N-MFP2 0000896162 XXXXXXXX 2019-01-31 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 24 48 5413978399.83 5032259400.71 6053461767.07 5397380756.82 7026340433.22 6809895545.62 8106630052.78 7393080668.27 0.3254 0.2789 0.3162 0.2859 0.4223 0.3775 0.4234 0.3916 903474852.26 18393088671.48 18393088671.48 12838297.85 190312959.98 19119088861.61 1652291724.75 0.0260 11.5700 11.5700 11.5710 11.5710 C000086468 1.00 19119088861.61 1652291724.75 11.5700 11.5700 11.5710 11.5710 1029766434.36 1306147817.01 2661991518.05 1268120830.59 2159170136.86 1065457762.05 1351984057.00 1676587076.82 8643406585.84 6291086748.06 0.0254 N APPLE COMPUTER INC. Apple, Inc., 2.4700% 03785EPM0 HWUPKR0MPOU8FGXBT394 0000320193 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-21 2019-02-21 2019-02-21 N N N 0.0247 11483457.25 11483457.25 0.0006 N N N N APPLE COMPUTER INC. Apple, Inc., 2.8924% 037833AP5 HWUPKR0MPOU8FGXBT394 US037833AP55 0000320193 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-02-06 2019-05-06 2019-05-06 N N N 0.0289 20014600.00 20014600.00 0.0010 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.3900% 03948HP54 549300LO13MQ9HYSTR83 0000007084 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-05 2019-02-05 2019-02-05 N N N 0.0239 46734494.43 46734494.43 0.0024 N N Y N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.3900% 03948HP62 549300LO13MQ9HYSTR83 0000007084 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-06 2019-02-06 2019-02-06 N N N 0.0239 94962095.00 94962095.00 0.0050 N N Y N AUSTRALIA & NEW ZEALAND BANKING GROUP LT Australia & New Zealand Banking Group, 2.5900% 05253CR99 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-09 2019-04-09 2019-04-09 N N N 0.0259 44780530.05 44780530.05 0.0023 N N N N AUSTRALIA & NEW ZEALAND BANKING GROUP LT Australia & New Zealand Banking Group, 2.5900% 05253CR81 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-08 2019-04-08 2019-04-08 N N N 0.0259 173165158.44 173165158.44 0.0091 N N N N AUSTRALIA & NEW ZEALAND NATIONAL AND INTERNATIONAL LTD. Australia & New Zealand National International, Ltd., 2.6419% 00182HGM8 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-26 2019-03-26 2019-03-26 N N N 0.0264 75013425.00 75013425.00 0.0039 N N N N AUSTRALIA & NEW ZEALAND NATIONAL AND INTERNATIONAL LTD. Australia & New Zealand National International, Ltd., 2.4700% 0018A3PU2 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-28 2019-02-28 2019-02-28 N N N 0.0247 24952069.50 24952069.50 0.0013 N N N N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 2.5500% 9DJT3UXIJIZJI4WXO774 0000070858 BAC119201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-12-31 1.750000 155007600.00 153000037.48 U.S. Treasuries (including strips) Y Moody's A3 Standard & Poor's A- 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 150000000.00 150000000.00 0.0078 N Y Y N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.8428% 06370RNK1 NQQ6HPCNCCU6TUTQYE16 US06370RNK13 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-06 2019-08-06 2019-08-06 N N N 0.0284 100065184.00 100065184.00 0.0052 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.7192% 06370RNU9 NQQ6HPCNCCU6TUTQYE16 US06370RNU94 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-07 2019-05-07 2019-05-07 N N N 0.0272 100020437.00 100020437.00 0.0052 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.7627% 06370RNL9 NQQ6HPCNCCU6TUTQYE16 US06370RNL95 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-03 2019-05-03 2019-05-03 N N N 0.0276 150028909.50 150028909.50 0.0078 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.8971% 06370RPD5 NQQ6HPCNCCU6TUTQYE16 US06370RPD51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-04 2019-12-04 2019-12-04 N N N 0.0289 70086380.00 70086380.00 0.0037 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.7271% 06370RLX5 NQQ6HPCNCCU6TUTQYE16 US06370RLX51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-04 2019-10-04 2019-10-04 N N N 0.0273 200026212.00 200026212.00 0.0105 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 3.0230% 06417GW53 L3I9ZG2KFGXZ61BMYR72 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-03-29 2019-12-30 2019-12-30 N N N 0.0302 20024681.40 20024681.40 0.0010 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.8200% 06417GY36 L3I9ZG2KFGXZ61BMYR72 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-19 2020-02-18 2020-02-18 N N N 0.0282 1490452.13 1490452.13 0.0001 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.4000% 06417KP45 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-04 2019-02-04 2019-02-04 N N N 0.0240 99973322.00 99973322.00 0.0052 N N Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7311% 06417LJV0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-09 2019-10-09 2019-10-09 N N N 0.0273 99991400.00 99991400.00 0.0052 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.8289% 06417GY85 L3I9ZG2KFGXZ61BMYR72 US06417GY858 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-03-06 2019-09-06 2019-09-06 N N N 0.0283 150042433.50 150042433.50 0.0078 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.8415% 06417GS41 L3I9ZG2KFGXZ61BMYR72 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-04 2019-11-04 2019-11-04 N N N 0.0284 26036788.44 26036788.44 0.0014 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7260% 06417G2B3 L3I9ZG2KFGXZ61BMYR72 US06417G2B37 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-20 2019-09-20 2019-09-20 N N N 0.0273 99993692.00 99993692.00 0.0052 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7727% 06417G2Z0 L3I9ZG2KFGXZ61BMYR72 US06417G2Z05 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-07 2019-05-07 2019-05-07 N N N 0.0277 30004620.90 30004620.90 0.0016 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4100% 0667K1PB1 R7CQUF1DQM73HUTV1078 0001399253 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-11 2019-02-11 2019-02-11 N N N 0.0241 139896905.40 139896905.40 0.0073 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 2.5500% AC28XWWI3WIBK2824319 0000312069 BCG219201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-05-15 1.750000 287119400.00 279316176.81 U.S. Treasuries (including strips) USTR 2020-05-15 1.500000 54691300.00 54128559.76 U.S. Treasuries (including strips) USTR 2019-02-28 1.500000 277326800.00 278854254.73 U.S. Treasuries (including strips) USTR 2026-08-15 1.500000 164129600.00 152701024.03 U.S. Treasuries (including strips) Y Moody's Baa3 Standard & Poor's BBB 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 750000000.00 750000000.00 0.0392 N Y Y N BNG BANK NV BNG Bank NV, 2.4800% 09657SPU3 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-28 2019-02-28 2019-02-28 N N N 0.0248 149711250.00 149711250.00 0.0078 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse DES Depots Et Consignations, 2.5900% 12800BRS3 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-26 2019-04-26 2019-04-26 N N N 0.0259 99391542.00 99391542.00 0.0052 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.7760% 13606BH33 2IGI19DL77OX0HC3ZE78 US13606BH333 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-19 2019-07-19 2019-07-19 N N N 0.0278 100031801.00 100031801.00 0.0052 N N N N CHEVRON CORP. Chevron Corp., 2.3700% 16677KP56 0000093410 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-05 2019-02-05 2019-02-05 N N N 0.0237 49983562.50 49983562.50 0.0026 N N Y N COCA-COLA CO. Coca-Cola Co., 2.4200% 19121BP78 UWJKFUJFZ02DKWI3RY53 0000021344 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-07 2019-02-07 2019-02-07 N N N 0.0242 37232471.64 37232471.64 0.0019 N N Y N COLGATE-PALMOLIVE CO. Colgate-Palmolive Co., 2.3400% 19416FP57 YMEGZFW4SBUSS5BQXF88 0000021665 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-05 2019-02-05 2019-02-05 N N N 0.0234 24991864.50 24991864.50 0.0013 N N Y N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.7128% 20272AD78 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-06 2019-09-06 2019-09-06 N N N 0.0271 24996200.00 24996200.00 0.0013 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.6300% 20272ERQ3 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-24 2019-04-24 2019-04-24 N N N 0.0263 107199521.06 107199521.06 0.0056 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.6600% 23305GAR9 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-25 2019-03-25 2019-03-25 N N N 0.0266 50009950.00 50009950.00 0.0026 N N N N EMERSON ELECTRIC CO. Emerson Electric Co., 2.4800% 29101BPR7 FGLT0EWZSUIRRITFOA30 0000032604 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-25 2019-02-25 2019-02-25 N N N 0.0248 34939795.10 34939795.10 0.0018 N N N N EQUINOR ASA Equinor ASA, 2.3700% 29447MP54 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-05 2019-02-05 2019-02-05 N N N 0.0237 99967125.00 99967125.00 0.0052 N N Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.6323% 29604BBV5 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-23 2019-03-01 2019-03-01 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0263 150019350.00 150019350.00 0.0078 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4400% 29604DPE4 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-14 2019-02-14 2019-02-14 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0244 114891190.45 114891190.45 0.0060 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4200% 29604DPC8 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-12 2019-02-12 2019-02-12 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0242 99919400.00 99919400.00 0.0052 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.5900% 29604DRJ1 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-18 2019-04-18 2019-04-18 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0259 84530941.95 84530941.95 0.0044 N N N N EUROPEAN INVESTMENT BANK European Investment Bank, 2.5200% 29878SR16 5493006YXS1U5GIHE750 0000033745 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-01 2019-04-01 2019-04-01 N N N 0.0252 99581667.00 99581667.00 0.0052 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 2.3900% 30229BP84 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-08 2019-02-08 2019-02-08 N N N 0.0239 99946978.00 99946978.00 0.0052 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3000% 313384CH0 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-02-25 2019-02-25 2019-02-25 N N N 0.0230 49920350.00 49920350.00 0.0026 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2200% 313384BW8 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-02-14 2019-02-14 2019-02-14 N N N 0.0222 199827400.00 199827400.00 0.0105 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3300% 313384CQ0 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-03-04 2019-03-04 2019-03-04 N N N 0.0233 149689950.00 149689950.00 0.0078 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3600% 313384DG1 US313384DG10 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-03-20 2019-03-20 2019-03-20 N N N 0.0236 100376531.96 100376531.96 0.0053 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3500% 313384CZ0 US313384CZ00 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-03-13 2019-03-13 2019-03-13 N N N 0.0235 49866650.00 49866650.00 0.0026 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.9900% 313384BN8 US313384BN88 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-02-06 2019-02-06 2019-02-06 N N N 0.0199 99966800.00 99966800.00 0.0052 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3800% 313384EK1 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-04-16 2019-04-16 2019-04-16 N N N 0.0238 65515211.28 65515211.28 0.0034 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3800% 313384ER6 US313384ER65 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-04-22 2019-04-22 2019-04-22 N N N 0.0238 149200050.00 149200050.00 0.0078 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7900% 313384BL2 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-02-04 2019-02-04 2019-02-04 N N N 0.0179 74985075.00 74985075.00 0.0039 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3600% 313384DN6 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-03-26 2019-03-26 2019-03-26 N N N 0.0236 99646700.00 99646700.00 0.0052 N N Y N FEDERAL RESERVE BANK OF NEW YORK Federal Reserve Bank NY, 2.2500% 0001390777 FRB119201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-11-30 2.000000 279146800.00 275017267.89 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's NR 2019-02-01 2019-02-01 2019-02-01 N N N 0.0225 275000000.00 275000000.00 0.0144 N Y Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 2.5400% FOR8UP27PHTHYVLBNG30 0000886982 GOL219201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2039-11-15 4.000000 534388.00 314804.44 Agency Mortgage-Backed Securities GNMA 2043-09-15 3.000000 100000.00 49238.37 Agency Mortgage-Backed Securities GNMA 2038-01-15 3.000000 3957528.00 2491160.83 Agency Mortgage-Backed Securities GNMA 2045-01-15 4.000000 355900.00 219999.77 Agency Mortgage-Backed Securities GNMA 2041-11-20 4.000000 2545988.00 930510.74 Agency Mortgage-Backed Securities GNMA 2040-09-15 4.000000 2005000.00 350601.49 Agency Mortgage-Backed Securities GNMA 2042-02-15 4.000000 1590291.00 387361.46 Agency Mortgage-Backed Securities GNMA 2040-03-15 5.000000 9383810.00 857441.21 Agency Mortgage-Backed Securities GNMA 2024-09-15 5.500000 2018844.00 247343.99 Agency Mortgage-Backed Securities GNMA 2041-08-15 4.000000 4101472.00 1114471.59 Agency Mortgage-Backed Securities GNMA 2024-10-20 4.500000 5000000.00 462437.43 Agency Mortgage-Backed Securities GNMA 2033-03-15 5.500000 3796500.00 97865.39 Agency Mortgage-Backed Securities GNMA 2047-11-20 4.500000 5108264.00 5240244.32 Agency Mortgage-Backed Securities GNMA 2046-07-20 3.000000 344000.00 279643.90 Agency Mortgage-Backed Securities GNMA 2045-11-20 4.000000 240000.00 206181.78 Agency Mortgage-Backed Securities GNMA 2044-12-20 4.000000 1643852.00 785131.81 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.000000 2905308.00 3068295.28 Agency Mortgage-Backed Securities GNMA 2048-10-20 5.000000 21024928.00 22338238.95 Agency Mortgage-Backed Securities GNMA 2048-08-15 5.500000 705595.00 673869.75 Agency Mortgage-Backed Securities GNMA 2048-06-20 5.000000 4618504.00 4720088.71 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.500000 1096658.00 965105.67 Agency Mortgage-Backed Securities GNMA 2047-10-20 4.000000 3137740.00 3040886.68 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.500000 7620112.00 7516493.74 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 1063776.00 931284.89 Agency Mortgage-Backed Securities GNMA 2047-11-15 4.000000 1164876.00 1178118.70 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 1318132.00 806789.15 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.000000 2397472.00 2454167.48 Agency Mortgage-Backed Securities GNMA 2048-05-20 5.500000 885000.00 833755.54 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.000000 550000.00 497827.87 Agency Mortgage-Backed Securities GNMA 2047-01-20 3.500000 378043.00 298323.78 Agency Mortgage-Backed Securities GNMA 2046-11-20 3.000000 293000.00 234458.80 Agency Mortgage-Backed Securities GNMA 2046-05-20 3.500000 69605500.00 45217090.15 Agency Mortgage-Backed Securities GNMA 2047-04-20 4.000000 270084096.00 193595988.44 Agency Mortgage-Backed Securities GNMA 2045-02-20 4.000000 1848000.00 666341.48 Agency Mortgage-Backed Securities GNMA 2042-06-20 3.500000 9309536.00 2928436.42 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2019-02-01 2019-02-01 2019-02-01 N N N 0.0254 300000000.00 300000000.00 0.0157 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 2.5600% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB119201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2028-11-15 0.000000 812624.00 621755.69 U.S. Treasuries (including strips) USTR 2024-05-15 0.000000 129908600.00 113756803.94 U.S. Treasuries (including strips) USTR 2023-08-15 0.000000 26025820.16 23229241.68 U.S. Treasuries (including strips) USTR 2023-02-15 0.000000 51904921.60 46939696.80 U.S. Treasuries (including strips) USTR 2022-11-15 0.000000 54441779.20 49526720.93 U.S. Treasuries (including strips) USTR 2021-11-15 0.000000 143443148.80 133844507.05 U.S. Treasuries (including strips) USTR 2023-02-15 2.000000 74638300.00 74025428.69 U.S. Treasuries (including strips) USTR 2020-01-31 1.375000 172700.00 170676.13 U.S. Treasuries (including strips) USTR 2027-08-15 2.250000 147940000.00 145450447.99 U.S. Treasuries (including strips) USTR 2020-08-15 1.500000 954500.00 946589.66 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 1896600.00 1862317.06 U.S. Treasuries (including strips) USTR 2020-07-15 1.500000 9726300.00 9591736.48 U.S. Treasuries (including strips) USTR 2025-11-15 0.000000 209000.00 176089.61 U.S. Treasuries (including strips) USTR 2020-11-15 0.000000 182000.00 174088.46 U.S. Treasuries (including strips) USTR 2025-08-15 0.000000 30000.00 25447.29 U.S. Treasuries (including strips) USTR 2020-02-15 0.000000 4778000.00 4652787.73 U.S. Treasuries (including strips) USTR 2019-11-15 0.000000 115000.00 112727.37 U.S. Treasuries (including strips) USTR 2019-05-15 0.000000 22000.00 21849.85 U.S. Treasuries (including strips) USTR 2022-11-15 0.000000 100000.00 91203.90 U.S. Treasuries (including strips) USTR 2022-08-15 0.000000 800000.00 733978.40 U.S. Treasuries (including strips) USTR 2024-11-15 0.000000 300000.00 259880.10 U.S. Treasuries (including strips) USTR 2024-08-15 0.000000 260000.00 226773.04 U.S. Treasuries (including strips) USTR 2024-02-15 0.000000 350000.00 309379.35 U.S. Treasuries (including strips) USTR 2023-11-15 0.000000 60000.00 53392.80 U.S. Treasuries (including strips) USTR 2023-05-15 0.000000 50000.00 45030.25 U.S. Treasuries (including strips) USTR 2027-02-15 0.000000 5015000.00 4076783.77 U.S. Treasuries (including strips) USTR 2028-02-15 0.000000 930000.00 729771.00 U.S. Treasuries (including strips) USTR 2027-11-15 0.000000 35000.00 27830.85 U.S. Treasuries (including strips) USTR 2027-08-15 0.000000 15000.00 12019.09 U.S. Treasuries (including strips) USTR 2026-05-15 0.000000 65000.00 54023.71 U.S. Treasuries (including strips) USTR 2026-02-15 0.000000 300000.00 251022.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 600000000.00 600000000.00 0.0314 N Y Y N HYDRO-QUEBEC Hydro-Quebec, 2.4500% 44881MPN7 6THEVG93PYJH84S4D167 0000049448 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-22 2019-02-22 2019-02-22 N Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0245 74887754.25 74887754.25 0.0039 N N N N HYDRO-QUEBEC Hydro-Quebec, 2.5800% 44881MRR6 6THEVG93PYJH84S4D167 0000049448 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-25 2019-04-25 2019-04-25 N Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0258 99402667.00 99402667.00 0.0052 N N N N HYDRO-QUEBEC Hydro-Quebec, 2.3700% 44881MP64 6THEVG93PYJH84S4D167 0000049448 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-06 2019-02-06 2019-02-06 N Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0237 99960433.00 99960433.00 0.0052 N N Y N INTER-AMERICAN DEVELOPMENT BANK Inter-American Development Bank, 2.1900% 45818KBU5 VKU1UKDS9E7LYLMACP54 0000311670 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-02-12 2019-02-12 2019-02-12 N N N 0.0219 199854000.00 199854000.00 0.0105 N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT International Bank For Reconstruction And Development, 2.3000% 459052CH7 ZTMSNXROF84AHWJNKQ93 0000051120 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-02-25 2019-02-25 2019-02-25 N N N 0.0230 199681400.00 199681400.00 0.0104 N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT International Bank For Reconstruction And Development, 2.3100% 459052CK0 ZTMSNXROF84AHWJNKQ93 0000051120 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-02-27 2019-02-27 2019-02-27 N N N 0.0231 199654800.00 199654800.00 0.0104 N N N N JPMORGAN SECURITIES INC. JPMorgan Securities Inc., 2.5600% 8I5DZWZKVSZI1NUHU748 0000019617 JPM219201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2046-07-20 4.000000 553234.00 311112.41 Agency Mortgage-Backed Securities GNMA 2047-07-20 5.500000 7459240.00 4285764.58 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.500000 326219776.00 337174041.32 Agency Mortgage-Backed Securities GNMA 2027-01-20 7.500000 190070.00 205382.95 Agency Mortgage-Backed Securities GNMA 2047-07-20 3.500000 78177.00 72383.19 Agency Mortgage-Backed Securities GNMA 2047-07-20 4.000000 4097048.00 3544799.21 Agency Mortgage-Backed Securities GNMA 2047-12-20 4.000000 1113224.00 1132210.45 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.000000 1064326.00 917811.56 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 7338460.00 6750364.09 Agency Mortgage-Backed Securities GNMA 2047-11-20 4.000000 1503856.00 1531116.34 Agency Mortgage-Backed Securities GNMA 2048-08-20 5.500000 4328820.00 4549712.23 Agency Mortgage-Backed Securities GNMA 2048-05-20 4.000000 10050960.00 10082552.33 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 1128024.00 1149937.89 Agency Mortgage-Backed Securities GNMA 2048-03-20 4.000000 1982166.00 2013603.91 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.500000 2001060.00 2094723.33 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 6855072.00 6989021.53 Agency Mortgage-Backed Securities GNMA 2048-05-20 4.000000 6490776.00 6606891.06 Agency Mortgage-Backed Securities GNMA 2048-05-20 4.000000 6435850.00 6552958.98 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 1237036.00 1262871.06 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.500000 5840440.00 6099386.03 Agency Mortgage-Backed Securities GNMA 2048-08-20 4.500000 4437450.00 4673355.66 Agency Mortgage-Backed Securities Y Moody's A1 Standard & Poor's A+ 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 400000000.00 400000000.00 0.0209 N Y Y N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.4700% 49436UPK4 5493001TMCBEHPT4YE78 0000055785 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-19 2019-02-19 2019-02-19 N N N 0.0247 11160426.24 11160426.24 0.0006 N N N N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.3900% 49436UP57 5493001TMCBEHPT4YE78 0000055785 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-05 2019-02-05 2019-02-05 N N N 0.0239 41386286.25 41386286.25 0.0022 N N Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.4900% 48246UPN0 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-22 2019-02-22 2019-02-22 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0249 99848322.00 99848322.00 0.0052 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.5800% 51489HRW7 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-30 2019-04-30 2019-04-30 N N N 0.0258 149048812.50 149048812.50 0.0078 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.5900% 51489HS14 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0259 198715000.00 198715000.00 0.0104 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.4000% 51489HPB5 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-11 2019-02-11 2019-02-11 N N N 0.0240 149890092.00 149890092.00 0.0078 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.4000% 51489HP74 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-07 2019-02-07 2019-02-07 N N N 0.0240 49976715.50 49976715.50 0.0026 N N Y N L'OREAL L'Oreal USA, Inc., 2.3700% 50211UP64 529900MBZ0PRAP172T60 0001219156 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-06 2019-02-06 2019-02-06 N N N 0.0237 59976259.80 59976259.80 0.0031 N N Y N MIZUHO SECURITIES USA INC. Mizuho Securities USA, Inc., 2.5500% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ119201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-11-30 1.750000 61880000.00 60773633.20 U.S. Treasuries (including strips) USTR 2020-02-29 1.375000 59947000.00 59520025.34 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 57561300.00 58605408.80 U.S. Treasuries (including strips) USTR 2027-11-15 2.250000 38280000.00 37189246.30 U.S. Treasuries (including strips) USTR 2023-08-31 1.375000 62910000.00 60198671.11 U.S. Treasuries (including strips) USTR 2019-07-25 0.000000 9963200.00 9845514.68 U.S. Treasuries (including strips) USTR 2019-04-11 0.000000 60683000.00 60402765.91 U.S. Treasuries (including strips) USTR 2019-07-18 0.000000 62171000.00 61464737.44 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 400000000.00 400000000.00 0.0209 N Y Y N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 2.3900% 63254FPE1 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-14 2019-02-14 2019-02-14 N N N 0.0239 49953605.50 49953605.50 0.0026 N N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 2.4100% 63254FPK7 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-19 2019-02-19 2019-02-19 N N N 0.0241 99873017.00 99873017.00 0.0052 N N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, Ltd., 2.4400% 63254FPS0 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-26 2019-02-26 2019-02-26 N N N 0.0244 164709948.15 164709948.15 0.0086 N N N N NATIONAL RURAL UTILITIES CFC National Rural Utilities Cooperative Finance Corp., 2.5000% 63743DPU9 4NYF266XZC35SCTGX023 0000070502 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-28 2019-02-28 2019-02-28 N N N 0.0250 27965625.51 27965625.51 0.0015 N N N N NATIONAL RURAL UTILITIES CFC National Rural Utilities Cooperative Finance Corp., 2.5100% 63743DQ46 4NYF266XZC35SCTGX023 0000070502 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-03-04 2019-03-04 2019-03-04 N N N 0.0251 14966613.30 14966613.30 0.0008 N N N N NATIONAL RURAL UTILITIES CFC National Rural Utilities Cooperative Finance Corp., 2.4500% 63743DPD7 4NYF266XZC35SCTGX023 0000070502 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-13 2019-02-13 2019-02-13 N N N 0.0245 29973512.40 29973512.40 0.0016 N N N N NATIONAL RURAL UTILITIES CFC National Rural Utilities Cooperative Finance Corp., 2.3900% 63743DP62 4NYF266XZC35SCTGX023 0000070502 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-06 2019-02-06 2019-02-06 N N N 0.0239 13169745.41 13169745.41 0.0007 N N Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschapsbank NV, 2.3600% 63975VP12 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-01 2019-02-01 2019-02-01 N N N 0.0236 149990166.00 149990166.00 0.0078 N Y Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschapsbank NV, 2.4200% 63975VP79 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-07 2019-02-07 2019-02-07 N N N 0.0242 174917652.00 174917652.00 0.0091 N N Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschapsbank NV, 2.5200% 63975VPM6 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-21 2019-02-21 2019-02-21 N N N 0.0252 99853233.00 99853233.00 0.0052 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschapsbank NV, 2.5500% 63975VQB9 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-11 2019-03-11 2019-03-11 N N N 0.0255 124656041.25 124656041.25 0.0065 N N N N NESTLE S.A. Nestle Finance International, Ltd., 2.5200% 64105SQE1 KY37LUS27QQX7BB93L28 0000792990 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-14 2019-03-14 2019-03-14 N N N 0.0252 149560750.50 149560750.50 0.0078 N N N N NORDEA BANK AB Nordea Bank AB, 2.4600% 65558KPS7 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-26 2019-02-26 2019-02-26 N N N 0.0246 149734474.50 149734474.50 0.0078 N N N N NORDEA BANK AB Nordea Bank AB, 2.4600% 65558KPT5 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-27 2019-02-27 2019-02-27 N N N 0.0246 149724037.50 149724037.50 0.0078 N N N N NORDEA BANK AB Nordea Bank AB, 2.5600% 65558KRF3 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-15 2019-04-15 2019-04-15 N N N 0.0256 49738533.50 49738533.50 0.0026 N N N N NRW.BANK NRW.Bank, 2.4200% 62939MP76 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-07 2019-02-07 2019-02-07 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0242 149929563.00 149929563.00 0.0078 N N Y N NRW.BANK NRW.Bank, 2.4900% 62939MRF6 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-15 2019-04-15 2019-04-15 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0249 149237491.50 149237491.50 0.0078 N N N N NRW.BANK NRW.Bank, 2.4300% 62939MPS0 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-26 2019-02-26 2019-02-26 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0243 149737075.50 149737075.50 0.0078 N N N N NRW.BANK NRW.Bank, 2.5200% 62939MS32 52990002O5KK6XOGJ020 0001560283 62939MS32 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-03 2019-05-03 2019-05-03 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0252 49680428.00 49680428.00 0.0026 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.4800% 67616SPU1 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-28 2019-02-28 2019-02-28 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0248 149711250.00 149711250.00 0.0078 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.4100% 67616SPB3 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-11 2019-02-11 2019-02-11 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0241 124907951.25 124907951.25 0.0065 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.4400% 67616SPF4 5299000OVRLMF858L016 0000202811 67616SPF4 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-15 2019-02-15 2019-02-15 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0244 35064314.88 35064314.88 0.0018 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.6799% 69034CGL6 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-02 2019-04-02 2019-04-02 N N N 0.0268 55009405.00 55009405.00 0.0029 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.7527% 69033MCW5 5493007O3QFXCPOGWK22 US69033MCW55 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-02-03 2019-05-03 2019-05-03 N N N 0.0275 100000025.00 100000025.00 0.0052 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.6600% 69034CGF9 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-25 2019-02-25 2019-02-25 N N N 0.0266 100013400.00 100013400.00 0.0052 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5100% 69034BQ60 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-06 2019-03-06 2019-03-06 N N N 0.0251 199526456.00 199526456.00 0.0104 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5200% 69034BQC7 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-12 2019-03-12 2019-03-12 N N N 0.0252 99720333.00 99720333.00 0.0052 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.4300% 69372BPB0 PH3S12DWZBHHQKVYZ297 0000731288 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-11 2019-02-11 2019-02-11 N N N 0.0243 29178319.00 29178319.00 0.0015 N N N N PROVINCE OF ALBERTA Alberta Province, 2.5700% 01306NRN0 LQPXMHHNJKIPJYE53543 0000810961 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-22 2019-04-22 2019-04-22 N N N 0.0257 74568843.75 74568843.75 0.0039 N N N N PROVINCE OF ALBERTA Alberta Province, 2.3900% 01306NP85 LQPXMHHNJKIPJYE53543 0000810961 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-08 2019-02-08 2019-02-08 N N N 0.0239 124933722.50 124933722.50 0.0065 N N N N PROVINCE OF ALBERTA Alberta Province, 2.5400% 01306NR83 LQPXMHHNJKIPJYE53543 0000810961 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-08 2019-04-08 2019-04-08 N N N 0.0254 44787945.15 44787945.15 0.0023 N N N N PROVINCE OF ALBERTA Alberta Province, 2.4400% 01306NPK8 LQPXMHHNJKIPJYE53543 0000810961 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-19 2019-02-19 2019-02-19 N N N 0.0244 59922701.40 59922701.40 0.0031 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4100% 69370BPB2 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-11 2019-02-11 2019-02-11 N Y Public Sector Pension Investment Plan 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0241 29977908.30 29977908.30 0.0016 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4400% 69370BPM8 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-21 2019-02-21 2019-02-21 N Y Public Sector Pension Investment Plan 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0244 24964475.00 24964475.00 0.0013 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.5500% 69370BR20 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-02 2019-04-02 2019-04-02 N Y Public Sector Pension Investment Plan 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0255 49784636.00 49784636.00 0.0026 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.3700% 69370BP55 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-05 2019-02-05 2019-02-05 N Y Public Sector Pension Investment Plan 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0237 79973722.40 79973722.40 0.0042 N N Y N PSP CAPITAL INC. PSP Capital, Inc., 2.6100% 69370BRP9 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-23 2019-04-23 2019-04-23 N Y Public Sector Pension Investment Plan 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0261 21870162.16 21870162.16 0.0011 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.5100% 69370BQN5 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-22 2019-03-22 2019-03-22 N Y Public Sector Pension Investment Plan 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0251 40857638.98 40857638.98 0.0021 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4500% 69370BQ70 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-07 2019-03-07 2019-03-07 N Y Public Sector Pension Investment Plan 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0245 49881048.50 49881048.50 0.0026 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4700% 69370BQB1 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-11 2019-03-11 2019-03-11 N Y Public Sector Pension Investment Plan 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0247 48969148.50 48969148.50 0.0026 N N N N QUEBEC PROVINCE Province of Quebec, 2.5000% 74800KQV7 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-29 2019-03-29 2019-03-29 N N N 0.0250 99604958.00 99604958.00 0.0052 N N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 2.9759% 21684B5B6 DG3RU1DBUFHT4ZF9WN62 US21684B5B64 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-03-12 2019-03-12 2019-03-12 N N N 0.0298 100013733.00 100013733.00 0.0052 N N N N RABOBANK NEDERLAND NV/NEW YORK Rabobank Nederland NY, 2.7888% 21684B5V2 DG3RU1DBUFHT4ZF9WN62 US21684B5V29 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-11 2019-02-11 2019-02-11 N N N 0.0279 50005400.00 50005400.00 0.0026 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 2.5500% ES7IP3U3RHIGC71XBU11 0001000275 RBC119201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-02-15 2.750000 43633900.00 44658820.00 U.S. Treasuries (including strips) USTR 2025-12-31 2.625000 4800.00 4823.17 U.S. Treasuries (including strips) USTR 2020-12-31 2.500000 674600.00 675572.02 U.S. Treasuries (including strips) USTR 2023-11-30 2.875000 50003500.00 51097925.51 U.S. Treasuries (including strips) USTR 2021-11-15 2.875000 392900.00 399125.63 U.S. Treasuries (including strips) USTR 2023-10-31 2.875000 4696400.00 4806843.50 U.S. Treasuries (including strips) USTR 2020-08-31 2.625000 64538500.00 65317777.43 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 74976900.00 77097481.03 U.S. Treasuries (including strips) USTR 2023-05-31 2.750000 175400.00 178003.65 U.S. Treasuries (including strips) USTR 2020-05-31 2.500000 2110900.00 2118157.78 U.S. Treasuries (including strips) USTR 2028-05-15 2.875000 22620600.00 23102765.59 U.S. Treasuries (including strips) USTR 2020-04-30 2.375000 19197400.00 19267584.00 U.S. Treasuries (including strips) USTR 2021-02-15 2.250000 7233600.00 7265376.34 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 8894700.00 9056041.64 U.S. Treasuries (including strips) USTR 2025-01-31 2.500000 25121300.00 25043197.88 U.S. Treasuries (including strips) USTR 2023-01-31 2.375000 800.00 796.16 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 400.00 395.24 U.S. Treasuries (including strips) USTR 2024-11-30 2.125000 29738900.00 29163437.58 U.S. Treasuries (including strips) USTR 2019-11-30 1.750000 9200.00 9163.85 U.S. Treasuries (including strips) USTR 2020-11-15 1.750000 881600.00 872653.85 U.S. Treasuries (including strips) USTR 2027-11-15 2.250000 600.00 582.90 U.S. Treasuries (including strips) USTR 2020-10-15 1.625000 200.00 197.85 U.S. Treasuries (including strips) USTR 2024-09-30 2.125000 1925200.00 1896612.00 U.S. Treasuries (including strips) USTR 2020-09-15 1.375000 100.00 98.67 U.S. Treasuries (including strips) USTR 2024-08-31 1.875000 100.00 97.41 U.S. Treasuries (including strips) USTR 2022-08-31 1.625000 13400.00 13093.65 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 100.00 97.91 U.S. Treasuries (including strips) USTR 2019-07-31 1.132900 400.00 402.57 U.S. Treasuries (including strips) USTR 2021-08-31 1.125000 414300.00 401864.72 U.S. Treasuries (including strips) USTR 2019-03-12 0.000000 17631700.00 17584323.62 U.S. Treasuries (including strips) USTR 2019-02-19 0.000000 16971800.00 16950754.97 U.S. Treasuries (including strips) USTR 2020-01-02 0.000000 200.00 195.35 U.S. Treasuries (including strips) USTR 2019-05-16 0.000000 36517900.00 36264940.51 U.S. Treasuries (including strips) USTR 2019-05-09 0.000000 100.00 99.35 U.S. Treasuries (including strips) USTR 2019-11-07 0.000000 100.00 98.06 U.S. Treasuries (including strips) USTR 2019-04-18 0.000000 200.00 198.99 U.S. Treasuries (including strips) USTR 2019-10-10 0.000000 300.00 294.87 U.S. Treasuries (including strips) USTR 2019-04-04 0.000000 4414800.00 4396646.34 U.S. Treasuries (including strips) USTR 2019-03-14 0.000000 27871000.00 27795079.40 U.S. Treasuries (including strips) USTR 2019-03-07 0.000000 100.00 99.77 U.S. Treasuries (including strips) USTR 2025-07-31 2.875000 280200.00 285213.06 U.S. Treasuries (including strips) USTR 2023-07-31 2.750000 11386800.00 11504197.91 U.S. Treasuries (including strips) USTR 2028-07-15 0.750000 290000.00 288745.66 U.S. Treasuries (including strips) USTR 2020-05-31 1.500000 580300.00 573733.87 U.S. Treasuries (including strips) USTR 2022-04-30 1.875000 1100.00 1083.80 U.S. Treasuries (including strips) USTR 2022-04-30 1.750000 9700.00 9516.16 U.S. Treasuries (including strips) USTR 2024-03-31 2.125000 16135000.00 15943326.40 U.S. Treasuries (including strips) USTR 2022-02-28 1.875000 22767900.00 22525074.06 U.S. Treasuries (including strips) USTR 2024-02-29 2.125000 3262000.00 3230265.16 U.S. Treasuries (including strips) USTR 2023-05-15 1.750000 37600.00 36578.12 U.S. Treasuries (including strips) USTR 2020-02-29 1.250000 844500.00 836901.31 U.S. Treasuries (including strips) USTR 2026-11-15 2.000000 65200.00 62568.80 U.S. Treasuries (including strips) USTR 2019-03-31 1.500000 600.00 602.05 U.S. Treasuries (including strips) USTR 2022-02-15 2.000000 700.00 696.16 U.S. Treasuries (including strips) USTR 2023-03-31 1.500000 5000.00 4826.49 U.S. Treasuries (including strips) USTR 2020-11-15 2.625000 660000.00 664401.91 U.S. Treasuries (including strips) USTR 2023-01-31 1.750000 100.00 97.15 U.S. Treasuries (including strips) USTR 2020-08-15 2.625000 754400.00 764143.10 U.S. Treasuries (including strips) USTR 2020-05-15 3.500000 19100.00 19461.63 U.S. Treasuries (including strips) USTR 2025-11-15 2.250000 22707800.00 22333936.77 U.S. Treasuries (including strips) USTR 2019-08-15 3.625000 41840700.00 42773555.92 U.S. Treasuries (including strips) USTR 2019-07-15 1.875000 55598000.00 65987595.59 U.S. Treasuries (including strips) USTR 2025-08-15 2.000000 1000.00 974.19 U.S. Treasuries (including strips) USTR 2020-03-31 1.375000 173700.00 172115.91 U.S. Treasuries (including strips) USTR 2021-12-31 2.125000 300.00 297.37 U.S. Treasuries (including strips) USTR 2024-11-15 2.250000 22340800.00 22082002.20 U.S. Treasuries (including strips) USTR 2019-09-30 1.750000 15200.00 15207.35 U.S. Treasuries (including strips) USTR 2024-08-15 2.375000 28683900.00 28750358.57 U.S. Treasuries (including strips) USTR 2019-04-30 1.625000 58500.00 58617.28 U.S. Treasuries (including strips) USTR 2019-04-15 0.125000 2751900.00 2942275.34 U.S. Treasuries (including strips) USTR 2021-03-31 2.250000 6678900.00 6690007.16 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's AA- 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 700000000.00 700000000.00 0.0366 N Y Y N ROCHE HOLDING INC. Roche Holdings, Inc., 2.3600% 77119MP43 PVJRP0EQNV6OGDPZGY95 0000889131 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-04 2019-02-04 2019-02-04 N N N 0.0236 26393074.49 26393074.49 0.0014 N N Y N ROCHE HOLDING INC. Roche Holdings, Inc., 3.1430% 771196AZ5 PVJRP0EQNV6OGDPZGY95 US771196AZ58 0000889131 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-03-28 2019-09-30 2019-09-30 N N N 0.0314 5860667.83 5860667.83 0.0003 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.8981% 78014XAS6 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-04 2019-09-03 2019-09-03 N N N 0.0290 100062545.00 100062545.00 0.0052 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.9859% 78012UKX2 ES7IP3U3RHIGC71XBU11 US78012UKX27 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-03-11 2019-12-10 2019-12-10 N N N 0.0298 75099658.50 75099658.50 0.0039 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.7489% 78014XBC0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-11 2019-10-11 2019-10-11 N N N 0.0275 75005925.00 75005925.00 0.0039 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.9189% 78014XBD8 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-16 2020-01-16 2020-01-16 N N N 0.0292 30025029.30 30025029.30 0.0016 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.8627% 78012UKT1 ES7IP3U3RHIGC71XBU11 US78012UKT15 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-02-07 2019-09-06 2019-09-06 N N N 0.0286 100074700.00 100074700.00 0.0052 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 3.3182% 78010USP3 ES7IP3U3RHIGC71XBU11 US78010USP39 0001000275 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-03-15 2019-03-15 2019-03-15 N N N 0.0332 1479924.39 1479924.39 0.0001 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 3.0239% 78012UCT0 ES7IP3U3RHIGC71XBU11 US78012UCT07 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-04-05 2019-04-09 2019-04-09 N N N 0.0302 60019915.20 60019915.20 0.0031 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.7600% 78012UJX4 ES7IP3U3RHIGC71XBU11 US78012UJX46 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-02-20 2019-05-20 2019-05-20 N N N 0.0276 100020064.00 100020064.00 0.0052 N N N N SANOFI-AVENTIS Sanofi-Aventis, 2.5400% 8010M3QJ2 549300E9PC51EN656011 0001121404 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-18 2019-03-18 2019-03-18 N N N 0.0254 16945108.02 16945108.02 0.0009 N N N N SANOFI-AVENTIS Sanofi-Aventis, 2.5200% 8010M3QD5 549300E9PC51EN656011 0001121404 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-13 2019-03-13 2019-03-13 N N N 0.0252 95725573.44 95725573.44 0.0050 N N N N SHELL INTERNATIONAL FINANCE BV Shell International Finance BV, 3.1259% 822582BV3 213800ITMMKU4Z7I4F78 US822582BV39 0001333621 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-03-12 2019-09-12 2019-09-12 N N N 0.0312 5291073.69 5291073.69 0.0003 N N N N SIEMENS AG Siemens Capital Co. LLC, 2.5400% 82619UQS6 EOSCVWUER252U910GR08 0000940418 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-26 2019-03-26 2019-03-26 N N N 0.0254 13946912.00 13946912.00 0.0007 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.6000% 82880XRB8 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-11 2019-04-11 2019-04-11 N N N 0.0260 31560686.30 31560686.30 0.0017 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.5100% 82880XQ45 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-03-04 2019-03-04 2019-03-04 N N N 0.0251 26939903.94 26939903.94 0.0014 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.6100% 82880XRJ1 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-18 2019-04-18 2019-04-18 N N N 0.0261 19292114.47 19292114.47 0.0010 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.5900% 83050US25 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-02 2019-05-02 2019-05-02 N N N 0.0259 149025162.00 149025162.00 0.0078 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.5200% 83050URF7 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-15 2019-04-15 2019-04-15 N N N 0.0252 49741925.00 49741925.00 0.0026 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.3300% 83050UP69 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-06 2019-02-06 2019-02-06 N N N 0.0233 74970825.00 74970825.00 0.0039 N N Y N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.5100% 86562LQN5 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-03-22 2019-03-22 2019-03-22 N N N 0.0251 34878617.90 34878617.90 0.0018 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.6300% 86562LRN4 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-22 2019-04-22 2019-04-22 N N N 0.0263 40460531.38 40460531.38 0.0021 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.6860% 86565BLN9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-02-22 2019-02-22 2019-02-22 N N N 0.0269 50007200.00 50007200.00 0.0026 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.7789% 86958JYY9 NHBDILHZTYCNBV5UYZ31 US86958JYY99 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-02-15 2019-02-15 2019-02-15 N N N 0.0278 30004230.00 30004230.00 0.0016 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.5300% 86960KQF2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-15 2019-03-15 2019-03-15 N N N 0.0253 149548500.00 149548500.00 0.0078 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.6000% 86960KRG9 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-16 2019-04-16 2019-04-16 N N N 0.0260 95995226.19 95995226.19 0.0050 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.7419% 86958JX20 NHBDILHZTYCNBV5UYZ31 US86958JX207 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-02-26 2019-04-26 2019-04-26 N N N 0.0274 50002249.00 50002249.00 0.0026 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 3.2782% 86960BAH5 NHBDILHZTYCNBV5UYZ31 US86960BAH50 0001448613 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-03-17 2019-06-17 2019-06-17 N N N 0.0327 2002474.24 2002474.24 0.0001 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.8060% 86958JY45 NHBDILHZTYCNBV5UYZ31 US86958JY452 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-02-19 2019-08-19 2019-08-19 N N N 0.0280 40021480.00 40021480.00 0.0021 N N N N SWEDBANK Swedbank, 2.5100% 87019SRH9 M312WZV08Y7LYUC71685 0001497940 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-17 2019-04-17 2019-04-17 N N N 0.0251 99473489.00 99473489.00 0.0052 N N N N SWEDBANK Swedbank, 2.3900% 87019SPR9 M312WZV08Y7LYUC71685 0001497940 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-25 2019-02-25 2019-02-25 N N N 0.0239 99834028.00 99834028.00 0.0052 N N N N SWEDBANK Swedbank, 2.5300% 87019SRP1 M312WZV08Y7LYUC71685 0001497940 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-23 2019-04-23 2019-04-23 N N N 0.0253 149139684.00 149139684.00 0.0078 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 2.5600% PT3QB789TSUIDF371261 0000947263 TOR219201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2025-01-15 0.250000 111536900.00 114915608.41 U.S. Treasuries (including strips) USTR 2020-01-30 0.000000 138659700.00 135155769.38 U.S. Treasuries (including strips) FNMA 2023-09-12 2.875000 45245000.00 46324589.69 Agency Debentures and Agency Strips FNMA 2026-09-24 1.875000 34900000.00 32816627.05 Agency Debentures and Agency Strips FHLB 2019-03-28 0.000000 27892000.00 27787488.68 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 350000000.00 350000000.00 0.0183 N Y Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.9089% 89120DDW6 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-15 2019-03-15 2019-03-15 N N N 0.0291 100048600.00 100048600.00 0.0052 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.9481% 89114MNS2 PT3QB789TSUIDF371261 US89114MNS25 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-03-04 2019-12-03 2019-12-03 N N N 0.0295 100089104.00 100089104.00 0.0052 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.9389% 89113XZF4 PT3QB789TSUIDF371261 US89113XZF40 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-03-06 2019-03-06 2019-03-06 N N N 0.0294 100042000.00 100042000.00 0.0052 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 3.0916% 89120DDZ9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-26 2019-03-26 2019-03-26 N N N 0.0309 45013742.10 45013742.10 0.0024 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.9757% 89120DLU1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-06 2019-12-06 2019-12-06 N N N 0.0297 100089696.00 100089696.00 0.0052 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.8730% 89120DLK3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-20 2019-11-20 2019-11-20 N N N 0.0287 45046260.00 45046260.00 0.0024 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.7822% 89120DHW2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-23 2019-05-23 2019-05-23 N N N 0.0278 80029840.00 80029840.00 0.0042 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.3900% 89152FP58 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-05 2019-02-05 2019-02-05 N N N 0.0239 99966764.00 99966764.00 0.0052 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.3400% 89153QP12 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0234 79994795.20 79994795.20 0.0042 N Y Y N TOTAL S.A. Total Capital Canada, Ltd., 2.5900% 89153QRQ5 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-24 2019-04-24 2019-04-24 N N N 0.0259 92149657.71 92149657.71 0.0048 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.5700% 89153QR44 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-04 2019-04-04 2019-04-04 N N N 0.0257 19810778.35 19810778.35 0.0010 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.5700% 89153QR36 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-03 2019-04-03 2019-04-03 N N N 0.0257 66206694.44 66206694.44 0.0035 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.5300% 89153QPR5 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-02-25 2019-02-25 2019-02-25 N N N 0.0253 99824861.00 99824861.00 0.0052 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.6761% 89236TFB6 Z2VZBHUMB7PWWJ63I008 US89236TFB61 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-02-15 2019-05-15 2019-05-15 N N N 0.0268 149999587.50 149999587.50 0.0078 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 3.4600% 89236TCV5 Z2VZBHUMB7PWWJ63I008 US89236TCV52 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-02-19 2019-02-19 2019-02-19 N N N 0.0346 16906265.84 16906265.84 0.0009 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.8706% 89236TEB7 Z2VZBHUMB7PWWJ63I008 US89236TEB70 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-04-25 2019-07-25 2019-07-25 N N N 0.0287 74992777.50 74992777.50 0.0039 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.6385% 89233AH85 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-02 2019-04-25 2019-04-25 N N N 0.0264 150026505.00 150026505.00 0.0078 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.7489% 89233AD55 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-15 2019-03-12 2019-03-12 N N N 0.0275 150042450.00 150042450.00 0.0078 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.8769% 89233AF20 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-08 2019-04-08 2019-04-08 N N N 0.0288 140018410.00 140018410.00 0.0073 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.2800% 912796UR8 US912796UR82 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-03-05 2019-03-05 2019-03-05 N N N 0.0228 99791259.00 99791259.00 0.0052 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.1300% 912796UN7 US912796UN78 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-02-12 2019-02-12 2019-02-12 N N N 0.0213 99929103.00 99929103.00 0.0052 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.8000% 912796UM9 US912796UM95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-02-05 2019-02-05 2019-02-05 N N N 0.0180 99974956.00 99974956.00 0.0052 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.3000% 912796US6 US912796US65 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-03-12 2019-03-12 2019-03-12 N N N 0.0230 99745236.00 99745236.00 0.0052 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.2300% 912796UP2 US912796UP27 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-02-19 2019-02-19 2019-02-19 N N N 0.0223 199764900.00 199764900.00 0.0104 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 2.4900% 91127QPR4 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-25 2019-02-25 2019-02-25 N N N 0.0249 66684862.85 66684862.85 0.0035 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4700% 91127QPK9 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-19 2019-02-19 2019-02-19 N N N 0.0247 149804379.00 149804379.00 0.0078 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4900% 91127QPT0 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-27 2019-02-27 2019-02-27 N N N 0.0249 149720437.50 149720437.50 0.0078 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.3800% 91127QP45 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-02-04 2019-02-04 2019-02-04 N N N 0.0238 74980183.50 74980183.50 0.0039 N N Y N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.5100% 93114FR89 Y87794H0US1R65VBXU25 0000104169 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-08 2019-04-08 2019-04-08 N N N 0.0251 49767733.50 49767733.50 0.0026 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.5000% 93114FQR8 Y87794H0US1R65VBXU25 0000104169 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-25 2019-03-25 2019-03-25 N N N 0.0250 49816929.00 49816929.00 0.0026 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 2.4800% 9612C1Q59 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-05 2019-03-05 2019-03-05 N N N 0.0248 99772850.00 99772850.00 0.0052 N N N N THE DFA INVESTMENT TRUST COMPANY 2019-02-07 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer