N-MFP2 0000896162 XXXXXXXX 2023-12-31 0000896162 549300FSKWEXKF6YBM56 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 12 77 6918026021.69 6379758611.03 6912997821.91 6636924934.88 6295427760.89 7763926075.60 7078793647.33 7737906103.62 7266640739.01 6710957021.61 0.4785 0.4695 0.4915 0.4829 0.4889 0.5370 0.5209 0.5501 0.5287 0.5211 476168314.14 12369044126.56 0.00 34981582.73 64945008.60 12815249014.83 1107936227.48 0.0556 11.5680 11.5680 11.5680 11.5680 11.5680 C000086468 1.00 12815249014.83 1107936227.48 11.5680 11.5680 11.5680 11.5680 11.5680 2714837021.31 1826838820.83 2095639310.13 2935641858.31 2385878050.14 1923709204.88 2383171778.99 2718290350.81 970215789.36 1851877116.43 8792669494.17 9694890018.83 0.0550 N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 5.3700% 05253AB25 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-02-02 2024-02-02 2024-02-02 N N N 0.0537 44195426.84 44195426.84 0.0034 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 5.6500% 05253MTU8 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-03-04 2024-03-04 N N N 0.0565 100017503.00 100017503.00 0.0078 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 5.3700% 05253AB58 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-02-05 2024-02-05 2024-02-05 N N N 0.0537 24858995.25 24858995.25 0.0019 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 5.8300% 05253MVJ0 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-12-13 2024-12-13 N N N 0.0583 125021222.50 125021222.50 0.0098 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 5.9200% 06367DEM3 NQQ6HPCNCCU6TUTQYE16 US06367DEM39 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-11-15 2024-11-15 N N N 0.0592 55049418.60 55049418.60 0.0043 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 5.9400% 06367DDF9 NQQ6HPCNCCU6TUTQYE16 US06367DDF96 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-10-04 2024-10-04 N N N 0.0594 100121961.00 100121961.00 0.0078 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 6.0200% 06367DBX2 NQQ6HPCNCCU6TUTQYE16 US06367DBX21 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-08-30 2024-08-30 N N N 0.0602 75125424.00 75125424.00 0.0059 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 5.9700% 06367D5M3 NQQ6HPCNCCU6TUTQYE16 US06367D5M35 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-01-17 2024-01-17 N N N 0.0597 175043697.50 175043697.50 0.0137 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 5.8800% 06417LXM4 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-01-31 2024-01-31 N N N 0.0588 45012940.65 45012940.65 0.0035 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 5.8800% 06417M5Z4 L3I9ZG2KFGXZ61BMYR72 US06417M5Z42 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-12-02 2024-12-02 N N N 0.0588 115052065.10 115052065.10 0.0090 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 6.1000% 06417MV28 L3I9ZG2KFGXZ61BMYR72 US06417MV282 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-03-28 2024-03-28 N N N 0.0610 50070150.00 50070150.00 0.0039 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 5.7100% 06417MU52 L3I9ZG2KFGXZ61BMYR72 US06417MU524 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-03-01 2024-03-01 N N N 0.0571 50013486.00 50013486.00 0.0039 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 5.9500% 06417M4T9 L3I9ZG2KFGXZ61BMYR72 US06417M4T90 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-10-04 2024-10-04 N N N 0.0595 50075918.00 50075918.00 0.0039 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 5.9000% 06417MZ24 L3I9ZG2KFGXZ61BMYR72 US06417MZ242 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-02-05 2024-02-05 N N N 0.0590 77027171.76 77027171.76 0.0060 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 5.3000% BCG124102 AC28XWWI3WIBK2824319 0000312069 BCG124102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2027-08-31 