DFA Two-Year Global Fixed Income Portfolio-Institutional Class

DFA Two-Year Global Fixed Income Portfolio-Institutional Class As of February 28, 2018 (Updated Monthly) Source: State Street Holdings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the current or future investments of the portfolio. The information below should not be relied upon by the reader as research or investment advice regarding any security. This listing of portfolio holdings is for informational purposes only and should not be deemed a recommendation to buy the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buy any security. The holdings information has not been audited. By viewing this listing of portfolio holdings, you are agreeing to not redistribute the information and to not misuse this information to the detriment of portfolio shareholders. Misuse of this information includes, but is not limited to, (i) purchasing or selling any securities listed in the portfolio holdings solely in reliance upon this information; (ii) trading against any of the portfolios or (iii) knowingly engaging in any trading practices that are damaging to Dimensional or one of the portfolios. Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing. Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices. USD 1 KFW GOVT GUARANT 09/19 1.5 1.500% 9/9/2019 USD $104,600,000 103,244,850.52 1.944% 1.944% 2 WESTPAC BANKING CORP SR UNSECURED 01/19 2.25 2.250% 1/17/2019 USD $89,010,000 88,775,417.71 1.672% 3.616% 3 APPLE INC SR UNSECURED 09/19 1.5 1.500% 9/12/2019 USD $88,350,000 87,243,795.27 1.643% 5.259% 4 SVENSKA HANDELSBANKEN AB COMPANY GUAR 01/19 2.5 2.500% 1/25/2019 USD $86,287,000 86,229,388.76 1.624% 6.882% 5 SWEDISH EXPORT CREDIT SR UNSECURED 06/19 1.875 1.875% 6/17/2019 USD $76,258,000 75,803,609.84 1.427% 8.310% 6 FMS WERTMANAGEMENT GOVT GUARANT 08/19 1 1.000% 8/16/2019 USD $71,500,000 70,134,224.88 1.321% 9.630% 7 COOPERAT RABOBANK UA/NY SR UNSECURED 01/19 2.25 2.250% 1/14/2019 USD $70,043,000 69,868,943.15 1.316% 10.946% 8 OEKB OEST. KONTROLLBANK GOVT GUARANT 01/20 1.75 1.750% 1/24/2020 USD $68,908,000 68,005,086.76 1.281% 12.227% 9 EUROPEAN INVESTMENT BANK SR UNSECURED 03/20 1.625 1.625% 3/16/2020 USD $67,750,000 66,639,490.78 1.255% 13.481% 10 AUST + NZ BANKING GRP NY SR UNSECURED 06/19 2.25 2.250% 6/13/2019 USD $59,108,000 58,778,802.13 1.107% 14.588% 11 INTL BK RECON + DEVELOP SR UNSECURED 10/19 1.875 1.875% 10/7/2019 USD $59,001,000 58,578,847.85 1.103% 15.691% 12 NEDER WATERSCHAPSBANK SR UNSECURED REGS 03/19 1.875 1.875% 3/13/2019 USD $58,500,000 58,220,838.00 1.096% 16.788% 13 ROYAL BANK OF CANADA SR UNSECURED 03/20 2.125 2.125% 3/2/2020 USD $50,000,000 49,323,137.00 0.929% 17.716% 14 TORONTO DOMINION BANK DEPOSIT NOTE REGS 04/19 2.447 2.447% 4/2/2019 CAD $62,000,000 48,555,875.94 0.914% 18.631% 15 BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS 03/20 1.75 1.750% 3/24/2020 USD $47,892,000 47,130,996.12 0.887% 19.518% 16 OEKB OEST. KONTROLLBANK GOVT GUARANT 04/19 1.125 1.125% 4/26/2019 USD $46,850,000 46,216,704.19 0.870% 20.388% 17 COUNCIL OF EUROPE SR UNSECURED 03/20 1.625 1.625% 3/10/2020 USD $45,000,000 44,255,975.85 0.833% 21.222% 18 ROYAL BANK OF CANADA DEPOSIT NOTE REGS 05/19 2.98 2.980% 5/7/2019 CAD $54,500,000 42,910,255.61 0.808% 22.030% 19 SVENSKA HANDELSBANKEN AB COMPANY GUAR 06/19 2.25 2.250% 6/17/2019 USD $42,545,000 42,305,343.16 0.797% 22.826% 20 EUROPEAN INVESTMENT BANK SR UNSECURED 08/19 6.5 6.500% 8/7/2019 AUD $50,125,000 41,341,022.96 0.778% 23.605% 21 STATOIL ASA COMPANY GUAR 11/19 2.25 2.250% 11/8/2019 USD $41,373,000 41,099,226.17 0.774% 24.379%

