% 24.686%

138 CHINA AGRI INDUSTRIES HLDGS COMMON STOCK 0.115% 24.801%

139 IIFL HOLDINGS LTD COMMON STOCK INR2.0 0.115% 24.916%

140 AFRICAN RAINBOW MINERALS LTD COMMON STOCK ZAR.05 0.115% 25.030%

141 USINAS SIDER MINAS GER PF A PREFERENCE 0.114% 25.145%

142 PAGE INDUSTRIES LTD COMMON STOCK INR10. 0.114% 25.259%

143 OTOKAR OTOMOTIV VE SAVUNMA COMMON STOCK TRY1. 0.113% 25.372%

144 DISH TV INDIA LTD COMMON STOCK INR1. 0.112% 25.484%

145 NAMPAK LTD COMMON STOCK ZAR.05 0.112% 25.597%

146 BUDIMEX COMMON STOCK PLN5. 0.111% 25.708%

147 FAR EAST HORIZON LTD COMMON STOCK 0.111% 25.819%

148 TSOGO SUN HOLDINGS LTD COMMON STOCK ZAR.02 0.110% 25.929%

149 PPC LTD COMMON STOCK 0.109% 26.038%

150 KINGDEE INTERNATIONAL SFTWR COMMON STOCK HKD.025 0.109% 26.147%

151 GRINDROD LTD COMMON STOCK ZAR.00002 0.109% 26.256%

152 CASHBUILD LTD COMMON STOCK ZAR.01 0.109% 26.364%

153 TATA GLOBAL BEVERAGES LTD COMMON STOCK INR1. 0.109% 26.473%

154 PEMBANGUNAN PERUMAHAN PERSER COMMON STOCK IDR100. 0.108% 26.581%

155 FIRST GEN CORPORATION COMMON STOCK PHP1. 0.108% 26.690%

156 STRIDES SHASUN LTD COMMON STOCK INR10.0 0.108% 26.798%

157 HUABAO INTERNATIONAL HOLDING COMMON STOCK HKD.1 0.108% 26.905%

158 TONGDA GROUP HOLDINGS LTD COMMON STOCK HKD.01 0.108% 27.013%

159 ALEMBIC PHARMACEUTICALS LTD COMMON STOCK INR2. 0.107% 27.120%

160 KRUK SA COMMON STOCK PLN1.0 0.107% 27.228%

161 VALID SOLUCOES SA COMMON STOCK 0.107% 27.335%

162 QISDA CORP COMMON STOCK TWD10. 0.107% 27.441%

163 GRAPE KING BIO LTD COMMON STOCK TWD10. 0.106% 27.548%

164 PI INDUSTRIES LTD COMMON STOCK INR1.0 0.106% 27.654%

165 MINDTREE LTD COMMON STOCK INR10. 0.106% 27.760%

166 DIGITAL CHINA HOLDINGS LTD COMMON STOCK HKD.1 0.106% 27.866%

167 RIPLEY CORP SA COMMON STOCK 0.106% 27.971%

168 CHINA TRADITIONAL CHINESE ME COMMON STOCK 0.105% 28.076%

169 ALPARGATAS SA PREF PREFERENCE 0.104% 28.180%

170 PHOENIX HEALTHCARE GROUP CO COMMON STOCK HKD.00025 0.104% 28.284%

171 WILSON BAYLY HOLMES OVCON COMMON STOCK ZAR.01 0.104% 28.389%

172 TAIWAN PAIHO LTD COMMON STOCK TWD10. 0.104% 28.492%

173 TOP GLOVE CORP BHD COMMON STOCK MYR.5 0.104% 28.596%

174 LG INTERNATIONAL CORP COMMON STOCK KRW5000. 0.102% 28.698%

175 NCC LTD COMMON STOCK INR2. 0.102% 28.801%

176 MULTIPLUS SA COMMON STOCK 0.102% 28.902%

177 CHINA LESSO GROUP HOLDINGS L COMMON STOCK HKD.05 0.102% 29.004%

178 CHINA RESOURCES CEMENT COMMON STOCK HKD.1 0.101% 29.105%

179 INDUSTRIAS BACHOCO SER B COMMON STOCK 0.101% 29.206%

Page 5: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

180 DOOSAN INFRACORE CO LTD COMMON STOCK KRW5000. 0.101% 29.307%

181 JUBILANT LIFE SCIENCES LTD COMMON STOCK INR1.0 0.100% 29.407%

182 GRENDENE SA COMMON STOCK 0.100% 29.507%

183 KAJARIA CERAMICS LTD COMMON STOCK INR2.0 0.100% 29.607%

184 KINGBOARD LAMINATES HLDG LTD COMMON STOCK HKD.1 0.100% 29.706%

185 ROBINSONS LAND CO COMMON STOCK PHP1.0 0.099% 29.806%

186 CHINA WATER AFFAIRS GROUP COMMON STOCK HKD.01 0.099% 29.905%

187 JAPFA COMFEED INDONES TBK PT COMMON STOCK IDR200. 0.098% 30.003%

188 CHINA EVERBRIGHT LTD COMMON STOCK 0.098% 30.101%

189 RAMCO CEMENTS LTD/THE COMMON STOCK INR1. 0.098% 30.199%

190 GRUPO AEROMEXICO SAB DE CV COMMON STOCK MXN10. 0.098% 30.297%

191 NATCO PHARMA LTD COMMON STOCK INR2.0 0.098% 30.395%

192 SEMEN BATURAJA PERSERO TBK P COMMON STOCK IDR100.0 0.098% 30.493%

193 KWG PROPERTY HOLDING LTD COMMON STOCK HKD.1 0.098% 30.591%

194 HOTA INDUSTRIAL MFG CO LTD COMMON STOCK TWD10. 0.097% 30.688%

195 ELITE MATERIAL CO LTD COMMON STOCK TWD10. 0.097% 30.785%

196 LUYE PHARMA GROUP LTD COMMON STOCK USD.02 0.097% 30.881%

197 HANSOL CHEMICAL CO LTD COMMON STOCK KRW5000. 0.096% 30.977%

198 TATUNG CO LTD COMMON STOCK TWD10. 0.096% 31.073%

199 WISTRON NEWEB CORP COMMON STOCK TWD10. 0.096% 31.169%

200 GRUPO COMERCIAL CHEDRAUI SA COMMON STOCK 0.095% 31.264%

201 GOLDEN EAGLE RETAIL GROUP COMMON STOCK HKD.1 0.095% 31.359%

202 VISTA LAND + LIFESCAPES INC COMMON STOCK PHP1.0 0.095% 31.454%

203 ALPEK SA DE CV COMMON STOCK 0.095% 31.548%

204 MINERVA SA COMMON STOCK 0.094% 31.643%

205 GIGABYTE TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.094% 31.737%

206 TAMBANG BATUBARA BUKIT ASAM COMMON STOCK IDR500. 0.094% 31.832%

207 FLEXIUM INTERCONNECT INC COMMON STOCK TWD10. 0.094% 31.926%

208 XINYI SOLAR HOLDINGS LTD COMMON STOCK HKD.1 0.094% 32.020%

209 CHIN POON INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.093% 32.113%

210 ST SHINE OPTICAL CO LTD COMMON STOCK TWD10. 0.093% 32.206%

211 HANJIN KAL CORP COMMON STOCK KRW2500.0 0.093% 32.299%

212 POONGSAN CORP COMMON STOCK KRW5000. 0.092% 32.391%

213 ALUPAR INVESTIMENTO SA UNIT UNIT 0.091% 32.483%

214 CHINA PETROCHEMICAL DEV CORP COMMON STOCK TWD10. 0.091% 32.574%

215 PP LONDON SUMATRA INDONES PT COMMON STOCK IDR100. 0.091% 32.664%

216 CHROMA ATE INC COMMON STOCK TWD10. 0.090% 32.755%

217 AIA ENGINEERING LTD COMMON STOCK INR2. 0.090% 32.845%

218 VALE INDONESIA TBK COMMON STOCK IDR25. 0.090% 32.934%

219 FINOLEX CABLES LTD COMMON STOCK INR2. 0.090% 33.024%

220 HEXAWARE TECHNOLOGIES LTD COMMON STOCK INR2. 0.089% 33.113%

221 NEXTEER AUTOMOTIVE GROUP LTD COMMON STOCK HKD.1 0.089% 33.202%

222 PCHOME ONLINE INC COMMON STOCK TWD10. 0.089% 33.291%

223 ZHAOJIN MINING INDUSTRY H COMMON STOCK CNY1. 0.088% 33.379%

224 NHN ENTERTAINMENT CORP COMMON STOCK KRW500. 0.088% 33.467%

225 SONDA SA COMMON STOCK 0.088% 33.555%

226 COSCO SHIPPING PORTS LTD COMMON STOCK HKD.1 0.088% 33.643%

227 WINBOND ELECTRONICS CORP COMMON STOCK TWD10. 0.088% 33.731%

228 GRAND PACIFIC PETROCHEMICAL COMMON STOCK TWD10. 0.087% 33.818%

229 ALIANSCE SHOPPING CENTERS SA COMMON STOCK 0.087% 33.906%

Page 6: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

230 POLY PROPERTY GROUP CO LTD COMMON STOCK 0.087% 33.993%

231 ESSO THAILAND PCL FOREIGN FOREIGN SH. THB4.9338 A 0.087% 34.080%

232 COM2US CORP COMMON STOCK KRW500. 0.087% 34.166%

233 MPHASIS LTD COMMON STOCK INR10. 0.086% 34.253%

234 PARADE TECHNOLOGIES LTD COMMON STOCK TWD10. 0.086% 34.338%

235 SSY GROUP LTD COMMON STOCK HKD.02 0.086% 34.424%

236 CHINA TRAVEL INTL INV HK COMMON STOCK 0.086% 34.510%

237 IDBI BANK LTD COMMON STOCK INR10. 0.086% 34.596%

238 SRF LTD COMMON STOCK INR10. 0.086% 34.681%

239 KRUNGTHAI CARD PCL FOREIGN FOREIGN SH. THB10.0 A 0.085% 34.767%

240 MEGACABLE HOLDINGS CPO UNIT 0.085% 34.852%

241 INDIAN HOTELS CO LTD COMMON STOCK INR1. 0.085% 34.937%

242 CEAT LTD COMMON STOCK INR10. 0.085% 35.021%

243 FILINVEST LAND INC COMMON STOCK PHP1.0 0.085% 35.106%

244 JUBILANT FOODWORKS LTD COMMON STOCK INR10. 0.085% 35.191%

245 TUBE INVESTMENTS OF INDIA COMMON STOCK INR2. 0.084% 35.275%

246 CP POKPHAND CO LTD COMMON STOCK USD.01 0.084% 35.359%

247 SANTAM LTD COMMON STOCK 0.083% 35.442%

248 EMEMORY TECHNOLOGY INC COMMON STOCK TWD10. 0.083% 35.526%

249 WIJAYA KARYA PERSERO TBK PT COMMON STOCK IDR100. 0.083% 35.609%

250 BIOSTIME INTERNATIONAL HOLDI COMMON STOCK HKD.01 0.083% 35.691%

251 IRB INFRASTRUCTURE DEVELOPER COMMON STOCK INR10. 0.083% 35.774%

252 MAHINDRA + MAHINDRA FIN SECS COMMON STOCK INR2.0 0.083% 35.856%

253 WT MICROELECTRONICS CO LTD COMMON STOCK TWD10. 0.082% 35.939%

254 ACCTON TECHNOLOGY CORP COMMON STOCK TWD10. 0.082% 36.021%

255 CHINA SOUTH CITY HOLDINGS COMMON STOCK 0.082% 36.103%

256 ADHI KARYA PERSERO TBK PT COMMON STOCK IDR100. 0.082% 36.184%

257 SINTEX INDUSTRIES LTD COMMON STOCK INR1.0 0.082% 36.266%

258 JASTRZEBSKA SPOLKA WEGLOWA S COMMON STOCK PLN5. 0.081% 36.347%

259 TATA CHEMICALS LTD COMMON STOCK INR10. 0.081% 36.428%

260 MMI HOLDINGS LTD COMMON STOCK ZAR.000001 0.081% 36.509%

261 BLUE LABEL TELECOMS LTD COMMON STOCK ZAR.00000001 0.081% 36.590%

262 ETERNAL MATERIALS CO LTD COMMON STOCK TWD10.0 0.080% 36.670%

263 TIANNENG POWER INTL LTD COMMON STOCK HKD.1 0.080% 36.749%

264 EO TECHNICS CO LTD COMMON STOCK KRW500. 0.080% 36.829%

265 POU SHENG INTL HOLDINGS LTD COMMON STOCK HKD.01 0.079% 36.908%

266 FILA KOREA LTD COMMON STOCK KRW5000. 0.079% 36.987%

267 SHOUGANG FUSHAN RESOURCES GR COMMON STOCK 0.079% 37.066%

268 JAIN IRRIGATION SYSTEMS LTD COMMON STOCK INR2. 0.079% 37.144%

269 MERRY ELECTRONICS CO LTD COMMON STOCK TWD10.0 0.079% 37.223%

270 OSSTEM IMPLANT CO LTD COMMON STOCK KRW500. 0.079% 37.302%

271 SERCOMM CORPORATION COMMON STOCK TWD10. 0.078% 37.380%

272 THAI AIRWAYS INTL PCL FOR FOREIGN SH. THB10.0 A 0.078% 37.458%

273 TISCO FINANCIAL FOREIGN FOREIGN SH. THB10.0 A 0.078% 37.535%

274 E INK HOLDINGS INC COMMON STOCK TWD10. 0.078% 37.613%

275 ASTRAL FOODS LTD COMMON STOCK ZAR.01 0.078% 37.691%

276 SUPREME INDUSTRIES LTD COMMON STOCK INR2.0 0.078% 37.768%

277 SHENZHEN EXPRESSWAY CO H COMMON STOCK CNY1.0 0.077% 37.846%

278 PEREGRINE HOLDINGS LTD COMMON STOCK ZAR.001 0.077% 37.923%

279 CHINA DONGXIANG GROUP CO COMMON STOCK HKD.01 0.077% 38.000%

Page 7: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

280 PRESS METAL BERHAD COMMON STOCK MYR.25 0.077% 38.077%

281 ADVTECH LTD COMMON STOCK ZAR.01 0.077% 38.154%

282 CEBU AIR INC COMMON STOCK PHP1. 0.077% 38.231%

283 BYD ELECTRONIC INTL CO LTD COMMON STOCK 0.077% 38.308%

284 B2W CIA DIGITAL COMMON STOCK 0.077% 38.384%

285 FENG HSIN STEEL CO LTD COMMON STOCK TWD10.0 0.077% 38.461%

286 QL RESOURCES BHD COMMON STOCK MYR.25 0.077% 38.538%

287 HOPSON DEVELOPMENT HOLDINGS COMMON STOCK HKD.1 0.076% 38.614%

288 KAP INDUSTRIAL HOLDINGS LTD COMMON STOCK ZAR.2 0.076% 38.690%

289 CHINA ZHONGWANG HOLDINGS LTD COMMON STOCK HKD.1 0.076% 38.766%

290 HOMECAST CO LTD COMMON STOCK KRW500. 0.076% 38.842%

291 IOCHPE MAXION S.A. COMMON STOCK 0.076% 38.918%

292 FAR EASTERN INTL BANK COMMON STOCK TWD10. 0.076% 38.994%

293 TAIWAN HON CHUAN ENTERPRISE COMMON STOCK TWD10. 0.076% 39.069%

294 LINX SA COMMON STOCK 0.076% 39.145%

295 GRUPO HERDEZ SAB SERIES COMMON STOCK 0.075% 39.220%

296 CHINA MEDICAL SYSTEM HOLDING COMMON STOCK USD.005 0.075% 39.295%

297 TAICHUNG COMMERCIAL BANK COMMON STOCK TWD10. 0.075% 39.370%

298 CIECH SA COMMON STOCK PLN5. 0.075% 39.445%

299 TIBET WATER RESOURCES LTD COMMON STOCK HKD.01 0.075% 39.520%

300 EVERLIGHT ELECTRONICS CO LTD COMMON STOCK TWD10.0 0.075% 39.595%

301 AIRASIA BHD COMMON STOCK MYR.1 0.074% 39.669%

302 CROMPTON GREAVES LTD COMMON STOCK INR2. 0.074% 39.744%

303 KIATNAKIN BANK PCL FOR FOREIGN SH. A 0.074% 39.818%

304 MAH SING GROUP BHD COMMON STOCK MYR.5 0.074% 39.892%

305 MARCOPOLO SA PREF PREFERENCE 0.074% 39.966%

306 OCEANA GROUP LTD COMMON STOCK ZAR.001 0.074% 40.040%

307 THERMAX LTD COMMON STOCK INR2. 0.074% 40.114%

308 BAJAJ HOLDINGS AND INVESTMEN COMMON STOCK INR10. 0.074% 40.187%

309 SINO THAI ENGR + CONST FOR FOREIGN SH. THB1.0 A 0.073% 40.261%

310 PETRONET LNG LTD COMMON STOCK INR10. 0.073% 40.334%

311 L+T FINANCE HOLDINGS LTD COMMON STOCK INR10. 0.073% 40.407%

312 COSMAX INC COMMON STOCK KRW500.0 0.073% 40.480%

313 SIAM GLOBAL HOUSE PCL FOREIG FOREIGN SH. THB1.0 A 0.072% 40.552%

314 AREZZO INDUSTRIA E COMERCIO COMMON STOCK 0.072% 40.625%

315 VAKRANGEE LTD COMMON STOCK INR1.0 0.072% 40.697%

316 HARMONY GOLD MINING CO LTD COMMON STOCK ZAR.5 0.072% 40.769%

317 TSRC CORP COMMON STOCK TWD10. 0.072% 40.841%

318 SKC CO LTD COMMON STOCK KRW5000. 0.072% 40.914%

319 CHINA MODERN DAIRY HOLDINGS COMMON STOCK HKD.1 0.072% 40.986%

320 PUREGOLD PRICE CLUB INC COMMON STOCK 0.072% 41.058%

321 BPD JAWA BARAT DAN BANTEN TB COMMON STOCK IDR250.0 0.072% 41.129%

322 EVEN CONSTRUTORA E INCORPORA COMMON STOCK 0.072% 41.201%

323 THAI VEGETABLE OIL PCL FOR FOREIGN SH. THB1.0 A 0.072% 41.273%

324 TUNG THIH ELECTRONIC CO LTD COMMON STOCK TWD10. 0.071% 41.344%

325 COGOBUY GROUP COMMON STOCK USD.0000001 0.071% 41.416%

326 HANA TOUR SERVICE INC COMMON STOCK KRW500. 0.071% 41.487%

327 TATA ELXSI LTD COMMON STOCK INR10. 0.071% 41.558%

328 ZHONGSHENG GROUP HOLDINGS COMMON STOCK HKD.0001 0.071% 41.629%

329 KOREA PETRO CHEMICAL IND COMMON STOCK KRW5000.0 0.071% 41.700%

Page 8: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

330 CAR INC COMMON STOCK USD.00001 0.071% 41.771%

331 INDO TAMBANGRAYA MEGAH TBK P COMMON STOCK IDR500. 0.071% 41.842%

332 GREENTOWN CHINA HOLDINGS COMMON STOCK HKD.1 0.071% 41.912%

333 TIME DOTCOM BHD COMMON STOCK MYR.5 0.071% 41.983%

334 SFA ENGINEERING CORP COMMON STOCK KRW500. 0.070% 42.053%

335 UNI PRESIDENT CHINA HOLDINGS COMMON STOCK HKD.01 0.070% 42.124%

336 CHONG KUN DANG PHARMACEUTICA COMMON STOCK KRW2500.0 0.070% 42.194%

337 CIFI HOLDINGS GROUP CO LTD COMMON STOCK HKD.1 0.070% 42.264%

338 YUZHOU PROPERTIES CO COMMON STOCK HKD.1 0.070% 42.334%

339 TTW PCL FOREIGN SHARES FOREIGN SH. THB1.0 A 0.070% 42.404%

340 RADIANT OPTO ELECTRONICS COR COMMON STOCK TWD10. 0.070% 42.474%

341 BALKRISHNA INDUSTRIES LTD COMMON STOCK INR2. 0.070% 42.544%

342 TAURON POLSKA ENERGIA SA COMMON STOCK PLN5. 0.070% 42.614%

343 HUADIAN FUXIN ENERGY CORP H COMMON STOCK CNY1.0 0.070% 42.684%

344 LG LIFE SCIENCES LTD COMMON STOCK KRW5000. 0.070% 42.753%

345 HOUSING DEVELOPMENT + INFRAS COMMON STOCK INR10.0 0.070% 42.823%

346 CAPITAL SECURITIES CORP COMMON STOCK TWD10. 0.069% 42.892%

347 SINO AMERICAN SILICON PRODUC COMMON STOCK TWD10. 0.069% 42.962%

348 POYA INTERNATIONAL CO LTD COMMON STOCK TWD10.0 0.069% 43.031%

349 CHAOWEI POWER HOLDINGS LTD COMMON STOCK USD.01 0.069% 43.100%

350 ASSORE LTD COMMON STOCK ZAR.005 0.069% 43.169%

351 DAESANG CORPORATION COMMON STOCK KRW1000. 0.069% 43.238%

352 BANMEDICA SA COMMON STOCK 0.069% 43.307%

353 TUNG HO STEEL ENTERPRISE COR COMMON STOCK TWD10. 0.069% 43.376%

354 ENGINEERS INDIA LTD COMMON STOCK INR5. 0.069% 43.445%

355 CARLSBERG BREWERY MALAYSIA B COMMON STOCK MYR.5 0.069% 43.514%

356 MAHLE METAL LEVE SA COMMON STOCK 0.069% 43.583%

357 KOREAN REINSURANCE CO COMMON STOCK KRW500. 0.069% 43.652%

358 COMPEQ MANUFACTURING CO LTD COMMON STOCK TWD10. 0.068% 43.720%

359 GETAC TECHNOLOGY CORP COMMON STOCK TWD10. 0.068% 43.788%

360 ESCORTS LTD COMMON STOCK INR10. 0.068% 43.857%

361 PAX GLOBAL TECHNOLOGY LTD COMMON STOCK HKD.1 0.068% 43.925%

362 TRULY INTERNATIONAL HOLDINGS COMMON STOCK HKD.02 0.068% 43.993%

363 ACE HARDWARE INDONESIA COMMON STOCK IDR10. 0.068% 44.061%

364 AMTRAN TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.068% 44.129%

365 TPK HOLDING CO LTD COMMON STOCK TWD10. 0.068% 44.197%

366 KAWASAN INDUSTRI JABABEKA TB COMMON STOCK 0.068% 44.265%

367 VIBHAVADI MEDICAL CENTER FOR FOREIGN SH. THB.1 A 0.068% 44.333%

368 SUN TV NETWORK LTD COMMON STOCK INR5. 0.068% 44.401%

369 INDIA CEMENTS LTD COMMON STOCK INR10. 0.067% 44.468%

370 GUJARAT STATE PETRONET LTD COMMON STOCK INR10. 0.067% 44.536%

371 KING S TOWN BANK COMMON STOCK TWD10. 0.067% 44.603%

372 SUMMARECON AGUNG TBK PT COMMON STOCK IDR100.0 0.067% 44.670%

373 HAP SENG CONSOLIDATED COMMON STOCK MYR1. 0.067% 44.737%

374 GREAT WALL ENTERPRISES COMMON STOCK TWD10. 0.067% 44.804%

375 RELIANCE POWER LTD COMMON STOCK INR10. 0.067% 44.870%

376 CT ENVIRONMENTAL GROUP LTD COMMON STOCK HKD.025 0.067% 44.937%

377 SHANGHAI INDUSTRIAL URBAN DE COMMON STOCK HKD.04 0.067% 45.004%

378 GS HOME SHOPPING INC COMMON STOCK KRW5000. 0.067% 45.070%

379 SAWIT SUMBERMAS SARANA TBK P COMMON STOCK IDR100.0 0.066% 45.137%

Page 9: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

380 CEMEX LATAM HOLDINGS SA COMMON STOCK EUR1.0 0.066% 45.203%

381 SEOUL SEMICONDUCTOR CO LTD COMMON STOCK KRW500. 0.066% 45.269%

382 TOWNGAS CHINA CO LTD COMMON STOCK HKD.1 0.066% 45.335%

383 BANCO ABC BRASIL SA PREFERENCE 0.066% 45.400%

384 YUNGTAY ENGINEERING CO LTD COMMON STOCK TWD10. 0.066% 45.466%

385 JB FINANCIAL GROUP CO LTD COMMON STOCK KRW5000.0 0.066% 45.532%

386 MPACT LTD COMMON STOCK ZAR.00001 0.066% 45.597%

387 UNIMICRON TECHNOLOGY CORP COMMON STOCK TWD10. 0.066% 45.663%

388 TTY BIOPHARM CO LTD COMMON STOCK TWD10. 0.066% 45.729%

389 UNION BANK OF INDIA COMMON STOCK INR10. 0.065% 45.794%

390 GREATVIEW ASEPTIC PACKAGING COMMON STOCK HKD.01 0.065% 45.859%

391 LOPEZ HOLDINGS CORP COMMON STOCK PHP1.0 0.065% 45.924%

392 HANSON INTERNATIONAL TBK PT COMMON STOCK 0.065% 45.989%

393 BEIJING CAPITAL LAND LTD H COMMON STOCK CNY1.0 0.064% 46.053%

394 INVERSIONES LA CONSTRUCCION COMMON STOCK 0.064% 46.118%

395 PARADISE CO LTD COMMON STOCK KRW500. 0.064% 46.182%

396 CHENG UEI PRECISION INDUSTRY COMMON STOCK TWD10. 0.064% 46.246%

397 CITY LODGE HOTELS LTD COMMON STOCK ZAR.1 0.064% 46.310%

398 FIRST PHILIPPINE HLDGS COMMON STOCK PHP10. 0.064% 46.374%

399 DGB FINANCIAL GROUP INC COMMON STOCK KRW5000. 0.064% 46.438%

400 TONGYANG LIFE INSURANCE COMMON STOCK KRW5000. 0.064% 46.501%

401 MALAYSIAN RESOURCES CORP BHD COMMON STOCK MYR1. 0.064% 46.565%

402 TEKFEN HOLDING AS COMMON STOCK TRY1. 0.063% 46.628%

403 LS INDUSTRIAL SYSTEMS COMMON STOCK KRW5000. 0.063% 46.692%

404 LG HAUSYS LTD COMMON STOCK KRW5000. 0.063% 46.755%

405 JINDAL STEEL + POWER LTD COMMON STOCK INR1. 0.063% 46.818%

406 OHL MEXICO SAB DE CV COMMON STOCK 0.063% 46.881%

407 DCB BANK LTD COMMON STOCK INR10.0 0.063% 46.944%

408 CHULARAT HOSPITAL PCL F FOREIGN SH. THB.1 A 0.063% 47.007%

409 QUALITY HOUSE PCL FOREIGN FOREIGN SH. THB1.0 A 0.063% 47.070%

410 MURRAY + ROBERTS HOLDINGS COMMON STOCK ZAR.1 0.063% 47.133%

411 TTK PRESTIGE LTD COMMON STOCK INR10. 0.063% 47.195%

412 HUAKU DEVELOPMENT CO LTD COMMON STOCK TWD10.0 0.063% 47.258%

413 HANDSOME CO LTD COMMON STOCK KRW500. 0.062% 47.320%

414 ECLERX SERVICES LTD COMMON STOCK INR10. 0.062% 47.382%

415 CORETRONIC CORP COMMON STOCK TWD10.0 0.062% 47.444%

416 DONGKUK STEEL MILL CO LTD COMMON STOCK KRW5000. 0.062% 47.506%

417 WONIK IPS CO LTD COMMON STOCK KRW500.0 0.062% 47.568%

418 TICON INDUSTRIAL CONNECT F FOREIGN SH. THB1.0 A 0.062% 47.630%

419 ATTACQ LTD COMMON STOCK 0.062% 47.691%

420 TURKIYE SINAI KALKINMA BANK COMMON STOCK TRY1. 0.062% 47.753%

421 PRIMAX ELECTRONICS LTD COMMON STOCK TWD10. 0.062% 47.815%

422 SINOTRUK HONG KONG LTD COMMON STOCK 0.062% 47.876%

423 MASSMART HOLDINGS LTD COMMON STOCK ZAR.01 0.061% 47.938%

424 IPCA LABORATORIES LTD COMMON STOCK INR2. 0.061% 47.999%

425 ALMACENES EXITO SA COMMON STOCK COP10. 0.061% 48.060%

426 RAMAYANA LESTARI SENTOSA PT COMMON STOCK IDR50. 0.061% 48.121%

427 EPISTAR CORP COMMON STOCK TWD10. 0.061% 48.182%

428 EZ TEC EMPREENDIMENTOS E PAR COMMON STOCK 0.061% 48.243%

429 MACRONIX INTERNATIONAL COMMON STOCK TWD10. 0.061% 48.304%

Page 10: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

430 EDELWEISS FINANCIAL SERVICES COMMON STOCK INR1. 0.061% 48.365%

431 SUPALAI PUBLIC CO LTD FOR FOREIGN SH. THB1.0 A 0.061% 48.426%

432 CANARA BANK COMMON STOCK INR10. 0.060% 48.486%

433 HYUNDAI ELEVATOR CO COMMON STOCK KRW5000. 0.060% 48.546%

434 LIGHT SA COMMON STOCK 0.060% 48.606%

435 BANK OF INDIA COMMON STOCK INR10. 0.060% 48.666%

436 CITY UNION BANK LTD COMMON STOCK INR1.0 0.060% 48.726%

437 MAJOR CINEPLEX GROUP FOREIGN FOREIGN SH. THB1.0 A 0.060% 48.786%

438 DAOU TECHNOLOGY INC COMMON STOCK KRW500. 0.060% 48.846%

439 KINPO ELECTRONICS INC COMMON STOCK TWD10.0 0.059% 48.905%

440 LIFETECH SCIENTIFIC CORP COMMON STOCK USD.00000125 0.059% 48.964%

441 MITRA ADIPERKASA TBK PT COMMON STOCK IDR500. 0.059% 49.024%

442 CHINA MACHINERY ENGINEERIN H COMMON STOCK CNY1.0 0.059% 49.083%

443 JASMINE INTL PCL FOREIGN FOREIGN SH. THB.5 A 0.059% 49.142%

444 HEINEKEN MALAYSIA BHD COMMON STOCK MYR.5 0.059% 49.201%

445 TRENCOR LTD COMMON STOCK ZAR.005 0.059% 49.260%

446 ADITYA BIRLA NUVO LTD COMMON STOCK INR10. 0.059% 49.319%

447 NAN KANG RUBBER TIRE CO LTD COMMON STOCK TWD10. 0.059% 49.378%

448 TEXHONG TEXTILE GROUP LTD COMMON STOCK HKD.1 0.059% 49.437%

449 HUCHEMS FINE CHEMICAL CORP COMMON STOCK KRW1000. 0.059% 49.496%

450 FU SHOU YUAN INTERNATIONAL COMMON STOCK USD.01 0.059% 49.554%

451 BANGKOK LAND PUB CO LTD FRGN FOREIGN SH. THB1.0 A 0.059% 49.613%

452 WCT HOLDINGS BHD COMMON STOCK MYR.5 0.059% 49.672%

453 DONGBU HITEK CO LTD COMMON STOCK KRW5000. 0.058% 49.730%

454 NETIA SA COMMON STOCK PLN1. 0.058% 49.788%

455 CHIPBOND TECHNOLOGY CORP COMMON STOCK TWD10. 0.058% 49.846%

456 LIBERTY HOLDINGS LTD COMMON STOCK ZAR.0833 0.058% 49.904%

457 SINBON ELECTRONINCS CO LTD COMMON STOCK TWD10. 0.058% 49.962%

458 HALLA HOLDINGS CORP COMMON STOCK KRW5000.0 0.058% 50.020%

459 TONG HSING ELECTRONIC INDUST COMMON STOCK TWD10. 0.058% 50.077%

460 CONSORCIO ARA S.A.B. SER COMMON STOCK 0.058% 50.135%

461 BEAUTY COMMUNITY PCL FOREIGN FOREIGN SH. A 0.057% 50.192%

462 BIZLINK HOLDING INC COMMON STOCK TWD10. 0.057% 50.250%

463 BEIJING JINGNENG CLEAN ENE H COMMON STOCK CNY1.0 0.057% 50.307%

464 LOTTE FINE CHEMICAL CO LTD COMMON STOCK KRW5000.0 0.057% 50.364%

465 FUFENG GROUP LTD COMMON STOCK HKD.1 0.057% 50.422%

466 TIMAH PERSERO TBK PT COMMON STOCK IDR50. 0.057% 50.479%

467 BANGKOK CHAIN HOSPITAL FOREG FOREIGN SH. THB1.0 A 0.057% 50.536%

468 DYNASTY CERAMIC PCL FOREIGN FOREIGN SH. THB.1 A 0.057% 50.593%

469 ALIOR BANK SA COMMON STOCK PLN10.0 0.057% 50.650%

470 ANANDA DEVELOPMENT PCL FOREI FOREIGN SH. A 0.057% 50.707%

471 CJ O SHOPPING CO LTD COMMON STOCK KRW5000. 0.057% 50.764%

472 WALSIN TECHNOLOGY CORP COMMON STOCK TWD10. 0.057% 50.820%

473 CIMSA CIMENTO SANAYI VE TIC COMMON STOCK TRY1. 0.057% 50.877%

474 YUEXIU TRANSPORT INFRASTRUCT COMMON STOCK HKD.1 0.057% 50.934%

475 CIA DE GAS DE SAO PAULO PR A PREFERENCE 0.057% 50.990%

476 DALMIA BHARAT LTD COMMON STOCK INR2. 0.057% 51.047%

477 DISHMAN PHARMACEUTICALS + CH COMMON STOCK INR2. 0.056% 51.103%

478 TORRENT POWER LTD COMMON STOCK INR10. 0.056% 51.160%

479 TRAKYA CAM SANAYII AS COMMON STOCK TRY1. 0.056% 51.216%

Page 11: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

480 MERCURIES LIFE INSURANCE CO COMMON STOCK TWD10.0 0.056% 51.272%

481 CITYCHAMP WATCH + JEWELLERY COMMON STOCK HKD.1 0.056% 51.329%

482 SRI TRANG AGRO INDUSTRY FOR FOREIGN SH. THB1.0 A 0.056% 51.385%

483 CHABIOTECH CO LTD COMMON STOCK KRW500.0 0.056% 51.440%

484 KARUR VYSYA BANK LTD COMMON STOCK INR2.0 0.056% 51.496%

485 LIVZON PHARMACEUTICAL GROU H COMMON STOCK CNY1.0 0.055% 51.551%

486 GREAT EASTERN SHIPPING CO COMMON STOCK INR10. 0.055% 51.607%

487 NEO SOLAR POWER CORP COMMON STOCK TWD10. 0.055% 51.662%

488 SUNDRAM FASTENERS LTD COMMON STOCK INR1. 0.055% 51.718%

489 INARI AMERTRON BHD COMMON STOCK MYR.1 0.055% 51.773%

490 ADVANCED PROCESS SYSTEMS COR COMMON STOCK KRW500. 0.055% 51.827%

491 SHINKONG SYNTHETIC FIBERS COMMON STOCK TWD10. 0.055% 51.882%

492 ADANI POWER LTD COMMON STOCK INR10. 0.055% 51.936%

493 MAGNESITA REFRATARIOS SA COMMON STOCK 0.054% 51.991%

494 CHINA SCE PROPERTY HOLDINGS COMMON STOCK HKD.1 0.054% 52.045%

495 SOCIEDAD MATRIZ SAAM SA COMMON STOCK 0.054% 52.100%

496 CHINA SYNTHETIC RUBBER COMMON STOCK TWD10. 0.054% 52.154%

497 HANA MICROELECTRONICS FOREIG FOREIGN SH. THB1.0 A 0.054% 52.208%

498 YINGDE GASES GROUP CO LTD COMMON STOCK USD.000001 0.054% 52.262%

499 ADCOCK INGRAM HOLDINGS LTD COMMON STOCK ZAR.001 0.054% 52.316%

500 BHARAT FINANCIAL INCLUSION L COMMON STOCK INR10.0 0.054% 52.369%

501 SITC INTERNATIONAL HOLDINGS COMMON STOCK HKD.1 0.054% 52.423%

502 MMG LTD COMMON STOCK 0.054% 52.477%

503 GMR INFRASTRUCTURE LTD COMMON STOCK INR1. 0.054% 52.530%

504 FAR EASTERN DEPARTMENT STORE COMMON STOCK TWD10. 0.053% 52.584%

505 PRINCE HOUSING + DEVELOPMENT COMMON STOCK TWD10.0 0.053% 52.637%

506 DEWAN HOUSING FINANCE CORP COMMON STOCK INR10. 0.053% 52.690%

507 JSW ENERGY LTD COMMON STOCK INR10. 0.053% 52.744%

508 INDRAPRASTHA GAS LTD COMMON STOCK INR10. 0.053% 52.797%

509 VARDHMAN TEXTILES LTD COMMON STOCK INR10. 0.053% 52.850%

510 TONG YANG INDUSTRY COMMON STOCK TWD10. 0.053% 52.903%

511 CYIENT LTD COMMON STOCK INR5.0 0.053% 52.955%

512 KOH YOUNG TECHNOLOGY INC COMMON STOCK KRW500. 0.053% 53.008%

513 TXC CORP COMMON STOCK TWD10. 0.053% 53.061%

514 SOULBRAIN CO LTD COMMON STOCK KRW500. 0.053% 53.114%

515 CRISIL LTD COMMON STOCK INR1.0 0.053% 53.167%

516 INDIAN BANK COMMON STOCK INR10. 0.053% 53.219%

517 TAINAN SPINNING COMMON STOCK TWD10. 0.053% 53.272%

518 LIEN HWA INDUSTRIAL COMMON STOCK TWD10. 0.053% 53.324%

519 FINOLEX INDUSTRIES LTD COMMON STOCK INR10. 0.053% 53.377%

520 TONGYANG INC COMMON STOCK KRW500. 0.052% 53.429%

521 PETRON CORP COMMON STOCK PHP1. 0.052% 53.482%

522 JK LAKSHMI CEMENT LTD COMMON STOCK INR5. 0.052% 53.534%

523 FORUS SA COMMON STOCK 0.052% 53.586%

524 EMBOTELLADORA ANDINA PREF B PREFERENCE 0.052% 53.638%

525 TIGA PILAR SEJAHTERA FOOD COMMON STOCK 0.052% 53.691%

526 TV18 BROADCAST LTD COMMON STOCK INR2.0 0.052% 53.743%

527 KUMHO TIRE CO INC COMMON STOCK KRW5000. 0.052% 53.795%

528 ALAM SUTERA REALTY TBK PT COMMON STOCK 0.052% 53.847%

529 NATIONAL ALUMINIUM CO LTD COMMON STOCK INR5. 0.052% 53.898%

Page 12: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

530 USI CORP COMMON STOCK TWD10. 0.052% 53.950%

531 ATUL LTD COMMON STOCK INR10. 0.052% 54.002%

532 CAHYA MATA SARAWAK BHD COMMON STOCK MYR.5 0.052% 54.054%

533 ELAN MICROELECTRONICS CORP COMMON STOCK TWD10. 0.052% 54.105%

534 SHIN ZU SHING CO LTD COMMON STOCK TWD10. 0.052% 54.157%

535 EASTERN POLYMER GROUP PCL F FOREIGN SH. THB1.0 A 0.051% 54.208%

536 UNITED PLANTATIONS BHD COMMON STOCK MYR1. 0.051% 54.260%

537 CHINA BLUECHEMICAL LTD H COMMON STOCK HKD1. 0.051% 54.311%

538 YIEH PHUI ENTERPRISE CO LTD COMMON STOCK TWD10. 0.051% 54.362%

539 CUB ELECPARTS INC COMMON STOCK TWD10. 0.051% 54.414%

540 ELITE ADVANCED LASER CORP COMMON STOCK TWD10. 0.051% 54.465%

541 CLEVO COMPANY COMMON STOCK TWD10. 0.051% 54.516%

542 SLC AGRICOLA SA COMMON STOCK 0.051% 54.567%

543 LOTTE FOOD CO LTD COMMON STOCK KRW5000. 0.051% 54.618%

544 RANDON PARTICIPACOES SA PREF PREFERENCE 0.051% 54.670%

545 RENHE COMMERCIAL HOLDINGS COMMON STOCK HKD.01 0.051% 54.721%

546 S.M.ENTERTAINMENT CO COMMON STOCK KRW500. 0.051% 54.772%

547 VANACHAI GROUP PUB CO FOR FOREIGN SH. THB1.0 A 0.051% 54.823%

548 SK GAS LTD COMMON STOCK KRW5000.0 0.051% 54.874%

549 PADINI HOLDINGS BERHAD COMMON STOCK MYR.1 0.051% 54.924%

550 LONKING HOLDINGS LTD COMMON STOCK HKD.1 0.051% 54.975%

551 DUZONBIZON CO LTD COMMON STOCK KRW500. 0.050% 55.025%

552 GLORIOUS PROPERTY HOLDINGS COMMON STOCK HKD.01 0.050% 55.076%

553 POS MALAYSIA BERHAD COMMON STOCK MYR.5 0.050% 55.126%

554 CENTRAL CHINA SECURITIES C H COMMON STOCK CNY1.0 0.050% 55.176%

555 GRUPO FIN INTERACCIONES O COMMON STOCK MXN2.820651 0.050% 55.226%

556 BANGCHAK PETROLEUM PUB FOR FOREIGN SH. THB1.0 A 0.050% 55.276%

557 DIO CORP COMMON STOCK KRW500.0 0.050% 55.326%

558 TA CHEN STAINLESS PIPE CO COMMON STOCK TWD10. 0.050% 55.376%

559 C C LAND HOLDINGS LTD COMMON STOCK HKD.1 0.050% 55.426%

560 CHOLAMANDALAM INVESTMENT AND COMMON STOCK INR10. 0.050% 55.476%

561 DAISHIN SECURITIES CO LTD COMMON STOCK KRW5000.0 0.050% 55.526%

562 A DATA TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.050% 55.575%

563 DONG A SOCIO HOLDINGS CO LTD COMMON STOCK KRW5000. 0.050% 55.625%

564 GRUH FINANCE LTD COMMON STOCK INR2.0 0.050% 55.674%

565 ASIANA AIRLINES COMMON STOCK KRW5000. 0.050% 55.724%

566 SUPERMAX CORP BHD COMMON STOCK MYR.5 0.050% 55.774%

567 HYUNDAI MIPO DOCKYARD COMMON STOCK KRW5000. 0.049% 55.823%

568 TOPCO SCIENTIFIC CO LTD COMMON STOCK TWD10. 0.049% 55.872%

569 VIEWORKS CO LTD COMMON STOCK KRW500. 0.049% 55.922%

570 BEML LTD COMMON STOCK INR10. 0.049% 55.971%

571 HELLENIC EXCHANGES ATHENS COMMON STOCK EUR1.08 0.049% 56.021%

572 CHINA SHINEWAY PHARMACEUTICA COMMON STOCK HKD.1 0.049% 56.070%

573 GUJARAT GAS LTD COMMON STOCK INR10.0 0.049% 56.119%

574 HAVELLS INDIA LTD COMMON STOCK INR1.0 0.049% 56.168%

575 YFY INC COMMON STOCK TWD10. 0.049% 56.217%

576 LF CORP COMMON STOCK KRW5000.0 0.049% 56.266%

577 DONGWON INDUSTRIES CO. COMMON STOCK KRW5000. 0.049% 56.315%

578 GRUPO CEMENTOS CHIHUAHUA COMMON STOCK 0.049% 56.364%

579 AEGIS LOGISTICS LTD COMMON STOCK INR1.0 0.049% 56.412%

Page 13: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

580 GOODBABY INTERNATIONAL HOLDI COMMON STOCK HKD.01 0.049% 56.461%

581 TPI POLENE PUB CO LTD FOR FOREIGN SH. THB1.0 A 0.049% 56.510%

582 NEXEN TIRE CORP COMMON STOCK KRW500.0 0.049% 56.559%

583 POWERLONG REAL ESTATE HOLDIN COMMON STOCK HKD.01 0.049% 56.607%

584 SK SECURITIES CO LTD COMMON STOCK KRW500. 0.049% 56.656%

585 AFYON CIMENTO COMMON STOCK TRY1. 0.049% 56.705%

586 HANSAE CO LTD COMMON STOCK KRW500. 0.048% 56.753%

587 WHA CORP PCL FOREIGN FOREIGN SH. THB.1 A 0.048% 56.801%

588 JW PHARMACEUTICAL COMMON STOCK KRW2500. 0.048% 56.849%

589 FABRYKI MEBLI FORTE SA COMMON STOCK PLN1. 0.048% 56.897%

590 SAMYANG HOLDINGS CORP COMMON STOCK KRW5000. 0.048% 56.946%

591 UEM SUNRISE BHD COMMON STOCK MYR.5 0.048% 56.994%

592 CHINA FOODS LTD COMMON STOCK HKD.1 0.048% 57.042%

593 NAMCHOW CHEMICAL INDUSTRIAL COMMON STOCK TWD10. 0.048% 57.090%

594 SODA SANAYII COMMON STOCK TRY1. 0.048% 57.137%

595 TCC INTL HLDGS LTD COMMON STOCK HKD.1 0.048% 57.185%

596 AEON CO (M) BHD COMMON STOCK MYR.5 0.048% 57.233%

597 AKR CORPORINDO TBK PT COMMON STOCK IDR100. 0.048% 57.280%

598 XINGDA INT L HOLDINGS COMMON STOCK HKD.1 0.048% 57.328%

599 LOTTE HIMART CO LTD COMMON STOCK KRW5000. 0.048% 57.375%

600 ASIA AVIATION PCL NVDR NVDR THB.1 0.047% 57.423%

601 KT SKYLIFE CO LTD COMMON STOCK KRW2500. 0.047% 57.470%

602 OBEROI REALTY LTD COMMON STOCK INR10.0 0.047% 57.518%

603 MANGALORE REFINERY + PETRO COMMON STOCK INR10. 0.047% 57.565%

604 LEENO INDUSTRIAL INC COMMON STOCK KRW500. 0.047% 57.612%

605 SUNWAY BHD COMMON STOCK MYR1.0 0.047% 57.659%

606 BALRAMPUR CHINI MILLS LTD COMMON STOCK INR1. 0.047% 57.707%

607 CORP MOCTEZUMA SER COMMON STOCK 0.047% 57.754%

608 SITRONIX TECHNOLOGY CORP COMMON STOCK TWD10. 0.047% 57.801%

609 MBK PCL FOREIGN FOREIGN SH. THB1.0 A 0.047% 57.848%

610 V GUARD INDUSTRIES LTD COMMON STOCK INR1.0 0.047% 57.895%

611 PANIN FINANCIAL TBK PT COMMON STOCK IDR125. 0.047% 57.941%

612 CHINA OIL AND GAS GROUP LTD COMMON STOCK HKD.01 0.047% 57.988%

613 LOGAN PROPERTY HOLDINGS CO L COMMON STOCK HKD.1 0.047% 58.035%

614 EASTERN + ORIENTAL BHD COMMON STOCK MYR1.0 0.047% 58.081%

615 GENERAL INTERFACE SOLUTION COMMON STOCK TWD10.0 0.047% 58.128%

616 REDINGTON INDIA LTD COMMON STOCK INR2. 0.047% 58.175%

617 BEIJING NORTH STAR CO LTD H COMMON STOCK CNY1.0 0.046% 58.221%

618 PC JEWELLER LTD COMMON STOCK INR10. 0.046% 58.267%

619 SYARIKAT TAKAFUL MALAYSIA COMMON STOCK MYR.2 0.046% 58.314%

620 PFIZER LIMITED COMMON STOCK INR10. 0.046% 58.360%

621 SCIENTEX BHD COMMON STOCK MYR.5 0.046% 58.406%

622 VITRO S.A.B. SERIES A COMMON STOCK 0.046% 58.452%

623 MANAPPURAM FINANCE LTD COMMON STOCK INR2. 0.046% 58.498%

624 CLEANAWAY CO LTD COMMON STOCK TWD10. 0.046% 58.544%

625 XINHUA WINSHARE PUBLISHING H COMMON STOCK CNY1.0 0.046% 58.590%

626 CK POWER LTD FOREIGN FOREIGN SH. THB1.0 A 0.046% 58.636%

627 HU LANE ASSOCIATE INC COMMON STOCK TWD10. 0.046% 58.682%

628 PERSISTENT SYSTEMS LTD COMMON STOCK INR10. 0.046% 58.727%

629 GODREJ PROPERTIES LTD COMMON STOCK INR5.0 0.046% 58.773%

Page 14: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

630 INTILAND DEVELOPMENT TBK PT COMMON STOCK IDR250.0 0.046% 58.819%

631 UOA DEVELOPMENT BHD COMMON STOCK MYR.05 0.045% 58.864%

632 JM FINANCIAL LTD COMMON STOCK INR1. 0.045% 58.909%

633 FOOSUNG CO LTD COMMON STOCK KRW500. 0.045% 58.955%

634 RELIANCE COMMUNICATIONS LTD COMMON STOCK INR5. 0.045% 59.000%

635 THANACHART CAPITAL FOREIGN FOREIGN SH. THB10.0 A 0.045% 59.045%

636 BLUE DART EXPRESS LTD COMMON STOCK INR10. 0.045% 59.091%

637 SPORTON INTERNATIONAL INC COMMON STOCK TWD10. 0.045% 59.136%

638 CHINA STEEL CHEMICAL CORP COMMON STOCK TWD10. 0.045% 59.181%

639 KPIT TECHNOLOGIES LTD COMMON STOCK INR2. 0.045% 59.226%

640 PTC INDIA LTD COMMON STOCK INR10. 0.045% 59.271%

641 COSCO CAPITAL INC COMMON STOCK PHP1.0 0.045% 59.315%

642 LEWIS GROUP LTD COMMON STOCK ZAR.0001 0.045% 59.360%

643 INTER CARS SA COMMON STOCK PLN2. 0.045% 59.405%

644 CHINA OVERSEAS GRAND OCEANS COMMON STOCK 0.045% 59.450%

645 XTEP INTERNATIONAL HOLDINGS COMMON STOCK HKD.01 0.044% 59.494%

646 PHILIPPINE NATIONAL BANK COMMON STOCK PHP40. 0.044% 59.539%

647 WELSPUN INDIA LTD COMMON STOCK INR1.0 0.044% 59.583%

648 COOLPAD GROUP LTD COMMON STOCK HKD.01 0.044% 59.627%

649 SINOPEC KANTONS HOLDINGS COMMON STOCK HKD.1 0.044% 59.672%

650 DAH CHONG HONG COMMON STOCK 0.044% 59.716%

651 KOREA ELECTRIC TERMINAL CO COMMON STOCK KRW500. 0.044% 59.761%

652 AVIANCA HOLDINGS SA PREFERENCE 0.044% 59.805%

653 PARTRON CO LTD COMMON STOCK KRW500. 0.044% 59.849%

654 SKF INDIA LTD COMMON STOCK INR10. 0.044% 59.893%

655 MAGNUM BHD COMMON STOCK MYR1. 0.044% 59.937%

656 RALLIS INDIA LTD COMMON STOCK INR1. 0.044% 59.981%

657 COSMAX BTI INC COMMON STOCK KRW500.0 0.044% 60.025%

658 BORYSZEW SA COMMON STOCK PLN1.0 0.044% 60.069%

659 LIPPO KARAWACI TBK PT COMMON STOCK IDR100.0 0.044% 60.112%

660 LCY CHEMICAL CORP COMMON STOCK TWD10. 0.044% 60.156%

661 CITIC RESOURCES HOLDINGS LTD COMMON STOCK HKD.05 0.044% 60.200%

662 ANHUI EXPRESSWAY CO LTD H COMMON STOCK CNY1.0 0.044% 60.243%

663 KERRY TJ LOGISTICS CO LTD COMMON STOCK TWD10. 0.044% 60.287%

664 SANOFI INDIA LTD COMMON STOCK INR10. 0.043% 60.330%

665 PVR LTD COMMON STOCK INR10. 0.043% 60.374%

666 RIZAL COMMERCIAL BANKING COMMON STOCK PHP10. 0.043% 60.417%

667 INTERNATIONAL GAMES SYSTEM C COMMON STOCK TWD10. 0.043% 60.461%

668 CHINA HARMONY NEW ENERGY AUT COMMON STOCK HKD.01 0.043% 60.504%

669 FORTIS HEALTHCARE LTD COMMON STOCK INR10. 0.043% 60.547%

670 GATEWAY DISTRIPARKS LTD COMMON STOCK INR10. 0.043% 60.591%

671 361 DEGREES INTERNATIONAL COMMON STOCK HKD.1 0.043% 60.634%

672 MAANSHAN IRON + STEEL H COMMON STOCK CNY1.0 0.043% 60.678%

673 BOYNER PERAKENDE VE TEKSTIL COMMON STOCK TRY1.0 0.043% 60.721%

674 GODREJ INDUSTRIES LTD COMMON STOCK INR1. 0.043% 60.764%

675 ITALIAN THAI DEVELOP FOREIGN FOREIGN SH. THB1.0 A 0.043% 60.807%

676 ORIENTAL UNION CHEMICAL COMMON STOCK TWD10. 0.043% 60.850%

677 AVENG LTD COMMON STOCK ZAR.05 0.043% 60.893%

678 UNITED INTEGRATED SERVICES COMMON STOCK TWD10. 0.043% 60.936%

679 UEM EDGENTA BHD COMMON STOCK MYR.25 0.043% 60.979%

Page 15: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

680 TAIWAN TEA CORP COMMON STOCK TWD10. 0.043% 61.022%

681 TAIWAN STYRENE MONOMER COMMON STOCK TWD10. 0.043% 61.065%

682 NEXEN CORP COMMON STOCK KRW500.0 0.043% 61.108%

683 LH FINANCIAL GROUP PCL FOR FOREIGN SH. THB1.0 A 0.042% 61.150%

684 KANSAI NEROLAC PAINTS LTD COMMON STOCK INR1.0 0.042% 61.192%

685 MOTECH INDUSTRIES INC COMMON STOCK TWD10. 0.042% 61.235%

686 MITAC HOLDINGS CORP COMMON STOCK TWD10.0 0.042% 61.277%

687 KARDEMIR KARABUK DEMIR CL D COMMON STOCK TRY1. 0.042% 61.320%

688 IS DONGSEO CO LTD COMMON STOCK KRW500. 0.042% 61.362%

689 BELLE CORP COMMON STOCK PHP1.0 0.042% 61.404%

690 SICHUAN EXPRESSWAY CO H COMMON STOCK CNY1.0 0.042% 61.446%

691 COROMANDEL INTERNATIONAL LTD COMMON STOCK INR1. 0.042% 61.488%

692 JUSUNG ENGINEERING CO LTD COMMON STOCK KRW500. 0.042% 61.530%

693 CATHAY REAL ESTATE DEVELOPME COMMON STOCK TWD10.0 0.042% 61.572%

694 BUKWANG PHARMACEUTICAL CO COMMON STOCK KRW500. 0.042% 61.614%

695 CHENG LOONG CORP COMMON STOCK TWD10. 0.042% 61.656%

696 VIA VAREJO SA UNIT 0.042% 61.697%

697 MODERNLAND REALTY TBK PT COMMON STOCK IDR250.0 0.042% 61.739%

698 G SMATT GLOBAL CO LTD COMMON STOCK KRW500.0 0.041% 61.780%

699 GIGASOLAR MATERIALS CORP COMMON STOCK TWD10. 0.041% 61.822%

700 BISI INTERNATIONAL PT COMMON STOCK IDR100. 0.041% 61.863%

701 ELETROPAULO METROPOLI PREF PREFERENCE 0.041% 61.904%

702 AARTI INDUSTRIES LIMITED COMMON STOCK INR5. 0.041% 61.946%

703 ORBIS SA COMMON STOCK PLN2. 0.041% 61.987%

704 UNIQUE ENGINEERING + CO FORE FOREIGN SH. THB1.0 A 0.041% 62.029%

705 EID PARRY INDIA LTD COMMON STOCK INR1. 0.041% 62.070%

706 JYOTHY LABORATORIES LTD COMMON STOCK INR1. 0.041% 62.111%

707 CHONG HONG CONSTRUCTION CO COMMON STOCK TWD10.0 0.041% 62.152%

708 GUJARAT PIPAVAV PORT LTD COMMON STOCK INR10. 0.041% 62.193%

709 SHIHLIN ELECTRIC + ENGINEER COMMON STOCK TWD10. 0.041% 62.234%

710 MYTILINEOS HOLDINGS S.A. COMMON STOCK EUR.97 0.041% 62.275%

711 HOPEWELL HIGHWAY INFRASTRUCT COMMON STOCK HKD.1 0.041% 62.316%

712 RAUBEX GROUP LTD COMMON STOCK ZAR.01 0.041% 62.357%

713 MAKALOT INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.041% 62.398%

714 SANTOS BRASIL PARTICIPACOES COMMON STOCK 0.041% 62.439%

715 NEUCA SA COMMON STOCK PLN1. 0.041% 62.480%

716 NIIT TECHNOLOGIES LTD COMMON STOCK INR10. 0.041% 62.521%

717 UNISEM (M) BERHAD COMMON STOCK MYR.5 0.041% 62.562%

718 WASION GROUP HOLDINGS LTD COMMON STOCK HKD.01 0.041% 62.603%

719 FLYTECH TECHNOLOGY CO LTD COMMON STOCK TWD10.0 0.041% 62.644%

720 ADVANCED CERAMIC X CORP COMMON STOCK TWD10.0 0.041% 62.684%

721 SINOFERT HOLDINGS LTD COMMON STOCK HKD.1 0.041% 62.725%

722 JAGRAN PRAKASHAN LTD COMMON STOCK INR2.0 0.041% 62.765%

723 EMBRAER SA SPON ADR ADR 0.041% 62.806%

724 PAN INTERNATIONAL INDUSTRIAL COMMON STOCK TWD10. 0.041% 62.846%

725 JK CEMENT LTD COMMON STOCK INR10. 0.040% 62.887%

726 HARBIN ELECTRIC CO LTD H COMMON STOCK CNY1. 0.040% 62.927%

727 H.S. INDUSTRIES CO LTD COMMON STOCK KRW500. 0.040% 62.968%

728 BAJAJ CORP LTD COMMON STOCK INR1. 0.040% 63.008%

729 FARGLORY LAND DEVELOPMENT CO COMMON STOCK TWD10.0 0.040% 63.048%

Page 16: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

730 MAGYAR TELEKOM TELECOMMUNICA COMMON STOCK HUF100. 0.040% 63.089%

731 SRI REJEKI ISMAN TBK PT COMMON STOCK IDR100. 0.040% 63.129%

732 BES ENGINEERING CORP COMMON STOCK TWD10. 0.040% 63.168%

733 RITEK CORPORATION COMMON STOCK TWD10. 0.040% 63.208%

734 KRBL LTD COMMON STOCK INR1. 0.040% 63.248%

735 SOUTH INDIAN BANK LTD COMMON STOCK INR1.0 0.040% 63.288%

736 HUDACO INDUSTRIES LTD COMMON STOCK ZAR.1 0.040% 63.327%

737 ARDENTEC CORP COMMON STOCK TWD10. 0.040% 63.367%

738 S+T MOTIV CO LTD COMMON STOCK KRW5000. 0.040% 63.407%

739 SYNTHOS SA COMMON STOCK PLN.03 0.040% 63.446%

740 SAMYANG CORP COMMON STOCK KRW5000.0 0.040% 63.486%

741 EIS ECZACIBASI ILAC VE SINAI COMMON STOCK TRY1.0 0.040% 63.525%

742 SHANGHAI JIN JIANG INTL HO H COMMON STOCK CNY1. 0.039% 63.565%

743 BINGGRAE CO LTD COMMON STOCK KRW5000. 0.039% 63.604%

744 HEY SONG CORP COMMON STOCK TWD10. 0.039% 63.643%

745 BLUE STAR LTD COMMON STOCK INR2. 0.039% 63.682%

746 TAIWAN LAND DEVELOPMENT CORP COMMON STOCK TWD10.0 0.039% 63.721%

747 CONTROLADORA VUELA CIA ADR ADR 0.039% 63.760%

748 SMI HOLDINGS GROUP LTD COMMON STOCK HKD.005 0.039% 63.799%

749 SANSIRI PUBLIC CO LTD FORGN FOREIGN SH. THB1.07 A 0.039% 63.838%

750 MAX INDIA LTD NEW SPUN OFF COMMON STOCK INR2.0 0.039% 63.877%

751 AKSA AKRILIK KIMYA SANAYII COMMON STOCK TRY1. 0.039% 63.915%

752 KARNATAKA BANK LTD COMMON STOCK INR10. 0.039% 63.954%

753 MASTERLINK SECURITIES CORP COMMON STOCK TWD10. 0.039% 63.993%

754 CHINA MAPLE LEAF EDUCATIONAL COMMON STOCK USD.001 0.039% 64.031%

755 FAG BEARINGS INDIA LTD COMMON STOCK INR10. 0.038% 64.070%

756 UNION BANK OF PHILIPPINES COMMON STOCK PHP10. 0.038% 64.108%

757 YC INOX CO LTD COMMON STOCK TWD10. 0.038% 64.147%

758 CHINA AOYUAN PROPERTY GROUP COMMON STOCK HKD.01 0.038% 64.185%

759 KRAKATAU STEEL PERSERO TBK COMMON STOCK IDR500. 0.038% 64.223%

760 KOLON CORP COMMON STOCK KRW5000.0 0.038% 64.261%

761 SIBANYE GOLD LTD COMMON STOCK 0.038% 64.300%

762 PRESIDENT SECURITIES CORP COMMON STOCK TWD10. 0.038% 64.338%

763 EVERLIGHT CHEMICAL COMMON STOCK TWD10. 0.038% 64.376%

764 DOGAN SIRKETLER GRUBU HLDGS COMMON STOCK TRY1. 0.038% 64.414%

765 UNIVERSAL CEMENT COMMON STOCK TWD10. 0.038% 64.452%

766 WOCKHARDT LTD COMMON STOCK INR5. 0.038% 64.489%

767 BANGKOK AVIATION FUEL SE FOR FOREIGN SH. THB1.0 A 0.038% 64.527%

768 JSL SA COMMON STOCK 0.038% 64.565%

769 TAIWAN SHIN KONG SECURITY CO COMMON STOCK TWD10.0 0.038% 64.603%

770 CHUNG HUNG STEEL CORP COMMON STOCK TWD10. 0.038% 64.640%

771 GFPT PUBLIC CO LTD FOR FOREIGN SH. THB1.0 A 0.038% 64.678%

772 V.S. INDUSTRY BERHAD COMMON STOCK MYR.2 0.038% 64.716%

773 BERMAZ AUTO BHD PRIVATE COMP MYR.5 0.038% 64.753%

774 GLORIA MATERIAL TECHNOLOGY COMMON STOCK TWD10. 0.038% 64.791%

775 DONG A ST CO LTD COMMON STOCK KRW5000.0 0.037% 64.828%

776 SILOAM INTERNATIONAL HOSPITA COMMON STOCK IDR100. 0.037% 64.866%

777 KINSUS INTERCONNECT TECH COMMON STOCK TWD10. 0.037% 64.903%

778 DAEWOO SHIPBUILDING + MARINE COMMON STOCK KRW5000. 0.037% 64.941%

779 CHINA SINGYES SOLAR TECH COMMON STOCK USD.01 0.037% 64.978%

Page 17: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

780 VA TECH WABAG LTD COMMON STOCK INR2. 0.037% 65.015%

781 AP THAILAND PCL FOREIGN FOREIGN SH. THB1.0 A 0.037% 65.053%

782 METAIR INVESTMENTS LTD COMMON STOCK 0.037% 65.090%

783 WABCO INDIA LTD COMMON STOCK INR5. 0.037% 65.127%

784 CHINA AEROSPACE INTL HLDG COMMON STOCK 0.037% 65.164%

785 INDIABULLS REAL ESTATE LTD COMMON STOCK INR2.0 0.037% 65.201%

786 AHNLAB INC COMMON STOCK KRW500. 0.037% 65.238%

787 HANSOL HOLDINGS CO LTD COMMON STOCK KRW5000.0 0.037% 65.275%

788 NIPPON INDOSARI CORPINDO TBK COMMON STOCK IDR20.0 0.037% 65.312%

789 ACBEL POLYTECH INC COMMON STOCK TWD10. 0.037% 65.349%

790 CCL PRODUCTS INDIA LTD COMMON STOCK INR2. 0.037% 65.386%

791 BERJAYA CORP BHD COMMON STOCK MYR1. 0.037% 65.423%

792 VGI GLOBAL MEDIA PCL FOREIGN FOREIGN SH. THB.1 A 0.037% 65.460%

793 SAMPO CORP COMMON STOCK TWD10. 0.037% 65.497%

794 DAEWOONG PHARMACEUTICAL CO COMMON STOCK KRW2500. 0.037% 65.534%

795 CHINA HUIYUAN JUICE GROUP COMMON STOCK USD.00001 0.037% 65.571%

796 UPL LTD COMMON STOCK INR2.0 0.037% 65.608%

797 CHINA NATIONAL MATERIALS H COMMON STOCK CNY1.0 0.037% 65.645%

798 BLOOMBERRY RESORTS CORP COMMON STOCK PHP1. 0.037% 65.681%

799 HANWHA GENERAL INSURANCE CO COMMON STOCK KRW5000. 0.037% 65.718%

800 GNCO CO LTD COMMON STOCK KRW500. 0.037% 65.755%

801 GREATEK ELECTRONICS INC COMMON STOCK TWD10. 0.037% 65.791%

802 SILERGY CORP COMMON STOCK TWD10.0 0.037% 65.828%

803 SAMJIN PHARMACEUTICAL CO LTD COMMON STOCK KRW1000. 0.037% 65.864%

804 GOLDSUN BUILDING MATERIALS C COMMON STOCK TWD10.0 0.037% 65.901%

805 MUTHOOT FINANCE LTD COMMON STOCK INR10. 0.037% 65.937%

806 GUBRE FABRIKALARI TAS COMMON STOCK TRY1. 0.037% 65.974%

807 BANGKOK AIRWAYS FOREIGN FOREIGN SH. THB1.0 A 0.037% 66.010%

808 SENTUL CITY TBK PT COMMON STOCK 0.037% 66.047%

809 DRB HICOM BHD COMMON STOCK MYR1.0 0.037% 66.083%

810 CHAROEN POKPHAND ENTERPRISE COMMON STOCK TWD10. 0.036% 66.120%

811 RAYMOND LTD COMMON STOCK INR10. 0.036% 66.156%

812 ESSEL PROPACK LTD COMMON STOCK INR2. 0.036% 66.193%

813 RECHI PRECISION CO LTD COMMON STOCK TWD10. 0.036% 66.229%

814 MNC INVESTAMA TBK PT COMMON STOCK IDR100. 0.036% 66.266%

815 SANYANG MOTOR CO LTD COMMON STOCK TWD10.0 0.036% 66.302%

816 WATERLAND FINANCIAL HOLDINGS COMMON STOCK TWD10. 0.036% 66.338%

817 CHINA ZHENGTONG AUTO SERVICE COMMON STOCK HKD.1 0.036% 66.374%

818 YUANTA SECURITIES KOREA COMMON STOCK KRW5000.0 0.036% 66.410%

819 CHINA LILANG LTD COMMON STOCK HKD.1 0.036% 66.446%

820 TAEKWANG INDUSTRIAL CO LTD COMMON STOCK KRW5000. 0.036% 66.482%

821 SHANDONG CHENMING PAPER H COMMON STOCK CNY1.0 0.036% 66.518%

822 TIANJIN PORT DVLP HLDS LTD COMMON STOCK HKD.1 0.036% 66.554%

823 FUTURE LAND DEVELOPMENT HOLD COMMON STOCK HKD.001 0.036% 66.590%

824 TOPTEC CO LTD COMMON STOCK KRW500.0 0.036% 66.626%

825 JAMMU + KASHMIR BANK LTD COMMON STOCK INR1.0 0.036% 66.662%

826 SEAH BESTEEL CORP COMMON STOCK KRW5000. 0.036% 66.698%

827 CLOVER INDUSTRIES LTD COMMON STOCK ZAR.05 0.036% 66.734%

828 CITRA MARGA NUSAPHALA PER PT COMMON STOCK IDR500. 0.036% 66.769%

829 THORESEN THAI AGENCIES FOR FOREIGN SH. THB1.0 A 0.036% 66.805%

Page 18: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

830 O.S.K. HOLDINGS BHD COMMON STOCK MYR1. 0.036% 66.841%

831 HENGDELI HOLDINGS LTD COMMON STOCK HKD.005 0.036% 66.876%

832 THAICOM PCL FOREIGN FOREIGN SH. A 0.036% 66.912%

833 STERLITE TECHNOLOGIES LTD COMMON STOCK INR2.0 0.035% 66.947%

834 HYUNDAI LIVART CO LTD COMMON STOCK KRW1000.0 0.035% 66.983%

835 BOSIDENG INTL HLDGS LTD COMMON STOCK USD.00001 0.035% 67.018%

836 LONG CHEN PAPER COMMON STOCK TWD10. 0.035% 67.053%

837 CHINA POWER NEW ENERGY DEVEL COMMON STOCK HKD1.0 0.035% 67.089%

838 UPC TECHNOLOGY CORP COMMON STOCK TWD10. 0.035% 67.124%

839 CHINA GENERAL PLASTICS COMMON STOCK TWD10. 0.035% 67.159%

840 KB CAPITAL CO LTD COMMON STOCK KRW5000.0 0.035% 67.194%

841 DAWNRAYS PHARMACEUTICAL HOLD COMMON STOCK HKD.1 0.035% 67.230%

842 ASPEED TECHNOLOGY INC COMMON STOCK TWD10. 0.035% 67.265%

843 MUHAK CO LTD COMMON STOCK KRW200. 0.035% 67.300%

844 CVC BRASIL OPERADORA E AGENC COMMON STOCK 0.035% 67.335%

845 POSCO ICT CO LTD COMMON STOCK KRW500. 0.035% 67.370%

846 DEPO AUTO PARTS IND CO LTD COMMON STOCK TWD10. 0.035% 67.405%

847 KEPCO ENGINEERING + CONSTRUC COMMON STOCK KRW200. 0.035% 67.440%

848 MEDIA PRIMA BHD COMMON STOCK MYR1. 0.035% 67.475%

849 WISDOM MARINE LINES CO LTD COMMON STOCK TWD10. 0.035% 67.510%

850 TCL MULTIMEDIA TECHNOLOGY COMMON STOCK HKD1. 0.035% 67.545%

851 GRUPO AEROPORT DEL SURESTE B COMMON STOCK 0.035% 67.580%

852 CIPUTRA PROPERTY TBK PT COMMON STOCK IDR250.0 0.035% 67.615%

853 UNION BANK OF TAIWAN COMMON STOCK TWD10. 0.035% 67.649%

854 GINTECH ENERGY CORP COMMON STOCK TWD10. 0.035% 67.684%

855 CREDITO REAL SAB DE CV SOFOM COMMON STOCK 0.035% 67.719%

856 TV AZTECA SAB DE CV CPO UNIT 0.035% 67.754%

857 SALFACORP SA COMMON STOCK 0.035% 67.789%

858 VISUAL PHOTONICS EPITAXY CO COMMON STOCK TWD10. 0.035% 67.823%

859 BATA INDIA LTD COMMON STOCK INR5.0 0.035% 67.858%

860 BANK BUKOPIN TBK PT COMMON STOCK IDR100. 0.035% 67.892%

861 SIGURD MICROELECTRONICS CORP COMMON STOCK TWD10. 0.035% 67.927%

862 DOGUS OTOMOTIV SERVIS VE TIC COMMON STOCK TRY1. 0.035% 67.962%

863 CHINA METAL PRODUCTS CO LTD COMMON STOCK TWD10. 0.035% 67.996%

864 ROYAL BAFOKENG PLATINUM LTD COMMON STOCK 0.034% 68.031%

865 TSH RESOURCES BHD COMMON STOCK MYR.5 0.034% 68.065%

866 ZENSAR TECHNOLOGIES LTD COMMON STOCK INR10. 0.034% 68.099%

867 SUPREME ELECTRONICS CO LTD COMMON STOCK TWD10. 0.034% 68.134%

868 JIH SUN FINANCIAL HOLDINGS COMMON STOCK TWD10. 0.034% 68.168%

869 SEOBU T+D COMMON STOCK KRW500. 0.034% 68.202%

870 GROUP FIVE LTD COMMON STOCK 0.034% 68.237%

871 FUTURE RETAIL LTD COMMON STOCK INR2.0 0.034% 68.271%

872 COX AND KINGS LTD COMMON STOCK INR5. 0.034% 68.305%

873 HOLTEK SEMICONDUCTOR INC COMMON STOCK TWD10. 0.034% 68.339%

874 PHOENIX MILLS LTD COMMON STOCK INR2.0 0.034% 68.373%

875 IFCI LTD COMMON STOCK INR10. 0.034% 68.408%

876 LOCK+LOCK CO LTD COMMON STOCK KRW500. 0.034% 68.442%

877 HUA HAN HEALTH INDUSTRY HOLD COMMON STOCK HKD.1 0.034% 68.476%

878 JU TENG INTERNATIONAL HLDGS COMMON STOCK HKD.1 0.034% 68.510%

879 HANKOOK SHELL OIL CO LTD COMMON STOCK KRW5000. 0.034% 68.543%

Page 19: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

880 QGEP PARTICIPACOES SA COMMON STOCK 0.034% 68.577%

881 BASSO INDUSTRY CORP COMMON STOCK TWD10. 0.034% 68.611%

882 MALAYSIA BUILDING SOCIETY COMMON STOCK MYR1. 0.034% 68.645%

883 VESTEL ELEKTRONIK SANAYI COMMON STOCK TRY1. 0.034% 68.679%

884 HUNG SHENG CONSTRUCTION LTD COMMON STOCK TWD10.0 0.034% 68.712%

885 SUZLON ENERGY LTD COMMON STOCK INR2. 0.034% 68.746%

886 WORKPOINT ENTERTAINMENT FOR FOREIGN SH. THB1.0 A 0.034% 68.780%

887 HYUNDAI HOME SHOPPING NETWOR COMMON STOCK KRW5000. 0.034% 68.813%

888 CIA SUD AMERICANA DE VAPORES COMMON STOCK 0.034% 68.847%

889 MODETOUR NETWORK INC COMMON STOCK KRW500. 0.034% 68.880%

890 POSIFLEX TECHNOLOGY INC COMMON STOCK TWD10.0 0.033% 68.914%

891 BANGKOK INSURANCE PUB FORGN FOREIGN SH. THB10.0 A 0.033% 68.947%

892 YUNGSHIN GLOBAL HOLDING CORP COMMON STOCK TWD10. 0.033% 68.981%

893 LIPPO CIKARANG PT COMMON STOCK IDR500.0 0.033% 69.014%

894 WEIQIAO TEXTILE CO LTD H COMMON STOCK CNY1. 0.033% 69.047%

895 KUNG LONG BATTERIES INDUSTRI COMMON STOCK TWD10. 0.033% 69.081%

896 ZINWELL CORPORATION COMMON STOCK TWD10. 0.033% 69.114%

897 GLOBAL MEDIACOM TBK PT COMMON STOCK IDR100. 0.033% 69.147%

898 INDUSTRIAS BACHOCO SAB SP AD ADR 0.033% 69.180%

899 CIMC ENRIC HOLDINGS LTD COMMON STOCK HKD.01 0.033% 69.213%

900 SILICON WORKS CO LTD COMMON STOCK KRW500. 0.033% 69.246%

901 XXENTRIA TECHNOLOGY MATERIAL COMMON STOCK TWD10. 0.033% 69.279%

902 ELITE SEMICONDUCTOR MEMORY COMMON STOCK TWD10. 0.033% 69.312%

903 INBODY CO LTD COMMON STOCK KRW500.0 0.033% 69.345%

904 ZENG HSING INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.033% 69.378%

905 TES CO LTD COMMON STOCK KRW500. 0.033% 69.411%

906 SYNCMOLD ENTERPRISE CORP COMMON STOCK TWD10.0 0.033% 69.444%

907 ROAD KING INFRASTRUCTURE LTD COMMON STOCK HKD.1 0.033% 69.477%

908 JW HOLDINGS CORP COMMON STOCK KRW500. 0.033% 69.510%

909 DUTCH LADY MILK INDS BHD COMMON STOCK MYR1. 0.033% 69.542%

910 WARSAW STOCK EXCHANGE COMMON STOCK PLN1.0 0.033% 69.575%

911 BERJAYA SPORTS TOTO BHD COMMON STOCK MYR.1 0.033% 69.608%

912 ARCADYAN TECHNOLOGY CORP COMMON STOCK TWD10. 0.033% 69.640%

913 LI NING CO LTD COMMON STOCK HKD.1 0.033% 69.673%

914 CHINA ALL ACCESS HOLDINGS COMMON STOCK HKD.01 0.033% 69.706%

915 RICHTER GEDEON NYRT COMMON STOCK HUF100. 0.033% 69.738%

916 MERCURIES + ASSOCIATES HOLDI COMMON STOCK TWD10.0 0.033% 69.771%

917 TON YI INDUSTRIAL CORP COMMON STOCK TWD10. 0.033% 69.803%

918 HANCOM INC COMMON STOCK KRW500. 0.032% 69.836%

919 WEST CHINA CEMENT LTD COMMON STOCK GBP.002 0.032% 69.868%

920 AKCANSA CIMENTO COMMON STOCK TRY1. 0.032% 69.900%

921 HONEYWELL AUTOMATION INDIA COMMON STOCK INR10. 0.032% 69.933%

922 KC TECH CO LTD COMMON STOCK KRW500. 0.032% 69.965%

923 GAFISA SA COMMON STOCK 0.032% 69.997%

924 CMC MAGNETICS CORP COMMON STOCK TWD10. 0.032% 70.029%

925 ASCENDIS HEALTH LTD COMMON STOCK 0.032% 70.062%

926 SINO OIL AND GAS HOLDINGS LT COMMON STOCK HKD.01 0.032% 70.094%

927 HANSOL PAPER CO LTD COMMON STOCK KRW5000.0 0.032% 70.126%

928 PORTO SEGURO SA COMMON STOCK 0.032% 70.158%

929 YOUNGONE HOLDINGS CO LTD COMMON STOCK KRW500. 0.032% 70.190%

Page 20: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

930 LAND MARK OPTOELECTRONICS COMMON STOCK TWD10.0 0.032% 70.222%

931 D LINK CORP COMMON STOCK TWD10. 0.032% 70.253%

932 OPTOTECH CORP COMMON STOCK TWD10. 0.032% 70.285%

933 WAH LEE INDUSTRIAL CORP COMMON STOCK TWD10. 0.032% 70.317%

934 AJISEN CHINA HOLDINGS LTD COMMON STOCK HKD.1 0.032% 70.349%

935 MUHIBBAH ENGINEERING (M) BHD COMMON STOCK MYR.5 0.032% 70.380%

936 CIPUTRA SURYA PT COMMON STOCK IDR250.0 0.032% 70.412%

937 TAIWAN PCB TECHVEST CO LTD COMMON STOCK TWD10. 0.032% 70.443%

938 ADANI ENTERPRISES LTD COMMON STOCK INR1. 0.032% 70.475%

939 MAEIL DAIRY INDUSTRY COMMON STOCK KRW500. 0.032% 70.506%

940 SELAMAT SEMPURNA PT COMMON STOCK IDR25.0 0.031% 70.538%

941 FORMOSA INTERNATIONAL HOTELS COMMON STOCK TWD10. 0.031% 70.569%

942 PHARMALLY INTERENATIONAL HOL COMMON STOCK TWD10.0 0.031% 70.601%

943 FANTASIA HOLDINGS GROUP CO COMMON STOCK HKD.1 0.031% 70.632%

944 ERAWAN GROUP PCL/THE FOREIGN FOREIGN SH. THB1.0 A 0.031% 70.663%

945 CENTURY PLYBOARDS INDIA LTD COMMON STOCK INR1.0 0.031% 70.694%

946 ASIA VITAL COMPONENTS COMMON STOCK TWD10. 0.031% 70.726%

947 KEC INTERNATIONAL LTD COMMON STOCK INR2. 0.031% 70.757%

948 INVICTA HOLDINGS LTD COMMON STOCK ZAR.05 0.031% 70.788%

949 BALMER LAWRIE + CO LTD COMMON STOCK INR10. 0.031% 70.819%

950 TAIWAN ACCEPTANCE CORP COMMON STOCK TWD10. 0.031% 70.850%

951 NS SHOPPING CO LTD COMMON STOCK KRW5000.0 0.031% 70.882%

952 DONGJIN SEMICHEM CO LTD COMMON STOCK KRW500. 0.031% 70.913%

953 KYUNG DONG NAVIEN CO LTD COMMON STOCK KRW1000. 0.031% 70.944%

954 LPN DEVELOPMENT PCL FOREIGN FOREIGN SH. THB1.0 A 0.031% 70.975%

955 MIGROS TICARET A.S COMMON STOCK TRY1. 0.031% 71.006%

956 QUALITAS CONTROLADORA SAB CV COMMON STOCK NPV 0.031% 71.037%

957 MACROGEN INC COMMON STOCK KRW500.0 0.031% 71.068%

958 SEEGENE INC COMMON STOCK KRW500. 0.031% 71.099%

959 KUMBA IRON ORE LTD COMMON STOCK ZAR.0001 0.031% 71.130%

960 INTEROJO CO LTD COMMON STOCK KRW500. 0.031% 71.161%

961 SINOSOFT TECHNOLOGY GROUP LT COMMON STOCK HKD.01 0.031% 71.192%

962 EASTERN WATER RESOURCES DE F FOREIGN SH. THB1.0 A 0.031% 71.222%

963 KALPATARU POWER TRANSMISSION COMMON STOCK INR2. 0.031% 71.253%

964 MACAUTO INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.031% 71.284%

965 INDAH KIAT PULP + PAPER TBK COMMON STOCK IDR1000. 0.031% 71.315%

966 DAEDUCK ELECTRONICS CO COMMON STOCK KRW500. 0.031% 71.345%

967 SURYA SEMESTA INTERNUSA PT COMMON STOCK IDR125. 0.031% 71.376%

968 AK HOLDINGS INC COMMON STOCK KRW5000. 0.031% 71.407%

969 MEGA LIFESCIENCES PCL FOREIG FOREIGN SH. THB.5 A 0.031% 71.437%

970 GUJARAT FLUOROCHEMICALS LTD COMMON STOCK INR1. 0.031% 71.468%

971 SPCG PCL FOREIGN SH. THB1.0 A 0.031% 71.499%

972 MONSANTO INDIA LTD COMMON STOCK INR10. 0.030% 71.529%

973 GUARARAPES CONFECCOES SA COMMON STOCK 0.030% 71.559%

974 DIRECIONAL ENGENHARIA SA COMMON STOCK 0.030% 71.590%

975 PW MEDTECH GROUP LTD COMMON STOCK USD.0001 0.030% 71.620%

976 TIMKEN INDIA LTD COMMON STOCK INR10. 0.030% 71.651%

977 COMBA TELECOM SYSTEMS HOLDIN COMMON STOCK HKD.1 0.030% 71.681%

978 KHON KAEN SUGAR INDUSTRY PCL FOREIGN SH. THB.5 A 0.030% 71.712%

979 HONG LEONG INDUSTRIES BHD COMMON STOCK MYR.5 0.030% 71.742%

Page 21: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

980 JUST DIAL LTD COMMON STOCK INR10.0 0.030% 71.772%

981 BESIKTAS FUTBOL YATIRIMLAR COMMON STOCK TRY1. 0.030% 71.802%

982 YEONG GUAN ENERGY GROUP CO COMMON STOCK TWD10.0 0.030% 71.833%

983 CREDIT ANALYSIS + RESEARCH COMMON STOCK INR10.0 0.030% 71.863%

984 PHOENIX SATELLITE TELEVISION COMMON STOCK HKD.1 0.030% 71.893%

985 I SENS INC COMMON STOCK KRW500.0 0.030% 71.923%

986 GREENLAND HONG KONG HOLDINGS COMMON STOCK HKD.5 0.030% 71.953%

987 TISCO FINANCIAL GROUP NVDR NVDR THB10.0 0.030% 71.983%

988 POSCO CHEMTECH CO LTD COMMON STOCK KRW500.0 0.030% 72.013%

989 BIRLA CORP LTD COMMON STOCK INR10. 0.030% 72.043%

990 BANK OF GREECE COMMON STOCK EUR.72 0.030% 72.073%

991 LAKSHMI MACHINE WORKS LTD COMMON STOCK INR10. 0.030% 72.103%

992 DISTELL GROUP LTD COMMON STOCK 0.030% 72.133%

993 SVI PCL FOREIGN SHARE FOREIGN SH. THB1.0 A 0.030% 72.163%

994 AXTEL SAB DE CV CPO UNIT 0.030% 72.193%

995 AKZO NOBEL INDIA LTD COMMON STOCK INR10. 0.030% 72.222%

996 ASIA OPTICAL CO INC COMMON STOCK TWD10.0 0.030% 72.252%

997 CHAUN CHOUNG TECHNOLOGY CORP COMMON STOCK TWD10. 0.030% 72.282%

998 TAIWAN UNION TECHNOLOGY CORP COMMON STOCK TWD10. 0.030% 72.311%

999 CHINA YURUN FOOD GROUP LTD COMMON STOCK HKD.1 0.030% 72.341%

1000 SAMCHULLY CO LTD COMMON STOCK KRW5000. 0.030% 72.370%

1001 MULTIPOLAR TBK PT COMMON STOCK 0.029% 72.400%

1002 CONCORD NEW ENERGY GROUP LTD COMMON STOCK HKD.01 0.029% 72.429%

1003 KINDOM CONSTRUCTION CORP COMMON STOCK TWD10.0 0.029% 72.459%

1004 BUMI ARMADA BERHAD COMMON STOCK MYR.2 0.029% 72.488%

1005 TAIWAN SURFACE MOUNTING TECH COMMON STOCK TWD10. 0.029% 72.517%

1006 NICE INFORMATION SERVICE CO COMMON STOCK KRW500. 0.029% 72.547%

1007 KWANG DONG PHARMACEUTICAL CO COMMON STOCK KRW1000. 0.029% 72.576%

1008 STATE BANK OF BIKANER + JAI COMMON STOCK INR10. 0.029% 72.605%

1009 EMBRAER SA COMMON STOCK 0.029% 72.635%

1010 CIA ENERGETICA DO CEARA PR A PREFERENCE 0.029% 72.664%

1011 SUZANO PAPEL E CELULO PREF A PREFERENCE 0.029% 72.693%

1012 EVERGREEN INTERNATIONAL STOR COMMON STOCK TWD10. 0.029% 72.722%

1013 AGUNG PODOMORO LAND TBK PT COMMON STOCK IDR100.0 0.029% 72.751%

1014 CHENNAI PETROLEUM CORP LTD COMMON STOCK INR10. 0.029% 72.781%

1015 TIANJIN DEVELOPMENT HLDGS LT COMMON STOCK 0.029% 72.810%

1016 YG ENTERTAINMENT INC COMMON STOCK KRW500. 0.029% 72.839%

1017 BUMI RESOURCES TBK PT COMMON STOCK 0.029% 72.868%

1018 BLOOMAGE BIOTECHNOLOGY COMMON STOCK HKD.01 0.029% 72.897%

1019 TAIWAN SEMICONDUCTOR CO LTD COMMON STOCK TWD10. 0.029% 72.926%

1020 GLOBALWAFERS CO LTD COMMON STOCK TWD10.0 0.029% 72.955%

1021 CJ FRESHWAY CORP COMMON STOCK KRW1000. 0.029% 72.984%

1022 ATEN INTERNATION CO LTD COMMON STOCK TWD10. 0.029% 73.012%

1023 SUNGWOO HITECH CO LTD COMMON STOCK KRW500. 0.029% 73.041%

1024 JK TYRE + INDUSTRIES LTD COMMON STOCK INR2.0 0.029% 73.070%

1025 NICE HOLDINGS CO LTD COMMON STOCK KRW500. 0.029% 73.099%

1026 SADBHAV ENGINEERING LTD COMMON STOCK INR1. 0.029% 73.128%

1027 SONAE SIERRA BRASIL SA COMMON STOCK 0.029% 73.156%

1028 GOLTAS GOLLER BOLGESI CIMENT COMMON STOCK TRY1. 0.029% 73.185%

1029 PINNACLE HOLDINGS LTD COMMON STOCK ZAR.01 0.029% 73.214%

Page 22: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1030 VIDEOCON INDUSTRIES LTD COMMON STOCK INR10. 0.029% 73.242%

1031 ITEQ CORP COMMON STOCK TWD10. 0.029% 73.271%

1032 GIGASTORAGE CORP COMMON STOCK TWD10.0 0.029% 73.299%

1033 AEGEAN AIRLINES COMMON STOCK EUR.65 0.029% 73.328%

1034 MAHINDRA HOLIDAYS + RESORTS COMMON STOCK INR10. 0.029% 73.357%

1035 SL CORP COMMON STOCK KRW500.0 0.029% 73.385%

1036 V.I.P. INDUSTRIES LTD COMMON STOCK INR2. 0.029% 73.414%

1037 BRISA BRIDGESTONE SABANCI COMMON STOCK TRY1. 0.029% 73.442%

1038 CHINA SHANSHUI CEMENT GROUP COMMON STOCK USD.01 0.028% 73.471%

1039 FDC LTD COMMON STOCK INR1. 0.028% 73.499%

1040 VALUE ADDED TECHNOLOGIES COMMON STOCK KRW500. 0.028% 73.528%

1041 EMPERIA HOLDING SA COMMON STOCK PLN1. 0.028% 73.556%

1042 ORIENT SEMICONDUCTOR ELECTR COMMON STOCK TWD10. 0.028% 73.585%

1043 HEIDELBERGCEMENT INDIA LTD COMMON STOCK INR10. 0.028% 73.613%

1044 CHINA SUNTIEN GREEN ENERGY H COMMON STOCK CNY1. 0.028% 73.641%

1045 IBASE TECHNOLOGY INC COMMON STOCK TWD10. 0.028% 73.669%

1046 GLOBAL UNICHIP CORP COMMON STOCK TWD10. 0.028% 73.697%

1047 NET HOLDING AS COMMON STOCK TRY1. 0.028% 73.726%

1048 MICROBIO CO LTD COMMON STOCK TWD10. 0.028% 73.754%

1049 TAIWAN COGENERATION CORP COMMON STOCK TWD10. 0.028% 73.782%

1050 GEMTEK TECHNOLOGY CORP COMMON STOCK TWD10. 0.028% 73.810%

1051 BANK OF CHONGQING CO LTD H COMMON STOCK CNY1.0 0.028% 73.838%

1052 HUNG POO REAL ESTATE DEVELOP COMMON STOCK TWD10.0 0.028% 73.866%

1053 STP + I PCL FOREIGN FOREIGN SH. THB.25 A 0.028% 73.894%

1054 CHINA SHENGMU ORGANIC MILK COMMON STOCK HKD.00001 0.028% 73.922%

1055 TA ANN HOLDINGS BERHAD COMMON STOCK MYR1. 0.028% 73.950%

1056 LEADERS COSMETICS CO LTD COMMON STOCK KRW500.0 0.028% 73.977%

1057 EIH LTD COMMON STOCK INR2. 0.028% 74.005%

1058 CHUNG HSIN ELECTRIC + MACHIN COMMON STOCK TWD10.0 0.028% 74.033%

1059 TOUNG LOONG TEXTILE MANUF CO COMMON STOCK TWD10. 0.028% 74.061%

1060 PIONEER FOODS GROUP LTD COMMON STOCK ZAR.1 0.028% 74.089%

1061 CHONGKUNDANG HOLDINGS CORP COMMON STOCK KRW2500.0 0.028% 74.117%

1062 CELL BIOTECH CO LTD COMMON STOCK KRW500. 0.028% 74.145%

1063 TAIWAN SAKURA CORP COMMON STOCK TWD10. 0.028% 74.172%

1064 SEAH STEEL CORPORATION COMMON STOCK KRW5000. 0.028% 74.200%

1065 HB TECHNOLOGY CO LTD COMMON STOCK KRW500. 0.028% 74.228%

1066 METKA INDUSTRIAL CONSTRUCT COMMON STOCK EUR.32 0.028% 74.255%

1067 EAGLE HIGH PLANTATIONS TBK P COMMON STOCK IDR100.0 0.028% 74.283%

1068 CELSIA SA ESP COMMON STOCK COP.25 0.028% 74.311%

1069 FOCALTECH SYSTEMS CO LTD COMMON STOCK TWD10.0 0.028% 74.338%

1070 RADIUM LIFE TECH CO LTD COMMON STOCK TWD10.0 0.028% 74.366%

1071 WEBZEN INC COMMON STOCK KRW500. 0.028% 74.394%

1072 IRON FORCE INDUSTRIAL CO LTD COMMON STOCK TWD10.0 0.028% 74.421%

1073 BARITO PACIFIC TBK PT COMMON STOCK IDR1000. 0.028% 74.449%

1074 WIN SEMICONDUCTORS CORP COMMON STOCK TWD10. 0.028% 74.476%

1075 BORYUNG PHARMACEUTICAL CO COMMON STOCK KRW2500. 0.027% 74.504%

1076 SPUR CORP LTD COMMON STOCK ZAR.00001 0.027% 74.531%

1077 BIOTON SA COMMON STOCK PLN20.0 0.027% 74.559%

1078 WOORI INVESTMENT BANK COMMON STOCK KRW500.0 0.027% 74.586%

1079 ADLINK TECHNOLOGY INC COMMON STOCK TWD10. 0.027% 74.613%

Page 23: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1080 GLOBETRONICS TECHNOLOGY BHD COMMON STOCK MYR.5 0.027% 74.641%

1081 ABLE C+C COMMON STOCK KRW500. 0.027% 74.668%

1082 NETAS TELEKOMUNIKASYON AS COMMON STOCK TRY1.0 0.027% 74.695%

1083 SREI INFRASTRUCTURE FINANCE COMMON STOCK INR10. 0.027% 74.723%

1084 KISWIRE LTD COMMON STOCK KRW1000. 0.027% 74.750%

1085 SOBHA LTD COMMON STOCK INR10.0 0.027% 74.777%

1086 UNID CO LTD COMMON STOCK KRW5000. 0.027% 74.804%

1087 ALBARAKA TURK KATILIM BANKAS COMMON STOCK TRY1. 0.027% 74.831%

1088 COSCO INTERNATIONAL HOLDINGS COMMON STOCK HKD.1 0.027% 74.858%

1089 DONGKOOK PHARMACEUTICAL CO L COMMON STOCK KRW2500. 0.027% 74.885%

1090 HOSA INTERNATIONAL LTD COMMON STOCK HKD.01 0.027% 74.913%

1091 JIANGNAN GROUP LTD COMMON STOCK HKD.01 0.027% 74.940%

1092 CELLTRION PHARM INC COMMON STOCK KRW500. 0.027% 74.967%

1093 GENIUS ELECTRONIC OPTICAL CO COMMON STOCK TWD10.0 0.027% 74.994%

1094 PRESTIGE ESTATES PROJECTS COMMON STOCK INR10.0 0.027% 75.021%

1095 SEBANG GLOBAL BATTERY CO LTD COMMON STOCK KRW500.0 0.027% 75.048%

1096 EASY BIO INC COMMON STOCK KRW500.0 0.027% 75.075%

1097 SC ASSET CORP PCL FOREIGN FOREIGN SH. THB1.0 A 0.027% 75.101%

1098 MUANGTHAI LEASING PCL F FOREIGN SH. THB1.0 A 0.027% 75.128%

1099 CARBORUNDUM UNIVERSAL LTD COMMON STOCK INR1. 0.027% 75.155%

1100 MEDCO ENERGI INTERNASIONAL T COMMON STOCK IDR100. 0.027% 75.182%

1101 JOHNSON CONTROLS HITACHI AIR COMMON STOCK INR10.0 0.027% 75.208%

1102 BAGFAS BANDIRMA GUBRE FABRIK COMMON STOCK TRY1. 0.027% 75.235%

1103 SEKERBANK COMMON STOCK TRY1. 0.027% 75.262%

1104 ZYDUS WELLNESS LTD COMMON STOCK INR10. 0.027% 75.289%

1105 SINOLINK WORLDWIDE HOLDINGS COMMON STOCK HKD.1 0.027% 75.315%

1106 SINYI REALTY CO COMMON STOCK TWD10.0 0.027% 75.342%

1107 MINERA FRISCO SAB DE CV A1 COMMON STOCK 0.027% 75.369%

1108 SAN FANG CHEMICAL COMMON STOCK TWD10. 0.027% 75.395%

1109 XIAMEN INTERNATIONAL PORT H COMMON STOCK CNY1. 0.027% 75.422%

1110 DONGWON F+B CO LTD COMMON STOCK KRW5000. 0.027% 75.448%

1111 CHINA DATANG CORP RENEWABL H COMMON STOCK CNY1. 0.027% 75.475%

1112 HARUM ENERGY TBK PT COMMON STOCK IDR100. 0.026% 75.501%

1113 CROWN CONFECTIONERY CO LTD COMMON STOCK KRW500.0 0.026% 75.528%

1114 HO TUNG CHEMICAL CORP COMMON STOCK TWD10. 0.026% 75.554%

1115 VIATRON TECHNOLOGIES INC COMMON STOCK KRW500. 0.026% 75.580%

1116 ADVANCED WIRELESS SEMICONDUC COMMON STOCK TWD10. 0.026% 75.607%

1117 ENF TECHNOLOGY CO LTD COMMON STOCK KRW500. 0.026% 75.633%

1118 TAIFLEX SCIENTIFIC CO LTD COMMON STOCK TWD10. 0.026% 75.659%

1119 HANIL CEMENT CO LTD COMMON STOCK KRW5000. 0.026% 75.685%

1120 SALIM IVOMAS PRATAMA TBK PT COMMON STOCK 0.026% 75.712%

1121 UNICHEM LABORATORIES LTD COMMON STOCK INR2. 0.026% 75.738%

1122 HANJIN TRANSPORTATION CO COMMON STOCK KRW5000. 0.026% 75.764%

1123 KWANGJU BANK COMMON STOCK KRW5000.0 0.026% 75.790%

1124 EUGENE TECHNOLOGY CO LTD COMMON STOCK KRW500.0 0.026% 75.816%

1125 HANWHA INVESTMENT + SECURITI COMMON STOCK KRW5000. 0.026% 75.842%

1126 FARADAY TECHNOLOGY CORP COMMON STOCK TWD10. 0.026% 75.868%

1127 GAJAH TUNGGAL TBK PT COMMON STOCK IDR500. 0.026% 75.895%

1128 UNIVENTURES PCL FOREIGN FOREIGN SH. THB1.0 A 0.026% 75.921%

1129 HANSOL TECHNICS CO LTD COMMON STOCK KRW5000. 0.026% 75.947%

Page 24: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1130 KOREA LINE CORP COMMON STOCK KRW5000. 0.026% 75.973%

1131 TEST RESEARCH INC COMMON STOCK TWD10. 0.026% 75.999%

1132 GREAVES COTTON LTD COMMON STOCK INR2.0 0.026% 76.024%

1133 IEI INTEGRATION CORP COMMON STOCK TWD10. 0.026% 76.050%

1134 FELDA GLOBAL VENTURES COMMON STOCK MYR1. 0.026% 76.076%

1135 CHINA MERCHANTS LAND LTD COMMON STOCK HKD.01 0.026% 76.102%

1136 SJVN LTD COMMON STOCK INR10. 0.026% 76.128%

1137 LI CHENG ENTERPRISE CO LTD COMMON STOCK TWD10. 0.026% 76.153%

1138 CONSOLIDATED INFRASTRUCTURE COMMON STOCK ZAR.00001 0.026% 76.179%

1139 WISOL CO LTD COMMON STOCK KRW500. 0.026% 76.205%

1140 HUMAX CO LTD COMMON STOCK KRW500. 0.026% 76.230%

1141 SONGWON INDUSTRIAL CO LTD COMMON STOCK KRW500. 0.026% 76.256%

1142 ON BRIGHT ELECTRONICS INC COMMON STOCK TWD10. 0.026% 76.282%

1143 SYNDICATE BANK COMMON STOCK INR10. 0.026% 76.307%

1144 BIOTEQUE CORPORATION COMMON STOCK TWD10. 0.026% 76.333%

1145 NAMYANG DAIRY PRODUCTS CO COMMON STOCK KRW5000. 0.026% 76.358%

1146 GREEN SEAL HOLDING LTD COMMON STOCK TWD10.0 0.025% 76.384%

1147 HANNSTAR BOARD CORP COMMON STOCK TWD10. 0.025% 76.409%

1148 HANJIN HEAVY INDUS + CONST COMMON STOCK KRW5000. 0.025% 76.435%

1149 SINCERE NAVIGATION COMMON STOCK TWD10. 0.025% 76.460%

1150 VIJAYA BANK COMMON STOCK INR10. 0.025% 76.485%

1151 GOURMET MASTER CO LTD COMMON STOCK TWD10. 0.025% 76.510%

1152 DAEKYO CO LTD COMMON STOCK KRW500.0 0.025% 76.535%

1153 MATAHARI PUTRA PRIMA TBK PT COMMON STOCK IDR50.0 0.025% 76.561%

1154 KONYA CIMENTO SANAYII AS COMMON STOCK TRY1. 0.025% 76.586%

1155 ENEA SA COMMON STOCK PLN1. 0.025% 76.611%

1156 PRECIOUS SHIPPING PCL FORGN FOREIGN SH. THB1.0 A 0.025% 76.636%

1157 GAFISA SA ADR ADR 0.025% 76.661%

1158 IJM PLANTATIONS BHD COMMON STOCK MYR.5 0.025% 76.686%

1159 COSMO LADY CHINA HOLDINGS CO COMMON STOCK USD.01 0.025% 76.711%

1160 LINGKARAN TRANS KOTA HLDGS COMMON STOCK MYR.2 0.025% 76.736%

1161 ARCELORMITTAL SOUTH AFRICA COMMON STOCK 0.025% 76.760%

1162 WONIK MATERIALS CO LTD COMMON STOCK KRW500. 0.025% 76.785%

1163 ASMEDIA TECHNOLOGY INC COMMON STOCK TWD10.0 0.025% 76.810%

1164 MIRLE AUTOMATION CORP COMMON STOCK TWD10. 0.025% 76.835%

1165 GRUPO KUO SAB DE CV SER B COMMON STOCK 0.025% 76.860%

1166 CB INDUSTRIAL PRODUCT HLDG COMMON STOCK MYR.5 0.025% 76.885%

1167 ZORLU ENERJI ELEKTRIK URETIM COMMON STOCK TRY1. 0.025% 76.909%

1168 SUHEUNG CO LTD COMMON STOCK KRW500.0 0.025% 76.934%

1169 HOLY STONE ENTERPRISE CO LTD COMMON STOCK TWD10. 0.025% 76.959%

1170 BAOYE GROUP CO LTD H COMMON STOCK CNY1. 0.025% 76.983%

1171 POLYPLEX PCL FOREIGN FOREIGN SH. THB1.0 A 0.025% 77.008%

1172 WELLING HOLDING LTD COMMON STOCK 0.025% 77.033%

1173 CRISTALERIAS DE CHILE S.A. COMMON STOCK 0.025% 77.058%

1174 ANADOLU HAYAT EMEKLILIK COMMON STOCK TRY1. 0.025% 77.082%

1175 FUTURE CONSUMER LTD COMMON STOCK INR6.0 0.025% 77.107%

1176 FEDERAL CORPORATION COMMON STOCK TWD10. 0.025% 77.131%

1177 GE POWER INDIA LTD COMMON STOCK INR10.0 0.025% 77.156%

1178 CHILISIN ELECTRONICS CORP COMMON STOCK TWD10. 0.025% 77.181%

1179 BASF INDIA LTD COMMON STOCK INR10. 0.025% 77.205%

Page 25: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1180 MALAYSIAN PACIFIC INDUSTRIES COMMON STOCK MYR.5 0.025% 77.230%

1181 SELCUK ECZA DEPOSU TICARET V COMMON STOCK TRY1. 0.024% 77.254%

1182 TYC BROTHER INDUSTRIAL CO COMMON STOCK TWD10. 0.024% 77.279%

1183 GUJARAT STATE FERT + CHEMICA COMMON STOCK INR2. 0.024% 77.303%

1184 TAT GIDA SANAYI AS COMMON STOCK TRY1.0 0.024% 77.328%

1185 GOLDEN LAND PROPERTY FOREIGN FOREIGN SH. THB4.75 A 0.024% 77.352%

1186 FORMOSAN RUBBER GROUP INC COMMON STOCK TWD10. 0.024% 77.376%

1187 FIRSTSOURCE SOLUTIONS LTD COMMON STOCK INR10. 0.024% 77.401%

1188 EMERSON PACIFIC INC COMMON STOCK KRW500.0 0.024% 77.425%

1189 AFREECATV CO LTD COMMON STOCK KRW500.0 0.024% 77.450%

1190 EVERGREEN FIBREBOARD BHD COMMON STOCK MYR.25 0.024% 77.474%

1191 CPMC HOLDINGS LTD COMMON STOCK 0.024% 77.498%

1192 KINIK COMPANY COMMON STOCK TWD10. 0.024% 77.523%

1193 LONG BON INTERNATIONAL CO LT COMMON STOCK TWD10. 0.024% 77.547%

1194 DAEWON PHARMACEUTICAL CO LTD COMMON STOCK KRW500. 0.024% 77.571%

1195 BANK PAN INDONESIA TBK PT COMMON STOCK IDR100. 0.024% 77.595%

1196 LOTES CO LTD COMMON STOCK TWD10. 0.024% 77.620%

1197 MICROPORT SCIENTIFIC CORP COMMON STOCK USD.00001 0.024% 77.644%

1198 PAN BROTHERS TBK PT COMMON STOCK IDR25. 0.024% 77.668%

1199 LAKSHMI VILAS BANK LTD COMMON STOCK INR10. 0.024% 77.692%

1200 YANG MING MARINE TRANSPORT COMMON STOCK TWD10. 0.024% 77.716%

1201 ULTRAJAYA MILK IND + TRADING COMMON STOCK IDR200. 0.024% 77.740%

1202 GAMEVIL INC COMMON STOCK KRW500. 0.024% 77.764%

1203 TRAKCJA SA COMMON STOCK PLN.8 0.024% 77.789%

1204 CSBC CORP TAIWAN COMMON STOCK TWD10. 0.024% 77.813%

1205 YINSON HOLDINGS BHD COMMON STOCK MYR.5 0.024% 77.837%

1206 GUJARAT MINERAL DEV CORP LTD COMMON STOCK INR2.0 0.024% 77.861%

1207 KAVERI SEED CO LTD COMMON STOCK INR2.0 0.024% 77.885%

1208 INOX LEISURE LTD COMMON STOCK INR10. 0.024% 77.909%

1209 UNIZYX HOLDING CORP COMMON STOCK TWD10. 0.024% 77.933%

1210 S+T DYNAMICS CO LTD COMMON STOCK KRW2500. 0.024% 77.957%

1211 ALPHA NETWORKS INC COMMON STOCK TWD10. 0.024% 77.981%

1212 EVEREST TEXTILE COMMON STOCK TWD10. 0.024% 78.005%

1213 TAEWOONG CO LTD COMMON STOCK KRW500. 0.024% 78.029%

1214 DELTA CORP LTD COMMON STOCK INR1.0 0.024% 78.053%

1215 KSL HOLDINGS BHD COMMON STOCK MYR.5 0.024% 78.077%

1216 HINDUSTAN CONSTRUCTION CO COMMON STOCK INR1. 0.024% 78.101%

1217 GREAT TAIPEI GAS CO LTD COMMON STOCK TWD10. 0.024% 78.125%

1218 TUNE PROTECT GROUP BHD COMMON STOCK MYR.1 0.024% 78.149%

1219 DAWONSYS CO LTD COMMON STOCK KRW500. 0.024% 78.172%

1220 ENNOCONN CORP COMMON STOCK TWD10.0 0.024% 78.196%

1221 ARWANA CITRAMULIA TBK PT COMMON STOCK IDR12.5 0.024% 78.220%

1222 HAN KUK CARBON CO LTD COMMON STOCK KRW500. 0.024% 78.244%

1223 MPI CORP COMMON STOCK TWD10. 0.024% 78.268%

1224 BOLU CIMENTO SANAYII AS COMMON STOCK TRY1. 0.024% 78.291%

1225 TUNAS RIDEAN TBK PT COMMON STOCK IDR25. 0.024% 78.315%

1226 DONGWON DEVELOPMENT CO LTD COMMON STOCK KRW500.0 0.024% 78.339%

1227 SUGIH ENERGY TBK PT COMMON STOCK IDR100. 0.024% 78.363%

1228 DRDGOLD LTD COMMON STOCK 0.024% 78.386%

1229 NAN YA PRINTED CIRCUIT BOARD COMMON STOCK TWD10. 0.024% 78.410%

Page 26: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1230 SOLAR INDUSTRIES INDIA LTD COMMON STOCK INR2.0 0.024% 78.434%

1231 ACTRON TECHNOLOGY CORP COMMON STOCK TWD10. 0.024% 78.457%

1232 GOLFZON CO LTD COMMON STOCK KRW500.0 0.024% 78.481%

1233 SER EDUCACIONAL SA COMMON STOCK 0.024% 78.505%

1234 SUNNY FRIEND ENVIRONMENTAL T COMMON STOCK TWD10.0 0.024% 78.528%

1235 JAIPRAKASH ASSOCIATES LTD COMMON STOCK INR2. 0.024% 78.552%

1236 NIEN HSING TEXTILE CO LTD COMMON STOCK TWD10. 0.024% 78.575%

1237 TDM BHD COMMON STOCK MYR.2 0.024% 78.599%

1238 CENTRAL CHINA REAL ESTATE COMMON STOCK HKD.1 0.024% 78.622%

1239 ALTEK CORP COMMON STOCK TWD10.0 0.023% 78.646%

1240 TAIWAN FU HSING INDUSTRIAL COMMON STOCK TWD10. 0.023% 78.669%

1241 FUGUINIAO CO LTD H COMMON STOCK CNY1.0 0.023% 78.693%

1242 CAREER TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.023% 78.716%

1243 HILONG HOLDING LTD COMMON STOCK HKD.1 0.023% 78.739%

1244 AFRICAN OXYGEN LTD COMMON STOCK ZAR.05 0.023% 78.763%

1245 YNH PROPERTY BHD COMMON STOCK MYR1.0 0.023% 78.786%

1246 KORADIOR HOLDINGS LTD COMMON STOCK HKD.01 0.023% 78.809%

1247 FARMSCO COMMON STOCK KRW500.0 0.023% 78.833%

1248 CAL COMP ELECTRONICS THAI F COMMON STOCK A 0.023% 78.856%

1249 THYE MING INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.023% 78.879%

1250 ECOPRO CO LTD COMMON STOCK KRW500. 0.023% 78.902%

1251 ILJIN MATERIALS CO LTD COMMON STOCK KRW500. 0.023% 78.926%

1252 EUGENE CORP COMMON STOCK KRW500. 0.023% 78.949%

1253 LEALEA ENTERPRISE COMMON STOCK TWD10. 0.023% 78.972%

1254 NORTH MINING SHARES CO LTD COMMON STOCK HKD.016 0.023% 78.995%

1255 KGI SECURITIES THAILAND FOR FOREIGN SH. THB1.0 A 0.023% 79.018%

1256 BORUSAN MANNESMANN BORU SANA COMMON STOCK TRY1. 0.023% 79.041%

1257 FOURLIS SA COMMON STOCK EUR1.07 0.023% 79.064%

1258 SIAM FUTURE DEVELOPMENT FOR FOREIGN SH. A 0.023% 79.087%

1259 GLOBAL MIXED MODE TECHNOLOGY COMMON STOCK TWD10. 0.023% 79.110%

1260 J.B. CHEMICALS + PHARMA LTD COMMON STOCK INR2. 0.023% 79.133%

1261 KOREA KOLMAR HOLDINGS CO LTD COMMON STOCK KRW500. 0.023% 79.156%

1262 SINON CORP COMMON STOCK TWD10. 0.023% 79.179%

1263 IL+FS TRANSPORTATION NETWORK COMMON STOCK INR10. 0.023% 79.202%

1264 EGE ENDUSTRI VE TICARET AS COMMON STOCK TRY1. 0.023% 79.225%

1265 PIXART IMAGING INC COMMON STOCK TWD10. 0.023% 79.248%

1266 KARSAN OTOMOTIV COMMON STOCK TRY1. 0.023% 79.271%

1267 AMBASSADOR HOTEL/THE COMMON STOCK TWD10. 0.023% 79.294%

1268 SINMAG EQUIPMENT CORP COMMON STOCK TWD10. 0.023% 79.317%

1269 TIPHONE MOBILE INDONESIA TBK COMMON STOCK IDR100.0 0.023% 79.340%

1270 DHIPAYA INSURANCE PCL FRGN FOREIGN SH. THB1.0 A 0.023% 79.362%

1271 TIANGONG INTL CO LTD COMMON STOCK USD.0025 0.023% 79.385%

1272 ELNUSA PT COMMON STOCK 0.023% 79.408%

1273 KUOYANG CONSTRUCTION COMMON STOCK TWD10.0 0.023% 79.431%

1274 MATRIX CONCEPTS HOLDINGS BHD COMMON STOCK MYR1.0 0.023% 79.453%

1275 KOREA DISTRICT HEATING CORP COMMON STOCK KRW5000.0 0.023% 79.476%

1276 SHINKONG TEXTILE CO LTD COMMON STOCK TWD10. 0.023% 79.499%

1277 TRENT LTD COMMON STOCK INR1.0 0.023% 79.522%

1278 AURAS TECHNOLOGY CO LTD COMMON STOCK TWD10.0 0.023% 79.544%

1279 WOONGJIN THINKBIG CO LTD COMMON STOCK KRW500. 0.023% 79.567%

Page 27: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1280 NESCO LTD COMMON STOCK INR10.0 0.023% 79.589%

1281 CONTINENTAL HOLDINGS CORP COMMON STOCK TWD10. 0.022% 79.612%

1282 LIANHUA SUPERMARKET HLDGS H COMMON STOCK CNY1. 0.022% 79.634%

1283 VISTULA GROUP SA COMMON STOCK PLN.2 0.022% 79.657%

1284 WONIK HOLDINGS CO LTD COMMON STOCK KRW500.0 0.022% 79.679%

1285 HIROCA HOLDINGS LTD COMMON STOCK TWD10. 0.022% 79.701%

1286 NAVNEET EDUCATION LTD COMMON STOCK INR2. 0.022% 79.724%

1287 KGINICIS CO LTD COMMON STOCK KRW500. 0.022% 79.746%

1288 PANASONIC MANUFACTURING MALA COMMON STOCK MYR1. 0.022% 79.768%

1289 AMICA SA COMMON STOCK PLN2.0 0.022% 79.790%

1290 KIAN JOO CAN FACTORY BHD COMMON STOCK MYR.25 0.022% 79.813%

1291 DOUBLEDRAGON PROPERTIES CORP COMMON STOCK PHP.1 0.022% 79.835%

1292 DONG AH TIRE + RUBBER CO LTD COMMON STOCK KRW500. 0.022% 79.857%

1293 DYNAPACK INTERNATIONAL TECH COMMON STOCK TWD10.0 0.022% 79.879%

1294 NUSANTARA INFRASTRUCTURE TBK COMMON STOCK IDR70.0 0.022% 79.901%

1295 IMARKETKOREA INC COMMON STOCK KRW500. 0.022% 79.923%

1296 DAEHAN NEW PHARM CO LTD COMMON STOCK KRW500. 0.022% 79.945%

1297 TAEYOUNG ENGINEERING + CONST COMMON STOCK KRW500. 0.022% 79.967%

1298 KIRLOSKAR OIL ENGINES LTD COMMON STOCK INR2. 0.022% 79.990%

1299 TECHNO ELECTRIC + ENGINEERIN COMMON STOCK INR2.0 0.022% 80.012%

1300 VINYTHAI PUBLIC CO LTD FOREI FOREIGN SH. THB6.0 A 0.022% 80.033%

1301 KCE ELECTRONICS PCL FOREIGN FOREIGN SH. THB1.0 A 0.022% 80.055%

1302 GEK TERNA HOLDING REAL ESTAT COMMON STOCK EUR.57 0.022% 80.077%

1303 ALLAHABAD BANK COMMON STOCK INR10. 0.022% 80.099%

1304 INDOCO REMEDIES LTD COMMON STOCK INR2. 0.022% 80.121%

1305 LINK NET TBK PT COMMON STOCK IDR100.0 0.022% 80.143%

1306 MKH BHD COMMON STOCK MYR1.0 0.022% 80.165%

1307 LUBELSKI WEGIEL BOGDANKA SA COMMON STOCK PLN5. 0.022% 80.187%

1308 SAMART CORPORATION PCL FOR FOREIGN SH. THB1.0 A 0.022% 80.209%

1309 WEMADE ENTERTAINMENT CO LTD COMMON STOCK KRW500. 0.022% 80.230%

1310 DARFON ELECTRONICS CORP COMMON STOCK TWD10. 0.022% 80.252%

1311 SINGHA ESTATE PCL FOREIGN FOREIGN SH. THB1.0 A 0.022% 80.274%

1312 SBW COMMON STOCK KRW500. 0.022% 80.296%

1313 ALI CORP COMMON STOCK TWD10. 0.022% 80.317%

1314 ASAHI INDIA GLASS LTD COMMON STOCK INR1. 0.022% 80.339%

1315 MIN AIK TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.022% 80.361%

1316 SHIN POONG PHARMACEUTICAL CO COMMON STOCK KRW500. 0.022% 80.382%

1317 SINOTRANS SHIPPING LTD COMMON STOCK 0.022% 80.404%

1318 BOUSTEAD HOLDINGS BHD COMMON STOCK MYR.5 0.022% 80.426%

1319 ANADOLU ANONIM TURK SIGORTA COMMON STOCK TRY1. 0.022% 80.447%

1320 AURORA CORP COMMON STOCK TWD10. 0.022% 80.469%

1321 KNM GROUP BHD COMMON STOCK MYR.5 0.021% 80.490%

1322 RICH DEVELOPMENT CO LTD COMMON STOCK TWD10. 0.021% 80.512%

1323 NONG SHIM HOLDINGS CO COMMON STOCK KRW5000. 0.021% 80.533%

1324 REPCO HOME FINANCE LTD COMMON STOCK INR10. 0.021% 80.555%

1325 SANY HEAVY EQUIPMENT INTL COMMON STOCK HKD.1 0.021% 80.576%

1326 RATCHTHANI LEASING PCL FOR FOREIGN SH. THB1.0 A 0.021% 80.597%

1327 SEOHEE CONSTRUCTION CO LTD COMMON STOCK KRW500. 0.021% 80.619%

1328 SUNGCHANG ENTERPRISE HOLDING COMMON STOCK KRW500.0 0.021% 80.640%

1329 HUONS CO LTD COMMON STOCK KRW500.0 0.021% 80.662%

Page 28: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1330 GRANULES INDIA LTD COMMON STOCK INR1.0 0.021% 80.683%

1331 FORMOSA LABORATORIES INC COMMON STOCK TWD10. 0.021% 80.704%

1332 SYSTEX CORP COMMON STOCK TWD10. 0.021% 80.726%

1333 SAN SHING FASTECH CORP COMMON STOCK TWD10. 0.021% 80.747%

1334 GREEN ENERGY TECHNOLOGY INC COMMON STOCK TWD10. 0.021% 80.769%

1335 MCLEOD RUSSEL INDIA LTD COMMON STOCK INR5. 0.021% 80.790%

1336 WUS PRINTED CIRCUIT CO LTD COMMON STOCK TWD10. 0.021% 80.811%

1337 WHANIN PHARMACEUTICAL CO COMMON STOCK KRW500. 0.021% 80.833%

1338 CHLITINA HOLDING LTD COMMON STOCK TWD10.0 0.021% 80.854%

1339 ELLAKTOR SA COMMON STOCK EUR1.03 0.021% 80.875%

1340 VIVOTEK INC COMMON STOCK TWD10. 0.021% 80.896%

1341 PP PROPERTI TBK PT COMMON STOCK IDR100.0 0.021% 80.918%

1342 SARANTIS SA COMMON STOCK EUR1.55 0.021% 80.939%

1343 CONTROLADORA VUELA CIA DE A COMMON STOCK 0.021% 80.960%

1344 HITRON TECHNOLOGY INC COMMON STOCK TWD10. 0.021% 80.982%

1345 INTERPARK HOLDINGS CORP COMMON STOCK KRW500.0 0.021% 81.003%

1346 ALUKO CO LTD COMMON STOCK KRW500.0 0.021% 81.024%

1347 LA COMER SAB DE CV COMMON STOCK NPV 0.021% 81.045%

1348 KH VATEC CO LTD COMMON STOCK KRW500. 0.021% 81.066%

1349 ALLCARGO LOGISTICS LTD COMMON STOCK INR2. 0.021% 81.088%

1350 PAN JIT INTERNATIONAL INC COMMON STOCK TWD10. 0.021% 81.109%

1351 MELCO CROWN PHILIPPINES RESO COMMON STOCK PHP1. 0.021% 81.130%

1352 TIANJIN CAPITAL ENVIRON H COMMON STOCK CNY1.0 0.021% 81.151%

1353 SHINKONG INSURANCE CO LTD COMMON STOCK TWD10. 0.021% 81.172%

1354 NAN LIU ENTERPRISE CO LTD COMMON STOCK TWD10. 0.021% 81.193%

1355 TUNAS BARU LAMPUNG TBK PT COMMON STOCK IDR125. 0.021% 81.215%

1356 KUKDO CHEMICAL CO LTD COMMON STOCK KRW5000. 0.021% 81.236%

1357 ZALL GROUP LTD COMMON STOCK HKD.00334 0.021% 81.257%

1358 ORGANIZACION CULTIBA SAB CV COMMON STOCK 0.021% 81.278%

1359 GARUDA INDONESIA PERSERO TBK COMMON STOCK IDR500. 0.021% 81.299%

1360 COSON CO LTD COMMON STOCK KRW500.0 0.021% 81.320%

1361 TEXCELL NETCOM CO LTD COMMON STOCK KRW1000.0 0.021% 81.341%

1362 NICE INFORMATION + TELECOM COMMON STOCK KRW500. 0.021% 81.362%

1363 NANTEX INDUSTRY CO LTD COMMON STOCK TWD10. 0.021% 81.383%

1364 INTERFLEX CO LTD COMMON STOCK KRW500. 0.021% 81.404%

1365 ASIA HOLDINGS CO LTD COMMON STOCK KRW5000.0 0.021% 81.425%

1366 CIA PARANAENSE ENER SP ADR P ADR 0.021% 81.446%

1367 BYUCKSAN CORPORATION COMMON STOCK KRW500. 0.021% 81.467%

1368 TEST RITE INTERNATIONAL CO COMMON STOCK TWD10. 0.021% 81.487%

1369 STALPRODUKT SA COMMON STOCK PLN2. 0.021% 81.508%

1370 ASIA POLYMER COMMON STOCK TWD10. 0.021% 81.529%

1371 EUGENE INVESTMENT + SECURITI COMMON STOCK KRW5000. 0.021% 81.550%

1372 CHAMBAL FERTILISERS + CHEM COMMON STOCK INR10. 0.021% 81.571%

1373 BIMB HOLDINGS BHD COMMON STOCK MYR1. 0.021% 81.592%

1374 TSC AUTO ID TECHNOLOGY CO LT COMMON STOCK TWD10. 0.021% 81.612%

1375 DAEDUCK GDS CO LTD COMMON STOCK KRW500. 0.021% 81.633%

1376 VISI MEDIA ASIA TBK PT COMMON STOCK IDR100. 0.021% 81.654%

1377 INSUN ENT CO LTD COMMON STOCK KRW500. 0.021% 81.675%

1378 SKCKOLONPI INC COMMON STOCK KRW500.0 0.021% 81.695%

1379 GINKO INTERNATIONAL CO LTD COMMON STOCK TWD10. 0.021% 81.716%

Page 29: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1380 ICD CO LTD COMMON STOCK KRW500. 0.021% 81.737%

1381 SIRTEC INTERNATIONAL CO LTD COMMON STOCK TWD10. 0.021% 81.758%

1382 MERAFE RESOURCES LTD COMMON STOCK ZAR.01 0.021% 81.778%

1383 UNITECH PRINTED CIRCUIT COMMON STOCK TWD10. 0.021% 81.799%

1384 YUNG CHI PAINT + VARNISH COMMON STOCK TWD10. 0.021% 81.820%

1385 STAR MEDIA GROUP BHD COMMON STOCK MYR1.0 0.021% 81.840%

1386 HI SUN TECHNOLOGY CHINA LTD COMMON STOCK HKD.0025 0.021% 81.861%

1387 NILKAMAL LTD COMMON STOCK INR10.0 0.021% 81.882%

1388 SAMKWANG GLASS COMMON STOCK KRW5000. 0.021% 81.902%

1389 CYBERLINK CORP COMMON STOCK TWD10. 0.021% 81.923%

1390 POONGSAN HOLDINGS CORP COMMON STOCK KRW5000. 0.021% 81.943%

1391 LEXTAR ELECTRONICS CORP COMMON STOCK TWD10. 0.020% 81.964%

1392 KONA I CO LTD COMMON STOCK KRW500. 0.020% 81.984%

1393 SDI CORPORATION COMMON STOCK TWD10. 0.020% 82.004%

1394 3M INDIA LTD COMMON STOCK INR10. 0.020% 82.025%

1395 TAIWAN CHINSAN ELECTRONIC COMMON STOCK TWD10. 0.020% 82.045%

1396 AYGAZ AS COMMON STOCK TRY1. 0.020% 82.066%

1397 TONG TAI MACHINE + TOOL CO COMMON STOCK TWD10. 0.020% 82.086%

1398 ECO WORLD DEVELOPMENT GROUP COMMON STOCK MYR.5 0.020% 82.106%

1399 LOTTE NON LIFE INSURANCE CO COMMON STOCK KRW1000. 0.020% 82.127%

1400 KARTONSAN KARTON SANAYI COMMON STOCK TRY1. 0.020% 82.147%

1401 NAMHAE CHEMICAL CORP COMMON STOCK KRW1000. 0.020% 82.167%

1402 NUH CIMENTO SANAYI AS COMMON STOCK TRY1. 0.020% 82.187%

1403 GLOBAL LIGHTING TECHNOLOGIES COMMON STOCK TWD10. 0.020% 82.207%

1404 AMATA CORP PUBLIC CO LTD FOR FOREIGN SH. THB1.0 A 0.020% 82.228%

1405 YOUNGTEK ELECTRONICS CORP COMMON STOCK TWD10. 0.020% 82.248%

1406 DONG A ELTEK CO LTD COMMON STOCK KRW500. 0.020% 82.268%

1407 CHINA CHEMICAL + PHARM CO COMMON STOCK TWD10. 0.020% 82.288%

1408 AEKYUNG PETROCHEMICAL CO LTD COMMON STOCK KRW500.0 0.020% 82.308%

1409 MILLS ESTRUTURAS E SERVICOS COMMON STOCK 0.020% 82.328%

1410 SONIX TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.020% 82.348%

1411 LUNG YEN LIFE SERVICE CORP COMMON STOCK TWD10. 0.020% 82.368%

1412 HATHWAY CABLE AND DATACOM COMMON STOCK INR2.0 0.020% 82.388%

1413 GUJARAT ALKALIES + CHEMICALS COMMON STOCK INR10. 0.020% 82.408%

1414 UNITED ENERGY GROUP LTD COMMON STOCK HKD.01 0.020% 82.428%

1415 HANNSTOUCH SOLUTION INCORPOR COMMON STOCK TWD10. 0.020% 82.448%

1416 PSK INC COMMON STOCK KRW500. 0.020% 82.468%

1417 KOZA ALTIN ISLETMELERI AS COMMON STOCK TRY1.0 0.020% 82.487%

1418 ANTON OILFIELD SERVICES GP COMMON STOCK HKD.1 0.020% 82.507%

1419 DAOU DATA CORP COMMON STOCK KRW500.0 0.020% 82.527%

1420 LUMENS CO LTD COMMON STOCK KRW500. 0.020% 82.547%

1421 HSIN KUANG STEEL CO LTD COMMON STOCK TWD10. 0.020% 82.566%

1422 POLY CULTURE GROUP CORP H COMMON STOCK CNY1.0 0.020% 82.586%

1423 ORIENTAL BANK OF COMMERCE COMMON STOCK INR10. 0.020% 82.606%

1424 THINKING ELECTRONIC INDUSTRI COMMON STOCK TWD10. 0.020% 82.626%

1425 GAEC EDUCACAO SA COMMON STOCK 0.020% 82.645%

1426 MARISA LOJAS SA COMMON STOCK 0.020% 82.665%

1427 HY LOK CORP COMMON STOCK KRW500. 0.020% 82.685%

1428 KYOBO SECURITIES CO LTD COMMON STOCK KRW5000. 0.020% 82.704%

1429 DANAL CO LTD COMMON STOCK KRW500.0 0.020% 82.724%

Page 30: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1430 WIJAYA KARYA BETON TBK PT COMMON STOCK IDR100.0 0.020% 82.743%

1431 CJ HELLOVISION CO LTD COMMON STOCK KRW2500.0 0.020% 82.763%

1432 NVC LIGHTING HOLDINGS LTD COMMON STOCK USD.0000001 0.020% 82.783%

1433 INTELLECT DESIGN ARENA LTD COMMON STOCK INR5.0 0.020% 82.802%

1434 ASIA PLUS GROUP HDS SECS FOR FOREIGN SH. A 0.020% 82.822%

1435 LBS BINA GROUP BHD COMMON STOCK MYR1.0 0.020% 82.841%

1436 HSIL LTD COMMON STOCK INR2. 0.019% 82.861%

1437 SHINYOUNG SECURITIES CO LTD COMMON STOCK KRW5000. 0.019% 82.880%

1438 SHINSEGAE INTERNATIONAL INC COMMON STOCK KRW5000.0 0.019% 82.899%

1439 THAI STANLEY ELECTRIC PUB F FOREIGN SH. THB5.0 A 0.019% 82.919%

1440 ICHIA TECHNOLOGIES INC COMMON STOCK TWD10.0 0.019% 82.938%

1441 THE KARNATAKA BANK LIMITED COMMON STOCK 0.019% 82.958%

1442 OMAXE LTD COMMON STOCK INR10.0 0.019% 82.977%

1443 WOWPRIME CORP COMMON STOCK TWD10. 0.019% 82.997%

1444 KOREA UNITED PHARM INC COMMON STOCK KRW500. 0.019% 83.016%

1445 E1 CORP COMMON STOCK KRW5000. 0.019% 83.035%

1446 MULTIEXPORT FOODS SA COMMON STOCK 0.019% 83.055%

1447 LI PENG ENTERPRISE CO LTD COMMON STOCK TWD10. 0.019% 83.074%

1448 KOLON LIFE SCIENCE INC COMMON STOCK KRW500. 0.019% 83.093%

1449 PROMATE ELECTRONIC CO LTD COMMON STOCK TWD10. 0.019% 83.113%

1450 HUMEDIX CO LTD COMMON STOCK KRW500.0 0.019% 83.132%

1451 CHINA LOTSYNERGY HLDG LTD COMMON STOCK HKD.0025 0.019% 83.151%

1452 AVIC INTERNATIONAL HOLDING H COMMON STOCK CNY1.0 0.019% 83.170%

1453 GUANGDONG LAND HOLDINGS LTD COMMON STOCK HKD.1 0.019% 83.190%

1454 HONGHUA GROUP COMMON STOCK HKD.1 0.019% 83.209%

1455 GHCL LTD COMMON STOCK INR10. 0.019% 83.228%

1456 SK BIOLAND CO LTD COMMON STOCK KRW500.0 0.019% 83.247%

1457 LUMAX INTERNATIONAL CORP LTD COMMON STOCK TWD10.0 0.019% 83.266%

1458 CRUCIALTEC CO LTD COMMON STOCK KRW500. 0.019% 83.285%

1459 NHN KCP CORP COMMON STOCK KRW500.0 0.019% 83.305%

1460 INNOX CORP COMMON STOCK KRW500. 0.019% 83.324%

1461 FORMOSA OILSEED PROCESSING COMMON STOCK TWD10. 0.019% 83.343%

1462 ECZACIBASI YATIRIM HOLDING COMMON STOCK TRY1. 0.019% 83.362%

1463 LINGSEN PRECISION INDUSTRIES COMMON STOCK TWD10. 0.019% 83.381%

1464 GOLD CIRCUIT ELECTRONICS LTD COMMON STOCK TWD10. 0.019% 83.400%

1465 ANDHRA BANK COMMON STOCK INR10. 0.019% 83.419%

1466 LITE ON SEMICONDUCTOR CORP COMMON STOCK TWD10. 0.019% 83.438%

1467 TA ENTERPRISE BERHAD COMMON STOCK MYR1. 0.019% 83.458%

1468 INTRALOT S.A. INTEGRATED LOT COMMON STOCK EUR.3 0.019% 83.477%

1469 HUANG HSIANG CONSTRUCTION CO COMMON STOCK TWD10.0 0.019% 83.496%

1470 PAZ CORP S.A. COMMON STOCK CLP1.0 0.019% 83.515%

1471 ANADOLU CAM SANAYII AS COMMON STOCK TRY1. 0.019% 83.534%

1472 LEE S PHARMACEUTICAL HLDGS COMMON STOCK HKD.05 0.019% 83.553%

1473 TAISUN ENTERPRISE CO LTD COMMON STOCK TWD10. 0.019% 83.572%

1474 SEOHAN CO LTD COMMON STOCK KRW500. 0.019% 83.590%

1475 AGABANG+COMPANY COMMON STOCK KRW500. 0.019% 83.609%

1476 MALEE GROUP PCL FOREIGN FOREIGN SH. THB1.0 A 0.019% 83.628%

1477 STEEL AUTHORITY OF INDIA COMMON STOCK INR10. 0.019% 83.647%

1478 ADANA CIMENTO A COMMON STOCK TRY1. 0.019% 83.666%

1479 SOLARTECH ENERGY CORP COMMON STOCK TWD10. 0.019% 83.685%

Page 31: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1480 BOER POWER HOLDINGS LTD COMMON STOCK HKD.1 0.019% 83.704%

1481 TROPICANA CORP BHD COMMON STOCK MYR1.0 0.019% 83.723%

1482 WEI CHUAN FOODS COMMON STOCK TWD10. 0.019% 83.741%

1483 HIMATSINGKA SEIDE LTD COMMON STOCK INR5. 0.019% 83.760%

1484 CHINA MAN MADE FIBER CORP COMMON STOCK TWD10. 0.019% 83.779%

1485 HMC INVESTMENT SECURITIES CO COMMON STOCK KRW5000. 0.019% 83.798%

1486 KAORI HEAT TREATMENT CO LTD COMMON STOCK TWD10. 0.019% 83.816%

1487 SHANGHAI PRIME MACHINERY H COMMON STOCK CNY1. 0.019% 83.835%

1488 HANMI SEMICONDUCTOR CO LTD COMMON STOCK KRW500. 0.019% 83.854%

1489 CHINA TIAN LUN GAS HOLDINGS COMMON STOCK HKD.01 0.019% 83.872%

1490 ILSHIN SPINNING CO LTD COMMON STOCK KRW5000. 0.019% 83.891%

1491 SAJO INDUSTRIES CO LTD COMMON STOCK KRW5000. 0.019% 83.910%

1492 TECHNOVATOR INTERNATIONAL LT COMMON STOCK 0.019% 83.928%

1493 CHONGQING MACHINERY AND EL H COMMON STOCK CNY1. 0.019% 83.947%

1494 DYNAGREEN ENVIRONMENTAL PR H COMMON STOCK CNY1.0 0.018% 83.965%

1495 KMC KUEI MENG INTERNATIONAL COMMON STOCK TWD10.0 0.018% 83.984%

1496 CHINA NT PHARMA GROUP CO LTD COMMON STOCK USD.00000008 0.018% 84.002%

1497 SAM YUNG TRADING CO LTD COMMON STOCK KRW500. 0.018% 84.021%

1498 CIA FERRO LIGAS DA BAHIA FE PREFERENCE 0.018% 84.039%

1499 SUNDARAM FINANCE LTD COMMON STOCK INR10. 0.018% 84.058%

1500 PTC INDIA FINANCIAL SERVICES COMMON STOCK INR10. 0.018% 84.076%

1501 WAFER WORKS CORP COMMON STOCK TWD10. 0.018% 84.094%

1502 DAEHAN FLOUR MILLS CO LTD COMMON STOCK KRW5000. 0.018% 84.113%

1503 SEOYON CO LTD COMMON STOCK KRW500.0 0.018% 84.131%

1504 UFLEX LTD COMMON STOCK INR10. 0.018% 84.149%

1505 DY CORP COMMON STOCK KRW500.0 0.018% 84.168%

1506 KOLAO HOLDINGS COMMON STOCK USD.25 0.018% 84.186%

1507 BEST PACIFIC INTERNATIONAL H COMMON STOCK HKD.01 0.018% 84.204%

1508 DONGJIANG ENVIRONMENTAL H COMMON STOCK CNY1.0 0.018% 84.222%

1509 INTERNATIONAL MEAL COMPANY A COMMON STOCK 0.018% 84.240%

1510 NAK SEALING TECHNOLOGIES COR COMMON STOCK TWD10. 0.018% 84.259%

1511 GLOBAL YATIRIM HOLDING AS COMMON STOCK TRY1. 0.018% 84.277%

1512 NETRONIX INC COMMON STOCK TWD10.0 0.018% 84.295%

1513 MEDIA NUSANTARA CITRA TBK PT COMMON STOCK IDR100. 0.018% 84.313%

1514 DUK SAN NEOLUX CO LTD COMMON STOCK KRW200.0 0.018% 84.331%

1515 SWANCOR HOLDING CO LTD COMMON STOCK TWD10.0 0.018% 84.350%

1516 DONGSUNG CORP COMMON STOCK KRW1000.0 0.018% 84.368%

1517 SFA SEMICON CO LTD COMMON STOCK KRW500.0 0.018% 84.386%

1518 TECNISA SA COMMON STOCK 0.018% 84.404%

1519 YAGEO CORPORATION COMMON STOCK TWD10. 0.018% 84.422%

1520 KUMHO INDUSTRIAL CO LTD COMMON STOCK KRW5000. 0.018% 84.440%

1521 XAC AUTOMATION CORPORATION COMMON STOCK TWD10. 0.018% 84.458%

1522 DONGWHA PHARM CO LTD COMMON STOCK KRW1000. 0.018% 84.476%

1523 REXLOT HOLDINGS LTD COMMON STOCK HKD.01 0.018% 84.494%

1524 I SHENG ELECTRIC WIRE + CABL COMMON STOCK TWD10. 0.018% 84.513%

1525 CONSUN PHARMACEUTICAL GROUP COMMON STOCK HKD.1 0.018% 84.531%

1526 WELSPUN CORP LTD COMMON STOCK INR5. 0.018% 84.549%

1527 TAIDOC TECHNOLOGY CORP COMMON STOCK TWD10. 0.018% 84.567%

1528 SIGDO KOPPERS SA COMMON STOCK 0.018% 84.585%

1529 GREEN CROSS HOLDINGS CORP COMMON STOCK KRW500.0 0.018% 84.603%

Page 32: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1530 UNITECH LTD COMMON STOCK INR2.0 0.018% 84.620%

1531 BRASIL BROKERS PARTICIPACOES COMMON STOCK 0.018% 84.638%

1532 CENTURY PACIFIC FOOD INC COMMON STOCK PHP1.0 0.018% 84.656%

1533 ELITEGROUP COMPUTER SYSTEMS COMMON STOCK TWD10. 0.018% 84.674%

1534 GOODYEAR LASTIKLERI TURK AS COMMON STOCK TRY1. 0.018% 84.692%

1535 OLDTOWN BHD COMMON STOCK MYR1. 0.018% 84.710%

1536 RELIANCE DEFENCE AND ENGINEE COMMON STOCK INR10.0 0.018% 84.728%

1537 FENERBAHCE SPORTIF HIZMETLER COMMON STOCK TRY1.0 0.018% 84.746%

1538 GOLDEN MEDITECH HOLDINGS LTD COMMON STOCK 0.018% 84.764%

1539 DARWIN PRECISIONS CORP COMMON STOCK TWD10.0 0.018% 84.781%

1540 TOTAL BANGUN PERSADA COMMON STOCK IDR100. 0.018% 84.799%

1541 SIAMGAS + PETROCHEMICALS FOR FOREIGN SH. THB1.0 A 0.018% 84.817%

1542 PHILWEB CORP COMMON STOCK PHP1. 0.018% 84.835%

1543 HUONS GLOBAL CO LTD COMMON STOCK KRW500.0 0.018% 84.853%

1544 TPV TECHNOLOGY LTD COMMON STOCK USD.01 0.018% 84.870%

1545 MINMETALS LAND LTD COMMON STOCK HKD.1 0.018% 84.888%

1546 GRUPO FAMSA SAB A COMMON STOCK 0.018% 84.906%

1547 V1 GROUP LTD COMMON STOCK HKD.01 0.018% 84.924%

1548 UNITEST INC COMMON STOCK KRW500. 0.018% 84.941%

1549 SOFT WORLD INTL CORP COMMON STOCK TWD10. 0.018% 84.959%

1550 JINDAL SAW LTD COMMON STOCK INR2. 0.018% 84.977%

1551 DATASONIC GROUP BHD COMMON STOCK MYR.1 0.018% 84.995%

1552 CORPORATION BANK COMMON STOCK INR2.0 0.018% 85.012%

1553 MIRAE ASSET LIFE INSURANCE COMMON STOCK KRW5000.0 0.018% 85.030%

1554 CAPRO CORPORATION COMMON STOCK KRW500. 0.018% 85.047%

1555 SENAO INTERNATIONAL CO LTD COMMON STOCK TWD10.0 0.018% 85.065%

1556 YC CO LTD COMMON STOCK TWD10.0 0.018% 85.083%

1557 TERA SEMICON CO LTD COMMON STOCK KRW500.0 0.018% 85.100%

1558 BESALCO SA COMMON STOCK 0.018% 85.118%

1559 KYUNGDONG CITY GAS CO LTD COMMON STOCK KRW5000. 0.018% 85.135%

1560 TRIVENI TURBINE LTD COMMON STOCK INR1. 0.017% 85.153%

1561 ENERGY DEVELOPMENT CORP COMMON STOCK PHP1. 0.017% 85.170%

1562 ZIG SHENG INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.017% 85.188%

1563 BANK PERMATA TBK PT COMMON STOCK 0.017% 85.205%

1564 AMOTECH CO LTD COMMON STOCK KRW500. 0.017% 85.223%

1565 TECHWING INC COMMON STOCK KRW500. 0.017% 85.240%

1566 GABRIEL INDIA LTD COMMON STOCK INR1.0 0.017% 85.257%

1567 CHINA BANKING CORP COMMON STOCK PHP10.0 0.017% 85.275%

1568 CAN FIN HOMES LTD COMMON STOCK INR10.0 0.017% 85.292%

1569 CHANGSHOUHUA FOOD CO LTD COMMON STOCK HKD.1 0.017% 85.309%

1570 KECK SENG (MALAYSIA) BHD COMMON STOCK MYR1. 0.017% 85.327%

1571 RESTOQUE COMERCIO E CONFEC COMMON STOCK 0.017% 85.344%

1572 HIMACHAL FUTURISTIC COMMUN COMMON STOCK INR1.0 0.017% 85.361%

1573 EMBOTELLADORA ANDINA ADR B ADR 0.017% 85.379%

1574 SESODA CORP COMMON STOCK TWD10. 0.017% 85.396%

1575 CHANG WAH ELECTROMATERIALS COMMON STOCK TWD10. 0.017% 85.413%

1576 BEIJING URBAN CONSTRUCTION H COMMON STOCK CNY1.0 0.017% 85.430%

1577 TAMIL NADU NEWSPRINT + PAPER COMMON STOCK INR10. 0.017% 85.447%

1578 SINDOH CO LTD COMMON STOCK KRW5000.0 0.017% 85.465%

1579 AMVIG HOLDINGS LTD COMMON STOCK HKD.01 0.017% 85.482%

Page 33: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1580 TURVO INTERNATIONAL CO LTD COMMON STOCK TWD10. 0.017% 85.499%

1581 KORTEK CORP COMMON STOCK KRW500. 0.017% 85.516%

1582 HOLDSPORT LTD COMMON STOCK 0.017% 85.533%

1583 NEOWIZ GAMES CORP COMMON STOCK KRW500. 0.017% 85.550%

1584 TOKAI CARBON KOREA CO LTD COMMON STOCK KRW500. 0.017% 85.567%

1585 ADCORP HOLDINGS LTD COMMON STOCK ZAR.025 0.017% 85.584%

1586 GRUPO SECURITY SA COMMON STOCK 0.017% 85.601%

1587 INTAI TECHNOLOGY CORP COMMON STOCK TWD10. 0.017% 85.618%

1588 ENTIE COMMERCIAL BANK COMMON STOCK TWD10. 0.017% 85.635%

1589 RUN LONG CONSTRUCTION CO LTD COMMON STOCK TWD10. 0.017% 85.652%

1590 VST INDUSTRIES LTD COMMON STOCK INR10. 0.017% 85.669%

1591 YANCHANG PETROLEUM INTERNATI COMMON STOCK HKD.02 0.017% 85.685%

1592 SAMYANG FOODS CO LTD COMMON STOCK KRW5000. 0.017% 85.702%

1593 ABILITY ENTERPRISE CO LTD COMMON STOCK TWD10.0 0.017% 85.719%

1594 PRISM CEMENT LTD COMMON STOCK INR10. 0.017% 85.736%

1595 HANDOK INC COMMON STOCK KRW500. 0.017% 85.753%

1596 KEYEAST CO LTD COMMON STOCK KRW100. 0.017% 85.769%

1597 SEBANG CO LTD COMMON STOCK KRW500. 0.017% 85.786%

1598 HAP SENG PLANTATIONS HLDGS COMMON STOCK MYR1. 0.017% 85.803%

1599 CHINA FIBER OPTIC NETWORK SY COMMON STOCK USD.001 0.017% 85.820%

1600 ENERGI MEGA PERSADA TBK PT COMMON STOCK IDR100. 0.017% 85.836%

1601 APAR INDUSTRIES LTD COMMON STOCK INR10. 0.017% 85.853%

1602 CHINA RARE EARTH HLDGS LTD COMMON STOCK HKD.1 0.017% 85.870%

1603 GILLETTE INDIA LTD COMMON STOCK INR10. 0.017% 85.887%

1604 SUNG KWANG BEND CO LTD COMMON STOCK KRW500. 0.017% 85.903%

1605 CHUN YUAN STEEL COMMON STOCK TWD10. 0.017% 85.920%

1606 CHEN FULL INTERNATIONAL CO COMMON STOCK TWD10. 0.017% 85.937%

1607 INGERSOLL RAND INDIA LTD COMMON STOCK INR10. 0.017% 85.953%

1608 SAMPOERNA AGRO TBK PT COMMON STOCK IDR200. 0.017% 85.970%

1609 APEX BIOTECHNOLOGY CORP COMMON STOCK TWD10.0 0.017% 85.987%

1610 UMW OIL + GAS CORP BHD COMMON STOCK MYR.5 0.017% 86.003%

1611 CIA PARANAENSE DE ENERGIA COMMON STOCK 0.017% 86.020%

1612 TENWOW INTERNATIONAL HOLDING COMMON STOCK HKD.1 0.017% 86.036%

1613 JAYA TIASA HOLDINGS BHD COMMON STOCK MYR1. 0.017% 86.053%

1614 BENAKAT INTEGRA TBK PT COMMON STOCK IDR100.0 0.017% 86.070%

1615 PACIFIC HOSPITAL SUPPLY CO COMMON STOCK TWD10. 0.017% 86.086%

1616 DONGKUK STRUCTURES + CONSTRU COMMON STOCK KRW500. 0.017% 86.103%

1617 BEKASI FAJAR INDUSTRIAL ESTA COMMON STOCK IDR100.0 0.017% 86.119%

1618 SHINING BUILDING BUSINESS CO COMMON STOCK TWD10.0 0.016% 86.136%

1619 WEIKENG INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.016% 86.152%

1620 ALLTOP TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.016% 86.169%

1621 KAREX BHD COMMON STOCK MYR.25 0.016% 86.185%

1622 GUJARAT NARMADA VALLEY FERT COMMON STOCK INR10. 0.016% 86.202%

1623 GRAND PARADE INVESTMENTS LTD COMMON STOCK ZAR.00025 0.016% 86.218%

1624 STATE BANK OF TRAVANCORE COMMON STOCK INR10.0 0.016% 86.235%

1625 COREANA COSMETICS CO LTD COMMON STOCK KRW500. 0.016% 86.251%

1626 PHARMANIAGA BERHAD COMMON STOCK MYR.5 0.016% 86.267%

1627 SHANGHAI FUDAN ZHANGJIANG H COMMON STOCK CNY.1 0.016% 86.284%

1628 E LIFE MALL CORPORATION COMMON STOCK TWD10. 0.016% 86.300%

1629 SHINSUNG SOLAR ENERGY CO LTD COMMON STOCK KRW500.0 0.016% 86.317%

Page 34: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1630 BANCO PAN SA PREFERENCE 0.016% 86.333%

1631 PACIFIC ONLINE COMMON STOCK HKD.01 0.016% 86.349%

1632 KS TERMINALS INC COMMON STOCK TWD10. 0.016% 86.366%

1633 ITE TECHNOLOGY INC COMMON STOCK TWD10. 0.016% 86.382%

1634 EVA PRECISION INDUSTRIAL HLD COMMON STOCK HKD.1 0.016% 86.398%

1635 KYUNGBANG LTD COMMON STOCK KRW500.0 0.016% 86.414%

1636 SIMPLO TECHNOLOGY CO LTD COMMON STOCK TWD10.0 0.016% 86.431%

1637 UNIVERSAL MEDICAL FINANCIAL COMMON STOCK 0.016% 86.447%

1638 HAICHANG OCEAN PARK HOLDINGS COMMON STOCK USD.0001 0.016% 86.463%

1639 MASISA SA COMMON STOCK 0.016% 86.479%

1640 VITZROCELL CO LTD COMMON STOCK KRW500.0 0.016% 86.495%

1641 EXCELSIOR MEDICAL CO LTD COMMON STOCK TWD10. 0.016% 86.512%

1642 SHOWBOX CORP COMMON STOCK KRW500.0 0.016% 86.528%

1643 JCONTENTREE CORP COMMON STOCK KRW500.0 0.016% 86.544%

1644 WUZHOU INTERNATIONAL HOLDING COMMON STOCK USD.01 0.016% 86.560%

1645 ROBINSONS RETAIL HOLDINGS IN COMMON STOCK PHP1.0 0.016% 86.576%

1646 MCOT PCL FOREIGN FOREIGN SH. THB5.0 A 0.016% 86.592%

1647 TAINAN ENTERPRISES CO LTD COMMON STOCK TWD10. 0.016% 86.609%

1648 QINGLING MOTORS CO LTD H COMMON STOCK CNY1. 0.016% 86.625%

1649 SHIPPING CORP OF INDIA LTD COMMON STOCK INR10. 0.016% 86.641%

1650 DE LICACY INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.016% 86.657%

1651 MARFIN INVESTMENT GROUP HOLD COMMON STOCK EUR.3 0.016% 86.673%

1652 MEGAWIDE CONSTRUCTION CORP COMMON STOCK PHP1. 0.016% 86.689%

1653 JOHNSON HEALTH TECH CO LTD COMMON STOCK TWD10. 0.016% 86.705%

1654 E TEC E+C LTD COMMON STOCK KRW5000. 0.016% 86.721%

1655 KINGPAK TECHNOLOGY INC COMMON STOCK TWD10.0 0.016% 86.737%

1656 TELESITES SAB DE CV COMMON STOCK 0.016% 86.753%

1657 DAESANG HOLDINGS CO LTD COMMON STOCK KRW1000.0 0.016% 86.769%

1658 SHOUGANG CONCORD INTL ENT CO COMMON STOCK 0.016% 86.785%

1659 BOYAA INTERACTIVE INTERNATIO COMMON STOCK USD.00005 0.016% 86.801%

1660 ALARKO HOLDING COMMON STOCK TRY1. 0.016% 86.817%

1661 TITAGARH WAGONS LTD COMMON STOCK INR2.0 0.016% 86.833%

1662 DMS CO LTD COMMON STOCK KRW500. 0.016% 86.849%

1663 WELLCALL HOLDINGS BHD COMMON STOCK MYR.2 0.016% 86.864%

1664 YIP S CHEMICAL HOLDINGS LTD COMMON STOCK HKD.1 0.016% 86.880%

1665 EVEREADY INDUSTRIES INDIA COMMON STOCK INR5.0 0.016% 86.896%

1666 UNITED ORTHOPEDIC CORP COMMON STOCK TWD10. 0.016% 86.912%

1667 CHUNG HWA PULP COMMON STOCK TWD10. 0.016% 86.928%

1668 NATURALENDO TECH CO LTD COMMON STOCK KRW500.0 0.016% 86.943%

1669 TAIYEN BIOTECH CO LTD COMMON STOCK TWD10. 0.016% 86.959%

1670 SG CORP COMMON STOCK KRW500. 0.016% 86.975%

1671 AKSA ENERJI URETIM AS COMMON STOCK TRY1. 0.016% 86.991%

1672 CHINA SANJIANG FINE CHEMICAL COMMON STOCK HKD.1 0.016% 87.006%

1673 SYNTEC CONSTRUCTION PCL FOR FOREIGN SH. THB1.0 A 0.016% 87.022%

1674 YOULCHON CHEMICAL CO LTD COMMON STOCK KRW500. 0.016% 87.038%

1675 WOORIDUL PHARMACEUTICAL LTD COMMON STOCK KRW500. 0.016% 87.054%

1676 TAN CHONG MOTOR HOLDINGS BHD COMMON STOCK MYR.5 0.016% 87.069%

1677 ENERGA SA COMMON STOCK PLN10.92 0.016% 87.085%

1678 CHINA PIONEER PHARMA HOLDING COMMON STOCK USD.01 0.016% 87.101%

1679 PSG GROUP LTD COMMON STOCK ZAR.01 0.016% 87.116%

Page 35: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1680 SALCON BHD COMMON STOCK MYR.5 0.016% 87.132%

1681 OCL INDIA LTD COMMON STOCK INR2. 0.016% 87.148%

1682 DAEWOONG CO LTD COMMON STOCK KRW2500. 0.016% 87.163%

1683 KOREA INFORMATION+COMMUNICAT COMMON STOCK KRW500.0 0.016% 87.179%

1684 KD HOLDING CORP COMMON STOCK TWD10. 0.016% 87.194%

1685 ROJANA INDUS PARK PCL FORGN FOREIGN SH. THB1.0 A 0.016% 87.210%

1686 PRESTARIANG BHD COMMON STOCK MYR.1 0.016% 87.225%

1687 PYEONG HWA AUTOMOTIVE CO LTD COMMON STOCK KRW500. 0.015% 87.241%

1688 MK ELECTRON CO LTD COMMON STOCK KRW500. 0.015% 87.256%

1689 PARU CO LTD COMMON STOCK KRW500.0 0.015% 87.272%

1690 DCM SHRIRAM LTD COMMON STOCK INR2.0 0.015% 87.287%

1691 KEE TAI PROPERTIES CO LTD COMMON STOCK TWD10.0 0.015% 87.303%

1692 EMPRESAS HITES SA COMMON STOCK 0.015% 87.318%

1693 SAHA UNION CORP PCL FOR REG FOREIGN SH. THB10.0 A 0.015% 87.334%

1694 SK MATERIALS CO LTD COMMON STOCK KRW500.0 0.015% 87.349%

1695 SCI PHARMTECH INC COMMON STOCK TWD10. 0.015% 87.365%

1696 WALTON ADVANCED ENGINEERING COMMON STOCK TWD10. 0.015% 87.380%

1697 SOCOVESA SA COMMON STOCK CLP1.0 0.015% 87.395%

1698 UNION SEMICONDUCTOR EQUIPMEN COMMON STOCK KRW500. 0.015% 87.411%

1699 KYONGBO PHARMACEUTICAL CO LT COMMON STOCK KRW500.0 0.015% 87.426%

1700 INSAS BHD COMMON STOCK MYR1.0 0.015% 87.442%

1701 FORMOSA ADVANCED TECH CO LTD COMMON STOCK TWD10. 0.015% 87.457%

1702 CH. KARNCHANG PUB CO FORGN FOREIGN SH. THB1.0 A 0.015% 87.472%

1703 SUNSPRING METAL CORP COMMON STOCK TWD10. 0.015% 87.488%

1704 REYON PHARMACEUTICAL CO LTD COMMON STOCK KRW500. 0.015% 87.503%

1705 SH ENERGY + CHEMICAL CO LTD COMMON STOCK KRW500. 0.015% 87.518%

1706 TTCL PCL NVDR NVDR THB1.0 0.015% 87.534%

1707 JAHWA ELECTRONICS CO LTD COMMON STOCK KRW500. 0.015% 87.549%

1708 BANK OF KAOHSIUNG COMMON STOCK TWD10. 0.015% 87.564%

1709 COXON PRECISE INDUSTRIAL CO COMMON STOCK TWD10. 0.015% 87.580%

1710 CYBERTAN TECHNOLOGY INC COMMON STOCK TWD10. 0.015% 87.595%

1711 SONATA SOFTWARE LTD COMMON STOCK INR1. 0.015% 87.610%

1712 INTEGRATED SERVICE TECHNOLOG COMMON STOCK TWD10. 0.015% 87.625%

1713 TOPBI INTERNATIONAL HOLDINGS COMMON STOCK TWD10.0 0.015% 87.640%

1714 DAPHNE INTERNATIONAL HOLDING COMMON STOCK HKD.1 0.015% 87.656%

1715 TAIWAN FIRE + MARINE INSURAN COMMON STOCK TWD10. 0.015% 87.671%

1716 AIRASIA X BHD COMMON STOCK MYR.15 0.015% 87.686%

1717 FOXSEMICON INTEGRATED TECH COMMON STOCK TWD10.0 0.015% 87.701%

1718 CYBERPOWER SYSTEMS INC COMMON STOCK TWD10. 0.015% 87.716%

1719 LPI CAPITAL BERHAD COMMON STOCK MYR1. 0.015% 87.732%

1720 GULF OIL LUBRICANTS INDIA LT COMMON STOCK INR2.0 0.015% 87.747%

1721 SUNONWEALTH ELECTRIC MACHINE COMMON STOCK TWD10. 0.015% 87.762%

1722 UNITY OPTO TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.015% 87.777%

1723 RFM CORPORATION COMMON STOCK PHP1. 0.015% 87.792%

1724 RS PCL FOREIGN SHS FOREIGN SH. THB1.0 A 0.015% 87.807%

1725 NIIT LTD COMMON STOCK INR2. 0.015% 87.822%

1726 HARIM CO LTD COMMON STOCK KRW500.0 0.015% 87.837%

1727 CGN NEW ENERGY HOLDINGS CO L COMMON STOCK HKD.0001 0.015% 87.852%

1728 PARANAPANEMA S.A. COMMON STOCK 0.015% 87.867%

1729 SITI NETWORKS LTD COMMON STOCK INR1.0 0.015% 87.883%

Page 36: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1730 PEGASUS HAVA TASIMACILIGI AS COMMON STOCK TRY1. 0.015% 87.898%

1731 SHUNFENG INTERNATIONAL CLEAN COMMON STOCK HKD.01 0.015% 87.913%

1732 DFI INC COMMON STOCK TWD10. 0.015% 87.928%

1733 EAST WEST BANKING CORP COMMON STOCK PHP10.0 0.015% 87.943%

1734 KTB INVESTMENT + SECURITIES COMMON STOCK KRW5000. 0.015% 87.958%

1735 LONGWELL CO COMMON STOCK TWD10. 0.015% 87.973%

1736 ISU CHEMICAL CO LTD COMMON STOCK KRW5000.0 0.015% 87.988%

1737 JBF INDUSTRIES LTD COMMON STOCK INR10. 0.015% 88.003%

1738 CHANNEL WELL TECHNOLOGY CO COMMON STOCK TWD10. 0.015% 88.017%

1739 MIN XIN HOLDINGS LTD COMMON STOCK 0.015% 88.032%

1740 LOXLEY PUBLIC CO LTD FOREIGN FOREIGN SH. THB1.0 A 0.015% 88.047%

1741 JAKS RESOURCES BHD COMMON STOCK MYR1. 0.015% 88.062%

1742 JVM CO LTD COMMON STOCK KRW500. 0.015% 88.077%

1743 HYUNDAI ENGINEERING PLASTICS COMMON STOCK KRW500. 0.015% 88.092%

1744 IMPEXMETAL SA COMMON STOCK PLN.4 0.015% 88.107%

1745 TERNA ENERGY SA COMMON STOCK EUR.3 0.015% 88.122%

1746 TIAN AN CHINA INVESTMENT COMMON STOCK 0.015% 88.136%

1747 DNF CO LTD COMMON STOCK KRW500.0 0.015% 88.151%

1748 UBIQUOSS INC COMMON STOCK KRW500. 0.015% 88.166%

1749 JOYCITY CORP COMMON STOCK KRW500.0 0.015% 88.181%

1750 A.G.V. PRODUCTS COMMON STOCK TWD10. 0.015% 88.196%

1751 TRIAS SENTOSA TBK PT COMMON STOCK IDR100. 0.015% 88.210%

1752 MELFAS INC COMMON STOCK KRW500. 0.015% 88.225%

1753 ASTRA AGRO LESTARI TBK PT COMMON STOCK IDR500. 0.015% 88.240%

1754 GIANTPLUS TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.015% 88.255%

1755 RAIN INDUSTRIES LTD COMMON STOCK INR2.0 0.015% 88.269%

1756 BARUNSON ENTERTAINMENT + ART COMMON STOCK KRW500.0 0.015% 88.284%

1757 GODFREY PHILLIPS INDIA LTD COMMON STOCK INR2.0 0.015% 88.299%

1758 KISCO CORP COMMON STOCK KRW5000. 0.015% 88.313%

1759 JESS LINK PRODUCTS CO LTD COMMON STOCK TWD10. 0.015% 88.328%

1760 AFFIN HOLDINGS BERHAD COMMON STOCK MYR1. 0.015% 88.343%

1761 APOLLO HOSPITALS ENTERPRISE COMMON STOCK INR5. 0.015% 88.357%

1762 CHINA SILVER GROUP LTD COMMON STOCK HKD.01 0.015% 88.372%

1763 BH CO LTD COMMON STOCK KRW500. 0.015% 88.387%

1764 TTET UNION CORPORATION COMMON STOCK TWD10. 0.015% 88.401%

1765 KANGDA INTERNATIONAL ENVIRON COMMON STOCK HKD.01 0.015% 88.416%

1766 JYP ENTERTAINMENT CORP COMMON STOCK KRW500. 0.015% 88.431%

1767 MOTILAL OSWAL FINANCIAL SERV COMMON STOCK INR1. 0.015% 88.445%

1768 IA INC COMMON STOCK KRW500. 0.015% 88.460%

1769 MUNSUN CAPITAL GROUP LTD COMMON STOCK HKD.125 0.015% 88.474%

1770 PARKSON RETAIL GROUP LTD COMMON STOCK HKD.02 0.015% 88.489%

1771 CAMMSYS CORP COMMON STOCK KRW500. 0.015% 88.503%

1772 LION CHEMTECH CO LTD COMMON STOCK KRW500.0 0.015% 88.518%

1773 PULMUONE CO LTD COMMON STOCK KRW5000.0 0.015% 88.532%

1774 SPIGEN KOREA CO LTD COMMON STOCK KRW500.0 0.014% 88.547%

1775 SAMICK MUSICAL INSTRUMENTS COMMON STOCK KRW500. 0.014% 88.561%

1776 KWONG FONG INDUSTRIES COMMON STOCK TWD10. 0.014% 88.576%

1777 M.C.S. STEEL PCL FOREIGN FOREIGN SH. THB1.0 A 0.014% 88.590%

1778 PIRAMAL ENTERPRISES LTD COMMON STOCK INR2. 0.014% 88.605%

1779 ORIENT CEMENT LTD COMMON STOCK INR1. 0.014% 88.619%

Page 37: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1780 INTOPS CO LTD COMMON STOCK KRW500. 0.014% 88.633%

1781 MBM RESOURCES BERHAD COMMON STOCK MYR1. 0.014% 88.648%

1782 UCHI TECHNOLOGIES BHD COMMON STOCK MYR.2 0.014% 88.662%

1783 NEPES CORP COMMON STOCK KRW500.0 0.014% 88.677%

1784 HELBOR EMPREENDIMENTOS SA COMMON STOCK 0.014% 88.691%

1785 ORIENTBIO INC COMMON STOCK KRW500. 0.014% 88.705%

1786 BOARDTEK ELECTRONICS CORP COMMON STOCK TWD10. 0.014% 88.720%

1787 ICHITAN GROUP PCL FOREIGN FOREIGN SH. THB1.0 A 0.014% 88.734%

1788 BATI CIMENTO COMMON STOCK TRY1. 0.014% 88.748%

1789 KANGNAM JEVISCO CO LTD COMMON STOCK KRW1000.0 0.014% 88.763%

1790 CIA SANEAMENTO DO PARANA PRF PREFERENCE 0.014% 88.777%

1791 HEUNG A SHIPPING CO LTD COMMON STOCK KRW500. 0.014% 88.791%

1792 TAIWAN PULP + PAPER CORP COMMON STOCK TWD10. 0.014% 88.806%

1793 WONIK QNC CORP COMMON STOCK KRW500. 0.014% 88.820%

1794 SHENG YU STEEL CO LTD COMMON STOCK TWD10. 0.014% 88.834%

1795 KARMARTS PCL FOREIGN FOREIGN SH. THB.6 A 0.014% 88.849%

1796 BIZIM TOPTAN SATIS MAGAZALAR COMMON STOCK TRY1. 0.014% 88.863%

1797 NEOPHARM CO LTD COMMON STOCK KRW500. 0.014% 88.877%

1798 GLOBAL BRANDS MANUFACTURE COMMON STOCK TWD10. 0.014% 88.891%

1799 XINJIANG XINXIN MINING IND H COMMON STOCK CNY.25 0.014% 88.906%

1800 CHINA ELECTRONICS CORP HOLDI COMMON STOCK HKD.01 0.014% 88.920%

1801 CHOONG ANG VACCINE LAB COMMON STOCK KRW500. 0.014% 88.934%

1802 FSP TECHNOLOGY INC COMMON STOCK TWD10. 0.014% 88.948%

1803 INDIAN OVERSEAS BANK COMMON STOCK INR10. 0.014% 88.962%

1804 KOENTEC CO LTD COMMON STOCK KRW500. 0.014% 88.977%

1805 CHIMEI MATERIALS TECHNOLOGY COMMON STOCK TWD10. 0.014% 88.991%

1806 PAIHO SHIH HOLDINGS CORP COMMON STOCK TWD10.0 0.014% 89.005%

1807 HANALL BIOPHARMA CO LTD COMMON STOCK KRW500. 0.014% 89.019%

1808 COASTAL CONTRACTS BHD COMMON STOCK MYR.2 0.014% 89.033%

1809 AGORA SA COMMON STOCK PLN1. 0.014% 89.047%

1810 ANAM ELECTRONICS CO LTD COMMON STOCK KRW500. 0.014% 89.061%

1811 ALEXANDER FORBES GROUP HOLDI COMMON STOCK 0.014% 89.075%

1812 CHICONY POWER TECHNOLOGY CO COMMON STOCK TWD10.0 0.014% 89.089%

1813 GOLFZONYUWONHOLDINGS CO LTD COMMON STOCK KRW500.0 0.014% 89.103%

1814 ISC CO LTD COMMON STOCK KRW500. 0.014% 89.117%

1815 ATHENS WATER SUPPLY + SEWAGE COMMON STOCK EUR.6 0.014% 89.131%

1816 HWASUNG INDUSTRIAL CO LTD COMMON STOCK KRW5000. 0.014% 89.145%

1817 DONGKUK INDUSTRIES CO LTD COMMON STOCK KRW1000. 0.014% 89.159%

1818 ZIPPY TECHNOLOGY CORP COMMON STOCK TWD10. 0.014% 89.173%

1819 KUO TOONG INTL CO LTD COMMON STOCK TWD10. 0.014% 89.187%

1820 FORTH SMART SERVICE FOREIGN FOREIGN SH. THB.5 A 0.014% 89.201%

1821 CORP INTERAMERICANA ENTRET B COMMON STOCK 0.014% 89.215%

1822 BAJAJ ELECTRICALS LTD COMMON STOCK INR2.0 0.014% 89.229%

1823 DSK CO LTD COMMON STOCK KRW500.0 0.014% 89.243%

1824 GSD HOLDING AS COMMON STOCK TRY1.0 0.014% 89.257%

1825 AUTECH CORP COMMON STOCK KRW500. 0.014% 89.271%

1826 ELGI EQUIPMENTS LTD COMMON STOCK INR1. 0.014% 89.284%

1827 PEPSI COLA PRODUCTS PHILIPPI COMMON STOCK PHP.15 0.014% 89.298%

1828 MULPHA INTERNATIONAL BHD COMMON STOCK MYR.5 0.014% 89.312%

1829 MARKETECH INTERNATIONAL CORP COMMON STOCK TWD10. 0.014% 89.326%

Page 38: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1830 AJ RENT A CAR CO LTD COMMON STOCK KRW500. 0.014% 89.340%

1831 TIAN SHAN DEVELOPMENT HOLD COMMON STOCK HKD.1 0.014% 89.353%

1832 PACIFIC CONSTRUCTION COMMON STOCK TWD10.0 0.014% 89.367%

1833 PRAJ INDUSTRIES LTD COMMON STOCK INR2. 0.014% 89.381%

1834 GREAT CHINA METAL INDUSTRY COMMON STOCK TWD10. 0.014% 89.395%

1835 LANNA RESOURCES PCL/THE FORE FOREIGN SH. THB1.0 A 0.014% 89.408%

1836 SAM CHUN DANG PHARM CO LTD COMMON STOCK KRW500. 0.014% 89.422%

1837 INNODISK CORP COMMON STOCK TWD10.0 0.014% 89.436%

1838 SHINSUNG TONGSANG CO LTD COMMON STOCK KRW500. 0.014% 89.450%

1839 NEXON GT CO LTD COMMON STOCK KRW500.0 0.014% 89.463%

1840 FULLTECH FIBER GLASS CORP COMMON STOCK TWD10. 0.014% 89.477%

1841 ILJIN HOLDINGS CO LTD COMMON STOCK KRW1000. 0.014% 89.490%

1842 SPRINGLAND INTERNATIONAL HOL COMMON STOCK HKD.01 0.014% 89.504%

1843 TOVIS CO LTD COMMON STOCK KRW500.0 0.014% 89.517%

1844 STARK TECHNOLOGY INC COMMON STOCK TWD10. 0.014% 89.531%

1845 WELL SHIN TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.013% 89.544%

1846 DAEA TI CO LTD COMMON STOCK KRW100.0 0.013% 89.558%

1847 YOUYUAN INTERNATIONAL HOLDIN COMMON STOCK HKD.1 0.013% 89.571%

1848 WILLBES + CO LTD/THE COMMON STOCK KRW1000. 0.013% 89.585%

1849 MALINDO FEEDMILL TBK PT COMMON STOCK IDR20.0 0.013% 89.598%

1850 SAM YOUNG ELECTRONICS CO LTD COMMON STOCK KRW500. 0.013% 89.612%

1851 GWANGJUSHINSEGAE CO LTD COMMON STOCK KRW5000. 0.013% 89.625%

1852 HUVITZ CO LTD COMMON STOCK 0.013% 89.639%

1853 KG CHEMICAL CORP COMMON STOCK KRW5000. 0.013% 89.652%

1854 PROPERTY PERFECT PCL FOREIGN FOREIGN SH. THB1.0 A 0.013% 89.665%

1855 SUNJIN CO LTD COMMON STOCK KRW500. 0.013% 89.679%

1856 SEOUL AUCTION CO LTD COMMON STOCK KRW500.0 0.013% 89.692%

1857 DAEHAN STEEL CO LTD COMMON STOCK KRW1000. 0.013% 89.706%

1858 MAOYE INTERNATIONAL HLDGS COMMON STOCK HKD.1 0.013% 89.719%

1859 SBS MEDIA HOLDINGS CO LTD COMMON STOCK KRW500.0 0.013% 89.732%

1860 NICHIDENBO CORP COMMON STOCK TWD10. 0.013% 89.745%

1861 NONG WOO BIO CO LTD COMMON STOCK KRW500. 0.013% 89.759%

1862 MAHARASHTRA SEAMLESS LTD COMMON STOCK INR5. 0.013% 89.772%

1863 STANDARD CHEMICAL + PHARMA COMMON STOCK TWD10. 0.013% 89.785%

1864 TAKE SOLUTIONS LTD COMMON STOCK INR1. 0.013% 89.799%

1865 DEEPAK FERTILISERS + PETRO COMMON STOCK INR10. 0.013% 89.812%

1866 KWANG MYUNG ELECTRIC CO LTD COMMON STOCK KRW500.0 0.013% 89.825%

1867 AUDIX CORP COMMON STOCK TWD10. 0.013% 89.839%

1868 PARKSON HOLDINGS BHD COMMON STOCK MYR1. 0.013% 89.852%

1869 EASTERN MEDIA INTERNATIONAL COMMON STOCK TWD10. 0.013% 89.865%

1870 DAE IL CORP COMMON STOCK KRW500. 0.013% 89.878%

1871 INTERCONEXION ELECTRICA SA COMMON STOCK COP32.8 0.013% 89.892%

1872 CHIA CHANG CO LTD COMMON STOCK TWD10. 0.013% 89.905%

1873 HOTELES CITY EXPRESS SAB DE COMMON STOCK 0.013% 89.918%

1874 FIRMA OPONIARSKA DEBICA SA COMMON STOCK PLN8. 0.013% 89.931%

1875 ZENITRON CORPORATION COMMON STOCK TWD10. 0.013% 89.944%

1876 GOLDLION HOLDINGS LTD COMMON STOCK 0.013% 89.958%

1877 CLARIANT CHEMICALS (I) LTD COMMON STOCK INR10. 0.013% 89.971%

1878 LIFE HEALTHCARE GROUP HOLDIN COMMON STOCK 0.013% 89.984%

1879 ENTERTAINMENT NETWORK INDIA COMMON STOCK INR10. 0.013% 89.997%

Page 39: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1880 E TON SOLAR TECH CO LTD COMMON STOCK TWD10. 0.013% 90.010%

1881 JINDAL POLY FILMS LTD COMMON STOCK INR10. 0.013% 90.023%

1882 FORMOSAN UNION CHEMICAL COMMON STOCK TWD10. 0.013% 90.036%

1883 SONOKONG CO LTD COMMON STOCK KRW500. 0.013% 90.049%

1884 HYUNDAI CORPORATION COMMON STOCK KRW5000. 0.013% 90.062%

1885 ASIA CEMENT CHINA HOLDINGS COMMON STOCK HKD.1 0.013% 90.076%

1886 BAIKSAN CO LTD COMMON STOCK KRW500. 0.013% 90.089%

1887 BHARAT FORGE LTD COMMON STOCK INR2. 0.013% 90.102%

1888 WHIRLPOOL OF INDIA LTD COMMON STOCK INR10. 0.013% 90.115%

1889 IL DONG PHARMACEUTICAL CO LT COMMON STOCK 0.013% 90.128%

1890 HANS BIOMED CORP COMMON STOCK KRW500. 0.013% 90.141%

1891 ZONGTAI REAL ESTATE DEVELOPM COMMON STOCK TWD10.0 0.013% 90.154%

1892 OCEAN PLASTICS CO LTD COMMON STOCK TWD10. 0.013% 90.167%

1893 SML ISUZU LTD COMMON STOCK INR10. 0.013% 90.180%

1894 HS R+A CO LTD COMMON STOCK KRW5000. 0.013% 90.193%

1895 MAHINDRA LIFESPACE DEVELOPER COMMON STOCK INR10.0 0.013% 90.206%

1896 MDS TECHNOLOGY CO LTD COMMON STOCK KRW500. 0.013% 90.219%

1897 HANKOOK COSMETICS CO LTD COMMON STOCK KRW500. 0.013% 90.232%

1898 MERCK LTD COMMON STOCK INR10. 0.013% 90.245%

1899 SYSTEMS TECHNOLOGY INC COMMON STOCK KRW500. 0.013% 90.258%

1900 TK CORPORATION COMMON STOCK KRW500. 0.013% 90.271%

1901 PHILIPPINE SAVINGS BANK COMMON STOCK PHP10. 0.013% 90.284%

1902 TYNTEK CORPORATION COMMON STOCK TWD10. 0.013% 90.297%

1903 KYUNGDONG PHARM CO LTD COMMON STOCK KRW1000. 0.013% 90.310%

1904 SUNDAYTOZ CORP COMMON STOCK KRW500.0 0.013% 90.322%

1905 PROTASCO BHD COMMON STOCK MYR.5 0.013% 90.335%

1906 UCO BANK COMMON STOCK INR10. 0.013% 90.348%

1907 HNA INFRASTRUCTURE COMPANY L COMMON STOCK CNY1.0 0.013% 90.361%

1908 TRUELIGHT CORP COMMON STOCK TWD10.0 0.013% 90.374%

1909 BIG CAMERA CORP PCL FOR FOREIGN SH. THB.1 A 0.013% 90.387%

1910 IHLAS HOLDING COMMON STOCK TRY1. 0.013% 90.400%

1911 ISUPETASYS CO LTD COMMON STOCK KRW1000. 0.013% 90.412%

1912 CHC RESOURCES CORP COMMON STOCK TWD10. 0.013% 90.425%

1913 SEWON CELLONTECH CO LTD COMMON STOCK KRW500.0 0.013% 90.438%

1914 SUNGSHIN CEMENT CO LTD COMMON STOCK KRW5000. 0.013% 90.451%

1915 AMWAY MALAYSIA HOLDINGS BHD COMMON STOCK MYR1.0 0.013% 90.464%

1916 FULGENT SUN INTERNATIONAL COMMON STOCK TWD10. 0.013% 90.476%

1917 HARIM HOLDINGS CO LTD COMMON STOCK KRW500.0 0.013% 90.489%

1918 KEYANG ELECTRIC MACHINERY CO COMMON STOCK KRW500. 0.013% 90.502%

1919 S+S TECH CORP COMMON STOCK KRW500.0 0.013% 90.514%

1920 CHINA PROPERTIES GROUP COMMON STOCK HKD.1 0.013% 90.527%

1921 RADICO KHAITAN LTD COMMON STOCK INR2. 0.013% 90.540%

1922 HUVIS CORP COMMON STOCK KRW5000. 0.013% 90.552%

1923 AKSIGORTA COMMON STOCK TRY1. 0.013% 90.565%

1924 NICKEL ASIA CORP COMMON STOCK PHP.5 0.013% 90.578%

1925 DA CIN CONSTRUCTION CO LTD COMMON STOCK TWD10. 0.013% 90.590%

1926 MICROLIFE CORP COMMON STOCK TWD10. 0.013% 90.603%

1927 O NET TECHNOLOGIES GROUP LTD COMMON STOCK HKD.01 0.013% 90.616%

1928 IONES CO LTD COMMON STOCK KRW500. 0.013% 90.628%

1929 BAKRIE + BROTHERS PT COMMON STOCK 0.013% 90.641%

Page 40: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1930 ATLAS CONS MINING + DEV COMMON STOCK PHP1.0 0.013% 90.653%

1931 WOONGJIN CO LTD COMMON STOCK KRW500.0 0.013% 90.666%

1932 JOY CITY PROPERTY LTD COMMON STOCK HKD.1 0.013% 90.679%

1933 POLNORD SA COMMON STOCK PLN2.0 0.013% 90.691%

1934 CHINA OCEAN RESOURCES CO LTD COMMON STOCK 0.013% 90.704%

1935 ENG ELECTRIC CO LTD COMMON STOCK TWD10. 0.013% 90.716%

1936 APEX INTERNATIONAL CO LTD COMMON STOCK TWD10. 0.013% 90.729%

1937 HYUNDAI HY COMMUNICATIONS + COMMON STOCK KRW500. 0.013% 90.741%

1938 KEPLER WEBER SA COMMON STOCK 0.013% 90.754%

1939 MINGFA GROUP INTERNATIONAL COMMON STOCK HKD.1 0.012% 90.766%

1940 IZMIR DEMIR CELIK SANAYI AS COMMON STOCK TRY1. 0.012% 90.779%

1941 HOLIDAY ENTERTAINMENT CO LTD COMMON STOCK TWD10. 0.012% 90.791%

1942 DASAN NETWORKS INC COMMON STOCK KRW500. 0.012% 90.804%

1943 NEXCOM INTERNATIONAL CO LTD COMMON STOCK TWD10. 0.012% 90.816%

1944 JAYMART PCL FOREIGN FOREIGN SH. THB1.0 A 0.012% 90.829%

1945 IHQ INC COMMON STOCK KRW500. 0.012% 90.841%

1946 Y G 1 CO LTD COMMON STOCK KRW500. 0.012% 90.853%

1947 SRITHAI SUPERWARE PUB CO FOR FOREIGN SH. THB1.0 A 0.012% 90.866%

1948 GRUPO INDUSTRIAL MASECA B COMMON STOCK 0.012% 90.878%

1949 KPX CHEMICAL CO LTD COMMON STOCK KRW5000. 0.012% 90.890%

1950 KING S TOWN CONSTRUCTION CO COMMON STOCK TWD10.0 0.012% 90.903%

1951 SYMPHONY LTD COMMON STOCK INR2.0 0.012% 90.915%

1952 SAMMOK S FORM CO LTD COMMON STOCK KRW500.0 0.012% 90.927%

1953 PT JAYA REAL PROPERTY COMMON STOCK IDR20.0 0.012% 90.939%

1954 ZHONG AN REAL ESTATE LTD COMMON STOCK HKD.1 0.012% 90.951%

1955 MOTONIC CORP COMMON STOCK KRW500. 0.012% 90.964%

1956 JENTECH PRECISION INDUSTRIAL COMMON STOCK TWD10. 0.012% 90.976%

1957 CHINA ANIMATION CHARACTERS C COMMON STOCK HKD.1 0.012% 90.988%

1958 DENA BANK COMMON STOCK INR10. 0.012% 91.000%

1959 CONCORD SECURITIES CO LTD COMMON STOCK TWD10.0 0.012% 91.012%

1960 NUVOTEC CO LTD COMMON STOCK KRW500.0 0.012% 91.024%

1961 ROLTA INDIA LTD COMMON STOCK INR10. 0.012% 91.037%

1962 KAON MEDIA CO LTD COMMON STOCK KRW500. 0.012% 91.049%

1963 HOCHENG CORP COMMON STOCK TWD10. 0.012% 91.061%

1964 ADVANCED NANO PRODUCTS CO LT COMMON STOCK KRW500. 0.012% 91.073%

1965 ZHENGZHOU COAL MINING MACH H COMMON STOCK CNY1.0 0.012% 91.085%

1966 TRANSPORT CORP OF INDIA LTD COMMON STOCK INR2. 0.012% 91.097%

1967 JET AIRWAYS INDIA LTD COMMON STOCK INR10. 0.012% 91.109%

1968 EM TECH CO LTD COMMON STOCK KRW500. 0.012% 91.121%

1969 SINPHAR PHARMACEUTICAL CO COMMON STOCK TWD10. 0.012% 91.133%

1970 SAHA PATHANA INTER HLDG FOR FOREIGN SH. THB1.0 A 0.012% 91.145%

1971 PHILIPPINE STOCK EXCHANGE IN COMMON STOCK PHP1.0 0.012% 91.157%

1972 ALLIANCE FINANCIAL GROUP BHD COMMON STOCK MYR1. 0.012% 91.169%

1973 LANNER ELECTRONICS INC COMMON STOCK TWD10.0 0.012% 91.181%

1974 KINKO OPTICAL CO LTD COMMON STOCK TWD10.0 0.012% 91.193%

1975 SUNREX TECHNOLOGY CORP COMMON STOCK TWD10. 0.012% 91.205%

1976 TIME TECHNOPLAST LTD COMMON STOCK INR1. 0.012% 91.217%

1977 CHUNGHWA PICTURE TUBES LTD COMMON STOCK TWD10. 0.012% 91.229%

1978 S MAC CO LTD COMMON STOCK KRW500. 0.012% 91.241%

1979 TAV HAVALIMANLARI HOLDING AS COMMON STOCK TRY1. 0.012% 91.253%

Page 41: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

1980 GLOBE UNION INDUSTRIAL CORP COMMON STOCK TWD10. 0.012% 91.265%

1981 S CONNECT CO LTD COMMON STOCK KRW200.0 0.012% 91.277%

1982 MALAYSIA MARINE AND HEAVY EN COMMON STOCK MYR.5 0.012% 91.289%

1983 S+T HOLDINGS CO LTD COMMON STOCK KRW500.0 0.012% 91.300%

1984 LPS BRASIL CONS DE IMOVEIS COMMON STOCK 0.012% 91.312%

1985 SEKONIX CO LTD COMMON STOCK KRW500. 0.012% 91.324%

1986 FIRST STEAMSHIP COMMON STOCK TWD10. 0.012% 91.336%

1987 TAIWAN HOPAX CHEMS MFG CO LT COMMON STOCK TWD10. 0.012% 91.348%

1988 C.BANNER INTERNATIONAL HOLDI COMMON STOCK USD.015 0.012% 91.360%

1989 SRE GROUP LTD COMMON STOCK HKD.1 0.012% 91.371%

1990 HUA ENG WIRE + CABLE CO LTD COMMON STOCK TWD10.0 0.012% 91.383%

1991 SHINSEGAE ENGINEERING + CONS COMMON STOCK KRW5000. 0.012% 91.395%

1992 KUNG SING ENGINEERING CORP COMMON STOCK TWD10. 0.012% 91.407%

1993 CHINA GREENLAND BROAD GREENS COMMON STOCK HKD.025 0.012% 91.418%

1994 ASIA PAPER MANUFACTURING CO COMMON STOCK KRW5000. 0.012% 91.430%

1995 SAMHO INTERNATIONAL CO LTD COMMON STOCK KRW5000. 0.012% 91.442%

1996 MAYBANK KIM ENG SEC THAI FOR FOREIGN SH. THB5.0 A 0.012% 91.454%

1997 GS GLOBAL CORP COMMON STOCK KRW2500. 0.012% 91.465%

1998 TIONG NAM LOGISTICS HOLDINGS COMMON STOCK MYR.2 0.012% 91.477%

1999 WTK HOLDINGS BERHAD COMMON STOCK MYR.5 0.012% 91.489%

2000 CYPARK RESOURCES BHD COMMON STOCK MYR.5 0.012% 91.500%

2001 G SHANK ENTERPRISE CO LTD COMMON STOCK TWD10. 0.012% 91.512%

2002 DA LI DEVELOPMENT CO LTD COMMON STOCK TWD10.0 0.012% 91.524%

2003 MK RESTAURANTS GROUP FOREIGN FOREIGN SH. THB1.0 A 0.012% 91.535%

2004 PINAR SUT MAMULLERI SANAYII COMMON STOCK TRY1. 0.012% 91.547%

2005 SHENGUAN HOLDINGS GROUP LTD COMMON STOCK HKD.01 0.012% 91.559%

2006 SUPREMA INC COMMON STOCK 0.012% 91.570%

2007 SEOWONINTECH CO LTD COMMON STOCK KRW500. 0.012% 91.582%

2008 GLORY SCIENCE CO LTD COMMON STOCK TWD10.0 0.012% 91.593%

2009 SAMICK THK CO LTD COMMON STOCK KRW500. 0.012% 91.605%

2010 SAMT CO LTD COMMON STOCK KRW500.0 0.012% 91.617%

2011 MOBILIANS CO LTD COMMON STOCK KRW500.0 0.012% 91.628%

2012 F+F CO LTD COMMON STOCK KRW500. 0.012% 91.640%

2013 EDOM TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.012% 91.651%

2014 BARUN ELECTRONICS CO LTD COMMON STOCK KRW500.0 0.012% 91.663%

2015 TOPOINT TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.012% 91.674%

2016 GUANGDONG YUEYUN TRANSPORT H COMMON STOCK CNY1.0 0.012% 91.686%

2017 KOREA ALCOHOL INDUSTRIAL COMMON STOCK KRW500. 0.011% 91.697%

2018 POLYTRONICS TECHNOLOGY CORP COMMON STOCK TWD10. 0.011% 91.709%

2019 GAMANIA DIGITAL ENTERTAINMEN COMMON STOCK TWD10. 0.011% 91.720%

2020 MNTECH CO LTD COMMON STOCK KRW500. 0.011% 91.732%

2021 SEMIRARA MINING AND POWER CO COMMON STOCK PHP1.0 0.011% 91.743%

2022 SSANGYONG MOTOR CO COMMON STOCK KRW5000. 0.011% 91.755%

2023 KYUNG IN SYNTHETIC CORP COMMON STOCK KRW500. 0.011% 91.766%

2024 COLOUR LIFE SERVICES GROUP COMMON STOCK HKD.1 0.011% 91.778%

2025 GOZDE GIRISIM SERMAYESI YATI COMMON STOCK ITL1. 0.011% 91.789%

2026 DAE HYUN CO LTD COMMON STOCK KRW500. 0.011% 91.800%

2027 ASIA PLASTIC RECYCLING HOLDI COMMON STOCK TWD10.0 0.011% 91.812%

2028 BIO PAPPEL SAB DE CV COMMON STOCK 0.011% 91.823%

2029 DELTA DUNIA MAKMUR TBK PT COMMON STOCK IDR50. 0.011% 91.835%

Page 42: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2030 ETRON TECHNOLOGY INC COMMON STOCK TWD10. 0.011% 91.846%

2031 SARAMINHR CO LTD COMMON STOCK KRW500. 0.011% 91.858%

2032 TS CORPORATION COMMON STOCK KRW2500. 0.011% 91.869%

2033 EMPRESA DE TELECOM DE BOGOTA COMMON STOCK IDR.542 0.011% 91.880%

2034 RCL FOODS LTD/SOUTH AFRICA COMMON STOCK 0.011% 91.892%

2035 AKENERJI ELEKTRIK URETIM AS COMMON STOCK TRY1. 0.011% 91.903%

2036 DRB HOLDING CO LTD COMMON STOCK KRW500. 0.011% 91.915%

2037 HANJIN P+C CO LTD COMMON STOCK KRW500. 0.011% 91.926%

2038 SIMMTECH HOLDINGS CO LTD COMMON STOCK KRW500.0 0.011% 91.937%

2039 U MING MARINE TRANSPORT CORP COMMON STOCK TWD10. 0.011% 91.949%

2040 ERAJAYA SWASEMBADA TBK PT COMMON STOCK IDR500. 0.011% 91.960%

2041 CANVEST ENVIRONMENTAL PROTEC COMMON STOCK HKD.01 0.011% 91.972%

2042 INDUSTRI JAMU DAN FARMASI SI COMMON STOCK IDR100.0 0.011% 91.983%

2043 BLUECOM CO LTD COMMON STOCK KRW500.0 0.011% 91.994%

2044 LAI FUNG HOLDINGS LIMITED COMMON STOCK HKD.1 0.011% 92.006%

2045 SIWARD CRYSTAL TECHNOLOGY CO COMMON STOCK TWD10. 0.011% 92.017%

2046 HOCK SENG LEE BERHAD COMMON STOCK MYR.2 0.011% 92.028%

2047 HWA SHIN CO LTD COMMON STOCK KRW500. 0.011% 92.040%

2048 CHINA WATER INDUSTRY GROUP L COMMON STOCK HKD.5 0.011% 92.051%

2049 HSIN YUNG CHIEN CO LTD COMMON STOCK TWD10. 0.011% 92.062%

2050 HAI O ENTERPRISE BHD COMMON STOCK MYR.5 0.011% 92.073%

2051 SHUTTLE INC COMMON STOCK TWD10. 0.011% 92.085%

2052 VINDA INTERNATIONAL HOLDINGS COMMON STOCK HKD.1 0.011% 92.096%

2053 IS FINANSAL KIRALAMA AS COMMON STOCK TRY1. 0.011% 92.107%

2054 PIRAEUS PORT AUTHORITY SA COMMON STOCK EUR2.0 0.011% 92.119%

2055 DAIHAN PHARMACEUTICAL CO LTD COMMON STOCK KRW500. 0.011% 92.130%

2056 GE T+D INDIA LTD COMMON STOCK INR2.0 0.011% 92.141%

2057 GLOBAL PMX CO LTD COMMON STOCK TWD10.0 0.011% 92.152%

2058 DSR WIRE CORP COMMON STOCK KRW500. 0.011% 92.163%

2059 KUMKANG KIND CO LTD COMMON STOCK KRW5000. 0.011% 92.175%

2060 ACTER CO LTD COMMON STOCK TWD10. 0.011% 92.186%

2061 PREMIUM LEISURE CORP COMMON STOCK PHP.25 0.011% 92.197%

2062 INTERPARK CORP COMMON STOCK KRW500.0 0.011% 92.208%

2063 DONGBU SECURITIES CO LTD COMMON STOCK KRW5000. 0.011% 92.219%

2064 CHUN YU WORKS + CO LTD COMMON STOCK TWD10. 0.011% 92.231%

2065 CHENBRO MICOM CO LTD COMMON STOCK TWD10. 0.011% 92.242%

2066 EMPRESAS AQUACHILE SA COMMON STOCK 0.011% 92.253%

2067 ENEX CO LTD COMMON STOCK KRW500. 0.011% 92.264%

2068 TAIMIDE TECH INC COMMON STOCK TWD10. 0.011% 92.275%

2069 SUNPLUS TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.011% 92.286%

2070 YOUNG POONG PRECISION CORP COMMON STOCK KRW500. 0.011% 92.297%

2071 HYUNDAI BNG STEEL CO LTD COMMON STOCK KRW5000. 0.011% 92.309%

2072 GOLDPAC GROUP LTD COMMON STOCK 0.011% 92.320%

2073 MITRAJAYA HOLDINGS BHD COMMON STOCK MYR.5 0.011% 92.331%

2074 RELAXO FOOTWEARS LTD COMMON STOCK INR1.0 0.011% 92.342%

2075 ETERNIT SA COMMON STOCK 0.011% 92.353%

2076 PELION SA COMMON STOCK PLN2. 0.011% 92.364%

2077 BEC WORLD PCL FOREIGN FOREIGN SH. THB1.0 A 0.011% 92.375%

2078 TAIWAN PROSPERITY CHEMICAL COMMON STOCK TWD10. 0.011% 92.386%

2079 GETIN HOLDING SA COMMON STOCK PLN1. 0.011% 92.397%

Page 43: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2080 MIRAE ASSET SECURITIES CO LT COMMON STOCK KRW5000. 0.011% 92.408%

2081 HT MEDIA LTD COMMON STOCK INR2. 0.011% 92.419%

2082 APCB INC COMMON STOCK TWD10. 0.011% 92.430%

2083 SK D+D CO LTD COMMON STOCK KRW1000.0 0.011% 92.441%

2084 KLEANNARA CO LTD COMMON STOCK KRW5000. 0.011% 92.452%

2085 TALIWORKS CORP BHD COMMON STOCK MYR.2 0.011% 92.463%

2086 SEJONG INDUSTRIAL CO LTD COMMON STOCK KRW500. 0.011% 92.474%

2087 KUMPULAN PERANGSANG SELANGOR COMMON STOCK MYR1.0 0.011% 92.485%

2088 GEOVISION INC COMMON STOCK TWD10. 0.011% 92.496%

2089 HWA FONG RUBBER CO LTD COMMON STOCK TWD10. 0.011% 92.507%

2090 CHINESE MARITIME TRANSPORT COMMON STOCK TWD10. 0.011% 92.518%

2091 POBIS TNC CO LTD COMMON STOCK KRW500. 0.011% 92.529%

2092 PORTWELL INC COMMON STOCK TWD10. 0.011% 92.540%

2093 PHINMA ENERGY CORP COMMON STOCK PHP1.0 0.011% 92.551%

2094 TA YA ELECTRIC WIRE + CABLE COMMON STOCK TWD10. 0.011% 92.562%

2095 BEIJING CAPITAL INTL AIRPO H COMMON STOCK CNY1.0 0.011% 92.573%

2096 LAND + GENERAL BHD COMMON STOCK MYR.2 0.011% 92.584%

2097 EROS INTERNATIONAL MEDIA LTD COMMON STOCK INR10. 0.011% 92.595%

2098 DAEKYUNG MACHINERY + ENGR CO COMMON STOCK KRW500. 0.011% 92.606%

2099 HANSOL HOMEDECO CO LTD COMMON STOCK KRW1000. 0.011% 92.617%

2100 METRO TICARI VE MALI YATIRIM COMMON STOCK 0.011% 92.628%

2101 INTERLINK COMMUNICATION FOR FOREIGN SH. THB1.0 A 0.011% 92.638%

2102 INFINITT HEALTHCARE CO LTD COMMON STOCK KRW500. 0.011% 92.649%

2103 SARAWAK OIL PALMS BERHAD COMMON STOCK MYR1. 0.011% 92.660%

2104 TONG YANG MOOLSAN CO LTD COMMON STOCK KRW500.0 0.011% 92.671%

2105 BPD JAWA TIMUR TBK PT COMMON STOCK IDR250.0 0.011% 92.682%

2106 FIRST TRACTOR CO H COMMON STOCK CNY1.0 0.011% 92.693%

2107 DANEN TECHNOLOGY CORP COMMON STOCK TWD10. 0.011% 92.703%

2108 BAJAJ HINDUSTHAN SUGAR LTD COMMON STOCK INR1.0 0.011% 92.714%

2109 FOUNDING CONSTRUCTION + DEV COMMON STOCK TWD10.0 0.011% 92.725%

2110 INFORTREND TECHNOLOGY INC COMMON STOCK TWD10. 0.011% 92.736%

2111 YANGTZE OPTICAL FIBRE AND H COMMON STOCK CNY1.0 0.011% 92.746%

2112 KG ECO TECHNOLOGY SERVICE CO COMMON STOCK KRW500. 0.011% 92.757%

2113 ADVANCETEK ENTERPRISE CO LTD COMMON STOCK TWD10.0 0.011% 92.768%

2114 GRAND PLASTIC TECHNOLOGY COMMON STOCK TWD10. 0.011% 92.779%

2115 DAEWON MEDIA CO LTD COMMON STOCK KRW500. 0.011% 92.789%

2116 PAPERCOREA INC COMMON STOCK KRW500. 0.011% 92.800%

2117 ACHEM TECHNOLOGY CORP COMMON STOCK TWD10. 0.011% 92.811%

2118 SENAO NETWORKS INC COMMON STOCK TWD10.0 0.011% 92.821%

2119 D.I CORPORATION COMMON STOCK KRW500. 0.011% 92.832%

2120 DONG YANG STEEL PIPE CO LTD COMMON STOCK KRW500. 0.011% 92.843%

2121 NASMEDIA CO LTD COMMON STOCK KRW500.0 0.011% 92.853%

2122 DUKSAN HI METAL CO LTD COMMON STOCK KRW200. 0.011% 92.864%

2123 ABOV SEMICONDUCTOR CO LTD COMMON STOCK KRW500.0 0.011% 92.875%

2124 UNIPAR CARBOCLORO SA PREFERENCE 0.011% 92.885%

2125 SHILPA MEDICARE LTD COMMON STOCK INR1.0 0.011% 92.896%

2126 DONGSUNG FINETEC CO LTD COMMON STOCK KRW500. 0.011% 92.907%

2127 SATREC INITIATIVE CO LTD COMMON STOCK 0.011% 92.917%

2128 MINWISE CO LTD COMMON STOCK KRW500.0 0.011% 92.928%

2129 APACER TECHNOLOGY INC COMMON STOCK TWD10. 0.011% 92.939%

Page 44: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2130 ISKANDAR WATERFRONT CITY BHD COMMON STOCK MYR.5 0.011% 92.949%

2131 YESCO CO LTD COMMON STOCK KRW5000. 0.011% 92.960%

2132 G TECH OPTOELECTRONICS CORP COMMON STOCK TWD10. 0.011% 92.970%

2133 KOREA ELECTRONIC CERTIFICATI COMMON STOCK KRW500. 0.011% 92.981%

2134 SHINY CHEMICAL INDUSTRIAL CO COMMON STOCK TWD10. 0.011% 92.991%

2135 HITEJINRO HOLDINGS CO LTD COMMON STOCK KRW5000. 0.011% 93.002%

2136 EVERCHINA INTL HOLDINGS CO L COMMON STOCK 0.011% 93.012%

2137 SAMART TELCOMS PCL FOREIGN FOREIGN SH. THB1.0 A 0.010% 93.023%

2138 FEDERAL MOGUL GOETZE INDIA COMMON STOCK INR10. 0.010% 93.033%

2139 QUALIPOLY CHEMICAL CORP COMMON STOCK TWD10. 0.010% 93.044%

2140 DIGITAL POWER COMMUNICATIONS COMMON STOCK KRW500. 0.010% 93.054%

2141 MOIL LTD COMMON STOCK INR10. 0.010% 93.065%

2142 SEWOONMEDICAL CO LTD COMMON STOCK KRW100. 0.010% 93.075%

2143 UGINT CO LTD COMMON STOCK KRW100.0 0.010% 93.086%

2144 OVERSEAS CHINESE TOWN ASIA COMMON STOCK HKD.1 0.010% 93.096%

2145 DONGWHA ENTERPRISE CO LTD COMMON STOCK KRW500.0 0.010% 93.106%

2146 MEDIA CHINESE INTERNATIONAL COMMON STOCK HKD.1 0.010% 93.117%

2147 FILINVEST DEVELOPMENT CORP COMMON STOCK PHP1.0 0.010% 93.127%

2148 AUTOMOBILE + PCB COMMON STOCK KRW500.0 0.010% 93.137%

2149 HORIZON SECURITIES CO LTD COMMON STOCK TWD10.0 0.010% 93.148%

2150 ANAPASS INC COMMON STOCK KRW500. 0.010% 93.158%

2151 MNRB HOLDINGS BHD COMMON STOCK MYR1. 0.010% 93.168%

2152 EVERDIGM CORP COMMON STOCK KRW500. 0.010% 93.179%

2153 REAL NUTRICEUTICAL GROUP LTD COMMON STOCK HKD.01 0.010% 93.189%

2154 GENESYS LOGIC INC COMMON STOCK TWD10. 0.010% 93.200%

2155 COUNTRY GROUP DEVELOPMENT PC FOREIGN SH. THB1.0 A 0.010% 93.210%

2156 CAPITAL FIRST LTD COMMON STOCK INR10.0 0.010% 93.220%

2157 NAIM HOLDINGS BERHAD COMMON STOCK MYR1.0 0.010% 93.230%

2158 FIRSTEC CO LTD COMMON STOCK KRW500. 0.010% 93.241%

2159 ENX GROUP LTD COMMON STOCK ZAR.00001 0.010% 93.251%

2160 TRIGIANT GROUP LTD COMMON STOCK HKD.01 0.010% 93.261%

2161 TIPCO FOODS PCL FOREIGN FOREIGN SH. THB1.0 A 0.010% 93.272%

2162 YUYANG D+U CO LTD COMMON STOCK KRW500.0 0.010% 93.282%

2163 TRC CONSTRUCTION PCL FOREIGN FOREIGN SH. THB.125 A 0.010% 93.292%

2164 NICE TOTAL CASH MANAGEMENT C COMMON STOCK KRW500. 0.010% 93.303%

2165 UJU ELECTRONICS CO LTD COMMON STOCK KRW500. 0.010% 93.313%

2166 SAMCHULY BICYCLE CO LTD COMMON STOCK KRW500. 0.010% 93.323%

2167 HANA MICRON INC COMMON STOCK KRW500. 0.010% 93.333%

2168 KC GREEN HOLDINGS CO LTD COMMON STOCK KRW500. 0.010% 93.344%

2169 SHANGHAI FUDAN MICROELECT H COMMON STOCK CNY.1 0.010% 93.354%

2170 SOMBOON ADV TECH FOREIGN FOREIGN SH. THB1.0 A 0.010% 93.364%

2171 DOOSAN ENGINE CO LTD COMMON STOCK KRW1000. 0.010% 93.374%

2172 NUVOTON TECHNOLOGY CORP COMMON STOCK TWD10. 0.010% 93.385%

2173 PAN PACIFIC CO LTD COMMON STOCK KRW500. 0.010% 93.395%

2174 E LEAD ELECTRONIC CO LTD COMMON STOCK TWD10.0 0.010% 93.405%

2175 HANSAE YES24 HOLDINGS CO LTD COMMON STOCK KRW500. 0.010% 93.415%

2176 SSANGYONG CEMENT IND COMMON STOCK KRW5000. 0.010% 93.426%

2177 MALAYAN FLOUR MILLS BHD COMMON STOCK MYR.5 0.010% 93.436%

2178 BERJAYA LAND BHD COMMON STOCK MYR.5 0.010% 93.446%

2179 KTHITEL CO LTD COMMON STOCK KRW1000. 0.010% 93.456%

Page 45: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2180 RAJESH EXPORTS LTD COMMON STOCK INR1. 0.010% 93.466%

2181 PHARMA RESEARCH PRODUCTS CO COMMON STOCK KRW500.0 0.010% 93.476%

2182 SCIENTECH CORP COMMON STOCK TWD10. 0.010% 93.486%

2183 TATA STEEL THAILAND PCL FRGN FOREIGN SH. THB1.0 A 0.010% 93.496%

2184 CHINA GLASS HOLDINGS LTD COMMON STOCK HKD.05 0.010% 93.506%

2185 OPENBASE INC COMMON STOCK KRW500. 0.010% 93.517%

2186 BF UTILITIES LTD COMMON STOCK INR5.0 0.010% 93.527%

2187 TEXMACO RAIL + ENGINEERING L COMMON STOCK INR1. 0.010% 93.537%

2188 YI JINN IND CO COMMON STOCK TWD10. 0.010% 93.547%

2189 ITD CEMENTATION INDIA LTD COMMON STOCK INR1.0 0.010% 93.557%

2190 TA YIH INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.010% 93.567%

2191 EGALAX EMPIA TECHNOLOGY INC COMMON STOCK TWD10. 0.010% 93.577%

2192 KOREA CIRCUIT CO LTD COMMON STOCK KRW500. 0.010% 93.587%

2193 OPTRON TEC INC COMMON STOCK KRW500. 0.010% 93.597%

2194 REDROVER CO LTD COMMON STOCK KRW500. 0.010% 93.607%

2195 SKP RESOURCES BHD COMMON STOCK MYR.1 0.010% 93.617%

2196 SSANGYONG MATERIALS CORP COMMON STOCK KRW500.0 0.010% 93.627%

2197 TRANSACTION CAPITAL COMMON STOCK 0.010% 93.637%

2198 BENALEC HOLDINGS BHD COMMON STOCK MYR.25 0.010% 93.647%

2199 TIANYI SUMMI HOLDINGS LTD COMMON STOCK HKD.01 0.010% 93.657%

2200 BETTER WORLD GREEN PCL FOREI FOREIGN SH. THB.25 A 0.010% 93.667%

2201 IL DONG HOLDINGS CO LTD COMMON STOCK KRW1000.0 0.010% 93.676%

2202 SILVER GRANT INTL LTD. COMMON STOCK 0.010% 93.686%

2203 INTER FAR EAST ENERGY CORP F FOREIGN SH. THB1.0 A 0.010% 93.696%

2204 TCI EXPRESS LIMITED COMMON STOCK 0.010% 93.706%

2205 MIRAE CORP COMMON STOCK KRW100. 0.010% 93.716%

2206 J.ESTINA CO LTD COMMON STOCK KRW500.0 0.010% 93.726%

2207 SGA CO LTD COMMON STOCK KRW500.0 0.010% 93.736%

2208 HI CLEARANCE INC COMMON STOCK TWD10. 0.010% 93.746%

2209 ALLTEK TECHNOLOGY CORP COMMON STOCK TWD10.0 0.010% 93.755%

2210 DAEHWA PHARM CO LTD COMMON STOCK KRW500. 0.010% 93.765%

2211 KOREA CAST IRON PIPE INDUS COMMON STOCK KRW500. 0.010% 93.775%

2212 ASIA CEMENT CO LTD COMMON STOCK KRW5000.0 0.010% 93.785%

2213 JINLI GROUP HOLDINGS LTD COMMON STOCK TWD10.0 0.010% 93.795%

2214 TURCAS PETROL A.S. COMMON STOCK TRY1. 0.010% 93.805%

2215 LIS CO LTD COMMON STOCK KRW500.0 0.010% 93.814%

2216 GALLANT PRECISION MACHINING COMMON STOCK TWD10. 0.010% 93.824%

2217 TAILIM PACKAGING CO LTD COMMON STOCK KRW500.0 0.010% 93.834%

2218 RFTECH CO LTD COMMON STOCK KRW500. 0.010% 93.844%

2219 SYNOPEX INC COMMON STOCK KRW500. 0.010% 93.853%

2220 P DUKE TECHNOLOGY CO LTD COMMON STOCK TWD10.0 0.010% 93.863%

2221 NK CO LTD COMMON STOCK KRW500. 0.010% 93.873%

2222 TAMBUN INDAH LAND BHD COMMON STOCK MYR.5 0.010% 93.883%

2223 ASIA SERMKIJ LEASING NVDR NVDR 0.010% 93.892%

2224 DAE WON KANG UP CO LTD COMMON STOCK KRW500. 0.010% 93.902%

2225 KOZA ANADOLU METAL MADENCILI COMMON STOCK TRY1. 0.010% 93.912%

2226 WOORY INDUSTRIAL CO LTD COMMON STOCK KRW500.0 0.010% 93.921%

2227 LB SEMICON INC COMMON STOCK KRW500. 0.010% 93.931%

2228 FIRST INSURANCE CO LTD COMMON STOCK TWD10. 0.010% 93.941%

2229 USUN TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.010% 93.950%

Page 46: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2230 NAMSUN ALUMINUM CO LTD COMMON STOCK KRW5000. 0.010% 93.960%

2231 HYVISION SYSTEM INC COMMON STOCK KRW500. 0.010% 93.970%

2232 UNITED MALACCA BHD COMMON STOCK MYR1. 0.010% 93.979%

2233 GRUPO SANBORNS SAB DE CV COMMON STOCK 0.010% 93.989%

2234 DONGFANG ELECTRIC CORP LTD H COMMON STOCK CNY1.0 0.010% 93.999%

2235 TONYMOLY CO LTD COMMON STOCK KRW200.0 0.010% 94.008%

2236 DAYOU AUTOMOTIVE SEAT TECHNO COMMON STOCK KRW500. 0.010% 94.018%

2237 MOORIM P+P CO LTD COMMON STOCK KRW2500. 0.010% 94.028%

2238 KARDEMIR KARABUK DEMIR CL A COMMON STOCK TRY1. 0.010% 94.037%

2239 YOOSUNG ENTERPRISE CO LTD COMMON STOCK KRW500. 0.010% 94.047%

2240 MCI CAPITAL SA COMMON STOCK PLN1.0 0.010% 94.056%

2241 ROTAM GLOBAL AGROSCIENCES LT COMMON STOCK TWD10.0 0.010% 94.066%

2242 CHIA HSIN CEMENT COMMON STOCK TWD10. 0.010% 94.076%

2243 POWER LOGICS CO LTD COMMON STOCK KRW500. 0.010% 94.085%

2244 SOUTHEAST CEMENT CO LTD COMMON STOCK TWD10. 0.010% 94.095%

2245 APEX MEDICAL CORP COMMON STOCK TWD10. 0.010% 94.104%

2246 L+K ENGINEERING CO LTD COMMON STOCK TWD10. 0.010% 94.114%

2247 LEADCORP INC/THE COMMON STOCK KRW500. 0.010% 94.123%

2248 WINS CO LTD COMMON STOCK 0.010% 94.133%

2249 BOMBAY DYEING + MFG CO LTD COMMON STOCK INR2.0 0.010% 94.142%

2250 BORYUNG MEDIENCE CO LTD COMMON STOCK KRW500. 0.010% 94.152%

2251 AVIC INTERNATIONAL HLDGS HK COMMON STOCK HKD.1 0.010% 94.162%

2252 FIRST HOTEL COMMON STOCK TWD10. 0.010% 94.171%

2253 SARKUYSAN ELEKTROLITIK BAKIR COMMON STOCK TRY1. 0.010% 94.181%

2254 MOBILETRON ELECTRONICS CO LT COMMON STOCK TWD10. 0.010% 94.190%

2255 CHUNGDAHM LEARNING INC COMMON STOCK KRW500. 0.010% 94.200%

2256 BENQ MATERIALS CORP COMMON STOCK TWD10.0 0.010% 94.209%

2257 LEISURE + RESORTS WORLD CORP COMMON STOCK PHP1. 0.009% 94.219%

2258 DYNAMIC ELECTRONICS CO LTD COMMON STOCK TWD10. 0.009% 94.228%

2259 DONGYUE GROUP COMMON STOCK HKD.1 0.009% 94.238%

2260 MEGASTUDY CO LTD COMMON STOCK KRW500. 0.009% 94.247%

2261 ESTECHPHARMA CO LTD COMMON STOCK KRW500. 0.009% 94.257%

2262 KYE SYSTEMS CORP COMMON STOCK TWD10. 0.009% 94.266%

2263 META BIOMED CO LTD COMMON STOCK KRW500.0 0.009% 94.275%

2264 SHENMAO TECHNOLOGY INC COMMON STOCK TWD10. 0.009% 94.285%

2265 SEAH HOLDINGS CORP COMMON STOCK KRW5000. 0.009% 94.294%

2266 SPARKLE ROLL GROUP LTD COMMON STOCK HKD.002 0.009% 94.304%

2267 HYUNDAI PHARMACEUTICAL CO LT COMMON STOCK KRW500. 0.009% 94.313%

2268 SOLAR APPLIED MATERIALS TECH COMMON STOCK TWD10. 0.009% 94.323%

2269 EEI CORPORATION COMMON STOCK PHP1. 0.009% 94.332%

2270 MONALISA CO LTD COMMON STOCK KRW500. 0.009% 94.341%

2271 INSPUR INTERNATIONAL LTD COMMON STOCK HKD.01 0.009% 94.351%

2272 BROWAVE CORP COMMON STOCK TWD10.0 0.009% 94.360%

2273 MARKSANS PHARMA LTD COMMON STOCK INR1.0 0.009% 94.369%

2274 TA GLOBAL BHD COMMON STOCK MYR.5 0.009% 94.379%

2275 YONYU PLASTICS CO LTD COMMON STOCK TWD10. 0.009% 94.388%

2276 SHANGRI LA HOTELS (MAL) BHD COMMON STOCK MYR1. 0.009% 94.397%

2277 HANSHIN CONSTRUCTION CO LTD COMMON STOCK KRW5000. 0.009% 94.407%

2278 KODACO CO LTD COMMON STOCK KRW500. 0.009% 94.416%

2279 GRUPO INDUSTRIAL SALTILLO COMMON STOCK 0.009% 94.425%

Page 47: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2280 DALIAN PORT (PDA) CO LTD H COMMON STOCK CNY1.0 0.009% 94.435%

2281 MULTICAMPUS CO LTD COMMON STOCK KRW500.0 0.009% 94.444%

2282 DAYANG ENTERPRISE HLDGS BHD COMMON STOCK MYR.5 0.009% 94.453%

2283 TA I TECHNOLOGY CO LTD COMMON STOCK TWD10.0 0.009% 94.462%

2284 PREMIER MARKETING PCL FOREIG FOREIGN SH. THB1.0 A 0.009% 94.472%

2285 UNITED U LI CORP BHD COMMON STOCK MYR.5 0.009% 94.481%

2286 ASAHIMAS FLAT GLASS TBK PT COMMON STOCK IDR500. 0.009% 94.490%

2287 ABAN OFFSHORE LTD COMMON STOCK INR2. 0.009% 94.499%

2288 SAMYANG TONGSANG CO LTD COMMON STOCK KRW5000. 0.009% 94.509%

2289 CHINA BILLS FINANCE CORP COMMON STOCK TWD10. 0.009% 94.518%

2290 CHAMPION BUILDING MATERIALS COMMON STOCK TWD10. 0.009% 94.527%

2291 LEENOS CORP COMMON STOCK KRW500.0 0.009% 94.536%

2292 MCNEX CO LTD COMMON STOCK KRW500.0 0.009% 94.546%

2293 JINSUNG T.E.C. COMMON STOCK KRW500. 0.009% 94.555%

2294 RASSINI SAB DE CV COMMON STOCK 0.009% 94.564%

2295 ILJIN ELECTRIC CO LTD COMMON STOCK KRW1000. 0.009% 94.573%

2296 AVY PRECISION TECHNOLOGY INC COMMON STOCK TWD10.0 0.009% 94.582%

2297 MALAYSIAN BULK CARRIERS BHD COMMON STOCK MYR.25 0.009% 94.591%

2298 QUANTA STORAGE INC COMMON STOCK TWD10. 0.009% 94.600%

2299 HUHTAMAKI PPL LTD COMMON STOCK INR2.0 0.009% 94.610%

2300 HUA YANG BHD COMMON STOCK MYR1.0 0.009% 94.619%

2301 YIDA CHINA HOLDINGS LTD COMMON STOCK USD.01 0.009% 94.628%

2302 SAMHWA PAINTS INDUSTRIAL CO COMMON STOCK KRW500. 0.009% 94.637%

2303 PARK ELEKTRIK URETIM MADENCI COMMON STOCK TRY1. 0.009% 94.646%

2304 LOT VACUUM CO LTD COMMON STOCK KRW500. 0.009% 94.655%

2305 XURPAS INC COMMON STOCK PHP.1 0.009% 94.664%

2306 WIZIT CO LTD COMMON STOCK KRW500.0 0.009% 94.673%

2307 SUNCHANG CORPORATION COMMON STOCK KRW1000. 0.009% 94.682%

2308 KTIS CORP COMMON STOCK KRW500. 0.009% 94.691%

2309 WAH SEONG CORP BHD COMMON STOCK MYR.5 0.009% 94.700%

2310 SAO CARLOS EMPREENDIMENTOS COMMON STOCK 0.009% 94.709%

2311 CHANGHAE ETHANOL CO LTD COMMON STOCK KRW5000.0 0.009% 94.718%

2312 DIGITAL CHOSUN CO LTD COMMON STOCK KRW500. 0.009% 94.727%

2313 YJM GAMES CO LTD COMMON STOCK KRW100.0 0.009% 94.736%

2314 CHINA FINANCIAL SERVICES HOL COMMON STOCK 0.009% 94.745%

2315 MARDIN CIMENTO SANAYII COMMON STOCK TRY1. 0.009% 94.754%

2316 DAFENG TV LTD COMMON STOCK TWD10.0 0.009% 94.763%

2317 JCY INTERNATIONAL BHD COMMON STOCK MYR.25 0.009% 94.772%

2318 KANG YONG ELECTRIC PCL FORGN FOREIGN SH. THB10.0 A 0.009% 94.781%

2319 VISANG EDUCATION INC COMMON STOCK KRW500. 0.009% 94.790%

2320 LAMDA DEVELOPMENT SA COMMON STOCK EUR.3 0.009% 94.799%

2321 NEOWIZ HOLDINGS CORP COMMON STOCK KRW500.0 0.009% 94.808%

2322 NOROO PAINT + COATINGS CO LT COMMON STOCK KRW500. 0.009% 94.817%

2323 CENTURY SUNSHINE GROUP HOLDI COMMON STOCK HKD.02 0.009% 94.826%

2324 SHIH WEI NAVIGATION CO LTD COMMON STOCK TWD10. 0.009% 94.834%

2325 KSB PUMPS LTD COMMON STOCK INR10. 0.009% 94.843%

2326 CHINA ANIMAL HEALTHCARE LTD COMMON STOCK HKD.1 0.009% 94.852%

2327 CHINA NEW TOWN DEVELOPMENT COMMON STOCK 0.009% 94.861%

2328 HULAMIN LTD COMMON STOCK ZAR.1 0.009% 94.870%

2329 GLOMAC BHD COMMON STOCK MYR.5 0.009% 94.879%

Page 48: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2330 INVESTECH HOLDINGS LTD COMMON STOCK USD.02 0.009% 94.888%

2331 NATION MULTIMEDIA GROUP FRGN FOREIGN SH. THB.53 A 0.009% 94.896%

2332 GVK POWER + INFRASTRUCTURE COMMON STOCK INR1.0 0.009% 94.905%

2333 SHINWHA INTERTEK CORP COMMON STOCK KRW500. 0.009% 94.914%

2334 TAIWAN NAVIGATION CO LTD COMMON STOCK TWD10. 0.009% 94.923%

2335 LUCKY CEMENT CORP COMMON STOCK TWD10. 0.009% 94.931%

2336 SIGONG TECH CO LTD COMMON STOCK KRW500. 0.009% 94.940%

2337 SAMWHA CAPACITOR CO LTD COMMON STOCK KRW1000. 0.009% 94.949%

2338 SILLA CO LTD COMMON STOCK KRW500. 0.009% 94.958%

2339 SHRIRAM CITY UNION FINANCE COMMON STOCK INR10. 0.009% 94.966%

2340 PINAR ENTEGRE ET VE UN SANAY COMMON STOCK TRY1. 0.009% 94.975%

2341 DAERYUK CAN CO LTD COMMON STOCK KRW500. 0.009% 94.984%

2342 MGAME CORP COMMON STOCK KRW500. 0.009% 94.992%

2343 PHIHONG TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.009% 95.001%

2344 SIMPLEX INFRASTRUCTURES LTD COMMON STOCK INR2. 0.009% 95.010%

2345 LEOFOO DEVELOPMENT COMMON STOCK TWD10. 0.009% 95.018%

2346 LE SAUNDA HOLDINGS LTD COMMON STOCK HKD.1 0.009% 95.027%

2347 ECOBIO HOLDINGS CO LTD COMMON STOCK KRW500.0 0.009% 95.036%

2348 KOOK SOON DANG BREWERY CO COMMON STOCK KRW500. 0.009% 95.044%

2349 KOREA MATERIALS + ANALYSIS C COMMON STOCK KRW500. 0.009% 95.053%

2350 DHP KOREA CO LTD COMMON STOCK KRW500.0 0.009% 95.061%

2351 SHINIL INDUSTRIAL CO LTD COMMON STOCK KRW500. 0.009% 95.070%

2352 TCI CO LTD COMMON STOCK TWD10.0 0.009% 95.079%

2353 GRUPO SPORTS WORLD SAB DE CV COMMON STOCK 0.009% 95.087%

2354 AEON CREDIT SERVICE M BHD COMMON STOCK MYR.5 0.009% 95.096%

2355 LELON ELECTRONICS CORP COMMON STOCK TWD10. 0.009% 95.104%

2356 ACES ELECTRONIC CO LTD COMMON STOCK TWD10.0 0.009% 95.113%

2357 MIWON SPECIALTY CHEMICAL CO COMMON STOCK KRW5000. 0.009% 95.121%

2358 EUSU HOLDINGS CO LTD COMMON STOCK KRW2500.0 0.009% 95.130%

2359 LAN FA TEXTILE COMMON STOCK TWD10. 0.009% 95.138%

2360 HUNG CHING DEVELOPMENT + CON COMMON STOCK TWD10.0 0.009% 95.147%

2361 SYSAGE TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.009% 95.156%

2362 PLATINUM GROUP PCL/THE F FOREIGN SH. THB1.0 A 0.009% 95.164%

2363 CHINA GREAT STAR INTERNATION COMMON STOCK USD.1 0.009% 95.173%

2364 LUXNET CORP COMMON STOCK TWD10.0 0.009% 95.181%

2365 HANSHIN MACHINERY CO COMMON STOCK KRW500. 0.009% 95.190%

2366 KESORAM INDUSTRIES LTD COMMON STOCK INR10. 0.009% 95.198%

2367 INDO COUNT INDUSTRIES LTD COMMON STOCK INR2.0 0.008% 95.207%

2368 INDIKA ENERGY TBK PT COMMON STOCK IDR100. 0.008% 95.215%

2369 CHOSUN REFRACTORIES COMMON STOCK KRW5000. 0.008% 95.224%

2370 PKP CARGO SA COMMON STOCK PLN50.0 0.008% 95.232%

2371 KARDEMIR KARABUK DEMIR CL B COMMON STOCK TRY1. 0.008% 95.240%

2372 GRAPHITE INDIA LTD COMMON STOCK INR2. 0.008% 95.249%

2373 TAINERGY TECH CO LTD COMMON STOCK TWD10. 0.008% 95.257%

2374 COCA COLA EMBONOR SA B PREFERENCE 0.008% 95.266%

2375 CVILUX CORP COMMON STOCK TWD10. 0.008% 95.274%

2376 NATURA COSMETICOS SA COMMON STOCK 0.008% 95.283%

2377 BRIGADE ENTERPRISES LTD COMMON STOCK INR10.0 0.008% 95.291%

2378 HOLCIM INDONESIA TBK PT COMMON STOCK IDR500. 0.008% 95.299%

2379 VE WONG CORP COMMON STOCK TWD10. 0.008% 95.308%

Page 49: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2380 KAULIN MANUFACTURING CO LTD COMMON STOCK TWD10. 0.008% 95.316%

2381 YOOSUNG T+S CO LTD COMMON STOCK KRW500. 0.008% 95.325%

2382 QINGDAO PORT INTERNATIONAL H COMMON STOCK CNY1.0 0.008% 95.333%

2383 TOMSON GROUP LTD COMMON STOCK HKD.5 0.008% 95.341%

2384 FEELUX CO LTD COMMON STOCK KRW500. 0.008% 95.350%

2385 SNU PRECISION CO LTD COMMON STOCK KRW500. 0.008% 95.358%

2386 CENTRAL REINSURANCE CO LTD COMMON STOCK TWD10. 0.008% 95.366%

2387 DAEBONGLS CO LTD COMMON STOCK KRW500.0 0.008% 95.375%

2388 GENIC CO LTD COMMON STOCK KRW500. 0.008% 95.383%

2389 RURAL ELECTRIFICATION CORP COMMON STOCK INR10. 0.008% 95.391%

2390 SANGBO CORP COMMON STOCK KRW500. 0.008% 95.400%

2391 PROMISE TECHNOLOGY INC COMMON STOCK TWD10. 0.008% 95.408%

2392 DAE WON CHEMICAL CO LTD COMMON STOCK KRW500.0 0.008% 95.416%

2393 OMNISYSTEM CO LTD COMMON STOCK KRW500.0 0.008% 95.425%

2394 TK CHEMICAL CORP COMMON STOCK KRW500. 0.008% 95.433%

2395 KRETAM HOLDINGS BHD COMMON STOCK MYR.2 0.008% 95.441%

2396 HANSOL SEENTEC CO LTD COMMON STOCK KRW500. 0.008% 95.449%

2397 ACTOZ SOFT CO LTD COMMON STOCK KRW500. 0.008% 95.458%

2398 AGRO TECH FOODS LTD COMMON STOCK INR10. 0.008% 95.466%

2399 CHIEN KUO CONSTRUCTION CO COMMON STOCK TWD10. 0.008% 95.474%

2400 DIMERCO EXPRESS CORP COMMON STOCK TWD10. 0.008% 95.482%

2401 TBH GLOBAL CO LTD COMMON STOCK KRW500.0 0.008% 95.491%

2402 JSW HOLDINGS LTD COMMON STOCK INR10. 0.008% 95.499%

2403 RAFAKO SA COMMON STOCK PLN2. 0.008% 95.507%

2404 RALEC ELECTRONIC CORP COMMON STOCK TWD10. 0.008% 95.515%

2405 BURSA CIMENTO COMMON STOCK TRY1. 0.008% 95.523%

2406 SAN MIGUEL PURE FOODS CO COMMON STOCK PHP10. 0.008% 95.532%

2407 TH PLANTATIONS BHD COMMON STOCK MYR.5 0.008% 95.540%

2408 SPT ENERGY GROUP INC COMMON STOCK USD.0001 0.008% 95.548%

2409 TTFB CO LTD COMMON STOCK TWD10. 0.008% 95.556%

2410 SHINSEGAE INFORMATION + COMM COMMON STOCK KRW5000. 0.008% 95.564%

2411 CHOKWANG PAINT LTD COMMON STOCK KRW500. 0.008% 95.572%

2412 FARMSTORY CO LTD COMMON STOCK KRW500.0 0.008% 95.581%

2413 PAKUWON JATI TBK PT COMMON STOCK IDR25.0 0.008% 95.589%

2414 UNIVERSAL MICROWAVE TECH COMMON STOCK TWD10.0 0.008% 95.597%

2415 DAE YOUNG PACKAGING CO LTD COMMON STOCK KRW500. 0.008% 95.605%

2416 SMEC CO LTD COMMON STOCK KRW500.0 0.008% 95.613%

2417 FURSYS INC COMMON STOCK KRW1000. 0.008% 95.621%

2418 FEEDBACK TECHNOLOGY CORP COMMON STOCK TWD10. 0.008% 95.629%

2419 MMG LTD RIGHT 0.008% 95.637%

2420 BUGS CORP COMMON STOCK KRW500.0 0.008% 95.645%

2421 CHARM ENGINEERING CO LTD COMMON STOCK KRW500. 0.008% 95.653%

2422 AEON THANA SINSAP THA FOREIG FOREIGN SH. THB1.0 A 0.008% 95.661%

2423 TATA TELESERVICES MAHARASHTR COMMON STOCK INR10. 0.008% 95.669%

2424 STARS MICROELECTRONI FOREIGN FOREIGN SH. THB1.0 A 0.008% 95.677%

2425 CHINA STEEL STRUCTURE CO LTD COMMON STOCK TWD10. 0.008% 95.685%

2426 HALLA CORP COMMON STOCK KRW5000.0 0.008% 95.693%

2427 ADDCN TECHNOLOGY CO LTD COMMON STOCK TWD10.0 0.008% 95.701%

2428 JAYPEE INFRATECH LTD COMMON STOCK INR10. 0.008% 95.709%

2429 SHANGHAI DASHENG AGRICULTURA COMMON STOCK CNY.1 0.008% 95.717%

Page 50: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2430 SRIRACHA CONSTRUCTION FOR FOREIGN SH. THB1.0 A 0.008% 95.725%

2431 KENMEC MECHANICAL ENGINEERIN COMMON STOCK TWD10. 0.008% 95.733%

2432 I COMPONENTS CO LTD COMMON STOCK KRW500. 0.008% 95.741%

2433 SOLBORN INC COMMON STOCK KRW500.0 0.008% 95.749%

2434 FROCH ENTERPRISE CO LTD COMMON STOCK TWD10. 0.008% 95.757%

2435 CYPRESS TECHNOLOGY CO LTD COMMON STOCK TWD10.0 0.008% 95.765%

2436 CELEBI HAVA SERVISI COMMON STOCK TRY1. 0.008% 95.772%

2437 WISDOM SPORTS GROUP COMMON STOCK USD.00025 0.008% 95.780%

2438 SORIANO (A) CORP COMMON STOCK PHP1. 0.008% 95.788%

2439 MAG. LAYERS SCIENTIFIC TECHN COMMON STOCK TWD10. 0.008% 95.796%

2440 NEW WORLD DEPT STORE CHINA COMMON STOCK HKD.1 0.008% 95.804%

2441 REGIONAL CONTAINER LINES FOR FOREIGN SH. THB1.0 A 0.008% 95.812%

2442 MAYER STEEL PIPE CORPORATION COMMON STOCK TWD10. 0.008% 95.820%

2443 YEASHIN INTERNATIONAL DEVELO COMMON STOCK TWD10.0 0.008% 95.828%

2444 DAEWON SAN UP CO LTD COMMON STOCK KRW500. 0.008% 95.836%

2445 KMH CO LTD COMMON STOCK KRW500. 0.008% 95.843%

2446 VICTORY NEW MATERIALS LTD CO COMMON STOCK TWD10.0 0.008% 95.851%

2447 LOUDONG GENERAL NICE RESOURC COMMON STOCK HKD.01 0.008% 95.859%

2448 GAON CABLE CO LTD COMMON STOCK KRW5000. 0.008% 95.867%

2449 UNITED RADIANT TECHNOLOGY COMMON STOCK TWD10.0 0.008% 95.875%

2450 XINTEC INC COMMON STOCK TWD10. 0.008% 95.883%

2451 ILJIN DISPLAY CO LTD COMMON STOCK KRW500. 0.008% 95.890%

2452 GRUPO POSADAS S.A.B DE CV COMMON STOCK 0.008% 95.898%

2453 DEN NETWORKS LTD COMMON STOCK INR10. 0.008% 95.906%

2454 KT MUSIC CORP COMMON STOCK KRW500.0 0.008% 95.914%

2455 EDIMAX TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.008% 95.922%

2456 FINE TECHNIX CO LTD COMMON STOCK KRW500. 0.008% 95.929%

2457 D B REALTY LTD COMMON STOCK INR10.0 0.008% 95.937%

2458 PRUMO LOGISTICA SA COMMON STOCK 0.008% 95.945%

2459 HANKUK PAPER MFG CO LTD COMMON STOCK KRW5000. 0.008% 95.953%

2460 ASHOKA BUILDCON LTD COMMON STOCK INR5.0 0.008% 95.960%

2461 COLAND HOLDINGS LTD COMMON STOCK TWD10. 0.008% 95.968%

2462 HYUNDAI CEMENT CO. COMMON STOCK KRW5000. 0.008% 95.976%

2463 AMAZING MICROELECTRONIC CORP COMMON STOCK TWD10.0 0.008% 95.984%

2464 GUOCOLAND MALAYSIA BHD COMMON STOCK MYR.5 0.008% 95.991%

2465 FWUSOW INDUSTRY CO LTD COMMON STOCK TWD10. 0.008% 95.999%

2466 WELCRON CO LTD COMMON STOCK KRW500. 0.008% 96.007%

2467 DYNACOLOR INC COMMON STOCK TWD10. 0.008% 96.015%

2468 AHN GOOK PHARMACEUTICAL CO COMMON STOCK KRW500. 0.008% 96.022%

2469 DAE DONG INDUSTRIAL COMMON STOCK KRW1000. 0.008% 96.030%

2470 GATI LTD COMMON STOCK INR2. 0.008% 96.038%

2471 WOONGJIN ENERGY CO LTD COMMON STOCK KRW5000.0 0.008% 96.046%

2472 BUBANG CO LTD COMMON STOCK KRW500.0 0.008% 96.053%

2473 CJ SEAFOOD CORP COMMON STOCK KRW500. 0.008% 96.061%

2474 ELCOMTEC CO LTD COMMON STOCK KRW500.0 0.008% 96.069%

2475 MONAMI CO LTD COMMON STOCK KRW1000. 0.008% 96.076%

2476 KJ PRETECH CO LTD COMMON STOCK KRW500.0 0.008% 96.084%

2477 BOHAE BREWERY CO LTD COMMON STOCK KRW500. 0.008% 96.092%

2478 BAOXIN AUTO GROUP LTD COMMON STOCK HKD.01 0.008% 96.099%

2479 YD ONLINE CORP COMMON STOCK KRW500. 0.008% 96.107%

Page 51: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2480 EGE SERAMIK SANAYI VE TICARE COMMON STOCK TRY1. 0.008% 96.114%

2481 APATOR SA COMMON STOCK PLN.1 0.008% 96.122%

2482 SIGNETICS CORP COMMON STOCK KRW500. 0.008% 96.130%

2483 RATNAMANI METALS + TUBES LTD COMMON STOCK INR2. 0.008% 96.137%

2484 S ENERGY CO LTD COMMON STOCK 0.008% 96.145%

2485 MODERNFORM GROUP PCL FOREIGN FOREIGN SH. THB1.0 A 0.008% 96.153%

2486 GRAND CANAL LAND PCL FOREIGN SH. THB1.0 A 0.008% 96.160%

2487 RIMBUNAN SAWIT BHD COMMON STOCK MYR.5 0.008% 96.168%

2488 IPEK DOGAL ENERJI KAYNAKLARI COMMON STOCK TRY1.0 0.008% 96.175%

2489 JAIPRAKASH POWER VENTURES LT COMMON STOCK INR10. 0.008% 96.183%

2490 PHOENIX MATERIALS CO LTD COMMON STOCK KRW500. 0.008% 96.191%

2491 REDCO PROPERTIES GROUP LTD COMMON STOCK HKD.05 0.008% 96.198%

2492 CS WIND CORP COMMON STOCK KRW500.0 0.008% 96.206%

2493 HANWHA GALLERIA TIMEWORLD CO COMMON STOCK KRW5000.0 0.008% 96.213%

2494 SAMART I MOBILE PCL FOREIGN FOREIGN SH. THB.1 A 0.008% 96.221%

2495 FORTUNE ELECTRIC CO LTD COMMON STOCK TWD10. 0.008% 96.228%

2496 FAMUR SA COMMON STOCK PLN.01 0.008% 96.236%

2497 XL AXIATA TBK PT COMMON STOCK IDR100.0 0.008% 96.243%

2498 DIGITAL OPTICS CO LTD COMMON STOCK KRW500. 0.007% 96.251%

2499 UBCARE CO LTD COMMON STOCK KRW500. 0.007% 96.258%

2500 RAIMON LAND PUB CO FOREIGN FOREIGN SH. THB1.0 A 0.007% 96.266%

2501 THAI WAH PCL F FOREIGN SH. THB1.0 A 0.007% 96.273%

2502 LIAN HWA FOODS CORP COMMON STOCK TWD10. 0.007% 96.281%

2503 HCL INFOSYSTEMS LTD COMMON STOCK INR2. 0.007% 96.288%

2504 BANNARI AMMAN SUGARS LTD COMMON STOCK INR10. 0.007% 96.296%

2505 HWAIL PHARM CO LTD COMMON STOCK KRW500. 0.007% 96.303%

2506 HITI DIGITAL INC COMMON STOCK TWD10. 0.007% 96.310%

2507 EAGON INDUSTRIAL LTD COMMON STOCK KRW5000.0 0.007% 96.318%

2508 AVALUE TECHNOLOGY INC COMMON STOCK TWD10. 0.007% 96.325%

2509 BIXOLON CO LTD COMMON STOCK KRW500. 0.007% 96.333%

2510 CHINA RUIFENG RENEWABLE ENER COMMON STOCK HKD.01 0.007% 96.340%

2511 ROBOSTAR CO LTD COMMON STOCK KRW500.0 0.007% 96.347%

2512 CORP FINANCIERA COLOMBIANA COMMON STOCK COP10. 0.007% 96.355%

2513 CHU KONG PETROLEUM + NATURAL COMMON STOCK HKD.1 0.007% 96.362%

2514 UNIVERSAL HEALTH INTERNATION COMMON STOCK USD.001 0.007% 96.369%

2515 HKC HOLDINGS LTD COMMON STOCK HKD.25 0.007% 96.377%

2516 S NET SYSTEMS INC COMMON STOCK KRW500. 0.007% 96.384%

2517 INDEKS BILGISAYAR COMMON STOCK TRY1. 0.007% 96.392%

2518 WELSPUN ENTERPRISES LTD/NEW COMMON STOCK INR10.0 0.007% 96.399%

2519 JC HYUN SYSTEM INC COMMON STOCK KRW500. 0.007% 96.406%

2520 QINHUANGDAO PORT CO LTD H COMMON STOCK HKD1.0 0.007% 96.413%

2521 HANJIN HEAVY IND + CONS HLDS COMMON STOCK KRW5000.0 0.007% 96.421%

2522 SAGITTARIUS LIFE SCIENCE COR COMMON STOCK TWD10.0 0.007% 96.428%

2523 SAMJI ELECTRONICS CO LTD COMMON STOCK KRW500. 0.007% 96.435%

2524 XINCHEN CHINA POWER HOLDINGS COMMON STOCK HKD.01 0.007% 96.442%

2525 GUODIAN TECHNOLOGY + ENVIR H COMMON STOCK CNY1. 0.007% 96.450%

2526 HUXEN CORP COMMON STOCK TWD10. 0.007% 96.457%

2527 CASETEK HOLDINGS LTD COMMON STOCK TWD10. 0.007% 96.464%

2528 IRIS CORP BHD COMMON STOCK MYR.15 0.007% 96.471%

2529 BCWORLD PHARM CO LTD COMMON STOCK KRW200.0 0.007% 96.478%

Page 52: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2530 SKC SOLMICS CO LTD COMMON STOCK KRW500. 0.007% 96.486%

2531 E LITECOM CO LTD COMMON STOCK KRW500. 0.007% 96.493%

2532 KT SUBMARINE CO LTD COMMON STOCK KRW1000.0 0.007% 96.500%

2533 SILITECH TECHNOLOGY CORP COMMON STOCK TWD10.0 0.007% 96.507%

2534 TA CHONG SECURITIES CO LTD COMMON STOCK TWD10. 0.007% 96.514%

2535 KOREA INFORMATION CERTIFICAT COMMON STOCK KRW500.0 0.007% 96.521%

2536 DYNAMATIC TECHNOLOGIES LTD FOREIGN SH. INR10.0 0.007% 96.529%

2537 CHIPMOS TECHNOLOGIES INC COMMON STOCK TWD10.0 0.007% 96.536%

2538 PANINVEST TBK PT COMMON STOCK IDR250.0 0.007% 96.543%

2539 HANYANG ENG CO LTD COMMON STOCK KRW500. 0.007% 96.550%

2540 KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1 0.007% 96.557%

2541 ZEUS CO LTD COMMON STOCK KRW500. 0.007% 96.564%

2542 JINRO DISTILLERS CO LTD COMMON STOCK KRW500. 0.007% 96.571%

2543 MAHINDRA CIE AUTOMOTIVE LTD COMMON STOCK INR10.0 0.007% 96.578%

2544 KOLON PLASTIC INC COMMON STOCK KRW1000. 0.007% 96.586%

2545 DELPHA CONSTRUCTION CO LTD COMMON STOCK TWD10.0 0.007% 96.593%

2546 KYUNGCHANG INDUSTRIAL CO LTD COMMON STOCK KRW500. 0.007% 96.600%

2547 SEMPIO FOODS CO COMMON STOCK KRW500.0 0.007% 96.607%

2548 ORIENTAL HOLDINGS BERHAD COMMON STOCK MYR1. 0.007% 96.614%

2549 I3SYSTEM INC COMMON STOCK KRW500.0 0.007% 96.621%

2550 HUP SENG INDUSTRIES BHD COMMON STOCK MYR.1 0.007% 96.628%

2551 AAPICO HITECH PCL FOREIGN FOREIGN SH. THB1.0 A 0.007% 96.635%

2552 K LASER TECHNOLOGY INC COMMON STOCK TWD10.0 0.007% 96.642%

2553 SUPREME PETROCHEM LTD COMMON STOCK INR10. 0.007% 96.649%

2554 ZAKLADY CHEMICZNE POLICE SA COMMON STOCK PLN10. 0.007% 96.656%

2555 YOUNG HEUNG IRON + STEEL CO COMMON STOCK KRW500. 0.007% 96.663%

2556 KOCOM CO LTD COMMON STOCK KRW500.0 0.007% 96.670%

2557 MAX S GROUP INC COMMON STOCK PHP1.0 0.007% 96.677%

2558 CO TECH DEVELOPMENT CORP COMMON STOCK TWD10.0 0.007% 96.684%

2559 SONA KOYO STEERING SYSTEMS COMMON STOCK INR1. 0.007% 96.691%

2560 TYCOONS GROUP ENTERPRISE COMMON STOCK TWD10. 0.007% 96.698%

2561 LEE CHI ENTERPRISES CO LTD COMMON STOCK TWD10. 0.007% 96.705%

2562 AUK CORP COMMON STOCK KRW500. 0.007% 96.712%

2563 BANCO PINE SA PREF SHARES PREFERENCE 0.007% 96.719%

2564 Q TECHNOLOGY GROUP CO LTD COMMON STOCK HKD.01 0.007% 96.726%

2565 CENTER LABORATORIES INC COMMON STOCK TWD10. 0.007% 96.733%

2566 SINAR MAS AGRO RES + TECH COMMON STOCK IDR200. 0.007% 96.740%

2567 C SUN MANUFACTURING LTD COMMON STOCK TWD10. 0.007% 96.746%

2568 FINETEX ENE INC COMMON STOCK KRW500. 0.007% 96.753%

2569 THINKWARE SYSTEMS CORP COMMON STOCK KRW500. 0.007% 96.760%

2570 KSIGN CO LTD COMMON STOCK KRW100.0 0.007% 96.767%

2571 NPC COMMON STOCK KRW500. 0.007% 96.774%

2572 ANN JOO RESOURCES BHD COMMON STOCK MYR1. 0.007% 96.781%

2573 SEWON PRECISION INDUSTRY CO COMMON STOCK KRW500. 0.007% 96.787%

2574 COASIA MICROELECTRONICS CORP COMMON STOCK TWD10. 0.007% 96.794%

2575 HOME CENTER HOLDINGS CO LTD COMMON STOCK KRW500.0 0.007% 96.801%

2576 DONGYANG E+P INC COMMON STOCK KRW500. 0.007% 96.808%

2577 PIE INDUSTRIAL BHD COMMON STOCK MYR.2 0.007% 96.815%

2578 COSLIGHT TECHNOLOGY INTL GP COMMON STOCK HKD.1 0.007% 96.821%

2579 THAI METAL TRADE PCL FOREIGN FOREIGN SH. THB1.0 A 0.007% 96.828%

Page 53: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2580 AVACO CO LTD COMMON STOCK KRW500. 0.007% 96.835%

2581 TONGYANG CEMENT + ENERGY COR COMMON STOCK KRW500. 0.007% 96.842%

2582 DAEWON CABLE CO LTD COMMON STOCK KRW500. 0.007% 96.848%

2583 D.B. CORP LTD COMMON STOCK INR10. 0.007% 96.855%

2584 YFC BONEAGLE ELECTRIC CO LTD COMMON STOCK TWD10. 0.007% 96.862%

2585 KISCO HOLDINGS CO LTD COMMON STOCK KRW5000. 0.007% 96.869%

2586 MICRO STAR INTERNATIONAL CO COMMON STOCK TWD10. 0.007% 96.875%

2587 PUNCAK NIAGA HOLDINGS BHD COMMON STOCK MYR1. 0.007% 96.882%

2588 PFLEIDERER GROUP SA COMMON STOCK PLN.33 0.007% 96.889%

2589 CECEP COSTIN NEW MATERIALS COMMON STOCK HKD.1 0.007% 96.895%

2590 INPAQ TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.007% 96.902%

2591 GOLDIS BHD COMMON STOCK MYR1. 0.007% 96.909%

2592 KUMPULAN FIMA BHD COMMON STOCK MYR1. 0.007% 96.915%

2593 FORMOSA OPTICAL TECHNOLOGY COMMON STOCK TWD10. 0.007% 96.922%

2594 DONGSUNG PHARMACEUTICAL CO COMMON STOCK KRW1000. 0.007% 96.929%

2595 MUDAJAYA GROUP BHD COMMON STOCK MYR.2 0.007% 96.935%

2596 WOOSUNG FEED CO LTD COMMON STOCK KRW500. 0.007% 96.942%

2597 BIT COMPUTER CO LTD COMMON STOCK KRW500. 0.007% 96.949%

2598 COMPUCASE ENTERPRISE COMMON STOCK TWD10.0 0.007% 96.955%

2599 PHARMICELL CO LTD COMMON STOCK KRW500. 0.007% 96.962%

2600 DEVA HOLDING AS COMMON STOCK TRY1. 0.007% 96.968%

2601 TOP ENGINEERING CO LTD COMMON STOCK KRW500. 0.007% 96.975%

2602 FOXLINK IMAGE TECHNOLOGY CO COMMON STOCK TWD10.0 0.007% 96.982%

2603 GTM HOLDINGS CORP COMMON STOCK TWD10.0 0.007% 96.988%

2604 SELVAS AI INC COMMON STOCK KRW500.0 0.007% 96.995%

2605 NETDRAGON WEBSOFT HOLDINGS L COMMON STOCK USD.01 0.007% 97.001%

2606 PESTECH INTERNATIONAL BHD COMMON STOCK MYR.25 0.007% 97.008%

2607 CEBU HOLDINGS INC COMMON STOCK PHP1.0 0.007% 97.014%

2608 GADANG HOLDINGS BHD COMMON STOCK MYR.5 0.007% 97.021%

2609 HUA HONG SEMICONDUCTOR LTD COMMON STOCK 0.007% 97.027%

2610 ESON PRECISION IND CO LTD COMMON STOCK TWD10.0 0.007% 97.034%

2611 MPHB CAPITAL BHD COMMON STOCK MYR1.0 0.007% 97.041%

2612 USERJOY TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.007% 97.047%

2613 MILLCON STEEL PCL FOREIGN FOREIGN SH. THB.4 A 0.007% 97.054%

2614 CENTRAIS ELETRICAS SANTA CAT PREFERENCE 0.007% 97.060%

2615 NURI TELECOM CO LTD COMMON STOCK KRW500. 0.007% 97.067%

2616 I BHD COMMON STOCK MYR.5 0.007% 97.073%

2617 EMPRESAS ICA S.A.B COMMON STOCK 0.007% 97.080%

2618 DAEMYUNG CORP CO LTD COMMON STOCK KRW500.0 0.006% 97.086%

2619 MICO LTD COMMON STOCK KRW500. 0.006% 97.093%

2620 KSS LINE LTD COMMON STOCK KRW500. 0.006% 97.099%

2621 GEMDALE PROPERTIES AND INVES COMMON STOCK CNY.1 0.006% 97.106%

2622 SHUNSIN TECHNOLOGY HOLDINGS COMMON STOCK TWD10.0 0.006% 97.112%

2623 TAH HSIN INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.006% 97.119%

2624 ILSUNG PHARMACEUTICALS CO COMMON STOCK KRW5000. 0.006% 97.125%

2625 THAIRE LIFE ASSURANCE PCL F FOREIGN SH. THB1.0 A 0.006% 97.131%

2626 COUNTRY GROUP HOLDINGS PCL F FOREIGN SH. THB1.0 A 0.006% 97.138%

2627 SIMPAC INC COMMON STOCK KRW500. 0.006% 97.144%

2628 ADVANCED INTERNATIONAL MULTI COMMON STOCK TWD10. 0.006% 97.151%

2629 SOOSAN HEAVY INDUSTRIES CO COMMON STOCK KRW500. 0.006% 97.157%

Page 54: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2630 EDISON OPTO CORP COMMON STOCK TWD10.0 0.006% 97.163%

2631 PHOENIX TOURS INTERNATIONAL COMMON STOCK TWD10. 0.006% 97.170%

2632 NAVA BHARAT VENTURES LTD COMMON STOCK INR2. 0.006% 97.176%

2633 ONDA ENTERTAINMENT CO LTD COMMON STOCK KRW500.0 0.006% 97.182%

2634 CAN ONE BHD COMMON STOCK MYR.5 0.006% 97.189%

2635 MEDIANA CO LTD COMMON STOCK KRW500.0 0.006% 97.195%

2636 HANKOOK COSMETICS MANUFACTUR COMMON STOCK KRW500. 0.006% 97.202%

2637 CHINA ELECTRONICS OPTICS VAL COMMON STOCK HKD.1 0.006% 97.208%

2638 DEUTSCH MOTORS INC COMMON STOCK KRW500. 0.006% 97.214%

2639 ALEMBIC LTD COMMON STOCK INR2. 0.006% 97.221%

2640 AXIOMTEK CO LTD COMMON STOCK TWD10.0 0.006% 97.227%

2641 DAEGU DEPARTMENT STORE COMMON STOCK KRW5000. 0.006% 97.233%

2642 DONGBU CO LTD COMMON STOCK KRW500.0 0.006% 97.240%

2643 MOORIM PAPER CO LTD COMMON STOCK KRW2500. 0.006% 97.246%

2644 YTL CORP BHD COMMON STOCK MYR.1 0.006% 97.252%

2645 CEMENTOS BIO BIO S.A. COMMON STOCK 0.006% 97.258%

2646 KEC CORP COMMON STOCK KRW500. 0.006% 97.265%

2647 HOPEFLUENT GROUP HLDGS LTD COMMON STOCK HKD.01 0.006% 97.271%

2648 CHRISTIANI + NIELSON THAI F FOREIGN SH. THB1.0 A 0.006% 97.277%

2649 DA MING INTERNATIONAL HOLD COMMON STOCK HKD.1 0.006% 97.284%

2650 BANK OF MAHARASHTRA COMMON STOCK INR10. 0.006% 97.290%

2651 AURORA WORLD CORP COMMON STOCK KRW500.0 0.006% 97.296%

2652 HYUNDAI MERCHANT MARINE COMMON STOCK KRW5000. 0.006% 97.302%

2653 POSCO M TECH CO LTD COMMON STOCK KRW500. 0.006% 97.309%

2654 EMPRESAS LA POLAR SA COMMON STOCK 0.006% 97.315%

2655 MOMO.COM INC COMMON STOCK TWD10.0 0.006% 97.321%

2656 CHINA MOTOR CORP COMMON STOCK TWD10. 0.006% 97.327%

2657 SAVEZONE I+C CORP COMMON STOCK KRW1000. 0.006% 97.333%

2658 TRAVELLERS INTERNATIONAL HOT COMMON STOCK PHP.1 0.006% 97.340%

2659 BUMITEKNOKULTURA UNGGUL TBK COMMON STOCK IDR100.0 0.006% 97.346%

2660 UNITECH COMPUTER CO LTD COMMON STOCK TWD10. 0.006% 97.352%

2661 SAMKEE AUTOMOTIVE CO LTD COMMON STOCK KRW100. 0.006% 97.358%

2662 CHINA ELECTRIC MANUFACTURING COMMON STOCK TWD10. 0.006% 97.364%

2663 EHWA TECHNOLOGIES INFORMATIO COMMON STOCK KRW200. 0.006% 97.370%

2664 KPR MILL LTD COMMON STOCK INR5.0 0.006% 97.376%

2665 CKD BIO CORP COMMON STOCK KRW2500. 0.006% 97.383%

2666 KIMLUN CORP BHD COMMON STOCK MYR.5 0.006% 97.389%

2667 HANPIN ELECTRON CO LTD COMMON STOCK TWD10. 0.006% 97.395%

2668 MYUNGMOON PHARM CO LTD COMMON STOCK KRW500.0 0.006% 97.401%

2669 A.J. PLAST PUBLIC CO FOREIGN FOREIGN SH. THB1.0 A 0.006% 97.407%

2670 SILVERMAN HOLDINGS LTD COMMON STOCK USD.01 0.006% 97.413%

2671 YOUNG OPTICS INC COMMON STOCK TWD10.0 0.006% 97.419%

2672 PARSAN MAKINA PARCALARI SANA COMMON STOCK TRY1. 0.006% 97.425%

2673 KOREA ELECTRONIC POWER INDUS COMMON STOCK KRW500. 0.006% 97.431%

2674 MC GROUP PCL FOREIGN FOREIGN SH. THB.5 A 0.006% 97.437%

2675 BRASILAGRO CIA BRASILEIRA DE COMMON STOCK 0.006% 97.443%

2676 DONG AH GEOLOGICAL ENGINEERI COMMON STOCK KRW500. 0.006% 97.449%

2677 CHINYANG HOLDINGS CORP COMMON STOCK KRW500.0 0.006% 97.455%

2678 SM CULTURE + CONTENTS CO LTD COMMON STOCK KRW500.0 0.006% 97.461%

2679 EUROCHARM HOLDINGS CO LTD COMMON STOCK TWD10.0 0.006% 97.467%

Page 55: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2680 CHINA WIRE + CABLE COMMON STOCK TWD10. 0.006% 97.473%

2681 PARAGON TECHNOLOGIES CO LTD COMMON STOCK TWD10.0 0.006% 97.479%

2682 OURGAME INTERNATIONAL HOLDIN COMMON STOCK USD.00005 0.006% 97.485%

2683 EMW CO LTD COMMON STOCK KRW500. 0.006% 97.491%

2684 HYUNDAI C+F INC COMMON STOCK 0.006% 97.497%

2685 HC INTERNATIONAL INC COMMON STOCK HKD.1 0.006% 97.503%

2686 IM CO LTD COMMON STOCK KRW500. 0.006% 97.509%

2687 INFRAWARE INC COMMON STOCK KRW500.0 0.006% 97.514%

2688 WAN HWA ENTERPRISE COMMON STOCK TWD10.0 0.006% 97.520%

2689 SURIA CAPITAL HOLDINGS BHD COMMON STOCK MYR1. 0.006% 97.526%

2690 ALL RING TECH CO LTD COMMON STOCK TWD10.0 0.006% 97.532%

2691 HIKAL LTD COMMON STOCK INR2.0 0.006% 97.538%

2692 MK TREND CO COMMON STOCK KRW500. 0.006% 97.544%

2693 NISHOKU TECHNOLOGY INC COMMON STOCK TWD10. 0.006% 97.550%

2694 SWARAJ ENGINES LTD COMMON STOCK INR10. 0.006% 97.556%

2695 MPS LTD COMMON STOCK INR10.0 0.006% 97.562%

2696 WINIX INC COMMON STOCK KRW500. 0.006% 97.567%

2697 IDEAL BIKE CORP COMMON STOCK TWD10. 0.006% 97.573%

2698 MIE HOLDINGS CORPORATION COMMON STOCK USD.001 0.006% 97.579%

2699 HIGH TECH PHARM CO LTD COMMON STOCK KRW500. 0.006% 97.585%

2700 QUINTAIN STEEL CO LTD COMMON STOCK TWD10. 0.006% 97.591%

2701 BON FAME CO LTD COMMON STOCK TWD10.0 0.006% 97.597%

2702 ODTECH COMMON STOCK KRW500. 0.006% 97.602%

2703 CHINA DYNAMICS HOLDINGS LTD COMMON STOCK HKD.01 0.006% 97.608%

2704 CHINA ITS HOLDINGS CO LTD COMMON STOCK HKD.0002 0.006% 97.614%

2705 BEIJING PROPERTIES HOLDINGS COMMON STOCK HKD.1 0.006% 97.620%

2706 FULLERTON TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.006% 97.626%

2707 ADVANCED CONNECTEK INC COMMON STOCK TWD10. 0.006% 97.631%

2708 SINO AMERICAN ELECTRONIC CO COMMON STOCK TWD10. 0.006% 97.637%

2709 JHSF PARTICIPACOES SA COMMON STOCK 0.006% 97.643%

2710 BJC HEAVY INDUSTRIES LTD F FOREIGN SH. THB.25 A 0.006% 97.649%

2711 ANPEC ELECTRONICS CORP COMMON STOCK TWD10. 0.006% 97.654%

2712 SBS CONTENTS HUB CO LTD COMMON STOCK KRW500. 0.006% 97.660%

2713 YUNGSHIN CONSTRUCTION + DEV COMMON STOCK TWD10.0 0.006% 97.666%

2714 SHINSEGAE FOOD CO LTD COMMON STOCK KRW5000. 0.006% 97.672%

2715 YUANDA CHINA HOLDINGS LTD COMMON STOCK HKD.1 0.006% 97.677%

2716 GENERAL PLASTIC INDUSTRIAL COMMON STOCK TWD10. 0.006% 97.683%

2717 DONG IL CORP COMMON STOCK KRW5000. 0.006% 97.689%

2718 BAKRIE TELECOM TBK PT COMMON STOCK IDR100. 0.006% 97.695%

2719 HANMIGLOBAL CO LTD COMMON STOCK KRW500. 0.006% 97.700%

2720 NATIONAL AGRICULTURAL HOLDIN COMMON STOCK HKD.025 0.006% 97.706%

2721 LEE + MAN CHEMICAL COMPANY L COMMON STOCK HKD.1 0.006% 97.712%

2722 KWONG LUNG ENTERPRISE CO LTD COMMON STOCK TWD10. 0.006% 97.717%

2723 LANCO INFRATECH LTD COMMON STOCK INR1.0 0.006% 97.723%

2724 GERDAU S.A. COMMON STOCK 0.006% 97.729%

2725 CHEMTRONICS CO LTD COMMON STOCK KRW500. 0.006% 97.734%

2726 HONG YI FIBER INDUSTRY CO COMMON STOCK TWD10. 0.006% 97.740%

2727 DAYOU SMART ALUMINIUM CO LTD COMMON STOCK 0.006% 97.746%

2728 CLEAR MEDIA LTD COMMON STOCK HKD.1 0.006% 97.751%

2729 EMPIRE EAST LAND HOLDINGS COMMON STOCK PHP1.0 0.006% 97.757%

Page 56: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2730 INITECH CO LTD COMMON STOCK KRW500.0 0.006% 97.763%

2731 ASTRA GRAPHIA TBK PT COMMON STOCK IDR100. 0.006% 97.768%

2732 K WAH INTL HOLDINGS COMMON STOCK HKD.1 0.006% 97.774%

2733 GOCL CORP LTD COMMON STOCK INR2.0 0.006% 97.779%

2734 KCC ENGINEERING + CONSTRUCTI COMMON STOCK KRW5000. 0.006% 97.785%

2735 TAIWAN SANYO ELECTRIC CO COMMON STOCK TWD10. 0.006% 97.791%

2736 CABBEEN FASHION LTD COMMON STOCK HKD.01 0.006% 97.796%

2737 DRAGONFLY GF CO LTD COMMON STOCK KRW500. 0.006% 97.802%

2738 SYMPHONY HOLDINGS LTD COMMON STOCK HKD.1 0.006% 97.807%

2739 ZAKLADY LENTEX SA COMMON STOCK PLN.41 0.006% 97.813%

2740 YEARIMDANG PUBLISHING CO LTD COMMON STOCK KRW500. 0.006% 97.819%

2741 CHIGO HOLDING LTD COMMON STOCK HKD.01 0.006% 97.824%

2742 TEX RAY INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.006% 97.830%

2743 LANDMARKS BERHAD COMMON STOCK MYR1. 0.006% 97.835%

2744 CAXTON AND CTP PUBLISHERS AN COMMON STOCK ZAR.25 0.006% 97.841%

2745 KITEX GARMENTS LTD COMMON STOCK INR1.0 0.006% 97.846%

2746 JLS CO LTD COMMON STOCK KRW500. 0.006% 97.852%

2747 HOVID BHD COMMON STOCK MYR.1 0.006% 97.858%

2748 RICHWAVE TECHNOLOGY CORP COMMON STOCK TWD10.0 0.006% 97.863%

2749 LEYOU TECHNOLOGIES HOLDINGS COMMON STOCK 0.006% 97.869%

2750 CERA SANITARYWARE LTD COMMON STOCK INR5.0 0.006% 97.874%

2751 INTEGER.PL SA COMMON STOCK PLN1. 0.006% 97.880%

2752 MEGA FIRST CORP BHD COMMON STOCK MYR1. 0.005% 97.885%

2753 KASEN INTERNATIONAL HOLDINGS COMMON STOCK USD.00015 0.005% 97.891%

2754 YEONG HWA METAL CO LTD COMMON STOCK KRW500. 0.005% 97.896%

2755 SEONDO ELECTRIC CO LTD COMMON STOCK KRW500. 0.005% 97.902%

2756 SWEETEN REAL ESTATE DEVELOPM COMMON STOCK TWD10.0 0.005% 97.907%

2757 GETIN NOBLE BANK SA COMMON STOCK PLN.91 0.005% 97.912%

2758 HEUNGKUK FIRE + MARINE INSUR COMMON STOCK KRW5000. 0.005% 97.918%

2759 WOORI TECHNOLOGY INC COMMON STOCK KRW500.0 0.005% 97.923%

2760 FEIYU TECHNOLOGY INTERNATION COMMON STOCK 0.005% 97.929%

2761 DONGIL INDUSTRIES CO LTD COMMON STOCK KRW5000. 0.005% 97.934%

2762 ONMOBILE GLOBAL LTD COMMON STOCK INR10. 0.005% 97.940%

2763 RAONSECURE CO LTD COMMON STOCK KRW500.0 0.005% 97.945%

2764 HAESUNG INDUSTRIAL CO LTD COMMON STOCK KRW500.0 0.005% 97.950%

2765 CENTURY PROPERTIES GROUP INC COMMON STOCK PHP.53 0.005% 97.956%

2766 SMCORE INC COMMON STOCK KRW500.0 0.005% 97.961%

2767 KOLTE PATIL DEVELOPERS LTD COMMON STOCK INR10.0 0.005% 97.967%

2768 RHODES FOOD GROUP PTY LTD COMMON STOCK 0.005% 97.972%

2769 SILICON INTEGRATED SYSTEMS COMMON STOCK TWD10. 0.005% 97.977%

2770 HONG TAI ELECTRIC INDUSTRIAL COMMON STOCK TWD10. 0.005% 97.983%

2771 HARVATEK CORP COMMON STOCK TWD10. 0.005% 97.988%

2772 EG CORPORATION COMMON STOCK KRW1000. 0.005% 97.993%

2773 FORTH CORP PCL FOREIGN FOREIGN SH. THB.5 A 0.005% 97.999%

2774 PRINCETON TECHNOLOGY CORP COMMON STOCK TWD10. 0.005% 98.004%

2775 SDN CO LTD COMMON STOCK KRW500. 0.005% 98.009%

2776 CHAROONG THAI WIRE + CABLE F FOREIGN SH. THB5.0 A 0.005% 98.015%

2777 ADANI TRANSMISSION LTD COMMON STOCK INR10.0 0.005% 98.020%

2778 BARAKAH OFFSHORE PETROLEUM COMMON STOCK MYR.2 0.005% 98.025%

2779 LEDLINK OPTICS INC COMMON STOCK TWD10. 0.005% 98.030%

Page 57: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2780 DONGSUNG CHEMICAL CO LTD COMMON STOCK KRW1000. 0.005% 98.036%

2781 UZMA BHD COMMON STOCK MYR.5 0.005% 98.041%

2782 MAJESCO LTD COMMON STOCK INR5.0 0.005% 98.046%

2783 TPI TRIUNFO PARTICIPACOES COMMON STOCK 0.005% 98.051%

2784 SINOMEDIA HOLDING LTD COMMON STOCK 0.005% 98.057%

2785 INTELLIGENT DIGITAL INTEGRAT COMMON STOCK KRW500. 0.005% 98.062%

2786 ELENTEC CO LTD COMMON STOCK KRW500.0 0.005% 98.067%

2787 INTELLIEPI INC COMMON STOCK TWD10.0 0.005% 98.072%

2788 TE CHANG CONSTRUCTION CO LTD COMMON STOCK TWD10. 0.005% 98.078%

2789 HONWORLD GROUP LTD COMMON STOCK USD.0005 0.005% 98.083%

2790 PHILEX MINING CORP COMMON STOCK PHP1. 0.005% 98.088%

2791 BLUE BIRD TBK PT COMMON STOCK IDR100.0 0.005% 98.093%

2792 ACE TECHNOLOGIES CORP COMMON STOCK KRW500. 0.005% 98.098%

2793 LES ENPHANTS CO LTD COMMON STOCK TWD10. 0.005% 98.104%

2794 ALTICAST CORP COMMON STOCK KRW500.0 0.005% 98.109%

2795 DCM CORP COMMON STOCK KRW500. 0.005% 98.114%

2796 ESTSOFT CORP COMMON STOCK KRW500. 0.005% 98.119%

2797 ILYA CO LTD COMMON STOCK KRW500.0 0.005% 98.124%

2798 AUSTEM CO LTD COMMON STOCK KRW500. 0.005% 98.129%

2799 SOLID INC COMMON STOCK KRW500. 0.005% 98.134%

2800 RUENTEX ENGINEERING + CONSTR COMMON STOCK TWD10. 0.005% 98.139%

2801 SANG A FRONTEC CO LTD COMMON STOCK KRW500.0 0.005% 98.145%

2802 MI CHANG OIL INDUSTRIAL CO COMMON STOCK KRW5000. 0.005% 98.150%

2803 APEX SCIENCE + ENGINEERING COMMON STOCK TWD10. 0.005% 98.155%

2804 DAECHANG CO LTD COMMON STOCK KRW500. 0.005% 98.160%

2805 CHERYONG INDUSTRIAL CO LTD COMMON STOCK KRW500.0 0.005% 98.165%

2806 GEOMETRIC LTD COMMON STOCK INR2. 0.005% 98.170%

2807 POWER QUOTIENT INTERNATIONAL COMMON STOCK TWD10. 0.005% 98.175%

2808 AMPOC FAR EAST CO LTD COMMON STOCK TWD10. 0.005% 98.180%

2809 CHINA CITY RAILWAY TRANSPORT COMMON STOCK HKD.01 0.005% 98.185%

2810 SINO OCEAN GROUP HOLDING LTD COMMON STOCK 0.005% 98.190%

2811 BIOSTAR MICROTECH INTL CORP COMMON STOCK TWD10. 0.005% 98.195%

2812 CHINA ENERGINE INTERNATIONAL COMMON STOCK HKD.1 0.005% 98.200%

2813 TAIWAN LINE TEK ELECTRONIC COMMON STOCK TWD10. 0.005% 98.205%

2814 TRIVENI ENGINEERING + INDUS COMMON STOCK INR1. 0.005% 98.210%

2815 JARLLYTEC CO LTD COMMON STOCK TWD10. 0.005% 98.215%

2816 TSANN KUEN ENTERPRISE CO LTD COMMON STOCK TWD10. 0.005% 98.220%

2817 MITRA PINASTHIKA MSTK TBK PT COMMON STOCK IDR500.0 0.005% 98.225%

2818 ZHULIAN CORP BHD COMMON STOCK MYR.5 0.005% 98.230%

2819 TECHNOS SA COMMON STOCK 0.005% 98.235%

2820 SHEEN TAI HOLDINGS GRP PAR T COMMON STOCK HKD.0025 0.005% 98.240%

2821 TASEK CORP BHD COMMON STOCK MYR1. 0.005% 98.245%

2822 CHUNGHWA PRECISION TEST TECH COMMON STOCK TWD10.0 0.005% 98.250%

2823 SAM KANG M+T CO LTD COMMON STOCK 0.005% 98.255%

2824 AJ NETWORKS CO LTD COMMON STOCK KRW5000.0 0.005% 98.260%

2825 KTCS CORP COMMON STOCK KRW500. 0.005% 98.265%

2826 GEORGE KENT (MALAYSIA) BHD COMMON STOCK MYR.5 0.005% 98.270%

2827 YOUNG FAST OPTOELECTRONICS COMMON STOCK TWD10. 0.005% 98.275%

2828 JEIL PHARMACEUTICAL CO COMMON STOCK KRW500. 0.005% 98.280%

2829 XPEC ENTERTAINMENT INC COMMON STOCK TWD10. 0.005% 98.285%

Page 58: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2830 CHINA ECOTEK CORPORATION COMMON STOCK TWD10. 0.005% 98.290%

2831 WING TAI MALAYSIA BHD COMMON STOCK MYR1.0 0.005% 98.295%

2832 THAI CENTRAL CHEMICAL FOR RG FOREIGN SH. THB3.0 A 0.005% 98.300%

2833 SHIH HER TECHNOLOGIES INC COMMON STOCK TWD10. 0.005% 98.305%

2834 LEADER ELECTRONICS INC COMMON STOCK TWD10. 0.005% 98.310%

2835 THAI REINSURANCE PUB CO FOR FOREIGN SH. THB1.0 A 0.005% 98.315%

2836 HIM INTERNATIONAL MUSIC INC COMMON STOCK TWD10.0 0.005% 98.319%

2837 BYC CO LTD COMMON STOCK KRW5000. 0.005% 98.324%

2838 KOLON GLOBAL CORP COMMON STOCK KRW5000. 0.005% 98.329%

2839 TOPCO TECHNOLOGIES CORP COMMON STOCK TWD10.0 0.005% 98.334%

2840 KUKBO DESIGN CO LTD COMMON STOCK KRW500. 0.005% 98.339%

2841 CHENMING MOLD INDUSTRY CORP COMMON STOCK TWD10. 0.005% 98.344%

2842 RUCHI SOYA INDUSTRIES LTD COMMON STOCK INR2. 0.005% 98.348%

2843 SUPREMA HQ INC COMMON STOCK KRW500.0 0.005% 98.353%

2844 STALEXPORT AUTOSTRADY SA COMMON STOCK PLN2. 0.005% 98.358%

2845 BALLARPUR INDUSTRIES LTD COMMON STOCK INR2. 0.005% 98.363%

2846 SAMSON HOLDING LTD COMMON STOCK USD.05 0.005% 98.368%

2847 SHILPI CABLE TECHNOLOGIES LT COMMON STOCK INR10.0 0.005% 98.373%

2848 TAITA CHEMICAL COMMON STOCK TWD10. 0.005% 98.377%

2849 THAI GERMAN CERAMIC INDUS F FOREIGN SH. THB1.0 A 0.005% 98.382%

2850 FREETECH ROAD RECYCLING TECH COMMON STOCK HKD.1 0.005% 98.387%

2851 GRUPO POCHTECA SAB DE CV COMMON STOCK 0.005% 98.392%

2852 MMC CORP BHD COMMON STOCK MYR.1 0.005% 98.396%

2853 NOBLE DEVELOPMENT PCL FRGN FOREIGN SH. THB3.0 A 0.005% 98.401%

2854 SK COMMUNICATIONS CO LTD COMMON STOCK KRW500. 0.005% 98.406%

2855 NATIONAL PETROLEUM CO LTD COMMON STOCK TWD10. 0.005% 98.411%

2856 GIC HOUSING FINANCE LTD COMMON STOCK INR10. 0.005% 98.415%

2857 CSC STEEL HOLDINGS BHD COMMON STOCK MYR1. 0.005% 98.420%

2858 EKOVEST BHD COMMON STOCK MYR.5 0.005% 98.425%

2859 KSCB CO LTD COMMON STOCK KRW500. 0.005% 98.429%

2860 CAPLIN POINT LABORATORIES COMMON STOCK INR2.0 0.005% 98.434%

2861 SIAM WELLNESS GROUP PCL F FOREIGN SH. THB.25 A 0.005% 98.439%

2862 LA OPALA RG LTD COMMON STOCK INR2.0 0.005% 98.443%

2863 CITIC DAMENG HOLDINGS LTD COMMON STOCK HKD.1 0.005% 98.448%

2864 UNION INSURANCE CO LTD COMMON STOCK TWD10. 0.005% 98.452%

2865 SINHER TECHNOLOGY INC COMMON STOCK TWD10.0 0.005% 98.457%

2866 JAEYOUNG SOLUTEC CO LTD COMMON STOCK KRW500.0 0.005% 98.461%

2867 KMW CO LTD COMMON STOCK KRW500. 0.005% 98.466%

2868 ECONPILE HOLDINGS BHD COMMON STOCK MYR.2 0.005% 98.471%

2869 GAS MALAYSIA BHD COMMON STOCK MYR.5 0.005% 98.475%

2870 DK UIL CO LTD COMMON STOCK KRW500. 0.005% 98.480%

2871 ULTRA CHIP INC COMMON STOCK TWD10.0 0.005% 98.484%

2872 8K MILES SOFTWARE SERVICES L COMMON STOCK INR5.0 0.005% 98.489%

2873 EMKOREA CO LTD COMMON STOCK KRW500. 0.005% 98.493%

2874 KOREA FLANGE CO LTD COMMON STOCK KRW5000. 0.005% 98.498%

2875 FUTURE ENTERPRISES LTD COMMON STOCK INR2.0 0.005% 98.502%

2876 PACIFIC STRATEGIC FINANCIAL COMMON STOCK IDR400.0 0.005% 98.507%

2877 YASHILI INTERNATIONAL HOLDIN COMMON STOCK HKD.1 0.005% 98.511%

2878 AWEA MECHANTRONIC CO LTD COMMON STOCK TWD10. 0.005% 98.516%

2879 HARMONICARE MEDICAL HOLDINGS COMMON STOCK HKD.001 0.005% 98.520%

Page 59: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2880 KIM LOONG RESOURCES BHD COMMON STOCK MYR1. 0.004% 98.525%

2881 KYERYONG CONST INDUST CO LTD COMMON STOCK KRW5000. 0.004% 98.529%

2882 GALATASARAY SPORTIF SINAI COMMON STOCK TRY1. 0.004% 98.534%

2883 7 ELEVEN MALAYSIA HOLDINGS B COMMON STOCK MYR.1 0.004% 98.538%

2884 RFSEMI TECHNOLOGIES INC COMMON STOCK KRW500. 0.004% 98.543%

2885 PURAVANKARA PROJECTS LTD COMMON STOCK INR5.0 0.004% 98.547%

2886 PIXELPLUS CO LTD COMMON STOCK KRW500.0 0.004% 98.552%

2887 CARNIVAL INDUSTRIAL CORP COMMON STOCK TWD10. 0.004% 98.556%

2888 GRINDWELL NORTON LTD COMMON STOCK INR5. 0.004% 98.561%

2889 YCC PARTS MANUFACTURING CO L COMMON STOCK TWD10. 0.004% 98.565%

2890 TOWER BERSAMA INFRASTRUCTURE COMMON STOCK IDR100. 0.004% 98.570%

2891 TONLY ELECTRONICS HOLDINGS L COMMON STOCK HKD1.0 0.004% 98.574%

2892 NEWMAX TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.004% 98.578%

2893 COMTEC SOLAR SYSTEMS GROUP COMMON STOCK HKD.001 0.004% 98.583%

2894 S+T CORP COMMON STOCK KRW500. 0.004% 98.587%

2895 E STARCO CO LTD COMMON STOCK KRW500.0 0.004% 98.592%

2896 GLOBAL DISPLAY CO LTD COMMON STOCK KRW500.0 0.004% 98.596%

2897 KUM YANG CO LTD COMMON STOCK KRW500. 0.004% 98.601%

2898 DAESUNG HOLDINGS CO LTD COMMON STOCK KRW1000. 0.004% 98.605%

2899 SAMJIN LND CO LTD COMMON STOCK KRW500. 0.004% 98.609%

2900 SEOWON CO LTD COMMON STOCK KRW500. 0.004% 98.614%

2901 C+S ASSET MANAGEMENT CO LTD COMMON STOCK KRW2500.0 0.004% 98.618%

2902 MUANG THAI INSURANCE FOREIGN FOREIGN SH. THB10.0 A 0.004% 98.622%

2903 TECH PRO TECHNOLOGY DEVELOPM COMMON STOCK HKD.0025 0.004% 98.627%

2904 THAI NAKARIN HOSPITAL PCL FO FOREIGN SH. THB1.0 A 0.004% 98.631%

2905 TEKNOSA IC VE DIS TICARET AS COMMON STOCK TRY1. 0.004% 98.635%

2906 CUROCOM CO LTD COMMON STOCK KRW500.0 0.004% 98.640%

2907 CS LOXINFO PCL FOREIGN FOREIGN SH. THB.25 A 0.004% 98.644%

2908 AVERMEDIA TECHNOLOGIES INC COMMON STOCK TWD10.0 0.004% 98.648%

2909 SEMPIO CO COMMON STOCK KRW1000.0 0.004% 98.653%

2910 TIDE WATER OIL CO INDIA LTD COMMON STOCK INR5.0 0.004% 98.657%

2911 FARGLORY FTZ INVESTMENT HOLD COMMON STOCK TWD10. 0.004% 98.661%

2912 HANLA IMS CO LTD COMMON STOCK KRW500. 0.004% 98.665%

2913 VIA VAREJO SA COMMON STOCK 0.004% 98.670%

2914 EMBRY HOLDINGS LTD COMMON STOCK HKD.01 0.004% 98.674%

2915 SELANGOR PROPERTIES BERHAD COMMON STOCK MYR1.0 0.004% 98.678%

2916 HANKUK GLASS IND INC COMMON STOCK KRW5000. 0.004% 98.682%

2917 MK REAL ESTATE DEVELOP FOR FOREIGN SH. THB1.0 A 0.004% 98.687%

2918 CHAMPION MICROELECTRONIC COR COMMON STOCK TWD10.0 0.004% 98.691%

2919 COMARCH SA COMMON STOCK PLN1. 0.004% 98.695%

2920 MEILOON INDUSTRIAL CO COMMON STOCK TWD10. 0.004% 98.699%

2921 RATTANINDIA POWER LTD COMMON STOCK INR10.0 0.004% 98.703%

2922 HINDUJA VENTURES LTD COMMON STOCK INR10. 0.004% 98.707%

2923 LMS CO LTD COMMON STOCK KRW500. 0.004% 98.711%

2924 SHINWON CORP COMMON STOCK KRW500. 0.004% 98.716%

2925 RODOBENS NEG IMOB SA COMMON STOCK 0.004% 98.720%

2926 CASTROL INDIA LTD COMMON STOCK INR5.0 0.004% 98.724%

2927 INTRACOM HOLDINGS SA REG COMMON STOCK EUR1.41 0.004% 98.728%

2928 I CHIUN PRECISION IND CO LTD COMMON STOCK TWD10. 0.004% 98.732%

2929 CHAINQUI CONSTRUCTION DEVELO COMMON STOCK TWD10. 0.004% 98.736%

Page 60: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2930 SUVEN LIFE SCIENCES LTD COMMON STOCK INR1. 0.004% 98.740%

2931 ZESPOL ELEKTROWNI PATNOW ADA COMMON STOCK PLN2.0 0.004% 98.744%

2932 SRI AYUDHYA CAPITAL PCL FOR FOREIGN SH. THB1.0 A 0.004% 98.748%

2933 NAN REN LAKE LEISURE AMUSEME COMMON STOCK TWD10. 0.004% 98.752%

2934 WISECHIP SEMICONDUCTOR INC COMMON STOCK 0.004% 98.757%

2935 UBIVELOX INC COMMON STOCK KRW500. 0.004% 98.761%

2936 KING CHOU MARINE TECHNOLOGY COMMON STOCK TWD10. 0.004% 98.765%

2937 MIWON CHEMICALS CO LTD COMMON STOCK KRW1000. 0.004% 98.769%

2938 ALSONS CONSOLIDATED RES INC COMMON STOCK PHP1. 0.004% 98.773%

2939 NEW ERA ELECTRONICS CO LTD COMMON STOCK 0.004% 98.777%

2940 ICC INTERNATIONAL PCL FOR FOREIGN SH. THB1.0 A 0.004% 98.781%

2941 SUPRAJIT ENGINEERING LTD COMMON STOCK INR1. 0.004% 98.785%

2942 IMPALA PLATINUM HOLDINGS LTD COMMON STOCK ZAR.025 0.004% 98.789%

2943 ELECTROSTEEL CASTINGS LTD COMMON STOCK INR1. 0.004% 98.793%

2944 HWACHEON MACHINE TOOL CO LTD COMMON STOCK KRW5000. 0.004% 98.797%

2945 DONGWOO CO LTD COMMON STOCK KRW500. 0.004% 98.801%

2946 SELANGOR DREDGING BHD COMMON STOCK MYR.5 0.004% 98.805%

2947 HELBOR EMPREENDIMENTOS SA RECEIPT 0.004% 98.809%

2948 SHARDA CROPCHEM LTD COMMON STOCK INR10.0 0.004% 98.813%

2949 EVERSPRING INDUSTRY CO LTD COMMON STOCK TWD10. 0.004% 98.817%

2950 SCOMI GROUP BHD COMMON STOCK MYR.1 0.004% 98.821%

2951 DAESUNG ENERGY CO LTD COMMON STOCK KRW1000. 0.004% 98.825%

2952 ZUNGWON EN SYS INC COMMON STOCK KRW500.0 0.004% 98.829%

2953 ANANT RAJ LTD COMMON STOCK INR2.0 0.004% 98.833%

2954 KISHIN CORP COMMON STOCK KRW500. 0.004% 98.837%

2955 LIEN CHANG ELECTRONIC ENTERP COMMON STOCK TWD10. 0.004% 98.841%

2956 CHINA HANKING HOLDINGS LTD COMMON STOCK HKD.1 0.004% 98.845%

2957 STAR FERRO AND CEMENT LTD COMMON STOCK INR1.0 0.004% 98.849%

2958 ASTRAL POLY TECHNIK LTD COMMON STOCK INR1.0 0.004% 98.852%

2959 MATERIALS ANALYSIS TECHNOLOG COMMON STOCK TWD10. 0.004% 98.856%

2960 INEOS STYROLUTION INDIA LTD COMMON STOCK INR10.0 0.004% 98.860%

2961 POSCO COATED + COLOR STEEL C COMMON STOCK KRW5000. 0.004% 98.864%

2962 SAJODONGAONE CO LTD COMMON STOCK KRW500.0 0.004% 98.868%

2963 NOK AIRLINES CO LTD FOREIGN FOREIGN SH. THB1.0 A 0.004% 98.872%

2964 EMERGING DISPLAY TECHNOLOGIE COMMON STOCK TWD10. 0.004% 98.876%

2965 NAMYONG TERMINAL PCL FOREIGN FOREIGN SH. THB1.0 A 0.004% 98.880%

2966 ITAU CORPBANCA COMMON STOCK 0.004% 98.883%

2967 OSUNG LST CO LTD COMMON STOCK KRW500. 0.004% 98.887%

2968 BOTHHAND ENTERPRISE INC COMMON STOCK TWD10.0 0.004% 98.891%

2969 PANTECH GROUP HOLDINGS BHD COMMON STOCK MYR.2 0.004% 98.895%

2970 MACROBLOCK INC COMMON STOCK TWD10. 0.004% 98.899%

2971 ACME ELECTRONICS CORPORATION COMMON STOCK TWD10. 0.004% 98.902%

2972 YES24 CO LTD COMMON STOCK KRW500. 0.004% 98.906%

2973 DONGBU STEEL CO LTD COMMON STOCK KRW5000. 0.004% 98.910%

2974 MEGASTUDYEDU CO LTD COMMON STOCK 0.004% 98.914%

2975 PORTOBELLO SA COMMON STOCK 0.004% 98.918%

2976 PANG RIM CO LTD COMMON STOCK KRW5000. 0.004% 98.921%

2977 APM AUTOMOTIVE HOLDINGS BHD COMMON STOCK MYR1. 0.004% 98.925%

2978 FAJAR SURYA WISESA PT COMMON STOCK IDR500. 0.004% 98.929%

2979 FIRST COPPER TECHNOLOGY CO COMMON STOCK TWD10. 0.004% 98.933%

Page 61: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

2980 ELEKTROBUDOWA SA COMMON STOCK PLN2. 0.004% 98.936%

2981 AIMCORE TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.004% 98.940%

2982 PRIME ELECTRONICS + SATELLIT COMMON STOCK TWD10. 0.004% 98.944%

2983 CHINA GLAZE CO LTD COMMON STOCK TWD10. 0.004% 98.947%

2984 ADVANCED INFORMATION TECH F FOREIGN SH. THB5.0 A 0.004% 98.951%

2985 GRUPO ELEKTRA SAB DE CV COMMON STOCK 0.004% 98.955%

2986 MILDEF CRETE INC COMMON STOCK TWD10. 0.004% 98.958%

2987 OCK GROUP BHD COMMON STOCK MYR.1 0.004% 98.962%

2988 TRANSASIA AIRWAYS CORP COMMON STOCK TWD10.0 0.004% 98.966%

2989 TEN REN TEA CO LTD COMMON STOCK TWD10. 0.004% 98.969%

2990 MK LAND HOLDINGS BHD COMMON STOCK MYR1.0 0.004% 98.973%

2991 SAMHO DEVELOPMENT CO LTD COMMON STOCK KRW500. 0.004% 98.977%

2992 CIA ENERGETICA DE MINAS GER COMMON STOCK BRL5.0 0.004% 98.980%

2993 SINGLE WELL INDUSTRIAL CORP COMMON STOCK TWD10.0 0.004% 98.984%

2994 HUME INDUSTRIES BHD COMMON STOCK MYR1.0 0.004% 98.988%

2995 GENER S.A. COMMON STOCK 0.004% 98.991%

2996 RASHTRIYA CHEMICALS + FERT COMMON STOCK INR10. 0.004% 98.995%

2997 HUIYIN SMART COMMUNITY CO LT COMMON STOCK USD.001 0.004% 98.998%

2998 TRADE VAN INFO SERVICES CO COMMON STOCK TWD10. 0.004% 99.002%

2999 DADI EARLY CHILDHOOD EDUCATI COMMON STOCK TWD10.0 0.004% 99.006%

3000 CARRIANNA GROUP HOLDINGS CO COMMON STOCK HKD.1 0.004% 99.009%

3001 KENANGA INVESTMENT BANK BHD COMMON STOCK MYR.25 0.004% 99.013%

3002 TEMPO SCAN PACIFIC TBK PT COMMON STOCK IDR50. 0.004% 99.016%

3003 SHANGHAI ZENDAI PROPERTY LTD COMMON STOCK HKD.02 0.004% 99.020%

3004 CIRTEK HOLDINGS PHILIPPINES COMMON STOCK PHP1.0 0.004% 99.023%

3005 BOLSA DE VALORES DE COLOMBIA COMMON STOCK 0.004% 99.027%

3006 THERAGEN ETEX CO LTD COMMON STOCK KRW500.0 0.004% 99.031%

3007 SEJOONG CO LTD COMMON STOCK KRW500. 0.004% 99.034%

3008 BANGKOK RANCH PUB CO FOREIGN FOREIGN SH. THB5.0 A 0.004% 99.038%

3009 ADEL KALEMCILIK COMMON STOCK TRY1. 0.004% 99.041%

3010 COLLINS CO LTD COMMON STOCK TWD10. 0.004% 99.045%

3011 GOLDEN THROAT HOLDINGS GROUP COMMON STOCK 0.004% 99.048%

3012 CHOA PHARMACEUTICAL CO COMMON STOCK KRW500. 0.004% 99.052%

3013 CHYANG SHENG DYEING + FINISH COMMON STOCK TWD10. 0.004% 99.055%

3014 JEJU SEMICONDUCTOR CORP COMMON STOCK KRW500. 0.004% 99.059%

3015 BRIGHT LED ELECTRONICS CORP COMMON STOCK TWD10. 0.004% 99.062%

3016 TIME WATCH INVESTMENTS LTD COMMON STOCK HKD.1 0.003% 99.066%

3017 VERY GOOD LEISURE CO LTD COMMON STOCK KRW500.0 0.003% 99.069%

3018 SEVEN STAR WORKS CO LTD COMMON STOCK KRW500.0 0.003% 99.073%

3019 BAKRIELAND DEVELOPMENT PT COMMON STOCK IDR500.0 0.003% 99.076%

3020 RED STAR MACALLINE GROUP C H COMMON STOCK CNY1.0 0.003% 99.080%

3021 TSANG YOW INDUSTRIAL CO LTD COMMON STOCK TWD10.0 0.003% 99.083%

3022 TURK TRAKTOR VE ZIRAAT MAKIN COMMON STOCK TRY1. 0.003% 99.087%

3023 SUN KING POWER ELECTRONICS COMMON STOCK HKD.1 0.003% 99.090%

3024 HAKERS ENTERPRISE CO LTD COMMON STOCK TWD10.0 0.003% 99.094%

3025 BONIA CORP BHD COMMON STOCK MYR.25 0.003% 99.097%

3026 ASIAN CITRUS HOLDINGS LTD COMMON STOCK HKD.01 0.003% 99.100%

3027 BAKRIE SUMATERA PLANTATIO PT COMMON STOCK IDR100. 0.003% 99.104%

3028 CONTREL TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.003% 99.107%

3029 KAI YUAN HOLDINGS LTD COMMON STOCK HKD.1 0.003% 99.111%

Page 62: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3030 INZI CONTROLS CO LTD COMMON STOCK KRW500. 0.003% 99.114%

3031 ALCOR MICRO CORP COMMON STOCK TWD10. 0.003% 99.118%

3032 EMPERADOR INC COMMON STOCK PHP1.0 0.003% 99.121%

3033 YUHWA SECURITIES CO LTD COMMON STOCK KRW5000. 0.003% 99.124%

3034 WAWEL SA COMMON STOCK PLN5. 0.003% 99.128%

3035 BERJAYA ASSETS BHD COMMON STOCK MYR1. 0.003% 99.131%

3036 SJM CO LTD COMMON STOCK KRW500. 0.003% 99.134%

3037 KUK YOUNG G+M COMMON STOCK KRW500.0 0.003% 99.138%

3038 GENESIS PHOTONICS INC COMMON STOCK TWD10. 0.003% 99.141%

3039 TTCL PCL FOREIGN FOREIGN SH. THB1.0 A 0.003% 99.144%

3040 GUJARAT INDS POWER CO LTD COMMON STOCK INR10. 0.003% 99.148%

3041 ENERGY EARTH PCL FOR FOREIGN SH. THB1.0 A 0.003% 99.151%

3042 MOBI DEVELOPMENT CO LTD COMMON STOCK USD.000001 0.003% 99.155%

3043 L+F CO LTD COMMON STOCK KRW500.0 0.003% 99.158%

3044 LEPANTO CONS MINING B COM COMMON STOCK PHP.1 0.003% 99.161%

3045 SAPPHIRE TECHNOLOGY CO LTD COMMON STOCK KRW500.0 0.003% 99.165%

3046 INNOWIRELESS COMMON STOCK KRW500. 0.003% 99.168%

3047 VINATI ORGANICS LTD COMMON STOCK INR2.0 0.003% 99.171%

3048 CHINA VANADIUM TITANO MAGN COMMON STOCK HKD.1 0.003% 99.175%

3049 MEDIPOST CO LTD COMMON STOCK KRW500.0 0.003% 99.178%

3050 TATA SPONGE IRON LTD COMMON STOCK INR10. 0.003% 99.181%

3051 SUN KWANG CO LTD COMMON STOCK KRW1000. 0.003% 99.184%

3052 CTC BIO INC COMMON STOCK KRW500.0 0.003% 99.188%

3053 SPERO GLOBAL CO LTD COMMON STOCK KRW500.0 0.003% 99.191%

3054 TAIWAN MASK CORPORATION COMMON STOCK TWD10. 0.003% 99.194%

3055 LIVEPLEX CO LTD COMMON STOCK KRW500. 0.003% 99.198%

3056 CTL INC COMMON STOCK KRW500.0 0.003% 99.201%

3057 NOROO HOLDINGS CO LTD COMMON STOCK KRW500. 0.003% 99.204%

3058 HSING TA CEMENT CO LTD COMMON STOCK TWD10. 0.003% 99.207%

3059 AEON THANA SINSAP THAI NVDR NVDR THB1.0 0.003% 99.211%

3060 DISPLAY TECH CO LTD COMMON STOCK KRW500. 0.003% 99.214%

3061 MAJESTAR CO LTD COMMON STOCK KRW500.0 0.003% 99.217%

3062 PROSPERITY INTL HOLDINGS LTD COMMON STOCK HKD.01 0.003% 99.220%

3063 DAELIM B+CO CO LTD COMMON STOCK KRW1000.0 0.003% 99.224%

3064 SSI GROUP INC COMMON STOCK PHP1.0 0.003% 99.227%

3065 IFB INDUSTRIES LTD COMMON STOCK INR10.0 0.003% 99.230%

3066 SAMYOUNG CHEMICAL CO LTD COMMON STOCK KRW500. 0.003% 99.233%

3067 SEOUL PHARMA CO LTD COMMON STOCK KRW500.0 0.003% 99.236%

3068 GUOLIAN SECURITIES CO LTD H COMMON STOCK 0.003% 99.240%

3069 ASROCK INC COMMON STOCK TWD10. 0.003% 99.243%

3070 SPG CO LTD COMMON STOCK KRW500.0 0.003% 99.246%

3071 SG+G CORP COMMON STOCK KRW500. 0.003% 99.249%

3072 ICRA LTD COMMON STOCK INR10.0 0.003% 99.252%

3073 PEOPLE + TECHNOLOGY INC COMMON STOCK KRW500. 0.003% 99.255%

3074 S 11 GROUP PCL FOREIGN FOREIGN SH. A 0.003% 99.258%

3075 GOOD PEOPLE CO LTD COMMON STOCK KRW500. 0.003% 99.262%

3076 KUKDONG OIL + CHEMICALS CO COMMON STOCK KRW500.0 0.003% 99.265%

3077 TUMOSAN MOTOR VE TRAKTOR SAN COMMON STOCK TRY1. 0.003% 99.268%

3078 YUNGJIN PHARMACEUTICAL CO COMMON STOCK KRW500. 0.003% 99.271%

3079 UNIVANICH PALM OIL FOREIGN FOREIGN SH. THB.5 A 0.003% 99.274%

Page 63: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3080 EXA E+C INC COMMON STOCK 0.003% 99.277%

3081 THITIKORN PCL FOREIGN FOREIGN SH. THB1.0 A 0.003% 99.280%

3082 HYUNDAI ROTEM COMPANY COMMON STOCK KRW5000.0 0.003% 99.283%

3083 TAE KYUNG INDUSTRIAL CO LTD COMMON STOCK KRW500. 0.003% 99.286%

3084 SHL CONSOLIDATED BHD COMMON STOCK MYR1.0 0.003% 99.290%

3085 INCH KENNETH KAJANG RUBBER COMMON STOCK GBP.1 0.003% 99.293%

3086 SUNDARAM CLAYTON LTD COMMON STOCK INR5.0 0.003% 99.296%

3087 COASTAL GREENLAND LTD COMMON STOCK HKD.1 0.003% 99.299%

3088 OSANGJAIEL CO LTD COMMON STOCK KRW500. 0.003% 99.302%

3089 ARIMA COMMUNICATIONS CORP COMMON STOCK TWD10.0 0.003% 99.305%

3090 ALAM MARITIM RESOURCES BHD COMMON STOCK MYR.25 0.003% 99.308%

3091 GAYATRI PROJECTS LTD COMMON STOCK INR10. 0.003% 99.311%

3092 COREMAX CORP COMMON STOCK TWD10.0 0.003% 99.314%

3093 ZHUHAI HOLDINGS INVESTMENT G COMMON STOCK CNY1.0 0.003% 99.317%

3094 KUMHO ELECTRIC CO LTD COMMON STOCK KRW5000. 0.003% 99.320%

3095 LU HAI HOLDING CORP COMMON STOCK TWD10.0 0.003% 99.323%

3096 IFCA MSC BHD COMMON STOCK MYR.1 0.003% 99.326%

3097 CHIN HUNG INTERNATIONAL COMMON STOCK KRW500. 0.003% 99.329%

3098 DAYA MATERIALS BHD COMMON STOCK MYR.1 0.003% 99.332%

3099 MAYUR UNIQUOTERS LTD COMMON STOCK INR5.0 0.003% 99.335%

3100 LEDTECH ELECTRONICS CORP COMMON STOCK TWD10. 0.003% 99.338%

3101 KMH HITECH CO LTD COMMON STOCK KRW500.0 0.003% 99.341%

3102 HIBISCUS PETROLEUM BHD COMMON STOCK MYR.01 0.003% 99.344%

3103 SUNWAY CONSTRUCTION GROUP BHD COMMON STOCK 0.003% 99.347%

3104 YTL LAND + DEVELOPMENT BHD COMMON STOCK MYR.5 0.003% 99.350%

3105 YTN COMMON STOCK 0.003% 99.353%

3106 ANXIN CHINA HOLDINGS LTD COMMON STOCK HKD.1 0.003% 99.356%

3107 HANKUK STEEL WIRE CO LTD COMMON STOCK KRW500. 0.003% 99.358%

3108 BEIJING ENT MED + HLTH INDY GR COMMON STOCK 0.003% 99.361%

3109 GIGALANE CO LTD COMMON STOCK KRW500.0 0.003% 99.364%

3110 DIMED SA DISTRIBUIDORA DE ME COMMON STOCK 0.003% 99.367%

3111 COL PCL FOREIGN FOREIGN SH. A 0.003% 99.370%

3112 SHINSUNG ENG CO LTD COMMON STOCK KRW500. 0.003% 99.373%

3113 MAX VENTURES +INDUSTRIES LTD COMMON STOCK INR10.0 0.003% 99.376%

3114 T MAC TECHVEST PCB CO LTD COMMON STOCK TWD10. 0.003% 99.379%

3115 MACHVISION INC COMMON STOCK TWD10. 0.003% 99.382%

3116 GIIR INC COMMON STOCK KRW1000. 0.003% 99.385%

3117 HYDOO INTERNATIONAL HOLDING COMMON STOCK HKD.01 0.003% 99.387%

3118 GOOD WILL INSTRUMENT CO LTD COMMON STOCK TWD10. 0.003% 99.390%

3119 GREENPLY INDUSTRIES LTD COMMON STOCK INR1.0 0.003% 99.393%

3120 WOOSU AMS CO LTD COMMON STOCK KRW500.0 0.003% 99.396%

3121 MULTISTRADA ARAH SARANA TBK COMMON STOCK IDR140. 0.003% 99.398%

3122 DEMCO PCL FOREIGN FOREIGN SH. THB1.0 A 0.003% 99.401%

3123 UMW HOLDINGS BHD COMMON STOCK MYR.5 0.003% 99.404%

3124 PRO HAWK CORP COMMON STOCK TWD10.0 0.003% 99.407%

3125 MALTON BHD COMMON STOCK MYR1.0 0.003% 99.409%

3126 COWEALTH MEDICAL HOLDING CO COMMON STOCK TWD10.0 0.003% 99.412%

3127 CHIME BALL TECHNOLOGY CO LTD COMMON STOCK TWD10. 0.003% 99.415%

3128 SOLTEAM ELECTRONICS CO LTD COMMON STOCK TWD10.0 0.003% 99.418%

3129 DACHAN FOOD ASIA LTD COMMON STOCK HKD.1 0.003% 99.420%

Page 64: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3130 ALLIANZ MALAYSIA BHD COMMON STOCK MYR1. 0.003% 99.423%

3131 KYUNG NAM PHARM CO LTD COMMON STOCK KRW500. 0.003% 99.426%

3132 ATINUM INVESTMENT CO LTD COMMON STOCK KRW500.0 0.003% 99.428%

3133 TEHMAG FOODS CORP COMMON STOCK TWD10.0 0.003% 99.431%

3134 TATA POWER CO LTD COMMON STOCK INR1. 0.003% 99.434%

3135 CHUNGHWA CHEMICAL SYNTHESIS COMMON STOCK TWD10. 0.003% 99.436%

3136 SHOPPERS STOP LTD COMMON STOCK INR5. 0.003% 99.439%

3137 HWACOM SYSTEMS INC COMMON STOCK TWD10. 0.003% 99.442%

3138 EVERGREEN INTERNATIONAL HOLD COMMON STOCK HKD.001 0.003% 99.444%

3139 THE ESLITE SPECTRUM CORPORAT COMMON STOCK TWD10.0 0.003% 99.447%

3140 INOX WIND LTD COMMON STOCK INR10.0 0.003% 99.449%

3141 SEA SONIC ELECTRONICS CO LTD COMMON STOCK TWD10. 0.003% 99.452%

3142 GLOBAL FERRONICKEL HOLDINGS COMMON STOCK PHP1.05 0.003% 99.455%

3143 SUNG BO CHEMICALS CO LTD COMMON STOCK KRW500.0 0.003% 99.457%

3144 YUNNAN WATER INVESTMENT H COMMON STOCK HKD1.0 0.003% 99.460%

3145 HYOSUNGITX CO LTD COMMON STOCK KRW500.0 0.003% 99.462%

3146 SANGSIN BRAKE COMMON STOCK KRW500. 0.003% 99.465%

3147 XIWANG SPECIAL STEEL CO LTD COMMON STOCK 0.003% 99.468%

3148 DHANUKA AGRITECH LTD COMMON STOCK INR2.0 0.003% 99.470%

3149 AMTEK AUTO LTD COMMON STOCK INR2. 0.003% 99.473%

3150 KWANTAS CORP BHD COMMON STOCK MYR.5 0.003% 99.475%

3151 MIWON COMMERCIAL CO LTD COMMON STOCK KRW5000. 0.003% 99.478%

3152 LAGUNA RESORTS + HOTELS FOR FOREIGN SH. THB10.0 A 0.003% 99.480%

3153 IASO S.A. COMMON STOCK EUR.44 0.003% 99.483%

3154 TAI TUNG COMM CO LTD COMMON STOCK TWD10.0 0.003% 99.485%

3155 KO YO CHEMICAL GROUP LTD COMMON STOCK HKD.1 0.002% 99.488%

3156 CHC HEALTHCARE GROUP COMMON STOCK TWD10. 0.002% 99.490%

3157 E FOR L AIM PCL FOREIGN FOREIGN SH. THB.075 A 0.002% 99.493%

3158 RAMCO SYSTEMS LTD COMMON STOCK INR10. 0.002% 99.495%

3159 SUSCO PUBLIC COMPANY LTD FOR FOREIGN SH. THB1.0 A 0.002% 99.498%

3160 KOPLA CO LTD COMMON STOCK KRW500.0 0.002% 99.500%

3161 LABIXIAOXIN SNACKS GROUP LTD COMMON STOCK USD.05 0.002% 99.503%

3162 LEOCH INTERNATIONAL TECH COMMON STOCK HKD.1 0.002% 99.505%

3163 HEXINDO ADIPERKASA TBK PT COMMON STOCK IDR100. 0.002% 99.507%

3164 CHINA GREENFRESH GROUP CO LT COMMON STOCK USD.01 0.002% 99.510%

3165 AMICCOM ELECTRONICS CORP COMMON STOCK TWD10.0 0.002% 99.512%

3166 BURIRAM SUGAR PCL F FOREIGN SH. THB1.0 A 0.002% 99.515%

3167 PARAMOUNT CORP BHD COMMON STOCK MYR.5 0.002% 99.517%

3168 GENERALPLUS TECHNOLOGY INC COMMON STOCK TWD10. 0.002% 99.520%

3169 EUCATEX SA INDUSTRIA PREF PREFERENCE 0.002% 99.522%

3170 DKSH HOLDINGS MALAYSIA BHD COMMON STOCK MYR1. 0.002% 99.525%

3171 BIONET CORP COMMON STOCK TWD10. 0.002% 99.527%

3172 MODERN LAND CHINA CO LTD COMMON STOCK USD.01 0.002% 99.529%

3173 SUMATEC RESOURCES BHD COMMON STOCK MYR.14 0.002% 99.532%

3174 JINKOSOLAR HOLDING CO ADR ADR USD.00002 0.002% 99.534%

3175 LEADTREND TECHNOLOGY CORP COMMON STOCK TWD10. 0.002% 99.537%

3176 CHINA DREDGING ENVIRONMENT P COMMON STOCK HKD.1 0.002% 99.539%

3177 SUNKO INK CO LTD COMMON STOCK TWD10.0 0.002% 99.541%

3178 KALYANI STEELS LTD COMMON STOCK INR5. 0.002% 99.544%

3179 BOOKOOK SECURITIES CO LTD COMMON STOCK KRW5000. 0.002% 99.546%

Page 65: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3180 CYRELA COMMERCIAL PROPERTIES COMMON STOCK 0.002% 99.549%

3181 BODITECH MED INC COMMON STOCK KRW1000.0 0.002% 99.551%

3182 SOUND GLOBAL LTD COMMON STOCK 0.002% 99.553%

3183 VIKING TECH CORP COMMON STOCK TWD10. 0.002% 99.556%

3184 SPEED TECH CORP COMMON STOCK TWD10.0 0.002% 99.558%

3185 SAHAVIRIYA STEEL INDUS FOREI FOREIGN SH. THB1.0 A 0.002% 99.560%

3186 GLOBE TRADE CENTRE SA COMMON STOCK PLN.1 0.002% 99.563%

3187 FORGAME HOLDINGS LTD COMMON STOCK USD.0001 0.002% 99.565%

3188 ORIENT PAPER + INDUSTRIES COMMON STOCK INR1.0 0.002% 99.567%

3189 GOL LINHAS AEREAS INTEL ADR ADR 0.002% 99.570%

3190 HINDUJA GLOBAL SOLUTIONS LTD COMMON STOCK INR10. 0.002% 99.572%

3191 BOUSTEAD PLANTATIONS BHD COMMON STOCK 0.002% 99.574%

3192 NTPM HOLDINGS BHD COMMON STOCK MYR.1 0.002% 99.577%

3193 MOSTOSTAL ZABRZE SA COMMON STOCK PLN1. 0.002% 99.579%

3194 HANYANG SECURITIES CO LTD COMMON STOCK KRW5000. 0.002% 99.581%

3195 NAVIN FLUORINE INTERNATIONAL COMMON STOCK INR10.0 0.002% 99.583%

3196 MNC SKY VISION TBK PT COMMON STOCK IDR100. 0.002% 99.586%

3197 CORP ACTINVER SAB DE CV COMMON STOCK 0.002% 99.588%

3198 LPN DEVELOPMENT PCL NVDR NVDR THB1.0 0.002% 99.590%

3199 PING AN SECURITIES GROUP HOL COMMON STOCK 0.002% 99.592%

3200 FORTUNE PARTS INDUSTRY PCL F FOREIGN SH. THB.25 A 0.002% 99.595%

3201 CHINA STARCH HOLDINGS LTD COMMON STOCK HKD.1 0.002% 99.597%

3202 HEVEABOARD BHD COMMON STOCK MYR.25 0.002% 99.599%

3203 BLISS GVS PHARMA LTD COMMON STOCK INR1. 0.002% 99.601%

3204 NIRVANA DEVELOPMENT TBK PT COMMON STOCK IDR100.0 0.002% 99.603%

3205 FAR EAST HOLDINGS BHD COMMON STOCK MYR1. 0.002% 99.606%

3206 KANG NA HSIUNG ENTERPRISE COMMON STOCK TWD10. 0.002% 99.608%

3207 HARBIN BANK CO LTD H COMMON STOCK CNY1.0 0.002% 99.610%

3208 SBI INVESTMENT KOREA CO LTD COMMON STOCK KRW500. 0.002% 99.612%

3209 HYOSUNG ONB CO LTD COMMON STOCK KRW500.0 0.002% 99.614%

3210 NETWORK 18 MEDIA + INVTS LTD COMMON STOCK INR5. 0.002% 99.616%

3211 DARMA HENWA PT TBK COMMON STOCK IDR100. 0.002% 99.619%

3212 AUTOMOTIVE AXLES LTD COMMON STOCK INR10. 0.002% 99.621%

3213 NECTAR LIFESCIENCES LTD COMMON STOCK INR1. 0.002% 99.623%

3214 MOSEL VITELIC INC COMMON STOCK TWD10. 0.002% 99.625%

3215 JASA MARGA (PERSERO) TBK PT COMMON STOCK IDR500. 0.002% 99.627%

3216 SHENGLI OIL+GAS PIPE HOLDING COMMON STOCK HKD.1 0.002% 99.629%

3217 USINAS SIDERURGICAS DE MINAS COMMON STOCK 0.002% 99.631%

3218 BANK WINDU KENTJANA INTL TBK COMMON STOCK IDR100.0 0.002% 99.634%

3219 CATUR SENTOSA ADIPRANA TBK COMMON STOCK IDR100.0 0.002% 99.636%

3220 DALMIA BHARAT SUGAR + INDUST COMMON STOCK INR2. 0.002% 99.638%

3221 DIFFER GROUP HOLDING CO LTD COMMON STOCK HKD.0025 0.002% 99.640%

3222 ALVOGEN KOREA CO LTD COMMON STOCK KRW5000.0 0.002% 99.642%

3223 DONGKOOK INDUSTRIAL CO LTD COMMON STOCK KRW500. 0.002% 99.644%

3224 JAI CORP LTD COMMON STOCK INR1. 0.002% 99.646%

3225 DUKSUNG CO LTD COMMON STOCK KRW500. 0.002% 99.648%

3226 SARAWAK CABLE BHD COMMON STOCK MYR.5 0.002% 99.650%

3227 MODA INNOCHIPS CO LTD COMMON STOCK KRW500.0 0.002% 99.652%

3228 TOP SPRING INTERNATIONAL HLD COMMON STOCK HKD.1 0.002% 99.654%

3229 NANG KUANG PHARMACEUTICAL COMMON STOCK TWD10.0 0.002% 99.656%

Page 66: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3230 THAI WACOAL PUB CO FOR REG FOREIGN SH. THB1.0 A 0.002% 99.658%

3231 WAH HONG INDUSTRIAL CORP COMMON STOCK TWD10. 0.002% 99.660%

3232 JW SHINYAK CORP COMMON STOCK KRW500.0 0.002% 99.662%

3233 DONGBANG TRANSPORT LOGISTICS COMMON STOCK KRW1000. 0.002% 99.664%

3234 OZNER WATER INTERNATIONAL HO COMMON STOCK HKD.01 0.002% 99.666%

3235 GRUPO ROTOPLAS SAB DE CV COMMON STOCK 0.002% 99.668%

3236 SANGHVI MOVERS LTD COMMON STOCK INR2. 0.002% 99.670%

3237 KWALITY LTD COMMON STOCK INR1.0 0.002% 99.672%

3238 EUREKA PRIMA JAKARTA TBK PT COMMON STOCK 0.002% 99.674%

3239 TIPCO ASPHALT PCL FOREIGN FOREIGN SH. THB1.0 A 0.002% 99.676%

3240 MEGHMANI ORGANICS LTD COMMON STOCK INR1.0 0.002% 99.678%

3241 SYSGRATION LIMITED COMMON STOCK TWD10.0 0.002% 99.680%

3242 YG PLUS COMMON STOCK KRW500.0 0.002% 99.682%

3243 COSMOCHEMICAL CO LTD COMMON STOCK KRW5000. 0.002% 99.684%

3244 BIONIME CORP COMMON STOCK TWD10. 0.002% 99.686%

3245 AFRIMAT LTD COMMON STOCK ZAR.01 0.002% 99.688%

3246 MICROELECTRONICS TECHNOLOGY COMMON STOCK TWD10. 0.002% 99.690%

3247 LINDE INDIA LTD COMMON STOCK INR10. 0.002% 99.692%

3248 THAI AIRWAYS INTERNA NVDR NVDR THB10.0 0.002% 99.693%

3249 DESTINI BHD COMMON STOCK MYR.1 0.002% 99.695%

3250 CONCONCRETO SA COMMON STOCK 0.002% 99.697%

3251 ASIAN INSULATORS PCL FOR FOREIGN SH. THB.25 A 0.002% 99.699%

3252 UTECHZONE CO LTD COMMON STOCK TWD10. 0.002% 99.701%

3253 AMINOLOGICS CO LTD COMMON STOCK KRW100.0 0.002% 99.703%

3254 ASTIR PALACE VOULIAGMENI S.A COMMON STOCK EUR3.0 0.002% 99.705%

3255 JSP PROPERTY PCL F FOREIGN SH. THB.5 A 0.002% 99.706%

3256 GRAND OCEAN RETAIL GROUP LTD COMMON STOCK TWD10. 0.002% 99.708%

3257 SHIHLIN PAPER COMMON STOCK TWD10. 0.002% 99.710%

3258 PHOENIX PETROLEUM PHILIPPINE COMMON STOCK PHP1. 0.002% 99.712%

3259 TIANJIN JINRAN PUBLIC UTIL H COMMON STOCK CNY.1 0.002% 99.714%

3260 MURAMOTO ELECTRON TH FOREIGN FOREIGN SH. THB10.0 A 0.002% 99.715%

3261 ELK CORP/KOREA COMMON STOCK KRW500. 0.002% 99.717%

3262 LC CORP SA COMMON STOCK PLN1.0 0.002% 99.719%

3263 LION TRAVEL SERVICE CO LTD COMMON STOCK TWD10.0 0.002% 99.721%

3264 EZWELFARE CO LTD COMMON STOCK KRW500.0 0.002% 99.722%

3265 HENDERSON INVESTMENT LTD COMMON STOCK 0.002% 99.724%

3266 BITAUTO HOLDINGS LTD ADR ADR USD.00004 0.002% 99.726%

3267 COADNA HOLDINGS INC COMMON STOCK TWD10.0 0.002% 99.728%

3268 NAGARJUNA FERTILIZERS + CHEM COMMON STOCK INR1.0 0.002% 99.729%

3269 CHINA GRAND PHARMACEUTICAL A COMMON STOCK HKD.01 0.002% 99.731%

3270 AVISION INC COMMON STOCK TWD10.0 0.002% 99.733%

3271 TAI SAW TECHNOLOGY CO LTD COMMON STOCK TWD10.0 0.002% 99.734%

3272 KSK ENERGY VENTURES LTD COMMON STOCK INR10. 0.002% 99.736%

3273 CREATIVE SENSOR INC COMMON STOCK TWD10. 0.002% 99.738%

3274 POWER ROOT BHD COMMON STOCK MYR.2 0.002% 99.740%

3275 SHINIH ENTERPRISE CO LTD COMMON STOCK TWD10. 0.002% 99.741%

3276 JOYMAX CO LTD COMMON STOCK KRW500. 0.002% 99.743%

3277 RAMCO INDUSTRIES LTD COMMON STOCK INR1.0 0.002% 99.745%

3278 W HOLDING CO LTD COMMON STOCK KRW100.0 0.002% 99.746%

3279 KOREA EXPORT PACKAGING COMMON STOCK KRW5000. 0.002% 99.748%

Page 67: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3280 HOWDEN AFRICA HOLDINGS LTD COMMON STOCK ZAR.01 0.002% 99.750%

3281 CHINA VAST INDUSTRIAL URBAN COMMON STOCK HKD.01 0.002% 99.751%

3282 HEG LTD COMMON STOCK INR10. 0.002% 99.753%

3283 BIOSMART CO LTD COMMON STOCK KRW500.0 0.002% 99.755%

3284 STEEL PIPE INDUSTRY OF INDON COMMON STOCK IDR100. 0.002% 99.756%

3285 MOBASE CO LTD COMMON STOCK KRW500.0 0.002% 99.758%

3286 BESUNYEN HOLDINGS CO LTD COMMON STOCK USD.000008333 0.002% 99.759%

3287 ENJOY SA COMMON STOCK 0.002% 99.761%

3288 SOLYTECH ENTERPRISE CORP COMMON STOCK TWD10. 0.002% 99.763%

3289 CAPITAL ENVIRONMENT HOLDINGS COMMON STOCK HKD.1 0.002% 99.764%

3290 ARVIND INFRASTRUCTURE LTD COMMON STOCK INR10.0 0.002% 99.766%

3291 WOOREE ETI CO LTD COMMON STOCK KRW500.0 0.002% 99.768%

3292 HANERGY THIN FILM POWER GROU COMMON STOCK HKD.0025 0.002% 99.769%

3293 GOOD FRIEND INTL HLDGS INC COMMON STOCK HKD.01 0.002% 99.771%

3294 SYMPHONY LIFE BHD COMMON STOCK MYR1.0 0.002% 99.772%

3295 MAXCOM TELECOMUNICACIONES SA COMMON STOCK 0.002% 99.774%

3296 SAMBO MOTORS CO LTD COMMON STOCK KRW500.0 0.002% 99.776%

3297 WCE HOLDINGS BHD COMMON STOCK MYR1.0 0.002% 99.777%

3298 CHINA ENVIRONMENTAL TECHNOLO COMMON STOCK HKD.01 0.002% 99.779%

3299 J.KUMAR INFRAPROJECTS LTD COMMON STOCK INR5.0 0.002% 99.780%

3300 SHANDONG XINHUA PHARMACEUT H COMMON STOCK CNY1.0 0.002% 99.782%

3301 PERISAI PETROLEUM TEKNOLOGI COMMON STOCK MYR.1 0.002% 99.783%

3302 EXTRACT GROUP LTD COMMON STOCK ZAR.001 0.002% 99.785%

3303 MUSTEK LTD COMMON STOCK ZAR.008 0.002% 99.787%

3304 UNIQUEST CORP COMMON STOCK KRW500. 0.002% 99.788%

3305 CHINA CITY INFRASTRUCTURE GR COMMON STOCK HKD.1 0.002% 99.790%

3306 EASTERN PRINTING PCL FOREIGN FOREIGN SH. THB1.0 A 0.002% 99.791%

3307 HNA HOLDING GROUP CO LTD COMMON STOCK 0.001% 99.793%

3308 SINJIN SM CO LTD COMMON STOCK KRW500.0 0.001% 99.794%

3309 NEW ASIA CONSTRUCTION + DEV COMMON STOCK TWD10. 0.001% 99.796%

3310 DR WU SKINCARE CO LTD COMMON STOCK TWD10.0 0.001% 99.797%

3311 AVIVASA EMEKLILIK VE HAYAT A COMMON STOCK TRY1.0 0.001% 99.799%

3312 STEFANUTTI STOCKS HOLDINGS COMMON STOCK ZAR.0000025 0.001% 99.800%

3313 IS YATIRIM MENKUL DEGERLER A COMMON STOCK TRY1. 0.001% 99.801%

3314 TMC LIFE SCIENCES BHD COMMON STOCK MYR.1 0.001% 99.803%

3315 SAM A PHARM CO LTD COMMON STOCK KRW1000. 0.001% 99.804%

3316 ALOK INDUSTRIES LTD COMMON STOCK INR10. 0.001% 99.806%

3317 ADBEE RF LTD COMMON STOCK 0.001% 99.807%

3318 BODAL CHEMICALS LTD COMMON STOCK INR2.0 0.001% 99.809%

3319 NATURE HOME HOLDING COMPANY COMMON STOCK 0.001% 99.810%

3320 CAMEO COMMUNICATIONS INC COMMON STOCK TWD10. 0.001% 99.811%

3321 CIGAMES COMMON STOCK PLN.1 0.001% 99.813%

3322 KAYA LTD COMMON STOCK INR10.0 0.001% 99.814%

3323 PABRIK KERTAS TJIWI KIMIA PT COMMON STOCK IDR1000. 0.001% 99.816%

3324 ACCELYA KALE SOLUTIONS LTD COMMON STOCK INR10.0 0.001% 99.817%

3325 TAI ROUN PRODUCTS CO LTD COMMON STOCK TWD10. 0.001% 99.818%

3326 KC COTTRELL CO LTD COMMON STOCK KRW500. 0.001% 99.819%

3327 TORRENT PHARMACEUTICALS LTD COMMON STOCK INR5. 0.001% 99.821%

3328 UFO MOVIEZ INDIA LTD COMMON STOCK INR10.0 0.001% 99.822%

3329 UNISON CO LTD COMMON STOCK KRW500. 0.001% 99.823%

Page 68: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3330 HINDUSTAN MEDIA VENTURES LTD COMMON STOCK INR10. 0.001% 99.825%

3331 EPISIL HOLDINGS INC COMMON STOCK TWD10.0 0.001% 99.826%

3332 MINEROS SA COMMON STOCK COP.5 0.001% 99.827%

3333 COSCO SHIPPING ENERGY TRAN H COMMON STOCK CNY1.0 0.001% 99.829%

3334 SIGMAGOLD INTI PERKASA TBK P COMMON STOCK IDR200.0 0.001% 99.830%

3335 SINO I TECHNOLOGY LTD COMMON STOCK 0.001% 99.831%

3336 GENOVATE BIOTECHNOLOGY CO COMMON STOCK TWD10.0 0.001% 99.832%

3337 ORIENT EUROPHARMA CO LTD COMMON STOCK TWD10. 0.001% 99.834%

3338 KCP LTD COMMON STOCK INR1.0 0.001% 99.835%

3339 T3EX GLOBAL HOLDINGS CORP COMMON STOCK TWD10.0 0.001% 99.836%

3340 MAGAZINE LUIZA SA COMMON STOCK 0.001% 99.837%

3341 WONDERLA HOLIDAYS LTD COMMON STOCK INR10.0 0.001% 99.839%

3342 VINA CONCHA Y TORO SA SP ADR ADR 0.001% 99.840%

3343 VST TILLERS TRACTORS LTD COMMON STOCK INR10. 0.001% 99.841%

3344 NOAH HOLDINGS LTD SPON ADS ADR USD.0005 0.001% 99.842%

3345 HIAP TECK VENTURE BHD COMMON STOCK MYR.5 0.001% 99.844%

3346 UNITED PHOTOVOLTAICS GROUP L COMMON STOCK HKD.1 0.001% 99.845%

3347 DOM DEVELOPMENT SA COMMON STOCK PLN1. 0.001% 99.846%

3348 ILSHINBIOBASE CO LTD COMMON STOCK KRW100.0 0.001% 99.847%

3349 POLARIS CONSULTING + SERVICE COMMON STOCK INR5.0 0.001% 99.848%

3350 SYMPHONY COMMUNICATION PC F FOREIGN SH. A 0.001% 99.849%

3351 INZI DISPLAY CO LTD COMMON STOCK KRW500. 0.001% 99.851%

3352 PACIFIC + ORIENT BERHAD COMMON STOCK MYR.5 0.001% 99.852%

3353 LASER TEK TAIWAN CO LTD COMMON STOCK TWD10. 0.001% 99.853%

3354 HUAYI TENCENT ENTERTAINMENT COMMON STOCK HKD.02 0.001% 99.854%

3355 DHARMA SATYA NUSANTARA PT COMMON STOCK IDR20.0 0.001% 99.855%

3356 SNC FORMER PCL FOREIGN FOREIGN SH. THB1.0 A 0.001% 99.856%

3357 WINTEK CORP COMMON STOCK TWD10.0 0.001% 99.857%

3358 ILJI TECHNOLOGY CO LTD COMMON STOCK KRW500. 0.001% 99.859%

3359 COSMAX INC RIGHT 0.001% 99.860%

3360 GRUPO SIMEC SAB SPON ADR ADR 0.001% 99.861%

3361 YUANSHENGTAI DAIRY FARM LTD COMMON STOCK HKD.01 0.001% 99.862%

3362 DAIBOCHI PLASTIC + PACKAGING COMMON STOCK MYR.5 0.001% 99.863%

3363 DAECHANG FORGING CO LTD COMMON STOCK KRW5000. 0.001% 99.864%

3364 DYNASTY FINE WINES GROUP LTD COMMON STOCK HKD.1 0.001% 99.865%

3365 CHIN TECK PLANTATIONS BHD COMMON STOCK MYR1. 0.001% 99.866%

3366 ODINSA SA COMMON STOCK COP100.0 0.001% 99.867%

3367 TRUBA ALAM MANUNGGAL ENG COMMON STOCK IDR100. 0.001% 99.868%

3368 JINDAL STAINLESS HISAR LTD COMMON STOCK INR2.0 0.001% 99.869%

3369 JITF INFRALOGISTICS LTD COMMON STOCK INR2.0 0.001% 99.870%

3370 WHA YU INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.001% 99.871%

3371 HOLD KEY ELECTRIC WIRE COMMON STOCK TWD10. 0.001% 99.873%

3372 ABBOTT INDIA LTD COMMON STOCK INR10. 0.001% 99.874%

3373 THAIRUNG UNION CAR PUB FOREI FOREIGN SH. THB1.0 A 0.001% 99.875%

3374 HENGSHI MINING INVESTMENTS COMMON STOCK HKD.0001 0.001% 99.876%

3375 DONGBU CORPORATION COMMON STOCK KRW5000. 0.001% 99.877%

3376 RESOURCE ALAM INDONESIA TBK COMMON STOCK IDR50. 0.001% 99.878%

3377 TAIHAN TEXTILE CO LTD COMMON STOCK KRW5000. 0.001% 99.879%

3378 MONO TECHNOLOGY CO LTD F FOREIGN SH. THB.1 A 0.001% 99.880%

3379 TENFU CAYMANS HLDGS CO LTD COMMON STOCK HKD.1 0.001% 99.881%

Page 69: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3380 G J STEEL PCL FOREIGN FOREIGN SH. THB.69 A 0.001% 99.882%

3381 INKTEC CO LTD COMMON STOCK KRW500. 0.001% 99.883%

3382 SUNSHINE 100 CHINA HOLDINGS COMMON STOCK HKD.01 0.001% 99.884%

3383 ZUARI AGRO CHEMICALS LTD COMMON STOCK INR10.0 0.001% 99.885%

3384 3S KOREA CO LTD COMMON STOCK KRW500. 0.001% 99.886%

3385 GLOBAL OFFSHORE SERVICES LTD COMMON STOCK INR10. 0.001% 99.887%

3386 JEJU AIR CO LTD COMMON STOCK KRW5000.0 0.001% 99.888%

3387 BERJAYA FOOD BHD COMMON STOCK MYR.5 0.001% 99.889%

3388 TLI INC COMMON STOCK KRW500. 0.001% 99.890%

3389 TALAM TRANSFORM BHD COMMON STOCK MYR.2 0.001% 99.891%

3390 MINDA CORP LTD COMMON STOCK INR2.0 0.001% 99.892%

3391 GOLDEN FRIENDS CORPORATION COMMON STOCK TWD10. 0.001% 99.893%

3392 DOUBLEUGAMES CO LTD COMMON STOCK KRW500.0 0.001% 99.894%

3393 AGUAS ANDINAS SA A COMMON STOCK 0.001% 99.895%

3394 TARENA INTERNATIONAL INC ADR ADR USD.001 0.001% 99.895%

3395 SCUD GROUP LTD COMMON STOCK HKD.1 0.001% 99.896%

3396 EXTRAWELL PHARMACEUTICAL COMMON STOCK HKD.01 0.001% 99.897%

3397 CHEETAH MOBILE INC ADR ADR USD.000025 0.001% 99.898%

3398 TAUNG GOLD INTERNATIONAL LTD COMMON STOCK HKD.01 0.001% 99.899%

3399 AJINOMOTO MALAYSIA BHD COMMON STOCK MYR1.0 0.001% 99.900%

3400 TIAN GE INTERACTIVE HOLDINGS COMMON STOCK USD.0001 0.001% 99.901%

3401 FHB MORTGAGE BANK PLC COMMON STOCK HUF100. 0.001% 99.902%

3402 BERAU COAL ENERGY PT COMMON STOCK IDR100. 0.001% 99.903%

3403 FRAS LE SA COMMON STOCK 0.001% 99.903%

3404 MAGMA FINCORP LTD COMMON STOCK INR2. 0.001% 99.904%

3405 MINDA INDUSTRIES LTD COMMON STOCK INR2.0 0.001% 99.905%

3406 NANOS CO LTD COMMON STOCK KRW500. 0.001% 99.906%

3407 MALAKOFF CORP BHD COMMON STOCK MYR.1 0.001% 99.907%

3408 NEW BEST WIRE INDUSTRIAL CO COMMON STOCK TWD10. 0.001% 99.908%

3409 INVENIA CO LTD COMMON STOCK KRW500.0 0.001% 99.909%

3410 PARSVNATH DEVELOPERS LTD COMMON STOCK INR5.0 0.001% 99.910%

3411 MIRZA INTERNATIONAL LTD COMMON STOCK INR2.0 0.001% 99.910%

3412 COL FINANCIAL GROUP INC COMMON STOCK PHP1.0 0.001% 99.911%

3413 GENEONELIFESCIENCE INC COMMON STOCK KRW1000.0 0.001% 99.912%

3414 SIM TECHNOLOGY GROUP LTD COMMON STOCK HKD.1 0.001% 99.913%

3415 KOMELON CORP COMMON STOCK KRW500. 0.001% 99.914%

3416 KEWAL KIRAN CLOTHING LTD COMMON STOCK INR10. 0.001% 99.915%

3417 GRANDE ASSET HOTELS FOREIGN FOREIGN SH. THB1.0 A 0.001% 99.915%

3418 DRDGOLD LTD SPONSORED ADR ADR 0.001% 99.916%

3419 JOAO FORTES ENGENHARIA S.A. COMMON STOCK 0.001% 99.917%

3420 T4F ENTRETENIMENTO SA COMMON STOCK 0.001% 99.918%

3421 SOLID INC RIGHTS 0.001% 99.919%

3422 AAPICO HITECH PCL NVDR NVDR THB1.0 0.001% 99.919%

3423 KR MOTORS CO LTD COMMON STOCK KRW500.0 0.001% 99.920%

3424 JAMNA AUTO INDUSTRIES LTD COMMON STOCK INR5.0 0.001% 99.921%

3425 SEMYUNG ELECTRIC MACHINERY COMMON STOCK KRW500.0 0.001% 99.922%

3426 CAPITAL FUTURES CORP COMMON STOCK TWD10.0 0.001% 99.923%

3427 BLD PLANTATION BHD COMMON STOCK MYR1. 0.001% 99.923%

3428 INTERGIS CO LTD COMMON STOCK KRW500.0 0.001% 99.924%

3429 KNR CONSTRUCTIONS LTD COMMON STOCK INR10.0 0.001% 99.925%

Page 70: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3430 REXON INDUSTRIAL CORP LTD COMMON STOCK TWD10. 0.001% 99.926%

3431 GEUMHWA PSC CO LTD COMMON STOCK KRW500.0 0.001% 99.926%

3432 U CITY PCL F FOREIGN SH. THB1.0 A 0.001% 99.927%

3433 DIAMOND BUILDING PRODUCT FOR FOREIGN SH. THB1.0 A 0.001% 99.928%

3434 DRAYTEK CORP COMMON STOCK TWD10.0 0.001% 99.929%

3435 BRILLIANT CIRCLE HOLDINGS IN COMMON STOCK HKD.005 0.001% 99.930%

3436 SINOPEC ENGINEERING GROUP H COMMON STOCK CNY1.0 0.001% 99.930%

3437 500.COM LTD CLASS A ADR ADR USD.00005 0.001% 99.931%

3438 CHU KONG SHIPPING ENTERPRISE COMMON STOCK 0.001% 99.932%

3439 MINGYUAN MEDICARE DEVELOPME COMMON STOCK HKD.05 0.001% 99.933%

3440 WINSTEK SEMICONDUCTOR CO LTD COMMON STOCK TWD10.0 0.001% 99.933%

3441 CHINA HIGH PRECISION AUTOMAT COMMON STOCK HKD.1 0.001% 99.934%

3442 TRAIS CO LTD COMMON STOCK KRW500. 0.001% 99.935%

3443 SNTEK CO LTD COMMON STOCK KRW500.0 0.001% 99.935%

3444 C MEDIA ELECTRONICS INC COMMON STOCK TWD10. 0.001% 99.936%

3445 TAIWAN OPTICAL PLATFORM CO COMMON STOCK TWD10.0 0.001% 99.937%

3446 BINTULU PORT HOLDINGS BHD COMMON STOCK MYR1. 0.001% 99.938%

3447 PROFARMA DISTRIBUIDORA COMMON STOCK 0.001% 99.938%

3448 JUBILEE ENTERPRISE PCL FOR FOREIGN SH. THB1.0 A 0.001% 99.939%

3449 CHINA LONGEVITY GROUP CO LTD COMMON STOCK HKD.001 0.001% 99.940%

3450 SCOMI ENERGY SERVICES BHD COMMON STOCK MYR.45 0.001% 99.940%

3451 ASTRAZENECA PHARMA INDIA LTD COMMON STOCK INR2. 0.001% 99.941%

3452 ART GROUP HOLDINGS LTD COMMON STOCK HKD.01 0.001% 99.942%

3453 RASSINI SAB DE CV A COMMON STOCK 0.001% 99.942%

3454 CHINA TAIFENG BEDDINGS HOLDI COMMON STOCK HKD.1 0.001% 99.943%

3455 SILOAM INTERNATIONAL HOSP RTS EXP 13DEC16 0.001% 99.944%

3456 SHAREHOPE MEDICINE CO LTD COMMON STOCK TWD10.0 0.001% 99.944%

3457 VIVOCOM INTERNATIONAL HOLDIN COMMON STOCK MYR.1 0.001% 99.945%

3458 GRUPO AEROPORTUARIO PAC ADR ADR 0.001% 99.946%

3459 GLOBAL ORIENTAL BHD COMMON STOCK MYR.5 0.001% 99.946%

3460 DAVICOM SEMICONDUCTORS INC COMMON STOCK 0.001% 99.947%

3461 ASIAN PHYTOCEUTICALS PCL FOR FOREIGN SH. THB.1 A 0.001% 99.948%

3462 TAIWAN GLASS IND CORP COMMON STOCK TWD10. 0.001% 99.948%

3463 WANGUO INTERNATIONAL MINING COMMON STOCK HKD.1 0.001% 99.949%

3464 HERITAGE FOODS LTD COMMON STOCK INR10.0 0.001% 99.950%

3465 IMAX CHINA HOLDING INC COMMON STOCK USD.0001 0.001% 99.950%

3466 KIRLOSKAR BROTHERS LTD COMMON STOCK INR2. 0.001% 99.951%

3467 E CREDIBLE CO LTD COMMON STOCK KRW500.0 0.001% 99.951%

3468 QUNXING PAPER HOLDINGS CO LT COMMON STOCK 0.001% 99.952%

3469 THAI AGRO ENERGY PCL F FOREIGN SH. THB1.0 A 0.001% 99.953%

3470 HUSTEEL CO LTD COMMON STOCK KRW5000. 0.001% 99.953%

3471 SHANGHAI HAOHAI BIOLOGICAL H COMMON STOCK CNY1.0 0.001% 99.954%

3472 INNER MONGOLIA YITAI COAL H COMMON STOCK CNY1.0 0.001% 99.955%

3473 I CONTROLS INC COMMON STOCK KRW500.0 0.001% 99.955%

3474 DUSIT THANI PUB CO LTD FORGN FOREIGN SH. THB1.0 A 0.001% 99.956%

3475 LOG IN LOGISTICA INTERMODAL COMMON STOCK 0.001% 99.956%

3476 POWERTECH INDUSTRIAL CO LTD COMMON STOCK TWD10. 0.001% 99.957%

3477 ALKIM ALKALI KIMYA A.S COMMON STOCK TRY1. 0.001% 99.957%

3478 CHINESE PEOPLE HOLDINGS CO COMMON STOCK HKD.07 0.001% 99.958%

3479 BANK TABUNGAN PENSIUNAN NASL COMMON STOCK IDR20. 0.001% 99.959%

Page 71: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3480 DEEPAK NITRITE LTD COMMON STOCK INR2.0 0.001% 99.959%

3481 HWANGKUM STEEL + TECHNOLOGY COMMON STOCK KRW500. 0.001% 99.960%

3482 HIMADRI SPECIALITY CHEMICAL COMMON STOCK INR1.0 0.001% 99.960%

3483 PHINMA CORP COMMON STOCK PHP10. 0.001% 99.961%

3484 PS TEC CO LTD COMMON STOCK KRW500.0 0.001% 99.962%

3485 COSAN LOGISTICA SA COMMON STOCK 0.001% 99.962%

3486 AVATEC CO LTD COMMON STOCK KRW500.0 0.001% 99.963%

3487 SPIROX CORP COMMON STOCK TWD10. 0.001% 99.963%

3488 HANIL VACUUM CO LTD COMMON STOCK KRW100.0 0.001% 99.964%

3489 MAYWUFA COMPANY LTD COMMON STOCK TWD10.0 0.001% 99.964%

3490 GENMONT BIOTECH INC COMMON STOCK TWD10. 0.001% 99.965%

3491 VESUVIUS INDIA LTD COMMON STOCK INR10. 0.001% 99.965%

3492 BINA DARULAMAN BHD COMMON STOCK MYR1. 0.001% 99.966%

3493 SYNNEX THAILAND PCL FOREIGN FOREIGN SH. THB1.0 A 0.001% 99.967%

3494 SAN FAR PROPERTY LTD COMMON STOCK TWD10.0 0.001% 99.967%

3495 METROFILE HOLDINGS LTD COMMON STOCK ZAR.006146 0.001% 99.968%

3496 TRONY SOLAR HOLDINGS CO LTD COMMON STOCK USD.0001 0.001% 99.968%

3497 ACTION SA COMMON STOCK PLN.1 0.001% 99.969%

3498 SAM ENGINEERING + EQUIPMENT COMMON STOCK MYR1. 0.001% 99.969%

3499 CLIPAN FINANCE INDONESIA PT COMMON STOCK IDR250. 0.001% 99.970%

3500 PETRON MALAYSIA REFINING + M COMMON STOCK MYR.5 0.001% 99.970%

3501 WONIK CUBE CORP COMMON STOCK KRW500. 0.001% 99.971%

3502 HUNEED TECHNOLOGIES COMMON STOCK KRW5000. 0.001% 99.971%

3503 P TWO INDUSTRIES INC COMMON STOCK TWD10. 0.001% 99.972%

3504 GMM GRAMMY PCL FOREIGN FOREIGN SH. THB1.0 A 0.000% 99.972%

3505 HOLCIM PHILIPPINES INC COMMON STOCK PHP1. 0.000% 99.973%

3506 HIDILI INDUSTRY INTL DEVELOP COMMON STOCK HKD.1 0.000% 99.973%

3507 SUDARSHAN CHEMICAL INDS LTD COMMON STOCK INR2.0 0.000% 99.974%

3508 ECOPRO RTS EXP 06DEC16 0.000% 99.974%

3509 SHAN LOONG TRANSPORTATION CO COMMON STOCK TWD10. 0.000% 99.975%

3510 HAN EXPRESS CO LTD COMMON STOCK KRW5000.0 0.000% 99.975%

3511 AUSNUTRIA DAIRY CORP LTD COMMON STOCK HKD.1 0.000% 99.976%

3512 BUSAN CITY GAS CO LTD COMMON STOCK KRW5000. 0.000% 99.976%

3513 CELXPERT ENERGY CORP COMMON STOCK TWD10.0 0.000% 99.976%

3514 FIEM INDUSTRIES LTD COMMON STOCK INR10.0 0.000% 99.977%

3515 WHEELS INDIA LTD COMMON STOCK INR10.0 0.000% 99.977%

3516 DESARROLLADORA HOMEX SAB DE COMMON STOCK 0.000% 99.978%

3517 CHOKWANG LEATHER CO LTD COMMON STOCK KRW5000. 0.000% 99.978%

3518 INTERNATIONAL ENGINEERING FO FOREIGN SH. THB.01 A 0.000% 99.979%

3519 MAGNI TECH INDUSTRIES BHD COMMON STOCK MYR1.0 0.000% 99.979%

3520 GENUS POWER INFRASTRUCTURES COMMON STOCK INR1. 0.000% 99.980%

3521 KHONBURI SUGAR PCL FOREIGN FOREIGN SH. A 0.000% 99.980%

3522 YUANTA FUTURES CO LTD COMMON STOCK TWD10. 0.000% 99.980%

3523 SEG INTERNATIONAL BHD COMMON STOCK MYR.25 0.000% 99.981%

3524 CLINICA LAS CONDES SA COMMON STOCK 0.000% 99.981%

3525 PENINSULA LAND LTD COMMON STOCK INR2.0 0.000% 99.982%

3526 SUNTECK REALTY LTD COMMON STOCK INR2.0 0.000% 99.982%

3527 VICTORIAS MILLING CO INC COMMON STOCK PHP1.0 0.000% 99.982%

3528 ASHIANA HOUSING LTD COMMON STOCK INR2.0 0.000% 99.983%

3529 AV TECH CORP COMMON STOCK TWD10. 0.000% 99.983%

Page 72: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3530 SAMINDO RESOURCES TBK PT COMMON STOCK IDR200. 0.000% 99.983%

3531 INDIAN HUME PIPE CO LTD COMMON STOCK INR2.0 0.000% 99.984%

3532 SHYAM CENTURY FERROUS LTD COMMON STOCK INR10.0 0.000% 99.984%

3533 VIA TECHNOLOGIES INC COMMON STOCK TWD10. 0.000% 99.984%

3534 KASET THAI INTL SUGAR F FOREIGN SH. THB1.0 A 0.000% 99.985%

3535 INTEGRATED MICRO ELECTRONICS COMMON STOCK PHP1.0 0.000% 99.985%

3536 DBA TELECOMMUNICATION ASIA COMMON STOCK HKD.1 0.000% 99.986%

3537 SAERON AUTOMOTIVE CORP COMMON STOCK KRW500. 0.000% 99.986%

3538 FINE BLANKING + TOOL CO LTD COMMON STOCK TWD10. 0.000% 99.986%

3539 AMREST HOLDINGS SE COMMON STOCK EUR.01 0.000% 99.987%

3540 PNE SOLUTION CO LTD COMMON STOCK KRW500.0 0.000% 99.987%

3541 PACIFIC STRATEGIC FINANCIAL PACIFIC STRATEGIC CW19 0.000% 99.987%

3542 TVS SRICHAKRA LTD COMMON STOCK INR10.0 0.000% 99.987%

3543 O TA PRECISION INDUSTRY CO COMMON STOCK TWD10. 0.000% 99.988%

3544 BILLION INDUSTRIAL HLDGS LTD COMMON STOCK HKD.01 0.000% 99.988%

3545 WEI MON INDUSTRY CO LTD COMMON STOCK TWD10.0 0.000% 99.988%

3546 ALLIS ELECTRIC CO LTD COMMON STOCK TWD10. 0.000% 99.989%

3547 KCI LTD COMMON STOCK KRW500.0 0.000% 99.989%

3548 TIANDE CHEMICAL HOLDINGS LTD COMMON STOCK HKD.01 0.000% 99.989%

3549 NITIN FIRE PROTECTION INDS COMMON STOCK INR2. 0.000% 99.990%

3550 SUNTY DEVELOPMENT CO LTD COMMON STOCK TWD10.0 0.000% 99.990%

3551 ACSET INDONUSA TBK PT COMMON STOCK IDR100.0 0.000% 99.990%

3552 CORPORATIVO GBM SAB DE CV COMMON STOCK 0.000% 99.990%

3553 SHELL REFINING CO (F.O.M.) COMMON STOCK MYR1. 0.000% 99.991%

3554 REI AGRO LTD COMMON STOCK INR1. 0.000% 99.991%

3555 CATHAY CHEMICAL WORKS COMMON STOCK TWD10. 0.000% 99.991%

3556 SKIPPER LTD COMMON STOCK INR1.0 0.000% 99.992%

3557 HEUNG A SHIPPING CO LTD COMMON EXP 22DEC16 0.000% 99.992%

3558 PLANET TECHNOLOGY CORP COMMON STOCK TWD10. 0.000% 99.992%

3559 WOOJIN INC COMMON STOCK KRW500. 0.000% 99.992%

3560 LION INDUSTRIES CORP BHD COMMON STOCK MYR1. 0.000% 99.993%

3561 CHIAN HSING FORGING INDS CO COMMON STOCK TWD10. 0.000% 99.993%

3562 IGARASHI MOTORS INDIA LTD COMMON STOCK INR10.0 0.000% 99.993%

3563 BANK MAYBANK INDONESIA TBK COMMON STOCK 0.000% 99.993%

3564 KOREA FUEL TECH CORP COMMON STOCK KRW100.0 0.000% 99.994%

3565 ASURANSI KRESNA MITRA TBK PT COMMON STOCK IDR20.0 0.000% 99.994%

3566 KOREA INFORMATION CERTIFICATE RIGHT 0.000% 99.994%

3567 TANJUNG OFFSHORE BHD COMMON STOCK MYR.5 0.000% 99.994%

3568 SCICOM (MSC) BHD COMMON STOCK MYR.1 0.000% 99.994%

3569 CHINA OCEANWIDE HOLDINGS LTD COMMON STOCK HKD.1 0.000% 99.995%

3570 EVER SHINE TEXTILE IDR100 0.000% 99.995%

3571 FINANCIERA INDEPENDENCIA SAB COMMON STOCK 0.000% 99.995%

3572 VITROX CORP BHD COMMON STOCK MYR.1 0.000% 99.995%

3573 BEIJING ENTERPRISES ENVIRONM COMMON STOCK 0.000% 99.995%

3574 GLYCONEX INC COMMON STOCK TWD10.0 0.000% 99.996%

3575 CHENNAI SUPER KINGS CRICKET COMMON STOCK 0.000% 99.996%

3576 REAL GOLD MINING LTD COMMON STOCK HKD1. 0.000% 99.996%

3577 D+O GREEN TECHNOLOGIES BHD COMMON STOCK MYR.1 0.000% 99.996%

3578 LAFARGE MALAYSIA BHD COMMON STOCK MYR1. 0.000% 99.996%

3579 JAS ASSET PCL F FOREIGN SH. THB1.0 A 0.000% 99.997%

Page 73: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3580 MARCOPOLO SA COMMON STOCK 0.000% 99.997%

3581 NET 1 UEPS TECHNOLOGIES INC COMMON STOCK USD.001 0.000% 99.997%

3582 AB SA COMMON STOCK PLN1. 0.000% 99.997%

3583 PANIN SEKURITAS TBK PT COMMON STOCK IDR125. 0.000% 99.997%

3584 SEKAWAN INTIPRATAMA COMMON STOCK IDR100.0 0.000% 99.997%

3585 UNITED POWER OF ASIA PCL F FOREIGN SH. THB.5 A 0.000% 99.998%

3586 UNGGUL INDAH CAHAYA TBK PT COMMON STOCK IDR500. 0.000% 99.998%

3587 KUKDONG CORPORATION COMMON STOCK KRW1000. 0.000% 99.998%

3588 GOLDBOND GROUP HOLDINGS LTD COMMON STOCK 0.000% 99.998%

3589 TRIMEGAH SEKURITAS INDONESIA COMMON STOCK IDR50.0 0.000% 99.998%

3590 CRESCENDO CORPORATION BHD COMMON STOCK MYR1.0 0.000% 99.998%

3591 CHINA FORDOO HOLDINGS LTD COMMON STOCK HKD.01 0.000% 99.998%

3592 AES TIETE ENERGIA SA PREF PREFERENCE 0.000% 99.999%

3593 SAJOHAEPYO CORP COMMON STOCK KRW5000. 0.000% 99.999%

3594 DAHAAM E TEC CO LTD COMMON STOCK KRW5000. 0.000% 99.999%

3595 ALLIED ELECTRONICS COR A SHR COMMON STOCK ZAR.02 0.000% 99.999%

3596 PRESIDENT RICE PRODUCTS FOR FOREIGN SH. THB1.0 A 0.000% 99.999%

3597 SYMPHONY HOLDINGS LTD SYMPHONY HOLDINGS LTD CW19 0.000% 99.999%

3598 CYDSA SAB DE CV COMMON STOCK 0.000% 99.999%

3599 CUMMINS INDIA LTD COMMON STOCK INR2. 0.000% 99.999%

3600 AMARIN PRINTING GROUP FOREIG FOREIGN SH. THB1.0 A 0.000% 99.999%

3601 SHRIRAM EPC LTD COMMON STOCK INR10. 0.000% 99.999%

3602 INDOMOBIL SUKSES INTERNASION COMMON STOCK IDR250.0 0.000% 99.999%

3603 POSIFLEX TECHNOLOGY INC 0.000% 100.000%

3604 ACR MINING CORPORATION (ACRMC) 0.000% 100.000%

3605 PHILIPPINE NATL CONSTRUCTION COMMON STOCK PHP10. 0.000% 100.000%

3606 INOVISI INFRACOM TBK PT COMMON STOCK IDR100. 0.000% 100.000%

3607 AFRICAN BANK INVESTMENTS LTD COMMON STOCK ZAR.025 0.000% 100.000%

3608 SHIN HAI GAS CORPORATION COMMON STOCK TWD10. 0.000% 100.000%

3609 URBI DESARROLLOS URBANOS SAB COMMON STOCK 0.000% 100.000%

3610 IM CO LTD RIGHTS 0.000% 100.000%

3611 CHINA OUTFITTERS HOLDNGS LTD COMMON STOCK HKD.1 0.000% 100.000%

3612 TAI SAW TECHNOLOGY RIGHTS 0.000% 100.000%

3613 THAI STEEL CABLE PCL FOREIGN FOREIGN SH. THB1.0 A 0.000% 100.000%

3614 AES TIETE ENERGIA SA COMMON STOCK 0.000% 100.000%

3615 KAP INDUSTRIAL HOLDINGS LTD RIGHT 0.000% 100.000%

3616 ADVENTA BHD COMMON STOCK MYR.5 0.000% 100.000%

3617 MARCOPOLO SA RIGHT 0.000% 100.000%

3618 CORP MEXICANA RESTAURANTES COMMON STOCK 0.000% 100.000%

3619 JASA MARGA PERSERO TBK PT RIGHT 0.000% 100.000%

3620 J TOUCH CORP COMMON STOCK TWD10.0 0.000% 100.000%

3621 ORIENT PAPER + INDUSTRIES RIGH 0.000% 100.000%

3622 CAROTECH BHD COMMON STOCK MYR.1 0.000% 100.000%

3623 EVRAZ HIGHVELD STEEL AND VAN COMMON STOCK ZAR1.0 0.000% 100.000%

3624 CORPORATIVO FRAGUA SAB DE CV COMMON STOCK MXN1. 0.000% 100.000%

3625 ORISSA MINERALS DEVELOPMENT COMMON STOCK INR1.0 0.000% 100.000%

3626 TOFAS TURK OTOMOBIL FABRIKA COMMON STOCK TRY1. 0.000% 100.000%

3627 FERRUM SA DE CERAMICA Y META COMMON STOCK ARS.1 0.000% 100.000%

3628 NERGIS HOLDING COMMON STOCK TRY1.0 - 100.000%

3629 HANKOOK SYNTHETICS KRW5000 - 100.000%

Page 74: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3630 YOUNG POONG MINING KRW5000 - 100.000%

3631 SANLUIS CORP SA B COMMON STOCK - 100.000%

3632 CHINA UNITED TRUST TWD10 - 100.000%

3633 ITV PCL FOREIGN FOREIGN SH. THB5.0 A - 100.000%

3634 GREEN NON LIFE INSURANCE CO COMMON STOCK KRW5000. - 100.000%

3635 MUDURNU TAVUK COMMON STOCK - 100.000%

3636 GADANG HOLDINGS BERHAD WTS WARRANTS - 100.000%

3637 MEMS TECHNOLOGY BHD COMMON STOCK MYR.1 - 100.000%

3638 BERLIAN LAJU TANKER TBK PT COMMON STOCK IDR62.5 - 100.000%

3639 DAEHO CORP COMMON STOCK - 100.000%

3640 PHILIPPINE TOWNSHIPS INC COMMON STOCK - 100.000%

3641 KCO ENERGY INC COMMON STOCK KRW500. - 100.000%

3642 BANGKOK RUBBER PUB CO FOR FOREIGN SH. THB10.0 A - 100.000%

3643 CHINA LUMENA NEW MATERIALS COMMON STOCK USD.00001 - 100.000%

3644 SURYAINTI PERMATA PT COMMON STOCK IDR125. - 100.000%

3645 PORTRANS ELECTRICAL TWD10 - 100.000%

3646 ANSON PERDANA BHD MYR1 - 100.000%

3647 KOLIN TWD10 - 100.000%

3648 UNIVERSAL RIGHTFIELD PROPERT COMMON STOCK PHP1. - 100.000%

3649 SANLUIS CORP SA C COMMON STOCK - 100.000%

3650 IND BEBIDAS ANTARCTICA POLAR COMMON STOCK - 100.000%

3651 SURYA DUMAI COM - 100.000%

3652 HAWE S.A. RIGHTS - 100.000%

3653 GOLDEN PLUS HOLDING BHD COMMON STOCK MYR1.0 - 100.000%

3654 CENTRAL PAPER INDUSTRY FRGN FOREIGN SH. THB10.0 A - 100.000%

3655 TEXTILE MFG CO JAY IDR500 - 100.000%

3656 SHARP SA EQUIP PREF NPV - 100.000%

3657 PROTOP TECHNOLOGY CO LTD COMMON STOCK - 100.000%

3658 JCI LIMITED COMMON STOCK - 100.000%

3659 ZEROONE INTERACTIVE CO LTD COMMON STOCK - 100.000%

3660 SANLUIS RASSINI A - 100.000%

3661 GOLDAS KUYUMCULUK SANAYI AS COMMON STOCK TRY1. - 100.000%

3662 PRIME UTILITIES BHD COMMON STOCK MYR1. - 100.000%

3663 DAVOMAS ABADI TBK PT COMMON STOCK IDR50.0 - 100.000%

3664 SAVIA A COMMON STOCK - 100.000%

3665 EASTERN PRINTING PCL FOREIGN - 100.000%

3666 CHOU CHIN INDUSTRIAL CO LTD COMMON STOCK - 100.000%

3667 EMPAQUES PONDEROSA SER B NPV - 100.000%

3668 AKTAS ELEKTRIK TRL1000 - 100.000%

3669 NIKKO ELECTRONICS BHD COMMON STOCK MYR1. - 100.000%

3670 PRODISC TECHNOLOGY INC COMMON STOCK TWD10. - 100.000%

3671 PHILTOWN PROPERTIES INC. - 100.000%

3672 TAIWAN FLUORESCENT TWD10 - 100.000%

3673 FOUNTAIN VIEW DEVELOPMENT COMMON STOCK MYR1. - 100.000%

3674 APEX DEVELOPMENT PCL FOREIGN FOREIGN SH. THB1.0 A - 100.000%

3675 PANGLOBAL BHD MYR1.0 - 100.000%

3676 DER PAO CONST TWD10 - 100.000%

3677 METRO PACIFIC CORP COM - 100.000%

3678 TPI POLENE RIGHTS - 100.000%

3679 DATUK KERAMAT HLDG MYR0.50 - 100.000%

Page 75: Class Emerging Markets Small Cap Portfolio … Markets Small Cap Portfolio-Institutional Class As of November 30, 2016 (Updated Monthly) Source: State Street Holdings are subject to

SECURITY NAME % OF PORTFOLIO CUMULATIVE %

3680 CHINA METAL RECYCLING COMMON STOCK HKD.0001 - 100.000%

3681 MANCON BERHAD MYR1 - 100.000%

3682 GRUPO QUMMA SA DE CV SER B COMMON STOCK - 100.000%

3683 UNITY OPTO TECHNOLOGY CO LTD - 100.000%

3684 SURABAYA AGUNG INDUS PULP COMMON STOCK IDR1000.0 - 100.000%

3685 RAKS ELEKTRONIK TRY1 - 100.000%

3686 ABIT COMPUTER CORP TWD10 - 100.000%