3.125000 60864200.00 59755388.04 U.S. Treasuries (including strips) USTR 2029-05-31 2.750000 206258700.00 195244683.79 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A+ 2024-01-02 2024-01-02 2024-01-02 N N N 0.0530 250000000.00 250000000.00 0.0195 N Y Y N BOFA SECURITIES, INC. BofA Securities, Inc., 5.2500% BAC124102 9DJT3UXIJIZJI4WXO774 0000070858 BAC124102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-02-15 0.000000 34571500.27 31572249.76 U.S. Treasuries (including strips) USTR 2026-10-15 0.125000 65908600.00 70427750.24 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2024-01-02 2024-01-02 2024-01-02 N N N 0.0525 100000000.00 100000000.00 0.0078 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 6.0600% 13606KYN0 2IGI19DL77OX0HC3ZE78 US13606KYN08 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-07-29 2024-07-29 N N N 0.0606 75184689.00 75184689.00 0.0059 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 6.1000% 13606KVA1 2IGI19DL77OX0HC3ZE78 US13606KVA14 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-04-01 2024-04-01 N N N 0.0610 150253471.50 150253471.50 0.0117 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 5.6300% 13606KTK2 2IGI19DL77OX0HC3ZE78 US13606KTK24 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2024-01-02 2024-03-01 2024-03-01 N N N 0.0563 150042741.00 150042741.00 0.0117 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 5.3800% 13608AAR7 2IGI19DL77OX0HC3ZE78 0000016847 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-01-25 2024-01-25 2024-01-25 N N N 0.0538 34859238.75 34859238.75 0.0027 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 5.9500% 20272A3R5 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-10-10 2024-10-10 N N N 0.0595 100118642.00 100118642.00 0.0078 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 5.9500% 20272A3S3 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-10-11 2024-10-11 N N N 0.0595 50059134.00 50059134.00 0.0039 N N N N CREDIT AGRICOLE CIB NY Credit Agricole CIB NY, 5.3800% 22533TCB0 254900BN8XS34XZDJ223 0001885268 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-03-11 2024-03-11 2024-03-11 N N N 0.0538 113981938.87 113981938.87 0.0089 N N N N CREDIT AGRICOLE CIB NY Credit Agricole CIB NY, 5.3400% 22533TBE5 254900BN8XS34XZDJ223 0001885268 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-02-14 2024-02-14 2024-02-14 N N N 0.0534 143996225.90 143996225.90 0.0112 N N N N DNB NORBANK ASA DNB NORBANK ASA, 5.3100% 2332K0B84 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-02-08 2024-02-08 2024-02-08 N N N 0.0531 149098762.50 149098762.50 0.0116 N N N N DNB NORBANK ASA DNB NORBANK ASA, 5.2900% 2332K0A93 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-09 2024-01-09 2024-01-09 N N N 0.0529 99838621.00 99838621.00 0.0078 N N N N DNB NORBANK ASA DNB NORBANK ASA, 5.3200% 2332K0BD3 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-02-13 2024-02-13 2024-02-13 N N N 0.0532 163886827.50 163886827.50 0.0128 N N N N ELI LILLY & CO. ELI Lilly & Co., 5.3200% 53245PAG3 FRDRIPF3EKNDJ2CQJL29 0000059478 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-01-16 2024-01-16 2024-01-16 N N N 0.0532 48520846.41 48520846.41 0.0038 N N N N ELI LILLY & CO. ELI Lilly & Co., 5.3300% 53245PAK4 FRDRIPF3EKNDJ2CQJL29 0000059478 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-01-19 2024-01-19 2024-01-19 N N N 0.0533 149535199.50 149535199.50 0.0117 N N N N EQUINOR ASA Equinor ASA, 5.3500% 29447LA37 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-03 2024-01-03 2024-01-03 N N N 0.0535 99925774.00 99925774.00 0.0078 N N Y N EQUINOR ASA Equinor ASA, 5.3500% 29447LA45 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-04 2024-01-04 2024-01-04 N N N 0.0535 99910881.00 99910881.00 0.0078 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 5.2200% 313384RS0 