Page 2 of 8 USD 22 SHELL INTERNATIONAL FIN COMPANY GUAR 09/19 1.375 1.375% 9/12/2019 USD $41,375,000 40,676,911.90 0.766% 25.145% 23 COMMONWEALTH BANK AUST SR UNSECURED 144A 09/20 2.05 2.050% 9/18/2020 USD $41,500,000 40,614,559.32 0.765% 25.910% 24 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/19 1.7 1.700% 1/9/2019 USD $40,526,000 40,224,486.56 0.757% 26.667% 25 COUNCIL OF EUROPE SR UNSECURED 05/19 1.5 1.500% 5/17/2019 USD $37,914,000 37,553,238.43 0.707% 27.374% 26 NATIONAL AUSTRALIA BK/NY SR UNSECURED 07/19 1.375 1.375% 7/12/2019 USD $37,849,000 37,166,515.92 0.700% 28.074% 27 KFW GOVT GUARANT 09/19 1.25 1.250% 9/30/2019 USD $36,500,000 35,875,370.39 0.676% 28.750% 28 CISCO SYSTEMS INC SR UNSECURED 09/19 1.4 1.400% 9/20/2019 USD $33,306,000 32,755,847.16 0.617% 29.366% 29 ROYAL BANK OF CANADA DEPOSIT NOTE 07/20 1.92 1.920% 7/17/2020 CAD $42,000,000 32,370,635.91 0.610% 29.976% 30 BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS 10/19 1.75 1.750% 10/30/2019 USD $32,320,000 31,946,768.64 0.602% 30.577% 31 CHEVRON CORP SR UNSECURED 11/19 2.193 2.193% 11/15/2019 USD $31,566,000 31,389,525.86 0.591% 31.169% 32 TORONTO DOMINION BANK DEPOSIT NOTE 06/20 2.563 2.563% 6/24/2020 CAD $40,000,000 31,314,526.18 0.590% 31.758% 33 CHEVRON CORP SR UNSECURED 05/19 1.561 1.561% 5/16/2019 USD $31,115,000 30,823,631.98 0.580% 32.339% 34 PFIZER INC SR UNSECURED 05/19 2.1 2.100% 5/15/2019 USD $29,850,000 29,716,000.07 0.560% 32.898% 35 TORONTO DOMINION BANK SR UNSECURED 10/19 1.9 1.900% 10/24/2019 USD $29,675,000 29,329,946.52 0.552% 33.450% 36 CISCO SYSTEMS INC SR UNSECURED 01/20 4.45 4.450% 1/15/2020 USD $28,254,000 29,248,810.91 0.551% 34.001% 37 ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS 02/19 1.625 1.625% 2/21/2019 USD $29,000,000 28,800,480.00 0.542% 34.544% 38 NEDER WATERSCHAPSBANK SR UNSECURED 144A 09/19 1.75 1.750% 9/5/2019 USD $26,700,000 26,433,373.80 0.498% 35.041% 39 COMMONWEALTH BK AUSTR NY SR UNSECURED 11/20 2.4 2.400% 11/2/2020 USD $25,800,000 25,426,426.06 0.479% 35.520% 40 TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/19 1.4 1.400% 5/20/2019 USD $25,596,000 25,257,269.19 0.476% 35.996% 41 NATIONAL AUSTRALIA BANK SR UNSECURED 144A 08/19 VAR 2.224% 8/29/2019 USD $25,000,000 25,030,952.25 0.471% 36.467% 42 FMS WERTMANAGEMENT GOVT GUARANT 01/20 1.75 1.750% 1/24/2020 USD $24,450,000 24,142,503.84 0.455% 36.922% 43 AFRICAN DEVELOPMENT BANK SR UNSECURED 02/20 1.375 1.375% 2/12/2020 USD $24,438,000 23,950,755.16 0.451% 37.373% 44 INTER AMERICAN DEVEL BK SR UNSECURED 09/19 1.125 1.125% 9/12/2019 USD $23,280,000 22,866,896.40 0.431% 37.803% 45 TORONTO DOMINION BANK SR UNSECURED 11/19 2.25 2.250% 11/5/2019 USD $23,000,000 22,851,489.69 0.430% 38.234% 46 EUROPEAN BK RECON + DEV SR UNSECURED 11/19 1.75 1.750% 11/26/2019 USD $22,505,000 22,270,610.43 0.419% 38.653% 47 NATIONAL AUSTRALIA BANK SR UNSECURED REGS 05/19 4.25 4.250% 5/20/2019 AUD $26,850,000 21,351,069.75 0.402% 39.055% 48 COOPERAT RABOBANK UA/NY SR UNSECURED 01/21 2.5 2.500% 1/19/2021 USD $21,650,000 21,294,886.09 0.401% 39.456% 49 SVENSKA HANDELSBANKEN AB COMPANY GUAR 09/19 1.5 1.500% 9/6/2019 USD $21,261,000 20,911,621.18 0.394% 39.850% 50 COOPERAT RABOBANK UA/NY SR UNSECURED 01/20 2.25 2.250% 1/14/2020 USD $20,845,000 20,615,250.58 0.388% 40.238% 51 NEDER WATERSCHAPSBANK SR UNSECURED REGS 03/20 1.625 1.625% 3/4/2020 USD $20,949,000 20,580,067.16 0.388% 40.625% 52 AFRICAN DEVELOPMENT BANK SR UNSECURED 09/19 1.125 1.125% 9/20/2019 USD $20,000,000 19,628,001.40 0.370% 40.995% 53 EXXON MOBIL CORPORATION SR UNSECURED 03/20 1.912 1.912% 3/6/2020 USD $19,700,000 19,459,266.00 0.366% 41.361% 54 INTL BK RECON + DEVELOP SR UNSECURED 08/19 0.875 0.875% 8/15/2019 USD $19,850,000 19,442,539.05 0.366% 41.728% 55 ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS 10/19 1.375 1.375% 10/30/2019 USD $19,800,000 19,437,521.40 0.366% 42.094% 56 ROYAL BANK OF CANADA SR UNSECURED 03/20 2.15 2.150% 3/6/2020 USD $18,715,000 18,487,335.96 0.348% 42.442% 57 NATIONAL AUSTRALIA BANK SR UNSECURED 144A 07/19 2.25 2.250% 7/1/2019 USD $18,482,000 18,384,700.77 0.346% 42.788% 58 MERCK + CO INC SR UNSECURED 02/20 1.85 1.850% 2/10/2020 USD $18,426,000 18,188,864.93 0.343% 43.130% 59 NATIONAL AUSTRALIA BANK SR UNSECURED REGS 07/19 2.25 2.250% 7/1/2019 USD $18,070,000 17,974,869.76 0.338% 43.469%

Page 3 of 8 USD 60 TOYOTA MOTOR CREDIT CORP SR UNSECURED 02/19 1.7 1.700% 2/19/2019 USD $16,967,000 16,845,063.94 0.317% 43.786% 61 AUST + NZ BANKING GRP NY SR UNSECURED 11/20 2.25 2.250% 11/9/2020 USD $16,895,000 16,588,459.32 0.312% 44.098% 62 SHELL INTERNATIONAL FIN COMPANY GUAR 11/20 2.25 2.250% 11/10/2020 USD $16,618,000 16,381,635.21 0.308% 44.407% 63 NRW.BANK LOCAL GOVT G REGS 07/19 1.875 1.875% 7/1/2019 USD $16,264,000 16,147,191.95 0.304% 44.711% 64 NORDEA BANK AB SR UNSECURED 144A 09/19 1.625 1.625% 9/30/2019 USD $16,000,000 15,728,617.28 0.296% 45.007% 65 EUROPEAN INVESTMENT BANK SR UNSECURED 02/21 4 4.000% 2/16/2021 USD $15,000,000 15,596,983.50 0.294% 45.301% 66 OEKB OEST. KONTROLLBANK GOVT GUARANT 01/21 1.875 1.875% 1/20/2021 USD $15,860,000 15,532,695.44 0.292% 45.593% 67 BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS 02/21 4.375 4.375% 2/16/2021 USD $14,566,000 15,243,959.90 0.287% 45.880% 68 TOTAL CAPITAL INTL SA COMPANY GUAR 01/19 2.125 2.125% 1/10/2019 USD $15,212,000 15,168,863.64 0.286% 46.166% 69 APPLE INC SR UNSECURED 02/20 1.9 1.900% 2/7/2020 USD $15,000,000 14,826,460.65 0.279% 46.445% 70 BANK OF NOVA SCOTIA SR UNSECURED 06/19 1.65 1.650% 6/14/2019 USD $15,000,000 14,821,052.55 0.279% 46.724% 71 BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS 12/20 2.125 2.125% 12/14/2020 USD $15,000,000 14,784,900.00 0.278% 47.003% 72 TOYOTA MOTOR CREDIT CORP SR UNSECURED 03/20 2.15 2.150% 3/12/2020 USD $14,816,000 14,671,474.66 0.276% 47.279% 73 SHELL INTERNATIONAL FIN COMPANY GUAR 05/19 1.375 1.375% 5/10/2019 USD $14,857,000 14,652,459.97 0.276% 47.555% 74 NATIONAL AUSTRALIA BK/NY SR UNSECURED 05/20 2.125 2.125% 5/22/2020 USD $14,706,000 14,451,599.58 0.272% 47.827% 75 INTER AMERICAN DEVEL BK SR UNSECURED 08/19 6.5 6.500% 8/20/2019 AUD $17,471,000 14,439,196.68 0.272% 48.099% 76 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/20 2.2 2.200% 1/10/2020 USD $14,459,000 14,366,066.66 0.271% 48.369% 77 APPLE INC SR UNSECURED 05/19 2.1 2.100% 5/6/2019 USD $14,148,000 14,097,008.77 0.265% 48.635% 78 NRW.BANK LOCAL GOVT G REGS 07/19 1.25 1.250% 7/29/2019 USD $14,108,000 13,874,427.95 0.261% 48.896% 79 BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS 12/19 1.375 1.375% 12/9/2019 GBP 10,000,000 13,870,356.22 0.261% 49.157% 80 MICROSOFT CORP SR UNSECURED 02/20 1.85 1.850% 2/12/2020 USD $14,000,000 13,849,460.52 0.261% 49.418% 81 EUROPEAN INVESTMENT BANK SR UNSECURED 05/19 1.25 1.250% 5/15/2019 USD $13,750,000 13,584,782.20 0.256% 49.674% 82 WESTPAC BANKING CORP SR UNSECURED REGS 02/19 4.5 4.500% 2/25/2019 AUD $17,000,000 13,500,991.85 0.254% 49.928% 83 COMMONWEALTH BANK AUST SR UNSECURED REGS 10/19 5 5.000% 10/15/2019 USD $12,500,000 12,933,142.88 0.244% 50.172% 84 ROYAL BANK OF CANADA SR UNSECURED 01/21 2.5 2.500% 1/19/2021 USD $12,831,000 12,699,865.13 0.239% 50.411% 85 KFW GOVT GUARANT 08/20 6 6.000% 8/20/2020 AUD $14,500,000 12,254,563.11 0.231% 50.641% 86 UNEDIC SA 11/20 0 0.000% 11/25/2020 EUR 10,000,000 12,244,409.96 0.231% 50.872% 87 AUST + NZ BANKING GROUP SR UNSECURED 144A 12/19 2.25 2.250% 12/19/2019 USD $12,000,000 11,903,507.04 0.224% 51.096% 88 MICROSOFT CORP SR UNSECURED 02/20 1.85 1.850% 2/6/2020 USD $12,000,000 11,872,347.00 0.224% 51.320% 89 CHEVRON CORP SR UNSECURED 03/20 1.991 1.991% 3/3/2020 USD $11,750,000 11,609,044.65 0.219% 51.538% 90 COMMONWEALTH BK AUSTR NY SR UNSECURED 09/19 2.3 2.300% 9/6/2019 USD $11,019,000 10,959,464.89 0.206% 51.745% 91 DEXIA CREDIT LOCAL SA NY GOVT LIQUID REGS 01/19 2.25 2.250% 1/30/2019 USD $10,944,000 10,928,875.50 0.206% 51.951% 92 NEDER WATERSCHAPSBANK SR UNSECURED REGS 09/19 1.75 1.750% 9/5/2019 USD $11,000,000 10,890,154.00 0.205% 52.156% 93 EXXON MOBIL CORPORATION SR UNSECURED 03/19 1.708 1.708% 3/1/2019 USD $10,442,000 10,378,918.62 0.195% 52.351% 94 CISCO SYSTEMS INC SR UNSECURED 03/19 2.125 2.125% 3/1/2019 USD $9,997,000 9,967,102.07 0.188% 52.539% 95 BANK OF NOVA SCOTIA SR UNSECURED 06/19 2.05 2.050% 6/5/2019 USD $10,000,000 9,932,204.50 0.187% 52.726% 96 BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS 06/19 1.875 1.875% 6/11/2019 USD $9,988,000 9,926,573.80 0.187% 52.913% 97 COMMONWEALTH BANK AUST SR UNSECURED 144A 03/20 2.25 2.250% 3/10/2020 USD $10,000,000 9,879,347.90 0.186% 53.099%

Page 4 of 8 USD 98 CISCO SYSTEMS INC SR UNSECURED 06/20 2.45 2.450% 6/15/2020 USD $9,935,000 9,875,479.42 0.186% 53.285% 99 WESTPAC BANKING CORP SR UNSECURED 05/20 2.3 2.300% 5/26/2020 USD $10,000,000 9,868,830.30 0.186% 53.470% 100 NATIONAL AUSTRALIA BK/NY SR UNSECURED 01/21 2.5 2.500% 1/12/2021 USD $10,000,000 9,860,650.00 0.186% 53.656% 101 INTL FINANCE CORP SR UNSECURED 07/19 3.25 3.250% 7/22/2019 AUD $12,482,000 9,856,064.27 0.186% 53.842% 102 BANK OF NOVA SCOTIA SR UNSECURED 01/19 1.95 1.950% 1/15/2019 USD $9,863,000 9,819,201.77 0.185% 54.027% 103 APPLE INC SR UNSECURED 02/20 1.55 1.550% 2/7/2020 USD $9,900,000 9,722,572.00 0.183% 54.210% 104 TOYOTA CREDIT CANADA INC SR UNSECURED REGS 05/19 2.25 2.250% 5/23/2019 CAD $12,238,000 9,557,313.40 0.180% 54.390% 105 SWEDISH EXPORT CREDIT SR UNSECURED 08/19 1.125 1.125% 8/28/2019 USD $9,250,000 9,074,019.12 0.171% 54.561% 106 EUROPEAN INVESTMENT BANK SR UNSECURED 12/19 1.25 1.250% 12/16/2019 USD $9,000,000 8,820,344.70 0.166% 54.727% 107 WALMART INC SR UNSECURED 10/19 1.75 1.750% 10/9/2019 USD $8,900,000 8,801,744.00 0.166% 54.892% 108 PROCTER + GAMBLE CO/THE SR UNSECURED 02/21 1.85 1.850% 2/2/2021 USD $8,890,000 8,682,511.93 0.163% 55.056% 109 SWEDISH EXPORT CREDIT SR UNSECURED 04/19 1.25 1.250% 4/12/2019 USD $8,645,000 8,541,361.58 0.161% 55.217% 110 AUST + NZ BANKING GRP NY SR UNSECURED 07/19 1.6 1.600% 7/15/2019 USD $8,565,000 8,439,023.24 0.159% 55.376% 111 INTL BK RECON + DEVELOP SR UNSECURED 01/21 2.8 2.800% 1/13/2021 AUD $10,000,000 7,851,414.14 0.148% 55.523% 112 CPPIB CAPITAL INC COMPANY GUAR 06/20 1.4 1.400% 6/4/2020 CAD $10,000,000 7,682,200.75 0.145% 55.668% 113 SWEDBANK AB SR UNSECURED 144A 02/19 2.375 2.375% 2/27/2019 USD $7,579,000 7,561,871.46 0.142% 55.811% 114 BK NEDERLANDSE GEMEENTEN SR UNSECURED 144A 10/19 1.75 1.750% 10/30/2019 USD $7,500,000 7,413,390.00 0.140% 55.950% 115 ASIAN DEVELOPMENT BANK SR UNSECURED REGS 01/21 2.8 2.800% 1/19/2021 AUD $9,000,000 7,062,987.28 0.133% 56.083% 116 NORDEA BANK AB SR UNSECURED REGS 04/19 2.375 2.375% 4/4/2019 USD $6,986,000 6,969,517.30 0.131% 56.214% 117 TOTAL CAPITAL INTL SA COMPANY GUAR 06/19 2.1 2.100% 6/19/2019 USD $6,623,000 6,580,954.48 0.124% 56.338% 118 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/19 2.1 2.100% 1/17/2019 USD $6,359,000 6,343,328.75 0.119% 56.458% 119 DEXIA CREDIT LOCAL GOVT LIQUID REGS 12/19 0.04 0.040% 12/11/2019 EUR 5,000,000 6,134,673.38 0.116% 56.573% 120 WESTPAC BANKING CORP SR UNSECURED 05/19 1.65 1.650% 5/13/2019 USD $6,200,000 6,126,734.60 0.115% 56.689% 121 NATIONAL AUSTRALIA BK/NY SR UNSECURED 07/20 2.625 2.625% 7/23/2020 USD $6,100,000 6,065,340.90 0.114% 56.803% 122 NATIXIS SR UNSECURED 02/20 5.875 5.875% 2/24/2020 GBP 4,000,000 6,004,887.28 0.113% 56.916% 123 BANK OF MONTREAL SR UNSECURED 12/19 2.1 2.100% 12/12/2019 USD $6,015,000 5,946,899.85 0.112% 57.028% 124 MICROSOFT CORP SR UNSECURED 06/19 4.2 4.200% 6/1/2019 USD $5,650,000 5,772,054.29 0.109% 57.137% 125 NEDER WATERSCHAPSBANK SR UNSECURED REGS 12/19 1 1.000% 12/9/2019 GBP 4,180,000 5,758,125.16 0.108% 57.245% 126 TORONTO DOMINION BANK SR UNSECURED 08/19 1.45 1.450% 8/13/2019 USD $5,659,000 5,566,177.46 0.105% 57.350% 127 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/21 4.25 4.250% 1/11/2021 USD $5,000,000 5,202,643.35 0.098% 57.448% 128 STATOIL ASA COMPANY GUAR 11/20 2.9 2.900% 11/8/2020 USD $5,173,000 5,183,761.39 0.098% 57.545% 129 TOTAL CAPITAL SA COMPANY GUAR 01/21 4.125 4.125% 1/28/2021 USD $5,000,000 5,175,344.25 0.097% 57.643% 130 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 01/20 4.75 4.750% 1/15/2020 USD $5,000,000 5,166,707.20 0.097% 57.740% 131 KFW GOVT GUARANT 01/20 4 4.000% 1/27/2020 USD $5,000,000 5,145,951.65 0.097% 57.837% 132 BK NEDERLANDSE GEMEENTEN SR UNSECURED 144A 02/20 2.5 2.500% 2/28/2020 USD $5,000,000 4,993,130.00 0.094% 57.931% 133 TORONTO DOMINION BANK SR UNSECURED 01/21 2.55 2.550% 1/25/2021 USD $5,000,000 4,954,078.50 0.093% 58.024% 134 APPLE INC SR UNSECURED 11/19 1.8 1.800% 11/13/2019 USD $5,000,000 4,943,948.90 0.093% 58.117% 135 FMS WERTMANAGEMENT GOVT GUARANT REGS 08/19 1.5 1.500% 8/9/2019 USD $5,000,000 4,939,250.00 0.093% 58.210%

Page 5 of 8 USD 136 WESTPAC BANKING CORP SR UNSECURED 03/20 2.15 2.150% 3/6/2020 USD $5,000,000 4,935,151.75 0.093% 58.303% 137 COOPERATIEVE RABOBANK UA SR UNSECURED 144A 01/20 4.75 4.750% 1/15/2020 USD $4,750,000 4,908,371.84 0.092% 58.396% 138 WESTPAC BANKING CORP SR UNSECURED 08/19 1.6 1.600% 8/19/2019 USD $4,975,000 4,896,934.19 0.092% 58.488% 139 BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS 02/19 1.5 1.500% 2/15/2019 USD $4,900,000 4,864,156.50 0.092% 58.580% 140 ANZ NEW ZEALAND INTL/LDN COMPANY GUAR REGS 09/19 2.6 2.600% 9/23/2019 USD $4,823,000 4,809,674.29 0.091% 58.670% 141 TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/20 4.5 4.500% 6/17/2020 USD $4,500,000 4,682,036.21 0.088% 58.758% 142 CHEVRON CORP SR UNSECURED 02/19 1.686 1.686% 2/28/2019 USD $4,670,000 4,635,002.93 0.087% 58.846% 143 COMMONWEALTH BK AUSTR NY SR UNSECURED 11/18 1.75 1.750% 11/2/2018 USD $4,630,000 4,608,404.85 0.087% 58.932% 144 NATIONAL AUSTRALIA BK/NY SR UNSECURED 01/20 2.25 2.250% 1/10/2020 USD $4,300,000 4,256,676.17 0.080% 59.013% 145 CHEVRON CORP SR UNSECURED 03/20 1.961 1.961% 3/3/2020 USD $4,150,000 4,094,669.34 0.077% 59.090% 146 SHELL INTERNATIONAL FIN COMPANY GUAR 03/20 4.375 4.375% 3/25/2020 USD $3,920,000 4,050,782.65 0.076% 59.166% 147 COCA COLA CO/THE SR UNSECURED 10/20 1.875 1.875% 10/27/2020 USD $4,077,000 3,998,984.36 0.075% 59.241% 148 SVENSKA HANDELSBANKEN AB COMPANY GUAR 10/20 2.4 2.400% 10/1/2020 USD $4,000,000 3,950,714.00 0.074% 59.316% 149 BERKSHIRE HATHAWAY INC SR UNSECURED 08/19 2.1 2.100% 8/14/2019 USD $3,909,000 3,888,277.10 0.073% 59.389% 150 COUNCIL OF EUROPE SR UNSECURED 11/19 1.75 1.750% 11/14/2019 USD $3,779,000 3,736,305.84 0.070% 59.459% 151 NESTLE HOLDINGS INC COMPANY GUAR REGS 12/20 1.75 1.750% 12/9/2020 GBP 2,400,000 3,348,554.67 0.063% 59.522% 152 TOYOTA MOTOR CREDIT CORP SR UNSECURED 07/19 2.125 2.125% 7/18/2019 USD $3,331,000 3,311,436.90 0.062% 59.585% 153 APPLE INC SR UNSECURED 11/20 2 2.000% 11/13/2020 USD $3,267,000 3,213,690.69 0.061% 59.645% 154 EUROPEAN INVESTMENT BANK SR UNSECURED 01/21 2.8 2.800% 1/15/2021 AUD $4,000,000 3,142,435.95 0.059% 59.704% 155 TORONTO DOMINION BANK SR UNSECURED 07/19 2.125 2.125% 7/2/2019 USD $3,153,000 3,134,188.63 0.059% 59.763% 156 COOPERATIEVE RABOBANK UA COMPANY GUAR 01/21 4.5 4.500% 1/11/2021 USD $2,962,000 3,080,571.82 0.058% 59.821% 157 APPLE INC SR UNSECURED REGS 08/19 2.85 2.850% 8/28/2019 AUD $3,680,000 2,880,082.52 0.054% 59.876% 158 COMMONWEALTH BANK AUST SR UNSECURED REGS 02/19 1.625 1.625% 2/4/2019 EUR 2,253,000 2,797,575.60 0.053% 59.928% 159 BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS 11/19 1.625 1.625% 11/25/2019 USD $2,800,000 2,759,881.60 0.052% 59.980% 160 INTER AMERICAN DEVEL BK SR UNSECURED 10/19 1.75 1.750% 10/15/2019 USD $2,500,000 2,476,947.50 0.047% 60.027% 161 NATIONAL AUSTRALIA BANK SR UNSECURED 144A 12/19 2.4 2.400% 12/9/2019 USD $2,492,000 2,473,397.94 0.047% 60.073% 162 SVENSKA HANDELSBANKEN AB COMPANY GUAR 09/20 1.95 1.950% 9/8/2020 USD $2,500,000 2,442,078.65 0.046% 60.119% 163 NEDER WATERSCHAPSBANK SR UNSECURED REGS 09/19 1.25 1.250% 9/9/2019 USD $2,430,000 2,387,489.58 0.045% 60.164% 164 TORONTO DOMINION BANK SR UNSECURED 01/19 1.95 1.950% 1/22/2019 USD $2,164,000 2,153,573.20 0.041% 60.205% 165 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 04/19 4.5 4.500% 4/10/2019 AUD $2,500,000 1,988,022.51 0.037% 60.242% 166 BK NEDERLANDSE GEMEENTEN SR UNSECURED 144A 02/19 1.5 1.500% 2/15/2019 USD $2,000,000 1,985,445.02 0.037% 60.280% 167 NOVARTIS CAPITAL CORP COMPANY GUAR 02/20 1.8 1.800% 2/14/2020 USD $2,000,000 1,970,842.74 0.037% 60.317% 168 SHELL INTERNATIONAL FIN COMPANY GUAR 11/18 1.625 1.625% 11/10/2018 USD $1,943,000 1,932,500.53 0.036% 60.353% 169 COOPERAT RABOBANK UA/NY SR UNSECURED 08/19 1.375 1.375% 8/9/2019 USD $1,320,000 1,293,882.82 0.024% 60.378% 170 COOPERATIEVE RABOBANK UA SR UNSECURED 01/21 4.625 4.625% 1/13/2021 GBP 850,000 1,273,586.99 0.024% 60.402% 171 COMMONWEALTH BANK AUST CERT OF DEPO 04/19 4.25 4.250% 4/24/2019 AUD $1,500,000 1,191,227.87 0.022% 60.424% 172 AUST + NZ BANKING GRP NY SR UNSECURED 09/19 2.05 2.050% 9/23/2019 USD $1,168,000 1,155,957.36 0.022% 60.446% 173 COMMONWEALTH BK AUSTR NY SR UNSECURED 03/19 2.25 2.250% 3/13/2019 USD $1,004,000 1,001,551.55 0.019% 60.465%

Page 6 of 8 USD 174 ROYAL BANK OF CANADA SR UNSECURED 07/19 1.5 1.500% 7/29/2019 USD $838,000 825,345.28 0.016% 60.480% 175 ANZ NEW ZEALAND INTL/LDN COMPANY GUAR 144A 09/19 2.6 2.600% 9/23/2019 USD $750,000 747,927.79 0.014% 60.494% Currency Forward Contract 33,566,702.43 0.632% 176 CAD180411 4/11/2018-171,533,872 133,784,139.75 5,612,176.41 0.106% 60.600% 177 AUD180424 4/24/2018-177,211,364 137,654,407.15 5,609,816.33 0.106% 60.706% 178 CAD180424 4/24/2018-162,620,089 126,862,187.80 5,589,916.55 0.105% 60.811% 179 CAD180423 4/23/2018-163,997,897 127,934,694.74 5,032,835.63 0.095% 60.906% 180 CAD180418 4/18/2018-168,340,151 131,310,075.69 4,129,173.01 0.078% 60.983% 181 CAD180419 4/19/2018-106,311,124 82,927,198.27 2,288,980.97 0.043% 61.026% 182 CAD180413 4/13/2018-103,944,149 81,071,959.93 1,999,291.16 0.038% 61.064% 183 CAD180416 4/16/2018-106,168,177 82,811,149.51 1,726,195.81 0.033% 61.097% 184 SEK180326 3/26/2018-333,477,640 40,315,338.10 851,183.31 0.016% 61.113% 185 GBP180413 4/13/2018-22,086,536 30,466,280.35 418,641.57 0.008% 61.121% 186 AUD180420 4/20/2018-11,283,543 8,764,732.01 271,986.77 0.005% 61.126% 187 SGD180427 4/27/2018-29,976,276 22,649,359.28 198,234.44 0.004% 61.129% 188 SGD180430 4/30/2018-19,982,456 15,099,248.36 149,331.70 0.003% 61.132% 189 SGD180426 4/26/2018-29,780,985 22,501,314.67 137,765.11 0.003% 61.135% 190 SGD180514 5/14/2018-30,221,608 22,843,539.36 104,276.50 0.002% 61.137% 191 SGD180416 4/16/2018-28,909,544 21,838,158.88 39,277.11 0.001% 61.137% 192 SGD180525 5/25/2018-14,762,707 11,161,494.70 38,274.52 0.001% 61.138% 193 SGD180425 4/25/2018-20,530,287 15,511,523.29 30,680.05 0.001% 61.139% 194 SGD180406 4/6/2018-25,890,701 19,553,502.19 22,832.48 0.000% 61.139% 195 EUR180409 4/9/2018-38,765,427 47,432,721.20-684,167.00-0.013% 61.126% Sovereign Bond 2,064,424,880.71 38.874% 196 CANADA HOUSING TRUST GOVT GUARANT 144A 06/19 1.95 1.950% 6/15/2019 CAD $173,000,000 135,199,392.14 2.546% 63.672% 197 SINGAPORE GOVERNMENT SR UNSECURED 06/19 2.5 2.500% 6/1/2019 SGD $115,000,000 87,745,499.15 1.652% 65.324% 198 FEDERAL HOME LOAN BANK BONDS 03/19 1.375 1.375% 3/18/2019 USD $70,000,000 69,459,390.00 1.308% 66.632% 199 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 01/20 1.625 1.625% 1/21/2020 USD $70,000,000 68,746,230.00 1.295% 67.927% 200 PROVINCE OF ALBERTA UNSECURED 06/19 2 2.000% 6/1/2019 CAD $81,000,000 63,310,286.78 1.192% 69.119% 201 SINGAPORE GOVERNMENT SR UNSECURED 10/19 1.625 1.625% 10/1/2019 SGD $82,500,000 62,238,535.57 1.172% 70.291% 202 KOMMUNEKREDIT SR UNSECURED REGS 08/19 1.125 1.125% 8/23/2019 USD $61,900,000 60,743,584.20 1.144% 71.435% 203 ONTARIO (PROVINCE OF) UNSECURED 09/19 2.1 2.100% 9/8/2019 CAD $72,000,000 56,312,842.89 1.060% 72.495% 204 KOMMUNALBANKEN AS SR UNSECURED REGS 03/19 2.125 2.125% 3/15/2019 USD $55,838,000 55,720,516.85 1.049% 73.544% 205 FREDDIE MAC NOTES 10/19 1.25 1.250% 10/2/2019 USD $56,300,000 55,434,218.60 1.044% 74.588% 206 MUNICIPALITY FINANCE PLC LOCAL GOVT G REGS 05/19 1.75 1.750% 5/21/2019 USD $55,300,000 54,886,798.40 1.034% 75.622% 207 FEDERAL HOME LOAN BANK BONDS 06/19 1.625 1.625% 6/14/2019 USD $55,000,000 54,607,960.00 1.028% 76.650% 208 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 11/19 2 2.000% 11/12/2019 USD $54,200,000 53,809,597.40 1.013% 77.663% 209 ONTARIO (PROVINCE OF) BONDS 06/19 4.4 4.400% 6/2/2019 CAD $61,000,000 49,084,749.06 0.924% 78.588%

Page 7 of 8 USD Sovereign Bond 2,064,424,880.71 38.874% 210 CANADIAN GOVERNMENT BONDS 06/19 3.75 3.750% 6/1/2019 CAD $55,000,000 43,964,424.88 0.828% 79.415% 211 CANADIAN GOVERNMENT BONDS 08/19 0.75 0.750% 8/1/2019 CAD $55,000,000 42,288,107.86 0.796% 80.212% 212 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 09/19 1.75 1.750% 9/24/2019 USD $42,445,000 41,987,612.68 0.791% 81.002% 213 FANNIE MAE NOTES 02/20 1.5 1.500% 2/28/2020 USD $42,000,000 41,350,260.00 0.779% 81.781% 214 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 01/20 1.875 1.875% 1/13/2020 USD $41,200,000 40,715,364.40 0.767% 82.548% 215 KOMMUNINVEST I SVERIGE LOCAL GOVT G 12/20 2.5 2.500% 12/1/2020 SEK kr308,000,000 39,631,218.85 0.746% 83.294% 216 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 01/20 1.625 1.625% 1/22/2020 USD $40,150,000 39,483,228.95 0.743% 84.037% 217 KOMMUNALBANKEN AS SR UNSECURED REGS 10/19 1.5 1.500% 10/22/2019 USD $35,878,000 35,340,152.90 0.665% 84.703% 218 FEDERAL HOME LOAN BANK BONDS 09/19 2 2.000% 9/13/2019 USD $35,000,000 34,775,615.00 0.655% 85.358% 219 CPPIB CAPITAL INC COMPANY GUAR 06/19 1.1 1.100% 6/10/2019 CAD $45,000,000 34,762,429.86 0.655% 86.012% 220 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 03/20 1.75 1.750% 3/19/2020 USD $35,260,000 34,746,825.96 0.654% 86.667% 221 ONTARIO (PROVINCE OF) UNSECURED 06/20 4.2 4.200% 6/2/2020 CAD $39,500,000 32,247,354.27 0.607% 87.274% 222 MUNICIPALITY FINANCE PLC LOCAL GOVT G REGS 04/19 1.25 1.250% 4/18/2019 USD $29,100,000 28,744,980.00 0.541% 87.815% 223 FEDERAL HOME LOAN BANK BONDS 10/19 1.5 1.500% 10/21/2019 USD $29,000,000 28,639,240.00 0.539% 88.354% 224 BRITISH COLUMBIA PROV OF UNSECURED 12/20 3.7 3.700% 12/18/2020 CAD $35,000,000 28,471,867.21 0.536% 88.891% 225 FEDERAL HOME LOAN BANK BONDS 05/19 1.375 1.375% 5/28/2019 USD $28,000,000 27,730,528.00 0.522% 89.413% 226 OEKB OEST. KONTROLLBANK GOVT GUARANT 02/20 1.375 1.375% 2/10/2020 USD $27,518,000 26,944,176.78 0.507% 89.920% 227 PROVINCE OF ALBERTA SR UNSECURED 12/19 1.9 1.900% 12/6/2019 USD $26,100,000 25,805,986.37 0.486% 90.406% 228 FREDDIE MAC NOTES 03/19 3.75 3.750% 3/27/2019 USD $25,000,000 25,426,900.00 0.479% 90.885% 229 PROVINCE OF QUEBEC NOTES 12/19 4.5 4.500% 12/1/2019 CAD $31,000,000 25,235,091.96 0.475% 91.360% 230 FANNIE MAE NOTES 10/19 1 1.000% 10/24/2019 USD $25,000,000 24,495,300.00 0.461% 91.821% 231 CAISSE D AMORT DETTE SOC SR UNSECURED 144A 01/19 1.5 1.500% 1/28/2019 USD $24,000,000 23,825,071.44 0.449% 92.270% 232 FEDERAL HOME LOAN BANK BONDS 03/20 1.875 1.875% 3/13/2020 USD $24,000,000 23,779,128.00 0.448% 92.718% 233 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 07/19 1.625 1.625% 7/25/2019 USD $22,700,000 22,449,664.40 0.423% 93.140% 234 PROVINCE OF QUEBEC NOTES 12/20 4.5 4.500% 12/1/2020 CAD $25,000,000 20,722,412.72 0.390% 93.531% 235 BRITISH COLUMBIA PROV OF UNSECURED 03/19 2.25 2.250% 3/1/2019 CAD $25,000,000 19,602,556.11 0.369% 93.900% 236 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 08/19 1.375 1.375% 8/2/2019 USD $19,800,000 19,491,278.40 0.367% 94.267% 237 EXPORT DEVELOPMNT CANADA SR UNSECURED 08/19 1.75 1.750% 8/19/2019 USD $18,000,000 17,848,955.16 0.336% 94.603% 238 MANITOBA (PROVINCE OF) UNSECURED 05/19 1.75 1.750% 5/30/2019 USD $17,800,000 17,657,500.14 0.332% 94.935% 239 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 06/19 1.875 1.875% 6/17/2019 USD $17,300,000 17,180,820.30 0.324% 95.259% 240 PROVINCE OF ALBERTA UNSECURED 12/19 4 4.000% 12/1/2019 CAD $21,000,000 16,950,724.75 0.319% 95.578% 241 FEDERAL HOME LOAN BANK BONDS 05/19 5.375 5.375% 5/15/2019 USD $16,160,000 16,775,437.44 0.316% 95.894% 242 PROVINCE OF ALBERTA SR UNSECURED REGS 08/20 1.75 1.750% 8/26/2020 USD $15,800,000 15,422,364.20 0.290% 96.184% 243 REPUBLIC OF AUSTRIA SR UNSECURED 144A REGS 10/19 0 0.250% 10/18/2019 EUR 12,400,000 15,319,764.98 0.288% 96.473% 244 US TREASURY N/B 01/20 1.25 1.250% 1/31/2020 USD $15,000,000 14,716,992.15 0.277% 96.750% 245 PROVINCE OF ALBERTA SR UNSECURED 144A 08/20 1.75 1.750% 8/26/2020 USD $15,000,000 14,642,904.30 0.276% 97.026% 246 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 09/19 1.125 1.125% 9/17/2019 USD $14,700,000 14,410,909.80 0.271% 97.297% 247 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 09/19 1.25 1.250% 9/16/2019 USD $13,800,000 13,543,609.80 0.255% 97.552%

Page 8 of 8 USD Sovereign Bond 2,064,424,880.71 38.874% 248 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 01/19 1.5 1.500% 1/28/2019 USD $13,018,000 12,924,400.58 0.243% 97.795% 249 PROVINCE OF SASKATCHEWAN UNSECURED 03/19 1.95 1.950% 3/1/2019 CAD $15,000,000 11,722,958.23 0.221% 98.016% 250 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 05/19 1.25 1.250% 5/25/2019 EUR 8,500,000 10,574,809.19 0.199% 98.215% 251 US TREASURY N/B 02/19 2.75 2.750% 2/15/2019 USD $10,000,000 10,059,765.60 0.189% 98.405% 252 EXPORT DEVELOPMNT CANADA SR UNSECURED 144A 02/20 2.3 2.300% 2/10/2020 USD $10,000,000 9,970,511.90 0.188% 98.593% 253 CAISSE D AMORT DETTE SOC 09/19 1.75 1.750% 9/24/2019 USD $9,000,000 8,903,016.00 0.168% 98.760% 254 KOMMUNALBANKEN AS SR UNSECURED REGS 05/19 1.75 1.750% 5/28/2019 USD $8,000,000 7,941,888.00 0.150% 98.910% 255 WESTERN AUST TREAS CORP LOCAL GOVT G REGS 07/20 2.5 2.500% 7/22/2020 AUD $10,000,000 7,819,786.90 0.147% 99.057% 256 MUNICIPALITY FINANCE PLC LOCAL GOVT G REGS 03/20 1.5 1.500% 3/23/2020 USD $7,944,000 7,784,961.12 0.147% 99.204% 257 CANADA HOUSING TRUST GOVT GUARANT 144A 06/20 1.45 1.450% 6/15/2020 CAD $10,000,000 7,706,982.54 0.145% 99.349% 258 FANNIE MAE NOTES 09/19 1.75 1.750% 9/12/2019 USD $7,000,000 6,950,230.00 0.131% 99.480% 259 CAISSE DES DEPOTS ET CON SR UNSECURED REGS 11/18 1.5 1.500% 11/13/2018 USD $6,600,000 6,563,356.80 0.124% 99.603% 260 KOMMUNALBANKEN AS SR UNSECURED REGS 09/19 1.5 1.500% 9/9/2019 USD $6,500,000 6,412,308.50 0.121% 99.724% 261 REPUBLIC OF FINLAND SR UNSECURED REGS 09/19 1.75 1.750% 9/10/2019 USD $6,200,000 6,145,576.40 0.116% 99.840% 262 CPPIB CAPITAL INC COMPANY GUAR 144A 09/19 1.25 1.250% 9/20/2019 USD $3,600,000 3,527,452.80 0.066% 99.906% 263 KOMMUNALBANKEN AS SR UNSECURED REGS 01/20 1.625 1.625% 1/15/2020 USD $3,000,000 2,953,800.00 0.056% 99.962% 264 KOMMUNEKREDIT SR UNSECURED REGS 01/20 1.75 1.750% 1/10/2020 USD $1,500,000 1,480,845.00 0.028% 99.990% 265 ONTARIO (PROVINCE OF) SR UNSECURED 10/19 4 4.000% 10/7/2019 USD $543,000 555,870.09 0.010% 100.000% Total 5,310,598,997.66 100.00%