0001752724-24-035325.txt : 20240223 0001752724-24-035325.hdr.sgml : 20240223 20240223114836 ACCESSION NUMBER: 0001752724-24-035325 CONFORMED SUBMISSION TYPE: N-CEN/A PUBLIC DOCUMENT COUNT: 4 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20240223 DATE AS OF CHANGE: 20240223 EFFECTIVENESS DATE: 20240223 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DFA INVESTMENT DIMENSIONS GROUP INC CENTRAL INDEX KEY: 0000355437 ORGANIZATION NAME: IRS NUMBER: 363129984 STATE OF INCORPORATION: MD FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-CEN/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-03258 FILM NUMBER: 24668285 BUSINESS ADDRESS: STREET 1: 6300 BEE CAVE ROAD STREET 2: BUILDING ONE CITY: AUSTIN STATE: TX ZIP: 78746 BUSINESS PHONE: (512) 306-7400 MAIL ADDRESS: STREET 1: 6300 BEE CAVE ROAD STREET 2: BUILDING ONE CITY: AUSTIN STATE: TX ZIP: 78746 FORMER COMPANY: FORMER CONFORMED NAME: DFA SMALL CO FUND INC DATE OF NAME CHANGE: 19830621 0000355437 S000000948 U.S. MICRO CAP PORTFOLIO C000002699 U.S. MICRO CAP PORTFOLIO - INSTITUTIONAL CLASS DFSCX 0000355437 S000000949 DFA REAL ESTATE SECURITIES PORTFOLIO C000002700 DFA REAL ESTATE SECURITIES PORTFOLIO - INSTITUTIONAL CLASS DFREX 0000355437 S000000950 DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO C000002701 DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS DISVX 0000355437 S000000951 VA INTERNATIONAL SMALL PORTFOLIO C000002702 VA INTERNATIONAL SMALL PORTFOLIO 0000355437 S000000952 VA INTERNATIONAL VALUE PORTFOLIO C000002703 VA INTERNATIONAL VALUE PORTFOLIO 0000355437 S000000953 VA U.S. TARGETED VALUE PORTFOLIO C000002704 VA U.S. TARGETED VALUE PORTFOLIO 0000355437 S000000954 VA SHORT-TERM FIXED PORTFOLIO C000002705 VA SHORT-TERM FIXED PORTFOLIO 0000355437 S000000955 DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO C000002706 DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS DFGFX 0000355437 S000000956 ENHANCED U.S. LARGE COMPANY PORTFOLIO C000002707 ENHANCED U.S. LARGE COMPANY PORTFOLIO DFELX 0000355437 S000000957 EMERGING MARKETS PORTFOLIO C000002708 EMERGING MARKETS PORTFOLIO - INSTITUTIONAL CLASS DFEMX 0000355437 S000000959 EMERGING MARKETS VALUE PORTFOLIO C000002710 EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS DFEVX C000095345 Emerging Markets Value Portfolio - Class R2 Shares 0000355437 S000000961 VA U.S. LARGE VALUE PORTFOLIO C000002712 VA U.S. LARGE VALUE PORTFOLIO 0000355437 S000000962 VA GLOBAL BOND PORTFOLIO C000002713 VA GLOBAL BOND PORTFOLIO 0000355437 S000000963 JAPANESE SMALL COMPANY PORTFOLIO C000002714 JAPANESE SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFJSX 0000355437 S000000964 UNITED KINGDOM SMALL COMPANY PORTFOLIO C000002715 UNITED KINGDOM SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFUKX 0000355437 S000000965 CONTINENTAL SMALL COMPANY PORTFOLIO C000002716 CONTINENTAL SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFCSX 0000355437 S000000966 ASIA PACIFIC SMALL COMPANY PORTFOLIO C000002717 ASIA PACIFIC SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFRSX 0000355437 S000000967 INTERNATIONAL SMALL COMPANY PORTFOLIO C000002718 INTERNATIONAL SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFISX 0000355437 S000000968 DFA ONE-YEAR FIXED INCOME PORTFOLIO C000002719 DFA ONE-YEAR FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS DFIHX 0000355437 S000000969 DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO C000002720 DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS DFGBX 0000355437 S000000970 U.S. Targeted Value Portfolio C000002721 U.S. Targeted Value Portfolio - Institutional Class DFFVX C000053633 U.S. Targeted Value Portfolio - Class R1 C000053634 U.S. Targeted Value Portfolio - Class R2 0000355437 S000000971 U.S. SMALL CAP PORTFOLIO C000002722 U.S. SMALL CAP PORTFOLIO - INSTITUTIONAL CLASS DFSTX 0000355437 S000000973 DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO C000002724 DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO DFSMX 0000355437 S000000978 EMERGING MARKETS CORE EQUITY PORTFOLIO C000002729 EMERGING MARKETS CORE EQUITY PORTFOLIO - INSTITUTIONAL CLASS DFCEX 0000355437 S000000979 U.S. CORE EQUITY 1 PORTFOLIO C000002730 U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS DFEOX 0000355437 S000000980 U.S. CORE EQUITY 2 PORTFOLIO C000002731 U.S. CORE EQUITY 2 PORTFOLIO - INSTITUTIONAL CLASS DFQTX 0000355437 S000000981 EMERGING MARKETS SMALL CAP PORTFOLIO C000002732 EMERGING MARKETS SMALL CAP PORTFOLIO - INSTITUTIONAL CLASS DEMSX 0000355437 S000000982 U.S. VECTOR EQUITY PORTFOLIO C000002733 U.S. VECTOR EQUITY PORTFOLIO - INSTITUTIONAL CLASS DFVEX 0000355437 S000000983 INTERNATIONAL CORE EQUITY PORTFOLIO C000002734 INTERNATIONAL CORE EQUITY PORTFOLIO - INSTITUTIONAL CLASS DFIEX 0000355437 S000000984 DFA SHORT-TERM GOVERNMENT PORTFOLIO C000002735 DFA SHORT-TERM GOVERNMENT PORTFOLIO - INSTITUTIONAL CLASS DFFGX 0000355437 S000000985 LARGE CAP INTERNATIONAL PORTFOLIO C000002736 LARGE CAP INTERNATIONAL PORTFOLIO - INSTITUTIONAL CLASS DFALX 0000355437 S000000986 DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO C000002737 DFA 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S000029683 World ex U.S. Value Portfolio C000091238 Institutional Class 0000355437 S000030217 DFA Commodity Strategy Portfolio C000093002 DFA Commodity Strategy Portfolio Shares 0000355437 S000031489 DFA California Intermediate-Term Municipal Bond Portfolio C000097894 Institutional Class Shares 0000355437 S000031490 DFA Investment Grade Portfolio C000097895 Institutional Class Shares 0000355437 S000033391 World Core Equity Portfolio C000102631 Institutional Class 0000355437 S000033394 DFA LTIP PORTFOLIO C000102640 Institutional Class 0000355437 S000034541 Selectively Hedged Global Equity Portfolio C000106201 Institutional Class 0000355437 S000034651 DFA World ex U.S. Government Fixed Income Portfolio C000106763 Institutional Class 0000355437 S000035595 DFA Intermediate-Term Municipal Bond Portfolio C000109006 Institutional Class 0000355437 S000038669 International Social Core Equity Portfolio C000119189 Institutional Class 0000355437 S000038670 World ex U.S. Targeted Value Portfolio C000119190 Institutional Class 0000355437 S000039438 U.S. Large Cap Growth Portfolio C000121545 Institutional Class 0000355437 S000039439 U.S. Small Cap Growth Portfolio C000121546 Institutional Class 0000355437 S000039440 International Large Cap Growth Portfolio C000121547 Institutional Class 0000355437 S000039441 International Small Cap Growth Portfolio C000121548 Institutional Class 0000355437 S000039915 World ex U.S. Core Equity Portfolio C000123798 Institutional Class Shares 0000355437 S000041113 U.S. Large Cap Equity Portfolio C000127650 Institutional Class 0000355437 S000042173 DFA Short-Duration Real Return Portfolio C000130944 Institutional Class 0000355437 S000046723 DFA Municipal Real Return Portfolio C000145907 Institutional Class 0000355437 S000048085 DFA Municipal Bond Portfolio C000151980 Institutional Class 0000355437 S000049213 VIT Inflation-Protected Securities Portfolio C000155213 Institutional Class 0000355437 S000049338 DFA TARGETED CREDIT PORTFOLIO C000156056 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U4ONQX15J3RO8XCKE979 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 MKM Partners LLC 8-53436 000114666 25490041O5W104HFWA62 610.97000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 3477.45000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 50895.54000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2068.36000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 67061.48000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 68422.73000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 54632.45000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 112.67000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5849.10000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 7174.96000000 260305.71000000 Penson Worldwide, Inc. N/A N/A N/A 283486.31000000 Numis Securities Inc. 8-66139 000128471 213800GW3YZJDBPALN37 60522.08000000 Euroz Hartleys Securities Pty Ltd N/A N/A 2617007CZKOX5FVDVS67 AU 14808.55000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 115808.27000000 Barrenjoey Markets Pty Limited N/A N/A 984500B5B4F7C8F1EF30 AU 300075.08000000 Shaw and Partners Limited N/A N/A 2549006IZSSRYT8L1609 AU 17706.61000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 106329.60000000 Bell Potter Securities (US) LLC 8-69991 000289328 N/A 20204.04000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 179208.95000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 1175832.90000000 19196920.07000000 N 3201743803.04153846 Uncommitted 700000000.00000000 Uncommitted 500000000.00000000 N N N N ASIA PACIFIC SMALL COMPANY PORTFOLIO S000000966 549300FNIGJNVOZWXH23 N 1 0 0 N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 13421564.78000000 535000.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y N N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N S&P Global Inc. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y Y State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 0.00000000 N 216999257.49000000 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N N DFA Diversified Fixed Income Portfolio S000054156 549300VV3QSNEWJBLF55 N 1 0 0 Fund of Funds N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Cash collateral reinvestment fee Revenue sharing split 2042550.12000000 1000.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N NASDAQ, Inc. 549300L8X1Q78ERXFD06 N Bloomberg L.P. 549300B56MD0ZC402L06 N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 33292528.43000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 7258853.24000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 53252833.82000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 38550139.15000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 23205942.81000000 Credit Agricole Securities (USA) Inc. 8-13753 000000190 549300WO2DKF0Q3YMV43 19799864.56000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 24753581.25000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 8804539.27000000 J.P. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 96733.88000000 96733.88000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 119072038.89000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 110579929.30000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 131298442.18000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 266955114.62000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 135220885.92000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 330522627.57000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 115264627.28000000 J.P. 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Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Helsinki, Uusimaa, FI, Branch) N1FBEDJ5J41VKZLO2475 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank International Limited (Madrid, Madrid, ES, Branch) 31OGKFG0Y1795OV0AK56 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Canada YJW4XPRSVL5L1ANG2086 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (New York, NY, US, Branch) E57ODZWZ7FF32TWEFA76 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank Europe Public Limited Company (Stockholm, Stockholm, SE, Branch) N1FBEDJ5J41VKZLO2475 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (London, GB, Branch) E57ODZWZ7FF32TWEFA76 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Paris, Paris, FR, Branch) N1FBEDJ5J41VKZLO2475 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Auckland, Auckland, NZ, Branch) E57ODZWZ7FF32TWEFA76 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Brussels, Brussels-Capital, BE, Branch) N1FBEDJ5J41VKZLO2475 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream International 222100I12S92YQIZQD75 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank Europe Public Limited Company (Milan, Milano, IT, Branch) N1FBEDJ5J41VKZLO2475 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Haarlemmermeer, Noord Holland, NL, Branch) N1FBEDJ5J41VKZLO2475 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Oslo, Oslo, NO, Branch) N1FBEDJ5J41VKZLO2475 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Copenhagen, Hovedstaden, DK, Branch) N1FBEDJ5J41VKZLO2475 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Shinagawa ku, Tokyo, JP, Branch) E57ODZWZ7FF32TWEFA76 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Vienna, Vienna, AT, Branch) N1FBEDJ5J41VKZLO2475 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citigroup Pty Limited 0C45RG70GW42XSBLJ131 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Frankfurt am Main, Hessen, DE, Branch) N1FBEDJ5J41VKZLO2475 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 131216436.10000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 95660780.71000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2386171635.68000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 107220371.76000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1742564752.83000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1729593764.47000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 92840964.72000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 98611759.79000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4211649151.87000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 105587328.38000000 11451814066.50000000 N 2512409388.71538461 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N N Emerging Markets Social Core Equity Portfolio S000012960 549300FJQY5TSIXJD844 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 45275701.91000000 1805000.00000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-4 (17 CFR 270.12d1-4) Y N Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N Bloomberg L.P. 549300B56MD0ZC402L06 N N Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Tel Aviv, Tel Aviv District, IL, Branch) E57ODZWZ7FF32TWEFA76 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (New York, NY, US, Branch) E57ODZWZ7FF32TWEFA76 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank Korea Inc. 745P3MMS7E8CUVXDRJ82 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Budapest, HU, Branch) N1FBEDJ5J41VKZLO2475 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Dubai, Dubai, AE, Branch) E57ODZWZ7FF32TWEFA76 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank International Limited (Madrid, Madrid, ES, Branch) 31OGKFG0Y1795OV0AK56 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Manila, Metro Manila, PH, Branch) E57ODZWZ7FF32TWEFA76 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Prague, Prague, CZ, Branch) N1FBEDJ5J41VKZLO2475 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Athens, Attica, GR, Branch) N1FBEDJ5J41VKZLO2475 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Taiwan Limited FKT8632221BKH80JX336 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream International 222100I12S92YQIZQD75 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (London, GB, Branch) E57ODZWZ7FF32TWEFA76 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Jakarta, Jakarta, ID, Branch) E57ODZWZ7FF32TWEFA76 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Central and Western District, Hong Kong Island, HK, Branch) E57ODZWZ7FF32TWEFA76 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Johannesburg, Gauteng, ZA, Branch) E57ODZWZ7FF32TWEFA76 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Bangkok, Bangkok, TH, Branch) E57ODZWZ7FF32TWEFA76 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citigroup Saudi Arabia 5493008T716SDP1XZQ16 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Haarlemmermeer, Noord Holland, NL, Branch) N1FBEDJ5J41VKZLO2475 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Kuwait City, Al Asimah, KW, Branch) E57ODZWZ7FF32TWEFA76 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Berhad QINWV8RCPXRMH5IWUL13 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y Raymond James & Associates, Inc. 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Y6X4K52KMJMZE7I7MY94 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 0.00000000 N 22963059631.59153846 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N N DIMENSIONAL 2055 TARGET DATE RETIREMENT INCOME FUND S000050931 549300M7SO5EQUU5HY61 N 1 0 0 Fund of Funds Target Date Fund N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Y Y Y Y Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N NASDAQ, Inc. 549300L8X1Q78ERXFD06 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y Y State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 25957886.36000000 25957886.36000000 N 60919577.69846153 Uncommitted 700000000.00000000 Uncommitted 500000000.00000000 N N N N International Social Core Equity Portfolio S000038669 549300T6IEPA60KWYM55 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 71575497.70000000 990000.00000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Y N Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N S&P Global Inc. 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U4ONQX15J3RO8XCKE979 N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 ABN AMRO Securities (USA) LLC 8-68398 000151796 549300FIFV1CB6HD9A14 23.78000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 22979.65000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 27771.66000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2068.68000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 701.32000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 632.13000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 1392.60000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 228.58000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 22333.81000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 19351.84000000 97484.05000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 129052.81000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 58729.09000000 Barrenjoey Markets Pty Limited N/A N/A 984500B5B4F7C8F1EF30 AU 9749.20000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 34505.37000000 Penson Worldwide, Inc. N/A N/A N/A 74718.39000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 271732.19000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 40448.03000000 Bell Potter Securities (US) LLC 8-69991 000289328 N/A 5667.14000000 Numis Securities Inc. 8-66139 000128471 213800GW3YZJDBPALN37 41859.16000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5363.87000000 5648306.56000000 N 1316332284.99384615 Uncommitted 700000000.00000000 Uncommitted 500000000.00000000 N N N N World ex U.S. Value Portfolio S000029683 549300YGDVH7UPN8YP11 N 1 0 0 Fund of Funds N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Revenue sharing split Cash collateral reinvestment fee 9114493.01000000 127000.00000000 Rule 18f-4 (17 CFR 270.18f-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N NASDAQ, Inc. 549300L8X1Q78ERXFD06 N Bloomberg L.P. 549300B56MD0ZC402L06 N N Citibank, National Association (New York, NY, US, Branch) E57ODZWZ7FF32TWEFA76 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N TD Ameritrade Trust Company 20-0937408 Tax ID N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 0.00000000 N 244707175.39538461 Uncommitted 700000000.00000000 Uncommitted 500000000.00000000 N N N N DFA International Real Estate Securities Portfolio S000014548 549300CPCX0MJ9G37864 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Revenue sharing split Cash collateral reinvestment fee 245070434.98000000 3144000.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y N Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N N Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Berhad QINWV8RCPXRMH5IWUL13 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Manila, Metro Manila, PH, Branch) E57ODZWZ7FF32TWEFA76 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank International Limited (Madrid, Madrid, ES, Branch) 31OGKFG0Y1795OV0AK56 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream International 222100I12S92YQIZQD75 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank Europe Public Limited Company (Milan, Milano, IT, Branch) N1FBEDJ5J41VKZLO2475 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Taiwan Limited FKT8632221BKH80JX336 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Canada YJW4XPRSVL5L1ANG2086 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Athens, Attica, GR, Branch) N1FBEDJ5J41VKZLO2475 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Paris, Paris, FR, Branch) N1FBEDJ5J41VKZLO2475 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Central and Western District, Hong Kong Island, HK, Branch) E57ODZWZ7FF32TWEFA76 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Tel Aviv, Tel Aviv District, IL, Branch) E57ODZWZ7FF32TWEFA76 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (New York, NY, US, Branch) E57ODZWZ7FF32TWEFA76 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank Korea Inc. 745P3MMS7E8CUVXDRJ82 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citigroup Saudi Arabia 5493008T716SDP1XZQ16 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Auckland, Auckland, NZ, Branch) E57ODZWZ7FF32TWEFA76 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Haarlemmermeer, Noord Holland, NL, Branch) N1FBEDJ5J41VKZLO2475 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Johannesburg, Gauteng, ZA, Branch) E57ODZWZ7FF32TWEFA76 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Shinagawa ku, Tokyo, JP, Branch) E57ODZWZ7FF32TWEFA76 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (London, GB, Branch) E57ODZWZ7FF32TWEFA76 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Frankfurt am Main, Hessen, DE, Branch) N1FBEDJ5J41VKZLO2475 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Bangkok, Bangkok, TH, Branch) E57ODZWZ7FF32TWEFA76 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Brussels, Brussels-Capital, BE, Branch) N1FBEDJ5J41VKZLO2475 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citigroup Pty Limited 0C45RG70GW42XSBLJ131 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Goldman Sachs & Co. 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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 38581400.96000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 57014797.07000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 40296690.77000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 64205274.83000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 71145929.89000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 33319262.93000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 44608611.76000000 760348556.07000000 N 791242721.00923076 Uncommitted 700000000.00000000 N Uncommitted 500000000.00000000 N N N N DFA Intermediate-Term Extended Quality Portfolio S000024203 549300SWKC1IFWZ60K56 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Revenue sharing split Cash collateral reinvestment fee 43676846.96000000 438000.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y Y Y Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 71218142.35000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 91218125.82000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 103489478.66000000 Goldman Sachs & Co. 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LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 73.18000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 9412.83000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 8134.69000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 355.17000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 885.98000000 35762.49000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 35714.95000000 Morgan Stanley & Co. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 0.00000000 N 4466138293.27230769 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N N UNITED KINGDOM SMALL COMPANY PORTFOLIO S000000964 549300BBRXEI389UYH78 N 1 0 0 N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 170945.08000000 5000.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N S&P Global Inc. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 70465435.55000000 70465435.55000000 N 1016500629.70692307 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N Global Small Company Portfolio S000055975 549300LV5BCK35AQXF59 N 1 0 0 Fund of Funds N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Revenue sharing split Cash collateral reinvestment fee 1909732.29000000 58000.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y Y Y Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Bloomberg L.P. 549300B56MD0ZC402L06 N NASDAQ, Inc. 549300L8X1Q78ERXFD06 N N Citibank, National Association (New York, NY, US, Branch) E57ODZWZ7FF32TWEFA76 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 18.64000000 18.64000000 0.00000000 N 86198157.27000000 Uncommitted 700000000.00000000 Uncommitted 500000000.00000000 N N N N INTERNATIONAL SMALL COMPANY PORTFOLIO S000000967 5493001J4NVI3L3AP896 N 1 0 0 Fund of Funds N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Cash collateral reinvestment fee Revenue sharing split 600332262.26000000 10462000.00000000 Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Y N Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Bloomberg L.P. 549300B56MD0ZC402L06 N NASDAQ, Inc. 549300L8X1Q78ERXFD06 N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y J.P. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 303708328.74000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 255584906.10000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 494242118.21000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 396346805.67000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 323342810.64000000 J.P. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 399105632.71000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 844668356.80000000 6810648923.36000000 N 4912902291.82230769 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N N International Sustainability Core 1 Portfolio S000020423 549300GZYBV3Y7GX2Q27 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 157941668.72000000 1645000.00000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 14679.69000000 Bell Potter Securities (US) LLC 8-69991 000289328 N/A 8543.09000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 567109.51000000 Barrenjoey Markets Pty Limited N/A N/A 984500B5B4F7C8F1EF30 AU 9874.09000000 Penson Worldwide, Inc. N/A N/A N/A 70843.95000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 307477.03000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 26755.04000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 230655.41000000 12000385.68000000 N 3017913808.07384615 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N EMERGING MARKETS SMALL CAP PORTFOLIO S000000981 549300PL1B31OH2SW465 N 1 0 0 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Cash collateral reinvestment fee Revenue sharing split 303839753.21000000 12628000.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Y Y N N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. 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N/A N/A N/A 1940037.89000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3699825.71000000 Barrenjoey Markets Pty Limited N/A N/A 984500B5B4F7C8F1EF30 AU 2542940.37000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 7756826.94000000 149739594.39000000 N 10710783468.60076923 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N DIMENSIONAL 2015 TARGET DATE RETIREMENT INCOME FUND S000050935 549300JZ68REMMSYF285 N 1 0 0 Fund of Funds Target Date Fund N N N N N/A N/A N/A Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Y Y Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N NASDAQ, Inc. 549300L8X1Q78ERXFD06 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N TD Ameritrade Trust Company 20-0937408 Tax ID N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 5865456.83000000 5865456.83000000 N 33788757.92461538 Uncommitted 700000000.00000000 Uncommitted 500000000.00000000 N N N N VA U.S. TARGETED VALUE PORTFOLIO S000000953 549300FXNLNWXX8GOF08 N 1 0 0 Underlying fund N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee 41626096.29000000 111000.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. 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LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2843.62000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 12921.24000000 47280.58000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 168755046.36000000 168849583.86000000 N 544099832.97076923 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N DIMENSIONAL 2025 TARGET DATE RETIREMENT INCOME FUND S000050937 5493001ZQVKYSSUXKG71 N 1 0 0 Fund of Funds Target Date Fund N N N N N/A N/A N/A Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Y N Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N NASDAQ, Inc. 549300L8X1Q78ERXFD06 N Bloomberg L.P. 549300B56MD0ZC402L06 N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N TD Ameritrade Trust Company 20-0937408 Tax ID N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 47633349.29000000 47633349.29000000 N 168629904.72923076 Uncommitted 700000000.00000000 Uncommitted 500000000.00000000 N N N N DFA TARGETED CREDIT PORTFOLIO S000049338 549300LRB94WCGQUW038 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Revenue sharing split Cash collateral reinvestment fee 14682217.10000000 45000.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4 (17 CFR 270.18f-4) Y Y Y Y Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N Citigroup Pty Limited 0C45RG70GW42XSBLJ131 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (New York, NY, US, Branch) E57ODZWZ7FF32TWEFA76 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Vienna, Vienna, AT, Branch) N1FBEDJ5J41VKZLO2475 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Brussels, Brussels-Capital, BE, Branch) N1FBEDJ5J41VKZLO2475 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Haarlemmermeer, Noord Holland, NL, Branch) N1FBEDJ5J41VKZLO2475 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Paris, Paris, FR, Branch) N1FBEDJ5J41VKZLO2475 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank International Limited (Madrid, Madrid, ES, Branch) 31OGKFG0Y1795OV0AK56 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Oslo, Oslo, NO, Branch) N1FBEDJ5J41VKZLO2475 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Helsinki, Uusimaa, FI, Branch) N1FBEDJ5J41VKZLO2475 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Shinagawa ku, Tokyo, JP, Branch) E57ODZWZ7FF32TWEFA76 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Stockholm, Stockholm, SE, Branch) N1FBEDJ5J41VKZLO2475 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream International 222100I12S92YQIZQD75 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank Europe Public Limited Company (Copenhagen, Hovedstaden, DK, Branch) N1FBEDJ5J41VKZLO2475 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Canada YJW4XPRSVL5L1ANG2086 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (London, GB, Branch) E57ODZWZ7FF32TWEFA76 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Milan, Milano, IT, Branch) N1FBEDJ5J41VKZLO2475 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Auckland, Auckland, NZ, Branch) E57ODZWZ7FF32TWEFA76 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Frankfurt am Main, Hessen, DE, Branch) N1FBEDJ5J41VKZLO2475 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y J.P. 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Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 47512365.08000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 34369367.49000000 Natwest Markets Securities Inc. 8-37135 000011707 ZE2ZWJ5BTIQJ8M0C6K34 22813212.89000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 117290859.91000000 Danske Bank A/S N/A N/A MAES062Z21O4RZ2U7M96 DK 33159370.29000000 Nordea Bank AB N/A N/A 6SCPQ280AIY8EP3XFW53 SE 26621275.81000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 31741558.25000000 Morgan Stanley & Co. 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Y6X4K52KMJMZE7I7MY94 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N Citibank Europe Public Limited Company (Milan, Milano, IT, Branch) N1FBEDJ5J41VKZLO2475 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Budapest, HU, Branch) N1FBEDJ5J41VKZLO2475 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Stockholm, Stockholm, SE, Branch) N1FBEDJ5J41VKZLO2475 SE N Y Foreign custodian - 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Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N Citibank Europe Public Limited Company (Budapest, HU, Branch) N1FBEDJ5J41VKZLO2475 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Taiwan Limited FKT8632221BKH80JX336 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Tel Aviv, Tel Aviv District, IL, Branch) E57ODZWZ7FF32TWEFA76 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Prague, Prague, CZ, Branch) N1FBEDJ5J41VKZLO2475 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Berhad QINWV8RCPXRMH5IWUL13 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank International Limited (Madrid, Madrid, ES, Branch) 31OGKFG0Y1795OV0AK56 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Dubai, Dubai, AE, Branch) E57ODZWZ7FF32TWEFA76 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (London, GB, Branch) E57ODZWZ7FF32TWEFA76 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Kuwait City, Al Asimah, KW, Branch) E57ODZWZ7FF32TWEFA76 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Central and Western District, Hong Kong Island, HK, Branch) E57ODZWZ7FF32TWEFA76 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream International 222100I12S92YQIZQD75 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Bangkok, Bangkok, TH, Branch) E57ODZWZ7FF32TWEFA76 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Haarlemmermeer, Noord Holland, NL, Branch) N1FBEDJ5J41VKZLO2475 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Korea Inc. 745P3MMS7E8CUVXDRJ82 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (New York, NY, US, Branch) E57ODZWZ7FF32TWEFA76 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank, National Association (Manila, Metro Manila, PH, Branch) E57ODZWZ7FF32TWEFA76 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Johannesburg, Gauteng, ZA, Branch) E57ODZWZ7FF32TWEFA76 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citigroup Saudi Arabia 5493008T716SDP1XZQ16 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Athens, Attica, GR, Branch) N1FBEDJ5J41VKZLO2475 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Jakarta, Jakarta, ID, Branch) E57ODZWZ7FF32TWEFA76 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 6725.62000000 JonesTrading Institutional Services LLC 8-26089 000006888 2138008JJ5PA8H5UIL69 262.54000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 785478.67000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 432731.78000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 59833.88000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 703078.46000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 28806.17000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 4133.99000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 683928.75000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4614.02000000 2710000.25000000 Southey Capital Ltd N/A N/A 391200I7WXKQ8VP5OZ49 GB 2535957.45000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 43.29000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 23.65000000 IlliquidX Capital Limited N/A N/A 213800V8FTFA1RVRAN82 GB 1246372.02000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 182281.50000000 58184878.51000000 N 23937597493.72846153 Uncommitted 700000000.00000000 Uncommitted 500000000.00000000 N N N N World ex U.S. Core Equity Portfolio S000039915 549300SHI2Z6G5GWO946 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 167399805.39000000 2767000.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Y N Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N N Citibank Europe Public Limited Company (Budapest, HU, Branch) N1FBEDJ5J41VKZLO2475 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Kuwait City, Al Asimah, KW, Branch) E57ODZWZ7FF32TWEFA76 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Helsinki, Uusimaa, FI, Branch) N1FBEDJ5J41VKZLO2475 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Milan, Milano, IT, Branch) N1FBEDJ5J41VKZLO2475 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Clearstream International 222100I12S92YQIZQD75 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank Europe Public Limited Company (Prague, Prague, CZ, Branch) N1FBEDJ5J41VKZLO2475 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citigroup Saudi Arabia 5493008T716SDP1XZQ16 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Brussels, Brussels-Capital, BE, Branch) N1FBEDJ5J41VKZLO2475 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Haarlemmermeer, Noord Holland, NL, Branch) N1FBEDJ5J41VKZLO2475 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Shinagawa ku, Tokyo, JP, Branch) E57ODZWZ7FF32TWEFA76 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Canada YJW4XPRSVL5L1ANG2086 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Bangkok, Bangkok, TH, Branch) E57ODZWZ7FF32TWEFA76 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (London, GB, Branch) E57ODZWZ7FF32TWEFA76 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Manila, Metro Manila, PH, Branch) E57ODZWZ7FF32TWEFA76 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Stockholm, Stockholm, SE, Branch) N1FBEDJ5J41VKZLO2475 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Taiwan Limited FKT8632221BKH80JX336 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citigroup Pty Limited 0C45RG70GW42XSBLJ131 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Dubai, Dubai, AE, Branch) E57ODZWZ7FF32TWEFA76 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Athens, Attica, GR, Branch) N1FBEDJ5J41VKZLO2475 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Copenhagen, Hovedstaden, DK, Branch) N1FBEDJ5J41VKZLO2475 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Berhad QINWV8RCPXRMH5IWUL13 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Auckland, Auckland, NZ, Branch) E57ODZWZ7FF32TWEFA76 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Paris, Paris, FR, Branch) N1FBEDJ5J41VKZLO2475 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Jakarta, Jakarta, ID, Branch) E57ODZWZ7FF32TWEFA76 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Frankfurt am Main, Hessen, DE, Branch) N1FBEDJ5J41VKZLO2475 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Oslo, Oslo, NO, Branch) N1FBEDJ5J41VKZLO2475 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Central and Western District, Hong Kong Island, HK, Branch) E57ODZWZ7FF32TWEFA76 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Vienna, Vienna, AT, Branch) N1FBEDJ5J41VKZLO2475 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Johannesburg, Gauteng, ZA, Branch) E57ODZWZ7FF32TWEFA76 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (New York, NY, US, Branch) E57ODZWZ7FF32TWEFA76 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Tel Aviv, Tel Aviv District, IL, Branch) E57ODZWZ7FF32TWEFA76 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Korea Inc. 745P3MMS7E8CUVXDRJ82 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank International Limited (Madrid, Madrid, ES, Branch) 31OGKFG0Y1795OV0AK56 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 7747.52000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 168.35000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 8791.52000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 72472.53000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 544.82000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 53770.05000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 2941.94000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 46646.60000000 MKM Partners LLC 8-53436 000114666 25490041O5W104HFWA62 153.45000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 75281.94000000 268551.25000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 105638.00000000 Southey Capital Ltd N/A N/A 391200I7WXKQ8VP5OZ49 GB 174936.60000000 Barrenjoey Markets Pty Limited N/A N/A 984500B5B4F7C8F1EF30 AU 166463.23000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 50958.77000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 666921.75000000 Penson Worldwide, Inc. N/A N/A N/A 81173.21000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 49868.51000000 IlliquidX Capital Limited N/A N/A 213800V8FTFA1RVRAN82 GB 72454.58000000 Numis Securities Inc. 8-66139 000128471 213800GW3YZJDBPALN37 64483.32000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 215084.27000000 13706951.77000000 N 3548248117.46153846 Uncommitted 700000000.00000000 Uncommitted 500000000.00000000 N N N N Emerging Markets Sustainability Core 1 Portfolio S000060925 5493002RK37XW5CKZY87 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Revenue sharing split Cash collateral reinvestment fee 25397274.80000000 994000.00000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4 (17 CFR 270.18f-4) Y N Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N ICE Data Services, Inc. 13-3668779 Tax ID N S&P Global Inc. 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N/A N/A N/A 82120.90000000 2028280.07000000 N 261497541.65615384 Uncommitted 700000000.00000000 Uncommitted 500000000.00000000 N N N N DFA Short-Term Extended Quality Portfolio S000024202 549300UKO8H5DQFJFW90 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Revenue sharing split Cash collateral reinvestment fee 35240857.97000000 126000.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Y Y Y Y Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N N Citibank Europe Public Limited Company (Copenhagen, Hovedstaden, DK, Branch) N1FBEDJ5J41VKZLO2475 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (New York, NY, US, Branch) E57ODZWZ7FF32TWEFA76 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Clearstream International 222100I12S92YQIZQD75 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank Europe Public Limited Company (Stockholm, Stockholm, SE, Branch) N1FBEDJ5J41VKZLO2475 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Auckland, Auckland, NZ, Branch) E57ODZWZ7FF32TWEFA76 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Frankfurt am Main, Hessen, DE, Branch) N1FBEDJ5J41VKZLO2475 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Milan, Milano, IT, Branch) N1FBEDJ5J41VKZLO2475 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Brussels, Brussels-Capital, BE, Branch) N1FBEDJ5J41VKZLO2475 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Haarlemmermeer, Noord Holland, NL, Branch) N1FBEDJ5J41VKZLO2475 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (London, GB, Branch) E57ODZWZ7FF32TWEFA76 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citigroup Pty Limited 0C45RG70GW42XSBLJ131 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Oslo, Oslo, NO, Branch) N1FBEDJ5J41VKZLO2475 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Shinagawa ku, Tokyo, JP, Branch) E57ODZWZ7FF32TWEFA76 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank International Limited (Madrid, Madrid, ES, Branch) 31OGKFG0Y1795OV0AK56 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Helsinki, Uusimaa, FI, Branch) N1FBEDJ5J41VKZLO2475 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Canada YJW4XPRSVL5L1ANG2086 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Vienna, Vienna, AT, Branch) N1FBEDJ5J41VKZLO2475 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Paris, Paris, FR, Branch) N1FBEDJ5J41VKZLO2475 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 342124304.70000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 583652649.24000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 517998246.04000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 338098067.78000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 441235522.71000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 878148600.93000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 668690735.90000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 390378482.80000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 481552207.80000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 899408458.26000000 8535074205.63000000 N 6180203151.53076923 Uncommitted 700000000.00000000 N Uncommitted 500000000.00000000 N N N N DFA Social Fixed Income Portfolio S000053205 5493005K6VIM0RZQG219 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Revenue sharing split Cash collateral reinvestment fee 21067059.01000000 87000.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y N Y N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N DFA Australia Limited 801-48036 000107621 549300NN516DPSX0IH86 Y AU N Dimensional Fund Advisors Ltd. 801-40136 000107472 SIQNE3E5N1WZ40Z2SU44 Y GB N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N N Citibank Europe Public Limited Company (Copenhagen, Hovedstaden, DK, Branch) N1FBEDJ5J41VKZLO2475 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank Europe Public Limited Company (Stockholm, Stockholm, SE, Branch) N1FBEDJ5J41VKZLO2475 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Haarlemmermeer, Noord Holland, NL, Branch) N1FBEDJ5J41VKZLO2475 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Auckland, Auckland, NZ, Branch) E57ODZWZ7FF32TWEFA76 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (New York, NY, US, Branch) E57ODZWZ7FF32TWEFA76 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank Europe Public Limited Company (Helsinki, Uusimaa, FI, Branch) N1FBEDJ5J41VKZLO2475 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Vienna, Vienna, AT, Branch) N1FBEDJ5J41VKZLO2475 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank International Limited (Madrid, Madrid, ES, Branch) 31OGKFG0Y1795OV0AK56 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Frankfurt am Main, Hessen, DE, Branch) N1FBEDJ5J41VKZLO2475 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (London, GB, Branch) E57ODZWZ7FF32TWEFA76 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Shinagawa ku, Tokyo, JP, Branch) E57ODZWZ7FF32TWEFA76 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Brussels, Brussels-Capital, BE, Branch) N1FBEDJ5J41VKZLO2475 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Oslo, Oslo, NO, Branch) N1FBEDJ5J41VKZLO2475 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Milan, Milano, IT, Branch) N1FBEDJ5J41VKZLO2475 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Canada YJW4XPRSVL5L1ANG2086 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Paris, Paris, FR, Branch) N1FBEDJ5J41VKZLO2475 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citigroup Pty Limited 0C45RG70GW42XSBLJ131 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream International 222100I12S92YQIZQD75 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 53443368.96000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 15028578.46000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 17715275.09000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 22786259.65000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 31256157.37000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 25240024.34000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 33468139.43000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 33020759.06000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 15424474.69000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 20301392.10000000 425101201.19000000 N 510525294.05923076 Uncommitted 700000000.00000000 N Uncommitted 500000000.00000000 N N N N DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO S000000986 5493002LBS0SC8B6NR25 N 1 0 0 N/A N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee N/A N/A Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) N N N N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 0.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1772459479.78000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 394189926.64000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 346226199.60000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 510041701.28000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 190656551.10000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 179576986.14000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 193122285.96000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 141007064.56000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 191587969.85000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 243509655.15000000 4753189068.32000000 N 5037747652.87692307 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N N U.S. SMALL CAP PORTFOLIO S000000971 54930002ZNZ4W0THTP70 N 1 0 0 N/A N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee 1553695139.81000000 3592000.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N Dimensional Fund Advisors LP 801-16283 000106482 S31KDR2I4VDC432ELJ36 N SS&C GIDS, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Charles Schwab & Co., Inc. 549300ZP8XN77GK5BS04 N Y Pershing LLC ZI8Q1A8EI8LQFJNM0D94 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y TD Ameritrade Trust Company 20-0937408 Tax ID N Y Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N Y Raymond James & Associates, Inc. U4ONQX15J3RO8XCKE979 N Y Fidelity Institutional Asset Management Trust Company Z26LT2N3NO13KK7Y9Z32 N Y LPL Financial LLC 5493005NM7F0H1N3EQ39 N Y RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N DFA Securities LLC 8-27006 000010292 N/A 0.00000000 JonesTrading Institutional Services LLC 8-26089 000006888 2138008JJ5PA8H5UIL69 20610.69000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 30748.30000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 365193.57000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 1.49000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 69063.64000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 317802.56000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 424542.57000000 Stifel, Nicolaus & Company, Incorporated 8-1447 000000793 5WUVMA08EYG4KEUPW589 7792.30000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 124687.62000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 5061.38000000 1365504.12000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 3880122599.84000000 3911539242.93000000 N 13901232888.18615384 Uncommitted 500000000.00000000 N Uncommitted 700000000.00000000 N N N N true true OTHER REQUIRED INFO 2 NCEN_A_811-03258_902281_1023.htm october2023_811-03258amendme.htm - Generated by SEC Publisher for SEC Filing

This amended Form N-CEN filing replaces the registrant's Form N-CEN, as previously filed under accession number 0001752724-24-002822. The statutory exemptions relied on for certain funds have been amended.

 

OTHER REQUIRED INFO 3 NCEN_A_811-03258_372061_1023.htm interfundlending-ccocertforn.htm - Generated by SEC Publisher for SEC Filing

Certificate of Chief Compliance Officer

 

In regard to the Interfund Lending program, I certify that each Portfolio and the Adviser have established procedures reasonably designed to achieve compliance with the terms and conditions of the exemptive order dated April 2, 2014, pursuant to certain sections of the Investment Company Act of 1940. These procedures, which have been previously approved by the Board of Directors/Trustees of the Portfolios, include the following objectives:

 

(a)   that the Interfund Loan Rate will be higher than the Repo Rate, and, if applicable, the one-day yield on any money market fund in which the lending Portfolio could otherwise invest, but lower than the Bank Loan Rate;

 

(b)   compliance with the collateral requirements as set forth in the application for exemptive relief filed on September 5, 2013, and amended on February 18, 2014;

 

(c)   compliance with the percentage limitations on interfund borrowing and lending;

 

(d)   allocation of interfund borrowing and lending demand in an equitable manner and in accordance with procedures established by the Board; and

 

(e)   that the Interfund Loan Rate does not exceed the interest rate on any third-party borrowings of a borrowing Portfolio at the time of the Interfund Loan.

 

 

/s/ Randy Olson

 

Randy Olson

 

Chief Compliance Officer

 

Date:  01/05/24

INTERNAL CONTROL RPT 4 NCEN_A_811-03258_189840_1023.htm ncen-idg2023.htm - Generated by SEC Publisher for SEC Filing

 

Report of Independent Registered Public Accounting Firm

 

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of the Portfolios listed in Appendix A, (hereafter collectively referred to as the “Portfolios”)

 

In planning and performing our audits of the financial statements of the Portfolios as of and for the year or periods ended October 31, 2023, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Portfolios’ internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Portfolios’ internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of Portfolio’s internal control over financial reporting.

 

The management of the Portfolios is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company’s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company’s assets that could have a material effect on the financial statements.

 

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

 

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the company's annual or interim financial statements will not be prevented or detected on a timely basis. 

 

Our consideration of the Portfolios’ internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the PCAOB.  However, we noted no deficiencies in the Portfolios’ internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be a material weakness as defined above as of October 31, 2023.

 

 

 

 

 

This report is intended solely for the information and use of the Board of Directors of DFA Investment Dimensions Group Inc. and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

 

 


 

 

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 21, 2023

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Appendix A

 

Enhanced U.S. Large Company Portfolio

 

DFA Five-Year Global Fixed Income Portfolio

U.S. Large Cap Equity Portfolio

 

DFA World ex U.S. Government Fixed Income Portfolio

U.S. Large Cap Value Portfolio

 

DFA Short-Term Government Portfolio

U.S. Targeted Value Portfolio

 

DFA Intermediate Government Fixed Income Portfolio

U.S. Small Cap Value Portfolio

 

DFA Short-Term Extended Quality Portfolio

U.S. Core Equity 1 Portfolio

 

DFA Intermediate-Term Extended Quality Portfolio

U.S. Core Equity 2 Portfolio

 

DFA Targeted Credit Portfolio

U.S. Vector Equity Pcoortfolio

 

DFA Global Core Plus Fixed Income Portfolio

U.S. Small Cap Portfolio

 

DFA Investment Grade Portfolio

U.S. MicroCap Portfolio

 

DFA Diversified Fixed Income Portfolio

U.S. High Relative Profitability Portfolio

 

DFA LTIP Portfolio

DFA Real Estate Securities Portfolio

 

DFA Inflation-Protected Securities Portfolio

Large Cap International Portfolio

 

DFA Short-Duration Real Return Portfolio

International Core Equity Portfolio

 

DFA Global Core Plus Real Return Portfolio

International Small Company Portfolio

 

DFA Municipal Real Return Portfolio

Global Small Company Portfolio

 

DFA California Municipal Real Return Portfolio

Japanese Small Company Portfolio

 

DFA Municipal Bond Portfolio

Asia Pacific Small Company Portfolio

 

DFA Short-Term Municipal Bond Portfolio

United Kingdom Small Company Portfolio

 

DFA Intermediate-Term Municipal Bond Portfolio

Continental Small Company Portfolio

 

DFA California Short-Term Municipal Bond Portfolio

DFA International Real Estate Securities Portfolio

 

DFA California Intermediate-Term Municipal Bond Portfolio

DFA Global Real Estate Securities Portfolio

 

DFA NY Municipal Bond Portfolio

DFA International Small Cap Value Portfolio

 

DFA MN Municipal Bond Portfolio

International Vector Equity Portfolio

 

DFA Oregon Municipal Bond Portfolio

International High Relative Profitability Portfolio

 

DFA Selective State Municipal Bond Portfolio

World ex U.S. Value Portfolio

 

VA U.S. Targeted Value Portfolio

World ex U.S. Core Equity Portfolio

 

VA U.S. Large Value Portfolio

World Core Equity Portfolio

 

VA International Value Portfolio

Selectively Hedged Global Equity Portfolio

 

VA International Small Portfolio

Emerging Markets Portfolio

 

VA Short-Term Fixed Portfolio

Emerging Markets Small Cap Portfolio

 

VA Global Bond Portfolio

Emerging Markets Targeted Value Portfolio

 

VIT Inflation-Protected Securities Portfolio

Emerging Markets Value Portfolio

 

VA Global Moderate Allocation Portfolio

Emerging Markets Core Equity Portfolio

 

VA Equity Allocation Portfolio

DFA Commodity Strategy Portfolio

 

U.S. Large Cap Growth Portfolio

Dimensional 2010 Target Date Retirement Income Fund

 

U.S. Small Cap Growth Portfolio

Dimensional 2015 Target Date Retirement Income Fund

 

International Large Cap Growth Portfolio

Dimensional 2020 Target Date Retirement Income Fund

 

International Small Cap Growth Portfolio

Dimensional 2025 Target Date Retirement Income Fund

 

U.S. Social Core Equity 2 Portfolio

Dimensional 2030 Target Date Retirement Income Fund

 

U.S. Sustainability Core 1 Portfolio

Dimensional 2035 Target Date Retirement Income Fund

 

U.S. Sustainability Targeted Value Portfolio

Dimensional 2040 Target Date Retirement Income Fund

 

International Sustainability Core 1 Portfolio

Dimensional 2045 Target Date Retirement Income Fund

 

International Social Core Equity Portfolio

Dimensional 2050 Target Date Retirement Income Fund

 

Emerging Markets Sustainability Core 1 Portfolio

Dimensional 2055 Target Date Retirement Income Fund

 

Global Social Core Equity Portfolio

Dimensional 2060 Target Date Retirement Income Fund

 

Emerging Markets Social Core Equity Portfolio

Dimensional 2065 Target Date Retirement Income Fund

 

DFA Global Sustainability Fixed Income Portfolio

Dimensional Retirement Income Fund

 

DFA Social Fixed Income Portfolio

World ex U.S. Targeted Value Portfolio

 

Emerging Markets ex China Core Equity Portfolio

DFA One-Year Fixed Income Portfolio

 

DFA Short-Term Selective State Municipal Bond Portfolio

DFA Two-Year Global Fixed Income Portfolio

DFA Selectively Hedged Global Fixed Income Portfolio