2549001DPIFGXC1TOL40 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2024-01-12 2024-01-12 2024-01-12 N N N 0.0522 99797389.00 99797389.00 0.0078 N N Y N FEDERAL RESERVE BANK OF NEW YORK Federal Reserve Bank NY, 5.3000% FRB124102 254900Y8NKGV541U8Q32 0001390777 FRB124102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2029-05-15 2.375000 1767100.00 1643434.59 U.S. Treasuries (including strips) USTR 2024-05-31 2.000000 354396400.00 350042533.71 U.S. Treasuries (including strips) USTR 2029-08-15 1.625000 223677200.00 200464748.47 U.S. Treasuries (including strips) USTR 2030-02-15 1.500000 85803100.00 75275358.08 U.S. Treasuries (including strips) USTR 2024-05-15 0.250000 76449700.00 75051603.01 U.S. Treasuries (including strips) USTR 2025-08-15 3.125000 300831100.00 298111259.87 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA+ 2024-01-02 2024-01-02 2024-01-02 N N N 0.0530 1000000000.00 1000000000.00 0.0780 N Y Y N GOLDMAN SACHS & CO. LLC Goldman Sachs & Co. LLC, 5.2500% GOL124102 FOR8UP27PHTHYVLBNG30 0000886982 GOL124102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2047-01-20 3.000000 50000000.00 8451013.02 Agency Mortgage-Backed Securities GNMA 2035-05-20 2.000000 2564720.00 421667.45 Agency Mortgage-Backed Securities GNMA 2052-03-20 3.000000 100000000.00 79293900.47 Agency Mortgage-Backed Securities GNMA 2053-09-20 6.000000 359150592.00 364960069.65 Agency Mortgage-Backed Securities GNMA 2064-10-15 4.470000 2683348.00 2510322.14 Agency Mortgage-Backed Securities GNMA 2043-04-15 3.500000 229500.00 28771.15 Agency Mortgage-Backed Securities GNMA 2045-11-20 4.000000 240000.00 95212.84 Agency Mortgage-Backed Securities GNMA 2053-10-20 6.500000 2588910.00 2666668.27 Agency Mortgage-Backed Securities GNMA 2041-07-15 4.500000 1649310.00 56056.19 Agency Mortgage-Backed Securities GNMA 2041-06-15 6.000000 300000.00 41781.24 Agency Mortgage-Backed Securities GNMA 2039-11-15 4.000000 634989.00 163078.49 Agency Mortgage-Backed Securities GNMA 2042-12-15 3.000000 1000000.00 311459.17 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2024-01-02 2024-01-02 2024-01-02 N N N 0.0525 450000000.00 450000000.00 0.0351 N Y Y N J.P. MORGAN SECURITIES LLC J.P. Morgan Securities LLC, 5.3300% JPM124102 8I5DZWZKVSZI1NUHU748 0000019617 JPM124102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2053-10-20 6.500000 348551555.00 357000001.67 Agency Mortgage-Backed Securities Y Moody's Aa3 Standard & Poor's A+ 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 350000000.00 350000000.00 0.0273 N Y Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 5.2700% 48246TAV1 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-29 2024-01-29 2024-01-29 N Y Federal Republic of Germany 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0527 49773929.50 49773929.50 0.0039 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 5.2800% 48246TB16 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N Y Federal Republic of Germany 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0528 49751957.50 49751957.50 0.0039 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 5.2800% 48246TAW9 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-30 2024-01-30 2024-01-30 N Y Federal Republic of Germany 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0528 101523879.30 101523879.30 0.0079 N N N N MIZUHO BANK, LTD. Mizuho Bank, Ltd., 5.3600% 60689FB64 RB0PEZSDGCO3JS6CEU02 0001512734 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-02-06 2024-02-06 2024-02-06 N N N 0.0536 124278202.50 124278202.50 0.0097 N N N N MIZUHO BANK, LTD. Mizuho Bank, Ltd., 5.3700% 60689FB72 RB0PEZSDGCO3JS6CEU02 0001512734 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-02-07 2024-02-07 2024-02-07 N N N 0.0537 149110999.50 149110999.50 0.0116 N N N N MIZUHO SECURITIES USA LLC Mizuho Securities USA LLC, 5.2500% MIZ124102 7TK5RJIZDFROZCA6XF66 0001335730 MIZ124102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2027-06-30 0.500000 198204800.00 176383209.87 U.S. Treasuries (including strips) USTR 2028-01-31 0.750000 54878300.00 48513209.95 U.S. Treasuries (including strips) USTR 2024-03-31 2.250000 30174700.00 30103662.33 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0525 250000000.00 250000000.00 0.0195 N Y Y N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 5.8400% 63254GZX6 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-11-01 2024-11-01 N N N 0.0584 130129378.60 130129378.60 0.0102 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 5.9400% 63254GZG3 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-09-27 2024-09-27 N N N 0.0594 80161896.00 80161896.00 0.0063 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 5.7200% 63254GWY7 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-03-14 2024-03-14 N N N 0.0572 150062862.00 150062862.00 0.0117 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 5.3700% 63975UBS0 JLP5FSPH9WPSHY3NIM24 US63975UBS06 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-02-26 2024-02-26 2024-02-26 N N N 0.0537 44805733.51 44805733.51 0.0035 N N N N NRW.BANK NRW.Bank, 5.3300% 62939LB24 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-02-02 2024-02-02 2024-02-02 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0533 34292160.31 34292160.31 0.0027 N N N N OESTERREICHISCHE KONTROLLBANK AKTIENGESE Oesterreich Kontrollbank AG, 5.3400% 67616RAG0 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-16 2024-01-16 2024-01-16 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0534 44880198.75 44880198.75 0.0035 N N N N OESTERREICHISCHE KONTROLLBANK AKTIENGESE Oesterreich Kontrollbank AG, 5.3300% 67616RAA3 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-10 2024-01-10 2024-01-10 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0533 158727922.62 158727922.62 0.0124 N N N N PROVINCE OF ONTARIO CANADA Province of Ontario Canada, 5.3000% 68323JA47 C7PVKCRGLG18EBQGZV36 0000074615 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-01-04 2024-01-04 2024-01-04 N N N 0.0530 99911690.00 99911690.00 0.0078 N N Y N PROVINCE OF QUEBEC CANADA Province of Quebec Canada, 5.3300% 74800JAH8 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-17 2024-01-17 2024-01-17 N N N 0.0533 144593611.40 144593611.40 0.0113 N N N N RBC DOMINION SECURITIES INC. RBC Dominion Securities Inc., 5.3200% RBC124102 ES7IP3U3RHIGC71XBU11 0001000275 RBC124102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-12-31 0.375000 100.00 92.74 U.S. Treasuries (including strips) USTR 2027-12-31 0.625000 18263600.00 16101391.26 U.S. Treasuries (including strips) USTR 2025-08-31 0.250000 1400.00 1307.09 U.S. Treasuries (including strips) USTR 2027-08-31 0.500000 1000.00 884.47 U.S. Treasuries (including strips) USTR 2030-07-15 0.125000 3704300.00 4026648.60 U.S. Treasuries (including strips) USTR 2027-01-31 1.500000 2100.00 1960.42 U.S. Treasuries (including strips) USTR 2026-01-15 0.625000 1000.00 1252.55 U.S. Treasuries (including strips) USTR 2025-02-15 2.000000 48900.00 47800.30 U.S. Treasuries (including strips) USTR 2024-08-15 2.375000 200.00 198.41 U.S. Treasuries (including strips) USTR 2029-01-15 0.875000 2571100.00 3010922.82 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 100.00 96.54 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 1236000.00 1461696.49 U.S. Treasuries (including strips) USTR 2024-12-31 2.250000 204800.00 201934.38 U.S. Treasuries (including strips) USTR 2027-11-15 2.250000 1100.00 1036.61 U.S. Treasuries (including strips) USTR 2029-01-15 2.500000 200.00 299.61 U.S. Treasuries (including strips) USTR 2025-01-15 2.375000 100.00 163.63 U.S. Treasuries (including strips) USTR 2032-04-15 3.375000 4899100.00 9581347.79 U.S. Treasuries (including strips) USTR 2025-08-15 6.875000 4714500.00 5015839.57 U.S. Treasuries (including strips) USTR 2024-02-01 0.000000 88188000.00 87747941.88 U.S. Treasuries (including strips) USTR 2024-05-15 0.250000 94100.00 92379.12 U.S. Treasuries (including strips) USTR 2031-11-15 1.375000 100.00 83.38 U.S. Treasuries (including strips) USTR 2024-12-15 1.000000 84700.00 81665.33 U.S. Treasuries (including strips) USTR 2024-05-31 2.500000 100.00 99.04 U.S. Treasuries (including strips) USTR 2029-05-31 2.750000 170411000.00 161311216.49 U.S. Treasuries (including strips) USTR 2025-06-15 2.875000 300.00 293.35 U.S. Treasuries (including strips) USTR 2027-06-30 3.250000 12051000.00 11964743.40 U.S. Treasuries (including strips) USTR 2025-07-15 3.000000 200.00 198.24 U.S. Treasuries (including strips) USTR 2029-08-31 3.125000 56570000.00 54961160.39 U.S. Treasuries (including strips) USTR 2027-10-31 4.125000 300.00 303.78 U.S. Treasuries (including strips) USTR 2025-11-15 4.500000 100.00 100.82 U.S. Treasuries (including strips) USTR 2025-02-28 4.625000 100.00 101.45 U.S. Treasuries (including strips) USTR 2026-03-15 4.625000 1000.00 1021.47 U.S. Treasuries (including strips) USTR 2026-04-15 3.750000 12075900.00 12048806.83 U.S. Treasuries (including strips) USTR 2025-05-31 4.250000 30524400.00 30498408.06 U.S. Treasuries (including strips) USTR 2025-09-30 5.000000 61200600.00 62548548.23 U.S. Treasuries (including strips) USTR 2028-10-15 2.375000 5560200.00 5778906.88 U.S. Treasuries (including strips) USTR 2026-11-15 4.625000 42618400.00 43509152.66 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2024-01-02 2024-01-02 2024-01-02 N N N 0.0532 500000000.00 500000000.00 0.0390 N Y Y N RBC DOMINION SECURITIES INC. RBC Dominion Securities Inc., 6.0300% 78014XLA3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-06-25 2024-06-25 N N N 0.0603 75123354.75 75123354.75 0.0059 N N N N ROCHE HOLDING AG Roche Holdings, Inc., 5.3400% 77119LAP4 PVJRP0EQNV6OGDPZGY95 0000889131 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-23 2024-01-23 2024-01-23 N N N 0.0534 14695552.44 14695552.44 0.0011 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 5.9600% 78015JET0 ES7IP3U3RHIGC71XBU11 US78015JET07 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-11-04 2024-11-04 N N N 0.0596 40055919.60 40055919.60 0.0031 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 5.9500% 78015JAP2 ES7IP3U3RHIGC71XBU11 US78015JAP21 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-09-20 2024-09-20 N N N 0.0595 40062143.60 40062143.60 0.0031 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 5.9400% 78015JCP0 ES7IP3U3RHIGC71XBU11 US78015JCP03 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-10-07 2024-10-07 N N N 0.0594 35048534.15 35048534.15 0.0027 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 5.4300% 78015CBV3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-02-29 2024-02-29 2024-02-29 N N N 0.0543 24768504.75 24768504.75 0.0019 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 5.9500% 78015MAW0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-09-11 2024-09-11 N N N 0.0595 50074333.00 50074333.00 0.0039 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 5.9400% 78015JCF2 ES7IP3U3RHIGC71XBU11 US78015JCF21 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-10-02 2024-10-02 N N N 0.0594 125180731.25 125180731.25 0.0098 N N N N SOCIETE GENERALE NORTH AMERICA, INC. Societe Generale North America, Inc., 5.4000% 83369BAX4 O2RNE8IBXP4R0TD8PU41 0001145665 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-01-31 2024-01-31 2024-01-31 N N N 0.0540 31772689.83 31772689.83 0.0025 N N N N SOCIETE GENERALE NORTH AMERICA, INC. Societe Generale North America, Inc., 5.4000% 83369BB21 O2RNE8IBXP4R0TD8PU41 0001145665 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-02-02 2024-02-02 2024-02-02 N N N 0.0540 124346868.75 124346868.75 0.0097 N N N N SOCIETE GENERALE NORTH AMERICA, INC. Societe Generale North America, Inc., 5.4900% 83369BB62 O2RNE8IBXP4R0TD8PU41 0001145665 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-02-06 2024-02-06 2024-02-06 N N N 0.0549 99409000.00 99409000.00 0.0078 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 5.3000% 86562KA53 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-01-05 2024-01-05 2024-01-05 N N N 0.0530 15983526.72 15983526.72 0.0012 N N Y N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 5.4500% 86562KCE2 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-03-14 2024-03-14 2024-03-14 N N N 0.0545 148294455.00 148294455.00 0.0116 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 5.4600% 86562KC77 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2024-03-07 2024-03-07 2024-03-07 N N N 0.0546 49482461.50 49482461.50 0.0039 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 5.6800% 86959RU81 NHBDILHZTYCNBV5UYZ31 US86959RU816 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-02-15 2024-02-15 N N N 0.0568 25005354.75 25005354.75 0.0020 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 5.7100% 86959RW30 NHBDILHZTYCNBV5UYZ31 US86959RW309 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-03-15 2024-03-15 N N N 0.0571 150065029.50 150065029.50 0.0117 N N N N SWEDISH EXPORT CREDIT CORP. Swedish Export Credit Corp., 5.3400% 87030JB24 1FOLRR5RWTWWI397R131 0000352960 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-02-02 2024-02-02 2024-02-02 N N N 0.0534 99483912.00 99483912.00 0.0078 N N N N TD Securities (USA) LLC TD Securities (USA) LLC, 5.2900% TOR124102 PT3QB789TSUIDF371261 0000947263 TOR124102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2051-01-20 3.000000 149999000.00 67807384.67 Agency Mortgage-Backed Securities GNMA 2052-06-20 4.000000 75000000.00 66043695.04 Agency Mortgage-Backed Securities GNMA 2051-08-20 2.500000 7854827.00 5494654.71 Agency Mortgage-Backed Securities GNMA 2052-03-20 3.500000 70000000.00 58720659.37 Agency Mortgage-Backed Securities GNMA 2052-08-20 4.500000 70000000.00 63877911.25 Agency Mortgage-Backed Securities GNMA 2052-09-20 4.500000 90000000.00 82798833.43 Agency Mortgage-Backed Securities GNMA 2053-03-20 4.500000 12861959.00 12256862.11 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's AA- 2024-01-02 2024-01-02 2024-01-02 N N N 0.0529 350000000.00 350000000.00 0.0273 N Y Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 5.8400% 89115BYP9 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-03-15 2024-03-15 N N N 0.0584 100069936.00 100069936.00 0.0078 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 6.0600% 89115BZ78 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-03-25 2024-03-25 N N N 0.0606 100132672.00 100132672.00 0.0078 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 6.0500% 89115BKG4 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-06-06 2024-06-06 N N N 0.0605 100187078.00 100187078.00 0.0078 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 5.9300% 89115BDM9 PT3QB789TSUIDF371261 US89115BDM90 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-10-03 2024-10-03 N N N 0.0593 40060201.60 40060201.60 0.0031 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 5.9600% 89115B2D1 PT3QB789TSUIDF371261 US89115B2D10 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-08-30 2024-08-30 N N N 0.0596 55097492.45 55097492.45 0.0043 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 5.3900% 89233GBE5 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-02-14 2024-02-14 2024-02-14 N N N 0.0539 129091024.40 129091024.40 0.0101 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 5.3600% 89233GAN6 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-22 2024-01-22 2024-01-22 N N N 0.0536 59786426.40 59786426.40 0.0047 N N N N U.S. TREASURY SECURITIES U.S. Treasury Note, 5.5309% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-01-03 2025-01-31 2025-01-31 N N N 0.0553 99999443.00 99999443.00 0.0078 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 4.6700% 912797GE1 254900HROIFWPRGM1V77 US912797GE19 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0467 348461967.00 348461967.00 0.0272 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 4.8500% 912797JD0 254900HROIFWPRGM1V77 US912797JD09 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-02-13 2024-02-13 2024-02-13 N N N 0.0485 149076262.50 149076262.50 0.0116 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 4.7600% 912797JC2 254900HROIFWPRGM1V77 US912797JC26 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-02-06 2024-02-06 2024-02-06 N N N 0.0476 149230072.50 149230072.50 0.0116 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 5.3159% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-01-03 2024-01-31 2024-01-31 N N N 0.0532 199982512.00 199982512.00 0.0156 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 5.3679% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-01-03 2024-07-31 2024-07-31 N N N 0.0537 349781624.50 349781624.50 0.0273 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 5.2559% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-01-03 2024-04-30 2024-04-30 N N N 0.0526 274843593.75 274843593.75 0.0214 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 4.8400% 912797GN1 254900HROIFWPRGM1V77 US912797GN18 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-02-15 2024-02-15 2024-02-15 N N N 0.0484 99359433.00 99359433.00 0.0078 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 3.6200% 912797GC5 254900HROIFWPRGM1V77 US912797GC52 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-01-11 2024-01-11 2024-01-11 N N N 0.0362 99869329.00 99869329.00 0.0078 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 4.5100% 912796ZY8 254900HROIFWPRGM1V77 US912796ZY88 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-01-25 2024-01-25 2024-01-25 N N N 0.0451 274073607.50 274073607.50 0.0214 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 4.2400% 912797GD3 254900HROIFWPRGM1V77 US912797GD36 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-01-18 2024-01-18 2024-01-18 N N N 0.0424 124706590.00 124706590.00 0.0097 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 5.4709% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2024-01-03 2024-10-31 2024-10-31 N N N 0.0547 399875012.00 399875012.00 0.0312 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, Ltd., 5.7200% 91127RDF1 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-07-01 2024-07-01 N N N 0.0572 100008670.00 100008670.00 0.0078 N N N N UNITED OVERSEAS BANK United Overseas Bank, Ltd., 5.7200% 91127RDE4 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-06-28 2024-06-28 N N N 0.0572 150053550.00 150053550.00 0.0117 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 5.9500% 9612C43Q2 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-05-01 2024-05-01 N N N 0.0595 70075564.30 70075564.30 0.0055 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 5.8200% 96130ARR1 EN5TNI6CI43VEPAMHL14 US96130ARR13 0000719245 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-01-18 2024-01-18 N N N 0.0582 128523665.85 128523665.85 0.0100 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 6.0200% 9612C43T6 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-05-24 2024-05-24 N N N 0.0602 90131907.60 90131907.60 0.0070 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 5.6300% 9612C42Y6 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2024-01-02 2024-02-15 2024-02-15 N N N 0.0563 100013936.00 100013936.00 0.0078 N N N N THE DFA INVESTMENT TRUST COMPANY 2024-01-08 /s/ Ryan Buechner Ryan Buechner Vice President and Assistant Secretary