N-MFP2 0000896162 XXXXXXXX 2017-10-31 0000896162 S31KDR2I4VDC432ELJ36 S000028293 1 N N Dimensional Fund Advisors LP 801-16283 PricewaterhouseCoopers LLP Philadelphia PA Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N N Prime N 22 59 6503169041.79 6207573887.66 6011857744.60 5662747232.36 10904498847.18 10565050432.66 9883803121.85 9443921012.34 0.2368 0.2198 0.2255 0.2202 0.3971 0.3741 0.3708 0.3672 471484878.38 24943168387.38 24943168387.38 10925238.66 149132499.10 25276446005.32 2184375569.83 0.0126 11.5720 11.5720 11.5720 11.5720 C000086468 1.00 25276446005.32 2184375569.83 11.5720 11.5720 11.5720 11.5720 2471014304.30 1957208862.28 2270081959.79 1569373372.63 2571178292.05 3960500808.73 1394669054.48 2341241477.48 9347576074.11 10882586335.20 0.0121 N ANZ NEW ZEALAND INTERNATIONAL LTD. ANZ New Zealand International, Ltd., 1.4150% 00182HFY3 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-10 2018-07-10 2018-07-10 N N N 0.0141 50001400.00 50001400.00 0.0020 N N N APPLE COMPUTER INC. Apple, Inc., 1.1000% 03785DY83 HWUPKR0MPOU8FGXBT394 0000320193 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0110 149963299.50 149963299.50 0.0059 N N N APPLE COMPUTER INC. Apple, Inc., 1.5606% 037833AG5 HWUPKR0MPOU8FGXBT394 US037833AG56 0000320193 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2018-05-03 2018-05-03 N N N 0.0156 231718858.84 231718858.84 0.0092 N N N APPLE COMPUTER INC. Apple, Inc., 1.1400% 03785DZJ8 HWUPKR0MPOU8FGXBT394 0000320193 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-18 2017-12-18 2017-12-18 N N N 0.0114 149772400.50 149772400.50 0.0059 N N N ARCHER-DANIELS-MIDLAND CO. Archer-Daniels-Midland, 1.1200% 03948GY23 549300LO13MQ9HYSTR83 0000007084 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0112 99993756.00 99993756.00 0.0040 N Y N ARCHER-DANIELS-MIDLAND CO. Archer-Daniels-Midland, 1.1300% 03948GY64 549300LO13MQ9HYSTR83 0000007084 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-06 2017-11-06 2017-11-06 N N N 0.0113 79984946.40 79984946.40 0.0032 N Y N AUSTRALIA & NEW ZEALAND BANKING GROUP Australia & New Zealand Banking Group, 1.2100% 05253AYE4 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-14 2017-11-14 2017-11-14 N N N 0.0121 79962386.40 79962386.40 0.0032 N N N AUSTRALIA & NEW ZEALAND BANKING GROUP Australia & New Zealand Banking Group, 1.8750% 05253JAD3 JHE42UYNWWTJB8YTTU19 US05253JAD37 0001300064 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2017-11-15 2018-05-15 2018-05-15 N N N 0.0187 8319561.61 8319561.61 0.0003 N N N AUSTRALIA & NEW ZEALAND BANKING GROUP Australia & New Zealand Banking Group, 1.3978% 05253MHF4 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2018-08-07 2018-08-07 N N N 0.0140 59996820.00 59996820.00 0.0024 N N N AUSTRALIA & NEW ZEALAND BANKING GROUP Australia & New Zealand Banking Group, 1.3979% 00182HFG2 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-24 2018-05-24 2018-05-24 N N N 0.0140 100015100.00 100015100.00 0.0040 N N N AUSTRALIA & NEW ZEALAND BANKING GROUP Australia & New Zealand Banking Group, 1.7992% 05252ACG4 JHE42UYNWWTJB8YTTU19 US05252ACG40 0001300064 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-01-16 2018-01-16 2018-01-16 N N N 0.0180 14012223.82 14012223.82 0.0006 N N N AUSTRALIA & NEW ZEALAND BANKING GROUP Australia & New Zealand Banking Group, 1.7992% 05252BCG2 JHE42UYNWWTJB8YTTU19 US05252BCG23 0001300064 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-01-16 2018-01-16 2018-01-16 N N N 0.0180 11199770.32 11199770.32 0.0004 N N N AUTOMATIC DATA PROCESSING INC. Automatic Data Processing, Inc., 1.1200% 0530A2Y20 HGBOLILQXWER4SAL2I23 0000008670 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0112 99993756.00 99993756.00 0.0040 N Y N BANK NEDERLAND Bank Nederlandse Gemeent, 1.2200% 62944GY80 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0122 44987790.15 44987790.15 0.0018 N N N BANK NEDERLAND Bank Nederlandse Gemeent, 1.2200% 62944GY64 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2017-11-06 2017-11-06 N N N 0.0122 174964445.25 174964445.25 0.0069 N Y N BANK NEDERLAND Bank Nederlandse Gemeent, 1.2300% 62944GYD9 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-13 2017-11-13 2017-11-13 N N N 0.0123 199911312.00 199911312.00 0.0079 N N N BANK NEDERLAND Bank Nederlandse Gemeent, 1.2200% 62944GYA5 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-10 2017-11-10 2017-11-10 N N N 0.0122 229921800.00 229921800.00 0.0091 N N N BANK OF AMERICA CORP. Bank of America Corp., 1.0500% 9DJT3UXIJIZJI4WXO774 0000070858 BAC117B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-03-31 2.125000 153159400.00 153000076.36 U.S. Treasuries (including strips) Y Moody's Baa1 Standard & Poor's BBB+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 150000000.00 150000000.00 0.0059 N Y N BANK OF MONTREAL CHICAGO Bank of Montreal, 1.5150% 06427KWB9 NQQ6HPCNCCU6TUTQYE16 US06427KWB96 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-11-08 2018-05-08 2018-05-08 N N N 0.0151 100058100.00 100058100.00 0.0040 N N N BANK OF MONTREAL CHICAGO Bank of Montreal, 1.7772% 06427KPJ0 NQQ6HPCNCCU6TUTQYE16 US06427KPJ06 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-11-11 2018-01-11 2018-01-11 N N N 0.0178 100104700.00 100104700.00 0.0040 N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.6472% 06417GRK6 L3I9ZG2KFGXZ61BMYR72 US06417GRK66 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-12-08 2017-12-08 2017-12-08 N N N 0.0165 100046200.00 100046200.00 0.0040 N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.4964% 06417LEM5 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2018-01-11 2018-04-11 2018-04-11 N N N 0.0150 100054100.00 100054100.00 0.0040 N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.4850% 06417GUB2 L3I9ZG2KFGXZ61BMYR72 US06417GUB21 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-12-20 2018-03-20 2018-03-20 N N N 0.0148 100058300.00 100058300.00 0.0040 N N N BANQUE ET CAISSE Banque Et Caisse d'Epargne de l'Etat, 1.2800% 0667K1AP6 R7CQUF1DQM73HUTV1078 0001399253 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-23 2018-01-23 2018-01-23 N N N 0.0128 29561722.17 29561722.17 0.0012 N N N BARCLAYS BANK PLC Barclays Capital, Inc., 1.0500% AC28XWWI3WIBK2824319 0000312069 BCG317B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-01-31 1.125000 289116000.00 288573907.50 U.S. Treasuries (including strips) USTR 2018-06-15 1.125000 3000000.00 3008045.41 U.S. Treasuries (including strips) USTR 2019-09-30 1.000000 96000.00 95046.76 U.S. Treasuries (including strips) USTR 2022-11-15 1.625000 29999900.00 29675342.66 U.S. Treasuries (including strips) USTR 2017-11-30 0.625000 390900.00 391738.07 U.S. Treasuries (including strips) USTR 2018-02-28 0.750000 64145900.00 64126259.30 U.S. Treasuries (including strips) USTR 2019-02-28 1.375000 4500000.00 4502692.08 U.S. Treasuries (including strips) USTR 2019-04-30 1.250000 3199800.00 3186800.81 U.S. Treasuries (including strips) USTR 2023-07-31 1.250000 187524800.00 179460295.98 U.S. Treasuries (including strips) USTR 2018-07-31 0.750000 118201600.00 117855860.32 U.S. Treasuries (including strips) USTR 2020-02-15 3.625000 1694800.00 1783656.11 U.S. Treasuries (including strips) USTR 2017-11-16 0.000000 800.00 799.66 U.S. Treasuries (including strips) USTR 2019-03-31 1.625000 100.00 100.29 U.S. Treasuries (including strips) USTR 2020-10-31 1.375000 4737600.00 4688743.50 U.S. Treasuries (including strips) USTR 2019-09-15 0.875000 900.00 889.51 U.S. Treasuries (including strips) USTR 2019-11-30 1.500000 1000.00 1004.08 U.S. Treasuries (including strips) USTR 2020-08-15 2.625000 110207800.00 113585534.30 U.S. Treasuries (including strips) USTR 2019-02-15 0.750000 400.00 396.80 U.S. Treasuries (including strips) USTR 2018-11-30 1.250000 3909700.00 3920355.53 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 1098000.00 1142539.36 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A- 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 800000000.00 800000000.00 0.0317 N Y N BERKSHIRE HATHAWAY FINANCE Berkshire Hathaway Finance, 1.6567% 084664CD1 5493000C01ZX7D35SD85 US084664CD12 0001456061 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-01-12 2018-01-12 2018-01-12 N N N 0.0166 34313684.85 34313684.85 0.0014 N N N BRISTOL-MYERS SQUIBB CO. Bristol-Myers Squibb Co., 1.1300% 11012LZ58 HLYYNH7UQUORYSJQCN42 0000014272 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-05 2017-12-05 2017-12-05 N N N 0.0113 69923437.50 69923437.50 0.0028 N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 1.2200% 12800AZ56 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-05 2017-12-05 2017-12-05 N N N 0.0122 99881681.00 99881681.00 0.0040 N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 1.2000% 12800AYM0 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-21 2017-11-21 2017-11-21 N N N 0.0120 99930117.00 99930117.00 0.0040 N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 1.1700% 12800AY32 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2017-11-03 2017-11-03 N N N 0.0117 99990225.00 99990225.00 0.0040 N Y N CHEVRONTEXACO CORP. Chevron Corp., 1.6714% 166764AX8 US166764AX89 0000093410 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2017-11-09 2017-11-09 2017-11-09 N N N 0.0167 13220980.13 13220980.13 0.0005 N N N COLGATE-PALMOLIVE CO. Colgate-Palmolive Co., 1.1000% 19416EY68 YMEGZFW4SBUSS5BQXF88 0000021665 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2017-11-06 2017-11-06 N N N 0.0110 49990841.50 49990841.50 0.0020 N Y N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.4250% 20272AYS9 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2018-10-05 2018-10-05 N N N 0.0143 119986560.00 119986560.00 0.0047 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.4050% 20272AXG6 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2018-06-01 2018-06-01 N N N 0.0140 45011430.00 45011430.00 0.0018 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.6489% 20272AVV5 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-22 2018-02-15 2018-02-15 N N N 0.0165 120123360.00 120123360.00 0.0048 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.6978% 20272AVQ6 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-09 2018-02-02 2018-02-02 N N N 0.0170 100107500.00 100107500.00 0.0040 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.7578% 20272AUZ7 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-19 2017-12-14 2017-12-14 N N N 0.0176 150099900.00 150099900.00 0.0059 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.5750% 20272AWA0 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2018-03-02 2018-03-02 N N N 0.0157 100088200.00 100088200.00 0.0040 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.4150% 20272AWZ5 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-02 2018-05-02 2018-05-02 N N N 0.0141 29009135.00 29009135.00 0.0011 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.5389% 20272AWJ1 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-23 2018-03-23 2018-03-23 N N N 0.0154 75062250.00 75062250.00 0.0030 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.5589% 20272AWC6 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-21 2018-03-16 2018-03-16 N N N 0.0156 70061600.00 70061600.00 0.0028 N N N DBS BANK LTD. DBS Bank, Ltd., 1.2300% 23305DY17 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0123 72697510.03 72697510.03 0.0029 N Y N ELI LILLY & CO. ELI Lilly & Co., 1.1000% 53245PY69 FRDRIPF3EKNDJ2CQJL29 0000059478 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2017-11-06 2017-11-06 N N N 0.0110 99981683.00 99981683.00 0.0040 N Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.1700% 29604CYH9 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-17 2017-11-17 2017-11-17 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0117 19988921.60 19988921.60 0.0008 N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.3500% 29604DAG5 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-16 2018-01-16 2018-01-16 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0135 43375138.04 43375138.04 0.0017 N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.2000% 29604CZ62 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-06 2017-12-06 2017-12-06 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0120 149820600.00 149820600.00 0.0059 N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.2000% 29604CZ47 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-04 2017-12-04 2017-12-04 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0120 149830849.50 149830849.50 0.0059 N N N EUROPEAN INVESTMENT BANK European Investment Bank, 1.2578% 29878TCT9 5493006YXS1U5GIHE750 US29878TCT97 0000033745 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2018-07-06 2018-07-06 N N N 0.0126 23575205.01 23575205.01 0.0009 N N N EXPORT DEVELOPMENT CANADA CORP. Export Development Canada Corp., 1.1000% 30215GY30 Z6MHCSLXHKYG4B6PHW02 0000276328 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2017-11-03 2017-11-03 N Y Canada Pension Plan Investment Board 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0110 15648571.94 15648571.94 0.0006 N Y N EXXON MOBIL CORP. Exxon Mobil Corp., 1.0600% 30229AY37 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2017-11-03 2017-11-03 N N N 0.0106 49995579.00 49995579.00 0.0020 N Y N EXXON MOBIL CORP. Exxon Mobil Corp., 1.0700% 30229AY78 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2017-11-07 2017-11-07 N N N 0.0107 199958388.00 199958388.00 0.0079 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1000% 313385RH1 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-03 2018-01-03 2018-01-03 N N N 0.0110 199608000.00 199608000.00 0.0079 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1100% 313385RQ1 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-10 2018-01-10 2018-01-10 N N N 0.0111 99782200.00 99782200.00 0.0039 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0200% 313385RA6 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-12-27 2017-12-27 2017-12-27 N N N 0.0102 99838200.00 99838200.00 0.0039 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0200% 313385QT6 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-12-20 2017-12-20 2017-12-20 N N N 0.0102 99858400.00 99858400.00 0.0040 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0200% 313385QV1 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-12-22 2017-12-22 2017-12-22 N N N 0.0102 69896890.00 69896890.00 0.0028 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1100% 313385SG2 US313385SG20 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-26 2018-01-26 2018-01-26 N N N 0.0111 99732400.00 99732400.00 0.0039 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1100% 313385SM9 US313385SM97 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-31 2018-01-31 2018-01-31 N N N 0.0111 74787675.00 74787675.00 0.0030 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1100% 313385SE7 US313385SE71 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-24 2018-01-24 2018-01-24 N N N 0.0111 99738700.00 99738700.00 0.0039 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1100% 313385RX6 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-17 2018-01-17 2018-01-17 N N N 0.0111 199520800.00 199520800.00 0.0079 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1100% 313385SD9 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-23 2018-01-23 2018-01-23 N N N 0.0111 99741800.00 99741800.00 0.0039 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0200% 313385QL3 US313385QL33 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-12-13 2017-12-13 2017-12-13 N N N 0.0102 99878700.00 99878700.00 0.0040 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.8800% 313385NZ5 US313385NZ55 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0088 199960800.00 199960800.00 0.0079 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.9100% 313385PB6 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-10 2017-11-10 2017-11-10 N N N 0.0091 99974700.00 99974700.00 0.0040 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.9400% 313385PG5 US313385PG56 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0094 99960700.00 99960700.00 0.0040 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0769% 313385NS1 US313385NS13 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0050 100000000.00 100000000.00 0.0040 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6700% 313385NU6 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2017-11-03 2017-11-03 N N N 0.0067 74995800.00 74995800.00 0.0030 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.8600% 313385NY8 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2017-11-07 2017-11-07 N N N 0.0086 99983200.00 99983200.00 0.0040 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.9800% 313385PW0 US313385PW07 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-29 2017-11-29 2017-11-29 N N N 0.0098 149882100.00 149882100.00 0.0059 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0100% 313385QF6 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-12-08 2017-12-08 2017-12-08 N N N 0.0101 49946550.00 49946550.00 0.0020 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0100% 313385QD1 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-12-06 2017-12-06 2017-12-06 N N N 0.0101 199797800.00 199797800.00 0.0079 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.9500% 313385PJ9 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-17 2017-11-17 2017-11-17 N N N 0.0095 199910200.00 199910200.00 0.0079 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.9600% 313385PP5 US313385PP55 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-22 2017-11-22 2017-11-22 N N N 0.0096 149911650.00 149911650.00 0.0059 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.9700% 313385PR1 US313385PR12 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-24 2017-11-24 2017-11-24 N N N 0.0097 99935500.00 99935500.00 0.0040 N Y N GE CAPITAL TREASURY SERVICES US LLC GE Capital Treasury LLC, 1.3300% 36164LEB1 549300WQ8JPKVFVYEF86 0000040545 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-05 2017-12-04 2017-12-04 N N N 0.0133 75009900.00 75009900.00 0.0030 N N N GE CAPITAL TREASURY SERVICES US LLC GE Capital Treasury LLC, 1.3478% 36164LED7 549300WQ8JPKVFVYEF86 0000040545 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-05 2017-12-20 2017-12-20 N N N 0.0135 75013575.00 75013575.00 0.0030 N N N GE CAPITAL TREASURY SERVICES US LLC GE Capital Treasury LLC, 1.2000% 36164JZC1 549300WQ8JPKVFVYEF86 0000040545 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-12 2017-12-12 2017-12-12 N N N 0.0120 74895000.00 74895000.00 0.0030 N N N GE CAPITAL TREASURY SERVICES US LLC GE Capital Treasury LLC, 1.1800% 36164JZ72 549300WQ8JPKVFVYEF86 0000040545 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-07 2017-12-07 2017-12-07 N N N 0.0118 74908810.50 74908810.50 0.0030 N N N GE CAPITAL TREASURY SERVICES US LLC GE Capital Treasury LLC, 1.2300% 36164JZK3 549300WQ8JPKVFVYEF86 0000040545 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-19 2017-12-19 2017-12-19 N N N 0.0123 79866175.20 79866175.20 0.0032 N N N GENERAL ELECTRIC CO. (U.S.) General Electric Capital Corp., 1.2100% 36960LZE8 3C7474T6CDKPR9K6YT90 0000040545 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-14 2017-12-14 2017-12-14 N N N 0.0121 199704956.00 199704956.00 0.0079 N N N GENERAL ELECTRIC CO. (U.S.) General Electric Capital Corp., 1.5817% 36962GX66 3C7474T6CDKPR9K6YT90 US36962GX669 0000040545 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2018-08-07 2018-08-07 N N N 0.0158 1001273.93 1001273.93 0.0000 N N N GENERAL ELECTRIC CO. (U.S.) General Electric Capital Corp., 2.0450% 36962G6X7 3C7474T6CDKPR9K6YT90 US36962G6X77 0000040545 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-01-02 2018-04-02 2018-04-02 N N N 0.0204 9497963.87 9497963.87 0.0004 N N N GENERAL ELECTRIC CO. (U.S.) General Electric Capital Corp., 1.1700% 36960LZ40 3C7474T6CDKPR9K6YT90 0000040545 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-04 2017-12-04 2017-12-04 N N N 0.0117 199778434.00 199778434.00 0.0079 N N N GOLDMAN SACHS GROUP INC. Goldman Sachs & Co., 1.0400% FOR8UP27PHTHYVLBNG30 0000886982 GOL217B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2026-09-24 1.875000 400000.00 379886.00 Agency Debentures and Agency Strips USTR 2020-08-15 8.750000 42919000.00 51973392.84 U.S. Treasuries (including strips) GNMA 2042-12-20 3.000000 2934460.00 1478711.51 Agency Mortgage-Backed Securities GNMA 2042-09-15 3.000000 682965.00 221802.15 Agency Mortgage-Backed Securities GNMA 2042-10-20 3.000000 1113872.00 489365.54 Agency Mortgage-Backed Securities GNMA 2043-06-15 3.000000 71054.00 46567.99 Agency Mortgage-Backed Securities GNMA 2035-11-20 6.000000 5741304.00 1600675.84 Agency Mortgage-Backed Securities GNMA 2035-03-20 6.000000 691172.00 175884.29 Agency Mortgage-Backed Securities GNMA 2042-04-20 3.500000 1977364.00 727559.68 Agency Mortgage-Backed Securities GNMA 2042-08-20 4.500000 5392032.00 1312478.09 Agency Mortgage-Backed Securities GNMA 2042-10-20 3.500000 4269792.00 1897544.35 Agency Mortgage-Backed Securities GNMA 2042-11-20 3.500000 3539000.00 1547102.26 Agency Mortgage-Backed Securities GNMA 2028-01-20 3.000000 47000.00 20658.65 Agency Mortgage-Backed Securities GNMA 2043-09-20 3.500000 200000.00 101932.30 Agency Mortgage-Backed Securities GNMA 2043-12-20 3.500000 200000.00 91310.49 Agency Mortgage-Backed Securities GNMA 2029-04-20 3.500000 485000.00 114929.29 Agency Mortgage-Backed Securities GNMA 2045-06-20 5.000000 601174.00 259275.44 Agency Mortgage-Backed Securities GNMA 2047-02-20 4.500000 1113672.00 1026824.78 Agency Mortgage-Backed Securities GNMA 2047-05-20 5.000000 1498292.00 1635862.17 Agency Mortgage-Backed Securities GNMA 2047-07-20 4.000000 1634398.00 1724420.80 Agency Mortgage-Backed Securities GNMA 2047-04-20 4.500000 1304708.00 1419680.47 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 1318132.00 1387977.53 Agency Mortgage-Backed Securities GNMA 2052-08-15 3.240000 500000.00 515504.42 Agency Mortgage-Backed Securities GNMA 2047-06-15 5.000000 542577.00 534615.27 Agency Mortgage-Backed Securities GNMA 2052-08-15 3.000000 200000.00 204340.11 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.500000 1497940.00 1619517.44 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.000000 1376098.00 1457010.19 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 1299058.00 1370580.57 Agency Mortgage-Backed Securities GNMA 2047-07-20 4.000000 3606508.00 3791824.78 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.000000 1909914.00 2020304.00 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.000000 7942872.00 8434588.40 Agency Mortgage-Backed Securities GNMA 2047-07-20 3.500000 3031588.00 3157742.25 Agency Mortgage-Backed Securities GNMA 2047-09-20 4.000000 2742484.00 2907776.38 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.500000 18863456.00 19645877.76 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 7114488.00 7409251.74 Agency Mortgage-Backed Securities GNMA 2047-09-15 3.500000 47331.00 49304.28 Agency Mortgage-Backed Securities GNMA 2043-02-20 3.000000 5555000.00 3604897.38 Agency Mortgage-Backed Securities GNMA 2043-03-20 3.000000 653000.00 420509.39 Agency Mortgage-Backed Securities GNMA 2044-04-20 4.000000 570000.00 412664.30 Agency Mortgage-Backed Securities GNMA 2044-02-20 4.000000 2622044.00 1060266.39 Agency Mortgage-Backed Securities GNMA 2043-10-20 3.500000 5520816.00 3465695.12 Agency Mortgage-Backed Securities GNMA 2044-06-15 4.000000 3000000.00 2006644.52 Agency Mortgage-Backed Securities GNMA 2043-11-20 3.500000 2050128.00 1274811.73 Agency Mortgage-Backed Securities GNMA 2045-05-20 3.750000 1514446.00 1385574.79 Agency Mortgage-Backed Securities GNMA 2044-12-20 4.000000 2520000.00 1460996.75 Agency Mortgage-Backed Securities GNMA 2045-01-20 4.000000 2550344.00 1519434.42 Agency Mortgage-Backed Securities GNMA 2030-01-15 3.000000 2039044.00 1500520.74 Agency Mortgage-Backed Securities GNMA 2044-12-20 4.000000 2353064.00 1365276.88 Agency Mortgage-Backed Securities GNMA 2045-01-20 4.000000 1413750.00 1298022.58 Agency Mortgage-Backed Securities GNMA 2045-03-20 4.000000 1853854.00 1690140.34 Agency Mortgage-Backed Securities GNMA 2045-03-20 3.500000 1521136.00 1082215.47 Agency Mortgage-Backed Securities GNMA 2046-02-20 3.500000 1733128.00 1652745.29 Agency Mortgage-Backed Securities GNMA 2045-12-20 3.500000 5186736.00 4241781.41 Agency Mortgage-Backed Securities GNMA 2046-03-20 4.000000 1768794.00 1826415.02 Agency Mortgage-Backed Securities GNMA 2046-06-20 3.500000 2083932.00 1955863.83 Agency Mortgage-Backed Securities GNMA 2046-05-20 3.500000 300000.00 289649.45 Agency Mortgage-Backed Securities GNMA 2046-07-20 4.000000 1898012.00 1955247.45 Agency Mortgage-Backed Securities GNMA 2046-07-20 4.000000 3256056.00 1750890.18 Agency Mortgage-Backed Securities GNMA 2046-11-20 4.000000 1694124.00 1770174.63 Agency Mortgage-Backed Securities GNMA 2046-08-20 3.000000 1123940.00 1035084.12 Agency Mortgage-Backed Securities GNMA 2052-08-15 3.030000 500000.00 511430.22 Agency Mortgage-Backed Securities GNMA 2046-09-20 3.500000 1313826.00 1337256.93 Agency Mortgage-Backed Securities GNMA 2046-10-20 4.000000 2045392.00 1900957.46 Agency Mortgage-Backed Securities GNMA 2046-10-20 4.000000 2494128.00 1481764.40 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.500000 1307742.00 1426768.77 Agency Mortgage-Backed Securities GNMA 2047-05-15 5.000000 8893.00 8912.16 Agency Mortgage-Backed Securities GNMA 2047-07-20 4.000000 1156334.00 1221931.32 Agency Mortgage-Backed Securities GNMA 2047-02-20 4.000000 1726020.00 1812322.87 Agency Mortgage-Backed Securities GNMA 2047-03-20 4.000000 1200366.00 1258609.38 Agency Mortgage-Backed Securities GNMA 2052-07-15 3.030000 500000.00 510574.69 Agency Mortgage-Backed Securities GNMA 2052-07-15 3.310000 9436600.00 9771048.65 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.000000 1237680.00 1305270.75 Agency Mortgage-Backed Securities GNMA 2034-05-20 4.000000 5540690.00 1241222.04 Agency Mortgage-Backed Securities GNMA 2032-01-15 6.000000 118802.00 9002.65 Agency Mortgage-Backed Securities GNMA 2033-09-15 5.000000 17998200.00 1343455.85 Agency Mortgage-Backed Securities GNMA 2033-08-15 6.000000 1000834.00 113941.12 Agency Mortgage-Backed Securities GNMA 2033-11-20 4.500000 130000.00 10927.86 Agency Mortgage-Backed Securities GNMA 2034-07-20 5.000000 1799990.00 142494.60 Agency Mortgage-Backed Securities GNMA 2033-09-20 4.500000 2960540.00 263899.99 Agency Mortgage-Backed Securities GNMA 2034-09-20 5.000000 105000.00 8180.45 Agency Mortgage-Backed Securities GNMA 2036-02-20 5.500000 605000.00 37416.08 Agency Mortgage-Backed Securities GNMA 2038-09-20 6.000000 80800000.00 3418925.52 Agency Mortgage-Backed Securities GNMA 2039-12-20 5.000000 634261.00 109975.59 Agency Mortgage-Backed Securities GNMA 2040-06-20 4.500000 240000.00 49906.94 Agency Mortgage-Backed Securities GNMA 2044-12-15 4.500000 2615744.00 1288746.94 Agency Mortgage-Backed Securities GNMA 2040-03-15 5.000000 10517184.00 1291254.68 Agency Mortgage-Backed Securities GNMA 2041-02-15 4.500000 1583000.00 273505.76 Agency Mortgage-Backed Securities GNMA 2035-12-15 4.500000 589365.00 69464.35 Agency Mortgage-Backed Securities GNMA 2042-01-15 3.500000 394500.00 144531.71 Agency Mortgage-Backed Securities GNMA 2033-02-15 6.000000 1942484.00 51909.33 Agency Mortgage-Backed Securities GNMA 2041-03-15 6.000000 26917.00 8521.65 Agency Mortgage-Backed Securities GNMA 2040-03-15 5.500000 3000000.00 2043099.26 Agency Mortgage-Backed Securities GNMA 2038-01-15 3.000000 3957528.00 2686893.62 Agency Mortgage-Backed Securities GNMA 2035-01-15 4.000000 4471832.00 1314311.28 Agency Mortgage-Backed Securities GNMA 2045-08-15 4.000000 36000.00 32797.01 Agency Mortgage-Backed Securities GNMA 2034-01-20 4.500000 9869920.00 996012.91 Agency Mortgage-Backed Securities GNMA 2024-12-15 6.500000 1655604.00 148457.27 Agency Mortgage-Backed Securities GNMA 2043-09-15 3.500000 704433.00 447891.49 Agency Mortgage-Backed Securities GNMA 2039-04-15 4.500000 836938.00 59263.39 Agency Mortgage-Backed Securities GNMA 2038-11-15 5.500000 1322142.00 77129.81 Agency Mortgage-Backed Securities GNMA 2024-02-15 6.000000 979530.00 129695.55 Agency Mortgage-Backed Securities GNMA 2039-02-15 5.500000 188069.00 20114.18 Agency Mortgage-Backed Securities GNMA 2040-05-15 4.500000 900000.00 617369.02 Agency Mortgage-Backed Securities GNMA 2039-07-15 4.500000 768447.00 225232.31 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 200000000.00 200000000.00 0.0079 N Y N HSBC USA INC. HSBC Securities (USA), Inc., 1.0300% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB117B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N NOTE 2024-08-15 2.375000 3287000.00 3336547.89 U.S. Treasuries (including strips) TFRN 2018-10-31 0.510000 21400000.00 21442799.45 U.S. Treasuries (including strips) NOTE 2020-07-31 2.000000 50404600.00 51051003.56 U.S. Treasuries (including strips) CASH 2018-01-01 0.000000 28930000.00 28930000.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 100000000.00 100000000.00 0.0040 N Y N JPMORGAN CHASE & CO. JPMorgan Securities, 1.0600% 8I5DZWZKVSZI1NUHU748 0000019617 JPM317B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N CASH 2018-01-01 0.000000 24795000.00 24795000.00 U.S. Treasuries (including strips) FHFR 2018-02-23 0.000000 200000000.00 200007987.02 Agency Debentures and Agency Strips FHOR 2026-12-22 3.400000 500000.00 506106.62 Agency Debentures and Agency Strips FHOR 2027-01-26 3.200000 5000000.00 5044122.34 Agency Debentures and Agency Strips FHOR 2027-02-03 3.040000 8035000.00 8100493.72 Agency Debentures and Agency Strips FHFR 2018-04-13 0.707000 84675000.00 84719312.86 Agency Debentures and Agency Strips FHOR 2018-09-07 1.000000 2000000.00 1994699.95 Agency Debentures and Agency Strips FMZC 2019-09-03 0.000000 8000.00 7730.32 Agency Debentures and Agency Strips FMIN 2025-09-15 0.000000 9858000.00 8033579.57 Agency Debentures and Agency Strips FMIN 2026-09-15 0.000000 2711000.00 2129843.06 Agency Debentures and Agency Strips FMIN 2027-07-15 0.000000 6172000.00 4705285.78 Agency Debentures and Agency Strips FHOR 2022-10-26 2.280000 1470000.00 1469389.56 Agency Debentures and Agency Strips FHOR 2022-10-19 2.150000 990000.00 986393.10 Agency Debentures and Agency Strips FHOR 2027-03-30 3.090000 28380000.00 28433091.92 Agency Debentures and Agency Strips FHOR 2019-07-26 1.500000 850000.00 850916.61 Agency Debentures and Agency Strips FHOR 2022-09-20 2.000000 1550000.00 1541254.54 Agency Debentures and Agency Strips FNS1 2019-11-15 1.250000 74000.00 73688.74 Agency Debentures and Agency Strips FMNT 2019-09-27 1.500000 1816000.00 1814486.78 Agency Debentures and Agency Strips TVIN 2027-01-15 0.000000 78000.00 60467.94 Agency Debentures and Agency Strips FNS1 2019-06-13 1.400000 4865000.00 4863913.46 Agency Debentures and Agency Strips FNS1 2021-02-26 1.375000 500000.00 493631.27 Agency Debentures and Agency Strips FNS1 2018-10-19 1.125000 375000.00 373798.10 Agency Debentures and Agency Strips FHOR 2022-10-26 2.280000 52695000.00 52602608.26 Agency Debentures and Agency Strips NOTE 2024-01-31 2.250000 55000.00 55578.94 U.S. Treasuries (including strips) NOTE 2020-08-31 1.375000 4250000.00 4220016.06 U.S. Treasuries (including strips) Y Moody's Aa3 Standard & Poor's A+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 400000000.00 400000000.00 0.0158 N Y N KFW BANKENGRUPPE Kreditanstalt Fur Wiederaufbau, 1.3600% 48246UAR7 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-25 2018-01-25 2018-01-25 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0136 169450124.80 169450124.80 0.0067 N N N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide Corp., 1.1900% 49436TY68 5493001TMCBEHPT4YE78 0000055785 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-06 2017-11-06 2017-11-06 N N N 0.0119 20595917.70 20595917.70 0.0008 N Y N KOCH RESOURCES LLC Koch Resources LLC, 1.1600% 50000AY97 UDRKF4NTOOY4GOLNZS16 0000923338 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-09 2017-11-09 2017-11-09 N N N 0.0116 49985475.00 49985475.00 0.0020 N N N KOCH RESOURCES LLC Koch Resources LLC, 1.1500% 50000AY22 UDRKF4NTOOY4GOLNZS16 0000923338 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0115 49996794.50 49996794.50 0.0020 N Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.2100% 51489GZ75 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-12-07 2017-12-07 2017-12-07 N N N 0.0121 129838062.90 129838062.90 0.0051 N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.2000% 51489GY68 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-06 2017-11-06 2017-11-06 N N N 0.0120 164966945.55 164966945.55 0.0065 N Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.2000% 51489GY19 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0120 199993334.00 199993334.00 0.0079 N Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.2000% 51489GY27 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0120 249983332.50 249983332.50 0.0099 N Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.2100% 51489GYU5 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-28 2017-11-28 2017-11-28 N N N 0.0121 29971790.10 29971790.10 0.0012 N N N L'OREAL L'Oreal USA, Inc., 1.0900% 50211TY26 529900MBZ0PRAP172T60 0001219156 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0109 59996353.20 59996353.20 0.0024 N Y N MASSACHUSETTS MUTUAL LIFE INSURANCE CO. Massachusetts Mutual Life Co., 1.1600% 57576JYA4 R6ZXK5P01NP6HXSY1S07 0000225602 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-10 2017-11-10 2017-11-10 N N N 0.0116 24991916.75 24991916.75 0.0010 N N N MASSACHUSETTS MUTUAL LIFE INSURANCE CO. Massachusetts Mutual Life Co., 1.1600% 57576JY97 R6ZXK5P01NP6HXSY1S07 0000225602 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-09 2017-11-09 2017-11-09 N N N 0.0116 24992737.50 24992737.50 0.0010 N N N MERCK & CO. INC. Merck & Co., Inc., 1.6767% 58933YAH8 4YV9Y5M8S0BRK1RP0397 US58933YAH80 0001220372 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2017-11-18 2018-05-18 2018-05-18 N N N 0.0167 26750573.27 26750573.27 0.0011 N N N MERCK & CO. INC. Merck & Co., Inc., 1.1100% 58934AYF7 4YV9Y5M8S0BRK1RP0397 0001220372 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0111 274872812.50 274872812.50 0.0109 N N N MICROSOFT CORP. Microsoft Corp., 1.1400% 59515MZE8 INR2EJN1ERAN0W5ZP974 0000789019 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-14 2017-12-14 2017-12-14 N N N 0.0114 229681220.00 229681220.00 0.0091 N N N MIZUHO SECURITIES USA INC. Mizuho Securities USA, Inc., 1.0500% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ117B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-05-15 3.125000 931200.00 986579.60 U.S. Treasuries (including strips) USTR 2019-01-31 1.212900 33032000.00 33195046.96 U.S. Treasuries (including strips) USTR 2025-05-15 2.125000 188744100.00 188794840.36 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 79787100.00 83023590.00 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 300000000.00 300000000.00 0.0119 N Y N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.6489% 63254GDQ5 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-16 2018-02-16 2018-02-16 N N N 0.0165 100101600.00 100101600.00 0.0040 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.5878% 63254GDX0 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2018-03-06 2018-03-06 N N N 0.0159 100089700.00 100089700.00 0.0040 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.3478% 63254GES0 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-11 2018-02-12 2018-02-12 N N N 0.0135 50006700.00 50006700.00 0.0020 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.4189% 63254GFK6 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-13 2018-10-12 2018-10-12 N N N 0.0142 39994360.00 39994360.00 0.0016 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 2.0025% 6325C0DD0 F8SB4JFBSYQFRQEH3Z21 US6325C0DD08 0001414365 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-01-23 2018-07-23 2018-07-23 N N N 0.0199 1606307.20 1606307.20 0.0001 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 2.0025% 6325C1CF4 F8SB4JFBSYQFRQEH3Z21 US6325C1CF48 0001414365 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-01-23 2018-07-23 2018-07-23 N N N 0.0199 18070956.00 18070956.00 0.0007 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.3378% 63254GFA8 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2018-02-08 2018-02-08 N N N 0.0134 50005950.00 50005950.00 0.0020 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.3772% 63254GFG5 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-11 2018-06-11 2018-06-11 N N N 0.0138 49993200.00 49993200.00 0.0020 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.4189% 63254GFJ9 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-13 2018-09-13 2018-09-13 N N N 0.0142 149985750.00 149985750.00 0.0059 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.6561% 63254GDB8 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-06 2017-12-06 2017-12-06 N N N 0.0166 50022500.00 50022500.00 0.0020 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.5419% 63254GDL6 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2018-02-08 2018-02-08 N N N 0.0154 200166800.00 200166800.00 0.0079 N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps, 1.1900% 63975UZ13 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-01 2017-12-01 2017-12-01 N N N 0.0119 24974360.50 24974360.50 0.0010 N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps, 1.1700% 63975UYE6 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-14 2017-11-14 2017-11-14 N N N 0.0117 99954539.00 99954539.00 0.0040 N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschapsbank NV, 1.1700% 63975UYD8 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-13 2017-11-13 2017-11-13 N N N 0.0117 335901263.78 335901263.78 0.0133 N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps, 1.2000% 63975UZD7 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-13 2017-12-13 2017-12-13 N N N 0.0120 199712616.00 199712616.00 0.0079 N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps, 1.1500% 63975UY14 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0115 99996800.00 99996800.00 0.0040 N Y N NESTLE S.A. Nestle Capital Corp., 1.1600% 64105GZ56 549300VIRTXBZ81J0S95 0000792990 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-05 2017-12-05 2017-12-05 N N N 0.0116 46198064.95 46198064.95 0.0018 N N N NORDEA BANK AB Nordea Bank AB, 1.1600% 65558FY33 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2017-11-03 2017-11-03 N N N 0.0116 99990308.00 99990308.00 0.0040 N Y N NORDEA BANK AB Nordea Bank AB, 1.1900% 65558FYV1 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-29 2017-11-29 2017-11-29 N N N 0.0119 99904219.00 99904219.00 0.0040 N N N NORDEA BANK AB Nordea Bank AB, 1.2100% 65558FZK4 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-19 2017-12-19 2017-12-19 N N N 0.0121 99835442.00 99835442.00 0.0039 N N N NORDEA BANK AB Nordea Bank AB, 1.2000% 65558FZC2 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-12 2017-12-12 2017-12-12 N N N 0.0120 99859767.00 99859767.00 0.0040 N N N NOVARTIS AG Novartis Finance Corp., 1.1000% 6698M4Y89 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0110 29992659.90 29992659.90 0.0012 N N N NOVARTIS AG Novartis Finance Corp., 1.1000% 6698M4Y97 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-09 2017-11-09 2017-11-09 N N N 0.0110 29991735.00 29991735.00 0.0012 N N N NOVARTIS AG Novartis Finance Corp., 1.0900% 6698M4Y14 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0109 16249507.14 16249507.14 0.0006 N Y N NOVARTIS AG Novartis Finance Corp., 1.1000% 6698M4Y63 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2017-11-06 2017-11-06 N N N 0.0110 19996336.60 19996336.60 0.0008 N Y N NRW.BANK NRW.Bank, 1.2000% 62939LY37 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2017-11-03 2017-11-03 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0120 99990008.00 99990008.00 0.0040 N Y N NRW.BANK NRW Bank, 1.2600% 62939LYN3 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-22 2017-11-22 2017-11-22 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0126 199845634.00 199845634.00 0.0079 N N N NRW.BANK NRW.Bank, 1.2900% 62939LZ10 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-01 2017-12-01 2017-12-01 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0129 30965510.64 30965510.64 0.0012 N N N NRW.BANK NRW.Bank, 1.3100% 62939LZ85 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-08 2017-12-08 2017-12-08 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0131 57146172.56 57146172.56 0.0023 N N N NRW.BANK NRW.Bank, 1.2600% 62939LYM5 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-21 2017-11-21 2017-11-21 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0126 149889750.00 149889750.00 0.0059 N N N NRW.BANK NRW.Bank, 1.2400% 62939LYE3 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-14 2017-11-14 2017-11-14 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0124 99951894.00 99951894.00 0.0040 N N N NRW.BANK NRW.Bank, 1.2500% 62939LYH6 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-17 2017-11-17 2017-11-17 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0125 94944058.30 94944058.30 0.0038 N N N NRW.BANK NRW.Bank, 1.2600% 62939LYL7 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-20 2017-11-20 2017-11-20 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0126 99930167.00 99930167.00 0.0040 N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 1.2700% 67616RZK4 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-19 2017-12-19 2017-12-19 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0127 136703470.39 136703470.39 0.0054 N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 1.2300% 67616RYF6 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-15 2017-11-15 2017-11-15 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0123 84956437.50 84956437.50 0.0034 N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.2700% 69034AZ70 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-07 2017-12-07 2017-12-07 N N N 0.0127 99869267.00 99869267.00 0.0040 N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.3672% 69034CCS5 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-11 2018-01-12 2018-01-12 N N N 0.0137 76017252.00 76017252.00 0.0030 N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.3000% 69033LF53 5493007O3QFXCPOGWK22 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2017-11-07 2017-11-07 N N N 0.0122 200002940.00 200002940.00 0.0079 N Y N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.2500% 69034AYN6 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-22 2017-11-22 2017-11-22 N N N 0.0125 99923794.00 99923794.00 0.0040 N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.2600% 69034AYT3 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-27 2017-11-27 2017-11-27 N N N 0.0126 22328963.06 22328963.06 0.0009 N N N PFIZER INC. Pfizer, Inc., 1.1300% 71708EZC2 765LHXWGK1KXCLTFYQ30 0000078003 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-12 2017-12-12 2017-12-12 N N N 0.0113 112850764.29 112850764.29 0.0045 N N N PROCTER & GAMBLE CO. (THE) Procter & Gamble Co., 1.1200% 74271TYU1 2572IBTT8CCZW6AU4141 0000080424 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-28 2017-11-28 2017-11-28 N N N 0.0112 32630575.89 32630575.89 0.0013 N N N PSP CAPITAL PSP Capital, Inc., 1.1600% 69370AY73 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2017-11-07 2017-11-07 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0116 99977444.00 99977444.00 0.0040 N Y N PSP CAPITAL PSP Capital, Inc., 1.3222% 69368EAK6 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2017-11-03 2017-11-03 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0132 69000966.00 69000966.00 0.0027 N Y N PSP CAPITAL PSP Capital, Inc., 1.1800% 69370AYL2 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-20 2017-11-20 2017-11-20 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0118 49967305.50 49967305.50 0.0020 N N N QUEBEC PROVINCE Province of Quebec, 1.1300% 74800JZ57 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-05 2017-12-05 2017-12-05 N N N 0.0113 199781250.00 199781250.00 0.0079 N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 1.3978% 21684B2F0 DG3RU1DBUFHT4ZF9WN62 US21684B2F06 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-11-14 2018-07-12 2018-07-12 N N N 0.0140 99994400.00 99994400.00 0.0040 N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 1.3389% 21684B3C6 DG3RU1DBUFHT4ZF9WN62 US21684B3C65 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-11-16 2018-03-15 2018-03-15 N N N 0.0134 150002700.00 150002700.00 0.0059 N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 1.4178% 21684B3K8 DG3RU1DBUFHT4ZF9WN62 US21684B3K81 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-11-06 2018-10-05 2018-10-05 N N N 0.0142 99981500.00 99981500.00 0.0040 N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 1.3789% 21684B3D4 DG3RU1DBUFHT4ZF9WN62 US21684B3D49 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-11-20 2018-06-20 2018-06-20 N N N 0.0138 49994200.00 49994200.00 0.0020 N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 1.6128% 21684BF90 DG3RU1DBUFHT4ZF9WN62 US21684BF904 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-11-06 2017-11-06 2017-11-06 N N N 0.0161 75005625.00 75005625.00 0.0030 N Y N ROCHE HOLDING INC. Roche Holdings, Inc., 1.1000% 77119LY60 PVJRP0EQNV6OGDPZGY95 0000889131 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2017-11-06 2017-11-06 N N N 0.0110 24995420.75 24995420.75 0.0010 N Y N ROCHE HOLDING INC. Roche Holdings, Inc., 1.1000% 77119LY78 PVJRP0EQNV6OGDPZGY95 0000889131 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2017-11-07 2017-11-07 N N N 0.0110 49989305.50 49989305.50 0.0020 N Y N ROYAL BANK OF CANADA Royal Bank of Canada, 1.0400% ES7IP3U3RHIGC71XBU11 0001000275 RBC117B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-02-15 2.000000 566907000.00 559800697.52 U.S. Treasuries (including strips) USTR 2021-01-31 1.375000 207115700.00 205199361.99 U.S. Treasuries (including strips) Y Moody's A2 Standard & Poor's AA- 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 750000000.00 750000000.00 0.0297 N Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.5045% 78009NX76 ES7IP3U3RHIGC71XBU11 US78009NX763 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2018-01-27 2018-07-27 2018-07-27 N N N 0.0151 99936200.00 99936200.00 0.0040 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.6172% 78009NL61 ES7IP3U3RHIGC71XBU11 US78009NL610 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-08 2017-12-08 2017-12-08 N N N 0.0162 100043100.00 100043100.00 0.0040 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.7589% 78009NN36 ES7IP3U3RHIGC71XBU11 US78009NN368 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-23 2017-12-22 2017-12-22 N N N 0.0176 100076900.00 100076900.00 0.0040 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.6239% 78009NM60 ES7IP3U3RHIGC71XBU11 US78009NM600 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-19 2017-12-19 2017-12-19 N N N 0.0162 100054300.00 100054300.00 0.0040 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.5589% 78009NS31 ES7IP3U3RHIGC71XBU11 US78009NS318 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-20 2018-03-20 2018-03-20 N N N 0.0156 100083600.00 100083600.00 0.0040 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.5850% 78009NR65 ES7IP3U3RHIGC71XBU11 US78009NR658 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2018-03-07 2018-03-07 N N N 0.0158 100090400.00 100090400.00 0.0040 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.4179% 78009NT89 ES7IP3U3RHIGC71XBU11 US78009NT894 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-25 2018-05-25 2018-05-25 N N N 0.0142 50002750.00 50002750.00 0.0020 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.4403% 78009NU46 ES7IP3U3RHIGC71XBU11 US78009NU462 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-12 2018-06-12 2018-06-12 N N N 0.0144 30013080.00 30013080.00 0.0012 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.4878% 78009N2S4 ES7IP3U3RHIGC71XBU11 US78009N2S40 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2018-11-06 2018-11-06 N N N 0.0149 100000200.00 100000200.00 0.0040 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.4656% 78009N2M7 ES7IP3U3RHIGC71XBU11 US78009N2M79 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2018-01-04 2018-10-04 2018-10-04 N N N 0.0147 25006700.00 25006700.00 0.0010 N N N SANOFI-AVENTIS Sanofi-Aventis, 1.1100% 8010M2YD8 549300E9PC51EN656011 0001121404 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-13 2017-11-13 2017-11-13 N N N 0.0111 149939983.50 149939983.50 0.0059 N N N SANOFI-AVENTIS Sanofi-Aventis, 1.1400% 8010M2ZL9 549300E9PC51EN656011 0001121404 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-20 2017-12-20 2017-12-20 N N N 0.0114 74881250.25 74881250.25 0.0030 N N N SANOFI-AVENTIS Sanofi-Aventis, 1.1400% 8010M2ZN5 549300E9PC51EN656011 0001121404 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-22 2017-12-22 2017-12-22 N N N 0.0114 29451337.98 29451337.98 0.0012 N N N SIEMENS AG Siemens Capital Co. LLC, 1.1000% 82619TY76 EOSCVWUER252U910GR08 0000940418 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2017-11-07 2017-11-07 N N N 0.0110 99978611.00 99978611.00 0.0040 N Y N SIMON PROPERTY GROUP INC. Simon Property GRP, LP, 1.2300% 82880WZB1 MR92GTD0MJTTTTQDVG45 0001003023 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-12-11 2017-12-11 2017-12-11 N N N 0.0123 33180416.74 33180416.74 0.0013 N N N SIMON PROPERTY GROUP INC. Simon Property GRP, LP, 1.2400% 82880WZJ4 MR92GTD0MJTTTTQDVG45 0001003023 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-12-18 2017-12-18 2017-12-18 N N N 0.0124 14975239.95 14975239.95 0.0006 N N N SKANDINAVISKA ENSKILDA BANKEN AB (SEB) Skandinaviska Enskilda Banken AB, 1.1900% 83050TZC8 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-12-12 2017-12-12 2017-12-12 N N N 0.0119 49930816.50 49930816.50 0.0020 N N N SKANDINAVISKA ENSKILDA BANKEN AB (SEB) Skandinaviska Enskilda Banken AB, 1.1500% 83050TYF2 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-15 2017-11-15 2017-11-15 N N N 0.0115 99952083.00 99952083.00 0.0040 N N N SKANDINAVISKA ENSKILDA BANKEN AB (SEB) Skandinaviska Enskilda Banken AB, 1.2000% 83050TZK0 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-12-19 2017-12-19 2017-12-19 N N N 0.0120 199674694.00 199674694.00 0.0079 N N N STATOIL ASA Statoil ASA, 1.5114% 85771PAU6 OW6OFBNCKXC4US5C7523 US85771PAU66 0001140625 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1 2017-11-09 2017-11-09 2017-11-09 N N N 0.0151 6506276.77 6506276.77 0.0003 N N N STATOIL ASA Statoil ASA, 1.7719% 85771PAS1 OW6OFBNCKXC4US5C7523 US85771PAS11 0001140625 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1 2017-11-08 2018-11-08 2018-11-08 N N N 0.0176 29022164.11 29022164.11 0.0011 N N N SUMITOMO MITSUI FINANCIAL Sumitomo Mitsui Bank NY, 1.1900% 86562KYF5 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-15 2017-11-15 2017-11-15 N N N 0.0119 99950417.00 99950417.00 0.0040 N N N SUMITOMO MITSUI FINANCIAL Sumitomo Mitsui Bank NY, 1.1600% 86562KY24 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0116 34997752.30 34997752.30 0.0014 N Y N SUMITOMO MITSUI FINANCIAL Sumitomo Mitsui Bank NY, 1.2600% 86562KZC1 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-12-12 2017-12-12 2017-12-12 N N N 0.0126 74889575.25 74889575.25 0.0030 N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 1.3850% 86958JSE0 NHBDILHZTYCNBV5UYZ31 US86958JSE00 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-05 2018-05-02 2018-05-02 N N N 0.0138 50005650.00 50005650.00 0.0020 N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 1.3550% 86958JMW6 NHBDILHZTYCNBV5UYZ31 US86958JMW61 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2017-12-08 2017-12-08 N N N 0.0135 212034556.00 212034556.00 0.0084 N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank AB, 1.2300% 86960JZT5 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-27 2017-12-27 2017-12-27 N N N 0.0123 99805408.00 99805408.00 0.0039 N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 1.3817% 86958JVP1 NHBDILHZTYCNBV5UYZ31 US86958JVP10 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-30 2018-07-30 2018-07-30 N N N 0.0138 149967450.00 149967450.00 0.0059 N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 1.4150% 86958JSR1 NHBDILHZTYCNBV5UYZ31 US86958JSR13 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2018-08-08 2018-08-08 N N N 0.0141 150003600.00 150003600.00 0.0059 N N N SWEDBANK Swedbank, 1.1300% 87019RY18 M312WZV08Y7LYUC71685 0001497940 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0113 199993716.00 199993716.00 0.0079 N Y N SWEDBANK Swedbank, 1.1700% 87019RYT7 M312WZV08Y7LYUC71685 0001497940 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-27 2017-11-27 2017-11-27 N N N 0.0117 149868825.00 149868825.00 0.0059 N N N SWEDBANK Swedbank, 1.1400% 87019RY67 M312WZV08Y7LYUC71685 0001497940 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2017-11-06 2017-11-06 N N N 0.0114 199962066.00 199962066.00 0.0079 N Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 1.0500% PT3QB789TSUIDF371261 0000947263 TOR117B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2018-01-31 1.344900 3394300.00 3408435.95 U.S. Treasuries (including strips) USTR 2020-07-15 1.250000 5960500.00 7001254.27 U.S. Treasuries (including strips) USTR 2018-01-15 1.625000 270600.00 319990.48 U.S. Treasuries (including strips) USTR 2018-07-15 1.375000 2992100.00 3472156.24 U.S. Treasuries (including strips) USTR 2019-01-15 2.125000 778700.00 921085.93 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 13102500.00 13783676.61 U.S. Treasuries (including strips) USTR 2019-07-15 1.875000 111500.00 133976.48 U.S. Treasuries (including strips) USTR 2021-01-15 1.125000 18459500.00 21559521.29 U.S. Treasuries (including strips) USTR 2018-04-30 1.262900 724000.00 727089.71 U.S. Treasuries (including strips) USTR 2021-07-15 0.625000 38996400.00 43645834.66 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 27314000.00 27186480.98 U.S. Treasuries (including strips) USTR 2018-07-31 1.246900 5141000.00 5164335.87 U.S. Treasuries (including strips) USTR 2022-01-15 0.125000 500.00 543.27 U.S. Treasuries (including strips) USTR 2018-10-31 1.242900 2691500.00 2705153.16 U.S. Treasuries (including strips) USTR 2022-07-15 0.125000 9370800.00 10040745.74 U.S. Treasuries (including strips) USTR 2018-04-15 0.125000 1309800.00 1390827.05 U.S. Treasuries (including strips) USTR 2027-01-15 0.375000 20831300.00 20905650.79 U.S. Treasuries (including strips) USTR 2019-01-31 1.212900 12861900.00 12925386.73 U.S. Treasuries (including strips) USTR 2026-01-15 0.625000 43100.00 45153.75 U.S. Treasuries (including strips) USTR 2022-04-15 0.125000 5207000.00 5248247.81 U.S. Treasuries (including strips) USTR 2025-07-15 0.375000 26627300.00 27563568.25 U.S. Treasuries (including strips) FHLB 2026-09-11 3.000000 32595000.00 33676284.80 Agency Debentures and Agency Strips FHLB 2018-04-25 1.125000 50000.00 49968.31 Agency Debentures and Agency Strips FHLB 2017-12-19 1.000000 345000.00 346224.37 Agency Debentures and Agency Strips FHLB 2021-02-18 1.375000 6690000.00 6626244.30 Agency Debentures and Agency Strips FHLB 2018-03-19 0.875000 265000.00 264882.48 Agency Debentures and Agency Strips FHLB 2019-06-21 1.125000 1575000.00 1570513.22 Agency Debentures and Agency Strips FHLB 2018-08-07 0.625000 650000.00 647036.63 Agency Debentures and Agency Strips FHLB 2021-07-14 1.125000 20000.00 19557.25 Agency Debentures and Agency Strips FHLB 2019-08-05 0.875000 970000.00 959568.59 Agency Debentures and Agency Strips FHLB 2018-10-15 0.875000 10000.00 9948.75 Agency Debentures and Agency Strips FHLB 2018-10-01 0.875000 2850000.00 2836761.35 Agency Debentures and Agency Strips FHLB 2019-09-26 1.000000 1945000.00 1924080.44 Agency Debentures and Agency Strips FHLB 2019-11-15 1.375000 270000.00 270354.26 Agency Debentures and Agency Strips FHLB 2021-11-29 1.875000 925000.00 930544.99 Agency Debentures and Agency Strips FHLB 2019-05-28 1.375000 50000.00 50179.74 Agency Debentures and Agency Strips FHLB 2019-06-28 1.500000 27840000.00 27923056.00 Agency Debentures and Agency Strips FHLB 2019-03-18 1.375000 6400000.00 6394778.67 Agency Debentures and Agency Strips FHLB 2024-03-28 2.740000 8200000.00 8241455.56 Agency Debentures and Agency Strips FHLB 2020-09-28 1.375000 19335000.00 19136279.17 Agency Debentures and Agency Strips FHLB 2018-06-08 2.750000 60000.00 61166.23 Agency Debentures and Agency Strips FHLB 2018-12-14 1.750000 150000.00 151408.67 Agency Debentures and Agency Strips FHLB 2021-12-10 2.625000 25000.00 25882.46 Agency Debentures and Agency Strips FHLB 2019-09-13 1.375000 710000.00 707880.75 Agency Debentures and Agency Strips FHLB 2017-11-17 5.000000 40000.00 40975.56 Agency Debentures and Agency Strips FHLB 2018-03-09 4.625000 40000.00 40755.28 Agency Debentures and Agency Strips FHLB 2019-04-26 1.500000 23630000.00 23606291.23 Agency Debentures and Agency Strips FHLB 2020-11-05 1.950000 31390000.00 31390444.69 Agency Debentures and Agency Strips FHLB 2019-10-21 1.500000 700000.00 698705.00 Agency Debentures and Agency Strips FMAC 2022-04-26 2.000000 28000000.00 28020222.22 Agency Debentures and Agency Strips FNMA 2020-01-21 1.625000 1000000.00 1003998.75 Agency Debentures and Agency Strips FNMA 2020-06-22 1.500000 1953000.00 1954295.49 Agency Debentures and Agency Strips FNMA 2018-07-20 1.125000 875000.00 876194.38 Agency Debentures and Agency Strips FNMA 2020-11-30 1.500000 275000.00 274598.50 Agency Debentures and Agency Strips FNMA 2018-12-14 1.125000 980000.00 980088.20 Agency Debentures and Agency Strips FNMA 2020-12-28 1.875000 485000.00 489575.57 Agency Debentures and Agency Strips FNMA 2019-01-28 1.375000 102000.00 102175.84 Agency Debentures and Agency Strips FNMA 2021-02-26 1.375000 35361000.00 34953444.83 Agency Debentures and Agency Strips FNMA 2019-02-26 1.000000 1900000.00 1890210.78 Agency Debentures and Agency Strips FNMA 2018-03-28 0.875000 500000.00 499598.89 Agency Debentures and Agency Strips FNMA 2026-04-24 2.125000 481000.00 465763.92 Agency Debentures and Agency Strips FNMA 2021-05-06 1.250000 1929000.00 1904485.62 Agency Debentures and Agency Strips FNMA 2019-08-02 0.875000 3106000.00 3073507.79 Agency Debentures and Agency Strips FNMA 2021-08-17 1.250000 565000.00 553793.07 Agency Debentures and Agency Strips FNMA 2019-08-28 1.000000 1702000.00 1686362.40 Agency Debentures and Agency Strips FNMA 2026-09-24 1.875000 728000.00 691392.52 Agency Debentures and Agency Strips FMAC 2017-11-13 1.268900 85000.00 85061.15 Agency Debentures and Agency Strips FMAC 2018-11-23 1.000000 500000.00 497940.56 Agency Debentures and Agency Strips FNMA 2021-10-07 1.375000 796000.00 781209.10 Agency Debentures and Agency Strips TVDB 2017-12-15 6.250000 985000.00 1013934.38 Agency Debentures and Agency Strips TVDB 2018-04-01 4.500000 55000.00 55927.02 Agency Debentures and Agency Strips TVDB 2018-10-15 1.750000 30000.00 30091.77 Agency Debentures and Agency Strips TVDB 2027-02-01 2.875000 902000.00 930131.25 Agency Debentures and Agency Strips USTR 2027-07-15 0.375000 11441000.00 11360730.00 U.S. Treasuries (including strips) USTR 2019-08-31 1.250000 60633600.00 60410777.80 U.S. Treasuries (including strips) FNMA 2022-01-05 2.000000 236000.00 237741.42 Agency Debentures and Agency Strips FNMA 2020-02-28 1.500000 216000.00 215637.84 Agency Debentures and Agency Strips FNMA 2022-04-05 1.875000 985000.00 981751.55 Agency Debentures and Agency Strips FNMA 2020-07-30 1.500000 1915000.00 1909867.80 Agency Debentures and Agency Strips FNMA 2022-10-05 2.000000 12534000.00 12505408.55 Agency Debentures and Agency Strips FNMA 2020-03-27 1.700000 200000.00 200087.67 Agency Debentures and Agency Strips FNMA 2018-09-18 1.875000 661000.00 664951.13 Agency Debentures and Agency Strips FNMA 2018-11-27 1.625000 269000.00 271245.14 Agency Debentures and Agency Strips FNMA 2019-02-19 1.875000 1122000.00 1131332.70 Agency Debentures and Agency Strips FNMA 2019-06-20 1.750000 893000.00 901286.54 Agency Debentures and Agency Strips FNMA 2019-09-12 1.750000 6573000.00 6604440.85 Agency Debentures and Agency Strips FNMA 2024-09-06 2.625000 45000.00 46085.74 Agency Debentures and Agency Strips FNMA 2019-11-26 1.750000 3203000.00 3233768.37 Agency Debentures and Agency Strips FNMA 2019-01-30 1.750000 20000.00 20133.70 Agency Debentures and Agency Strips FNMA 2020-04-30 2.000000 105000.00 105687.75 Agency Debentures and Agency Strips FNMA 2019-08-23 1.100000 650000.00 644824.19 Agency Debentures and Agency Strips FMAC 2018-06-13 4.875000 200000.00 207897.92 Agency Debentures and Agency Strips FMAC 2019-03-27 3.750000 2768000.00 2861420.00 Agency Debentures and Agency Strips FMAC 2022-01-13 2.375000 194000.00 198599.55 Agency Debentures and Agency Strips FMAC 2019-05-30 1.750000 4504000.00 4549768.15 Agency Debentures and Agency Strips FMAC 2019-08-01 1.250000 1253000.00 1249542.07 Agency Debentures and Agency Strips FMAC 2019-10-02 1.250000 38000.00 37766.00 Agency Debentures and Agency Strips FMAC 2018-01-12 0.750000 944000.00 945274.40 Agency Debentures and Agency Strips FMAC 2018-03-07 0.875000 18000.00 18001.95 Agency Debentures and Agency Strips FMAC 2020-05-01 1.375000 679000.00 678651.54 Agency Debentures and Agency Strips FMAC 2019-04-15 1.125000 380000.00 377890.52 Agency Debentures and Agency Strips FMAC 2019-07-19 0.875000 2051000.00 2031217.82 Agency Debentures and Agency Strips FMAC 2021-08-12 1.125000 790000.00 771290.82 Agency Debentures and Agency Strips FMAC 2020-01-17 1.500000 13196000.00 13203543.71 Agency Debentures and Agency Strips FMAC 2019-08-15 1.375000 22706000.00 22702272.43 Agency Debentures and Agency Strips FMAC 2020-09-29 1.625000 1160000.00 1156785.99 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 600000000.00 600000000.00 0.0237 N Y N TORONTO-DOMINION BANK Toronto Dominion Bank, 1.9025% 89114QB72 PT3QB789TSUIDF371261 US89114QB726 0000947263 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-01-23 2018-07-23 2018-07-23 N N N 0.0190 11034842.06 11034842.06 0.0004 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.7567% 89113WML7 PT3QB789TSUIDF371261 US89113WML71 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-19 2017-11-20 2017-11-20 N N N 0.0176 150048000.00 150048000.00 0.0059 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.4567% 89113XGY4 PT3QB789TSUIDF371261 US89113XGY40 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2018-01-08 2018-11-06 2018-11-06 N N N 0.0146 24997950.00 24997950.00 0.0010 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.4950% 89113WJ56 PT3QB789TSUIDF371261 US89113WJ562 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2018-05-07 2018-05-07 N N N 0.0149 100052600.00 100052600.00 0.0040 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.6119% 89113WLL8 PT3QB789TSUIDF371261 US89113WLL80 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0161 100009900.00 100009900.00 0.0040 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.5789% 89113WYR1 PT3QB789TSUIDF371261 US89113WYR14 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-13 2018-03-13 2018-03-13 N N N 0.0158 100085800.00 100085800.00 0.0040 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.4178% 89113W6E1 PT3QB789TSUIDF371261 US89113W6E16 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-14 2018-07-12 2018-07-12 N N N 0.0142 54996920.00 54996920.00 0.0022 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.4089% 89113WX50 PT3QB789TSUIDF371261 US89113WX506 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-23 2018-05-23 2018-05-23 N N N 0.0141 80003040.00 80003040.00 0.0032 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.5722% 89113WYE0 PT3QB789TSUIDF371261 US89113WYE01 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2018-03-05 2018-03-05 N N N 0.0157 100084800.00 100084800.00 0.0040 N N N TOTAL SA Total Capital Canada, Ltd., 1.2100% 89153PZ47 5299005IX98ZZ9LSGK46 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-12-04 2017-12-04 2017-12-04 N N N 0.0121 149829433.50 149829433.50 0.0059 N N N TOTAL SA Total Capital Canada, Ltd., 1.1700% 89153PYG1 5299005IX98ZZ9LSGK46 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-16 2017-11-16 2017-11-16 N N N 0.0117 149921866.50 149921866.50 0.0059 N N N TOTAL SA Total Capital Canada, Ltd., 1.1200% 89153PY14 5299005IX98ZZ9LSGK46 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0112 199993788.00 199993788.00 0.0079 N Y N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.4417% 89233AUD9 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-28 2017-12-20 2017-12-20 N N N 0.0144 150045300.00 150045300.00 0.0059 N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.3942% 89236TDX0 Z2VZBHUMB7PWWJ63I008 US89236TDX00 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2017-11-16 2018-05-17 2018-05-17 N N N 0.0139 300126900.00 300126900.00 0.0119 N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.1500% 89233GZ66 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-06 2017-12-06 2017-12-06 N N N 0.0115 149827800.00 149827800.00 0.0059 N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.3579% 89233AVL0 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-24 2018-02-07 2018-02-07 N N N 0.0136 200041200.00 200041200.00 0.0079 N N N UNITED OVERSEAS BANK United Overseas Bank, 1.2300% 91127PZ87 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-08 2017-12-08 2017-12-08 N N N 0.0123 149804775.00 149804775.00 0.0059 N N N UNITED OVERSEAS BANK United Overseas Bank, 1.2000% 91127PYF2 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0120 79960000.00 79960000.00 0.0032 N N N UNITED OVERSEAS BANK United Overseas Bank, 1.2400% 91127PZE4 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-14 2017-12-14 2017-12-14 N N N 0.0124 249620195.00 249620195.00 0.0099 N N N UNITED OVERSEAS BANK United Overseas Bank, 1.2200% 91127PYV7 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-29 2017-11-29 2017-11-29 N N N 0.0122 49950901.50 49950901.50 0.0020 N N N UNITED OVERSEAS BANK United Overseas Bank, 1.1900% 91127PY70 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-07 2017-11-07 2017-11-07 N N N 0.0119 199953722.00 199953722.00 0.0079 N Y N UNITED OVERSEAS BANK United Overseas Bank, 1.2200% 91127PYT2 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-27 2017-11-27 2017-11-27 N N N 0.0122 52951664.00 52951664.00 0.0021 N N N US TREASURY SECURITIES U.S. Treasury Bill, 0.9500% 912796MG1 US912796MG10 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-12-14 2017-12-14 2017-12-14 N N N 0.0095 99884437.00 99884437.00 0.0040 N Y N US TREASURY SECURITIES U.S. Treasury Bill, 1.0700% 912796NN5 US912796NN51 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-18 2018-01-18 2018-01-18 N N N 0.0107 99765458.00 99765458.00 0.0039 N Y N US TREASURY SECURITIES U.S. Treasury Bill, 1.2200% 912796NY1 US912796NY17 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-04-05 2018-04-05 2018-04-05 N N N 0.0122 149212083.00 149212083.00 0.0059 N Y N US TREASURY SECURITIES U.S. Treasury Bill, 1.0200% 912796RK7 US912796RK76 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-02 2018-01-02 2018-01-02 N N N 0.0102 199643500.00 199643500.00 0.0079 N Y N WESTPAC BANKING CORP. Westpac Banking Corp., 1.4603% 9612C4XE6 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-05 2018-10-05 2018-10-05 N N N 0.0146 100015000.00 100015000.00 0.0040 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.4250% 9612C4XF3 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-06 2018-10-05 2018-10-05 N N N 0.0143 24991625.00 24991625.00 0.0010 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.6861% 961214CL5 EN5TNI6CI43VEPAMHL14 US961214CL57 0000719245 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2017-12-01 2017-12-01 2017-12-01 N N N 0.0169 11303090.44 11303090.44 0.0004 N N N WESTPAC BANKING CORP. Westpac Securities NZ Ltd., 1.4472% 96122JEE5 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-11 2018-05-11 2018-05-11 N N N 0.0145 66524006.50 66524006.50 0.0026 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.6106% 9612C4UG4 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0161 75001875.00 75001875.00 0.0030 N Y N WESTPAC BANKING CORP. Westpac Banking Corp., 2.1180% 961214CB7 EN5TNI6CI43VEPAMHL14 US961214CB75 0000719245 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-01-30 2018-07-30 2018-07-30 N N N 0.0211 4425388.06 4425388.06 0.0002 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.7472% 961214CN1 EN5TNI6CI43VEPAMHL14 US961214CN14 0000719245 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2017-11-25 2018-05-25 2018-05-25 N N N 0.0174 1502674.19 1502674.19 0.0001 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.6489% 9612C4VF5 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-16 2018-02-16 2018-02-16 N N N 0.0165 100101900.00 100101900.00 0.0040 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.3850% 9612C4WD9 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-02 2018-07-02 2018-07-02 N N N 0.0139 79991520.00 79991520.00 0.0032 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.4739% 9612C4VP3 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-19 2018-03-19 2018-03-19 N N N 0.0147 75047475.00 75047475.00 0.0030 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.5750% 9612C4VJ7 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2018-03-01 2018-03-01 N N N 0.0157 100084400.00 100084400.00 0.0040 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.5550% 9612C4VK4 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-11-03 2018-03-02 2018-03-02 N N N 0.0155 80062480.00 80062480.00 0.0032 N N N WESTPAC BANKING CORP. NY Westpac Banking Corp. NY, 1.7378% 96121T2F4 EN5TNI6CI43VEPAMHL14 US96121T2F43 0000719245 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-11-05 2018-01-05 2018-01-05 N N N 0.0174 100090400.00 100090400.00 0.0040 N N N THE DFA INVESTMENT TRUST COMPANY 2017-11-06 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer