N-MFP2 0000896162 XXXXXXXX 2022-10-31 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 14 90 7973837108.67 7753191498.15 7134821999.32 8115181489.34 9483150067.99 9562598422.37 8948735326.76 10706850917.12 0.4997 0.4797 0.4580 0.5046 0.5942 0.5917 0.5744 0.6658 905876135.39 15751226876.43 15751226876.43 16195423.78 86627047.66 16586671387.94 1434661121.68 0.0345 11.5660 11.5640 11.5630 11.5620 C000086468 1.00 16586671387.94 1434661121.68 11.5660 11.5640 11.5630 11.5620 2807119873.58 1121594188.45 1642756825.50 1446452639.19 1523790864.31 2116406404.80 2401722438.29 1948762145.38 9127144613.78 6796255863.89 0.0339 N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 3.4700% 05253MSF2 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-05-05 2023-05-05 N N N 0.0347 49953430.00 49953430.00 0.0030 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 3.4700% 05253MQS6 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2022-12-19 2022-12-19 N N N 0.0347 150019060.50 150019060.50 0.0090 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 3.6600% 05253MSD7 JHE42UYNWWTJB8YTTU19 US005253MSD7 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-09-29 2023-09-29 N N N 0.0366 124825567.50 124825567.50 0.0075 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 3.3700% 05253MQX5 JHE42UYNWWTJB8YTTU19 US005253MQX5 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-02-03 2023-02-03 N N N 0.0337 99946764.00 99946764.00 0.0060 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 3.0700% 03948HL17 549300LO13MQ9HYSTR83 0000007084 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2022-11-01 2022-11-01 N N N 0.0307 99991481.00 99991481.00 0.0060 N Y Y N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 3.1300% 03948HL25 549300LO13MQ9HYSTR83 0000007084 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-11-02 2022-11-02 2022-11-02 N N N 0.0313 21346282.75 21346282.75 0.0013 N N Y N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 3.7700% 06367CTE7 NQQ6HPCNCCU6TUTQYE16 US06367CTE74 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-03-15 2023-03-15 N N N 0.0377 150097108.50 150097108.50 0.0090 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 3.4500% 06367CSV0 NQQ6HPCNCCU6TUTQYE16 US06367CSV09 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-03-02 2023-03-02 N N N 0.0345 49972830.50 49972830.50 0.0030 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 3.3400% 06367CSK4 NQQ6HPCNCCU6TUTQYE16 US06367CSK44 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-02-28 2023-02-28 N N N 0.0334 124886728.75 124886728.75 0.0075 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 3.6900% 06367CY76 NQQ6HPCNCCU6TUTQYE16 US06367CY763 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-10-04 2023-10-04 N N N 0.0369 99867738.00 99867738.00 0.0060 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 3.7900% 06367CYP6 NQQ6HPCNCCU6TUTQYE16 US06367CYP66 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-10-13 2023-10-13 N N N 0.0379 34984668.95 34984668.95 0.0021 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 3.5700% 06417MD36 L3I9ZG2KFGXZ61BMYR72 US06417MD363 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-03-14 2023-03-14 N N N 0.0357 49996744.50 49996744.50 0.0030 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 3.5700% 06417MC60 L3I9ZG2KFGXZ61BMYR72 US06417MC605 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-02-09 2023-02-09 N N N 0.0357 100009008.00 100009008.00 0.0060 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 3.7300% 06417MH65 L3I9ZG2KFGXZ61BMYR72 US06417MH653 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-05-22 2023-05-22 N N N 0.0373 84985099.50 84985099.50 0.0051 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 3.7500% 06417MC86 L3I9ZG2KFGXZ61BMYR72 US06417MC860 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-08-10 2023-08-10 N N N 0.0375 99949861.00 99949861.00 0.0060 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 3.7700% 06417MJ89 L3I9ZG2KFGXZ61BMYR72 US06417MJ899 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-05-26 2023-05-26 N N N 0.0377 25000532.50 25000532.50 0.0015 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 3.2300% 06417MSL0 L3I9ZG2KFGXZ61BMYR72 US06417MSL09 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2022-11-09 2022-11-09 N N N 0.0323 100001993.00 100001993.00 0.0060 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 3.0500% BCG122B01 AC28XWWI3WIBK2824319 0000312069 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2029-05-31 2.750000 38440700.00 35753998.81 U.S. Treasuries (including strips) USTR 2026-06-30 0.875000 304885400.00 270246025.89 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 300000000.00 300000000.00 0.0181 N Y Y N BOFA SECURITIES, INC. BofA Securities, Inc., 3.0000% BAC122B01 9DJT3UXIJIZJI4WXO774 0000070858 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-05-31 0.750000 115288800.00 102000064.82 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0300 100000000.00 100000000.00 0.0060 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 3.3000% 13606KCY0 2IGI19DL77OX0HC3ZE78 US13606KCY01 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-02-06 2023-02-06 N N N 0.0330 49969227.00 49969227.00 0.0030 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 3.6000% 13606KGX8 2IGI19DL77OX0HC3ZE78 US13606KGX81 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-05-31 2023-05-31 N N N 0.0360 74934142.50 74934142.50 0.0045 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 3.4800% 13606KHS8 2IGI19DL77OX0HC3ZE78 US13606KHS87 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-01-03 2023-01-03 N N N 0.0348 30001470.60 30001470.60 0.0018 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 3.5600% 13606KHX7 2IGI19DL77OX0HC3ZE78 US13606KHX72 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-03-13 2023-03-13 N N N 0.0356 40003868.40 40003868.40 0.0024 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 3.2400% 13608CMA7 2IGI19DL77OX0HC3ZE78 0000016847 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2022-11-04 2022-11-04 N N N 0.0324 75001062.00 75001062.00 0.0045 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 3.4500% 13606KEE2 2IGI19DL77OX0HC3ZE78 US13606KEE29 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-03-01 2023-03-01 N N N 0.0345 149964424.50 149964424.50 0.0090 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 3.8500% 13606KPD2 2IGI19DL77OX0HC3ZE78 US13606KPD27 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-10-20 2023-10-20 N N N 0.0385 50001314.00 50001314.00 0.0030 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 3.7100% 20272A2L9 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-05-02 2023-05-02 N N N 0.0371 40000000.00 40000000.00 0.0024 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 3.4500% 20272AZ82 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-04-11 2023-04-11 N N N 0.0345 49957532.50 49957532.50 0.0030 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 3.6600% 20272AZ58 MSFSBD3QN1GSN7Q6C537 US020272AZ58 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-09-25 2023-09-25 N N N 0.0366 149792709.00 149792709.00 0.0090 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 3.4100% 20272AY59 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-04-28 2023-04-28 N N N 0.0341 99862200.00 99862200.00 0.0060 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 3.6200% 20271EYK9 MSFSBD3QN1GSN7Q6C537 US20271EYK99 0000008565 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2022-11-21 2022-11-21 N N N 0.0362 50012425.50 50012425.50 0.0030 N N N N CREDIT AGRICOLE CIB NY Credit Agricole CIB NY, 3.2000% 22533UL35 254900BN8XS34XZDJ223 0001885268 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-11-03 2022-11-03 2022-11-03 N N N 0.0320 299919975.00 299919975.00 0.0181 N N Y N DNB NORBANK ASA DNB NORBANK ASA, 3.3600% 2332K1L73 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-07 2022-11-07 2022-11-07 N N N 0.0336 299804118.00 299804118.00 0.0181 N N Y N DNB NORBANK ASA DNB NORBANK ASA, 3.5000% 2332K4MX9 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-02-13 2023-02-13 N N N 0.0350 100001229.00 100001229.00 0.0060 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.7600% 313385R57 2549001DPIFGXC1TOL40 US313385R578 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2022-12-01 2022-12-01 2022-12-01 N N N 0.0376 249192225.00 249192225.00 0.0150 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.5700% 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2022-11-25 2022-11-25 2022-11-25 N N N 0.0357 349135332.00 349135332.00 0.0210 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.8700% 313385T22 2549001DPIFGXC1TOL40 US313385T228 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2022-12-14 2022-12-14 2022-12-14 N N N 0.0387 149293840.50 149293840.50 0.0090 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.8000% 313385S98 2549001DPIFGXC1TOL40 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2022-12-13 2022-12-13 2022-12-13 N N N 0.0380 74660953.50 74660953.50 0.0045 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.7800% 313385S23 2549001DPIFGXC1TOL40 US313385S238 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2022-12-06 2022-12-06 2022-12-06 N N N 0.0378 192895302.89 192895302.89 0.0116 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.6200% 313385Q58 2549001DPIFGXC1TOL40 US313385Q588 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2022-11-23 2022-11-23 2022-11-23 N N N 0.0362 199539064.00 199539064.00 0.0120 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.4500% 313385P42 2549001DPIFGXC1TOL40 US313385P424 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2022-11-14 2022-11-14 2022-11-14 N N N 0.0345 199732212.00 199732212.00 0.0120 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.4800% 313385P67 2549001DPIFGXC1TOL40 US313385P671 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2022-11-16 2022-11-16 2022-11-16 N N N 0.0348 121811538.06 121811538.06 0.0073 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.5100% 313385P83 2549001DPIFGXC1TOL40 US313385P838 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2022-11-18 2022-11-18 2022-11-18 N N N 0.0351 149737416.00 149737416.00 0.0090 N N Y N FEDERAL RESERVE BANK OF NEW YORK Federal Reserve Bank NY, 3.0500% FRB122B01 254900Y8NKGV541U8Q32 0001390777 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-05-15 0.250000 747088500.00 700059352.01 U.S. Treasuries (including strips) USTR 2024-04-15 0.375000 583841700.00 549456246.84 U.S. Treasuries (including strips) USTR 2029-08-15 1.625000 687900.00 590369.63 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 1250000000.00 1250000000.00 0.0754 N Y Y N GOLDMAN SACHS & CO. LLC Goldman Sachs & Co. LLC, 2.9800% GOL122B01 FOR8UP27PHTHYVLBNG30 0000886982 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2028-06-20 4.000000 2256364.00 148403.87 Agency Mortgage-Backed Securities GNMA 2041-05-15 5.000000 102320.00 6819.91 Agency Mortgage-Backed Securities GNMA 2057-06-15 2.630000 6171456.00 5234366.25 Agency Mortgage-Backed Securities GNMA 2057-06-15 2.880000 2392072.00 2068884.70 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.000000 5004368.00 4337034.98 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.500000 356391.00 320918.06 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.500000 596615.00 536106.98 Agency Mortgage-Backed Securities GNMA 2061-12-15 2.790000 322004.00 272983.40 Agency Mortgage-Backed Securities GNMA 2057-05-15 2.480000 2451260.00 2051958.13 Agency Mortgage-Backed Securities GNMA 2046-11-20 3.500000 2545556.00 1974059.25 Agency Mortgage-Backed Securities GNMA 2049-07-20 4.500000 1976521.00 1518741.73 Agency Mortgage-Backed Securities GNMA 2058-12-15 2.950000 150000.00 130221.67 Agency Mortgage-Backed Securities GNMA 2047-01-20 4.000000 1002426.00 749128.27 Agency Mortgage-Backed Securities GNMA 2050-04-20 4.000000 1051320.00 604901.16 Agency Mortgage-Backed Securities GNMA 2062-06-15 4.460000 2841700.00 2758994.22 Agency Mortgage-Backed Securities GNMA 2050-04-20 4.000000 2632464.00 2346659.92 Agency Mortgage-Backed Securities GNMA 2050-11-20 3.000000 4228800.00 3471388.75 Agency Mortgage-Backed Securities GNMA 2051-07-20 3.000000 32237184.00 27377058.29 Agency Mortgage-Backed Securities GNMA 2057-08-15 4.000000 21873500.00 20562721.39 Agency Mortgage-Backed Securities GNMA 2047-12-20 4.000000 4837656.00 4492330.32 Agency Mortgage-Backed Securities GNMA 2048-01-15 4.000000 60000.00 31066.45 Agency Mortgage-Backed Securities GNMA 2045-08-15 4.000000 528000.00 59585.51 Agency Mortgage-Backed Securities GNMA 2045-08-15 4.000000 1116226.00 392752.91 Agency Mortgage-Backed Securities GNMA 2052-07-20 4.500000 195420000.00 185379598.48 Agency Mortgage-Backed Securities GNMA 2051-09-20 2.500000 50000000.00 38528818.28 Agency Mortgage-Backed Securities GNMA 2050-04-20 5.000000 4809728.00 1147328.14 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.500000 99252992.00 10584404.47 Agency Mortgage-Backed Securities GNMA 2048-01-20 5.000000 407110.00 60009.87 Agency Mortgage-Backed Securities GNMA 2047-07-20 4.000000 141050112.00 18902027.99 Agency Mortgage-Backed Securities GNMA 2047-02-20 3.500000 46000.00 7490.13 Agency Mortgage-Backed Securities GNMA 2045-11-20 4.000000 125000000.00 13374220.07 Agency Mortgage-Backed Securities GNMA 2044-09-20 3.500000 800000.00 82119.63 Agency Mortgage-Backed Securities GNMA 2043-11-20 3.500000 1200000.00 138696.75 Agency Mortgage-Backed Securities GNMA 2056-03-15 2.980000 3123028.00 2725263.91 Agency Mortgage-Backed Securities GNMA 2057-08-15 3.380000 14730160.00 13246224.41 Agency Mortgage-Backed Securities GNMA 2057-06-15 3.710000 6524160.00 5989213.31 Agency Mortgage-Backed Securities GNMA 2048-03-20 3.500000 518047.00 461969.91 Agency Mortgage-Backed Securities GNMA 2043-02-20 3.500000 80415.00 15646.11 Agency Mortgage-Backed Securities GNMA 2043-06-20 3.500000 1554290.00 356131.93 Agency Mortgage-Backed Securities GNMA 2046-07-20 3.000000 1053000.00 332819.35 Agency Mortgage-Backed Securities GNMA 2033-04-15 5.500000 7441576.00 244131.58 Agency Mortgage-Backed Securities GNMA 2040-12-20 4.000000 220843264.00 15258655.71 Agency Mortgage-Backed Securities GNMA 2040-06-15 5.000000 50004000.00 3767595.21 Agency Mortgage-Backed Securities GNMA 2034-02-20 4.250000 180000.00 37762.34 Agency Mortgage-Backed Securities GNMA 2041-09-20 4.500000 2147692.00 308926.13 Agency Mortgage-Backed Securities GNMA 2041-06-15 4.500000 4754686.00 386647.65 Agency Mortgage-Backed Securities GNMA 2042-02-15 4.000000 1590292.00 153003.96 Agency Mortgage-Backed Securities GNMA 2035-12-15 5.000000 50000.00 10751.52 Agency Mortgage-Backed Securities GNMA 2046-11-20 3.000000 22000000.00 9920272.96 Agency Mortgage-Backed Securities GNMA 2048-02-20 3.500000 92975488.00 32296402.37 Agency Mortgage-Backed Securities GNMA 2047-12-20 3.500000 55885568.00 23585784.22 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.000000 400000.00 45541.46 Agency Mortgage-Backed Securities GNMA 2034-05-15 5.500000 10075424.00 135146.89 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.500000 325422.00 70309.45 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0298 450000000.00 450000000.00 0.0271 N Y Y N HYDRO-QUEBEC Hydro-Quebec, 3.0300% 44881ML19 6THEVG93PYJH84S4D167 US44881ML193 0000049448 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2022-11-01 2022-11-01 N Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0303 39796653.62 39796653.62 0.0024 N Y Y N HYDRO-QUEBEC Hydro-Quebec, 3.0900% 44881ML27 6THEVG93PYJH84S4D167 US44881ML276 0000049448 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-02 2022-11-02 2022-11-02 N Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0309 94983670.45 94983670.45 0.0057 N N Y N HYDRO-QUEBEC Hydro-Quebec, 3.2300% 44881ML43 6THEVG93PYJH84S4D167 US44881ML433 0000049448 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-04 2022-11-04 2022-11-04 N Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0323 149946183.00 149946183.00 0.0090 N N Y N J.P. MORGAN SECURITIES LLC J.P. 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National Australia Bank, Ltd., 3.5500% 63254GUK9 F8SB4JFBSYQFRQEH3Z21 US063254GUK9 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-03-08 2023-03-08 N N N 0.0355 149997085.50 149997085.50 0.0090 N N N N NORDEA BANK AB Nordea Bank AB, 3.2700% 65558UNT5 6SCPQ280AIY8EP3XFW53 US65558UNT50 0001141330 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-02-15 2023-02-15 N N N 0.0327 74935488.00 74935488.00 0.0045 N N N N NORDEA BANK AB Nordea Bank AB, 3.4400% 65558UWJ7 6SCPQ280AIY8EP3XFW53 US65558UWJ77 0001141330 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-03-24 2023-03-24 N N N 0.0344 74945169.75 74945169.75 0.0045 N N N N NORDEA BANK AB Nordea Bank AB, 3.4400% 65558USP8 6SCPQ280AIY8EP3XFW53 US65558USP83 0001141330 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2022-12-02 2022-12-02 N N N 0.0344 76015774.56 76015774.56 0.0046 N N N N NORDEA BANK AB Nordea Bank AB, 3.6600% 65558UXX5 6SCPQ280AIY8EP3XFW53 US65558UXX52 0001141330 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-04-20 2023-04-20 N N N 0.0366 39995767.20 39995767.20 0.0024 N N N N NORDEA BANK AB Nordea Bank AB, 3.6900% 65558UYC0 6SCPQ280AIY8EP3XFW53 US65558UYC07 0001141330 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-04-28 2023-04-28 N N N 0.0369 89996218.20 89996218.20 0.0054 N N N N NORDEA BANK AB Nordea Bank AB, 3.3900% 65558UXA5 6SCPQ280AIY8EP3XFW53 US65558UXA59 0001141330 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-04-27 2023-04-27 N N N 0.0339 99850197.00 99850197.00 0.0060 N N N N PROVINCE OF QUEBEC CANADA Province of Quebec Canada, 3.1000% 74800KL34 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-03 2022-11-03 2022-11-03 N N N 0.0310 124967697.50 124967697.50 0.0075 N N Y N RBC DOMINION SECURITIES INC. 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2490900.00 2516293.84 U.S. Treasuries (including strips) USTR 2030-11-15 0.875000 3018800.00 2395089.78 U.S. Treasuries (including strips) USTR 2025-10-15 0.125000 208243100.00 227471812.90 U.S. Treasuries (including strips) USTR 2030-07-15 0.125000 607200.00 628054.18 U.S. Treasuries (including strips) USTR 2030-05-15 0.625000 867400.00 678922.87 U.S. Treasuries (including strips) USTR 2025-04-15 0.125000 276900.00 304765.91 U.S. Treasuries (including strips) USTR 2030-02-15 1.500000 306000.00 258066.81 U.S. Treasuries (including strips) USTR 2023-02-15 1.375000 200.00 198.98 U.S. Treasuries (including strips) USTR 2026-11-30 1.625000 1100.00 998.91 U.S. Treasuries (including strips) USTR 2026-08-31 1.375000 38802600.00 34892849.60 U.S. Treasuries (including strips) USTR 2029-08-15 1.625000 65500.00 56213.42 U.S. Treasuries (including strips) USTR 2024-07-31 1.750000 300.00 287.28 U.S. Treasuries (including strips) USTR 2025-07-31 2.875000 200.00 193.57 U.S. Treasuries (including strips) USTR 2028-07-15 0.750000 300.00 338.13 U.S. Treasuries (including strips) USTR 2025-07-15 0.375000 986000.00 1192405.16 U.S. Treasuries (including strips) USTR 2023-11-15 2.750000 400.00 397.76 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 100.00 116.96 U.S. Treasuries (including strips) USTR 2026-05-15 1.625000 248900.00 228711.38 U.S. Treasuries (including strips) USTR 2023-04-30 1.625000 2421000.00 2388655.44 U.S. Treasuries (including strips) USTR 2026-02-15 1.625000 1430000.00 1314797.96 U.S. Treasuries (including strips) USTR 2026-01-15 0.625000 1800.00 2169.00 U.S. Treasuries (including strips) USTR 2025-11-15 2.250000 433600.00 411665.42 U.S. Treasuries (including strips) USTR 2029-07-15 0.250000 2016000.00 2137616.67 U.S. Treasuries (including strips) USTR 2026-06-30 1.875000 100.00 92.41 U.S. Treasuries (including strips) USTR 2024-04-15 0.500000 2067200.00 2379040.02 U.S. Treasuries (including strips) USTR 2029-01-15 0.875000 13387700.00 15021677.73 U.S. Treasuries (including strips) USTR 2023-09-30 2.875000 1000.00 988.78 U.S. Treasuries (including strips) USTR 2023-02-28 2.625000 774900.00 774429.90 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 2447900.00 2290651.99 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 25970000.00 29426706.13 U.S. Treasuries (including strips) USTR 2024-08-31 1.875000 300.00 287.02 U.S. Treasuries (including strips) USTR 2027-07-15 0.375000 41008900.00 46992916.23 U.S. Treasuries (including strips) USTR 2029-01-15 2.500000 25000000.00 36382343.19 U.S. Treasuries (including strips) USTR 2028-01-15 1.750000 1376200.00 1962689.83 U.S. Treasuries (including strips) USTR 2026-01-15 2.000000 1217400.00 1839360.60 U.S. Treasuries (including strips) USTR 2029-04-15 3.875000 54800.00 111736.39 U.S. Treasuries (including strips) USTR 2028-04-15 3.625000 100.00 201.22 U.S. Treasuries (including strips) USTR 2027-08-15 6.375000 20596700.00 22715997.33 U.S. Treasuries (including strips) USTR 2026-02-15 6.000000 112400.00 119044.79 U.S. Treasuries (including strips) USTR 2025-08-15 6.875000 681400.00 734082.57 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2022-11-01 2022-11-01 2022-11-01 N N N 0.0300 450000000.00 450000000.00 0.0271 N Y Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 3.7800% 78015M6J4 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-08-08 2023-08-08 N N N 0.0378 99978685.00 99978685.00 0.0060 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 3.7500% 78015JJ24 ES7IP3U3RHIGC71XBU11 US78015JJ247 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-10-06 2023-10-06 N N N 0.0375 49950165.00 49950165.00 0.0030 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 3.6000% 78014XHP5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-05-26 2023-05-26 N N N 0.0360 34970093.90 34970093.90 0.0021 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 3.8000% 78015JJS7 ES7IP3U3RHIGC71XBU11 US78015JJS78 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-10-19 2023-10-19 N N N 0.0380 59963152.80 59963152.80 0.0036 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 3.6800% 78015M6T2 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-09-29 2023-09-29 N N N 0.0368 124802950.00 124802950.00 0.0075 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 3.5400% 83050PF46 F3JS33DEI6XQ4ZBPTN86 US83050PF465 0001534653 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-11-01 2023-03-17 2023-03-17 N N N 0.0354 149948698.50 149948698.50 0.0090 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 3.4700% 86959RYN4 NHBDILHZTYCNBV5UYZ31 US86959RYN42 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2022-12-29 2022-12-29 N N N 0.0347 100001741.00 100001741.00 0.0060 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 3.4400% 86960LDB3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-03-01 2023-03-01 N N N 0.0344 99933300.00 99933300.00 0.0060 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 3.2900% 86959RVM9 NHBDILHZTYCNBV5UYZ31 US86959RVM95 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2022-12-02 2022-12-02 N N N 0.0329 100007326.00 100007326.00 0.0060 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 3.6900% 86959RL32 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-07-14 2023-07-14 N N N 0.0369 99915686.00 99915686.00 0.0060 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 3.5900% 86960LDM9 NHBDILHZTYCNBV5UYZ31 US086960LDM9 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-06-08 2023-06-08 N N N 0.0359 54950380.10 54950380.10 0.0033 N N N N TD Securities (USA) LLC TD Securities (USA) LLC, 3.0500% TOR122B01 PT3QB789TSUIDF371261 0000947263 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2052-09-20 4.500000 168157000.00 160442740.00 Agency Mortgage-Backed Securities GNMA 2051-09-20 3.000000 178132567.00 134617490.78 Agency Mortgage-Backed Securities GNMA 2051-08-20 3.000000 83542144.00 61939769.68 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's AA- 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 350000000.00 350000000.00 0.0211 N Y Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 3.4300% 89115BPS3 PT3QB789TSUIDF371261 US89115BPS33 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-02-28 2023-02-28 N N N 0.0343 124936193.75 124936193.75 0.0075 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 3.7600% 89120DVG1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-08-10 2023-08-10 N N N 0.0376 99961401.00 99961401.00 0.0060 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 3.4900% 89120DWA3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-04-06 2023-04-06 N N N 0.0349 99915162.00 99915162.00 0.0060 N N N N U.S. TREASURY SECURITIES U.S. Treasury Note, 4.0300% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-11-01 2024-01-31 2024-01-31 N N N 0.0403 199965020.00 199965020.00 0.0121 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 4.0700% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-11-01 2023-07-31 2023-07-31 N N N 0.0407 50040631.50 50040631.50 0.0030 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 3.7800% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-12-29 2022-12-29 2022-12-29 N N N 0.0378 645999614.00 645999614.00 0.0389 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 3.9700% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-11-01 2024-04-30 2024-04-30 N N N 0.0397 374428027.50 374428027.50 0.0226 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 3.4300% 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-12-06 2022-12-06 2022-12-06 N N N 0.0343 249144747.50 249144747.50 0.0150 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 3.6000% 912796X87 254900HROIFWPRGM1V77 US912796X876 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-12-22 2022-12-22 2022-12-22 N N N 0.0360 746123205.00 746123205.00 0.0450 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 4.0800% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-11-01 2024-07-31 2024-07-31 N N N 0.0408 199788456.00 199788456.00 0.0120 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 3.7800% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2023-01-03 2023-01-03 2023-01-03 N N N 0.0378 645666125.00 645666125.00 0.0389 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 3.1600% 912796YR4 254900HROIFWPRGM1V77 US912796YR47 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-11-22 2022-11-22 2022-11-22 N N N 0.0316 199614222.00 199614222.00 0.0120 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 3.7800% 912796ZA0 254900HROIFWPRGM1V77 US912796ZA03 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-12-27 2022-12-27 2022-12-27 N N N 0.0378 397621556.00 397621556.00 0.0240 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 3.6500% 912796YZ6 254900HROIFWPRGM1V77 US912796YZ62 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-12-20 2022-12-20 2022-12-20 N N N 0.0365 497478655.00 497478655.00 0.0300 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, Ltd., 3.5400% 91127RCB1 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-03-16 2023-03-16 N N N 0.0354 39999296.40 39999296.40 0.0024 N N N N UNITED OVERSEAS BANK United Overseas Bank, Ltd., 3.4200% 91127RCJ4 IO66REGK3RCBAMA8HR66 US091127RCJ4 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-03-01 2023-03-01 N N N 0.0342 49963300.00 49963300.00 0.0030 N N N N UNITED OVERSEAS BANK United Overseas Bank, Ltd., 3.2400% 91127RAU1 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2022-11-28 2022-11-28 N N N 0.0324 100003940.00 100003940.00 0.0060 N N N N UNITED OVERSEAS BANK United Overseas Bank, Ltd., 3.5800% 91127RCU9 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-04-19 2023-04-19 N N N 0.0358 99998344.00 99998344.00 0.0060 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 3.4500% 9612C4Y96 EN5TNI6CI43VEPAMHL14 US09612C4Y96 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-05-11 2023-05-11 N N N 0.0345 74896313.25 74896313.25 0.0045 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 3.4800% 9612C4U82 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-03-29 2023-03-29 N N N 0.0348 69965749.70 69965749.70 0.0042 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 3.5400% 9612C4W49 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-03-17 2023-03-17 N N N 0.0354 149967948.00 149967948.00 0.0090 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 3.2800% 96130AMA3 EN5TNI6CI43VEPAMHL14 US96130AMA33 0000719245 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-11-01 2023-02-16 2023-02-16 N N N 0.0328 59945877.60 59945877.60 0.0036 N N N N THE DFA INVESTMENT TRUST COMPANY 2022-11-03 /s/ Ryan Buechner Ryan Buechner Vice President and Assistant Secretary