N-MFP2 0000896162 XXXXXXXX 2019-03-29 0000896162 S31KDR2I4VDC432ELJ36 S000028293 1 N N Dimensional Fund Advisors LP 801-16283 PricewaterhouseCoopers LLP Philadelphia PA Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N N Prime N 27 50 5540755363.22 5772713818.47 6143067630.78 6066816597.61 5936116536.57 8740904827.66 8431099944.05 9196115282.03 9317882667.52 8914677219.72 0.2492 0.2607 0.2574 0.2547 0.2595 0.3931 0.3808 0.3853 0.3911 0.3897 939905486.14 21926137662.22 21926137662.22 11901935.85 146716466.04 22731228618.17 1964458937.17 0.0256 11.5710 11.5710 11.5710 11.5710 11.5710 C000086468 1.00 22731228618.17 1964458937.17 11.5710 11.5710 11.5710 11.5710 11.5710 2881794431.22 1678886532.77 2400086277.48 2456127480.34 3297794018.06 1531148453.78 2464194983.73 2620937357.81 1491593677.53 2448915421.45 10240843420.95 9405873835.78 0.0252 N ANZ BANKING GROUP NZ LTD. ANZ New Zealand, 2.7880% 00182HGP1 JHE42UYNWWTJB8YTTU19 0001300064 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 0.0279 20006500.00 20006500.00 0.0009 N N N 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 20008604.00 20008604.00 0.0009 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4200% 03948HR86 549300LO13MQ9HYSTR83 0000007084 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 72275442.39 72275442.39 0.0032 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4100% 03948HR52 549300LO13MQ9HYSTR83 0000007084 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 N N 0.0241 12993908.07 12993908.07 0.0006 N N Y N AUSTRALIA & NEW ZEALAND BANKING GROUP LT Australia & New Zealand Banking Group, 2.4200% 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 0.0242 44966697.30 44966697.30 0.0020 N N N N AUSTRALIA & NEW ZEALAND BANKING GROUP LT Australia & New Zealand Banking Group, 2.4200% 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 0.0242 173882985.00 173882985.00 0.0076 N N N N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 2.5500% 9DJT3UXIJIZJI4WXO774 0000070858 BAC219401 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-05-15 2.125000 50358700.00 50325212.58 U.S. Treasuries (including strips) USTR 2021-02-28 2.500000 101995500.00 102674801.12 U.S. Treasuries (including strips) Y Moody's A3 Standard & Poor's A- 2019-04-01 2019-04-01 2019-04-01 N N N 0.0255 713000000.00 713000000.00 0.0314 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 100012549.00 100012549.00 0.0044 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.8804% 06370RPD5 NQQ6HPCNCCU6TUTQYE16 US06370RPD51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-04-04 2019-12-04 2019-12-04 N N N 0.0288 70124277.30 70124277.30 0.0031 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 24999841.00 24999841.00 0.0011 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.7504% 06370RNL9 NQQ6HPCNCCU6TUTQYE16 US06370RNL95 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-04-03 2019-05-03 2019-05-03 N N N 0.0275 150016743.00 150016743.00 0.0066 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.7104% 06370RLX5 NQQ6HPCNCCU6TUTQYE16 US06370RLX51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-04-04 2019-10-04 2019-10-04 N N N 0.0271 200100304.00 200100304.00 0.0088 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.8130% 06370RNK1 NQQ6HPCNCCU6TUTQYE16 US06370RNK13 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-04-06 2019-08-06 2019-08-06 N N N 0.0281 100075920.00 100075920.00 0.0044 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.8210% 06417GW53 L3I9ZG2KFGXZ61BMYR72 US06417GW530 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-29 2019-12-30 2019-12-30 N N N 0.0282 20029478.00 20029478.00 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 26039600.86 26039600.86 0.0011 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 1842219.24 1842219.24 0.0001 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7128% 06417LJV0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-09 2019-10-09 2019-10-09 N N N 0.0271 100053013.00 100053013.00 0.0044 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.6976% 06417GY85 L3I9ZG2KFGXZ61BMYR72 US06417GY858 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-06 2019-09-06 2019-09-06 N N N 0.0270 150063262.50 150063262.50 0.0066 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7409% 06417G2Z0 L3I9ZG2KFGXZ61BMYR72 US06417G2Z05 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-04-07 2019-05-07 2019-05-07 N N N 0.0274 30003480.00 30003480.00 0.0013 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7078% 06417G2B3 L3I9ZG2KFGXZ61BMYR72 US06417G2B37 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-04-20 2019-09-20 2019-09-20 N N N 0.0271 100060526.00 100060526.00 0.0044 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 64999649.65 64999649.65 0.0029 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 149999230.50 149999230.50 0.0066 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4700% 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 0.0247 28418071.91 28418071.91 0.0013 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4900% 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 0.0249 88163503.37 88163503.37 0.0039 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4300% 0667K1RF0 R7CQUF1DQM73HUTV1078 0001399253 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 29965674.30 29965674.30 0.0013 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.5800% 0667K1TH4 R7CQUF1DQM73HUTV1078 0001399253 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-17 2019-06-17 2019-06-17 N N N 0.0258 68249056.76 68249056.76 0.0030 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4100% 0667K1R86 R7CQUF1DQM73HUTV1078 0001399253 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 0.0241 53614129.07 53614129.07 0.0024 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 2.4200% AC28XWWI3WIBK2824319 0000312069 BCG219401 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-05-15 1.500000 144979900.00 144385842.86 U.S. Treasuries (including strips) USTR 2023-01-31 1.750000 143731800.00 141753407.21 U.S. Treasuries (including strips) USTR 2025-02-15 2.000000 151214900.00 149380730.10 U.S. Treasuries (including strips) USTR 2021-10-31 2.000000 138357900.00 138740050.64 U.S. Treasuries (including strips) Y Moody's Baa3 Standard & Poor's BBB 2019-04-01 2019-04-01 2019-04-01 N N N 0.0242 750000000.00 750000000.00 0.0330 N Y Y N BNG BANK NV Bng Bank NV, 2.4100% 09657SR80 529900GGYMNGRQTDOO93 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 0.0241 99933139.00 99933139.00 0.0044 N N N N BNG BANK NV Bng Bank NV, 2.5000% 09657SSM8 529900GGYMNGRQTDOO93 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 0.0250 99634006.00 99634006.00 0.0044 N N N N BNG BANK NV Bng Bank NV, 2.3900% 09657SR23 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-02 2019-04-02 2019-04-02 N N N 0.0239 149960116.50 149960116.50 0.0066 N N Y N BNG BANK NV Bng Bank NV, 2.4000% 09657SR31 529900GGYMNGRQTDOO93 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 0.0240 274908524.00 274908524.00 0.0121 N N Y N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.4400% 12800BRF1 969500Q2PFTTP0Y5QL44 0001056947 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 0.0244 99884919.00 99884919.00 0.0044 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.4500% 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 0.0245 99809600.00 99809600.00 0.0044 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.5986% 13606BR73 2IGI19DL77OX0HC3ZE78 US13606BR738 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-04-15 2019-10-15 2019-10-15 N N N 0.0260 100000891.00 100000891.00 0.0044 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.7518% 13606BH33 2IGI19DL77OX0HC3ZE78 US13606BH333 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-04-19 2019-07-19 2019-07-19 N N N 0.0275 100050202.00 100050202.00 0.0044 N N N N CHEVRON CORP. Chevron Corp., 2.4100% 16677KRJ4 0000093410 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 0.0241 52429795.95 52429795.95 0.0023 N N N N CHEVRON CORP. Chevron Corp., 2.4100% 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 0.0241 49943262.50 49943262.50 0.0022 N N N N CHEVRON CORP. Chevron Corp., 2.4000% 16677KRS4 0000093410 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 0.0240 60706753.16 60706753.16 0.0027 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.4800% 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 0.0248 19914853.40 19914853.40 0.0009 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.4900% 17277BT62 8E6NF1YAL0WT6CWXXV93 0000858877 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-06 2019-06-06 2019-06-06 N N N 0.0249 99524858.00 99524858.00 0.0044 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.4700% 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 0.0247 9967226.70 9967226.70 0.0004 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.4600% 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 0.0246 149600737.50 149600737.50 0.0066 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.4700% 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 0.0247 84725781.75 84725781.75 0.0037 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.4900% 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 0.0249 39870436.80 39870436.80 0.0018 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.6830% 20272AD78 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-06 2019-09-06 2019-09-06 N N N 0.0268 25011515.50 25011515.50 0.0011 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.4200% 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 0.0242 107661658.31 107661658.31 0.0047 N N N N CPPIB CAPITAL INC. CPPIB Capital, Inc., 2.6188% 22411VAF5 4BFD7AQU0A75QLAHK410 US22411VAF58 0001283718 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-06-27 2019-12-27 2019-12-27 N Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0262 49973925.50 49973925.50 0.0022 N N N N CPPIB CAPITAL INC. CPPIB Capital, Inc., 2.4500% 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 0.0245 60414236.61 60414236.61 0.0027 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5500% 23305ET37 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0255 99533967.00 99533967.00 0.0044 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5800% 23305EU19 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0258 99331294.00 99331294.00 0.0044 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.4400% 23305ER54 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-05 2019-04-05 2019-04-05 N N N 0.0244 199905112.00 199905112.00 0.0088 N N Y N DBS BANK LTD. DBS Bank, Ltd., 2.5000% 23305ERJ4 ATUEL7OJR5057F2PV266 0001501323 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 0.0250 129819950.00 129819950.00 0.0057 N N N N DEERE & CO. John Deere Capital Corp., 2.4200% 24422MRQ6 E0KSF7PFQ210NWI8Z391 0001168610 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 0.0242 123284685.16 123284685.16 0.0054 N N N N DEERE & CO. John Deere Capital Corp., 2.4600% 24422MSD4 E0KSF7PFQ210NWI8Z391 0001168610 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 0.0246 38282160.00 38282160.00 0.0017 N N N N DEERE & CO. John Deere Canada ULC 144(a), 2.4200% 24423JRP4 54930034SQM5911PYS66 0001168610 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 N N 0.0242 50914504.11 50914504.11 0.0022 N N N N DEERE & CO. John Deere Canada ULC 144(a), 2.4900% 24423JSN8 54930034SQM5911PYS66 0001168610 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 N N 0.0249 63562472.60 63562472.60 0.0028 N N N N DEERE & CO. John Deere Canada ULC 144(a), 2.4900% 24423JSM0 54930034SQM5911PYS66 0001168610 Non-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 0.0249 35370437.78 35370437.78 0.0016 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.4500% 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 0.0245 149531950.50 149531950.50 0.0066 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.4600% 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 0.0246 149457633.00 149457633.00 0.0066 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.5000% 2332K1TA8 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-10 2019-06-10 2019-06-10 N N N 0.0250 98500735.08 98500735.08 0.0043 N N N N EMERSON ELECTRIC CO. Emerson Electric Co., 2.4400% 29101BRG9 FGLT0EWZSUIRRITFOA30 0000032604 Non-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 0.0244 38303328.05 38303328.05 0.0017 N N N N EQUINOR ASA Equinor ASA, 2.4900% 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 0.0249 49789804.00 49789804.00 0.0022 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.5000% 29604DSE1 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-14 2019-05-14 2019-05-14 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0250 107656242.48 107656242.48 0.0047 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.5000% 29604DSF8 7TG4VWERK338227TR435 0001560283 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 State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0250 99674525.00 99674525.00 0.0044 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.5100% 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 0.0251 32083768.63 32083768.63 0.0014 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4900% 29604DS92 7TG4VWERK338227TR435 0001560283 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 State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0249 99717328.00 99717328.00 0.0044 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4000% 29604DR44 7TG4VWERK338227TR435 0001560283 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 Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0240 25359860.37 25359860.37 0.0011 N N Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4300% 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 0.0243 76651770.75 76651770.75 0.0034 