Global Allocation 60/40 Portfolio

476 Pages·2017·2.84 MB·English

Global Allocation 60/40 Portfolio -
Class R2
As of March 31, 2021 (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.
This fund operates as a fund-of-funds and generally allocates its assets among other mutual funds, but has the ability to invest in securities and derivatives directly. The
holdings listed below contain both the investment holdings of the corresponding underlying funds as well as any direct investments of the fund.
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.
Row Maturity Principal Notional Market Asset Cumulative
Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight
Corporate Bond 1,046,319,753.84 23.963%
1 KFW GOVT GUARANT 01/26 0.625 0.625% 1/22/2026 USD $19,067,916 18,742,972.70 0.429% 0.429%
2 AFRICAN DEVELOPMENT BANK SR UNSECURED 03/26 0.875 0.875% 3/23/2026 USD $16,425,280 16,288,229.00 0.373% 0.802%
3 INTL BK RECON + DEVELOP SR UNSECURED 09/25 VAR 0.320% 9/18/2025 USD $15,328,911 15,435,753.35 0.354% 1.156%
4 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 06/23 VAR 0.399% 6/29/2023 GBP £8,831,982 12,238,102.61 0.280% 1.436%
5 ASIAN DEVELOPMENT BANK SR UNSECURED 05/24 VAR 0.320% 5/28/2024 USD $8,958,095 8,958,094.78 0.205% 1.641%
6 TORONTO DOMINION BANK SR UNSECURED REGS 07/24 VAR 1.016% 7/10/2024 AUD $11,608,066 8,947,878.63 0.205% 1.846%
7 TORONTO DOMINION BANK SR UNSECURED 03/22 1.994 1.994% 3/23/2022 CAD $11,025,028 8,909,770.22 0.204% 2.050%
8 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/22 VAR 0.329% 1/10/2022 GBP £6,254,045 8,636,995.96 0.198% 2.248%
9 WESTPAC BANKING CORP SR UNSECURED REGS 08/24 VAR 0.890% 8/16/2024 AUD $11,139,872 8,625,028.81 0.198% 2.446%
10 DEXIA CREDIT LOCAL GOVT LIQUID REGS 06/23 0.25 0.250% 6/1/2023 EUR €6,985,983 8,324,360.79 0.191% 2.636%
11 ROYAL BANK OF CANADA SR UNSECURED REGS 03/22 1.968 1.968% 3/2/2022 CAD $10,148,065 8,198,073.54 0.188% 2.824%
12 ASIAN DEVELOPMENT BANK SR UNSECURED 02/26 0.5 0.500% 2/4/2026 USD $8,342,858 8,153,028.54 0.187% 3.011%
13 EUROPEAN BK RECON + DEV SR UNSECURED 01/26 0.5 0.500% 1/28/2026 USD $8,123,236 7,937,619.91 0.182% 3.192%
14 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 03/24 VAR 0.294% 3/5/2024 USD $7,608,378 7,636,757.27 0.175% 3.367%
15 EUROPEAN BK RECON + DEV SR UNSECURED 10/24 VAR 0.314% 10/15/2024 USD $7,486,746 7,521,484.70 0.172% 3.540%
16 DUPONT DE NEMOURS INC SR UNSECURED 05/23 2.169 2.169% 5/1/2023 USD $7,206,026 7,236,446.68 0.166% 3.705%
17 AFRICAN DEVELOPMENT BANK SR UNSECURED 12/21 VAR 0.194% 12/15/2021 USD $7,189,374 7,190,348.71 0.165% 3.870%
18 AUST + NZ BANKING GROUP SR UNSECURED 01/25 VAR 0.770% 1/16/2025 AUD $9,041,828 6,970,620.43 0.160% 4.030%
19 PFIZER INC SR UNSECURED 03/22 0.25 0.250% 3/6/2022 EUR €5,877,627 6,929,100.35 0.159% 4.188%
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Row Maturity Principal Notional Market Asset Cumulative
Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight
Corporate Bond 1,046,319,753.84 23.963%
20 SANTANDER HOLDINGS USA SR UNSECURED 01/23 3.4 3.400% 1/18/2023 USD $6,267,972 6,544,111.08 0.150% 4.338%
21 CANADIAN IMPERIAL BANK SR UNSECURED REGS 03/23 0.75 0.750% 3/22/2023 EUR €5,172,874 6,185,830.99 0.142% 4.480%
22 FEDEX CORP COMPANY GUAR 01/23 1 1.000% 1/11/2023 EUR €5,103,550 6,089,119.51 0.139% 4.619%
23 INTL BK RECON + DEVELOP SR UNSECURED 08/24 VAR 0.327% 8/6/2024 USD $6,054,963 6,087,962.73 0.139% 4.759%
24 SANOFI SR UNSECURED REGS 03/23 0.5 0.500% 3/21/2023 EUR €5,079,750 6,043,972.12 0.138% 4.897%
25 ASIAN DEVELOPMENT BANK SR UNSECURED 12/21 VAR 0.194% 12/15/2021 USD $5,979,079 5,980,008.02 0.137% 5.034%
26 BUNGE LTD FINANCE CORP COMPANY GUAR 03/24 4.35 4.350% 3/15/2024 USD $5,429,267 5,950,313.09 0.136% 5.170%
27 EDISON INTERNATIONAL SR UNSECURED 04/25 4.95 4.950% 4/15/2025 USD $5,240,328 5,849,330.64 0.134% 5.304%
28 NATIONAL GRID NA INC SR UNSECURED REGS 08/23 0.75 0.750% 8/8/2023 EUR €4,795,058 5,728,160.13 0.131% 5.436%
29 UNITED PARCEL SERVICE SR UNSECURED 11/23 0.375 0.375% 11/15/2023 EUR €4,747,660 5,647,865.24 0.129% 5.565%
30 WESTPAC BANKING CORP SR UNSECURED REGS 01/22 0.25 0.250% 1/17/2022 EUR €4,787,983 5,647,041.11 0.129% 5.694%
31 SYSCO CORPORATION COMPANY GUAR 03/25 3.55 3.550% 3/15/2025 USD $5,114,808 5,530,733.51 0.127% 5.821%
32 BANK OF NOVA SCOTIA SR UNSECURED 12/21 1.9 1.900% 12/2/2021 CAD $6,833,046 5,495,526.41 0.126% 5.947%
33 BRITISH TELECOMMUNICATIO SR UNSECURED REGS 03/23 1.125 1.125% 3/10/2023 EUR €4,408,243 5,297,803.18 0.121% 6.068%
34 BROADCOM INC COMPANY GUAR 04/25 4.7 4.700% 4/15/2025 USD $4,693,569 5,290,260.52 0.121% 6.189%
35 HONEYWELL INTERNATIONAL SR UNSECURED 02/23 1.3 1.300% 2/22/2023 EUR €4,332,392 5,228,574.14 0.120% 6.309%
36 HUMANA INC SR UNSECURED 10/24 3.85 3.850% 10/1/2024 USD $4,732,330 5,167,987.85 0.118% 6.427%
37 ASIAN DEVELOPMENT BANK SR UNSECURED 03/24 VAR 0.339% 3/19/2024 GBP £3,705,459 5,128,285.60 0.117% 6.545%
38 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 02/22 0.25 0.250% 2/28/2022 EUR €4,271,296 5,041,777.82 0.115% 6.660%
39 VIACOMCBS INC SR UNSECURED 05/25 4.75 4.750% 5/15/2025 USD $4,422,025 5,002,236.40 0.115% 6.775%
40 MOLSON COORS BEVERAGE COMPANY GUAR 07/24 1.25 1.250% 7/15/2024 EUR €4,053,827 4,912,076.96 0.112% 6.887%
41 CNA FINANCIAL CORP SR UNSECURED 05/24 3.95 3.950% 5/15/2024 USD $4,448,542 4,832,543.84 0.111% 6.998%
42 DEXIA CREDIT LOCAL GOVT LIQUID REGS 01/23 0.75 0.750% 1/25/2023 EUR €4,009,524 4,809,173.32 0.110% 7.108%
43 NATIONAL AUSTRALIA BANK SR UNSECURED 01/25 VAR 0.780% 1/21/2025 AUD $6,104,096 4,706,054.61 0.108% 7.216%
44 INTER AMERICAN DEVEL BK SR UNSECURED REGS 10/25 2.75 2.750% 10/30/2025 AUD $5,640,714 4,634,856.86 0.106% 7.322%
45 EQUINOR ASA COMPANY GUAR REGS 03/31 6.875 6.875% 3/11/2031 GBP £2,257,021 4,582,123.75 0.105% 7.427%
46 AT+T INC SR UNSECURED 03/23 2.5 2.500% 3/15/2023 EUR €3,604,607 4,418,611.49 0.101% 7.528%
47 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 01/22 2.85 2.850% 1/6/2022 USD $4,078,526 4,150,638.97 0.095% 7.623%
48 ABBVIE INC SR UNSECURED 03/22 3.45 3.450% 3/15/2022 USD $3,979,938 4,071,655.66 0.093% 7.716%
49 JOHNSON CONTROLS INTL PL SR UNSECURED 09/23 1 1.000% 9/15/2023 EUR €3,335,032 4,010,166.83 0.092% 7.808%
50 INTESA SANPAOLO SPA SR UNSECURED REGS 07/24 1 1.000% 7/4/2024 EUR €3,303,449 3,981,565.69 0.091% 7.900%
51 COMMONWEALTH BANK AUST SR UNSECURED REGS 07/22 0.5 0.500% 7/11/2022 EUR €3,342,983 3,964,740.68 0.091% 7.990%
52 ABBOTT IRELAND FINANCING COMPANY GUAR REGS 09/23 0.875 0.875% 9/27/2023 EUR €3,228,243 3,885,583.05 0.089% 8.079%
53 BNP PARIBAS SR UNSECURED REGS 06/24 1 1.000% 6/27/2024 EUR €3,186,072 3,851,504.00 0.088% 8.168%
54 TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/21 VAR 0.505% 4/13/2021 USD $3,790,843 3,791,175.74 0.087% 8.254%
55 HSBC HOLDINGS PLC SR UNSECURED 05/21 VAR 1.848% 5/25/2021 USD $3,751,328 3,759,457.37 0.086% 8.340%
56 UBS GROUP AG SR UNSECURED REGS 11/22 1.75 1.750% 11/16/2022 EUR €3,086,507 3,736,349.33 0.086% 8.426%
57 HP ENTERPRISE CO SR UNSECURED 10/23 4.45 4.450% 10/2/2023 USD $3,373,970 3,666,066.89 0.084% 8.510%
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Row Maturity Principal Notional Market Asset Cumulative
Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight
Corporate Bond 1,046,319,753.84 23.963%
58 BP CAPITAL MARKETS PLC COMPANY GUAR REGS 02/23 1.109 1.109% 2/16/2023 EUR €3,006,699 3,618,195.24 0.083% 8.593%
59 MORGAN STANLEY SR UNSECURED 03/24 1.75 1.750% 3/11/2024 EUR €2,929,822 3,616,813.76 0.083% 8.676%
60 GATX CORP SR UNSECURED 06/22 4.75 4.750% 6/15/2022 USD $3,432,709 3,599,490.74 0.082% 8.758%
61 SUMITOMO MITSUI FINL GRP SR UNSECURED REGS 07/23 0.819 0.819% 7/23/2023 EUR €2,995,687 3,589,971.16 0.082% 8.840%
62 ING GROEP NV SR UNSECURED REGS 09/23 1 1.000% 9/20/2023 EUR €2,958,867 3,570,829.42 0.082% 8.922%
63 OMNICOM GP/OMNICOM CAP SR UNSECURED 05/22 3.625 3.625% 5/1/2022 USD $3,429,627 3,547,727.17 0.081% 9.003%
64 BAT INTL FINANCE PLC COMPANY GUAR REGS 10/23 0.875 0.875% 10/13/2023 EUR €2,970,391 3,544,914.52 0.081% 9.085%
65 HP ENTERPRISE CO SR UNSECURED 10/24 4.65 4.650% 10/1/2024 USD $3,077,366 3,435,273.83 0.079% 9.163%
66 ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.85 3.850% 11/15/2024 USD $3,063,058 3,361,086.58 0.077% 9.240%
67 MOSAIC CO SR UNSECURED 11/21 3.75 3.750% 11/15/2021 USD $3,249,294 3,287,492.07 0.075% 9.315%
68 BOOKING HOLDINGS INC SR UNSECURED 11/22 2.15 2.150% 11/25/2022 EUR €2,707,745 3,279,093.31 0.075% 9.391%
69 JPMORGAN CHASE + CO SR UNSECURED REGS 01/24 0.625 0.625% 1/25/2024 EUR €2,689,887 3,214,585.15 0.074% 9.464%
70 NORDEA BANK ABP SR UNSECURED REGS 06/22 0.3 0.300% 6/30/2022 EUR €2,707,745 3,202,903.41 0.073% 9.538%
71 ROCHE HOLDINGS INC COMPANY GUAR 144A 03/26 0.991 0.991% 3/5/2026 USD $3,177,743 3,154,443.27 0.072% 9.610%
72 ASIAN DEVELOPMENT BANK SR UNSECURED 06/27 2.35 2.350% 6/21/2027 JPY ¥299,696,028 3,127,319.97 0.072% 9.681%
73 DEXIA CREDIT LOCAL GOVT LIQUID REGS 06/22 0.25 0.250% 6/2/2022 EUR €2,597,723 3,074,498.49 0.070% 9.752%
74 MARATHON PETROLEUM CORP SR UNSECURED 05/25 4.7 4.700% 5/1/2025 USD $2,715,689 3,052,198.19 0.070% 9.822%
75 BANK OF NOVA SCOTIA SR UNSECURED 04/21 VAR 0.664% 4/20/2021 USD $3,037,491 3,038,141.51 0.070% 9.891%
76 MITSUBISHI UFJ FIN GRP SR UNSECURED REGS 10/23 0.98 0.980% 10/9/2023 EUR €2,465,389 2,970,773.15 0.068% 9.959%
77 ABBVIE INC SR UNSECURED 10/22 3.25 3.250% 10/1/2022 USD $2,852,928 2,950,859.81 0.068% 10.027%
78 FIDELITY + GUARANTY LIFE COMPANY GUAR 144A 05/25 5.5 5.500% 5/1/2025 USD $2,572,133 2,939,021.89 0.067% 10.094%
79 AETNA INC SR UNSECURED 11/22 2.75 2.750% 11/15/2022 USD $2,834,016 2,919,363.68 0.067% 10.161%
80 COX COMMUNICATIONS INC SR UNSECURED 144A 12/22 3.25 3.250% 12/15/2022 USD $2,753,784 2,878,695.95 0.066% 10.227%
81 BMW US CAPITAL LLC COMPANY GUAR 144A 04/23 3.45 3.450% 4/12/2023 USD $2,707,745 2,856,124.90 0.065% 10.292%
82 ANTHEM INC SR UNSECURED 01/23 3.3 3.300% 1/15/2023 USD $2,707,745 2,842,163.20 0.065% 10.358%
83 GENERAL MOTORS FINL CO COMPANY GUAR 01/22 3.45 3.450% 1/14/2022 USD $2,770,147 2,825,754.03 0.065% 10.422%
84 LANDWIRTSCH. RENTENBANK GOVT GUARANT 03/26 0.875 0.875% 3/30/2026 USD $2,826,920 2,805,153.25 0.064% 10.486%
85 VALERO ENERGY CORP SR UNSECURED 04/25 2.85 2.850% 4/15/2025 USD $2,661,575 2,782,530.72 0.064% 10.550%
86 SKY LTD COMPANY GUAR REGS 11/23 1.875 1.875% 11/24/2023 EUR €2,247,520 2,779,036.26 0.064% 10.614%
87 E TRADE FINANCIAL CORP SR UNSECURED 08/22 2.95 2.950% 8/24/2022 USD $2,682,971 2,770,605.52 0.063% 10.677%
88 SHELL INTERNATIONAL FIN COMPANY GUAR REGS 12/30 1 1.000% 12/10/2030 GBP £2,148,714 2,768,189.80 0.063% 10.741%
89 BANCO SANTANDER SA SR UNSECURED 04/23 3.848 3.848% 4/12/2023 USD $2,601,784 2,766,687.36 0.063% 10.804%
90 JPMORGAN CHASE + CO SR UNSECURED REGS 04/21 2.625 2.625% 4/23/2021 EUR €2,345,569 2,754,609.25 0.063% 10.867%
91 TOYOTA CREDIT CANADA INC SR UNSECURED REGS 02/22 2.02 2.020% 2/28/2022 CAD $3,397,412 2,746,126.41 0.063% 10.930%
92 ASIAN DEVELOPMENT BANK SR UNSECURED 02/22 VAR 0.309% 2/1/2022 GBP £1,954,874 2,698,545.49 0.062% 10.992%
93 ROYALTY PHARMA PLC COMPANY GUAR 144A 09/25 1.2 1.200% 9/2/2025 USD $2,706,029 2,650,057.85 0.061% 11.053%
94 EURO STABILITY MECHANISM SR UNSECURED REGS 05/33 1.2 1.200% 5/23/2033 EUR €1,996,371 2,646,734.10 0.061% 11.113%
95 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/25 VAR 0.359% 1/15/2025 GBP £1,903,698 2,642,204.36 0.061% 11.174%
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Row Maturity Principal Notional Market Asset Cumulative
Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight
Corporate Bond 1,046,319,753.84 23.963%
96 BANK OF MONTREAL SR UNSECURED 10/21 1.61 1.610% 10/28/2021 CAD $3,292,329 2,639,967.32 0.060% 11.234%
97 INTL BK RECON + DEVELOP SR UNSECURED 06/24 VAR 0.401% 6/17/2024 USD $2,569,895 2,589,862.85 0.059% 11.293%
98 PRUDENTIAL FINANCIAL INC SR UNSECURED 05/24 3.5 3.500% 5/15/2024 USD $2,372,032 2,584,939.26 0.059% 11.353%
99 SUNCOR ENERGY INC SR UNSECURED 05/25 3.1 3.100% 5/15/2025 USD $2,375,952 2,537,358.83 0.058% 11.411%
100 INTL BK RECON + DEVELOP SR UNSECURED 05/24 VAR 0.319% 5/15/2024 GBP £1,811,998 2,507,290.97 0.057% 11.468%
101 ORACLE CORP SR UNSECURED 09/21 1.9 1.900% 9/15/2021 USD $2,463,799 2,478,239.95 0.057% 11.525%
102 MITSUBISHI UFJ FIN GRP SR UNSECURED REGS 01/23 0.68 0.680% 1/26/2023 EUR €2,069,683 2,463,523.58 0.056% 11.581%
103 RYDER SYSTEM INC SR UNSECURED 03/23 3.4 3.400% 3/1/2023 USD $2,346,098 2,462,247.17 0.056% 11.638%
104 INTL BK RECON + DEVELOP SR UNSECURED 01/23 VAR 0.170% 1/13/2023 USD $2,391,632 2,392,772.57 0.055% 11.693%
105 ING BANK NV SR UNSECURED REGS 11/21 VAR 0.000% 11/26/2021 EUR €2,003,876 2,357,230.57 0.054% 11.747%
106 LINDE INC/CT COMPANY GUAR 02/24 1.2 1.200% 2/12/2024 EUR €1,920,573 2,343,931.65 0.054% 11.800%
107 NATIONAL AUSTRALIA BANK SR UNSECURED REGS 02/24 VAR 1.070% 2/26/2024 AUD $3,012,991 2,338,466.41 0.054% 11.854%
108 GENERAL MOTORS FINL CO SR UNSECURED 06/25 2.75 2.750% 6/20/2025 USD $2,225,102 2,322,791.22 0.053% 11.907%
109 MYLAN INC COMPANY GUAR 144A 01/23 3.125 3.125% 1/15/2023 USD $2,228,927 2,322,383.58 0.053% 11.960%
110 KFW GOVT GUARANT 06/32 5.75 5.750% 6/7/2032 GBP £1,140,784 2,321,566.68 0.053% 12.013%
111 BANK OF MONTREAL SR UNSECURED REGS 09/23 VAR 1.027% 9/7/2023 AUD $2,955,640 2,279,074.33 0.052% 12.066%
112 CARDINAL HEALTH INC SR UNSECURED 06/22 3.2 3.200% 6/15/2022 USD $2,169,299 2,239,734.77 0.051% 12.117%
113 ALTRIA GROUP INC COMPANY GUAR 02/23 1 1.000% 2/15/2023 EUR €1,881,084 2,238,581.96 0.051% 12.168%
114 APPLE INC SR UNSECURED 02/26 0.7 0.700% 2/8/2026 USD $2,279,853 2,236,090.55 0.051% 12.219%
115 LLOYDS BANKING GROUP PLC SR UNSECURED 01/22 3 3.000% 1/11/2022 USD $2,174,077 2,216,642.99 0.051% 12.270%
116 DEXIA CREDIT LOCAL GOVT LIQUID REGS 06/22 1.125 1.125% 6/15/2022 GBP £1,589,797 2,215,174.30 0.051% 12.321%
117 EXELON GENERATION CO LLC SR UNSECURED 06/25 3.25 3.250% 6/1/2025 USD $2,071,876 2,212,048.95 0.051% 12.371%
118 IBM CORP SR UNSECURED 05/23 1.25 1.250% 5/26/2023 EUR €1,822,111 2,203,940.41 0.050% 12.422%
119 NATIONAL AUSTRALIA BK/NY SR UNSECURED 05/22 2.5 2.500% 5/22/2022 USD $2,140,510 2,194,526.38 0.050% 12.472%
120 CPPIB CAPITAL INC COMPANY GUAR REGS 03/33 1.5 1.500% 3/4/2033 EUR €1,634,432 2,187,144.14 0.050% 12.522%
121 TOYOTA MOTOR CREDIT CORP SR UNSECURED REGS 07/22 0.75 0.750% 7/21/2022 EUR €1,828,947 2,174,137.98 0.050% 12.572%
122 DXC TECHNOLOGY CO SR UNSECURED 04/25 4.125 4.125% 4/15/2025 USD $1,991,476 2,165,673.46 0.050% 12.622%
123 BMW FINANCE NV COMPANY GUAR REGS 10/23 0.625 0.625% 10/6/2023 EUR €1,805,670 2,158,940.19 0.049% 12.671%
124 SIMON PROPERTY GROUP LP SR UNSECURED 09/25 3.5 3.500% 9/1/2025 USD $1,979,960 2,143,654.77 0.049% 12.720%
125 SWEDISH EXPORT CREDIT SR UNSECURED REGS 12/21 VAR 0.304% 12/13/2021 USD $2,141,153 2,142,661.39 0.049% 12.769%
126 ASB FINANCE LTD COMPANY GUAR REGS 06/22 0.5 0.500% 6/10/2022 EUR €1,804,913 2,137,512.73 0.049% 12.818%
127 ASIAN DEVELOPMENT BANK SR UNSECURED 06/23 0.37 0.370% 6/26/2023 SEK kr18,476,949 2,129,595.02 0.049% 12.867%
128 CNH INDUSTRIAL CAP LLC COMPANY GUAR 04/22 4.375 4.375% 4/5/2022 USD $2,043,686 2,119,027.70 0.049% 12.916%
129 EFSF GOVT GUARANT REGS 05/33 1.25 1.250% 5/24/2033 EUR €1,555,614 2,079,118.75 0.048% 12.963%
130 CHEVRON CORP SR UNSECURED 11/25 3.326 3.326% 11/17/2025 USD $1,892,437 2,065,189.50 0.047% 13.010%
131 NATWEST MARKETS PLC SR UNSECURED REGS 05/24 1 1.000% 5/28/2024 EUR €1,695,049 2,052,465.07 0.047% 13.057%
132 STRYKER CORP SR UNSECURED 11/23 1.125 1.125% 11/30/2023 EUR €1,668,265 2,019,748.66 0.046% 13.104%
133 INTL BK RECON + DEVELOP SR UNSECURED 10/23 VAR 0.289% 10/4/2023 GBP £1,455,250 2,011,702.99 0.046% 13.150%
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Row Maturity Principal Notional Market Asset Cumulative
Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight
Corporate Bond 1,046,319,753.84 23.963%
134 CARRIER GLOBAL CORP SR UNSECURED 02/25 2.242 2.242% 2/15/2025 USD $1,933,670 2,002,215.07 0.046% 13.196%
135 UBS GROUP AG SR UNSECURED REGS 03/24 2.125 2.125% 3/4/2024 EUR €1,598,672 1,994,207.16 0.046% 13.241%
136 MORGAN STANLEY SR UNSECURED 08/21 3.125 3.125% 8/5/2021 CAD $2,465,150 1,980,221.57 0.045% 13.287%
137 AMERICAN HONDA FINANCE SR UNSECURED 03/23 0.55 0.550% 3/17/2023 EUR €1,661,980 1,977,217.30 0.045% 13.332%
138 NATIONAL AUSTRALIA BANK SR UNSECURED REGS 09/22 0.35 0.350% 9/7/2022 EUR €1,667,876 1,976,260.21 0.045% 13.377%
139 MIZUHO FINANCIAL GROUP SR UNSECURED REGS 06/24 0.523 0.523% 6/10/2024 EUR €1,624,647 1,936,564.68 0.044% 13.422%
140 NATIONWIDE BLDG SOCIETY SR UNSECURED REGS 04/23 0.625 0.625% 4/19/2023 EUR €1,624,647 1,935,074.35 0.044% 13.466%
141 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/23 VAR 0.281% 1/30/2023 USD $1,913,305 1,918,241.60 0.044% 13.510%
142 NATIONAL AUSTRALIA BANK SR UNSECURED 06/24 VAR 0.949% 6/19/2024 AUD $2,463,693 1,908,243.65 0.044% 13.553%
143 CITIGROUP INC SR UNSECURED REGS 10/23 0.75 0.750% 10/26/2023 EUR €1,583,141 1,896,371.90 0.043% 13.597%
144 APPLE INC SR UNSECURED 02/26 3.25 3.250% 2/23/2026 USD $1,717,084 1,875,427.05 0.043% 13.640%
145 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 09/25 VAR 1.049% 9/8/2025 GBP £1,306,196 1,868,619.72 0.043% 13.683%
146 AMERICAN INTL GROUP SR UNSECURED 06/23 1.5 1.500% 6/8/2023 EUR €1,537,508 1,856,167.64 0.043% 13.725%
147 DANSKE BANK A/S SR UNSECURED REGS 05/23 0.875 0.875% 5/22/2023 EUR €1,533,245 1,832,407.71 0.042% 13.767%
148 ABN AMRO BANK NV SR UNSECURED REGS 07/23 0.5 0.500% 7/17/2023 EUR €1,527,194 1,822,711.39 0.042% 13.809%
149 KINDER MORGAN INC COMPANY GUAR 06/25 4.3 4.300% 6/1/2025 USD $1,621,215 1,810,437.64 0.041% 13.850%
150 GLENCORE FUNDING LLC COMPANY GUAR 144A 04/24 4.625 4.625% 4/29/2024 USD $1,633,716 1,798,689.75 0.041% 13.892%
151 KFW GOVT GUARANT REGS 04/24 1.625 1.625% 4/3/2024 NOK kr15,057,384 1,790,851.96 0.041% 13.933%
152 SKANDINAVISKA ENSKILDA SR UNSECURED REGS 08/22 1.25 1.250% 8/5/2022 GBP £1,279,271 1,784,677.47 0.041% 13.973%
153 KELLOGG CO SR UNSECURED 11/22 0.8 0.800% 11/17/2022 EUR €1,493,738 1,780,290.97 0.041% 14.014%
154 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 06/22 4.75 4.750% 6/6/2022 EUR €1,428,072 1,776,411.15 0.041% 14.055%
155 BOOKING HOLDINGS INC SR UNSECURED 03/22 0.8 0.800% 3/10/2022 EUR €1,499,258 1,773,408.71 0.041% 14.096%
156 COMMONWEALTH BANK AUST SR UNSECURED 08/23 VAR 0.940% 8/16/2023 AUD $2,289,784 1,768,634.57 0.041% 14.136%
157 PHILIP MORRIS INTL INC SR UNSECURED 05/24 2.875 2.875% 5/30/2024 EUR €1,382,052 1,766,115.42 0.040% 14.176%
158 EUROFIMA SR UNSECURED REGS 10/34 0.15 0.150% 10/10/2034 EUR €1,555,614 1,764,242.72 0.040% 14.217%
159 NATIONAL AUSTRALIA BANK SR UNSECURED REGS 11/21 VAR 0.902% 11/4/2021 USD $1,757,327 1,764,233.26 0.040% 14.257%
160 TORONTO DOMINION BANK SR UNSECURED 01/26 0.75 0.750% 1/6/2026 USD $1,804,801 1,763,283.60 0.040% 14.298%
161 EUROPEAN BK RECON + DEV SR UNSECURED 02/24 VAR 0.349% 2/28/2024 GBP £1,268,215 1,755,529.10 0.040% 14.338%
162 TELEFONICA EMISIONES SAU COMPANY GUAR REGS 01/23 3.987 3.987% 1/23/2023 EUR €1,387,002 1,749,714.37 0.040% 14.378%
163 CREDIT SUISSE GROUP AG SR UNSECURED 03/25 3.75 3.750% 3/26/2025 USD $1,623,121 1,748,906.24 0.040% 14.418%
164 ENBRIDGE INC COMPANY GUAR 10/23 4 4.000% 10/1/2023 USD $1,626,992 1,744,304.67 0.040% 14.458%
165 INTER AMERICAN DEVEL BK SR UNSECURED 02/25 VAR 0.279% 2/4/2025 USD $1,733,443 1,740,497.70 0.040% 14.498%
166 CATERPILLAR FINL SERVICE SR UNSECURED 05/21 VAR 0.582% 5/17/2021 USD $1,733,201 1,733,975.57 0.040% 14.537%
167 MASTERCARD INC SR UNSECURED 12/22 1.1 1.100% 12/1/2022 EUR €1,448,097 1,732,011.20 0.040% 14.577%
168 HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 06/22 2.55 2.550% 6/9/2022 USD $1,700,357 1,729,446.50 0.040% 14.617%
169 CAPITAL ONE FINANCIAL CO SR UNSECURED 02/25 3.2 3.200% 2/5/2025 USD $1,594,584 1,699,920.72 0.039% 14.656%
170 ROSS STORES INC SR UNSECURED 04/25 4.6 4.600% 4/15/2025 USD $1,513,592 1,698,138.22 0.039% 14.695%
171 MARATHON PETROLEUM CORP SR UNSECURED 05/23 4.5 4.500% 5/1/2023 USD $1,560,509 1,673,700.00 0.038% 14.733%
Global Allocation 60/40 Portfolio - Class R2 Dimensional Fund Advisors
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Row Maturity Principal Notional Market Asset Cumulative
Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight
Corporate Bond 1,046,319,753.84 23.963%
172 CAPITAL ONE FINANCIAL CO SR UNSECURED 06/24 0.8 0.800% 6/12/2024 EUR €1,389,526 1,665,792.47 0.038% 14.771%
173 AMERICAN HONDA FINANCE SR UNSECURED 11/22 1.375 1.375% 11/10/2022 EUR €1,382,052 1,663,098.42 0.038% 14.809%
174 APPLE INC SR UNSECURED 08/30 1.25 1.250% 8/20/2030 USD $1,779,102 1,645,486.54 0.038% 14.847%
175 NORDIC INVESTMENT BANK SR UNSECURED 01/26 0.5 0.500% 1/21/2026 USD $1,664,680 1,627,018.53 0.037% 14.884%
176 GE CAPITAL FUNDING LLC COMPANY GUAR 144A 05/25 3.45 3.450% 5/15/2025 USD $1,501,813 1,623,730.81 0.037% 14.921%
177 SHELL INTERNATIONAL FIN COMPANY GUAR REGS 04/22 1 1.000% 4/6/2022 EUR €1,355,873 1,611,714.26 0.037% 14.958%
178 BPCE SA SR UNSECURED REGS 12/22 1.125 1.125% 12/14/2022 EUR €1,340,885 1,611,326.85 0.037% 14.995%
179 NATIONAL AUSTRALIA BANK SR UNSECURED 09/23 VAR 0.960% 9/26/2023 AUD $2,083,585 1,609,876.99 0.037% 15.032%
180 AUST + NZ BANKING GROUP SR UNSECURED 07/21 VAR 0.760% 7/16/2021 AUD $2,106,239 1,602,755.45 0.037% 15.069%
181 GENERAL MILLS INC SR UNSECURED 04/23 1 1.000% 4/27/2023 EUR €1,333,743 1,598,584.41 0.037% 15.105%
182 BANK OF MONTREAL SR UNSECURED REGS 09/21 VAR 0.000% 9/28/2021 EUR €1,358,164 1,596,538.36 0.037% 15.142%
183 CANADIAN IMPERIAL BANK DEPOSIT NOTE 03/22 2.04 2.040% 3/21/2022 CAD $1,966,479 1,591,788.75 0.036% 15.178%
184 LAZARD GROUP LLC SR UNSECURED 02/25 3.75 3.750% 2/13/2025 USD $1,451,792 1,577,327.19 0.036% 15.214%
185 BERKSHIRE HATHAWAY INC SR UNSECURED 01/23 0.625 0.625% 1/17/2023 EUR €1,319,731 1,570,216.12 0.036% 15.250%
186 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/26 1.9 1.900% 1/26/2026 JPY ¥158,365,747 1,567,875.60 0.036% 15.286%
187 SWEDISH EXPORT CREDIT SR UNSECURED 05/23 VAR 1.023% 5/25/2023 USD $1,535,308 1,563,449.71 0.036% 15.322%
188 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/21 4 4.000% 11/12/2021 USD $1,529,912 1,563,201.33 0.036% 15.358%
189 NATIONAL RURAL UTIL COOP SR UNSECURED 06/21 VAR 0.574% 6/30/2021 USD $1,557,505 1,558,389.59 0.036% 15.394%
190 MEDTRONIC GLOBAL HLDINGS COMPANY GUAR 12/22 0.00000 0.000% 12/2/2022 EUR €1,322,235 1,558,040.09 0.036% 15.429%
191 CHURCH + DWIGHT CO INC SR UNSECURED 10/22 2.875 2.875% 10/1/2022 USD $1,501,634 1,554,009.26 0.036% 15.465%
192 NETWORK RAIL INFRA FIN GOVT GUARANT REGS 12/30 4.375 4.375% 12/9/2030 GBP £865,958 1,552,418.00 0.036% 15.500%
193 VOLKSWAGEN FIN SERV AG SR UNSECURED REGS 10/23 1.375 1.375% 10/16/2023 EUR €1,259,039 1,525,868.49 0.035% 15.535%
194 LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 2.875% 10/24/2024 USD $1,444,390 1,518,603.30 0.035% 15.570%
195 ENEL FINANCE INTL NV COMPANY GUAR REGS 09/22 5 5.000% 9/14/2022 EUR €1,202,680 1,518,135.71 0.035% 15.605%
196 RYDER SYSTEM INC SR UNSECURED 09/24 2.5 2.500% 9/1/2024 USD $1,441,843 1,510,767.45 0.035% 15.640%
197 COMMONWEALTH BANK AUST SR UNSECURED 01/22 3.25 3.250% 1/17/2022 AUD $1,935,195 1,504,478.70 0.034% 15.674%
198 EUROPEAN INVESTMENT BANK SR UNSECURED 144A 03/24 VAR 0.294% 3/5/2024 USD $1,494,770 1,500,345.24 0.034% 15.708%
199 3M COMPANY SR UNSECURED REGS 11/21 1.875 1.875% 11/15/2021 EUR €1,225,104 1,456,893.99 0.033% 15.742%
200 CANADIAN NATL RESOURCES SR UNSECURED 01/23 2.95 2.950% 1/15/2023 USD $1,394,907 1,447,667.38 0.033% 15.775%
201 INTER AMERICAN DEVEL BK SR UNSECURED 10/21 VAR 0.198% 10/25/2021 USD $1,438,411 1,438,267.06 0.033% 15.808%
202 DBS BANK LTD/AUSTRALIA SR UNSECURED 09/22 VAR 0.667% 9/13/2022 AUD $1,876,092 1,433,598.02 0.033% 15.841%
203 IBM CORP SR UNSECURED 09/21 0.5 0.500% 9/7/2021 EUR €1,218,485 1,433,241.72 0.033% 15.873%
204 BANK OF MONTREAL SR UNSECURED REGS 11/21 0.25 0.250% 11/17/2021 EUR €1,213,260 1,429,220.59 0.033% 15.906%
205 BERKSHIRE HATHAWAY INC SR UNSECURED 03/23 0.75 0.750% 3/16/2023 EUR €1,197,615 1,427,369.19 0.033% 15.939%
206 OP CORPORATE BANK PLC SR UNSECURED REGS 03/22 0.75 0.750% 3/3/2022 EUR €1,194,438 1,415,506.10 0.032% 15.971%
207 TELEFONICA EMISIONES SAU COMPANY GUAR REGS 04/22 0.75 0.750% 4/13/2022 EUR €1,191,408 1,411,633.12 0.032% 16.004%
208 NORDIC INVESTMENT BANK SR UNSECURED 01/22 1.5 1.500% 1/24/2022 NOK kr11,976,063 1,404,925.89 0.032% 16.036%
209 AUTOZONE INC SR UNSECURED 01/23 2.875 2.875% 1/15/2023 USD $1,355,007 1,403,981.96 0.032% 16.068%
Global Allocation 60/40 Portfolio - Class R2 Dimensional Fund Advisors
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Row Maturity Principal Notional Market Asset Cumulative
Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight
Corporate Bond 1,046,319,753.84 23.963%
210 WILLIAMS COMPANIES INC SR UNSECURED 01/23 3.7 3.700% 1/15/2023 USD $1,313,436 1,373,437.05 0.031% 16.099%
211 WESTPAC BANKING CORP SR UNSECURED REGS 04/24 VAR 1.150% 4/24/2024 AUD $1,759,386 1,370,767.90 0.031% 16.131%
212 CRED SUIS GP FUN LTD COMPANY GUAR REGS 04/22 1.25 1.250% 4/14/2022 EUR €1,152,611 1,368,734.62 0.031% 16.162%
213 AUST + NZ BANKING GROUP SR UNSECURED REGS 08/24 VAR 0.800% 8/29/2024 AUD $1,771,617 1,366,963.92 0.031% 16.193%
214 UTAH ACQUISITION SUB COMPANY GUAR REGS 11/24 2.25 2.250% 11/22/2024 EUR €1,083,098 1,359,605.78 0.031% 16.225%
215 MORGAN STANLEY SR UNSECURED 03/23 1.875 1.875% 3/30/2023 EUR €1,111,278 1,356,381.18 0.031% 16.256%
216 SKANDINAVISKA ENSKILDA SR UNSECURED REGS 02/22 0.3 0.300% 2/17/2022 EUR €1,131,076 1,335,172.13 0.031% 16.286%
217 TOTAL CAPITAL CANADA LTD COMPANY GUAR REGS 03/22 1.125 1.125% 3/18/2022 EUR €1,121,496 1,334,358.50 0.031% 16.317%
218 SOUTHWEST AIRLINES CO SR UNSECURED 05/23 4.75 4.750% 5/4/2023 USD $1,230,830 1,328,921.57 0.030% 16.347%
219 AUTODESK INC SR UNSECURED 12/22 3.6 3.600% 12/15/2022 USD $1,272,319 1,326,626.35 0.030% 16.378%
220 CANADIAN IMPERIAL BANK SR UNSECURED REGS 05/24 0.375 0.375% 5/3/2024 EUR €1,114,493 1,323,982.46 0.030% 16.408%
221 MIZUHO FINANCIAL GROUP SR UNSECURED 09/21 VAR 1.324% 9/13/2021 USD $1,315,457 1,321,657.98 0.030% 16.438%
222 EUROPEAN INVESTMENT BANK SR UNSECURED 01/27 2.15 2.150% 1/18/2027 JPY ¥129,532,592 1,320,623.02 0.030% 16.468%
223 BANK OF AMERICA CORP SR UNSECURED REGS 07/23 0.75 0.750% 7/26/2023 EUR €1,083,098 1,296,159.29 0.030% 16.498%
224 HARLEY DAVIDSON FINL SER COMPANY GUAR REGS 11/24 0.9 0.900% 11/19/2024 EUR €1,083,098 1,290,545.23 0.030% 16.528%
225 KONINKLIJKE PHILIPS NV SR UNSECURED REGS 09/23 0.5 0.500% 9/6/2023 EUR €1,083,098 1,289,252.21 0.030% 16.557%
226 BAXTER INTERNATIONAL INC SR UNSECURED 05/24 0.4 0.400% 5/15/2024 EUR €1,083,098 1,289,046.45 0.030% 16.587%
227 COOPERAT RABOBANK UA/NY SR UNSECURED 01/24 VAR 0.338% 1/12/2024 USD $1,272,409 1,273,198.18 0.029% 16.616%
228 ASSURANT INC SR UNSECURED 09/23 4.2 4.200% 9/27/2023 USD $1,171,068 1,267,629.90 0.029% 16.645%
229 WALMART INC SR UNSECURED 09/35 5.25 5.250% 9/28/2035 GBP £618,686 1,245,650.64 0.029% 16.673%
230 NRW.BANK LOCAL GOVT G 11/22 0.00000 0.000% 11/11/2022 EUR €1,052,616 1,244,895.63 0.029% 16.702%
231 BAYER CAPITAL CORP BV COMPANY GUAR REGS 11/23 1.25 1.250% 11/13/2023 EUR €1,016,742 1,232,400.99 0.028% 16.730%
232 SOUTHERN POWER CO SR UNSECURED 06/22 1 1.000% 6/20/2022 EUR €1,034,979 1,231,966.44 0.028% 16.758%
233 EXELON CORP SR UNSECURED 06/25 3.95 3.950% 6/15/2025 USD $1,119,805 1,223,673.56 0.028% 16.786%
234 BMW US CAPITAL LLC COMPANY GUAR 144A 08/21 VAR 0.698% 8/13/2021 USD $1,220,151 1,222,194.40 0.028% 16.814%
235 BANK OF AMERICA CORP SR UNSECURED 01/22 5.7 5.700% 1/24/2022 USD $1,146,249 1,196,077.35 0.027% 16.842%
236 BANK OF MONTREAL SR UNSECURED REGS 09/21 VAR 0.807% 9/7/2021 AUD $1,565,003 1,191,981.01 0.027% 16.869%
237 HP INC SR UNSECURED 06/25 2.2 2.200% 6/17/2025 USD $1,136,025 1,172,528.81 0.027% 16.896%
238 PHILLIPS 66 PARTNERS LP SR UNSECURED 12/24 2.45 2.450% 12/15/2024 USD $1,123,579 1,168,766.53 0.027% 16.923%
239 CHEVRON CORP SR UNSECURED 05/30 2.236 2.236% 5/11/2030 USD $1,172,276 1,166,386.92 0.027% 16.949%
240 ALPHABET INC SR UNSECURED 08/30 1.1 1.100% 8/15/2030 USD $1,268,817 1,166,316.63 0.027% 16.976%
241 SHELL INTERNATIONAL FIN COMPANY GUAR REGS 03/22 1.25 1.250% 3/15/2022 EUR €974,724 1,160,801.07 0.027% 17.003%
242 ORACLE CORP SR UNSECURED 01/21 2.25 2.250% 1/10/2021 EUR €987,814 1,158,409.68 0.027% 17.029%
243 BERKSHIRE HATHAWAY INC SR UNSECURED 09/29 0.44 0.440% 9/13/2029 JPY ¥132,398,274 1,154,442.64 0.026% 17.056%
244 ANZ NEW ZEALAND INTL LTD COMPANY GUAR REGS 03/22 0.4 0.400% 3/1/2022 EUR €974,821 1,151,232.52 0.026% 17.082%
245 BROWN + BROWN INC SR UNSECURED 09/24 4.2 4.200% 9/15/2024 USD $1,022,381 1,124,213.26 0.026% 17.108%
246 BNP PARIBAS SR UNSECURED REGS 11/23 1.125 1.125% 11/22/2023 EUR €926,757 1,121,705.64 0.026% 17.134%
247 ENBRIDGE INC COMPANY GUAR 07/22 2.9 2.900% 7/15/2022 USD $1,087,535 1,118,353.89 0.026% 17.159%
Global Allocation 60/40 Portfolio - Class R2 Dimensional Fund Advisors
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Row Maturity Principal Notional Market Asset Cumulative
Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight
Corporate Bond 1,046,319,753.84 23.963%
248 EASTERN ENERGY GAS SR UNSECURED 06/21 VAR 0.784% 6/15/2021 USD $1,116,234 1,117,397.92 0.026% 17.185%
249 PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 02/22 3.375 3.375% 2/1/2022 USD $1,092,361 1,112,524.12 0.025% 17.210%
250 BRITISH TELECOMMUNICATIO SR UNSECURED REGS 09/23 0.875 0.875% 9/26/2023 EUR €925,561 1,109,404.22 0.025% 17.236%
251 EUROFIMA SR UNSECURED REGS 05/29 3.35 3.350% 5/21/2029 AUD $1,329,466 1,107,779.57 0.025% 17.261%
252 ENI SPA SR UNSECURED REGS 01/24 1.75 1.750% 1/18/2024 EUR €897,051 1,106,869.44 0.025% 17.286%
253 EUROFIMA SR UNSECURED REGS 03/22 VAR 0.277% 3/11/2022 USD $1,103,618 1,103,243.17 0.025% 17.312%
254 TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/21 1.9 1.900% 4/8/2021 USD $1,086,757 1,086,906.73 0.025% 17.336%
255 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 10/21 0.125 0.125% 10/11/2021 EUR €919,954 1,082,293.13 0.025% 17.361%
256 NATIONAL AUSTRALIA BK/NY SR UNSECURED 01/22 2.8 2.800% 1/10/2022 USD $1,054,171 1,074,824.34 0.025% 17.386%
257 DAIWA SECURITIES GROUP SR UNSECURED 144A 04/22 3.129 3.129% 4/19/2022 USD $1,036,783 1,062,849.24 0.024% 17.410%
258 SHELL INTERNATIONAL FIN COMPANY GUAR 05/21 1.875 1.875% 5/10/2021 USD $1,034,440 1,036,053.91 0.024% 17.434%
259 AUST + NZ BANKING GROUP SR UNSECURED REGS 03/22 3.3 3.300% 3/7/2022 AUD $1,325,323 1,034,724.70 0.024% 17.458%
260 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/22 2.6 2.600% 1/11/2022 USD $1,012,713 1,030,882.66 0.024% 17.481%
261 TELEFONICA EMISIONES SAU COMPANY GUAR REGS 02/24 1.069 1.069% 2/5/2024 EUR €835,897 1,010,808.70 0.023% 17.504%
262 BOOKING HOLDINGS INC SR UNSECURED 04/25 4.1 4.100% 4/13/2025 USD $906,691 1,010,304.40 0.023% 17.528%
263 AMERICAN INTL GROUP SR UNSECURED 02/24 4.125 4.125% 2/15/2024 USD $912,091 998,176.42 0.023% 17.550%
264 SHELL INTERNATIONAL FIN COMPANY GUAR 11/29 2.375 2.375% 11/7/2029 USD $984,850 993,862.92 0.023% 17.573%
265 COOPERATIEVE RABOBANK UA COMPANY GUAR 02/22 3.875 3.875% 2/8/2022 USD $950,358 979,240.70 0.022% 17.596%
266 BANK OF AMERICA CORP SR UNSECURED REGS 09/22 1.625 1.625% 9/14/2022 EUR €812,324 978,547.69 0.022% 17.618%
267 GENERAL ELECTRIC CO SR UNSECURED 05/23 1.25 1.250% 5/26/2023 EUR €812,324 977,737.97 0.022% 17.640%
268 KFW GOVT GUARANT 02/26 0.75 0.750% 2/19/2026 CAD $1,251,002 974,069.91 0.022% 17.663%
269 TOTAL CAPITAL CANADA LTD COMPANY GUAR REGS 09/29 2.125 2.125% 9/18/2029 EUR €717,157 970,155.95 0.022% 17.685%
270 ROYAL BANK OF CANADA SR UNSECURED 03/22 2 2.000% 3/21/2022 CAD $1,188,022 960,911.19 0.022% 17.707%
271 WESTPAC BANKING CORP SR UNSECURED 01/22 2.8 2.800% 1/11/2022 USD $927,475 945,948.04 0.022% 17.729%
272 EUROFIMA SR UNSECURED REGS 11/21 VAR 0.284% 11/15/2021 USD $941,830 942,328.86 0.022% 17.750%
273 TRANSPORT FOR LONDON SR UNSECURED REGS 09/33 4 4.000% 9/12/2033 GBP £544,764 936,014.84 0.021% 17.772%
274 CONAGRA BRANDS INC SR UNSECURED 05/24 4.3 4.300% 5/1/2024 USD $847,288 934,308.91 0.021% 17.793%
275 RYDER SYSTEM INC SR UNSECURED 09/22 2.5 2.500% 9/1/2022 USD $910,315 933,904.61 0.021% 17.814%
276 ENTERPRISE PRODUCTS OPER COMPANY GUAR 03/23 3.35 3.350% 3/15/2023 USD $886,630 929,445.48 0.021% 17.836%
277 3M COMPANY SR UNSECURED 02/22 0.375 0.375% 2/15/2022 EUR €787,630 927,834.32 0.021% 17.857%
278 GOLDMAN SACHS GROUP INC SR UNSECURED REGS 02/23 3.25 3.250% 2/1/2023 EUR €739,014 920,781.04 0.021% 17.878%
279 ZIMMER BIOMET HOLDINGS SR UNSECURED 04/25 3.55 3.550% 4/1/2025 USD $845,741 916,332.71 0.021% 17.899%
280 BOOKING HOLDINGS INC SR UNSECURED 03/25 3.65 3.650% 3/15/2025 USD $840,503 915,422.78 0.021% 17.920%
281 VERIZON COMMUNICATIONS SR UNSECURED 02/25 3.376 3.376% 2/15/2025 USD $842,296 913,610.84 0.021% 17.941%
282 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 12/22 1.125 1.125% 12/14/2022 EUR €758,731 912,791.09 0.021% 17.962%
283 TORONTO DOMINION BANK SR UNSECURED 06/21 VAR 0.607% 6/11/2021 USD $911,570 912,367.75 0.021% 17.983%
284 MORGAN STANLEY SR UNSECURED 04/21 VAR 1.624% 4/21/2021 USD $911,032 911,634.53 0.021% 18.004%
285 LYONDELLBASELL IND NV SR UNSECURED 04/24 5.75 5.750% 4/15/2024 USD $800,222 903,614.75 0.021% 18.024%
Global Allocation 60/40 Portfolio - Class R2 Dimensional Fund Advisors
Page 9 of 412
Row Maturity Principal Notional Market Asset Cumulative
Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight
Corporate Bond 1,046,319,753.84 23.963%
286 BPCE SA SR UNSECURED 144A 01/25 2.375 2.375% 1/14/2025 USD $874,560 903,532.35 0.021% 18.045%
287 MCDONALD S CORP SR UNSECURED REGS 11/23 1 1.000% 11/15/2023 EUR €747,385 902,964.10 0.021% 18.066%
288 MERCK + CO INC SR UNSECURED 02/26 0.75 0.750% 2/24/2026 USD $912,280 900,362.52 0.021% 18.086%
289 CANADIAN IMPERIAL BANK DEPOSIT NOTE 04/21 1.9 1.900% 4/26/2021 CAD $1,129,337 899,802.95 0.021% 18.107%
290 EUROCLEAR BANK SA SR UNSECURED REGS 09/22 0.25 0.250% 9/7/2022 EUR €760,335 898,875.96 0.021% 18.127%
291 GENERAL DYNAMICS CORP COMPANY GUAR 05/21 VAR 0.583% 5/11/2021 USD $896,862 897,177.46 0.021% 18.148%
292 EQUINOR ASA COMPANY GUAR 01/26 1.75 1.750% 1/22/2026 USD $875,128 895,635.59 0.021% 18.169%
293 IBERDROLA INTL BV COMPANY GUAR REGS 09/23 1.75 1.750% 9/17/2023 EUR €720,921 885,969.44 0.020% 18.189%
294 TOYOTA CREDIT CANADA INC SR UNSECURED 07/22 2.35 2.350% 7/18/2022 CAD $1,087,430 885,130.38 0.020% 18.209%
295 APPLE INC SR UNSECURED 05/30 1.65 1.650% 5/11/2030 USD $924,030 883,822.21 0.020% 18.229%
296 BAT INTL FINANCE PLC COMPANY GUAR REGS 01/23 2.375 2.375% 1/19/2023 EUR €719,941 879,504.60 0.020% 18.249%
297 EDISON INTERNATIONAL SR UNSECURED 09/22 2.4 2.400% 9/15/2022 USD $859,470 876,458.80 0.020% 18.270%
298 DNB BANK ASA SR UNSECURED REGS 07/22 VAR 0.207% 7/25/2022 EUR €739,076 874,478.05 0.020% 18.290%
299 AMAZON.COM INC SR UNSECURED 06/30 1.5 1.500% 6/3/2030 USD $917,134 873,919.51 0.020% 18.310%
300 NATIONAL AUSTRALIA BANK SR UNSECURED REGS 01/22 0.875 0.875% 1/20/2022 EUR €733,429 869,286.48 0.020% 18.329%
301 CANADIAN NATL RESOURCES SR UNSECURED 02/25 3.9 3.900% 2/1/2025 USD $803,750 867,289.05 0.020% 18.349%
302 ELECTRICITE DE FRANCE SA SR UNSECURED REGS 03/23 2.75 2.750% 3/10/2023 EUR €699,552 866,882.90 0.020% 18.369%
303 VF CORP SR UNSECURED 04/22 2.05 2.050% 4/23/2022 USD $845,796 859,653.44 0.020% 18.389%
304 NOVARTIS FINANCE SA COMPANY GUAR REGS 11/21 0.75 0.750% 11/9/2021 EUR €725,721 856,865.16 0.020% 18.409%
305 SWEDBANK AB SR UNSECURED REGS 09/22 0.3 0.300% 9/6/2022 EUR €718,685 850,256.00 0.019% 18.428%
306 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 01/22 4 4.000% 1/11/2022 EUR €697,801 846,601.51 0.019% 18.447%
307 BLACKROCK INC SR UNSECURED 01/31 1.9 1.900% 1/28/2031 USD $861,968 833,717.46 0.019% 18.466%
308 UNITED OVERSEAS BANK/SYD SR UNSECURED REGS 04/21 VAR 0.829% 4/6/2021 AUD $1,083,098 822,683.61 0.019% 18.485%
309 UNITED OVERSEAS BANK/SYD SR UNSECURED REGS 07/22 VAR 0.540% 7/25/2022 AUD $1,078,306 822,319.73 0.019% 18.504%
310 SANOFI SR UNSECURED REGS 03/30 1.375 1.375% 3/21/2030 EUR €634,408 821,380.89 0.019% 18.523%
311 ASIAN DEVELOPMENT BANK SR UNSECURED 05/23 0.2 0.200% 5/25/2023 EUR €684,329 815,032.35 0.019% 18.542%
312 ABBVIE INC SR UNSECURED 11/22 2.9 2.900% 11/6/2022 USD $781,588 810,592.87 0.019% 18.560%
313 TORONTO DOMINION BANK SR UNSECURED 05/23 3.005 3.005% 5/30/2023 CAD $968,739 809,009.32 0.019% 18.579%
314 INTL FINANCE CORP SR UNSECURED 01/22 VAR 0.299% 1/18/2022 GBP £579,698 800,239.93 0.018% 18.597%
315 MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 10/21 2 2.000% 10/28/2021 USD $777,998 784,306.88 0.018% 18.615%
316 DAIMLER FINANCE NA LLC COMPANY GUAR REGS 11/21 VAR 0.865% 11/5/2021 USD $777,280 779,828.97 0.018% 18.633%
317 NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851 1.851% 7/16/2025 USD $777,280 775,637.92 0.018% 18.651%
318 TOTAL CAPITAL INTL SA COMPANY GUAR REGS 11/21 2.125 2.125% 11/19/2021 EUR €649,859 774,106.13 0.018% 18.668%
319 FISERV INC SR UNSECURED 07/30 1.625 1.625% 7/1/2030 EUR €606,825 765,593.76 0.018% 18.686%
320 TOYOTA MOTOR FINANCE BV SR UNSECURED REGS 01/22 0.25 0.250% 1/10/2022 EUR €646,142 761,295.03 0.017% 18.703%
321 AMERICAN EXPRESS CO SR UNSECURED 12/22 2.65 2.650% 12/2/2022 USD $732,796 760,108.78 0.017% 18.721%
322 COMCAST CABLE COMMUNICAT COMPANY GUAR 11/22 9.455 9.455% 11/15/2022 USD $657,699 754,141.66 0.017% 18.738%
323 AUST + NZ BANKING GROUP SR UNSECURED REGS 05/21 VAR 0.652% 5/17/2021 USD $747,385 747,861.56 0.017% 18.755%
Global Allocation 60/40 Portfolio - Class R2 Dimensional Fund Advisors
Page 10 of 412
Row Maturity Principal Notional Market Asset Cumulative
Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight
Corporate Bond 1,046,319,753.84 23.963%
324 BLACKROCK INC SR UNSECURED 04/29 3.25 3.250% 4/30/2029 USD $689,574 746,885.36 0.017% 18.772%
325 GENERAL ELECTRIC CO SR UNSECURED 05/22 0.375 0.375% 5/17/2022 EUR €631,235 744,460.12 0.017% 18.789%
326 GLENCORE FUNDING LLC COMPANY GUAR 144A 09/30 2.5 2.500% 9/1/2030 USD $766,117 736,724.61 0.017% 18.806%
327 BARCLAYS PLC SR UNSECURED 08/21 3.2 3.200% 8/10/2021 USD $717,489 724,592.26 0.017% 18.823%
328 TOTAL CAPITAL INTL SA COMPANY GUAR REGS 07/28 0.75 0.750% 7/12/2028 EUR €593,034 724,022.81 0.017% 18.839%
329 LEGGETT + PLATT INC SR UNSECURED 03/29 4.4 4.400% 3/15/2029 USD $643,097 718,638.22 0.016% 18.856%
330 FLEX LTD SR UNSECURED 05/30 4.875 4.875% 5/12/2030 USD $634,408 718,315.15 0.016% 18.872%
331 BPCE SA SR UNSECURED REGS 09/23 0.625 0.625% 9/26/2023 EUR €597,908 716,802.62 0.016% 18.889%
332 NOMURA HOLDINGS INC SR UNSECURED 01/30 3.103 3.103% 1/16/2030 USD $701,159 712,026.27 0.016% 18.905%
333 PROCTER + GAMBLE CO/THE SR UNSECURED REGS 08/22 2 2.000% 8/16/2022 EUR €588,184 711,992.08 0.016% 18.921%
334 KFW GOVT GUARANT 02/26 2.05 2.050% 2/16/2026 JPY ¥70,543,455 708,042.88 0.016% 18.937%
335 BARCLAYS PLC SR UNSECURED 03/25 3.65 3.650% 3/16/2025 USD $657,699 706,875.03 0.016% 18.954%
336 COMMONWEALTH BANK AUST SR UNSECURED 144A 03/22 2.75 2.750% 3/10/2022 USD $687,594 703,689.13 0.016% 18.970%
337 JOHNSON + JOHNSON SR UNSECURED 01/22 0.25 0.250% 1/20/2022 EUR €596,588 702,954.02 0.016% 18.986%
338 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/29 3.04 3.040% 7/16/2029 USD $672,335 699,093.20 0.016% 19.002%
339 EUROPEAN UNION GOVT GUARANT REGS 04/33 1.25 1.250% 4/4/2033 EUR €518,538 695,360.05 0.016% 19.018%
340 SYSCO CORPORATION COMPANY GUAR 04/25 5.65 5.650% 4/1/2025 USD $597,908 695,249.00 0.016% 19.034%
341 NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648 2.648% 1/16/2025 USD $671,331 694,381.28 0.016% 19.050%
342 GENERAL MOTORS CO SR UNSECURED 10/25 6.125 6.125% 10/1/2025 USD $588,062 691,506.76 0.016% 19.065%
343 VISA INC SR UNSECURED 02/31 1.1 1.100% 2/15/2031 USD $758,532 690,211.08 0.016% 19.081%
344 TOTAL CAPITAL INTL SA COMPANY GUAR REGS 09/31 1.405 1.405% 9/3/2031 GBP £517,181 689,952.70 0.016% 19.097%
345 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 05/28 1.375 1.375% 5/12/2028 SEK kr5,703,918 687,545.24 0.016% 19.113%
346 AUST + NZ BANKING GROUP SR UNSECURED REGS 08/21 VAR 1.140% 8/16/2021 AUD $896,489 683,458.65 0.016% 19.128%
347 INTL BK RECON + DEVELOP SR UNSECURED 08/34 1.2 1.200% 8/8/2034 EUR €518,538 683,115.56 0.016% 19.144%
348 INTERPUBLIC GROUP COS SR UNSECURED 04/24 4.2 4.200% 4/15/2024 USD $621,317 682,559.67 0.016% 19.160%
349 PFIZER INC SR UNSECURED 03/29 3.45 3.450% 3/15/2029 USD $620,617 681,141.10 0.016% 19.175%
350 KILROY REALTY LP COMPANY GUAR 11/32 2.5 2.500% 11/15/2032 USD $724,053 679,981.43 0.016% 19.191%
351 BARCLAYS PLC SR UNSECURED 01/33 3.25 3.250% 1/17/2033 GBP £448,223 676,821.67 0.016% 19.206%
352 BERKSHIRE HATHAWAY FIN COMPANY GUAR 10/30 1.45 1.450% 10/15/2030 USD $724,053 675,739.22 0.015% 19.222%
353 SOCIETE GENERALE SR UNSECURED 144A 01/22 3.25 3.250% 1/12/2022 USD $661,131 675,317.16 0.015% 19.237%
354 GOLDMAN SACHS GROUP INC SR UNSECURED REGS 10/21 2.5 2.500% 10/18/2021 EUR €562,691 670,241.01 0.015% 19.253%
355 WHIRLPOOL CORP SR UNSECURED 03/23 3.7 3.700% 3/1/2023 USD $632,730 669,891.43 0.015% 19.268%
356 GLOBAL PAYMENTS INC SR UNSECURED 02/25 2.65 2.650% 2/15/2025 USD $627,803 659,619.95 0.015% 19.283%
357 JM SMUCKER CO COMPANY GUAR 03/25 3.5 3.500% 3/15/2025 USD $605,339 657,201.33 0.015% 19.298%
358 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/21 2.058 2.058% 7/14/2021 USD $650,961 654,245.30 0.015% 19.313%
359 VENTAS REALTY LP COMPANY GUAR 04/24 3.5 3.500% 4/15/2024 USD $601,340 648,088.54 0.015% 19.328%
360 TORONTO DOMINION BANK SR UNSECURED REGS 07/23 0.625 0.625% 7/20/2023 EUR €541,549 648,063.13 0.015% 19.343%
361 GOLDMAN SACHS GROUP INC SR UNSECURED 01/25 3.5 3.500% 1/23/2025 USD $597,908 645,232.46 0.015% 19.358%