N-MFP2 0000896162 XXXXXXXX 2019-02-28 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 29 49 5697262951.93 5558176217.75 5500707201.18 5898033704.22 7953744557.04 7272293037.15 8620628672.31 8998653451.31 0.2940 0.2854 0.2705 0.2813 0.4105 0.3734 0.4240 0.4292 911108455.90 21353406496.27 21353406496.27 12449677.20 380563791.29 21896400838.08 1892298399.16 0.0258 11.5710 11.5720 11.5720 11.5720 C000086468 1.00 21896400838.08 1892298399.16 11.5710 11.5720 11.5720 11.5720 2044740813.61 1504326993.21 1794819676.72 1667927780.26 2303704613.21 1507293574.43 2098368158.20 1427519529.33 8906860730.24 6129739253.69 0.0253 N APPLE COMPUTER INC. Apple, Inc., 3.0344% 037833AP5 HWUPKR0MPOU8FGXBT394 US037833AP55 0000320193 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-05-06 2019-05-06 2019-05-06 N N N 0.0303 20014479.00 20014479.00 0.0009 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4000% 03948HQ12 549300LO13MQ9HYSTR83 0000007084 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 57646161.66 57646161.66 0.0026 N Y Y N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4600% 03948HQS3 549300LO13MQ9HYSTR83 0000007084 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 0.0246 102394423.04 102394423.04 0.0047 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4300% 03948HQD6 549300LO13MQ9HYSTR83 0000007084 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 0.0243 27975500.84 27975500.84 0.0013 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4100% 03948HQ87 549300LO13MQ9HYSTR83 0000007084 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-03-08 2019-03-08 2019-03-08 N N N 0.0241 40478292.00 40478292.00 0.0018 N N N N AUSTRALIA & NEW ZEALAND BANKING GROUP LT Australia & New Zealand Banking Group, 2.4500% 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 0.0245 44877649.95 44877649.95 0.0020 N N N N AUSTRALIA & NEW ZEALAND BANKING GROUP LT Australia & New Zealand Banking Group, 2.4500% 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 0.0245 173539117.50 173539117.50 0.0079 N N N N AUSTRALIA & NEW ZEALAND NATIONAL AND INTERNATIONAL LTD. Australia & New Zealand National International, Ltd., 2.6244% 00182HGM8 JHE42UYNWWTJB8YTTU19 0001300064 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 0.0262 75009375.00 75009375.00 0.0034 N N N N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 2.5600% 9DJT3UXIJIZJI4WXO774 0000070858 BAC219301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-06-30 2.750000 95414200.00 96815075.50 U.S. Treasuries (including strips) USTR 2024-07-15 0.125000 54255400.00 56184978.72 U.S. Treasuries (including strips) Y Moody's A3 Standard & Poor's A- 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 150000000.00 150000000.00 0.0069 N Y Y N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.8685% 06370RNU9 NQQ6HPCNCCU6TUTQYE16 US06370RNU94 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-07 2019-05-07 2019-05-07 N N N 0.0287 100023895.00 100023895.00 0.0046 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.9037% 06370RPD5 NQQ6HPCNCCU6TUTQYE16 US06370RPD51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-03-04 2019-12-04 2019-12-04 N N N 0.0290 70127470.00 70127470.00 0.0032 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.6789% 06370RUU1 NQQ6HPCNCCU6TUTQYE16 US06370RUU12 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-03 2020-03-02 2020-03-02 N N N 0.0268 25000000.00 25000000.00 0.0011 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.7737% 06370RNL9 NQQ6HPCNCCU6TUTQYE16 US06370RNL95 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-03-03 2019-05-03 2019-05-03 N N N 0.0277 150032394.00 150032394.00 0.0069 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.7338% 06370RLX5 NQQ6HPCNCCU6TUTQYE16 US06370RLX51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-03-04 2019-10-04 2019-10-04 N N N 0.0273 200058076.00 200058076.00 0.0091 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.8431% 06370RNK1 NQQ6HPCNCCU6TUTQYE16 US06370RNK13 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-03-06 2019-08-06 2019-08-06 N N N 0.0284 100071286.00 100071286.00 0.0046 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 3.0230% 06417GW53 L3I9ZG2KFGXZ61BMYR72 US06417GW530 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 20032348.40 20032348.40 0.0009 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.9975% 06417GS41 L3I9ZG2KFGXZ61BMYR72 US06417GS413 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-04 2019-11-04 2019-11-04 N N N 0.0299 26041473.64 26041473.64 0.0012 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.8629% 06417GY36 L3I9ZG2KFGXZ61BMYR72 US06417GY361 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-19 2020-02-18 2020-02-18 N N N 0.0286 1842426.13 1842426.13 0.0001 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7369% 06417LJV0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-03-09 2019-10-09 2019-10-09 N N N 0.0274 100051700.00 100051700.00 0.0046 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 150059998.50 150059998.50 0.0069 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7722% 06417G2Z0 L3I9ZG2KFGXZ61BMYR72 US06417G2Z05 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-03-07 2019-05-07 2019-05-07 N N N 0.0277 30006273.00 30006273.00 0.0014 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7047% 06417G2B3 L3I9ZG2KFGXZ61BMYR72 US06417G2B37 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-03-20 2019-09-20 2019-09-20 N N N 0.0270 100037946.00 100037946.00 0.0046 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.6886% 06417G5L8 L3I9ZG2KFGXZ61BMYR72 US06417G5L81 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-28 2020-02-27 2020-02-27 N N N 0.0269 64999908.35 64999908.35 0.0030 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7375% 06417G4Q8 L3I9ZG2KFGXZ61BMYR72 US06417G4Q87 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-07 2019-11-04 2019-11-04 N N N 0.0274 149999280.00 149999280.00 0.0069 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.5900% 0667K1SF9 R7CQUF1DQM73HUTV1078 0001399253 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0259 87969922.59 87969922.59 0.0040 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.5800% 0667K1SA0 R7CQUF1DQM73HUTV1078 0001399253 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-10 2019-05-10 2019-05-10 N N N 0.0258 28355825.63 28355825.63 0.0013 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 2.5500% AC28XWWI3WIBK2824319 0000312069 BCG219301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-07-15 2.625000 271923600.00 273566183.80 U.S. Treasuries (including strips) USTR 2027-02-15 2.250000 13390100.00 13033227.20 U.S. Treasuries (including strips) USTR 2023-11-30 2.875000 269950200.00 276466397.35 U.S. Treasuries (including strips) USTR 2021-04-15 2.375000 31979800.00 32172434.37 U.S. Treasuries (including strips) USTR 2019-08-29 0.000000 171895000.00 169761783.05 U.S. Treasuries (including strips) Y Moody's Baa3 Standard & Poor's BBB 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 750000000.00 750000000.00 0.0343 N Y Y N BNG BANK NV BNG Bank NV, 2.3900% 09657SQ73 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-07 2019-03-07 2019-03-07 N N N 0.0239 34983734.80 34983734.80 0.0016 N N Y