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4300% 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 0.0243 84885391.95 84885391.95 0.0037 N N N N EUROPEAN INVESTMENT BANK European Investment Bank, 2.3200% 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 0.0232 99980708.00 99980708.00 0.0044 N Y Y N EXXON MOBIL CORP. Exxon Mobil Corp., 2.3800% 30229BR41 J3WHBG0MTS7O8ZVMDC91 0000034088 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 0.0238 199920734.00 199920734.00 0.0088 N N Y N EXXON MOBIL CORP. Exxon Mobil Corp., 2.3700% 30229BR25 J3WHBG0MTS7O8ZVMDC91 0000034088 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 N N 0.0237 199947266.00 199947266.00 0.0088 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2800% 313384FS3 US313384FS30 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-05-17 2019-05-17 2019-05-17 N N N 0.0228 99690778.00 99690778.00 0.0044 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2800% 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 0.0228 99697500.00 99697500.00 0.0044 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2500% 313384FK0 US313384FK04 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-05-10 2019-05-10 2019-05-10 N N N 0.0225 99737833.00 99737833.00 0.0044 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2900% 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 0.0229 35876580.12 35876580.12 0.0016 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3400% 313384GW3 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-14 2019-06-14 2019-06-14 N N N 0.0234 99502556.00 99502556.00 0.0044 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3300% 313384GP8 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-07 2019-06-07 2019-06-07 N N N 0.0233 99549611.00 99549611.00 0.0044 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3100% 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 0.0231 98514399.78 98514399.78 0.0043 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2400% 313384FH7 US313384FH74 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-05-08 2019-05-08 2019-05-08 N N N 0.0224 99342297.76 99342297.76 0.0044 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8600% 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 0.0186 99932778.00 99932778.00 0.0044 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8200% 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 0.0182 99939500.00 99939500.00 0.0044 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6900% 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 0.0169 99952944.00 99952944.00 0.0044 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.9000% 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 0.0190 274796654.00 274796654.00 0.0121 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.1600% 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 0.0216 99831944.00 99831944.00 0.0044 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.1200% 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 0.0212 149788249.50 149788249.50 0.0066 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.0200% 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 0.0202 65773611.55 65773611.55 0.0029 N N Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 2.5100% FOR8UP27PHTHYVLBNG30 0000886982 GOL119401 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2047-11-20 4.500000 5108264.00 5237478.63 Agency Mortgage-Backed Securities GNMA 2046-12-20 3.500000 1440098.00 1409717.68 Agency Mortgage-Backed Securities GNMA 2046-08-15 4.500000 497245.00 223262.25 Agency Mortgage-Backed Securities GNMA 2049-03-20 4.500000 3724684.00 3914739.73 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 1976672.00 2090568.31 Agency Mortgage-Backed Securities GNMA 2054-01-15 4.220000 1920000.00 2066747.20 Agency Mortgage-Backed Securities GNMA 2048-12-15 5.500000 2541804.00 2725637.69 Agency Mortgage-Backed Securities GNMA 2049-03-20 4.500000 3734088.00 3942935.54 Agency Mortgage-Backed Securities GNMA 2048-09-15 4.000000 100000.00 105561.93 Agency Mortgage-Backed Securities GNMA 2048-01-20 3.500000 3008336.00 2894550.41 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.500000 54452000.00 50670911.64 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.000000 25143040.00 22769994.23 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 124433000.00 94609187.03 Agency Mortgage-Backed Securities GNMA 2047-02-20 2.500000 11466260.00 9505785.72 Agency Mortgage-Backed Securities GNMA 2044-06-20 3.500000 500000.00 178726.89 Agency Mortgage-Backed Securities GNMA 2042-12-20 3.500000 282333760.00 103164126.98 Agency Mortgage-Backed Securities GNMA 2033-04-15 3.500000 517540.00 368356.28 Agency Mortgage-Backed Securities GNMA 2040-08-20 4.500000 152331.00 39388.45 Agency Mortgage-Backed Securities GNMA 2039-01-20 6.000000 332996.00 14507.27 Agency Mortgage-Backed Securities GNMA 2036-04-20 5.000000 1542680.00 67816.16 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2019-04-01 2019-04-01 2019-04-01 N N N 0.0251 300000000.00 300000000.00 0.0132 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 2.5800% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB119401 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-05-15 0.000000 1000000.00 933104.00 U.S. Treasuries (including strips) USTR 2027-05-15 0.000000 275000.00 227226.73 U.S. Treasuries (including strips) USTR 2027-02-15 0.000000 5015000.00 4169556.25 U.S. Treasuries (including strips) USTR 2028-02-15 0.000000 1730000.00 1402026.60 U.S. Treasuries (including strips) USTR 2027-11-15 0.000000 35000.00 28513.31 U.S. Treasuries (including strips) USTR 2026-02-15 0.000000 300000.00 255864.90 U.S. Treasuries (including strips) USTR 2024-02-15 0.000000 350000.00 313921.30 U.S. Treasuries (including strips) USTR 2024-08-15 0.000000 260000.00 230317.10 U.S. Treasuries (including strips) USTR 2022-08-15 0.000000 800000.00 742257.60 U.S. Treasuries (including strips) USTR 2019-05-15 0.000000 192000.00 191442.82 U.S. Treasuries (including strips) USTR 2025-05-15 0.000000 100000.00 86890.40 U.S. Treasuries (including strips) USTR 2019-11-15 0.000000 2115000.00 2083065.61 U.S. Treasuries (including strips) USTR 2020-02-15 0.000000 4778000.00 4678512.48 U.S. Treasuries (including strips) USTR 2025-08-15 0.000000 30000.00 25906.14 U.S. Treasuries (including strips) USTR 2025-11-15 0.000000 209000.00 179304.23 U.S. Treasuries (including strips) USTR 2028-08-15 0.000000 125000.00 99806.25 U.S. Treasuries (including strips) USTR 2026-08-15 1.500000 29218700.00 27609314.47 U.S. Treasuries (including strips) USTR 2019-08-15 0.750000 629100.00 625678.43 U.S. Treasuries (including strips) USTR 2020-11-15 1.750000 13150400.00 13113380.32 U.S. Treasuries (including strips) USTR 2021-03-15 2.375000 28491500.00 28564937.77 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 75788400.00 78981261.87 U.S. Treasuries (including strips) USTR 2021-09-15 2.750000 307500.00 311425.61 U.S. Treasuries (including strips) USTR 2020-09-30 2.750000 4457100.00 4543308.79 U.S. Treasuries (including strips) USTR 2020-10-31 2.875000 39203600.00 39990516.75 U.S. Treasuries (including strips) USTR 2022-01-15 2.500000 138964800.00 140617846.95 U.S. Treasuries (including strips) USTR 2019-04-15 0.875000 69582600.00 69797147.24 U.S. Treasuries (including strips) USTR 2019-07-31 1.625000 333600.00 333502.16 U.S. Treasuries (including strips) USTR 2021-07-31 2.250000 5661400.00 5678688.88 U.S. Treasuries (including strips) USTR 2022-06-30 2.125000 95998100.00 96183639.93 U.S. Treasuries (including strips) USTR 2026-05-15 0.000000 106660800.00 90001662.97 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2019-04-01 2019-04-01 2019-04-01 N N N 0.0258 600000000.00 600000000.00 0.0264 N Y Y N HYDRO-QUEBEC Hydro-Quebec, 2.3900% 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 0.0239 99953528.00 99953528.00 0.0044 N N Y N HYDRO-QUEBEC Hydro-Quebec, 2.4300% 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 0.0243 99818050.00 99818050.00 0.0044 N N N N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.4000% 45920GRA6 VGRQXHF3J8VDLUA7XE92 0000051143 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-10 2019-04-10 2019-04-10 N N N 0.0240 189847810.00 189847810.00 0.0084 N N N N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.4100% 45920GRC2 VGRQXHF3J8VDLUA7XE92 0000051143 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-04-12 2019-04-12 2019-04-12 N N N 0.0241 99906394.00 99906394.00 0.0044 N N N N JP MORGAN SECURITIES INC. JPMorgan Securities, Inc., 2.5600% 8I5DZWZKVSZI1NUHU748 0000019617 JPM119401 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2040-11-20 4.000000 108057.00 40681.26 Agency Mortgage-Backed Securities GNMA 2041-10-20 4.000000 515738624.00 105149511.50 Agency Mortgage-Backed Securities GNMA 2047-04-20 3.500000 89911.00 82729.14 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 1053832.00 1105198.81 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.000000 859641.00 890100.03 Agency Mortgage-Backed Securities GNMA 2049-01-20 4.000000 15281472.00 15779540.25 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.000000 993633.00 1034251.07 Agency Mortgage-Backed Securities GNMA 2048-07-20 5.000000 2521336.00 2454565.83 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 1423654.00 1453855.28 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 4856400.00 4960231.68 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.500000 2001060.00 2092548.93 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 799137.00 816600.91 Agency Mortgage-Backed Securities GNMA 2048-05-20 4.000000 7120500.00 7050780.40 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 1128054.00 1153142.22 Agency Mortgage-Backed Securities GNMA 2048-08-20 5.500000 4328820.00 3827511.19 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 1245116.00 1278026.53 Agency Mortgage-Backed Securities GNMA 2047-11-20 4.000000 1503856.00 1534946.76 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 7338460.00 6661531.75 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 50000.00 48612.68 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.000000 754010.00 651831.26 Agency Mortgage-Backed Securities GNMA 2047-12-20 4.000000 1113224.00 1041517.04 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.500000 1002614.00 999310.49 Agency Mortgage-Backed Securities GNMA 2031-09-20 7.000000 126722.00 137202.20 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.500000 763760640.00 783114842.31 Agency Mortgage-Backed Securities GNMA 2048-03-20 5.000000 1124804.00 901623.84 Agency Mortgage-Backed Securities GNMA 2045-08-20 3.000000 38712000.00 24739306.68 Agency Mortgage-Backed Securities Y Moody's A1 Standard & Poor's A+ 2019-04-01 2019-04-01 2019-04-01 N N N 0.0256 950000000.00 950000000.00 0.0418 N Y Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.3900% 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 0.0239 49864529.00 49864529.00 0.0022 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.4800% 51489HT47 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-06-04 2019-06-04 2019-06-04 N N N 0.0248 99541422.00 99541422.00 0.0044 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.4600% 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 0.0246 149366050.50 149366050.50 0.0066 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 199552484.00 199552484.00 0.0088 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.4500% 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 0.0245 149674533.00 149674533.00 0.0066 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuri, 2.4500% 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 0.0245 49860828.00 49860828.00 0.0022 N N N N L'OREAL L'Oreal USA, Inc., 2.3800% 50211UR21 529900MBZ0PRAP172T60 0001219156 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 N N 0.0238 29992056.60 29992056.60 0.0013 N N Y N MERCK & CO INC.C. Merck & Co., Inc., 3.0720% 58933YAP0 4YV9Y5M8S0BRK1RP0397 US58933YAP07 0001220372 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-05-10 2020-02-10 2020-02-10 N N N 0.0306 4666180.31 4666180.31 0.0002 N N N N MIZUHO SECURITIES USA INC. Mizuho Securities USA, Inc., 2.5500% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ119401 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-12-31 2.000000 4950000.00 4949430.15 U.S. Treasuries (including strips) USTR 2021-02-15 2.250000 49600.00 49708.15 U.S. Treasuries (including strips) USTR 2020-12-15 1.875000 3900200.00 3894280.05 U.S. Treasuries (including strips) USTR 2027-11-15 2.250000 17282400.00 17278627.76 U.S. Treasuries (including strips) USTR 2022-10-31 2.000000 8921900.00 8937174.69 U.S. Treasuries (including strips) USTR 2020-10-15 1.625000 2130000.00 2123388.63 U.S. Treasuries (including strips) USTR 2022-09-30 1.875000 1200000.00 1198516.77 U.S. Treasuries (including strips) USTR 2019-08-31 1.250000 200.00 199.17 U.S. Treasuries (including strips) USTR 2027-08-15 2.250000 5850800.00 5822098.88 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 10000000.00 9980489.94 U.S. Treasuries (including strips) USTR 2019-07-31 1.375000 500.00 499.27 U.S. Treasuries (including strips) USTR 2019-05-21 0.000000 557000.00 555056.07 U.S. Treasuries (including strips) USTR 2019-05-14 0.000000 12520000.00 12481763.92 U.S. Treasuries (including strips) USTR 2019-05-07 0.000000 512000.00 510689.28 U.S. Treasuries (including strips) USTR 2019-04-23 0.000000 4122000.00 4115231.68 U.S. Treasuries (including strips) USTR 2019-04-16 0.000000 809000.00 808025.96 U.S. Treasuries (including strips) USTR 2019-04-09 0.000000 5547000.00 5542917.41 U.S. Treasuries (including strips) USTR 2019-04-02 0.000000 32588000.00 32579461.94 U.S. Treasuries (including strips) USTR 2019-06-13 0.000000 15564000.00 15485230.60 U.S. Treasuries (including strips) USTR 2019-06-06 0.000000 5536200.00 5510954.93 U.S. Treasuries (including strips) USTR 2019-05-30 0.000000 425000.00 423267.28 U.S. Treasuries (including strips) USTR 2019-05-16 0.000000 461000.00 459531.25 U.S. Treasuries (including strips) USTR 2019-05-09 0.000000 5908000.00 5891971.60 U.S. Treasuries (including strips) USTR 2019-05-02 0.000000 137000.00 136691.48 U.S. Treasuries (including strips) USTR 2019-04-18 0.000000 71000.00 70906.21 U.S. Treasuries (including strips) USTR 2019-04-11 0.000000 994000.00 993138.20 U.S. Treasuries (including strips) USTR 2019-04-04 0.000000 863000.00 862662.57 U.S. Treasuries (including strips) USTR 2019-05-23 0.000000 327600.00 326408.85 U.S. Treasuries (including strips) USTR 2019-04-25 0.000000 339400.00 338808.77 U.S. Treasuries (including strips) USTR 2024-05-31 2.000000 1850000.00 1842512.05 U.S. Treasuries (including strips) USTR 2022-07-31 2.000000 336000.00 334973.91 U.S. Treasuries (including strips) USTR 2020-06-30 1.625000 8575100.00 8530589.02 U.S. Treasuries (including strips) USTR 2022-06-30 2.125000 4821000.00 4836310.27 U.S. Treasuries (including strips) USTR 2022-05-31 1.875000 4770800.00 4754005.87 U.S. Treasuries (including strips) USTR 2025-05-15 2.125000 4000.00 3997.34 U.S. Treasuries (including strips) USTR 2020-05-15 1.500000 966200.00 962240.98 U.S. Treasuries (including strips) USTR 2024-04-30 2.000000 650000.00 648505.68 U.S. Treasuries (including strips) USTR 2022-04-30 1.875000 2600000.00 2595391.61 U.S. Treasuries (including strips) USTR 2020-04-15 1.500000 64200.00 64055.45 U.S. Treasuries (including strips) USTR 2021-07-31 2.250000 4960300.00 4980403.19 U.S. Treasuries (including strips) USTR 2019-07-31 1.625000 99600.00 99570.99 U.S. Treasuries (including strips) USTR 2019-06-30 1.625000 700.00 701.20 U.S. Treasuries (including strips) USTR 2021-06-30 2.125000 2283700.00 2290244.50 U.S. Treasuries (including strips) USTR 2021-05-31 2.000000 5908000.00 5917089.23 U.S. Treasuries (including strips) USTR 2020-10-31 1.750000 13597200.00 13576274.44 U.S. Treasuries (including strips) USTR 2022-03-31 1.875000 881800.00 882119.19 U.S. Treasuries (including strips) USTR 2024-02-29 2.125000 1500000.00 1496171.39 U.S. Treasuries (including strips) USTR 2020-08-31 2.125000 7370900.00 7362531.02 U.S. Treasuries (including strips) USTR 2020-07-31 2.000000 9925800.00 9912491.20 U.S. Treasuries (including strips) USTR 2020-06-30 1.875000 2188300.00 2185135.74 U.S. Treasuries (including strips) USTR 2027-02-15 2.250000 10938300.00 10905326.46 U.S. Treasuries (including strips) USTR 2023-02-15 2.000000 8224200.00 8182564.51 U.S. Treasuries (including strips) USTR 2023-11-30 2.125000 2000000.00 2006362.23 U.S. Treasuries (including strips) USTR 2019-09-30 1.000000 792000.00 790103.20 U.S. Treasuries (including strips) USTR 2019-07-31 0.875000 100.00 99.60 U.S. Treasuries (including strips) USTR 2019-04-30 1.250000 889600.00 893106.83 U.S. Treasuries (including strips) USTR 2022-02-15 2.000000 5085000.00 5070825.27 U.S. Treasuries (including strips) USTR 2019-07-15 0.750000 150000.00 149464.56 U.S. Treasuries (including strips) USTR 2021-11-15 2.000000 6418700.00 6433522.80 U.S. Treasuries (including strips) USTR 2021-08-15 2.125000 526100.00 526106.56 U.S. Treasuries (including strips) USTR 2019-04-15 0.875000 499500.00 501036.14 U.S. Treasuries (including strips) USTR 2020-12-31 1.750000 4570400.00 4547886.87 U.S. Treasuries (including strips) USTR 2022-12-31 2.125000 4612400.00 4623616.18 U.S. Treasuries (including strips) USTR 2020-04-30 1.375000 4648200.00 4624231.70 U.S. Treasuries (including strips) USTR 2020-03-31 1.375000 699800.00 697472.78 U.S. Treasuries (including strips) USTR 2022-03-31 1.750000 3250100.00 3236332.08 U.S. Treasuries (including strips) USTR 2019-12-31 1.625000 6861500.00 6846269.37 U.S. Treasuries (including strips) USTR 2021-12-31 2.125000 2220000.00 2226839.26 U.S. Treasuries (including strips) USTR 2019-11-30 1.500000 742000.00 741030.09 U.S. Treasuries (including strips) USTR 2021-11-30 1.875000 2730200.00 2723281.15 U.S. Treasuries (including strips) USTR 2021-10-31 2.000000 10030000.00 10057703.30 U.S. Treasuries (including strips) USTR 2019-10-31 1.500000 599700.00 600029.26 U.S. Treasuries (including strips) USTR 2021-08-31 2.000000 2967000.00 2956052.03 U.S. Treasuries (including strips) USTR 2021-02-28 2.000000 4692000.00 4676122.68 U.S. Treasuries (including strips) USTR 2021-01-31 2.125000 3567400.00 3569740.19 U.S. Treasuries (including strips) USTR 2020-11-30 2.000000 3806000.00 3812464.34 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0255 300000000.00 300000000.00 0.0132 N Y Y N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, 2.3500% 63254FR17 F8SB4JFBSYQFRQEH3Z21 0001414365 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 0.0235 449911912.50 449911912.50 0.0198 N Y Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.5500% 63975VT42 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-04 2019-06-04 2019-06-04 N N N 0.0255 149291475.00 149291475.00 0.0066 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.5300% 63975VSD3 JLP5FSPH9WPSHY3NIM24 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 0.0253 10890586.25 10890586.25 0.0005 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.5400% 63975VTA8 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-10 2019-06-10 2019-06-10 N N N 0.0254 124359222.50 124359222.50 0.0055 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4600% 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 0.0246 204860202.30 204860202.30 0.0090 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4200% 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 0.0242 149969749.50 149969749.50 0.0066 N Y Y N NORDEA BANK AB Nordea Bank AB, 2.4700% 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 0.0247 60783158.42 60783158.42 0.0027 N N N N NORDEA BANK AB Nordea Bank AB, 2.4800% 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 0.0248 49815050.00 49815050.00 0.0022 N N N N NORDEA BANK AB Nordea Bank AB, 2.5000% 65558KT79 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-07 2019-06-07 2019-06-07 N N N 0.0250 199031666.00 199031666.00 0.0088 N N N N NORDEA BANK AB Nordea Bank AB, 2.4000% 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 0.0240 49943357.00 49943357.00 0.0022 N N N N NORDEA BANK AB Nordea Bank AB, 2.6219% 65590AH41 6SCPQ280AIY8EP3XFW53 US65590AH411 0001002614 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-04-05 2019-04-05 2019-04-05 N N N 0.0262 20000768.20 20000768.20 0.0009 N N Y N NORDEA BANK AB Nordea Bank AB, 2.3900% 65558KR14 6SCPQ280AIY8EP3XFW53 0001002614 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 0.0239 14997016.20 14997016.20 0.0007 N Y Y N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4000% 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 0.0240 15388706.72 15388706.72 0.0007 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4000% 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 0.0240 33977361.78 33977361.78 0.0015 N N N N NRW.BANK NRW.Bank, 2.4600% 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 0.0246 149826175.50 149826175.50 0.0066 N N N N NRW.BANK NRW.Bank, 2.4500% 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 0.0245 49962539.00 49962539.00 0.0022 N N N N NRW.BANK NRW.Bank, 2.4900% 62939MSH1 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-17 2019-05-17 2019-05-17 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0249 74746323.00 74746323.00 0.0033 N N N N NRW.BANK NRW.Bank, 2.4700% 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 0.0247 49880076.50 49880076.50 0.0022 N N N N NRW.BANK NRW.Bank, 2.4800% 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 0.0248 149608758.00 149608758.00 0.0066 N N N N NRW.BANK NRW.Bank, 2.5200% 62939MT56 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-05 2019-06-05 2019-06-05 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0252 199053666.00 199053666.00 0.0088 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.4800% 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 0.0248 66194990.00 66194990.00 0.0029 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.6566% 69034CHP6 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-06 2020-03-06 2020-03-06 N N N 0.0266 199999052.00 199999052.00 0.0088 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.6306% 69034CHU5 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-11 2019-12-11 2019-12-11 N N N 0.0263 99999554.00 99999554.00 0.0044 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5892% 69033MFX0 5493007O3QFXCPOGWK22 US69033MFX02 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-04-04 2019-09-04 2019-09-04 N N N 0.0259 124991415.00 124991415.00 0.0055 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.7404% 69033MCW5 5493007O3QFXCPOGWK22 US69033MCW55 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-04-03 2019-05-03 2019-05-03 N N N 0.0274 100012880.00 100012880.00 0.0044 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.6504% 69034CGL6 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-02 2019-04-02 2019-04-02 N N N 0.0265 55001442.65 55001442.65 0.0024 N N Y N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.6176% 69034CHN1 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-05 2019-12-05 2019-12-05 N N N 0.0262 24999882.75 24999882.75 0.0011 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 49999730.00 49999730.00 0.0022 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.6528% 69034CGQ5 5493007O3QFXCPOGWK22 0001448817 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 0.0265 20001591.40 20001591.40 0.0009 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.4500% 69372BRJ1 PH3S12DWZBHHQKVYZ297 0000731288 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 0.0245 21171179.87 21171179.87 0.0009 N N N N PFIZER INC. Pfizer, Inc., 2.4900% 71708FSU7 765LHXWGK1KXCLTFYQ30 0000078003 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 0.0249 110541200.37 110541200.37 0.0049 N N N N PROVINCE OF ALBERTA Alberta Province, 2.4000% 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 0.0240 44970037.65 44970037.65 0.0020 N N N N PROVINCE OF ALBERTA Alberta Province, 2.4300% 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 0.0243 74878899.75 74878899.75 0.0033 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.3900% 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 0.0239 49986705.50 49986705.50 0.0022 N N Y N PSP CAPITAL INC. PSP Capital, Inc., 2.5000% 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 0.0250 59776080.00 59776080.00 0.0026 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4800% 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 0.0248 199354012.00 199354012.00 0.0088 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4600% 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 0.0246 94753718.20 94753718.20 0.0042 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4500% 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 0.0245 35719730.31 35719730.31 0.0016 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4400% 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 0.0244 21962829.24 21962829.24 0.0010 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.5500% 69370BTL6 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-20 2019-06-20 2019-06-20 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0255 99414850.00 99414850.00 0.0044 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.5100% 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 0.0251 34849124.80 34849124.80 0.0015 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.5400% 69370BTB8 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-11 2019-06-11 2019-06-11 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0254 49740691.50 49740691.50 0.0022 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 15015149.25 15015149.25 0.0007 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 2.5200% ES7IP3U3RHIGC71XBU11 0001000275 RBC119401 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-04-15 0.125000 50000000.00 51197576.98 U.S. Treasuries (including strips) USTR 2024-07-15 0.125000 50000000.00 52288714.08 U.S. Treasuries (including strips) USTR 2023-07-15 0.375000 90000000.00 97570274.72 U.S. Treasuries (including strips) USTR 2019-07-31 0.875000 100.00 99.60 U.S. Treasuries (including strips) USTR 2022-07-15 0.125000 50592300.00 55049419.66 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 68100000.00 69861062.80 U.S. Treasuries (including strips) USTR 2021-01-15 1.125000 50000000.00 58351039.07 U.S. Treasuries (including strips) USTR 2026-01-15 0.625000 350000.00 374935.74 U.S. Treasuries (including strips) USTR 2019-08-15 3.625000 5958200.00 6008348.98 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 253400.00 271012.82 U.S. Treasuries (including strips) USTR 2019-04-15 0.125000 51000000.00 54822712.84 U.S. Treasuries (including strips) USTR 2021-11-15 2.875000 300.00 308.23 U.S. Treasuries (including strips) USTR 2023-09-30 2.875000 7000.00 7299.65 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 499900.00 522128.37 U.S. Treasuries (including strips) USTR 2023-05-31 2.750000 8933300.00 9208359.74 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 802600.00 816467.49 U.S. Treasuries (including strips) USTR 2019-11-30 1.750000 1040000.00 1041363.60 U.S. Treasuries (including strips) USTR 2019-04-30 0.000000 5010000.00 4999579.20 U.S. Treasuries (including strips) USTR 2019-08-29 0.000000 28146000.00 27861922.42 U.S. Treasuries (including strips) USTR 2019-05-16 0.000000 24016000.00 23939485.02 U.S. Treasuries (including strips) USTR 2019-04-11 0.000000 12787300.00 12776213.41 U.S. Treasuries (including strips) USTR 2019-09-12 0.000000 40163000.00 39718676.73 U.S. Treasuries (including strips) USTR 2019-07-18 0.000000 10000.00 9926.62 U.S. Treasuries (including strips) USTR 2019-06-20 0.000000 11769300.00 11705192.62 U.S. Treasuries (including strips) USTR 2019-05-23 0.000000 105477000.00 105093485.63 U.S. Treasuries (including strips) USTR 2019-04-25 0.000000 30557700.00 30504468.49 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's AA- 2019-04-01 2019-04-01 2019-04-01 N N N 0.0252 700000000.00 700000000.00 0.0308 N Y Y N ROCHE HOLDING INC. Roche Holdings, Inc., 2.4300% 77119MRR0 PVJRP0EQNV6OGDPZGY95 0000889131 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 0.0243 49909025.00 49909025.00 0.0022 N N N N ROCHE HOLDING INC. Roche Holdings, Inc., 2.9410% 771196AZ5 PVJRP0EQNV6OGDPZGY95 US771196AZ58 0000889131 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-06-28 2019-09-30 2019-09-30 N N N 0.0294 6858782.73 6858782.73 0.0003 N N N N ROCHE HOLDING INC. Roche Holdings, Inc., 2.3800% 77119MR17 PVJRP0EQNV6OGDPZGY95 0000889131 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 0.0238 18996231.73 18996231.73 0.0008 N Y Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6419% 78014XBS5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-05 2020-03-05 2020-03-05 N N N 0.0264 74983233.00 74983233.00 0.0033 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 60003870.00 60003870.00 0.0026 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.8330% 78012UKT1 ES7IP3U3RHIGC71XBU11 US78012UKT15 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-04-06 2019-09-06 2019-09-06 N N N 0.0283 100103793.00 100103793.00 0.0044 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 100018874.00 100018874.00 0.0044 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.7751% 78014XAS6 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-03 2019-09-03 2019-09-03 N N N 0.0277 100066457.00 100066457.00 0.0044 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.8106% 78012UKX2 ES7IP3U3RHIGC71XBU11 US78012UKX27 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-06-10 2019-12-10 2019-12-10 N N N 0.0281 75091893.00 75091893.00 0.0033 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 30025593.30 30025593.30 0.0013 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.7327% 78014XBC0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-11 2019-10-11 2019-10-11 N N N 0.0273 75043797.75 75043797.75 0.0033 N N N N SHELL INTERNATIONAL FINANCE BV Shell International Finance BV, 2.9466% 822582BV3 213800ITMMKU4Z7I4F78 US822582BV39 0001333621 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-06-12 2019-09-12 2019-09-12 N N N 0.0294 5289181.02 5289181.02 0.0002 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.5500% 82880XTJ9 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-06-18 2019-06-18 2019-06-18 N N N 0.0255 24857462.50 24857462.50 0.0011 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4500% 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 0.0245 49935479.00 49935479.00 0.0022 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4500% 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 0.0245 19373626.86 19373626.86 0.0009 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4400% 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 0.0244 31692108.29 31692108.29 0.0014 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4500% 82880XRF9 MR92GTD0MJTTTTQDVG45 0001003023 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 0.0245 24971159.00 24971159.00 0.0011 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.5200% 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 0.0252 29884958.40 29884958.40 0.0013 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.5400% 82880XT42 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-06-04 2019-06-04 2019-06-04 N N N 0.0254 29859020.70 29859020.70 0.0013 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4600% 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 0.0246 49918266.50 49918266.50 0.0022 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4700% 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 0.0247 19953382.20 19953382.20 0.0009 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.3600% 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 0.0236 49944278.00 49944278.00 0.0022 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.6718% 83050F3D1 F3JS33DEI6XQ4ZBPTN86 US83050F3D15 0001534653 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-04-17 2019-04-17 2019-04-17 N N N 0.0267 25001276.00 25001276.00 0.0011 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.4000% 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 0.0240 149660142.00 149660142.00 0.0066 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.4200% 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 0.0242 79779875.20 79779875.20 0.0035 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.4200% 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 0.0242 99745717.00 99745717.00 0.0044 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.4700% 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 0.0247 49795000.00 49795000.00 0.0022 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.4600% 83050USN9 F3JS33DEI6XQ4ZBPTN86 0001534653 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 0.0246 32002151.72 32002151.72 0.0014 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.4300% 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 0.0243 40634066.00 40634066.00 0.0018 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.4900% 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 0.0249 49810403.00 49810403.00 0.0022 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.5100% 86562LT51 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-06-05 2019-06-05 2019-06-05 N N N 0.0251 49763794.50 49763794.50 0.0022 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.4900% 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 0.0249 273996753.25 273996753.25 0.0121 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.4900% 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 0.0249 49834533.50 49834533.50 0.0022 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.7389% 86958JX20 NHBDILHZTYCNBV5UYZ31 US86958JX207 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-04-26 2019-04-26 2019-04-26 N N N 0.0274 50004612.50 50004612.50 0.0022 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.4300% 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 0.0243 96398023.82 96398023.82 0.0042 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 3.1046% 86960BAH5 NHBDILHZTYCNBV5UYZ31 US86960BAH50 0001448613 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-06-17 2019-06-17 2019-06-17 N N N 0.0310 2001874.62 2001874.62 0.0001 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.7817% 86958JY45 NHBDILHZTYCNBV5UYZ31 US86958JY452 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-04-19 2019-08-19 2019-08-19 N N N 0.0278 40031948.80 40031948.80 0.0018 N N N N SWEDBANK Swedbank, 2.4000% 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 0.0240 99873544.00 99873544.00 0.0044 N N N N SWEDBANK Swedbank, 2.4000% 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 0.0240 149750208.00 149750208.00 0.0066 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 2.6000% PT3QB789TSUIDF371261 0000947263 TOR119401 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2019-05-31 1.500000 19743500.00 19805392.84 U.S. Treasuries (including strips) USTR 2020-11-30 1.625000 20562700.00 20444721.51 U.S. Treasuries (including strips) USTR 2026-02-28 2.500000 4285000.00 4350346.72 U.S. Treasuries (including strips) USTR 2025-12-31 2.625000 15161600.00 15579320.51 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 20565000.00 21479435.79 U.S. Treasuries (including strips) USTR 2025-03-31 2.625000 21000500.00 21700000.81 U.S. Treasuries (including strips) USTR 2021-01-15 2.000000 20980000.00 20961393.87 U.S. Treasuries (including strips) USTR 2027-08-15 2.250000 23163800.00 23050169.92 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 21507500.00 21465538.75 U.S. Treasuries (including strips) FMAC 2021-09-27 2.700000 30021000.00 30066902.11 Agency Debentures and Agency Strips FHLB 2019-05-15 0.000000 45000000.00 44857530.00 Agency Debentures and Agency Strips FHLB 2019-11-13 2.400000 53000000.00 53140214.44 Agency Debentures and Agency Strips FHLB 2019-04-05 0.000000 60000000.00 60099066.67 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 350000000.00 350000000.00 0.0154 N Y Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.8577% 89120DLK3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-20 2019-11-20 2019-11-20 N N N 0.0285 45067396.50 45067396.50 0.0020 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.7555% 89120DHW2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-23 2019-05-23 2019-05-23 N N N 0.0275 80032625.60 80032625.60 0.0035 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.4000% 89119BR40 PT3QB789TSUIDF371261 0000947263 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 0.0240 249900207.50 249900207.50 0.0110 N N Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.8176% 89120DLU1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-06 2019-12-06 2019-12-06 N N N 0.0281 100127212.00 100127212.00 0.0044 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.8251% 89114MNS2 PT3QB789TSUIDF371261 US89114MNS25 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-06-04 2019-12-03 2019-12-03 N N N 0.0282 100125669.00 100125669.00 0.0044 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.5918% 89120DMF3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-18 2019-10-17 2019-10-17 N N N 0.0259 99992222.00 99992222.00 0.0044 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.4100% 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 0.0241 19891996.82 19891996.82 0.0009 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.4100% 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 0.0241 66477787.01 66477787.01 0.0029 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.5300% 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 0.0253 213101200.00 213101200.00 0.0094 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.4900% 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 0.0249 92533361.55 92533361.55 0.0041 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 75026667.75 75026667.75 0.0033 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 3.0334% 89236TDV4 Z2VZBHUMB7PWWJ63I008 US89236TDV44 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-04-17 2020-04-17 2020-04-17 N N N 0.0303 580942.77 580942.77 0.0000 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.6427% 89233AU98 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-21 2019-12-12 2019-12-12 N N N 0.0264 99999874.00 99999874.00 0.0044 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 150001969.50 150001969.50 0.0066 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 140003894.80 140003894.80 0.0062 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 150010441.50 150010441.50 0.0066 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.2300% 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 0.0223 149555155.50 149555155.50 0.0066 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.7400% 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 0.0174 99946944.00 99946944.00 0.0044 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.1200% 912796UY3 US912796UY34 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-04-23 2019-04-23 2019-04-23 N N N 0.0212 99853333.00 99853333.00 0.0044 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 2.4700% 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 0.0247 10971425.08 10971425.08 0.0005 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4500% 91127QRN1 IO66REGK3RCBAMA8HR66 0000867530 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 0.0245 99836733.00 99836733.00 0.0044 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.5300% 91127QTR0 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-25 2019-06-25 2019-06-25 N N N 0.0253 49692366.50 49692366.50 0.0022 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4900% 91127QSU4 IO66REGK3RCBAMA8HR66 0000867530 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 0.0249 19917333.40 19917333.40 0.0009 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4900% 91127QSV2 IO66REGK3RCBAMA8HR66 US06370RUU12 0000867530 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 0.0249 149369412.00 149369412.00 0.0066 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 49966389.00 49966389.00 0.0022 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.4400% 93114FRV8 Y87794H0US1R65VBXU25 0000104169 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-29 2019-04-29 2019-04-29 N N N 0.0244 104780106.90 104780106.90 0.0046 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.4200% 93114FRA4 Y87794H0US1R65VBXU25 0000104169 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-04-10 2019-04-10 2019-04-10 N N N 0.0242 49959666.50 49959666.50 0.0022 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.4400% 93114FRW6 Y87794H0US1R65VBXU25 0000104169 Non-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 39913493.20 39913493.20 0.0018 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.4300% 93114FRP1 Y87794H0US1R65VBXU25 0000104169 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 N N 0.0243 39932694.40 39932694.40 0.0018 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.4300% 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 0.0243 161738423.46 161738423.46 0.0071 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 50005968.50 50005968.50 0.0022 N N N N THE DFA INVESTMENT TRUST COMPANY 2019-04-04 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer