| | As of January 31, 2009 | % of Portfolio | Cumulative % of Portfolio |
| | US Large Company Portfolio | |
| | Exxon Mobil Corp | 5.4 | 5.4 |
| | Procter & Gamble Co | 2.3 | 7.7 |
| | Johnson & Johnson | 2.2 | 9.9 |
| | At&T Inc | 2 | 11.9 |
| | Chevron Corp | 2 | 13.9 |
| | Microsoft Corp | 1.8 | 15.7 |
| | General Electric Co | 1.8 | 17.5 |
| | Intl Business Machines Co | 1.7 | 19.2 |
| | Wal-Mart Stores Inc | 1.5 | 20.7 |
| | Pfizer Inc | 1.4 | 22.1 |
| | US Large Cap Value Portfolio | |
| | Verizon Communications In | 4.6 | 4.6 |
| | At&T Inc | 4.3 | 8.8 |
| | Conocophillips | 4.1 | 12.9 |
| | Comcast Corp-Cl A | 4 | 16.9 |
| | Jpmorgan Chase & Co | 3.6 | 20.5 |
| | Travelers Cos Inc/The | 3.5 | 24 |
| | Time Warner Inc | 3 | 27 |
| | Kraft Foods Inc-Class A | 2.8 | 29.8 |
| | Union Pacific Corp | 2.8 | 32.6 |
| | Apache Corp | 2.7 | 35.3 |
| | US Small Cap Portfolio | |
| | Phh Corp | 0.5 | 0.5 |
| | Horace Mann Educators | 0.5 | 1 |
| | Central Garden And Pet Co | 0.4 | 1.4 |
| | Usec Inc | 0.4 | 1.8 |
| | Stage Stores Inc | 0.3 | 2.1 |
| | American Equity Invt Life | 0.3 | 2.4 |
| | Cooper Tire & Rubber | 0.3 | 2.8 |
| | Exar Corp | 0.3 | 3.1 |
| | Infospace Inc | 0.3 | 3.4 |
| | Labranche & Co Inc | 0.3 | 3.7 |
| | US Targeted Value Portfolio | |
| | Avnet Inc | 0.6 | 0.6 |
| | Omnicare Inc | 0.6 | 1.2 |
| | Constellation Brands Inc- | 0.6 | 1.8 |
| | Whirlpool Corp | 0.6 | 2.4 |
| | Centurytel Inc | 0.6 | 3 |
| | Fidelity National Finl-A | 0.6 | 3.5 |
| | Masco Corp | 0.5 | 4.1 |
| | Toll Brothers Inc | 0.5 | 4.6 |
| | Fidelity National Informa | 0.5 | 5.1 |
| | Arrow Electronics Inc | 0.5 | 5.6 |
| | Real Estate Securities Portfolio | |
| | Public Storage | 7.2 | 7.2 |
| | Simon Property Group Inc | 6.7 | 13.9 |
| | Vornado Realty Trust | 5.4 | 19.4 |
| | Equity Residential | 4.5 | 23.8 |
| | Hcp Inc | 3.8 | 27.6 |
| | Boston Properties Inc | 3.6 | 31.2 |
| | Health Care Reit Inc | 3.3 | 34.5 |
| | Avalonbay Communities Inc | 3.1 | 37.6 |
| | Ventas Inc | 3 | 40.5 |
| | Kimco Realty Corp | 2.9 | 43.5 |
| | Intl. Value Portfolio | |
| | Vodafone Group Plc | 5.2 | 5.2 |
| | Banco Santander Sa | 2.3 | 7.4 |
| | Hsbc Holdings Plc-Spons A | 2.2 | 9.6 |
| | E.On Ag | 2 | 11.6 |
| | Royal Dutch Shell Plc-Adr | 1.6 | 13.3 |
| | Deutsche Telekom Ag-Reg | 1.6 | 14.8 |
| | Vivendi | 1.6 | 16.4 |
| | Bnp Paribas | 1.5 | 17.9 |
| | Credit Suisse Group Ag-Re | 1.5 | 19.4 |
| | Allianz Se-Reg | 1.5 | 20.9 |
| | Intl. Small Co. Portfolio | |
| | Valiant Holding Ag-Reg | 0.3 | 0.3 |
| | Iamgold Corp | 0.3 | 0.6 |
| | Amlin Plc | 0.3 | 0.8 |
| | Intertek Group Plc | 0.2 | 1.1 |
| | Qiagen N.V. | 0.2 | 1.3 |
| | Hiscox Ltd | 0.2 | 1.6 |
| | Aryzta Ag | 0.2 | 1.8 |
| | Arm Holdings Plc | 0.2 | 2 |
| | Babcock Intl Group Plc | 0.2 | 2.2 |
| | United Business Media Ltd | 0.2 | 2.4 |
| | Intl. Small Cap Value Portfolio | |
| | Amlin Plc | 1.2 | 1.2 |
| | Hiscox Ltd | 1.1 | 2.3 |
| | Norddeutsche Affinerie Ag | 0.8 | 3 |
| | Nexans Sa | 0.8 | 3.8 |
| | Brit Insurance Holdings P | 0.7 | 4.5 |
| | Bilfinger Berger Ag | 0.7 | 5.3 |
| | Iamgold Corp | 0.7 | 6 |
| | Catlin Group Ltd | 0.7 | 6.6 |
| | Banca Popolare Di Milano | 0.6 | 7.3 |
| | Bellway Plc | 0.6 | 7.9 |
| | Emerging Markets Portfolio | |
| | Petroleo Brasileiro-Spon | 5.4 | 5.4 |
| | Samsung Electronics Co Lt | 3.6 | 9 |
| | Sasol Ltd-Sponsored Adr | 2.6 | 11.6 |
| | Teva Pharmaceutical-Sp Ad | 2.6 | 14.2 |
| | Reliance Industries Limit | 2 | 16.3 |
| | America Movil Sab De C-Se | 2 | 18.2 |
| | Taiwan Semiconductor Manu | 1.9 | 20.2 |
| | Infosys Technologies Ltd | 1.8 | 21.9 |
| | Cia Vale Do Rio Doce-Pref | 1.5 | 23.4 |
| | Enersis S.A. -Spons Adr | 1.5 | 24.9 |
| | Emerging Markets Value Portfolio | |
| | Reliance Industries Limit | 3.4 | 3.4 |
| | Cemex Sab-Spons Adr Part | 1.9 | 5.3 |
| | Posco | 1.8 | 7.1 |
| | Gold Fields Ltd | 1.7 | 8.8 |
| | Enersis Sa | 1.4 | 10.2 |
| | Usinas Sider Minas Ger-Pf | 1.3 | 11.5 |
| | Sanlam Ltd | 1.2 | 12.8 |
| | Fomento Economico Mexica- | 1.2 | 13.9 |
| | Icici Bank Ltd-Spon Adr | 1.2 | 15.1 |
| | Cia Siderurgica Nacional | 1.1 | 16.2 |
| | Emerging Markets Small Cap Portfolio | |
| | Industrias Ch S.A.B.-Ser | 1.6 | 1.6 |
| | Semiconductor Manufacturi | 1.4 | 3 |
| | Empresas Ica S.A.B | 1.2 | 4.3 |
| | Ultrapar Participacoes-Pr | 1.1 | 5.3 |
| | Grupo Continental S.A.B- | 0.9 | 6.2 |
| | Shenzhen Intl Holdings | 0.9 | 7.1 |
| | Hunan Non-Ferrous Metals- | 0.8 | 8 |
| | Tpv Technology Ltd | 0.8 | 8.8 |
| | Jd Group Ltd | 0.7 | 9.5 |
| | Shenzhen Investment Ltd | 0.7 | 10.2 |
| | Tax-Mgd. US Equity Portfolio | |
| | Exxon Mobil Corp | 4.4 | 4.4 |
| | Procter & Gamble Co | 2.4 | 6.9 |
| | Wal-Mart Stores Inc | 2.4 | 9.2 |
| | Johnson & Johnson | 2.1 | 11.4 |
| | At&T Inc | 1.8 | 13.2 |
| | Microsoft Corp | 1.7 | 14.8 |
| | Chevron Corp | 1.5 | 16.3 |
| | Intl Business Machines Co | 1.4 | 17.7 |
| | General Electric Co | 1.3 | 19 |
| | Abbott Laboratories | 1.3 | 20.3 |
| | Tax-Mgd. US Mktwd. Value Portfolio | |
| | Comcast Corp-Cl A | 4.4 | 4.4 |
| | Conocophillips | 4.4 | 8.8 |
| | At&T Inc | 4.2 | 13 |
| | Jpmorgan Chase & Co | 3.9 | 16.9 |
| | Time Warner Inc | 2.6 | 19.6 |
| | Verizon Communications In | 2.4 | 21.9 |
| | Kraft Foods Inc-Class A | 2 | 24 |
| | Anadarko Petroleum Corp | 1.9 | 25.9 |
| | Travelers Cos Inc/The | 1.8 | 27.7 |
| | Burlington Northern Santa | 1.6 | 29.3 |
| | Tax-Mgd. US Small Cap Portfolio | |
| | Prosperity Bancshares Inc | 0.3 | 0.3 |
| | Interwoven Inc | 0.3 | 0.6 |
| | Cv Therapeutics Inc | 0.3 | 0.8 |
| | Emergent Biosolutions Inc | 0.3 | 1.1 |
| | Newalliance Bancshares In | 0.3 | 1.4 |
| | 99 Cents Only Stores | 0.2 | 1.6 |
| | New Jersey Resources Corp | 0.2 | 1.8 |
| | Laclede Group Inc/The | 0.2 | 2.1 |
| | Del Monte Foods Co | 0.2 | 2.3 |
| | Allegiant Travel Co | 0.2 | 2.5 |
| | Tax-Mgd. US Targeted Value Portfolio | |
| | Odyssey Re Holdings Corp | 1.1 | 1.1 |
| | Centurytel Inc | 0.8 | 1.9 |
| | Omnicare Inc | 0.8 | 2.7 |
| | Ryder System Inc | 0.7 | 3.4 |
| | First Niagara Financial G | 0.6 | 4.1 |
| | Cimarex Energy Co | 0.6 | 4.6 |
| | Harleysville Group Inc | 0.6 | 5.2 |
| | Interwoven Inc | 0.5 | 5.7 |
| | Republic Services Inc | 0.5 | 6.3 |
| | Nash Finch Co | 0.5 | 6.8 |
| | Tax-Mgd. Intl. Value Portfolio | |
| | Vodafone Group Plc | 4.7 | 4.7 |
| | E.On Ag | 3.3 | 7.9 |
| | Hsbc Holdings Plc | 3 | 10.9 |
| | Royal Dutch Shell Plc-B S | 3 | 13.8 |
| | Banco Santander Sa | 3 | 16.8 |
| | Deutsche Telekom Ag-Reg | 2.4 | 19.2 |
| | Bnp Paribas | 1.9 | 21 |
| | Allianz Se-Reg | 1.7 | 22.7 |
| | Zurich Financial Service- | 1.7 | 24.4 |
| | Axa Sa | 1.7 | 26.1 |