N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.4600% 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 0.0246 99612400.00 99612400.00 0.0045 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.7504% 13606BH33 2IGI19DL77OX0HC3ZE78 US13606BH333 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-03-19 2019-07-19 2019-07-19 N N N 0.0275 100063328.00 100063328.00 0.0046 N N N N CHEVRON CORP. Chevron Corp., 2.4300% 16677KRF2 0000093410 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 N N 0.0243 49845261.00 49845261.00 0.0023 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.5200% 17277BSG1 8E6NF1YAL0WT6CWXXV93 0000858877 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-16 2019-05-16 2019-05-16 N N N 0.0252 9946463.60 9946463.60 0.0005 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.5400% 17277BSW6 8E6NF1YAL0WT6CWXXV93 0000858877 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-30 2019-05-30 2019-05-30 N N N 0.0254 19872498.80 19872498.80 0.0009 N N N N COLGATE-PALMOLIVE CO. Colgate-Palmolive Co., 2.3600% 19416FQ56 YMEGZFW4SBUSS5BQXF88 0000021665 Non-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 0.0236 75475242.04 75475242.04 0.0034 N N Y N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.5500% 20272ES74 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-07 2019-05-07 2019-05-07 N N N 0.0255 149281750.50 149281750.50 0.0068 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.5500% 20272ES82 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-08 2019-05-08 2019-05-08 N N N 0.0255 84545047.20 84545047.20 0.0039 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.5500% 20272ESF6 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0255 39785426.80 39785426.80 0.0018 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.7131% 20272AD78 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-06 2019-09-06 2019-09-06 N N N 0.0271 25010075.00 25010075.00 0.0011 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.5200% 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 0.0252 107435930.42 107435930.42 0.0049 N N N N CPPIB CAPITAL INC. CPPIB Capital, Inc., 2.5100% 12624DS11 4BFD7AQU0A75QLAHK410 0001283718 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-01 2019-05-01 2019-05-01 N Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0251 60288985.90 60288985.90 0.0028 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.6399% 23305GAR9 ATUEL7OJR5057F2PV266 0001501323 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 0.0264 50006600.00 50006600.00 0.0023 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.5100% 2332K1SE1 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-14 2019-05-14 2019-05-14 N N N 0.0251 149218750.50 149218750.50 0.0068 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.5200% 2332K1SM3 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-21 2019-05-21 2019-05-21 N N N 0.0252 149142759.00 149142759.00 0.0068 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.3800% 2332K1QB9 5967007LIEEXZX78M803 0001498632 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 0.0238 74945412.75 74945412.75 0.0034 N N N N ELI LILLY & CO. ELI Lilly & Co., 2.3900% 53245QQ82 FRDRIPF3EKNDJ2CQJL29 0000059478 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-08 2019-03-08 2019-03-08 N N N 0.0239 99946844.00 99946844.00 0.0046 N N N N EMERSON ELECTRIC CO. Emerson Electric Co., 2.4100% 29101BQ88 FGLT0EWZSUIRRITFOA30 0000032604 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-03-08 2019-03-08 2019-03-08 N N N 0.0241 13992496.00 13992496.00 0.0006 N N N N EMERSON ELECTRIC CO. Emerson Electric Co., 2.4400% 29101BQK1 FGLT0EWZSUIRRITFOA30 0000032604 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-03-19 2019-03-19 2019-03-19 N N N 0.0244 11385343.36 11385343.36 0.0005 N N N N EQUINOR ASA Equinor ASA, 2.5400% 29447MSV4 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-29 2019-05-29 2019-05-29 N N N 0.0254 49685000.00 49685000.00 0.0023 N N N N EQUINOR ASA Equinor ASA, 2.3900% 29447MQ53 OW6OFBNCKXC4US5C7523 0001140625 Non-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 0.0239 199933722.00 199933722.00 0.0091 N N Y N EQUINOR ASA Equinor ASA, 2.4300% 29447MQ12 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0243 163988930.00 163988930.00 0.0075 N Y Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.5000% 29604DRH5 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-17 2019-04-17 2019-04-17 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0250 76494780.92 76494780.92 0.0035 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4200% 29604DQE3 7TG4VWERK338227TR435 0001560283 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 Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0242 99906044.00 99906044.00 0.0046 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.5500% 29604DSL5 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-20 2019-05-20 2019-05-20 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0255 32016629.05 32016629.05 0.0015 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.5000% 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 0.0250 84711342.55 84711342.55 0.0039 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.6099% 29604BBV5 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-01 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 0.0261 150000900.00 150000900.00 0.0069 N Y Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4000% 29604DQ86 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-08 2019-03-08 2019-03-08 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0240 7995744.00 7995744.00 0.0004 N N N N EUROPEAN INVESTMENT BANK European Investment Bank, 2.4700% 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 0.0247 99781244.00 99781244.00 0.0046 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3700% 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 0.0237 149477850.00 149477850.00 0.0068 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3700% 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 0.0237 65637278.64 65637278.64 0.0030 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3600% 313384EE5 US313384EE52 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-04-11 2019-04-11 2019-04-11 N N N 0.0236 99725500.00 99725500.00 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3600% 313384EF2 US313384EF28 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-04-12 2019-04-12 2019-04-12 N N N 0.0236 274226700.00 274226700.00 0.0125 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.4000% 313384FX2 US313384FX25 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-05-22 2019-05-22 2019-05-22 N N N 0.0240 35801568.00 35801568.00 0.0016 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.4100% 313384GE3 US313384GE35 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-05-29 2019-05-29 2019-05-29 N N N 0.0241 98308281.30 98308281.30 0.0045 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3800% 313384EV7 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-04-26 2019-04-26 2019-04-26 N N N 0.0238 99625100.00 99625100.00 0.0045 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.4000% 313384FR5 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-05-16 2019-05-16 2019-05-16 N N N 0.0240 99489100.00 99489100.00 0.0045 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3600% 313384ED7 US313384ED79 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-04-10 2019-04-10 2019-04-10 N N N 0.0236 99732200.00 99732200.00 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2000% 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 0.0220 139888980.00 139888980.00 0.0064 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.9900% 313384CS6 US313384CS66 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-03-06 2019-03-06 2019-03-06 N N N 0.0199 199933800.00 199933800.00 0.0091 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7800% 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 0.0178 149970300.00 149970300.00 0.0068 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3500% 313384EB1 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-04-08 2019-04-08 2019-04-08 N N N 0.0235 99745600.00 99745600.00 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2900% 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 0.0229 99834700.00 99834700.00 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2600% 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 0.0226 100565530.85 100565530.85 0.0046 N N Y N FEDERAL RESERVE BANK OF NEW YORK Federal Reserve Bank NY, 2.2500% 0001390777 FRB119301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-01-31 2.250000 210841200.00 208688581.24 U.S. Treasuries (including strips) USTR 2024-11-30 2.125000 169274500.00 166334899.49 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's NR 2019-03-01 2019-03-01 2019-03-01 N N N 0.0225 375000000.00 375000000.00 0.0171 N Y Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 2.5700% FOR8UP27PHTHYVLBNG30 0000886982 GOL219301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2042-04-15 3.500000 375000.00 249766.44 Agency Mortgage-Backed Securities GNMA 2038-02-15 5.500000 5000000.00 183813.25 Agency Mortgage-Backed Securities GNMA 2029-05-15 6.500000 5009032.00 250357.29 Agency Mortgage-Backed Securities GNMA 2034-05-15 5.500000 10075424.00 496376.28 Agency Mortgage-Backed Securities GNMA 2034-01-20 5.000000 17713952.00 902594.67 Agency Mortgage-Backed Securities GNMA 2033-11-15 6.000000 3219464.00 413627.61 Agency Mortgage-Backed Securities GNMA 2041-02-15 5.000000 142203.00 38084.75 Agency Mortgage-Backed Securities GNMA 2037-12-15 6.000000 7410584.00 209671.20 Agency Mortgage-Backed Securities GNMA 2035-05-20 5.500000 5000000.00 422318.04 Agency Mortgage-Backed Securities GNMA 2034-12-15 7.000000 1985000.00 205071.72 Agency Mortgage-Backed Securities GNMA 2033-04-15 3.500000 518813.00 366723.48 Agency Mortgage-Backed Securities GNMA 2040-08-20 4.500000 152333.00 39263.19 Agency Mortgage-Backed Securities GNMA 2046-07-15 4.000000 379862.00 340543.13 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.000000 1915864.00 526884.77 Agency Mortgage-Backed Securities GNMA 2040-01-15 5.500000 202436.00 17483.93 Agency Mortgage-Backed Securities GNMA 2024-10-20 5.500000 362169.00 20285.91 Agency Mortgage-Backed Securities GNMA 2039-01-20 6.000000 333000.00 14540.70 Agency Mortgage-Backed Securities GNMA 2037-03-20 5.000000 250000.00 8215.98 Agency Mortgage-Backed Securities GNMA 2036-04-20 5.000000 1542680.00 68143.48 Agency Mortgage-Backed Securities GNMA 2034-07-20 6.000000 269991.00 10617.58 Agency Mortgage-Backed Securities GNMA 2047-04-20 3.500000 1108306.00 1077669.16 Agency Mortgage-Backed Securities GNMA 2046-10-20 3.500000 12266.00 10457.00 Agency Mortgage-Backed Securities GNMA 2046-08-15 4.500000 497245.00 222779.63 Agency Mortgage-Backed Securities GNMA 2046-10-15 2.500000 607377.00 554472.70 Agency Mortgage-Backed Securities GNMA 2046-05-20 3.000000 203000.00 157948.52 Agency Mortgage-Backed Securities GNMA 2045-04-15 3.000000 721011.00 611627.60 Agency Mortgage-Backed Securities GNMA 2043-09-15 3.000000 50249.00 22734.74 Agency Mortgage-Backed Securities GNMA 2048-12-20 5.000000 5236232.00 5464603.23 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.000000 1426148.00 1515585.56 Agency Mortgage-Backed Securities GNMA 2048-07-15 3.740000 298981.00 302066.28 Agency Mortgage-Backed Securities GNMA 2048-09-15 4.000000 400000.00 413241.06 Agency Mortgage-Backed Securities GNMA 2048-01-15 5.000000 2920052.00 1941992.61 Agency Mortgage-Backed Securities GNMA 2048-01-20 3.500000 3008336.00 2967659.99 Agency Mortgage-Backed Securities GNMA 2053-04-15 3.800000 150000.00 152115.18 Agency Mortgage-Backed Securities GNMA 2047-11-15 5.000000 2773216.00 2012343.20 Agency Mortgage-Backed Securities GNMA 2047-09-15 5.000000 84779.00 59497.92 Agency Mortgage-Backed Securities GNMA 2048-09-20 5.500000 324655.00 335917.26 Agency Mortgage-Backed Securities GNMA 2032-11-20 3.500000 938700.00 805114.51 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.000000 25550000.00 22960583.47 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 86517000.00 66096957.70 Agency Mortgage-Backed Securities GNMA 2032-04-20 4.000000 239064.00 163887.30 Agency Mortgage-Backed Securities GNMA 2047-02-20 2.500000 11466260.00 9374652.74 Agency Mortgage-Backed Securities GNMA 2032-05-20 3.000000 461000.00 352483.01 Agency Mortgage-Backed Securities GNMA 2047-04-20 3.000000 110000.00 88602.86 Agency Mortgage-Backed Securities GNMA 2045-07-20 3.500000 33900000.00 17028935.83 Agency Mortgage-Backed Securities GNMA 2045-04-20 3.500000 34149824.00 14982961.96 Agency Mortgage-Backed Securities GNMA 2046-04-20 3.000000 25918000.00 16979920.97 Agency Mortgage-Backed Securities GNMA 2044-06-20 3.500000 500000.00 178854.78 Agency Mortgage-Backed Securities GNMA 2045-03-20 4.000000 713000.00 292692.23 Agency Mortgage-Backed Securities GNMA 2045-03-20 3.500000 8315472.00 3516985.53 Agency Mortgage-Backed Securities GNMA 2042-12-20 3.500000 282333760.00 103171271.85 Agency Mortgage-Backed Securities GNMA 2042-11-20 3.500000 30268832.00 10377149.13 Agency Mortgage-Backed Securities GNMA 2042-10-20 3.500000 45946880.00 15899541.92 Agency Mortgage-Backed Securities GNMA 2042-05-20 5.500000 952705.00 142371.92 Agency Mortgage-Backed Securities GNMA 2043-06-15 3.000000 71054.00 36955.64 Agency Mortgage-Backed Securities GNMA 2043-04-15 3.000000 100000.00 38195.48 Agency Mortgage-Backed Securities GNMA 2042-09-15 3.000000 400000.00 228537.10 Agency Mortgage-Backed Securities GNMA 2043-04-15 3.000000 522782.00 324812.46 Agency Mortgage-Backed Securities GNMA 2027-05-20 3.000000 60000.00 14943.14 Agency Mortgage-Backed Securities GNMA 2045-06-15 3.000000 372602.00 336493.47 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 300000000.00 300000000.00 0.0137 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 2.5500% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB219301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2027-02-15 0.000000 193581547.52 155752809.41 U.S. Treasuries (including strips) USTR 2026-05-15 0.000000 119003200.00 98031028.06 U.S. Treasuries (including strips) USTR 2026-02-15 0.000000 172570214.40 143174776.65 U.S. Treasuries (including strips) USTR 2020-08-15 0.000000 58992885.76 56805606.53 U.S. Treasuries (including strips) USTR 2026-01-31 2.625000 62153300.00 62300130.13 U.S. Treasuries (including strips) USTR 2026-08-15 1.500000 90072400.00 83139678.16 U.S. Treasuries (including strips) USTR 2028-08-15 0.000000 125000.00 96722.88 U.S. Treasuries (including strips) USTR 2025-11-15 0.000000 209000.00 175379.84 U.S. Treasuries (including strips) USTR 2020-11-15 0.000000 182000.00 174251.53 U.S. Treasuries (including strips) USTR 2025-08-15 0.000000 30000.00 25348.86 U.S. Treasuries (including strips) USTR 2020-05-15 0.000000 2000000.00 1939344.00 U.S. Treasuries (including strips) USTR 2020-02-15 0.000000 4778000.00 4662491.85 U.S. Treasuries (including strips) USTR 2019-11-15 0.000000 115000.00 112955.41 U.S. Treasuries (including strips) USTR 2022-11-15 0.000000 100000.00 91105.90 U.S. Treasuries (including strips) USTR 2022-08-15 0.000000 800000.00 733496.80 U.S. Treasuries (including strips) USTR 2024-08-15 0.000000 260000.00 226110.30 U.S. Treasuries (including strips) USTR 2024-02-15 0.000000 350000.00 308779.10 U.S. Treasuries (including strips) USTR 2023-11-15 0.000000 1060000.00 941457.02 U.S. Treasuries (including strips) USTR 2023-05-15 0.000000 50000.00 44967.00 U.S. Treasuries (including strips) USTR 2022-05-15 0.000000 1500000.00 1384503.00 U.S. Treasuries (including strips) USTR 2026-11-15 0.000000 200000.00 163109.60 U.S. Treasuries (including strips) USTR 2028-02-15 0.000000 1730000.00 1361856.00 U.S. Treasuries (including strips) USTR 2027-11-15 0.000000 35000.00 27698.83 U.S. Treasuries (including strips) USTR 2026-02-15 0.000000 300000.00 250059.30 U.S. Treasuries (including strips) USTR 2020-02-15 0.000000 78200.00 76344.08 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 600000000.00 600000000.00 0.0274 N Y Y N HYDRO-QUEBEC Hydro-Quebec, 2.4800% 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 0.0248 99615000.00 99615000.00 0.0045 N N N N HYDRO-QUEBEC Hydro-Quebec, 2.4400% 44881MQV8 6THEVG93PYJH84S4D167 0000049448 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 Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0244 99803606.00 99803606.00 0.0046 N N N N HYDRO-QUEBEC Hydro-Quebec, 2.4500% 44881MR54 6THEVG93PYJH84S4D167 0000049448 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-05 2019-04-05 2019-04-05 N Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0245 99755200.00 99755200.00 0.0046 N N N N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.4100% 45920GQE9 VGRQXHF3J8VDLUA7XE92 0000051143 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 0.0241 43958847.68 43958847.68 0.0020 N N N N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.4000% 45920GQC3 VGRQXHF3J8VDLUA7XE92 0000051143 Non-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 0.0240 79935973.60 79935973.60 0.0037 N N N N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.4100% 45920GQD1 VGRQXHF3J8VDLUA7XE92 0000051143 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 0.0241 24978306.25 24978306.25 0.0011 N N N N JOHN DEERE CAPITAL CORP. John Deere Capital Corp., 2.5000% 24422MRQ6 E0KSF7PFQ210NWI8Z391 0000315189 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 0.0250 123030751.87 123030751.87 0.0056 N N N N JOHN DEERE CAPITAL CORP. John Deere Capital Corp., 2.5600% 24422MSD4 E0KSF7PFQ210NWI8Z391 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-13 2019-05-13 2019-05-13 N N N 0.0256 38199351.55 38199351.55 0.0017 N N N N JP MORGAN SECURITIES INC. JPMorgan Securities, Inc., 2.5600% 8I5DZWZKVSZI1NUHU748 0000019617 JPM119301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2058-10-15 3.650000 250000.00 251742.38 Agency Mortgage-Backed Securities GNMA 2059-02-15 3.300000 100000.00 99341.60 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 1053832.00 1082702.78 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 1423374.00 1462425.69 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.000000 1213428.00 1251621.23 Agency Mortgage-Backed Securities GNMA 2049-01-20 4.000000 15281472.00 15721609.74 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.000000 1402566.00 1455054.23 Agency Mortgage-Backed Securities GNMA 2048-07-20 5.000000 2521336.00 2559737.45 Agency Mortgage-Backed Securities GNMA 2054-01-15 4.010000 69500.00 72330.47 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 2009560.00 2044681.48 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 6855072.00 6980592.31 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.500000 2001060.00 2088609.24 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 1128024.00 1148705.90 Agency Mortgage-Backed Securities GNMA 2048-05-20 4.000000 10050960.00 10070755.68 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 1592310.00 1622035.29 Agency Mortgage-Backed Securities GNMA 2048-08-20 5.500000 4328820.00 4233082.19 Agency Mortgage-Backed Securities GNMA 2047-11-20 4.000000 1503856.00 1529363.64 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 7338460.00 6742573.87 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 49999.00 48149.23 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.000000 1064326.00 916725.69 Agency Mortgage-Backed Securities GNMA 2047-12-20 4.000000 1113224.00 1130887.73 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.500000 1002614.00 989240.52 Agency Mortgage-Backed Securities GNMA 2031-09-20 7.000000 126722.00 137225.96 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.500000 344796160.00 354213756.40 Agency Mortgage-Backed Securities GNMA 2048-09-20 4.500000 119406080.00 122089931.12 Agency Mortgage-Backed Securities GNMA 2048-03-20 5.000000 1124804.00 917910.85 Agency Mortgage-Backed Securities GNMA 2048-08-20 5.000000 3390228.00 3472456.24 Agency Mortgage-Backed Securities GNMA 2047-02-20 3.500000 884000.00 694862.95 Agency Mortgage-Backed Securities GNMA 2046-11-20 2.500000 169053184.00 133345197.14 Agency Mortgage-Backed Securities GNMA 2045-08-20 3.000000 38761999.00 24634097.14 Agency Mortgage-Backed Securities FNMA 2023-01-19 2.375000 862000.00 857681.31 Agency Debentures and Agency Strips FHLB 2028-03-10 3.000000 10045000.00 10134912.79 Agency Debentures and Agency Strips Y Moody's A1 Standard & Poor's A+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 700000000.00 700000000.00 0.0320 N Y Y N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.4500% 49436UQK3 5493001TMCBEHPT4YE78 0000055785 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-03-19 2019-03-19 2019-03-19 N N N 0.0245 43543737.69 43543737.69 0.0020 N N N N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.4500% 49436UQJ6 5493001TMCBEHPT4YE78 0000055785 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 0.0245 36954786.00 36954786.00 0.0017 N N N N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.4300% 49436UQC1 5493001TMCBEHPT4YE78 0000055785 Non-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 0.0243 99919033.00 99919033.00 0.0046 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.4600% 48246US98 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-09 2019-05-09 2019-05-09 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0246 49762097.00 49762097.00 0.0023 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.4400% 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 0.0244 149381613.00 149381613.00 0.0068 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.4700% 51489HS97 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-09 2019-05-09 2019-05-09 N N N 0.0247 49760541.50 49760541.50 0.0023 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.5500% 51489HSW6 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-30 2019-05-30 2019-05-30 N N N 0.0255 149040328.50 149040328.50 0.0068 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.4500% 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 0.0245 199160588.00 199160588.00 0.0091 N N N N L'OREAL L'Oreal USA, Inc., 2.4100% 50211UQE6 529900MBZ0PRAP172T60 0001219156 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 0.0241 21979423.84 21979423.84 0.0010 N N N N MIZUHO SECURITIES USA INC. Mizuho Securities USA, Inc., 2.5500% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ219301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-07-31 1.625000 9299600.00 9191574.97 U.S. Treasuries (including strips) USTR 2020-05-31 1.375000 8989800.00 8890100.65 U.S. Treasuries (including strips) USTR 2023-11-30 2.125000 27000000.00 26684562.26 U.S. Treasuries (including strips) USTR 2020-12-31 1.750000 58570400.00 57916298.07 U.S. Treasuries (including strips) USTR 2020-11-30 1.625000 2800.00 2767.51 U.S. Treasuries (including strips) USTR 2020-02-29 1.375000 792000.00 782857.94 U.S. Treasuries (including strips) USTR 2020-01-31 1.250000 650000.00 642988.35 U.S. Treasuries (including strips) USTR 2021-11-30 1.875000 2730200.00 2698819.05 U.S. Treasuries (including strips) USTR 2022-10-31 2.000000 25569900.00 25299877.62 U.S. Treasuries (including strips) USTR 2019-08-22 0.000000 22271200.00 22007598.08 U.S. Treasuries (including strips) USTR 2019-08-08 0.000000 168555000.00 166719604.60 U.S. Treasuries (including strips) USTR 2019-08-15 0.000000 88164700.00 87162972.68 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 400000000.00 400000000.00 0.0183 N Y Y N National Rural Utilities Cooperative Finance Corp. National Rural Utilities Cooperative Finance Corp., 2.4300% 63743DQC8 4NYF266XZC35SCTGX023 0000070502 Non-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 0.0243 19983806.60 19983806.60 0.0009 N N N N National Rural Utilities Cooperative Finance Corp. National Rural Utilities Cooperative Finance Corp., 2.4500% 63743DQJ3 4NYF266XZC35SCTGX023 0000070502 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 0.0245 59926680.00 59926680.00 0.0027 N N N N National Rural Utilities Cooperative Finance Corp. National Rural Utilities Cooperative Finance Corp., 2.4000% 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 0.0240 14996001.60 14996001.60 0.0007 N N Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschapsbank NV, 2.4800% 63975VR10 JLP5FSPH9WPSHY3NIM24 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 0.0248 149669733.00 149669733.00 0.0068 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschapsbank NV, 2.5100% 63975VR85 JLP5FSPH9WPSHY3NIM24 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 204444792.35 204444792.35 0.0093 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschapsbank NV, 2.4600% 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 0.0246 124906232.50 124906232.50 0.0057 N N N N NESTLE S.A. Nestle Finance International, Ltd., 2.3900% 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 0.0239 149860816.50 149860816.50 0.0068 N N N N NORDEA BANK AB Nordea Bank AB, 2.5400% 65558KSL9 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-20 2019-05-20 2019-05-20 N N N 0.0254 60653443.75 60653443.75 0.0028 N N N N NORDEA BANK AB Nordea Bank AB, 2.4600% 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 0.0246 49843025.00 49843025.00 0.0023 N N N N NORDEA BANK AB Nordea Bank AB, 2.5400% 65558KSN5 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-22 2019-05-22 2019-05-22 N N N 0.0254 49708578.00 49708578.00 0.0023 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4600% 6698M5R84 549300PEK0AU35HVR544 0001443534 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 0.0246 33909684.78 33909684.78 0.0015 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4600% 6698M5R92 549300PEK0AU35HVR544 0001443534 Non-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 0.0246 15358026.38 15358026.38 0.0007 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4300% 6698M5QR3 549300PEK0AU35HVR544 0001443534 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 0.0243 11979758.28 11979758.28 0.0005 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4000% 6698M5QC6 549300PEK0AU35HVR544 0001443534 Non-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 0.0240 27977590.76 27977590.76 0.0013 N N N N NRW.BANK NRW.Bank, 2.4000% 62939MQ59 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-05 2019-03-05 2019-03-05 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0240 199933472.00 199933472.00 0.0091 N N Y N NRW.BANK NRW.Bank, 2.4600% 62939MS32 52990002O5KK6XOGJ020 0001560283 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 0.0246 49781866.50 49781866.50 0.0023 N N N N NRW.BANK NRW.Bank, 2.4400% 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 0.0244 149533099.50 149533099.50 0.0068 N N N N NRW.BANK NRW.Bank, 2.4400% 62939MR90 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-09 2019-04-09 2019-04-09 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0244 49865000.00 49865000.00 0.0023 N N N N NRW.BANK NRW.Bank, 2.4700% 62939MS65 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-06 2019-05-06 2019-05-06 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0247 149314087.50 149314087.50 0.0068 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.4100% 67616SQB2 5299000OVRLMF858L016 0000202811 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 Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0241 29977954.20 29977954.20 0.0014 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.5100% 67616SSD6 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-13 2019-05-13 2019-05-13 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0251 66058914.49 66058914.49 0.0030 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.7229% 69034CHD3 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-20 2020-02-18 2020-02-18 N N N 0.0272 49999864.50 49999864.50 0.0023 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.7637% 69033MCW5 5493007O3QFXCPOGWK22 US69033MCW55 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-03-03 2019-05-03 2019-05-03 N N N 0.0276 100024919.00 100024919.00 0.0046 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.4900% 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 0.0249 199917200.00 199917200.00 0.0091 N N Y N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5900% 69033MFX0 5493007O3QFXCPOGWK22 US69033MFX02 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-03-01 2019-09-04 2019-09-04 N N N 0.0259 125000000.00 125000000.00 0.0057 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.4900% 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 0.0249 99917067.00 99917067.00 0.0046 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.6737% 69034CGL6 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-02 2019-04-02 2019-04-02 N N N 0.0267 55009460.00 55009460.00 0.0025 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.4600% 69372BQS2 PH3S12DWZBHHQKVYZ297 0000731288 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 0.0246 24955673.50 24955673.50 0.0011 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.4600% 69372BQR4 PH3S12DWZBHHQKVYZ297 0000731288 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 0.0246 29948895.90 29948895.90 0.0014 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.4300% 69372BQC7 PH3S12DWZBHHQKVYZ297 0000731288 Non-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 0.0243 19983806.60 19983806.60 0.0009 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.4300% 69372BQB9 PH3S12DWZBHHQKVYZ297 0000731288 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 0.0243 39970361.20 39970361.20 0.0018 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.4600% 69372BQU7 PH3S12DWZBHHQKVYZ297 0000731288 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-03-28 2019-03-28 2019-03-28 N N N 0.0246 19961780.00 19961780.00 0.0009 N N N N PROCTER & GAMBLE CO. Procter & Gamble Co., 2.4000% 74271UQB9 2572IBTT8CCZW6AU4141 0000080424 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 0.0240 73945778.72 73945778.72 0.0034 N N N N PROVINCE OF ALBERTA Alberta Province, 2.4800% 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 0.0248 74727160.50 74727160.50 0.0034 N N N N PROVINCE OF ALBERTA Alberta Province, 2.4600% 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 0.0246 44880465.15 44880465.15 0.0020 N N N N PROVINCE OF ONTARIO Province of Ontario, 2.4400% 68323KQS4 C7PVKCRGLG18EBQGZV36 0000074615 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 0.0244 199648856.00 199648856.00 0.0091 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4100% 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 Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0241 40939716.47 40939716.47 0.0019 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4100% 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 Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0241 49063918.37 49063918.37 0.0022 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.3900% 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 Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0239 49976764.00 49976764.00 0.0023 N N Y N PSP CAPITAL INC. PSP Capital, Inc., 2.5300% 69370BSF0 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-15 2019-05-15 2019-05-15 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0253 198935578.00 198935578.00 0.0091 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4100% 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 Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0241 49890000.00 49890000.00 0.0023 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.5500% 69370BSN3 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-22 2019-05-22 2019-05-22 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0255 59649878.40 59649878.40 0.0027 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.5600% 69370BSW3 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-30 2019-05-30 2019-05-30 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0256 34775103.65 34775103.65 0.0016 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.5200% 69370BS60 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-06 2019-05-06 2019-05-06 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0252 94556394.65 94556394.65 0.0043 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4900% 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 Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0249 21918292.00 21918292.00 0.0010 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.5100% 69370BS11 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-01 2019-05-01 2019-05-01 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0251 35645676.22 35645676.22 0.0016 N N N N QUEBEC PROVINCE Province of Quebec, 2.4200% 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 0.0242 99805781.00 99805781.00 0.0046 N N N N QUEBEC PROVINCE Province of Quebec, 3.0410% 748149AL5 549300WN65YFEQH74Y36 US748149AL50 0000722803 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-04-23 2019-07-21 2019-07-21 N N N 0.0304 15017694.15 15017694.15 0.0007 N N N N QUEBEC PROVINCE Province of Quebec, 2.4200% 74800KQM7 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-21 2019-03-21 2019-03-21 N N N 0.0242 149788249.50 149788249.50 0.0068 N N N N QUEBEC PROVINCE Province of Quebec, 2.4200% 74800KQR6 549300WN65YFEQH74Y36 0000722803 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 0.0242 199664444.00 199664444.00 0.0091 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 100004516.00 100004516.00 0.0046 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 2.5500% ES7IP3U3RHIGC71XBU11 0001000275 RBC119301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-07-31 2.875000 280600.00 286138.98 U.S. Treasuries (including strips) USTR 2024-06-30 2.000000 9534000.00 9314810.18 U.S. Treasuries (including strips) USTR 2020-06-15 1.500000 100.00 98.98 U.S. Treasuries (including strips) USTR 2022-05-31 1.750000 9500.00 9322.89 U.S. Treasuries (including strips) USTR 2020-05-31 1.500000 580300.00 574972.14 U.S. Treasuries (including strips) USTR 2021-06-30 2.125000 100.00 99.50 U.S. Treasuries (including strips) USTR 2024-03-31 2.125000 35567300.00 35216793.05 U.S. Treasuries (including strips) USTR 2027-02-15 2.250000 700.00 681.34 U.S. Treasuries (including strips) USTR 2023-12-31 2.250000 45000000.00 44647520.72 U.S. Treasuries (including strips) USTR 2023-02-15 2.000000 15504100.00 15224285.60 U.S. Treasuries (including strips) USTR 2026-11-15 2.000000 2881100.00 2772889.07 U.S. Treasuries (including strips) USTR 2022-11-15 1.625000 1000.00 974.05 U.S. Treasuries (including strips) USTR 2022-02-15 2.000000 25300.00 24973.05 U.S. Treasuries (including strips) USTR 2021-02-28 1.125000 49959900.00 48599491.92 U.S. Treasuries (including strips) USTR 2023-01-31 1.750000 100.00 97.38 U.S. Treasuries (including strips) USTR 2020-08-15 2.625000 780700.00 782148.73 U.S. Treasuries (including strips) USTR 2022-12-31 2.125000 49995000.00 49490720.32 U.S. Treasuries (including strips) USTR 2025-11-15 2.250000 1000.00 985.51 U.S. Treasuries (including strips) USTR 2020-03-31 1.375000 44978800.00 44677711.17 U.S. Treasuries (including strips) USTR 2022-02-28 1.750000 39900.00 39062.90 U.S. Treasuries (including strips) USTR 2021-12-31 2.125000 303600.00 301697.46 U.S. Treasuries (including strips) USTR 2024-08-15 2.375000 31662500.00 31429872.46 U.S. Treasuries (including strips) USTR 2019-04-15 0.125000 200.00 214.64 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 8421100.00 8523143.26 U.S. Treasuries (including strips) USTR 2026-02-28 2.500000 18728000.00 18616811.86 U.S. Treasuries (including strips) USTR 2023-12-31 2.625000 160200.00 161742.46 U.S. Treasuries (including strips) USTR 2025-12-31 2.625000 54300.00 54663.72 U.S. Treasuries (including strips) USTR 2021-12-15 2.625000 67759400.00 68388116.02 U.S. Treasuries (including strips) USTR 2023-10-31 2.875000 28700.00 29437.60 U.S. Treasuries (including strips) USTR 2025-10-31 3.000000 100.00 103.49 U.S. Treasuries (including strips) USTR 2021-10-15 2.875000 149900.00 152944.73 U.S. Treasuries (including strips) USTR 2023-09-30 2.875000 27800.00 28575.80 U.S. Treasuries (including strips) USTR 2023-06-30 2.625000 427200.00 431197.02 U.S. Treasuries (including strips) USTR 2020-05-31 2.500000 1800.00 1809.87 U.S. Treasuries (including strips) USTR 2025-03-31 2.625000 1547900.00 1569770.93 U.S. Treasuries (including strips) USTR 2023-03-31 2.500000 12075300.00 12201980.51 U.S. Treasuries (including strips) USTR 2021-03-15 2.375000 11000.00 11089.77 U.S. Treasuries (including strips) USTR 2023-02-28 2.625000 123344300.00 123932652.31 U.S. Treasuries (including strips) USTR 2025-02-28 2.750000 2817800.00 2847527.79 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 39307800.00 39576333.95 U.S. Treasuries (including strips) USTR 2025-01-31 2.500000 73900.00 73814.55 U.S. Treasuries (including strips) USTR 2023-01-31 2.375000 100.00 99.73 U.S. Treasuries (including strips) USTR 2020-01-31 2.000000 154000.00 153506.12 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 89200.00 88938.71 U.S. Treasuries (including strips) USTR 2024-11-30 2.125000 44584200.00 43809956.17 U.S. Treasuries (including strips) USTR 2027-11-15 2.250000 1367500.00 1332012.34 U.S. Treasuries (including strips) USTR 2024-10-31 2.250000 60400.00 59918.53 U.S. Treasuries (including strips) USTR 2022-10-31 2.000000 574700.00 568631.07 U.S. Treasuries (including strips) USTR 2019-09-30 1.375000 1114700.00 1113564.10 U.S. Treasuries (including strips) USTR 2022-09-30 1.875000 3600.00 3553.13 U.S. Treasuries (including strips) USTR 2024-08-31 1.875000 30000000.00 28992300.00 U.S. Treasuries (including strips) USTR 2019-08-31 1.250000 319800.00 317727.70 U.S. Treasuries (including strips) USTR 2022-08-31 1.625000 7989900.00 7758911.99 U.S. Treasuries (including strips) USTR 2027-08-15 2.250000 3429400.00 3327173.05 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 50067700.00 49115594.91 U.S. Treasuries (including strips) USTR 2027-01-15 2.375000 200.00 281.30 U.S. Treasuries (including strips) USTR 2022-08-15 7.250000 14987100.00 17359656.71 U.S. Treasuries (including strips) USTR 2019-04-16 0.000000 300.00 299.05 U.S. Treasuries (including strips) USTR 2019-08-01 0.000000 100.00 98.96 U.S. Treasuries (including strips) USTR 2019-04-04 0.000000 500.00 498.86 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's AA- 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 700000000.00 700000000.00 0.0320 N Y 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 5859787.05 5859787.05 0.0003 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 1479385.71 1479385.71 0.0001 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.8631% 78012UKT1 ES7IP3U3RHIGC71XBU11 US78012UKT15 0001000275 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 0.0286 100104700.00 100104700.00 0.0046 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.7636% 78012UJX4 ES7IP3U3RHIGC71XBU11 US78012UJX46 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-05-20 2019-05-20 2019-05-20 N N N 0.0276 100031406.00 100031406.00 0.0046 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 30028101.90 30028101.90 0.0014 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.7569% 78014XBC0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-11 2019-10-11 2019-10-11 N N N 0.0276 75040200.00 75040200.00 0.0034 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 100079634.00 100079634.00 0.0046 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 75102361.50 75102361.50 0.0034 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 60015892.80 60015892.80 0.0027 N N N N SANOFI-AVENTIS Sanofi-Aventis, 2.4200% 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 0.0242 16979481.00 16979481.00 0.0008 N N N N SANOFI-AVENTIS Sanofi-Aventis, 2.4300% 8010M3QN3 549300E9PC51EN656011 0001121404 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 N N 0.0243 10432535.81 10432535.81 0.0005 N N N N SANOFI-AVENTIS Sanofi-Aventis, 2.4100% 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 0.0241 95916696.00 95916696.00 0.0044 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 5288294.93 5288294.93 0.0002 N N N N SIEMENS AG Siemens Capital Co. LLC, 2.4200% 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 0.0242 13975531.08 13975531.08 0.0006 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4300% 82880XQB9 MR92GTD0MJTTTTQDVG45 0001003023 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 0.0243 49962951.50 49962951.50 0.0023 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.5000% 82880XRH5 MR92GTD0MJTTTTQDVG45 0001003023 Non-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 0.0250 49833600.00 49833600.00 0.0023 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4900% 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 0.0249 31628075.44 31628075.44 0.0014 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4000% 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 0.0240 26992802.88 26992802.88 0.0012 N N Y N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.5100% 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 0.0251 19334038.84 19334038.84 0.0009 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.5700% 82880XSP6 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-23 2019-05-23 2019-05-23 N N N 0.0257 29821359.90 29821359.90 0.0014 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.5400% 82880XS27 MR92GTD0MJTTTTQDVG45 0001003023 Non-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 0.0254 19911660.00 19911660.00 0.0009 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.5200% 82880XRN2 MR92GTD0MJTTTTQDVG45 0001003023 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 0.0252 49815530.50 49815530.50 0.0023 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.4800% 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 0.0248 149351887.50 149351887.50 0.0068 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.4300% 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 0.0243 49844941.50 49844941.50 0.0023 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.5600% 83050USU3 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-28 2019-05-28 2019-05-28 N N N 0.0256 49685162.50 49685162.50 0.0023 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.5000% 83050US90 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-09 2019-05-09 2019-05-09 N N N 0.0250 79612666.40 79612666.40 0.0036 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.4900% 83050US66 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-06 2019-05-06 2019-05-06 N N N 0.0249 99538258.00 99538258.00 0.0045 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.5100% 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 0.0251 40550321.27 40550321.27 0.0019 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.4500% 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 0.0245 34947661.35 34947661.35 0.0016 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.5700% 86562LSP8 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-23 2019-05-23 2019-05-23 N N N 0.0257 49702500.00 49702500.00 0.0023 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.5600% 86562LSM5 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-21 2019-05-21 2019-05-21 N N N 0.0256 273404587.50 273404587.50 0.0125 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 2002583.40 2002583.40 0.0001 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.7804% 86958JY45 NHBDILHZTYCNBV5UYZ31 US86958JY452 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-03-19 2019-08-19 2019-08-19 N N N 0.0278 40032640.00 40032640.00 0.0018 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.7244% 86958JX20 NHBDILHZTYCNBV5UYZ31 US86958JX207 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-03-26 2019-04-26 2019-04-26 N N N 0.0272 50010069.50 50010069.50 0.0023 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.5400% 86960KSG8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-16 2019-05-16 2019-05-16 N N N 0.0254 49729751.50 49729751.50 0.0023 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.4900% 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 0.0249 96202505.66 96202505.66 0.0044 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.4200% 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 0.0242 149848750.50 149848750.50 0.0068 N N N N SWEDBANK Swedbank, 2.3900% 87019SQM9 M312WZV08Y7LYUC71685 0001497940 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-21 2019-03-21 2019-03-21 N N N 0.0239 74895525.00 74895525.00 0.0034 N N N N SWEDBANK Swedbank, 2.4100% 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 0.0241 149459100.00 149459100.00 0.0068 N N N N SWEDBANK Swedbank, 2.4100% 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 0.0241 99680267.00 99680267.00 0.0046 N N N N SWEDISH EXPORT CREDIT CORP. Swedish Export Credit Corp., 2.4200% 87030KQM1 1FOLRR5RWTWWI397R131 0000352960 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-21 2019-03-21 2019-03-21 N N N 0.0242 32973386.66 32973386.66 0.0015 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 2.5600% PT3QB789TSUIDF371261 0000947263 TOR319301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2025-07-15 0.375000 25761200.00 26907089.59 U.S. Treasuries (including strips) USTR 2027-01-15 0.375000 72905400.00 73839432.86 U.S. Treasuries (including strips) USTR 2023-01-15 0.125000 58969300.00 63014163.10 U.S. Treasuries (including strips) USTR 2021-07-15 0.625000 22830300.00 25584605.58 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 56314200.00 59983582.28 U.S. Treasuries (including strips) USTR 2025-01-15 2.375000 37177000.00 54630096.84 U.S. Treasuries (including strips) FHLB 2019-11-13 2.400000 53000000.00 53041119.17 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 350000000.00 350000000.00 0.0160 N Y Y 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 0.0294 100111393.00 100111393.00 0.0046 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.8547% 89120DLK3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-20 2019-11-20 2019-11-20 N N N 0.0285 45074340.00 45074340.00 0.0021 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 45007298.10 45007298.10 0.0021 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.7599% 89120DHW2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-03-23 2019-05-23 2019-05-23 N N N 0.0276 80040320.00 80040320.00 0.0037 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.8888% 89120DDW6 PT3QB789TSUIDF371261 0000947263 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 0.0289 100018900.00 100018900.00 0.0046 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 100111775.00 100111775.00 0.0046 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 100008400.00 100008400.00 0.0046 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.4100% 89152FQ57 529900S21EQ1BO4ESM68 0001226646 Non-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 0.0241 234921307.90 234921307.90 0.0107 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.5500% 89153QSU5 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-28 2019-05-28 2019-05-28 N N N 0.0255 212661489.92 212661489.92 0.0097 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.5300% 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 0.0253 92343529.57 92343529.57 0.0042 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.5100% 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 0.0251 19851573.95 19851573.95 0.0009 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.5100% 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 0.0251 66342797.99 66342797.99 0.0030 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 140015009.40 140015009.40 0.0064 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 75033215.25 75033215.25 0.0034 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.7438% 89236TFB6 Z2VZBHUMB7PWWJ63I008 US89236TFB61 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0274 150001980.00 150001980.00 0.0069 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.7287% 89233AD55 Z2VZBHUMB7PWWJ63I008 0000834071 Non-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 0.0273 150014550.00 150014550.00 0.0069 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.8175% 89233AH85 Z2VZBHUMB7PWWJ63I008 0000834071 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 N N 0.0282 150024738.00 150024738.00 0.0069 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.8600% 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 0.0186 99974211.00 99974211.00 0.0046 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.3700% 912796RQ4 US912796RQ47 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-05-16 2019-05-16 2019-05-16 N N N 0.0237 149245014.00 149245014.00 0.0068 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.3300% 912796UW7 US912796UW77 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-04-09 2019-04-09 2019-04-09 N N N 0.0233 99741264.00 99741264.00 0.0046 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.1500% 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 0.0215 99928317.00 99928317.00 0.0046 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 2.5100% 91127QS67 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-06 2019-05-06 2019-05-06 N N N 0.0251 10948942.29 10948942.29 0.0005 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4000% 91127QQ44 IO66REGK3RCBAMA8HR66 0000867530 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 0.0240 64982673.60 64982673.60 0.0030 N N Y N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.3900% 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 0.0239 99834097.00 99834097.00 0.0046 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.4200% 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 0.0242 49869350.00 49869350.00 0.0023 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.4400% 93114FRN6 Y87794H0US1R65VBXU25 0000104169 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 0.0244 161420206.86 161420206.86 0.0074 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.3800% 93114FQJ6 Y87794H0US1R65VBXU25 0000104169 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 0.0238 79905040.00 79905040.00 0.0036 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 2.7510% 9612C4YS4 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-24 2019-05-24 2019-05-24 N N N 0.0275 50009910.50 50009910.50 0.0023 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 2.3900% 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 0.0239 99966819.00 99966819.00 0.0046 N N Y N THE DFA INVESTMENT TRUST COMPANY 2019-03-06 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer