N-MFP2 0000896162 XXXXXXXX 2020-10-30 0000896162 S31KDR2I4VDC432ELJ36 S000028293 1 N N Dimensional Fund Advisors LP 801-16283 PricewaterhouseCoopers LLP Philadelphia PA Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N N Prime N 16 89 4876825656.82 5055610064.68 4645317136.13 4434414802.75 4460621831.62 4998775467.94 5441155055.03 4933967333.73 4830383525.64 4978999720.24 0.5072 0.5119 0.5031 0.4965 0.5077 0.5199 0.5509 0.5343 0.5408 0.5667 411927641.85 8372479541.99 8372479541.99 1719212.39 2068257.52 8784058138.71 759136136.86 0.0018 11.5720 11.5720 11.5720 11.5710 11.5710 C000086468 1.00 8784058138.71 759136136.86 11.5720 11.5720 11.5720 11.5710 11.5710 1140561205.09 1369730835.15 1493396657.74 1232855399.57 600758060.39 1242991636.32 967714424.19 1270696355.31 951990751.50 1097241038.50 4281369922.20 5349720249.20 0.0013 N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 0.1100% 05253AMH0 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-17 2020-12-17 2020-12-17 N N N 0.0011 20821945.60 20821945.60 0.0024 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 0.2532% 05253MNG5 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-17 2021-09-17 2021-09-17 N N N 0.0025 75003675.00 75003675.00 0.0085 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 0.1884% 05253MNE0 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-15 2021-06-15 2021-06-15 N N N 0.0019 49988150.00 49988150.00 0.0057 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 0.2661% 05253MNF7 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-16 2021-09-16 2021-09-16 N N N 0.0027 129999994.80 129999994.80 0.0148 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.3602% 06367BMQ9 NQQ6HPCNCCU6TUTQYE16 US06367BMQ94 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-12-11 2021-06-11 2021-06-11 N N N 0.0036 50030245.50 50030245.50 0.0057 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.2553% 06367BUU1 NQQ6HPCNCCU6TUTQYE16 US06367BUU15 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-11-14 2021-09-14 2021-09-14 N N N 0.0026 49997538.50 49997538.50 0.0057 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.3425% 06367BMU0 NQQ6HPCNCCU6TUTQYE16 US06367BMU07 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-12-24 2021-06-24 2021-06-24 N N N 0.0034 50035253.00 50035253.00 0.0057 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.3360% 06367BMN6 NQQ6HPCNCCU6TUTQYE16 US06367BMN63 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-12-01 2021-06-01 2021-06-01 N N N 0.0034 50023087.00 50023087.00 0.0057 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.2985% 06367BQC6 NQQ6HPCNCCU6TUTQYE16 US06367BQC62 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-11-06 2021-08-06 2021-08-06 N N N 0.0030 100022722.00 100022722.00 0.0114 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.3835% 06417MEQ4 L3I9ZG2KFGXZ61BMYR72 US06417MEQ42 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-11-13 2020-11-13 2020-11-13 N N N 0.0038 50002498.00 50002498.00 0.0057 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 0.0700% AC28XWWI3WIBK2824319 0000312069 BCG220B02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-06-30 0.250000 196211600.00 195513833.16 U.S. Treasuries (including strips) USTR 2021-11-30 1.500000 158177200.00 161486189.23 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 350000000.00 350000000.00 0.0398 N Y Y N BNG BANK N.V. BNG Bank N.V., 0.0900% 09657RL39 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-03 2020-11-03 2020-11-03 N N N 0.0009 27709713.76 27709713.76 0.0032 N N Y N BNG BANK N.V. BNG Bank N.V., 0.1100% 09657RL96 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-09 2020-11-09 2020-11-09 N N N 0.0011 65233006.42 65233006.42 0.0074 N N N N BOFA SECURITIES, INC. BofA Securities, Inc., 0.0700% 9DJT3UXIJIZJI4WXO774 0000070858 BAC120B02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-03-31 0.500000 66987000.00 67538442.87 U.S. Treasuries (including strips) USTR 2024-05-15 2.500000 31589500.00 34461618.71 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 100000000.00 100000000.00 0.0114 N Y Y N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 0.1700% 20271ETA7 MSFSBD3QN1GSN7Q6C537 0000008565 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 57000379.62 57000379.62 0.0065 N Y Y N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 0.2735% 20271ETD1 MSFSBD3QN1GSN7Q6C537 US20271ETD12 0000008565 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-11-13 2021-08-13 2021-08-13 N N N 0.0027 100031078.00 100031078.00 0.0114 N N N N DEERE & CO. John Deere Canada ULC, 0.0900% 24423HLH2 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-17 2020-11-17 2020-11-17 N N N 0.0009 20999034.00 20999034.00 0.0024 N N N N DEERE & CO. John Deere Canada ULC, 0.0900% 24423HLJ8 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-18 2020-11-18 2020-11-18 N N N 0.0009 64996809.80 64996809.80 0.0074 N N N N ELI LILLY & CO. ELI Lilly & Co., 0.4900% 53245PMG0 FRDRIPF3EKNDJ2CQJL29 0000059478 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-16 2020-12-16 2020-12-16 N N N 0.0049 99936550.00 99936550.00 0.0114 N N N N EQUINOR ASA Equinor ASA, 0.0900% 29447LLW1 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0009 99992250.00 99992250.00 0.0114 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.0300% 313384N39 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-11-04 2020-11-04 2020-11-04 N N N 0.0003 21674903.76 21674903.76 0.0025 N N Y N FMS WERTMANAGEMENT FMS Wertmanagement, 0.0800% 34411GLK0 HZFDOR6TCRSIQLKQTX32 0001556421 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-19 2020-11-19 2020-11-19 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0008 99995722.00 99995722.00 0.0114 N N N N FMS WERTMANAGEMENT FMS Wertmanagement, 0.0900% 34411GM11 HZFDOR6TCRSIQLKQTX32 0001556421 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0009 49995955.50 49995955.50 0.0057 N N N N GOLDMAN SACHS & CO. LLC Goldman Sachs & Co. LLC, 0.0800% FOR8UP27PHTHYVLBNG30 0000886982 GOL120B02 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2037-08-20 6.000000 98000.00 39907.18 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.000000 899425.00 409322.52 Agency Mortgage-Backed Securities GNMA 2048-04-20 5.000000 197076.00 78691.97 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.500000 197171840.00 73184956.62 Agency Mortgage-Backed Securities GNMA 2049-05-20 5.500000 490952.00 256102.50 Agency Mortgage-Backed Securities GNMA 2055-05-15 2.540000 300000.00 316669.22 Agency Mortgage-Backed Securities GNMA 2050-05-20 3.000000 1156416.00 1104802.88 Agency Mortgage-Backed Securities GNMA 2050-06-20 4.000000 2205868.00 2428791.91 Agency Mortgage-Backed Securities GNMA 2050-06-15 2.130000 400000.00 409128.53 Agency Mortgage-Backed Securities GNMA 2050-08-20 3.000000 7427936.00 7784820.07 Agency Mortgage-Backed Securities GNMA 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2047-11-15 5.000000 84898.00 18053.99 Agency Mortgage-Backed Securities GNMA 2048-01-15 4.000000 30000.00 25097.04 Agency Mortgage-Backed Securities GNMA 2044-12-15 3.000000 462525.00 139364.39 Agency Mortgage-Backed Securities GNMA 2033-06-15 5.000000 70000.00 6004.04 Agency Mortgage-Backed Securities GNMA 2033-11-20 5.000000 150000.00 6263.12 Agency Mortgage-Backed Securities GNMA 2035-12-20 5.000000 1160000.00 54002.34 Agency Mortgage-Backed Securities GNMA 2040-05-20 4.000000 313069.00 43373.18 Agency Mortgage-Backed Securities GNMA 2041-07-20 5.000000 4551860.00 469839.57 Agency Mortgage-Backed Securities GNMA 2025-12-15 8.000000 5000000.00 17090.45 Agency Mortgage-Backed Securities GNMA 2039-06-15 5.000000 304000.00 20383.76 Agency Mortgage-Backed Securities GNMA 2048-04-20 5.000000 2264756.00 1304436.47 Agency Mortgage-Backed Securities GNMA 2039-09-15 5.000000 188797.00 20603.06 Agency Mortgage-Backed Securities GNMA 2041-11-20 4.000000 1035518.00 227613.36 Agency Mortgage-Backed Securities GNMA 2032-03-15 6.500000 2100000.00 8650.70 Agency Mortgage-Backed Securities GNMA 2045-02-15 3.000000 290000.00 173215.23 Agency Mortgage-Backed Securities GNMA 2048-04-20 3.500000 999380.00 779822.53 Agency Mortgage-Backed Securities GNMA 2045-02-20 4.000000 7657360.00 3099828.37 Agency Mortgage-Backed Securities GNMA 2048-04-20 3.500000 83004672.00 76190456.66 Agency Mortgage-Backed Securities GNMA 2048-03-15 3.500000 63878528.00 66291331.73 Agency Mortgage-Backed Securities GNMA 2048-06-15 3.500000 43352128.00 45699668.52 Agency Mortgage-Backed Securities GNMA 2040-12-15 4.000000 246057.00 83868.60 Agency Mortgage-Backed Securities GNMA 2039-09-15 4.000000 60045.00 12343.73 Agency Mortgage-Backed Securities GNMA 2041-02-15 4.500000 1000000.00 174022.85 Agency Mortgage-Backed Securities GNMA 2040-11-15 4.000000 25000.00 14675.21 Agency Mortgage-Backed Securities GNMA 2038-12-20 6.000000 3215000.00 122834.28 Agency Mortgage-Backed Securities GNMA 2035-01-15 4.000000 4471832.00 1139422.27 Agency Mortgage-Backed Securities GNMA 2034-01-20 4.500000 9869920.00 855185.33 Agency Mortgage-Backed Securities GNMA 2023-10-15 6.000000 5751839.00 50055.59 Agency Mortgage-Backed Securities GNMA 2039-08-15 5.000000 197194.00 23698.94 Agency Mortgage-Backed Securities GNMA 2040-03-15 5.000000 87605.00 11201.74 Agency Mortgage-Backed Securities GNMA 2034-07-15 6.000000 1000000.00 91963.49 Agency Mortgage-Backed Securities GNMA 2035-05-15 5.500000 10000000.00 93462.74 Agency Mortgage-Backed Securities GNMA 2045-07-15 3.000000 830921.00 335588.50 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2020-11-02 2020-11-02 2020-11-02 N N N 0.0008 325000000.00 325000000.00 0.0370 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 0.0700% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB120B02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2027-08-15 2.250000 91169400.00 101601708.32 U.S. Treasuries (including strips) USTR 2024-08-31 1.875000 262400.00 279137.90 U.S. Treasuries (including strips) USTR 2020-12-31 1.750000 600400.00 605477.96 U.S. Treasuries (including strips) USTR 2021-09-30 1.125000 7302800.00 7375062.65 U.S. Treasuries (including strips) USTR 2023-10-31 1.625000 509900.00 535755.93 U.S. Treasuries (including strips) USTR 2023-05-15 1.750000 20467100.00 21442892.13 U.S. Treasuries (including strips) USTR 2023-08-15 2.500000 523000.00 559207.31 U.S. Treasuries (including strips) USTR 2023-11-15 2.750000 311600.00 339457.15 U.S. Treasuries (including strips) USTR 2023-01-31 2.375000 722600.00 762606.00 U.S. Treasuries (including strips) USTR 2021-05-15 2.625000 14560900.00 14931077.33 U.S. Treasuries (including strips) USTR 2021-01-31 2.500000 2830200.00 2864295.60 U.S. Treasuries (including strips) USTR 2029-02-15 2.625000 2271100.00 2626797.86 U.S. Treasuries (including strips) USTR 2021-02-28 2.500000 691200.00 699457.52 U.S. Treasuries (including strips) USTR 2026-02-28 2.500000 6379800.00 7102042.14 U.S. Treasuries (including strips) USTR 2024-04-30 2.250000 565700.00 611583.85 U.S. Treasuries (including strips) USTR 2021-02-15 7.875000 13870200.00 14403267.67 U.S. Treasuries (including strips) USTR 2022-11-15 7.625000 135700.00 161040.72 U.S. Treasuries (including strips) USTR 2021-05-31 2.000000 6387300.00 6509303.89 U.S. Treasuries (including strips) USTR 2022-07-31 2.000000 763100.00 791316.12 U.S. Treasuries (including strips) USTR 2022-06-30 1.750000 40814600.00 42129019.11 U.S. Treasuries (including strips) USTR 2023-07-31 2.750000 1306400.00 1406710.97 U.S. Treasuries (including strips) USTR 2021-10-31 1.500000 443200.00 452489.58 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 14375800.00 15647071.37 U.S. Treasuries (including strips) USTR 2023-08-15 0.125000 9964800.00 9948778.12 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 250000000.00 250000000.00 0.0285 N Y Y N J.P. 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Morgan Securities LLC, 0.0800% 8I5DZWZKVSZI1NUHU748 0000019617 JPM220B02 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2038-08-15 6.000000 3552108.00 8297.33 Agency Mortgage-Backed Securities GNMA 2039-01-15 6.000000 8470016.00 616928.82 Agency Mortgage-Backed Securities GNMA 2037-05-15 5.500000 1119202.00 34608.49 Agency Mortgage-Backed Securities GNMA 2035-07-15 5.500000 2745000.00 277995.92 Agency Mortgage-Backed Securities GNMA 2034-05-15 4.500000 764202.00 41315.58 Agency Mortgage-Backed Securities GNMA 2035-12-15 5.000000 234889.00 5329.47 Agency Mortgage-Backed Securities GNMA 2041-01-15 5.000000 723417.00 8358.32 Agency Mortgage-Backed Securities GNMA 2035-04-15 5.000000 150564.00 9616.00 Agency Mortgage-Backed Securities GNMA 2041-11-15 4.000000 2252436.00 795857.79 Agency Mortgage-Backed Securities GNMA 2038-04-15 3.500000 2043308.00 1490101.50 Agency Mortgage-Backed Securities GNMA 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4979313.51 Agency Mortgage-Backed Securities Y Moody's Aa3 Standard & Poor's A+ 2020-11-02 2020-11-02 2020-11-02 N N N 0.0008 350000000.00 350000000.00 0.0398 N Y Y N KINGDOM OF DENMARK Kingdom of Denmark, 0.0700% 24850CLA0 549300PTO6LS1PTM6607 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-10 2020-11-10 2020-11-10 N N N 0.0007 74998395.75 74998395.75 0.0085 N N N N KINGDOM OF DENMARK Kingdom of Denmark, 0.0800% 24850CLQ5 549300PTO6LS1PTM6607 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-24 2020-11-24 2020-11-24 N N N 0.0008 20248917.23 20248917.23 0.0023 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 0.1100% 48246TLK3 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-19 2020-11-19 2020-11-19 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0011 44997325.20 44997325.20 0.0051 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 0.1100% 51489GM38 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-12-03 2020-12-03 2020-12-03 N N N 0.0011 119987193.60 119987193.60 0.0137 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 0.1000% 51489GL21 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 39999656.80 39999656.80 0.0046 N Y Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 0.1100% 51489GM20 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-12-02 2020-12-02 2020-12-02 N N N 0.0011 99989733.00 99989733.00 0.0114 N N N N MIZUHO BANK, LTD. Mizuho Bank, Ltd., 0.1300% 60689FLP1 RB0PEZSDGCO3JS6CEU02 0001512734 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-23 2020-11-23 2020-11-23 N N N 0.0013 99991667.00 99991667.00 0.0114 N N N N MIZUHO SECURITIES USA LLC Mizuho Securities USA LLC, 0.0700% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ220B02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-06-15 1.750000 148195600.00 153000034.14 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 150000000.00 150000000.00 0.0171 N Y Y N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.3715% 63254GNM3 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-29 2021-05-28 2021-05-28 N N N 0.0037 50041058.50 50041058.50 0.0057 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.3692% 63254GNJ0 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-26 2021-05-26 2021-05-26 N N N 0.0037 75061236.75 75061236.75 0.0085 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.3228% 63254GNN1 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-07 2021-06-07 2021-06-07 N N N 0.0032 100059439.00 100059439.00 0.0114 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.1973% 63254GNQ4 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-17 2020-12-17 2020-12-17 N N N 0.0020 100005049.00 100005049.00 0.0114 N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP. National Rural Utilities Cooperative Finance Corp., 0.0900% 63743CLH4 4NYF266XZC35SCTGX023 0000070502 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-17 2020-11-17 2020-11-17 N N N 0.0009 39998120.00 39998120.00 0.0046 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps N.V., 0.1000% 63975UL59 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 95998416.00 95998416.00 0.0109 N N Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps N.V., 0.1000% 63975UL34 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 69999253.10 69999253.10 0.0080 N N Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps N.V., 0.1300% 63975UMX7 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0013 74983079.25 74983079.25 0.0085 N N N N NESTLE FINANCE INTERNATIONAL, LTD. Nestle Finance International, Ltd., 0.0600% 64105GM84 549300VIRTXBZ81J0S95 0000792990 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-08 2020-12-08 2020-12-08 N N N 0.0006 99993608.00 99993608.00 0.0114 N N N N NORDEA BANK AB Nordea Bank AB, 0.2704% 65558TM51 6SCPQ280AIY8EP3XFW53 US65558TM517 0001141330 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-12-16 2021-09-16 2021-09-16 N N N 0.0027 99999995.00 99999995.00 0.0114 N N N N NORDEA BANK AB Nordea Bank AB, 0.1000% 65558JLR6 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-25 2020-11-25 2020-11-25 N N N 0.0010 29997833.40 29997833.40 0.0034 N N N N RBC DOMINION SECURITIES INC. RBC Dominion Securities Inc., 0.0700% ES7IP3U3RHIGC71XBU11 0001000275 RBC220B02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-11-30 2.125000 768600.00 832087.24 U.S. Treasuries (including strips) USTR 2026-02-15 6.000000 72458500.00 94529328.01 U.S. Treasuries (including strips) USTR 2026-11-15 6.500000 3848500.00 5339543.26 U.S. Treasuries (including strips) USTR 2025-01-15 2.375000 464800.00 742848.88 U.S. Treasuries (including strips) USTR 2026-01-15 2.000000 10112600.00 15555536.79 U.S. Treasuries (including strips) USTR 2027-07-15 0.375000 30163600.00 35407097.43 U.S. Treasuries (including strips) USTR 2030-01-15 0.125000 100.00 110.65 U.S. Treasuries (including strips) USTR 2030-08-15 0.625000 200.00 196.29 U.S. Treasuries (including strips) USTR 2025-01-15 0.250000 176769000.00 205807583.08 U.S. Treasuries (including strips) USTR 2025-10-15 0.125000 200.00 214.22 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 350000000.00 350000000.00 0.0398 N Y Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 0.3595% 78012UWG6 ES7IP3U3RHIGC71XBU11 US78012UWG65 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-12-10 2021-06-10 2021-06-10 N N N 0.0036 100066239.00 100066239.00 0.0114 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 0.3904% 78014XEU7 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-18 2020-11-18 2020-11-18 N N N 0.0039 50003330.50 50003330.50 0.0057 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 0.3572% 78012UWN1 ES7IP3U3RHIGC71XBU11 US78012UWN17 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-12-16 2021-06-16 2021-06-16 N N N 0.0036 100074258.00 100074258.00 0.0114 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 0.2993% 78014XGA9 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-27 2021-03-25 2021-03-25 N N N 0.0030 100039044.00 100039044.00 0.0114 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 0.1300% 83050TMU2 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-12-28 2020-12-28 2020-12-28 N N N 0.0013 24994714.50 24994714.50 0.0028 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 0.1300% 83050TMV0 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-12-29 2020-12-29 2020-12-29 N N N 0.0013 49989166.50 49989166.50 0.0057 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 0.1000% 83050TLR0 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-25 2020-11-25 2020-11-25 N N N 0.0010 36997327.86 36997327.86 0.0042 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 0.1000% 86562KLA0 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-10 2020-11-10 2020-11-10 N N N 0.0010 14999541.60 14999541.60 0.0017 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 0.1000% 86562KLQ5 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-24 2020-11-24 2020-11-24 N N N 0.0010 25998194.56 25998194.56 0.0030 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 0.1000% 86562KLL6 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-20 2020-11-20 2020-11-20 N N N 0.0010 39997666.80 39997666.80 0.0046 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 0.0900% 86562KL28 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 39999686.80 39999686.80 0.0046 N Y Y N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 0.3022% 86960LBK5 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2021-01-28 2021-07-28 2021-07-28 N N N 0.0030 50025831.50 50025831.50 0.0057 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 0.3893% 86959RDQ0 NHBDILHZTYCNBV5UYZ31 US86959RDQ02 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-11-24 2020-11-24 2020-11-24 N N N 0.0039 100016890.00 100016890.00 0.0114 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 0.2972% 86960LBA7 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-20 2021-03-19 2021-03-19 N N N 0.0030 75034475.25 75034475.25 0.0085 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 0.3604% 86960LAZ3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-15 2021-06-15 2021-06-15 N N N 0.0036 100067764.00 100067764.00 0.0114 N N N N TD Securities (USA) LLC TD Securities (USA) LLC, 0.0800% PT3QB789TSUIDF371261 0000947263 TOR320B02 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TVDB 2030-05-01 7.125000 184000.00 287202.49 Agency Debentures and Agency Strips TVDB 2021-02-15 3.875000 6399000.00 6519191.88 Agency Debentures and Agency Strips TVDB 2022-08-15 1.875000 45000.00 46472.68 Agency Debentures and Agency Strips TVDB 2024-09-15 2.875000 221000.00 243082.26 Agency Debentures and Agency Strips TVDB 2027-02-01 2.875000 214000.00 242661.16 Agency Debentures and Agency Strips TVDB 2025-05-15 0.750000 782000.00 795404.13 Agency Debentures and Agency Strips FMAC 2023-10-13 0.300000 896000.00 894869.85 Agency Debentures and Agency Strips FNMA 2022-10-25 2.000000 45000.00 46607.88 Agency Debentures and Agency Strips FNMA 2025-10-29 0.600000 37650000.00 37609212.50 Agency Debentures and Agency Strips FNMA 2025-07-08 0.750000 890000.00 892733.49 Agency Debentures and Agency Strips FMAC 2022-01-13 2.375000 9004000.00 9303536.32 Agency Debentures and Agency Strips FMAC 2021-08-12 1.125000 5722000.00 5779566.18 Agency Debentures and Agency Strips FMAC 2021-02-16 2.375000 770000.00 778811.84 Agency Debentures and Agency Strips FMAC 2023-06-19 2.750000 66000.00 71026.16 Agency Debentures and Agency Strips FMAC 2025-02-12 1.500000 1476000.00 1547910.72 Agency Debentures and Agency Strips FMAC 2023-04-20 0.375000 71000.00 71280.75 Agency Debentures and Agency Strips FMAC 2023-05-05 0.375000 8017000.00 8065920.40 Agency Debentures and Agency Strips FMAC 2023-06-26 0.250000 25213000.00 25223920.03 Agency Debentures and Agency Strips FMAC 2022-07-25 0.125000 2405000.00 2404489.67 Agency Debentures and Agency Strips FMAC 2025-07-21 0.375000 9648000.00 9598886.05 Agency Debentures and Agency Strips FMAC 2023-08-24 0.250000 24110000.00 24099974.26 Agency Debentures and Agency Strips FMAC 2023-09-08 0.250000 20445000.00 20457244.28 Agency Debentures and Agency Strips FMAC 2025-09-23 0.375000 184000.00 182922.24 Agency Debentures and Agency Strips FMAC 2023-10-16 0.125000 7918000.00 7886087.38 Agency Debentures and Agency Strips FMAC 2024-03-25 0.375000 88188000.00 88049949.03 Agency Debentures and Agency Strips FMAC 2029-09-15 6.750000 495000.00 744090.68 Agency Debentures and Agency Strips FMAC 2023-05-26 0.450000 36800000.00 36923832.00 Agency Debentures and Agency Strips FMAC 2024-07-29 0.600000 17200000.00 17233259.07 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2020-11-02 2020-11-02 2020-11-02 N N N 0.0008 300000000.00 300000000.00 0.0342 N Y Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.2987% 89120DRE1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-04 2021-02-03 2021-02-03 N N N 0.0030 100010216.00 100010216.00 0.0114 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.3595% 89120DS34 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-10 2021-06-10 2021-06-10 N N N 0.0036 50033119.50 50033119.50 0.0057 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.2473% 89120DRL5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-18 2020-11-18 2020-11-18 N N N 0.0025 200010896.00 200010896.00 0.0228 N N N N TOTAL S.A. Total Capital S.A., 0.0700% 89153PLJ9 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-18 2020-11-18 2020-11-18 N N N 0.0007 50547999.23 50547999.23 0.0058 N N N N TOTAL S.A. Total Capital S.A., 0.1000% 89153PL59 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 227996352.00 227996352.00 0.0260 N N Y N TOTAL S.A. Total Capital S.A., 0.0700% 89153PLH3 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-17 2020-11-17 2020-11-17 N N N 0.0007 28998927.00 28998927.00 0.0033 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 0.1000% 89233GLH7 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-17 2020-11-17 2020-11-17 N N N 0.0010 49997625.00 49997625.00 0.0057 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 0.0900% 89233GL38 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-03 2020-11-03 2020-11-03 N N N 0.0009 74999250.00 74999250.00 0.0085 N N Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.4000% 912828YN4 US912828YN43 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-10-31 2021-10-31 2021-10-31 N N N 0.0040 350993177.50 350993177.50 0.0400 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0800% 9127965B1 US9127965B18 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-12-08 2020-12-08 2020-12-08 N N N 0.0008 49995500.00 49995500.00 0.0057 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.2390% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-10-31 2021-04-30 2021-04-30 N N N 0.0024 300200979.00 300200979.00 0.0342 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.3200% 9128287G9 US9128287G95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-10-31 2021-07-31 2021-07-31 N N N 0.0032 375532578.75 375532578.75 0.0428 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0700% 9127964S5 US9127964S51 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-11-17 2020-11-17 2020-11-17 N N N 0.0007 174994167.25 174994167.25 0.0199 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0800% 9127963B3 US9127963B36 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-11-27 2020-11-27 2020-11-27 N N N 0.0008 199988194.00 199988194.00 0.0228 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0800% 9127964U0 US9127964U08 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 99993153.00 99993153.00 0.0114 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0600% 9127962Z1 US9127962Z13 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-11-12 2020-11-12 2020-11-12 N N N 0.0006 154996771.35 154996771.35 0.0176 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0200% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-11-03 2020-11-03 2020-11-03 N N N 0.0002 29999945.70 29999945.70 0.0034 N Y Y N WESTPAC BANKING CORP. Westpac Banking Corp., 0.3413% 9612C4L90 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-04 2021-06-04 2021-06-04 N N N 0.0034 50023420.00 50023420.00 0.0057 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 0.3459% 9612C4L82 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-28 2021-05-28 2021-05-28 N N N 0.0035 50022651.00 50022651.00 0.0057 N N N N THE DFA INVESTMENT TRUST COMPANY 2020-11-05 /s/ Ryan Buechner Ryan Buechner Vice President and Assistant Secretary