N-MFP2 0000896162 XXXXXXXX 2017-11-30 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 27 55 5676226420.23 6371311805.69 6918104073.32 7030046030.86 9765607137.18 10399197869.71 10220643028.77 11531062094.19 0.2245 0.2348 0.2503 0.2449 0.3863 0.3833 0.3697 0.4017 978264436.59 28063777936.69 28063777936.69 8678005.01 28878600.25 29021841778.04 2508097294.17 0.0128 11.5720 11.5710 11.5710 11.5710 C000086468 1.00 29021841778.04 2508097294.17 11.5720 11.5710 11.5710 11.5710 1721809187.88 2240351847.94 3555437063.02 1711322702.86 2865833230.14 2454583296.09 2504105953.84 1548958308.71 11871394556.62 8125626131.05 0.0122 N ANZ NEW ZEALAND INTERNATIONAL LTD. ANZ New Zealand International, Ltd., 1.4261% 00182HFY3 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-10 2018-07-10 2018-07-10 N N N 0.0143 50012700.00 50012700.00 0.0017 N N N ANZ NEW ZEALAND INTERNATIONAL LTD. ANZ New Zealand International, Ltd., 1.4875% 00182HFG2 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-24 2018-05-24 2018-05-24 N N N 0.0149 100025700.00 100025700.00 0.0034 N N N APPLE COMPUTER INC. Apple, Inc., 1.1300% 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 0.0113 149914950.00 149914950.00 0.0052 N N N APPLE COMPUTER INC. Apple, Inc., 1.6348% 037833AG5 HWUPKR0MPOU8FGXBT394 US037833AG56 0000320193 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-02-03 2018-05-03 2018-05-03 N N N 0.0163 237486804.64 237486804.64 0.0082 N N N ARCHER-DANIELS-MIDLAND CO. Archer-Daniels-Midland, 1.1400% 03948GZC0 549300LO13MQ9HYSTR83 0000007084 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 0.0114 74971599.75 74971599.75 0.0026 N N N ARCHER-DANIELS-MIDLAND CO. Archer-Daniels-Midland, 1.1400% 03948GZE6 549300LO13MQ9HYSTR83 0000007084 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 99955706.00 99955706.00 0.0034 N N N ARCHER-DANIELS-MIDLAND CO. Archer-Daniels-Midland, 1.1300% 03948GZ71 549300LO13MQ9HYSTR83 0000007084 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 0.0113 99978028.00 99978028.00 0.0034 N Y N ARCHER-DANIELS-MIDLAND CO. Archer-Daniels-Midland, 1.1400% 03948GZB2 549300LO13MQ9HYSTR83 0000007084 Non-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 0.0114 36987168.03 36987168.03 0.0013 N N N AUSTRALIA & NEW ZEALAND BANKING GROUP Australia & New Zealand Banking Group, 1.4032% 05253MHF4 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-07 2018-08-07 2018-08-07 N N N 0.0140 60007200.00 60007200.00 0.0021 N N N AUSTRALIA & NEW ZEALAND BANKING GROUP Australia & New Zealand Banking Group, 1.5498% 05253MJF2 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-29 2018-11-29 2018-11-29 N N N 0.0155 100000000.00 100000000.00 0.0034 N N N AUSTRALIA & NEW ZEALAND BANKING GROUP Australia & New Zealand Banking Group, 1.9759% 05253JAD3 JHE42UYNWWTJB8YTTU19 US05253JAD37 0001300064 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-02-15 2018-05-15 2018-05-15 N N N 0.0197 8317280.60 8317280.60 0.0003 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 14005220.32 14005220.32 0.0005 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 11194172.53 11194172.53 0.0004 N N N BANK NEDERLAND Bank Nederlandse Gemeent, 1.2400% 62944GZD8 529900GGYMNGRQTDOO93 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 0.0124 99955403.00 99955403.00 0.0034 N N N BANK NEDERLAND Bank Nederlandse Gemeent, 1.3300% 62944GZU0 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-28 2017-12-28 2017-12-28 N N N 0.0133 199793578.00 199793578.00 0.0069 N N N BANK NEDERLAND Bank Nederlandse Gemeent, 1.2300% 62944GZB2 529900GGYMNGRQTDOO93 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 249906042.50 249906042.50 0.0086 N N N BANK NEDERLAND Bank Nederlandse Gemeent, 1.2200% 62944GZ63 529900GGYMNGRQTDOO93 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 0.0122 104978685.00 104978685.00 0.0036 N Y N BANK NEDERLAND Bank Nederlandse Gemeent, 1.2200% 62944GZ71 529900GGYMNGRQTDOO93 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 0.0122 174958486.50 174958486.50 0.0060 N Y N BANK OF AMERICA CORP. Bank of America Corp., 1.0300% 9DJT3UXIJIZJI4WXO774 0000070858 BAC117C01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-05-15 8.125000 79593900.00 96352730.95 U.S. Treasuries (including strips) USTR 2019-04-30 1.142900 56533700.00 56647375.29 U.S. Treasuries (including strips) Y Moody's Baa1 Standard & Poor's BBB+ 2017-12-01 2017-12-01 2017-12-01 N N N 0.0103 150000000.00 150000000.00 0.0052 N Y N BANK OF MONTREAL CHICAGO Bank of Montreal, 1.5242% 06427KWB9 NQQ6HPCNCCU6TUTQYE16 US06427KWB96 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-12-08 2018-05-08 2018-05-08 N N N 0.0152 100072200.00 100072200.00 0.0034 N N N BANK OF MONTREAL CHICAGO Bank of Montreal, 1.7849% 06427KPJ0 NQQ6HPCNCCU6TUTQYE16 US06427KPJ06 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-12-11 2018-01-11 2018-01-11 N N N 0.0178 100074800.00 100074800.00 0.0034 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 100046900.00 100046900.00 0.0034 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 100010700.00 100010700.00 0.0034 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 100063700.00 100063700.00 0.0034 N N N BANQUE ET CAISSE Banque Et Caisse d'Epargne de l'Etat, 1.3000% 0667K1AJ0 R7CQUF1DQM73HUTV1078 0001399253 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-18 2018-01-18 2018-01-18 N N N 0.0130 56899063.83 56899063.83 0.0020 N N N BANQUE ET CAISSE Banque Et Caisse d'Epargne de l'Etat, 1.3200% 0667K1AP6 R7CQUF1DQM73HUTV1078 0001399253 Non-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 0.0132 29591559.85 29591559.85 0.0010 N N N BARCLAYS BANK PLC Barclays Capital, Inc., 1.0300% AC28XWWI3WIBK2824319 0000312069 BCG117C01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2018-09-30 1.375000 100.00 100.02 U.S. Treasuries (including strips) USTR 2022-06-30 2.125000 94982600.00 96059220.03 U.S. Treasuries (including strips) USTR 2020-06-15 1.500000 131507000.00 131359086.96 U.S. Treasuries (including strips) USTR 2022-05-31 1.750000 271310700.00 267696841.48 U.S. Treasuries (including strips) USTR 2019-05-31 1.250000 199900.00 198502.70 U.S. Treasuries (including strips) USTR 2024-05-15 2.500000 105873400.00 107612467.11 U.S. Treasuries (including strips) USTR 2018-02-28 0.750000 22344900.00 22355605.65 U.S. Treasuries (including strips) USTR 2026-02-15 1.625000 190449500.00 181186962.69 U.S. Treasuries (including strips) USTR 2023-02-15 2.000000 1400000.00 1399391.30 U.S. Treasuries (including strips) USTR 2023-11-30 2.125000 8159900.00 8131829.94 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A- 2017-12-01 2017-12-01 2017-12-01 N N N 0.0103 800000000.00 800000000.00 0.0276 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 34304791.99 34304791.99 0.0012 N N N BRISTOL-MYERS SQUIBB CO. Bristol-Myers Squibb Co., 1.1200% 11012LZD1 HLYYNH7UQUORYSJQCN42 0000014272 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 0.0112 99959628.00 99959628.00 0.0034 N N N BRISTOL-MYERS SQUIBB CO. Bristol-Myers Squibb Co., 1.1100% 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 0.0111 69989227.70 69989227.70 0.0024 N Y N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 1.4000% 12800BBD3 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-13 2018-02-13 2018-02-13 N N N 0.0140 73286850.00 73286850.00 0.0025 N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 1.5300% 12800BBT8 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-27 2018-02-27 2018-02-27 N N N 0.0153 199245972.00 199245972.00 0.0069 N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 1.2000% 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 0.0120 99983403.00 99983403.00 0.0034 N Y N CHEVRONTEXACO CORP. Chevron Corp., 1.0600% 16677JZ17 0000093410 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 0.0106 164995122.60 164995122.60 0.0057 N Y N CHEVRONTEXACO CORP. Chevron Corp., 1.1900% 16677JZT6 0000093410 Non-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 0.0119 79928780.00 79928780.00 0.0028 N N N CHEVRONTEXACO CORP. Chevron Corp., 1.0800% 16677JZ58 0000093410 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 0.0108 117682312.04 117682312.04 0.0041 N Y N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.4321% 20272AYS9 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-06 2018-10-05 2018-10-05 N N N 0.0143 120029040.00 120029040.00 0.0041 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.6603% 20272AVV5 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-15 2018-02-15 2018-02-15 N N N 0.0166 120111240.00 120111240.00 0.0041 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.5833% 20272AWA0 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-07 2018-03-02 2018-03-02 N N N 0.0158 100089300.00 100089300.00 0.0034 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.8027% 20272AUZ7 MSFSBD3QN1GSN7Q6C537 0001274624 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 0.0180 150034350.00 150034350.00 0.0052 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.7039% 20272AVQ6 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-09 2018-02-02 2018-02-02 N N N 0.0170 100092000.00 100092000.00 0.0034 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.4233% 20272AWZ5 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-02 2018-05-02 2018-05-02 N N N 0.0142 29013021.00 29013021.00 0.0010 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.4121% 20272AXG6 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-01 2018-06-01 2018-06-01 N N N 0.0141 45015705.00 45015705.00 0.0016 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.5835% 20272AWC6 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-21 2018-03-16 2018-03-16 N N N 0.0158 70059570.00 70059570.00 0.0024 N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 1.6129% 20272AWJ1 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-23 2018-03-23 2018-03-23 N N N 0.0161 75064050.00 75064050.00 0.0026 N N N DBS BANK LTD. DBS Bank, Ltd., 1.5000% 23305ECK7 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-03-19 2018-03-19 2018-03-19 N N N 0.0150 62054966.87 62054966.87 0.0021 N N N DBS BANK LTD. DBS Bank, Ltd., 1.4200% 23305EB77 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-07 2018-02-07 2018-02-07 N N N 0.0142 99727642.00 99727642.00 0.0034 N N N DBS BANK LTD. DBS Bank, Ltd., 1.4400% 23305EBD4 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-13 2018-02-13 2018-02-13 N N N 0.0144 249252605.00 249252605.00 0.0086 N N N ELI LILLY & CO. ELI Lilly & Co., 1.2100% 53245QA55 FRDRIPF3EKNDJ2CQJL29 0000059478 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-05 2018-01-05 2018-01-05 N N N 0.0121 99879400.00 99879400.00 0.0034 N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.4500% 29604DBL3 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-20 2018-02-20 2018-02-20 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0145 23921225.28 23921225.28 0.0008 N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.3100% 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 0.0131 43426000.41 43426000.41 0.0015 N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.1700% 29604CZ54 7TG4VWERK338227TR435 0001560283 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 Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0117 15447493.70 15447493.70 0.0005 N Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.1700% 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 0.0117 149980566.00 149980566.00 0.0052 N Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.1700% 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 0.0117 149970775.50 149970775.50 0.0052 N Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.1800% 29604CZC9 7TG4VWERK338227TR435 0001560283 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 Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0118 16993336.00 16993336.00 0.0006 N N N EUROPEAN INVESTMENT BANK European Investment Bank, 1.2621% 29878TCT9 5493006YXS1U5GIHE750 US29878TCT97 0000033745 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Moody's P 1 Standard & Poor's A-1+ 2017-12-06 2018-07-06 2018-07-06 N N N 0.0126 23575382.56 23575382.56 0.0008 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2300% 313385SL1 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-30 2018-01-30 2018-01-30 N N N 0.0123 47500849.20 47500849.20 0.0016 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2300% 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 0.0123 74841150.00 74841150.00 0.0026 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2300% 313385SK3 US313385SK32 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-29 2018-01-29 2018-01-29 N N N 0.0123 99795100.00 99795100.00 0.0034 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2300% 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 0.0123 99812500.00 99812500.00 0.0034 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2300% 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 0.0123 99805600.00 99805600.00 0.0034 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2900% 313385TJ5 US313385TJ59 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-02-21 2018-02-21 2018-02-21 N N N 0.0129 99703900.00 99703900.00 0.0034 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2900% 313385TP1 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-02-26 2018-02-26 2018-02-26 N N N 0.0129 149528700.00 149528700.00 0.0052 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2900% 313385SW7 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-02-09 2018-02-09 2018-02-09 N N N 0.0129 99747200.00 99747200.00 0.0034 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2800% 313385SP2 US313385SP29 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-02-02 2018-02-02 2018-02-02 N N N 0.0128 74829375.00 74829375.00 0.0026 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2800% 313385SU1 US313385SU14 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-02-07 2018-02-07 2018-02-07 N N N 0.0128 199508800.00 199508800.00 0.0069 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1000% 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 0.0110 99938800.00 99938800.00 0.0034 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1100% 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 0.0111 69952610.00 69952610.00 0.0024 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1200% 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 0.0112 99916200.00 99916200.00 0.0034 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0200% 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 0.0102 49988700.00 49988700.00 0.0017 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.9700% 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 0.0097 199967800.00 199967800.00 0.0069 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0700% 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 0.0107 99961300.00 99961300.00 0.0034 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2100% 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 0.0121 199770800.00 199770800.00 0.0069 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2300% 313385SC1 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-22 2018-01-22 2018-01-22 N N N 0.0123 99819400.00 99819400.00 0.0034 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2300% 313385RZ1 US313385RZ10 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-19 2018-01-19 2018-01-19 N N N 0.0123 99829900.00 99829900.00 0.0034 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2300% 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 0.0123 159705600.00 159705600.00 0.0055 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2200% 313385RK4 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-05 2018-01-05 2018-01-05 N N N 0.0122 99878500.00 99878500.00 0.0034 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2200% 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 0.0122 199722200.00 199722200.00 0.0069 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2300% 313385RX6 US313385RX61 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 0.0123 199673600.00 199673600.00 0.0069 N Y N GE CAPITAL TREASURY SERVICES US LLC GE Capital Treasury LLC, 1.3521% 36164LED7 549300WQ8JPKVFVYEF86 0000040545 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-05 2017-12-20 2017-12-20 N N N 0.0135 75010500.00 75010500.00 0.0026 N N N GE CAPITAL TREASURY SERVICES US LLC GE Capital Treasury LLC, 1.1300% 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 0.0113 74971725.00 74971725.00 0.0026 N N N GE CAPITAL TREASURY SERVICES US LLC GE Capital Treasury LLC, 1.1000% 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 0.0110 74983958.25 74983958.25 0.0026 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+ 2017-12-04 2017-12-04 2017-12-04 N N N 0.0133 75001575.00 75001575.00 0.0026 N Y N GE CAPITAL TREASURY SERVICES US LLC GE Capital Treasury LLC, 1.1900% 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 0.0119 79949755.20 79949755.20 0.0028 N N N GENERAL ELECTRIC CO. (U.S.) General Electric Capital Corp., 1.1400% 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 0.0114 199911022.00 199911022.00 0.0069 N N N GENERAL ELECTRIC CO. (U.S.) General Electric Capital Corp., 1.0800% 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 0.0108 199975978.00 199975978.00 0.0069 N Y N GENERAL ELECTRIC CO. (U.S.) General Electric Capital Corp., 1.6619% 36962GX66 3C7474T6CDKPR9K6YT90 US36962GX669 0000040545 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-02-07 2018-08-07 2018-08-07 N N N 0.0166 1001101.03 1001101.03 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 9489669.19 9489669.19 0.0003 N N N GOLDMAN SACHS GROUP INC. Goldman Sachs & Co., 1.0300% FOR8UP27PHTHYVLBNG30 0000886982 GOL117C01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2040-05-15 4.500000 900000.00 611620.21 Agency Mortgage-Backed Securities GNMA 2039-02-15 5.500000 188069.00 19975.50 Agency Mortgage-Backed Securities GNMA 2024-02-15 6.000000 979530.00 127030.83 Agency Mortgage-Backed Securities GNMA 2038-11-15 5.500000 1322142.00 76591.40 Agency Mortgage-Backed Securities GNMA 2039-04-15 4.500000 836938.00 58401.68 Agency Mortgage-Backed Securities GNMA 2023-08-15 5.000000 579466.00 16227.38 Agency Mortgage-Backed Securities GNMA 2043-09-15 3.500000 704433.00 445840.25 Agency Mortgage-Backed Securities GNMA 2024-12-15 6.500000 1655604.00 146247.11 Agency Mortgage-Backed Securities GNMA 2045-08-15 4.000000 36000.00 32615.64 Agency Mortgage-Backed Securities GNMA 2034-01-20 4.500000 9869920.00 988178.54 Agency Mortgage-Backed Securities GNMA 2035-01-15 4.000000 4471832.00 1304532.91 Agency Mortgage-Backed Securities GNMA 2041-07-20 4.500000 858131.00 223333.52 Agency Mortgage-Backed Securities GNMA 2035-05-20 5.500000 5000000.00 535607.11 Agency Mortgage-Backed Securities GNMA 2040-12-20 4.000000 1104766.00 164229.93 Agency Mortgage-Backed Securities GNMA 2038-01-15 3.000000 3957528.00 2672881.89 Agency Mortgage-Backed Securities GNMA 2041-03-15 6.000000 26917.00 8041.91 Agency Mortgage-Backed Securities GNMA 2040-03-15 5.500000 3000000.00 2012097.06 Agency Mortgage-Backed Securities GNMA 2033-02-15 6.000000 1942484.00 51145.28 Agency Mortgage-Backed Securities GNMA 2042-01-15 3.500000 394500.00 141058.27 Agency Mortgage-Backed Securities GNMA 2035-12-15 4.500000 589365.00 68724.24 Agency Mortgage-Backed Securities GNMA 2041-02-15 4.500000 1018492.00 174352.19 Agency Mortgage-Backed Securities GNMA 2040-03-15 5.000000 10517184.00 1260032.36 Agency Mortgage-Backed Securities GNMA 2039-07-20 4.000000 8131040.00 1732737.50 Agency Mortgage-Backed Securities GNMA 2044-12-15 4.500000 2615744.00 1276701.12 Agency Mortgage-Backed Securities GNMA 2039-12-20 5.000000 634261.00 107351.94 Agency Mortgage-Backed Securities GNMA 2038-10-20 6.000000 302818.00 50178.06 Agency Mortgage-Backed Securities GNMA 2040-06-20 4.500000 240000.00 48519.66 Agency Mortgage-Backed Securities GNMA 2034-09-20 5.000000 104999.00 8011.59 Agency Mortgage-Backed Securities GNMA 2033-11-20 4.500000 130000.00 10821.45 Agency Mortgage-Backed Securities GNMA 2033-09-20 4.500000 2964000.00 260845.88 Agency Mortgage-Backed Securities GNMA 2034-07-20 5.000000 1800000.00 135760.36 Agency Mortgage-Backed Securities GNMA 2033-09-15 5.000000 17998200.00 1333644.52 Agency Mortgage-Backed Securities GNMA 2033-08-15 6.000000 1000834.00 113265.32 Agency Mortgage-Backed Securities GNMA 2032-01-15 6.000000 118802.00 8945.03 Agency Mortgage-Backed Securities GNMA 2034-05-20 4.000000 5540690.00 1230222.67 Agency Mortgage-Backed Securities GNMA 2037-03-15 3.940000 5175296.00 5406382.16 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.000000 1237680.00 1297084.62 Agency Mortgage-Backed Securities GNMA 2052-07-15 3.310000 500000.00 515327.06 Agency Mortgage-Backed Securities GNMA 2052-07-15 3.030000 400000.00 406553.60 Agency Mortgage-Backed Securities GNMA 2047-03-20 4.000000 1200366.00 1250665.29 Agency Mortgage-Backed Securities GNMA 2047-02-20 4.000000 1726020.00 1666480.19 Agency Mortgage-Backed Securities GNMA 2047-07-20 4.000000 972265.00 1020922.73 Agency Mortgage-Backed Securities GNMA 2047-05-15 5.000000 8893.00 8879.03 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.500000 1307742.00 1417529.78 Agency Mortgage-Backed Securities GNMA 2046-10-20 4.000000 2494128.00 1472008.18 Agency Mortgage-Backed Securities GNMA 2046-10-20 4.000000 2045392.00 1889091.63 Agency Mortgage-Backed Securities GNMA 2046-09-20 3.500000 1313826.00 1332194.32 Agency Mortgage-Backed Securities GNMA 2052-08-15 3.030000 400000.00 407236.51 Agency Mortgage-Backed Securities GNMA 2046-09-20 3.500000 1195076.00 1217901.11 Agency Mortgage-Backed Securities GNMA 2046-11-20 4.000000 1694124.00 1758934.72 Agency Mortgage-Backed Securities GNMA 2046-08-20 3.000000 1123940.00 1029765.91 Agency Mortgage-Backed Securities GNMA 2046-10-20 3.500000 2062512.00 2109001.55 Agency Mortgage-Backed Securities GNMA 2046-07-20 4.000000 3256056.00 1750960.20 Agency Mortgage-Backed Securities GNMA 2046-07-20 4.000000 1898012.00 1960252.31 Agency Mortgage-Backed Securities GNMA 2046-06-20 3.500000 2083932.00 1905930.69 Agency Mortgage-Backed Securities GNMA 2047-05-15 5.000000 462182.00 433305.69 Agency Mortgage-Backed Securities GNMA 2046-02-20 3.500000 1733128.00 1576305.32 Agency Mortgage-Backed Securities GNMA 2045-05-20 4.000000 1027414.00 753938.44 Agency Mortgage-Backed Securities GNMA 2045-03-20 3.500000 1521136.00 1077822.24 Agency Mortgage-Backed Securities GNMA 2045-03-20 4.000000 1853854.00 1679342.90 Agency Mortgage-Backed Securities GNMA 2045-01-20 4.000000 1413750.00 1289260.13 Agency Mortgage-Backed Securities GNMA 2044-12-20 4.000000 2353064.00 1355416.72 Agency Mortgage-Backed Securities GNMA 2030-01-15 3.000000 2039044.00 1484789.74 Agency Mortgage-Backed Securities GNMA 2044-12-20 4.000000 2520000.00 1451652.80 Agency Mortgage-Backed Securities GNMA 2045-01-20 4.000000 2550344.00 1476181.68 Agency Mortgage-Backed Securities GNMA 2045-05-20 3.750000 1514446.00 1376214.60 Agency Mortgage-Backed Securities GNMA 2043-11-20 3.500000 2050128.00 1269838.16 Agency Mortgage-Backed Securities GNMA 2044-06-15 4.000000 3000000.00 1938289.68 Agency Mortgage-Backed Securities GNMA 2043-10-20 3.500000 5520816.00 3452561.47 Agency Mortgage-Backed Securities GNMA 2044-02-20 4.000000 2622044.00 1053119.24 Agency Mortgage-Backed Securities GNMA 2044-04-20 4.000000 570000.00 408696.42 Agency Mortgage-Backed Securities GNMA 2043-03-20 3.000000 653000.00 413524.31 Agency Mortgage-Backed Securities GNMA 2043-02-20 3.000000 5555000.00 3552057.61 Agency Mortgage-Backed Securities GNMA 2047-11-20 4.000000 11002976.00 11652752.37 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 7114488.00 7382922.89 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.500000 18863456.00 19543496.59 Agency Mortgage-Backed Securities GNMA 2047-09-20 4.000000 2305928.00 2429577.36 Agency Mortgage-Backed Securities GNMA 2047-07-20 3.500000 3031588.00 3146747.63 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.000000 1605888.00 1688196.50 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.000000 7942872.00 8382811.97 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 1299058.00 1361719.66 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.000000 1157046.00 1217592.59 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.500000 1497940.00 1455964.51 Agency Mortgage-Backed Securities GNMA 2052-08-15 3.000000 150000.00 152539.24 Agency Mortgage-Backed Securities GNMA 2052-07-15 3.150000 7481000.00 7553544.48 Agency Mortgage-Backed Securities GNMA 2047-06-15 5.000000 542577.00 533203.89 Agency Mortgage-Backed Securities GNMA 2052-08-15 3.240000 400000.00 410509.86 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 1318132.00 1199759.19 Agency Mortgage-Backed Securities GNMA 2047-04-20 4.500000 1304708.00 1410335.36 Agency Mortgage-Backed Securities GNMA 2047-07-20 4.000000 1374230.00 1441119.05 Agency Mortgage-Backed Securities GNMA 2047-05-20 5.000000 1498292.00 1630903.52 Agency Mortgage-Backed Securities GNMA 2045-11-20 4.500000 149009.00 78753.78 Agency Mortgage-Backed Securities GNMA 2047-11-20 4.000000 17946272.00 18585307.20 Agency Mortgage-Backed Securities GNMA 2047-04-20 4.000000 30056000.00 29190764.15 Agency Mortgage-Backed Securities GNMA 2047-02-20 4.500000 1113672.00 964531.41 Agency Mortgage-Backed Securities GNMA 2045-06-20 5.000000 601174.00 253265.49 Agency Mortgage-Backed Securities GNMA 2029-04-20 3.500000 485000.00 113628.25 Agency Mortgage-Backed Securities GNMA 2043-12-20 3.500000 200000.00 89286.71 Agency Mortgage-Backed Securities GNMA 2043-09-20 3.500000 200000.00 99970.12 Agency Mortgage-Backed Securities GNMA 2042-11-20 3.500000 3539000.00 1516734.56 Agency Mortgage-Backed Securities GNMA 2035-11-20 6.000000 5741304.00 1516906.09 Agency Mortgage-Backed Securities GNMA 2042-10-20 3.500000 6279760.00 2737416.97 Agency Mortgage-Backed Securities GNMA 2042-08-20 4.500000 5392032.00 1283389.98 Agency Mortgage-Backed Securities GNMA 2042-04-20 3.500000 1977364.00 713627.65 Agency Mortgage-Backed Securities GNMA 2035-03-20 6.000000 691172.00 169092.60 Agency Mortgage-Backed Securities GNMA 2028-01-20 3.000000 47000.00 20238.08 Agency Mortgage-Backed Securities GNMA 2043-06-15 3.000000 71054.00 46371.15 Agency Mortgage-Backed Securities GNMA 2042-10-20 3.000000 1113872.00 487093.71 Agency Mortgage-Backed Securities GNMA 2039-07-15 4.500000 768447.00 218736.40 Agency Mortgage-Backed Securities Y Moody's P 1 Standard & Poor's A-1+ 2017-12-01 2017-12-01 2017-12-01 N N N 0.0103 200000000.00 200000000.00 0.0069 N Y N HONEYWELL INTERNATIONAL INC. Honeywell International, Inc., 1.1200% 43851TZ17 ISRPG12PN4EIEOEMW547 0000773840 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 0.0112 24999220.75 24999220.75 0.0009 N Y N HSBC USA INC. 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JPMorgan Securities, 1.0500% 8I5DZWZKVSZI1NUHU748 0000019617 JPM217C01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNS1 2019-06-28 1.250000 835000.00 832071.19 Agency Debentures and Agency Strips FMNT 2019-05-30 1.750000 29000.00 28989.52 Agency Debentures and Agency Strips FNS1 2021-08-17 1.250000 1632000.00 1589847.34 Agency Debentures and Agency Strips FHL2 2019-03-08 1.500000 6100000.00 6103100.68 Agency Debentures and Agency Strips FHL2 2018-08-15 5.375000 240000.00 250124.73 Agency Debentures and Agency Strips FHOR 2022-10-26 2.280000 1430000.00 1428251.92 Agency Debentures and Agency Strips FNS1 2019-02-19 1.875000 565000.00 568809.50 Agency Debentures and Agency Strips FHL2 2018-11-30 1.700000 250000.00 249944.30 Agency Debentures and Agency Strips FHL2 2018-08-15 1.010000 70000.00 69919.77 Agency Debentures and Agency Strips FHOR 2027-01-26 3.200000 5000000.00 5056305.53 Agency Debentures 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2018-11-27 1.625000 1421000.00 1420730.83 Agency Debentures and Agency Strips FNS1 2024-09-06 2.625000 127000.00 129679.43 Agency Debentures and Agency Strips FHFR 2018-05-04 0.587000 485000.00 485523.82 Agency Debentures and Agency Strips FNS1 2018-02-08 0.875000 25050000.00 25099260.23 Agency Debentures and Agency Strips FNS1 2020-02-28 1.500000 10000.00 9950.45 Agency Debentures and Agency Strips FHL2 2023-10-17 2.795000 1210000.00 1244552.89 Agency Debentures and Agency Strips FNS1 2019-11-26 1.750000 3133000.00 3128936.69 Agency Debentures and Agency Strips FMNT 2018-11-19 1.200000 500000.00 497900.01 Agency Debentures and Agency Strips FHOR 2019-07-26 1.500000 500000.00 499714.17 Agency Debentures and Agency Strips FMNT 2019-07-26 1.250000 635000.00 631660.10 Agency Debentures and Agency Strips FNS1 2018-07-20 1.125000 1534000.00 1535953.93 Agency Debentures and Agency Strips FHL2 2019-11-15 1.375000 4040000.00 3997786.31 Agency Debentures and Agency Strips FHL2 2018-10-01 0.875000 1025000.00 1019760.58 Agency Debentures and Agency Strips FMNT 2022-01-13 2.375000 465000.00 473832.25 Agency Debentures and Agency Strips FHOR 2022-10-26 2.280000 76275000.00 75949049.85 Agency Debentures and Agency Strips FHL2 2018-06-08 2.750000 6660000.00 6791370.65 Agency Debentures and Agency Strips FNS1 2026-09-24 1.875000 353000.00 334548.57 Agency Debentures and Agency Strips FMNT 2020-05-28 1.350000 20000000.00 19517250.06 Agency Debentures and Agency Strips FHL2 2018-07-25 0.850000 710000.00 708888.82 Agency Debentures and Agency Strips FNS1 2019-08-23 1.250000 995000.00 987746.21 Agency Debentures and Agency Strips FNS1 2019-09-12 1.750000 44000.00 44096.37 Agency Debentures and Agency Strips FHL2 2022-06-10 2.125000 1655000.00 1667650.32 Agency Debentures and Agency Strips FNS1 2020-01-21 1.625000 95000.00 95065.37 Agency Debentures and Agency Strips FMNT 2020-01-17 1.500000 25000000.00 24929332.73 Agency Debentures and Agency Strips FHL2 2019-05-28 1.375000 1000000.00 994174.60 Agency Debentures and Agency Strips FMNT 2019-10-30 1.625000 34990000.00 34919295.12 Agency Debentures and Agency Strips FMNT 2018-09-28 1.000000 4080000.00 4065516.27 Agency Debentures and Agency Strips FHOR 2027-02-03 3.040000 6900000.00 6957438.25 Agency Debentures and Agency Strips FNS1 2026-04-24 2.125000 2000000.00 1941427.95 Agency Debentures and Agency Strips FNS1 2020-11-30 1.500000 45000.00 44402.92 Agency Debentures and Agency Strips FMNT 2019-08-23 1.300000 1025000.00 1018223.61 Agency Debentures and Agency Strips FHOR 2027-03-30 3.090000 32650000.00 32650840.71 Agency Debentures and Agency Strips FHL2 2018-08-14 1.200000 385000.00 385264.36 Agency Debentures and Agency Strips TVIN 2027-01-15 0.000000 78000.00 60041.28 Agency Debentures and Agency Strips FNS1 2021-05-06 1.250000 50000.00 48782.90 Agency Debentures and Agency Strips FMNT 2018-06-13 4.875000 2412000.00 2509469.02 Agency Debentures and Agency Strips FMNT 2019-03-27 3.750000 14469000.00 14941942.29 Agency Debentures and Agency Strips FNS1 2019-02-26 1.000000 2330000.00 2314689.30 Agency Debentures and Agency Strips FHL2 2027-06-09 3.040000 9660000.00 9850635.29 Agency Debentures and Agency Strips FNS1 2019-06-13 1.400000 15000000.00 14995550.22 Agency Debentures and Agency Strips FMNT 2018-01-12 0.750000 63000.00 63147.15 Agency Debentures and Agency Strips FHL2 2020-09-11 1.375000 20860000.00 20568701.07 Agency Debentures and Agency Strips FMNT 2019-09-27 1.500000 1818000.00 1812049.13 Agency Debentures and Agency Strips FHL2 2018-12-14 1.750000 29335000.00 29583413.21 Agency Debentures and Agency Strips FMNT 2019-07-19 0.875000 5000.00 4940.34 Agency Debentures and Agency Strips FNS1 2020-07-30 1.500000 95000.00 94365.40 Agency Debentures and Agency Strips FNS1 2019-08-02 0.875000 1019000.00 1006275.08 Agency Debentures and Agency Strips TRIN 2026-01-15 0.625000 16180000.00 16957613.69 Agency Debentures and Agency Strips NOTE 2022-02-28 1.875000 13415000.00 13358457.34 U.S. Treasuries (including strips) NOTE 2020-06-30 1.625000 545000.00 545299.90 U.S. Treasuries (including strips) Y Moody's Aa3 Standard & Poor's A+ 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 400000000.00 400000000.00 0.0138 N Y N KFW BANKENGRUPPE Kreditanstalt Fur Wiederaufbau, 1.2500% 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 0.0125 169670237.40 169670237.40 0.0058 N N N KFW BANKENGRUPPE Kreditanstalt Fur Wiederaufbau, 1.2500% 48246UB54 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-05 2018-02-05 2018-02-05 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0125 38964995.22 38964995.22 0.0013 N N N KFW BANKENGRUPPE Kreditanstalt Fur Wiederaufbau, 1.2400% 48246UAH9 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-17 2018-01-17 2018-01-17 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0124 199668800.00 199668800.00 0.0069 N N N KFW BANKENGRUPPE Kreditanstalt Fur Wiederaufbau, 1.2300% 48246UA30 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-03 2018-01-03 2018-01-03 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0123 36457495.75 36457495.75 0.0013 N N N KOCH RESOURCES LLC Koch Resources LLC, 1.1700% 50000AZ88 UDRKF4NTOOY4GOLNZS16 0000923338 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 N N 0.0117 10997137.58 10997137.58 0.0004 N N N KOCH RESOURCES LLC Koch Resources LLC, 1.1800% 50000AZB1 UDRKF4NTOOY4GOLNZS16 0000923338 Non-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 0.0118 49982000.00 49982000.00 0.0017 N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.1900% 51489GZ67 DIZES5CFO5K3I5R58746 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 0.0119 199960434.00 199960434.00 0.0069 N Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.1900% 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 0.0119 129969919.30 129969919.30 0.0045 N Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.1800% 51489GZ59 DIZES5CFO5K3I5R58746 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 0.0118 149975334.00 149975334.00 0.0052 N Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.2600% 51489HA47 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2018-01-04 2018-01-04 2018-01-04 N N N 0.0126 49938750.00 49938750.00 0.0017 N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.2400% 51489GZN0 DIZES5CFO5K3I5R58746 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 0.0124 74943396.00 74943396.00 0.0026 N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.2100% 51489GZD2 DIZES5CFO5K3I5R58746 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 0.0121 99956378.00 99956378.00 0.0034 N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 1.3600% 51489HBL8 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2018-02-20 2018-02-20 2018-02-20 N N N 0.0136 149537041.50 149537041.50 0.0052 N N N L'OREAL L'Oreal USA, Inc., 1.1400% 50211TZK5 529900MBZ0PRAP172T60 0001219156 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 0.0114 56965735.02 56965735.02 0.0020 N N N L'OREAL L'Oreal USA, Inc., 1.1200% 50211TZB5 529900MBZ0PRAP172T60 0001219156 Non-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 0.0112 54981262.05 54981262.05 0.0019 N N N MERCK & CO. INC. Merck & Co., Inc., 1.7957% 58933YAH8 4YV9Y5M8S0BRK1RP0397 US58933YAH80 0001220372 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-02-18 2018-05-18 2018-05-18 N N N 0.0179 26737013.68 26737013.68 0.0009 N N N MICROSOFT CORP. Microsoft Corp., 1.1200% 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 0.0112 229899910.90 229899910.90 0.0079 N N N MICROSOFT CORP. Microsoft Corp., 1.2300% 59515NAC7 INR2EJN1ERAN0W5ZP974 0000789019 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-12 2018-01-12 2018-01-12 N N N 0.0123 99853681.00 99853681.00 0.0034 N N N MIZUHO SECURITIES USA INC Mizuho Securities USA, Inc., 1.0400% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ117C01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-11-30 1.750000 4200.00 4157.50 U.S. Treasuries (including strips) USTR 2020-09-30 1.375000 4695500.00 4644526.86 U.S. Treasuries (including strips) USTR 2019-09-30 1.000000 127000.00 125486.42 U.S. Treasuries (including strips) USTR 2020-09-15 1.375000 11142000.00 11034889.06 U.S. Treasuries (including strips) USTR 2019-08-31 1.000000 1807500.00 1788745.04 U.S. Treasuries (including strips) USTR 2025-08-15 2.000000 23893000.00 23505580.20 U.S. Treasuries (including strips) USTR 2019-07-31 0.875000 2929100.00 2896406.31 U.S. Treasuries (including strips) USTR 2020-05-31 1.375000 34786600.00 34406034.60 U.S. Treasuries (including strips) USTR 2025-05-15 2.125000 6214000.00 6147140.62 U.S. Treasuries (including strips) USTR 2022-05-15 1.750000 3438600.00 3399176.93 U.S. Treasuries (including strips) USTR 2019-05-15 0.875000 2079000.00 2054410.77 U.S. Treasuries (including strips) USTR 2022-04-30 1.750000 29717000.00 29379348.80 U.S. Treasuries (including strips) USTR 2019-04-15 0.875000 2059500.00 2038216.65 U.S. Treasuries (including strips) USTR 2019-02-15 0.750000 4334000.00 4293339.31 U.S. Treasuries (including strips) USTR 2021-01-31 1.375000 6091600.00 6019648.60 U.S. Treasuries (including strips) USTR 2018-09-13 0.000000 39166700.00 38688866.26 U.S. Treasuries (including strips) USTR 2018-08-16 0.000000 1070100.00 1058584.54 U.S. Treasuries (including strips) USTR 2018-07-19 0.000000 15674200.00 15526723.19 U.S. Treasuries (including strips) USTR 2024-11-30 2.125000 120114800.00 118988723.75 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0104 300000000.00 300000000.00 0.0103 N Y N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.3549% 63254GES0 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-11 2018-02-12 2018-02-12 N N N 0.0135 50014750.00 50014750.00 0.0017 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.3442% 63254GFA8 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-08 2018-02-08 2018-02-08 N N N 0.0134 50014400.00 50014400.00 0.0017 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.5921% 63254GDX0 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-06 2018-03-06 2018-03-06 N N N 0.0159 100092100.00 100092100.00 0.0034 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 0.0200 1605241.60 1605241.60 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 0.0200 18058968.00 18058968.00 0.0006 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.4249% 63254GFK6 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-13 2018-10-12 2018-10-12 N N N 0.0142 40000640.00 40000640.00 0.0014 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.3849% 63254GFG5 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-11 2018-06-11 2018-06-11 N N N 0.0139 49997600.00 49997600.00 0.0017 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.4249% 63254GFJ9 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-13 2018-09-13 2018-09-13 N N N 0.0142 150010050.00 150010050.00 0.0052 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 50004150.00 50004150.00 0.0017 N Y N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.6270% 63254GDL6 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-08 2018-02-08 2018-02-08 N N N 0.0163 200127000.00 200127000.00 0.0069 N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 1.6735% 63254GDQ5 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-16 2018-02-16 2018-02-16 N N N 0.0167 100093200.00 100093200.00 0.0034 N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps, 1.1800% 63975UZF2 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-15 2017-12-15 2017-12-15 N N N 0.0118 374815623.75 374815623.75 0.0129 N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps, 1.1800% 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 0.0118 399829844.00 399829844.00 0.0138 N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps, 1.1600% 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 0.0116 24999193.00 24999193.00 0.0009 N Y N NESTLE S.A. Nestle Capital Corp., 1.1300% 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 0.0113 46242773.44 46242773.44 0.0016 N Y N NORDEA BANK AB Nordea Bank AB, 1.2200% 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 0.0122 99959400.00 99959400.00 0.0034 N N N NORDEA BANK AB Nordea Bank AB, 1.2300% 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 0.0123 99934872.00 99934872.00 0.0034 N N N NORDEA BANK AB Nordea Bank AB, 1.4500% 65558GC19 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-03-01 2018-03-01 2018-03-01 N N N 0.0145 249088735.00 249088735.00 0.0086 N N N NORDEA BANK AB Nordea Bank AB, 1.4400% 65558GBT9 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-27 2018-02-27 2018-02-27 N N N 0.0144 199289978.00 199289978.00 0.0069 N N N NOVARTIS AG Novartis Finance Corp., 1.1400% 6698M4ZK1 549300PEK0AU35HVR544 0001443534 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 0.0114 39975954.40 39975954.40 0.0014 N N N NOVARTIS AG Novartis Finance Corp., 1.1200% 6698M4ZB1 549300PEK0AU35HVR544 0001443534 Non-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 0.0112 29989779.30 29989779.30 0.0010 N N N NRW.BANK NRW.Bank, 1.2500% 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 0.0125 30998920.89 30998920.89 0.0011 N Y N NRW.BANK NRW.Bank, 1.3600% 62939MAA5 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-10 2018-01-10 2018-01-10 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0136 199690450.00 199690450.00 0.0069 N N N NRW.BANK NRW.Bank, 1.3800% 62939MAG2 52990002O5KK6XOGJ020 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 0.0138 124775607.50 124775607.50 0.0043 N N N NRW.BANK NRW.Bank, 1.3600% 62939MA80 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-08 2018-01-08 2018-01-08 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0136 299559951.00 299559951.00 0.0103 N N N NRW.BANK NRW.Bank, 1.2700% 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 0.0127 57208824.21 57208824.21 0.0020 N N N NRW.BANK NRW.Bank, 1.3500% 62939MA56 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-05 2018-01-05 2018-01-05 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0135 99865400.00 99865400.00 0.0034 N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 1.3700% 67616SC19 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-03-01 2018-03-01 2018-03-01 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0137 149483575.50 149483575.50 0.0052 N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 1.3600% 67616SBP7 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-23 2018-02-23 2018-02-23 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0136 146280501.26 146280501.26 0.0050 N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 1.2500% 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 0.0125 136849730.52 136849730.52 0.0047 N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 1.3500% 67616SBF9 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-15 2018-02-15 2018-02-15 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0135 82760870.36 82760870.36 0.0029 N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.5200% 69034BBM1 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-21 2018-02-21 2018-02-21 N N N 0.0152 199303262.00 199303262.00 0.0069 N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.3749% 69034CCS5 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-11 2018-01-12 2018-01-12 N N N 0.0137 76020520.00 76020520.00 0.0026 N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.3600% 69034BA59 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-05 2018-01-05 2018-01-05 N N N 0.0136 74897850.00 74897850.00 0.0026 N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.2000% 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 0.0120 99976667.00 99976667.00 0.0034 N Y N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.4900% 69034BBC3 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-12 2018-02-12 2018-02-12 N N N 0.0149 149541508.50 149541508.50 0.0052 N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.5000% 69034BBE9 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-14 2018-02-14 2018-02-14 N N N 0.0150 99684811.00 99684811.00 0.0034 N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 1.2800% 69372BA42 PH3S12DWZBHHQKVYZ297 0000731288 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2018-01-04 2018-01-04 2018-01-04 N N N 0.0128 19975052.80 19975052.80 0.0007 N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 1.2300% 69372AZM7 PH3S12DWZBHHQKVYZ297 0000731288 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2017-12-21 2017-12-21 2017-12-21 N N N 0.0123 21284742.17 21284742.17 0.0007 N N N PFIZER INC. Pfizer, Inc., 1.1200% 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 0.0112 112957964.00 112957964.00 0.0039 N N N PSP CAPITAL PSP Capital, Inc., 1.1700% 69370AZ72 3CCUJEU88P85MIG5R153 0001396318 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 Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0117 99977250.00 99977250.00 0.0034 N Y N PSP CAPITAL PSP Capital, Inc., 1.3000% 69370BAH5 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-17 2018-01-17 2018-01-17 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0130 49913466.50 49913466.50 0.0017 N N N QUEBEC PROVINCE Province of Quebec, 1.3000% 74800KBS0 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-26 2018-02-26 2018-02-26 N N N 0.0130 149524066.50 149524066.50 0.0052 N N N QUEBEC PROVINCE Province of Quebec, 1.1100% 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 0.0111 199969222.00 199969222.00 0.0069 N Y N QUEBEC PROVINCE Province of Quebec, 1.2300% 74800KAC6 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-01-12 2018-01-12 2018-01-12 N N N 0.0123 299561043.00 299561043.00 0.0103 N N N QUEBEC PROVINCE Province of Quebec, 1.3000% 74800KBN1 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2018-02-22 2018-02-22 2018-02-22 N N N 0.0130 199396134.00 199396134.00 0.0069 N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 1.4221% 21684B3K8 DG3RU1DBUFHT4ZF9WN62 US21684B3K81 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-12-06 2018-10-05 2018-10-05 N N N 0.0142 100036400.00 100036400.00 0.0034 N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 1.4032% 21684B3D4 DG3RU1DBUFHT4ZF9WN62 US21684B3D49 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-12-20 2018-06-20 2018-06-20 N N N 0.0140 50003150.00 50003150.00 0.0017 N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 1.3503% 21684B3C6 DG3RU1DBUFHT4ZF9WN62 US21684B3C65 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-12-15 2018-03-15 2018-03-15 N N N 0.0135 150038100.00 150038100.00 0.0052 N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 1.4049% 21684B2F0 DG3RU1DBUFHT4ZF9WN62 US21684B2F06 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-12-14 2018-07-12 2018-07-12 N N N 0.0140 100019200.00 100019200.00 0.0034 N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 1.4233% 21684B3W2 DG3RU1DBUFHT4ZF9WN62 US21684B3W20 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2017-12-04 2018-11-02 2018-11-02 N N N 0.0142 75025275.00 75025275.00 0.0026 N N N ROCHE HOLDING LTD. Roche Holdings, Inc., 1.1100% 77119LZ44 PVJRP0EQNV6OGDPZGY95 0000889131 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 0.0111 19877556.95 19877556.95 0.0007 N Y N ROYAL BANK OF CANADA Royal Bank of Canada, 1.0300% ES7IP3U3RHIGC71XBU11 0001000275 RBC117C01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-02-29 2.125000 708376000.00 708122295.72 U.S. Treasuries (including strips) USTR 2024-05-31 2.000000 264702700.00 260877745.98 U.S. Treasuries (including strips) Y Moody's A2 Standard & Poor's AA- 2017-12-01 2017-12-01 2017-12-01 N N N 0.0103 950000000.00 950000000.00 0.0327 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 0.0150 99971500.00 99971500.00 0.0034 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 25005900.00 25005900.00 0.0009 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.6027% 78009NS31 ES7IP3U3RHIGC71XBU11 US78009NS318 0001000275 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 0.0160 100086700.00 100086700.00 0.0034 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.5086% 78009NT89 ES7IP3U3RHIGC71XBU11 US78009NT894 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-25 2018-05-25 2018-05-25 N N N 0.0151 50014750.00 50014750.00 0.0017 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.4921% 78009N2S4 ES7IP3U3RHIGC71XBU11 US78009N2S40 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-06 2018-11-06 2018-11-06 N N N 0.0149 100035300.00 100035300.00 0.0034 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.5932% 78009NR65 ES7IP3U3RHIGC71XBU11 US78009NR658 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-07 2018-03-07 2018-03-07 N N N 0.0159 100095000.00 100095000.00 0.0034 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 100010100.00 100010100.00 0.0034 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 100022900.00 100022900.00 0.0034 N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.8142% 78009NN36 ES7IP3U3RHIGC71XBU11 US78009NN368 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-22 2017-12-22 2017-12-22 N N N 0.0181 100037900.00 100037900.00 0.0034 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 30016260.00 30016260.00 0.0010 N N N SANOFI-AVENTIS Sanofi-Aventis, 1.1500% 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 0.0115 29479214.01 29479214.01 0.0010 N N N SANOFI-AVENTIS Sanofi-Aventis, 1.1200% 8010M2ZF2 549300E9PC51EN656011 0001121404 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-15 2017-12-15 2017-12-15 N N N 0.0112 20490433.27 20490433.27 0.0007 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 74952375.00 74952375.00 0.0026 N N N SIEMENS AG Siemens Capital Co. LLC, 1.1000% 82619TZ18 EOSCVWUER252U910GR08 0000940418 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 0.0110 199993878.00 199993878.00 0.0069 N Y N SIEMENS AG Siemens Capital Co. LLC, 1.1400% 82619TZK6 EOSCVWUER252U910GR08 0000940418 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 0.0114 167399309.05 167399309.05 0.0058 N N N SIEMENS AG Siemens Capital Co. LLC, 1.1100% 82619TZ83 EOSCVWUER252U910GR08 0000940418 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 N N 0.0111 34791408.23 34791408.23 0.0012 N N N SIMON PROPERTY GROUP INC. Simon Property GRP, LP, 1.2100% 82880WZJ4 MR92GTD0MJTTTTQDVG45 0001003023 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 0.0121 14990895.00 14990895.00 0.0005 N N N SIMON PROPERTY GROUP INC. Simon Property GRP, LP, 1.3000% 82880XA91 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2018-01-09 2018-01-09 2018-01-09 N N N 0.0130 22767142.69 22767142.69 0.0008 N N N SIMON PROPERTY GROUP INC. Simon Property GRP, LP, 1.2000% 82880WZB1 MR92GTD0MJTTTTQDVG45 0001003023 Non-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 0.0120 33214867.49 33214867.49 0.0011 N N N SKANDINAVISKA ENSKILDA BANKEN AB (SEB) Skandinaviska Enskilda Banken AB, 1.1800% 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 0.0118 199875234.00 199875234.00 0.0069 N N N SKANDINAVISKA ENSKILDA BANKEN AB (SEB) Skandinaviska Enskilda Banken AB, 1.4300% 83050UBT4 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2018-02-27 2018-02-27 2018-02-27 N N N 0.0143 149470450.50 149470450.50 0.0052 N N N SKANDINAVISKA ENSKILDA BANKEN AB (SEB) Skandinaviska Enskilda Banken AB, 1.1600% 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 0.0116 49980700.00 49980700.00 0.0017 N N N STATOIL ASA Statoil ASA, 1.2200% 8577A3A84 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2018-01-08 2018-01-08 2018-01-08 N N N 0.0122 14790522.33 14790522.33 0.0005 N N N STATOIL ASA Statoil ASA, 1.8570% 85771PAS1 OW6OFBNCKXC4US5C7523 US85771PAS11 0001140625 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1 2018-02-08 2018-11-08 2018-11-08 N N N 0.0185 29919434.69 29919434.69 0.0010 N N N SUMITOMO MITSUI FINANCIAL Sumitomo Mitsui Bank NY, 1.2000% 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 0.0120 74969925.00 74969925.00 0.0026 N N N SUMITOMO MITSUI FINANCIAL Sumitomo Mitsui Bank NY, 1.1300% 86562KZ15 5U0XI89JRFVHWIBS4F54 0001184915 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 0.0113 49998429.00 49998429.00 0.0017 N Y N SUMITOMO MITSUI FINANCIAL Sumitomo Mitsui Bank NY, 1.2400% 86562KZJ6 5U0XI89JRFVHWIBS4F54 0001184915 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 149906925.00 149906925.00 0.0052 N N N SUMITOMO MITSUI FINANCIAL Sumitomo Mitsui Bank NY, 1.4600% 86562LC26 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2018-03-02 2018-03-02 2018-03-02 N N N 0.0146 199258378.00 199258378.00 0.0069 N N N SUMITOMO MITSUI FINANCIAL Sumitomo Mitsui Bank NY, 1.4100% 86562LB68 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2018-02-06 2018-02-06 2018-02-06 N N N 0.0141 44880489.90 44880489.90 0.0015 N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank AB, 1.2500% 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 0.0125 99906175.00 99906175.00 0.0034 N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 1.3642% 86958JMW6 NHBDILHZTYCNBV5UYZ31 US86958JMW61 0001448613 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 0.0136 212009540.00 212009540.00 0.0073 N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 1.4898% 86958JVP1 NHBDILHZTYCNBV5UYZ31 US86958JVP10 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-30 2018-07-30 2018-07-30 N N N 0.0149 150033150.00 150033150.00 0.0052 N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 1.4242% 86958JSR1 NHBDILHZTYCNBV5UYZ31 US86958JSR13 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-08 2018-08-08 2018-08-08 N N N 0.0142 150073650.00 150073650.00 0.0052 N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 1.3933% 86958JSE0 NHBDILHZTYCNBV5UYZ31 US86958JSE00 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-05 2018-05-02 2018-05-02 N N N 0.0139 50020150.00 50020150.00 0.0017 N N N SWEDBANK Swedbank, 1.1700% 87019RZ41 M312WZV08Y7LYUC71685 0001497940 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 349954500.00 349954500.00 0.0121 N Y N SWEDBANK Swedbank, 1.1700% 87019RZ66 M312WZV08Y7LYUC71685 0001497940 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 0.0117 249951332.50 249951332.50 0.0086 N Y N SWEDISH EXPORT CREDIT CORP. Swedish Export Credit Corp., 1.1900% 87030JZV4 1FOLRR5RWTWWI397R131 0000352960 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-29 2017-12-29 2017-12-29 N N N 0.0119 9990454.20 9990454.20 0.0003 N N N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 1.0400% PT3QB789TSUIDF371261 0000947263 TOR117C01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2018-12-31 1.375000 138721500.00 139059350.94 U.S. Treasuries (including strips) USTR 2019-04-15 0.125000 18386000.00 19283976.23 U.S. Treasuries (including strips) USTR 2022-03-31 1.875000 133409300.00 132843934.11 U.S. Treasuries (including strips) FMAC 2019-11-27 1.750000 192500000.00 192075697.92 Agency Debentures and Agency Strips USTR 2021-12-31 2.000000 127799700.00 128737138.58 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2017-12-01 2017-12-01 2017-12-01 N N N 0.0104 600000000.00 600000000.00 0.0207 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 11031940.81 11031940.81 0.0004 N N N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 1.4461% 89120DBP3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-14 2018-11-14 2018-11-14 N N N 0.0145 150006900.00 150006900.00 0.0052 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.4975% 89113WX50 PT3QB789TSUIDF371261 US89113WX506 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-23 2018-05-23 2018-05-23 N N N 0.0150 80016160.00 80016160.00 0.0028 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.5032% 89113WJ56 PT3QB789TSUIDF371261 US89113WJ562 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-07 2018-05-07 2018-05-07 N N N 0.0150 100067800.00 100067800.00 0.0034 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.4249% 89113W6E1 PT3QB789TSUIDF371261 US89113W6E16 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-14 2018-07-12 2018-07-12 N N N 0.0142 55006490.00 55006490.00 0.0019 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 25004450.00 25004450.00 0.0009 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.5849% 89113WYR1 PT3QB789TSUIDF371261 US89113WYR14 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-13 2018-03-13 2018-03-13 N N N 0.0158 100092200.00 100092200.00 0.0034 N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.5833% 89113WYE0 PT3QB789TSUIDF371261 US89113WYE01 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-03 2018-03-05 2018-03-05 N N N 0.0158 100092900.00 100092900.00 0.0034 N N N TOTAL SA Total Capital Canada, Ltd., 1.1200% 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 0.0112 149981416.50 149981416.50 0.0052 N Y N TOTAL SA Total Capital Canada, Ltd., 1.2900% 89153QAB6 5299005IX98ZZ9LSGK46 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2018-01-11 2018-01-11 2018-01-11 N N N 0.0129 118820905.00 118820905.00 0.0041 N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.5376% 89233AUD9 Z2VZBHUMB7PWWJ63I008 0000834071 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 0.0154 150029100.00 150029100.00 0.0052 N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.4475% 89233AVL0 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-24 2018-02-07 2018-02-07 N N N 0.0145 200068600.00 200068600.00 0.0069 N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.1100% 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 0.0111 149972200.50 149972200.50 0.0052 N Y N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.5019% 89236TDX0 Z2VZBHUMB7PWWJ63I008 US89236TDX00 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-02-16 2018-05-17 2018-05-17 N N N 0.0150 300067596.00 300067596.00 0.0103 N N N UNITED OVERSEAS BANK United Overseas Bank, 1.1900% 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 0.0119 149960299.50 149960299.50 0.0052 N N N UNITED OVERSEAS BANK United Overseas Bank, 1.2000% 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 0.0120 249883430.00 249883430.00 0.0086 N N N US TREASURY SECURITIES U.S. Treasury Bill, 1.2400% 912796LN7 US912796LN79 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-03-01 2018-03-01 2018-03-01 N N N 0.0124 99687812.00 99687812.00 0.0034 N Y N US TREASURY SECURITIES U.S. Treasury Bill, 1.1800% 912796NS4 US912796NS49 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-02-15 2018-02-15 2018-02-15 N N N 0.0118 99748778.00 99748778.00 0.0034 N Y N US TREASURY SECURITIES U.S. Treasury Bill, 1.0700% 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 0.0107 199803556.00 199803556.00 0.0069 N Y N US TREASURY SECURITIES U.S. Treasury Bill, 1.1000% 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 0.0110 99850333.00 99850333.00 0.0034 N Y N US TREASURY SECURITIES U.S. Treasury Bill, 1.2900% 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 0.0129 149328124.50 149328124.50 0.0051 N Y N US TREASURY SECURITIES U.S. Treasury Bill, 0.8500% 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 0.0085 99967094.00 99967094.00 0.0034 N Y N WAL-MART STORES INC. Wal-Mart Stores, Inc., 1.1200% 93114EZ42 Y87794H0US1R65VBXU25 0000104169 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 0.0112 149981400.00 149981400.00 0.0052 N Y N WAL-MART STORES INC. Wal-Mart Stores, Inc., 1.1400% 93114EZJ9 Y87794H0US1R65VBXU25 0000104169 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 118931932.00 118931932.00 0.0041 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.4321% 9612C4XF3 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-06 2018-10-05 2018-10-05 N N N 0.0143 25000500.00 25000500.00 0.0009 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 11300000.00 11300000.00 0.0004 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 100020500.00 100020500.00 0.0034 N N N WESTPAC BANKING CORP. Westpac Securities NZ Ltd., 1.4549% 96122JEE5 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-11 2018-05-11 2018-05-11 N N N 0.0145 66533183.50 66533183.50 0.0023 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.6735% 9612C4VF5 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-16 2018-02-16 2018-02-16 N N N 0.0167 100095100.00 100095100.00 0.0034 N N 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 4423316.65 4423316.65 0.0002 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.8921% 961214CN1 EN5TNI6CI43VEPAMHL14 US961214CN14 0000719245 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2018-02-25 2018-05-25 2018-05-25 N N N 0.0189 1502385.00 1502385.00 0.0001 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.3933% 9612C4WD9 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-02 2018-07-02 2018-07-02 N N N 0.0139 80012160.00 80012160.00 0.0028 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 75050325.00 75050325.00 0.0026 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.5821% 9612C4VJ7 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-03 2018-03-01 2018-03-01 N N N 0.0158 100091000.00 100091000.00 0.0034 N N N WESTPAC BANKING CORP. Westpac Banking Corp., 1.5633% 9612C4VK4 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2017-12-01 2018-03-02 2018-03-02 N N N 0.0156 80069600.00 80069600.00 0.0028 N N N WESTPAC BANKING CORP. NY Westpac Banking Corp. NY, 1.7421% 96121T2F4 EN5TNI6CI43VEPAMHL14 US96121T2F43 0000719245 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2017-12-05 2018-01-05 2018-01-05 N N N 0.0174 100062500.00 100062500.00 0.0034 N N N THE DFA INVESTMENT TRUST COMPANY 2017-12-06 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer