N-MFP2 0000896162 XXXXXXXX 2019-04-30 0000896162 S31KDR2I4VDC432ELJ36 S000028293 1 N N Dimensional Fund Advisors LP 801-16283 PricewaterhouseCoopers LLP Philadelphia PA Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N N Prime N 23 50 6314569855.01 6455329709.78 6534971625.21 5982292390.32 8555041589.31 8884595050.87 9224716848.68 9337228604.69 0.2864 0.2926 0.2993 0.2704 0.3880 0.4027 0.4225 0.4220 843842247.05 21012039330.74 21012039330.74 14769539.38 146823053.85 21723828063.32 1877466237.81 0.0257 11.5710 11.5710 11.5710 11.5710 C000086468 1.00 21723828063.32 1877466237.81 11.5710 11.5710 11.5710 11.5710 1726419168.28 2417394525.03 1798990369.53 1798381827.63 1257237356.48 1512332895.84 2299941075.50 1999908233.38 7777532709.54 8784125233.92 0.0252 N ANZ BANKING GROUP NZ LTD. ANZ New Zealand, 2.7880% 00182HGP1 213800VD256NU2D97H12 0000859994 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 20000519.40 20000519.40 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 20001212.80 20001212.80 0.0009 N N Y N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4500% 03948HSE2 549300LO13MQ9HYSTR83 0000007084 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 N N 0.0245 34966680.00 34966680.00 0.0016 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4600% 03948HSQ5 549300LO13MQ9HYSTR83 0000007084 Non-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 0.0246 99836267.00 99836267.00 0.0046 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4600% 03948HSV4 549300LO13MQ9HYSTR83 0000007084 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 0.0246 97306866.15 97306866.15 0.0045 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4500% 03948HSD4 549300LO13MQ9HYSTR83 0000007084 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 0.0245 16582346.18 16582346.18 0.0008 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4200% 03948HS28 549300LO13MQ9HYSTR83 0000007084 03948HS28 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 0.0242 39994628.80 39994628.80 0.0018 N N Y N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4300% 03948HS77 549300LO13MQ9HYSTR83 0000007084 Non-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 0.0243 9995275.00 9995275.00 0.0005 N N Y N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4400% 03948HSA0 549300LO13MQ9HYSTR83 0000007084 Non-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 0.0244 89914092.32 89914092.32 0.0041 N N N N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 2.7300% 9DJT3UXIJIZJI4WXO774 0000070858 BAC219501 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-10-31 1.750000 90710200.00 89920386.29 U.S. Treasuries (including strips) USTR 2019-09-05 0.000000 63616600.00 63079675.90 U.S. Treasuries (including strips) Y Moody's A3 Standard & Poor's A- 2019-05-01 2019-05-01 2019-05-01 N N N 0.0273 150000000.00 150000000.00 0.0069 N Y Y N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.8694% 06370RPD5 NQQ6HPCNCCU6TUTQYE16 US06370RPD51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-04 2019-12-04 2019-12-04 N N N 0.0287 70103499.20 70103499.20 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 24999855.75 24999855.75 0.0012 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.6994% 06370RLX5 NQQ6HPCNCCU6TUTQYE16 US06370RLX51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-04 2019-10-04 2019-10-04 N N N 0.0270 200083858.00 200083858.00 0.0092 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.8035% 06370RNK1 NQQ6HPCNCCU6TUTQYE16 US06370RNK13 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-06 2019-08-06 2019-08-06 N N N 0.0280 100057164.00 100057164.00 0.0046 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.7534% 06370RNL9 NQQ6HPCNCCU6TUTQYE16 US06370RNL95 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-03 2019-05-03 2019-05-03 N N N 0.0275 150000517.50 150000517.50 0.0069 N N 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 100001719.00 100001719.00 0.0046 N N Y 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 1842014.01 1842014.01 0.0001 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 20026135.80 20026135.80 0.0009 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.6916% 06417LJV0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-05-09 2019-10-09 2019-10-09 N N N 0.0269 100052191.00 100052191.00 0.0046 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 150050872.50 150050872.50 0.0069 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 26034189.74 26034189.74 0.0012 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7335% 06417G2Z0 L3I9ZG2KFGXZ61BMYR72 US06417G2Z05 0001503461 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 0.0273 30000480.00 30000480.00 0.0014 N N Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7074% 06417G2B3 L3I9ZG2KFGXZ61BMYR72 US06417G2B37 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-20 2019-09-20 2019-09-20 N N N 0.0271 100049847.00 100049847.00 0.0046 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 149999865.00 149999865.00 0.0069 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.6455% 06417G5X2 L3I9ZG2KFGXZ61BMYR72 US06417G5X20 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-03 2020-04-03 2020-04-03 N N N 0.0265 39999802.80 39999802.80 0.0018 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 65004986.80 65004986.80 0.0030 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4800% 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 0.0248 68413579.29 68413579.29 0.0031 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4200% 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 0.0242 28480865.39 28480865.39 0.0013 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4300% 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 0.0243 88360444.38 88360444.38 0.0041 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 2.7500% AC28XWWI3WIBK2824319 0000312069 BCG119501 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-01-31 2.250000 71829700.00 71985697.44 U.S. Treasuries (including strips) USTR 2022-01-31 1.875000 71504700.00 71057781.80 U.S. Treasuries (including strips) USTR 2023-12-31 2.250000 169798900.00 170535583.32 U.S. Treasuries (including strips) USTR 2021-09-30 1.125000 78453400.00 76429469.48 U.S. Treasuries (including strips) USTR 2020-12-31 1.750000 225633100.00 224764661.88 U.S. Treasuries (including strips) USTR 2021-11-15 2.875000 49033500.00 50386319.64 U.S. Treasuries (including strips) USTR 2027-08-15 2.250000 24806300.00 24474626.06 U.S. Treasuries (including strips) USTR 2022-07-31 1.875000 75982100.00 75365946.46 U.S. Treasuries (including strips) Y Moody's Baa3 Standard & Poor's BBB 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 750000000.00 750000000.00 0.0345 N Y Y N BNG BANK NV BNG Bank NV, 2.4500% 09657ST39 529900GGYMNGRQTDOO93 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 0.0245 99769083.00 99769083.00 0.0046 N N N N BNG BANK NV BNG Bank NV, 2.4400% 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 0.0244 99858017.00 99858017.00 0.0046 N N N N BNG BANK NV BNG Bank NV, 2.4000% 09657SS30 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-03 2019-05-03 2019-05-03 N N N 0.0240 199960000.00 199960000.00 0.0092 N N Y N BNG BANK NV BNG Bank NV, 2.4300% 09657SSE6 529900GGYMNGRQTDOO93 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 0.0243 174834829.75 174834829.75 0.0080 N N N N BNG BANK NV BNG Bank NV, 2.4300% 09657SSH9 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-17 2019-05-17 2019-05-17 N N N 0.0243 36358213.89 36358213.89 0.0017 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.5600% 12800BUS9 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-26 2019-07-26 2019-07-26 N N N 0.0256 137548781.87 137548781.87 0.0063 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.5500% 12800BUN0 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-22 2019-07-22 2019-07-22 N N N 0.0255 39765940.00 39765940.00 0.0018 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.4400% 12800BS37 969500Q2PFTTP0Y5QL44 0001056947 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 N N 0.0244 56988395.94 56988395.94 0.0026 N N Y N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.5300% 12800BUB6 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-11 2019-07-11 2019-07-11 N N N 0.0253 24874000.00 24874000.00 0.0011 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.6571% 13606BT71 2IGI19DL77OX0HC3ZE78 US13606BT718 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-07 2020-04-06 2020-04-06 N N N 0.0266 102482161.93 102482161.93 0.0047 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.7574% 13606BH33 2IGI19DL77OX0HC3ZE78 US13606BH333 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-19 2019-07-19 2019-07-19 N N N 0.0276 100036191.00 100036191.00 0.0046 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.5826% 13606BR73 2IGI19DL77OX0HC3ZE78 US13606BR738 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-05-15 2019-10-15 2019-10-15 N N N 0.0258 100005349.00 100005349.00 0.0046 N N N N CHEVRON CORP. Chevron Corp., 2.4300% 16677KSL8 0000093410 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 N N 0.0243 99865389.00 99865389.00 0.0046 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.4500% 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 0.0245 99748503.00 99748503.00 0.0046 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.4300% 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 0.0243 9989195.60 9989195.60 0.0005 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.4400% 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 0.0244 19959333.40 19959333.40 0.0009 N N N N COCA-COLA CO. Coca-Cola Co., 2.5100% 19121BUG2 UWJKFUJFZ02DKWI3RY53 0000021344 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-16 2019-07-16 2019-07-16 N N N 0.0251 41178536.50 41178536.50 0.0019 N N N N COCA-COLA CO. Coca-Cola Co., 2.4900% 19121BTL3 UWJKFUJFZ02DKWI3RY53 0000021344 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 N N 0.0249 99648525.00 99648525.00 0.0046 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.4300% 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 0.0243 39959583.20 39959583.20 0.0018 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.4200% 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 0.0242 84912425.13 84912425.13 0.0039 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.6735% 20272AD78 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-06 2019-09-06 2019-09-06 N N N 0.0267 25009884.00 25009884.00 0.0012 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.4100% 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 0.0241 149929650.00 149929650.00 0.0069 N N Y N CPPIB CAPITAL INC. CPPIB Capital, Inc., 2.4000% 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 0.0240 60545971.61 60545971.61 0.0028 N Y Y 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 49981009.50 49981009.50 0.0023 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5300% 23305EU35 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-03 2019-07-03 2019-07-03 N N N 0.0253 64708684.30 64708684.30 0.0030 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5400% 23305EUB7 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-11 2019-07-11 2019-07-11 N N N 0.0254 15819736.80 15819736.80 0.0007 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5200% 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 0.0252 99762944.00 99762944.00 0.0046 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5100% 23305ESQ7 ATUEL7OJR5057F2PV266 0001501323 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 0.0251 191679231.36 191679231.36 0.0088 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5300% 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 0.0253 99565828.00 99565828.00 0.0046 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5200% 23305ETD5 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-13 2019-06-13 2019-06-13 N N N 0.0252 8972389.98 8972389.98 0.0004 N N N N DEERE & CO. John Deere Canada ULC, 2.4400% 24423JSM0 54930034SQM5911PYS66 0000315189 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 0.0244 35449596.04 35449596.04 0.0016 N N N N DEERE & CO. John Deere Canada ULC, 2.4400% 24423JSN8 54930034SQM5911PYS66 0000315189 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 0.0244 63705179.16 63705179.16 0.0029 N N N N DEERE & CO. John Deere Capital Corp., 2.4300% 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 0.0243 38366304.00 38366304.00 0.0018 N N N N DEERE & CO. John Deere Canada ULC, 2.4300% 24423JT31 54930034SQM5911PYS66 0000315189 Non-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 0.0243 74827945.50 74827945.50 0.0034 N N N N DEERE & CO. John Deere Capital Corp., 2.4600% 24422MTB7 E0KSF7PFQ210NWI8Z391 0000315189 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 N N 0.0246 49857200.00 49857200.00 0.0023 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.4100% 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 0.0241 149789824.50 149789824.50 0.0069 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.4000% 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 0.0240 149860233.00 149860233.00 0.0069 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.4800% 2332K1U16 5967007LIEEXZX78M803 0001498632 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 0.0248 49787219.50 49787219.50 0.0023 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.4400% 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 0.0244 98725791.78 98725791.78 0.0045 N N N N EMERSON ELECTRIC CO. Emerson Electric Co., 2.4300% 29101BS86 FGLT0EWZSUIRRITFOA30 0000032604 Non-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 0.0243 33657800.14 33657800.14 0.0015 N N N N EMERSON ELECTRIC CO. Emerson Electric Co., 2.4600% 29101BSL7 FGLT0EWZSUIRRITFOA30 0000032604 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 N N 0.0246 11983646.64 11983646.64 0.0006 N N N N EQUINOR ASA Equinor ASA, 2.4700% 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 0.0247 49900514.00 49900514.00 0.0023 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4200% 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 0.0242 99939625.00 99939625.00 0.0046 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4400% 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 0.0244 32156476.23 32156476.23 0.0015 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4300% 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 0.0243 99898750.00 99898750.00 0.0046 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4300% 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 0.0243 107898066.36 107898066.36 0.0050 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 2.4000% 30229BS73 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-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 0.0240 149929999.50 149929999.50 0.0069 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3600% 313384GU7 US313384GU76 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-12 2019-06-12 2019-06-12 N N N 0.0236 112682281.29 112682281.29 0.0052 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3600% 313384GT0 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-11 2019-06-11 2019-06-11 N N N 0.0236 74794146.00 74794146.00 0.0034 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3600% 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 0.0236 99705444.00 99705444.00 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3900% 313384JG5 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-07-18 2019-07-18 2019-07-18 N N N 0.0239 99477833.00 99477833.00 0.0046 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3800% 313384HH5 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-25 2019-06-25 2019-06-25 N N N 0.0238 99631806.00 99631806.00 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3500% 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 0.0235 249380765.00 249380765.00 0.0115 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2600% 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 0.0226 99899583.00 99899583.00 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.1100% 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 0.0211 99543331.13 99543331.13 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.1700% 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 0.0217 99939750.00 99939750.00 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2700% 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 0.0227 209775066.90 209775066.90 0.0097 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3100% 313384FZ7 US313384FZ72 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-05-24 2019-05-24 2019-05-24 N N N 0.0231 99846028.00 99846028.00 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3300% 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 0.0233 98714617.88 98714617.88 0.0045 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.3000% 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 0.0230 135808807.12 135808807.12 0.0063 N N Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 2.7100% FOR8UP27PHTHYVLBNG30 0000886982 GOL219501 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2038-12-15 6.000000 13427360.00 1520211.95 Agency Mortgage-Backed Securities GNMA 2038-02-15 5.500000 5000000.00 185490.60 Agency Mortgage-Backed Securities GNMA 2046-10-15 2.500000 456671.00 385032.23 Agency Mortgage-Backed Securities GNMA 2046-09-15 2.500000 532689.00 473552.91 Agency Mortgage-Backed Securities GNMA 2034-05-15 5.500000 10075424.00 497597.74 Agency Mortgage-Backed Securities GNMA 2045-11-20 4.000000 41000.00 36599.44 Agency Mortgage-Backed Securities GNMA 2034-05-15 4.000000 1185400.00 215949.84 Agency Mortgage-Backed Securities GNMA 2040-08-20 4.500000 152333.00 39237.17 Agency Mortgage-Backed Securities GNMA 2042-10-20 3.500000 566957.00 200548.12 Agency Mortgage-Backed Securities GNMA 2028-10-15 8.500000 15820000.00 34730.84 Agency Mortgage-Backed Securities GNMA 2042-01-15 4.000000 42008.00 10426.42 Agency Mortgage-Backed Securities GNMA 2040-09-15 4.000000 125000.00 28677.27 Agency Mortgage-Backed Securities GNMA 2041-06-15 4.500000 33279.00 9646.02 Agency Mortgage-Backed Securities GNMA 2044-11-15 4.500000 3454992.00 1765546.37 Agency Mortgage-Backed Securities GNMA 2040-11-20 5.000000 665121.00 94678.25 Agency Mortgage-Backed Securities GNMA 2040-09-20 6.000000 492321.00 43014.95 Agency Mortgage-Backed Securities GNMA 2040-08-20 5.000000 5792024.00 437882.06 Agency Mortgage-Backed Securities GNMA 2040-02-20 5.000000 25120000.00 3313830.97 Agency Mortgage-Backed Securities GNMA 2024-10-20 4.500000 5000000.00 428488.49 Agency Mortgage-Backed Securities GNMA 2039-08-20 5.000000 1965000.00 73111.81 Agency Mortgage-Backed Securities GNMA 2024-09-20 4.500000 10414700.00 772665.93 Agency Mortgage-Backed Securities GNMA 2042-02-20 4.000000 68438.00 13434.81 Agency Mortgage-Backed Securities GNMA 2036-04-20 5.000000 1542680.00 67292.98 Agency Mortgage-Backed Securities GNMA 2034-05-20 3.500000 2702624.00 375353.99 Agency Mortgage-Backed Securities GNMA 2047-11-20 4.500000 5108264.00 5224123.99 Agency Mortgage-Backed Securities GNMA 2047-04-20 4.500000 5182610.00 2869487.30 Agency Mortgage-Backed Securities GNMA 2046-09-20 3.500000 1313826.00 1004748.63 Agency Mortgage-Backed Securities GNMA 2046-12-20 3.500000 1440098.00 1398506.25 Agency Mortgage-Backed Securities GNMA 2046-11-15 2.500000 306561.00 269682.36 Agency Mortgage-Backed Securities GNMA 2046-08-20 3.000000 281000.00 217692.97 Agency Mortgage-Backed Securities GNMA 2046-06-20 4.500000 1036572.00 627614.70 Agency Mortgage-Backed Securities GNMA 2046-02-20 4.000000 1265146.00 762359.55 Agency Mortgage-Backed Securities GNMA 2045-12-15 4.500000 197000.00 124723.53 Agency Mortgage-Backed Securities GNMA 2030-06-15 2.500000 2694970.00 1467624.29 Agency Mortgage-Backed Securities GNMA 2043-07-20 3.000000 6752608.00 3945178.89 Agency Mortgage-Backed Securities GNMA 2044-04-15 4.000000 27032000.00 11920708.49 Agency Mortgage-Backed Securities GNMA 2043-08-15 3.000000 151229.00 65871.69 Agency Mortgage-Backed Securities GNMA 2033-05-20 3.500000 1316970.00 605519.39 Agency Mortgage-Backed Securities GNMA 2043-06-15 3.000000 101018.00 33596.82 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.500000 8002736.00 8373278.68 Agency Mortgage-Backed Securities GNMA 2049-04-20 5.000000 10099168.00 10590712.46 Agency Mortgage-Backed Securities GNMA 2054-04-15 3.930000 1623800.00 1690393.39 Agency Mortgage-Backed Securities GNMA 2048-09-15 5.500000 1471376.00 1561562.39 Agency Mortgage-Backed Securities GNMA 2053-07-15 3.740000 100000.00 101674.64 Agency Mortgage-Backed Securities GNMA 2053-07-15 4.080000 100000.00 104159.23 Agency Mortgage-Backed Securities GNMA 2053-06-15 3.830000 100000.00 102215.42 Agency Mortgage-Backed Securities GNMA 2045-06-15 4.170000 100000.00 103614.42 Agency Mortgage-Backed Securities GNMA 2048-07-15 4.500000 94258.00 97818.25 Agency Mortgage-Backed Securities GNMA 2048-01-20 3.500000 3008336.00 2870976.90 Agency Mortgage-Backed Securities GNMA 2058-02-15 3.610000 100000.00 100287.30 Agency Mortgage-Backed Securities GNMA 2047-10-15 4.500000 69810.00 47615.41 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.500000 1497940.00 957960.33 Agency Mortgage-Backed Securities GNMA 2045-08-20 3.500000 250000.00 175405.79 Agency Mortgage-Backed Securities GNMA 2045-08-15 4.000000 528000.00 206911.31 Agency Mortgage-Backed Securities GNMA 2048-03-20 5.500000 167369.00 134008.58 Agency Mortgage-Backed Securities GNMA 2047-12-20 4.500000 590150.00 377026.17 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.500000 72977000.00 66867614.82 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.000000 25000000.00 22220394.13 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 179252000.00 134237282.07 Agency Mortgage-Backed Securities GNMA 2047-02-20 2.500000 469596.00 381757.42 Agency Mortgage-Backed Securities GNMA 2039-03-20 6.000000 108000.00 55282.29 Agency Mortgage-Backed Securities GNMA 2046-10-20 4.500000 1618156.00 795168.95 Agency Mortgage-Backed Securities GNMA 2046-08-20 3.000000 10917500.00 8048217.81 Agency Mortgage-Backed Securities GNMA 2046-04-20 5.500000 762265.00 283557.39 Agency Mortgage-Backed Securities GNMA 2032-05-20 3.000000 461000.00 342510.53 Agency Mortgage-Backed Securities GNMA 2044-10-20 4.000000 163000.00 47221.29 Agency Mortgage-Backed Securities GNMA 2044-07-20 3.500000 175000.00 61770.66 Agency Mortgage-Backed Securities GNMA 2029-07-20 4.500000 81908.00 35371.04 Agency Mortgage-Backed Securities GNMA 2044-05-20 3.500000 225000.00 79202.42 Agency Mortgage-Backed Securities GNMA 2024-06-20 4.500000 296585.00 47022.46 Agency Mortgage-Backed Securities GNMA 2045-03-20 5.000000 2698500.00 797004.90 Agency Mortgage-Backed Securities GNMA 2045-02-20 3.500000 1432506.00 364142.88 Agency Mortgage-Backed Securities GNMA 2045-01-20 4.000000 450650.00 264832.07 Agency Mortgage-Backed Securities GNMA 2042-09-20 5.000000 4473010.00 725239.11 Agency Mortgage-Backed Securities GNMA 2042-05-20 5.500000 952705.00 143187.74 Agency Mortgage-Backed Securities GNMA 2043-06-15 3.000000 71054.00 35204.06 Agency Mortgage-Backed Securities GNMA 2042-12-15 2.500000 95000.00 43953.11 Agency Mortgage-Backed Securities GNMA 2042-11-15 3.000000 79231.00 33929.88 Agency Mortgage-Backed Securities GNMA 2042-08-15 3.000000 100825.00 35985.18 Agency Mortgage-Backed Securities GNMA 2042-11-15 3.000000 875000.00 422521.39 Agency Mortgage-Backed Securities GNMA 2042-01-15 4.000000 1000000.00 210979.13 Agency Mortgage-Backed Securities GNMA 2041-12-15 3.100000 172474.00 146696.09 Agency Mortgage-Backed Securities GNMA 2038-11-15 6.000000 5216808.00 117890.51 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0271 300000000.00 300000000.00 0.0138 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 2.7500% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB219501 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-05-15 0.000000 192000.00 191830.27 U.S. Treasuries (including strips) USTR 2022-11-15 0.000000 100000.00 92354.40 U.S. Treasuries (including strips) USTR 2022-08-15 0.000000 800000.00 743065.60 U.S. Treasuries (including strips) USTR 2024-08-15 0.000000 260000.00 230190.74 U.S. Treasuries (including strips) USTR 2024-02-15 0.000000 150000.00 134483.85 U.S. Treasuries (including strips) USTR 2023-11-15 0.000000 60000.00 54127.80 U.S. Treasuries (including strips) USTR 2022-05-15 0.000000 1000000.00 934245.00 U.S. Treasuries (including strips) USTR 2027-05-15 0.000000 575000.00 472553.40 U.S. Treasuries (including strips) USTR 2027-02-15 0.000000 515000.00 426084.73 U.S. Treasuries (including strips) USTR 2027-08-15 0.000000 15000.00 12235.51 U.S. Treasuries (including strips) USTR 2026-05-15 0.000000 65000.00 54895.10 U.S. Treasuries (including strips) USTR 2026-02-15 0.000000 300000.00 255048.90 U.S. Treasuries (including strips) USTR 2025-08-15 6.875000 36560300.00 46592368.35 U.S. Treasuries (including strips) USTR 2029-02-15 0.000000 162000.00 126698.09 U.S. Treasuries (including strips) USTR 2019-08-29 0.000000 303000.00 300606.30 U.S. Treasuries (including strips) USTR 2025-05-15 0.000000 100000.00 86750.00 U.S. Treasuries (including strips) USTR 2025-11-15 0.000000 209000.00 178932.01 U.S. Treasuries (including strips) USTR 2019-07-31 1.375000 737000.00 737494.91 U.S. Treasuries (including strips) USTR 2022-10-31 2.000000 759200.00 752556.24 U.S. Treasuries (including strips) USTR 2027-11-15 2.250000 65971000.00 65503904.18 U.S. Treasuries (including strips) USTR 2020-01-31 2.000000 14770300.00 14796386.23 U.S. Treasuries (including strips) USTR 2025-01-31 2.500000 6199700.00 6291749.48 U.S. Treasuries (including strips) USTR 2021-04-15 2.375000 5320800.00 5335593.74 U.S. Treasuries (including strips) USTR 2020-04-30 2.375000 115500.00 115461.88 U.S. Treasuries (including strips) USTR 2020-04-30 1.857500 50814800.00 51110509.34 U.S. Treasuries (including strips) USTR 2021-11-15 2.875000 197100.00 202669.00 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 21572600.00 22138957.27 U.S. Treasuries (including strips) USTR 2022-02-28 1.750000 47955100.00 47435881.27 U.S. Treasuries (including strips) USTR 2020-03-31 1.375000 111619600.00 110696064.92 U.S. Treasuries (including strips) USTR 2023-04-30 1.625000 932900.00 909808.86 U.S. Treasuries (including strips) USTR 2019-05-15 0.875000 258500.00 259354.45 U.S. Treasuries (including strips) USTR 2023-05-31 1.625000 456200.00 447779.95 U.S. Treasuries (including strips) USTR 2021-05-31 1.375000 32590900.00 32186185.67 U.S. Treasuries (including strips) USTR 2019-11-15 1.000000 879500.00 876691.44 U.S. Treasuries (including strips) USTR 2023-02-15 2.000000 41377200.00 41142276.72 U.S. Treasuries (including strips) USTR 2020-07-31 1.625000 115128200.00 114561903.47 U.S. Treasuries (including strips) USTR 2020-05-15 0.000000 28118476.80 27440146.67 U.S. Treasuries (including strips) USTR 2021-08-15 0.000000 8185405.44 7764168.11 U.S. Treasuries (including strips) USTR 2023-08-15 0.000000 11498987.52 10407986.58 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 600000000.00 600000000.00 0.0276 N Y Y N HYDRO-QUEBEC Hydro-Quebec, 2.4100% 44881MS61 6THEVG93PYJH84S4D167 0000049448 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 Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0241 44682067.70 44682067.70 0.0021 N N Y N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.4300% 45920GSF4 VGRQXHF3J8VDLUA7XE92 0000051143 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 N N 0.0243 99898750.00 99898750.00 0.0046 N N N N JP MORGAN SECURITIES INC. JPMorgan Securities, Inc., 2.7400% 8I5DZWZKVSZI1NUHU748 0000019617 JPM219501 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2039-06-15 4.500000 6740920.00 774318.60 Agency Mortgage-Backed Securities GNMA 2038-09-15 6.000000 1499990.00 20479.93 Agency Mortgage-Backed Securities GNMA 2039-04-15 4.500000 179188.00 9448.00 Agency Mortgage-Backed Securities GNMA 2039-07-15 3.500000 115944.00 37129.27 Agency Mortgage-Backed Securities GNMA 2038-07-15 6.500000 538601.00 21663.23 Agency Mortgage-Backed Securities GNMA 2038-03-15 5.000000 353661.00 29615.96 Agency Mortgage-Backed Securities GNMA 2037-01-15 6.000000 660359.00 12213.65 Agency Mortgage-Backed Securities GNMA 2036-07-15 6.000000 877979.00 57383.18 Agency Mortgage-Backed Securities GNMA 2045-06-15 3.000000 412282.00 323850.33 Agency Mortgage-Backed Securities GNMA 2033-09-15 4.500000 94469.00 9133.57 Agency Mortgage-Backed Securities GNMA 2042-01-15 3.500000 70850.00 15379.28 Agency Mortgage-Backed Securities GNMA 2045-08-15 5.000000 378548.00 135508.85 Agency Mortgage-Backed Securities GNMA 2045-05-15 3.000000 246154.00 146789.26 Agency Mortgage-Backed Securities GNMA 2045-04-15 3.000000 721011.00 613265.36 Agency Mortgage-Backed Securities GNMA 2045-03-15 3.000000 917142.00 586985.95 Agency Mortgage-Backed Securities GNMA 2045-02-15 3.500000 40000.00 11195.41 Agency Mortgage-Backed Securities GNMA 2044-09-15 3.500000 633168.00 470901.41 Agency Mortgage-Backed Securities GNMA 2043-10-15 2.490000 1025838.00 495076.10 Agency Mortgage-Backed Securities GNMA 2043-06-20 3.500000 2386080.00 1243168.79 Agency Mortgage-Backed Securities GNMA 2046-07-15 2.500000 104164.00 95240.83 Agency Mortgage-Backed Securities GNMA 2049-03-20 4.500000 1022364.00 1074984.05 Agency Mortgage-Backed Securities GNMA 2049-03-20 5.000000 1335968.00 1399442.57 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.500000 2940624.00 3109262.91 Agency 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127244672.00 97976166.96 Agency Debentures and Agency Strips GNMA 2033-07-20 3.750000 304881.00 6650.39 Agency Mortgage-Backed Securities GNMA 2040-06-15 4.500000 929830.00 85665.69 Agency Mortgage-Backed Securities GNMA 2040-08-15 4.500000 13000000.00 3362619.98 Agency Mortgage-Backed Securities GNMA 2040-08-15 4.500000 1010540.00 392081.35 Agency Mortgage-Backed Securities GNMA 2040-05-15 4.500000 3500000.00 392476.38 Agency Mortgage-Backed Securities GNMA 2040-06-15 5.000000 32734.00 8920.10 Agency Mortgage-Backed Securities GNMA 2040-02-15 4.500000 1091812.00 282761.10 Agency Mortgage-Backed Securities GNMA 2040-07-15 4.500000 301923.00 31752.63 Agency Mortgage-Backed Securities GNMA 2040-07-15 4.500000 297803.00 36244.56 Agency Mortgage-Backed Securities GNMA 2040-07-15 4.500000 295202.00 37160.23 Agency Mortgage-Backed Securities GNMA 2023-11-15 6.500000 1160000.00 6123.68 Agency Mortgage-Backed Securities GNMA 2041-07-15 4.500000 2514344.00 424129.29 Agency Mortgage-Backed Securities GNMA 2033-11-15 5.500000 441669.00 18246.48 Agency Mortgage-Backed Securities GNMA 2025-02-20 3.500000 3200000.00 8971.50 Agency Mortgage-Backed Securities GNMA 2040-03-20 4.500000 231198.00 33628.95 Agency Mortgage-Backed Securities GNMA 2038-05-20 6.000000 2500744.00 112437.37 Agency Mortgage-Backed Securities GNMA 2045-07-15 3.000000 807277.00 492153.07 Agency Mortgage-Backed Securities GNMA 2047-07-15 4.500000 350164.00 134219.40 Agency Mortgage-Backed Securities GNMA 2047-05-15 4.000000 697810.00 582739.56 Agency Mortgage-Backed Securities GNMA 2059-02-15 3.580000 589917.00 592611.09 Agency Mortgage-Backed Securities GNMA 2047-03-15 4.500000 2886564.00 982594.14 Agency Mortgage-Backed Securities GNMA 2046-11-20 4.000000 340042.00 296804.80 Agency Mortgage-Backed Securities GNMA 2046-08-15 4.500000 1203046.00 1145773.06 Agency Mortgage-Backed Securities GNMA 2046-08-15 3.000000 547582.00 499057.08 Agency Mortgage-Backed Securities GNMA 2058-03-15 3.400000 458328.00 453811.13 Agency Mortgage-Backed Securities GNMA 2046-08-15 4.500000 1078798.00 973402.33 Agency Mortgage-Backed Securities GNMA 2046-08-15 4.500000 1707672.00 1470424.00 Agency Mortgage-Backed Securities GNMA 2046-08-15 4.500000 917797.00 939315.22 Agency Mortgage-Backed Securities GNMA 2046-07-15 4.000000 12336768.00 10510082.00 Agency Mortgage-Backed Securities GNMA 2046-01-20 4.500000 1706038.00 779898.46 Agency Mortgage-Backed Securities Y Moody's A1 Standard & Poor's A+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 700000000.00 700000000.00 0.0322 N Y Y N JP MORGAN SECURITIES INC. JPMorgan Securities, Inc., 2.7300% 8I5DZWZKVSZI1NUHU748 0000019617 JPM119501 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2028-05-15 2.875000 195373800.00 204000081.10 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0273 200000000.00 200000000.00 0.0092 N Y Y N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.4300% 49436US70 5493001TMCBEHPT4YE78 0000055785 Non-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 0.0243 97254025.75 97254025.75 0.0045 N N Y N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.4300% 49436US62 5493001TMCBEHPT4YE78 0000055785 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 N N 0.0243 17992719.00 17992719.00 0.0008 N N Y N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.4400% 49436US96 5493001TMCBEHPT4YE78 0000055785 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 N N 0.0244 73954952.50 73954952.50 0.0034 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.5600% 48246UUG9 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-16 2019-07-16 2019-07-16 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0256 74591579.25 74591579.25 0.0034 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.4300% 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 0.0243 49969625.00 49969625.00 0.0023 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.5500% 48246UU20 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-02 2019-07-02 2019-07-02 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0255 94577558.75 94577558.75 0.0044 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.4800% 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 0.0248 49969000.00 49969000.00 0.0023 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.4800% 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 0.0248 199986222.00 199986222.00 0.0092 N Y Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.4900% 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 0.0249 149689999.50 149689999.50 0.0069 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.4900% 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 0.0249 99758694.00 99758694.00 0.0046 N N N N MERCK & CO INC. 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 4665960.78 4665960.78 0.0002 N N N N MIZUHO SECURITIES USA INC. Mizuho Securities USA, Inc., 2.7200% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ219501 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-09-30 2.000000 253142100.00 252281250.87 U.S. Treasuries (including strips) USTR 2020-01-15 1.375000 200.00 199.28 U.S. Treasuries (including strips) USTR 2019-08-31 1.000000 100500.00 100164.09 U.S. Treasuries (including strips) USTR 2020-12-31 1.750000 4570400.00 4552809.01 U.S. Treasuries (including strips) USTR 2021-08-31 2.000000 2967000.00 2957295.59 U.S. Treasuries (including strips) USTR 2019-08-15 0.750000 763300.00 760623.22 U.S. Treasuries (including strips) USTR 2019-06-25 0.000000 111161000.00 110745257.86 U.S. Treasuries (including strips) USTR 2019-06-18 0.000000 5090400.00 5073754.39 U.S. Treasuries (including strips) USTR 2019-07-05 0.000000 9241300.00 9200813.86 U.S. Treasuries (including strips) USTR 2019-06-27 0.000000 828000.00 824828.76 U.S. Treasuries (including strips) USTR 2019-06-20 0.000000 700000.00 697634.00 U.S. Treasuries (including strips) USTR 2022-05-31 1.875000 4770800.00 4750515.32 U.S. Treasuries (including strips) USTR 2020-06-15 1.500000 3550200.00 3535038.50 U.S. Treasuries (including strips) USTR 2022-07-31 2.000000 7336000.00 7307001.72 U.S. Treasuries (including strips) USTR 2020-06-30 1.625000 4302800.00 4288427.53 U.S. Treasuries (including strips) USTR 2020-05-31 1.500000 927700.00 924483.23 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0272 400000000.00 400000000.00 0.0184 N Y Y N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP. National Rural Utilities Cooperative Finance Corp., 2.4600% 63743DSM4 4NYF266XZC35SCTGX023 0000070502 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 0.0246 57727244.99 57727244.99 0.0027 N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP. National Rural Utilities Cooperative Finance Corp., 2.4200% 63743DS28 4NYF266XZC35SCTGX023 0000070502 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 0.0242 37494964.50 37494964.50 0.0017 N N Y N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP. National Rural Utilities Cooperative Finance Corp., 2.4300% 63743DS77 4NYF266XZC35SCTGX023 0000070502 Non-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 0.0243 40980627.50 40980627.50 0.0019 N N Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.5400% 63975VU24 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-02 2019-07-02 2019-07-02 N N N 0.0254 149337187.50 149337187.50 0.0069 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.5300% 63975VU32 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-03 2019-07-03 2019-07-03 N N N 0.0253 39820586.80 39820586.80 0.0018 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4900% 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 0.0249 149637895.50 149637895.50 0.0069 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4800% 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 0.0248 10915216.01 10915216.01 0.0005 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.5100% 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 0.0251 124644240.00 124644240.00 0.0057 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.5300% 63975VTR1 JLP5FSPH9WPSHY3NIM24 Non-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 174312638.50 174312638.50 0.0080 N N N N NESTLE S.A. Nestle Finance International, Ltd., 2.5000% 64105SUV8 KY37LUS27QQX7BB93L28 0000792990 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-29 2019-07-29 2019-07-29 N N N 0.0250 99380000.00 99380000.00 0.0046 N N N N NORDEA BANK AB Nordea Bank AB, 2.4400% 65558KT79 213800HW2E5VN9FK1Y53 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 0.0244 199485734.00 199485734.00 0.0092 N N N N NORDEA BANK AB Nordea Bank AB, 2.6512% 65590AH90 213800HW2E5VN9FK1Y53 US65590AH908 0001002614 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-05-10 2019-06-10 2019-06-10 N N N 0.0265 75015663.00 75015663.00 0.0035 N N N N NORDEA BANK AB Nordea Bank AB, 2.5100% 65558KUP7 213800HW2E5VN9FK1Y53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-23 2019-07-23 2019-07-23 N N N 0.0251 49708800.00 49708800.00 0.0023 N N N N NORDEA BANK AB Nordea Bank AB, 2.4100% 65558KSL9 213800HW2E5VN9FK1Y53 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 0.0241 60918294.16 60918294.16 0.0028 N N N N NORDEA BANK AB Nordea Bank AB, 2.4200% 65558KSN5 213800HW2E5VN9FK1Y53 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 0.0242 49926269.50 49926269.50 0.0023 N N N N NOVARTIS FIANNCE CORP. Novartis Finance Corp., 2.4800% 6698M5T74 549300PEK0AU35HVR544 0001443534 Non-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 0.0248 20546225.97 20546225.97 0.0009 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4700% 6698M5T33 549300PEK0AU35HVR544 0001443534 Non-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 0.0247 21893869.47 21893869.47 0.0010 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4300% 6698M5SD2 549300PEK0AU35HVR544 0001443534 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 0.0243 29973729.30 29973729.30 0.0014 N N N N NRW.BANK NRW.Bank, 2.4600% 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 0.0246 149938650.00 149938650.00 0.0069 N N Y N NRW.BANK NRW.Bank, 2.4500% 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 0.0245 49989783.50 49989783.50 0.0023 N N Y N NRW.BANK NRW.Bank, 2.4500% 62939MS24 52990002O5KK6XOGJ020 0001560283 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 Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0245 64991145.70 64991145.70 0.0030 N N Y N NRW.BANK NRW.Bank, 2.4900% 62939MTE7 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-14 2019-06-14 2019-06-14 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0249 99690000.00 99690000.00 0.0046 N N N N NRW.BANK NRW.Bank, 2.4800% 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 0.0248 199505200.00 199505200.00 0.0092 N N N N NRW.BANK NRW.Bank, 2.4600% 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 0.0246 74912839.50 74912839.50 0.0034 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.4300% 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 0.0243 66341854.18 66341854.18 0.0031 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.5000% 67616SUS0 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-26 2019-07-26 2019-07-26 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0250 145718542.58 145718542.58 0.0067 N N N 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 24999873.25 24999873.25 0.0012 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 99999436.00 99999436.00 0.0046 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 199998942.00 199998942.00 0.0092 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5794% 69033MFX0 5493007O3QFXCPOGWK22 US69033MFX02 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-05-04 2019-09-04 2019-09-04 N N N 0.0258 125003283.75 125003283.75 0.0058 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.7434% 69033MCW5 5493007O3QFXCPOGWK22 US69033MCW55 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-05-03 2019-05-03 2019-05-03 N N N 0.0274 100000401.00 100000401.00 0.0046 N N Y 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 49999829.50 49999829.50 0.0023 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.4600% 69372BSL5 PH3S12DWZBHHQKVYZ297 0000731288 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 N N 0.0246 24965930.50 24965930.50 0.0011 N N N N PFIZER INC. Pfizer, Inc., 2.4400% 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 0.0244 110789433.00 110789433.00 0.0051 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4300% 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 0.0243 199797500.00 199797500.00 0.0092 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4100% 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 0.0241 94961888.85 94961888.85 0.0044 N N Y N PSP CAPITAL INC. PSP Capital, Inc., 2.4000% 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 0.0240 35797618.23 35797618.23 0.0016 N Y Y N PSP CAPITAL INC. PSP Capital, Inc., 2.4400% 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 0.0244 59910716.40 59910716.40 0.0028 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4800% 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 0.0248 99650367.00 99650367.00 0.0046 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4600% 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 0.0246 49856733.50 49856733.50 0.0023 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4400% 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 0.0244 34928833.45 34928833.45 0.0016 N N N N QUEBEC PROVINCE Province of Quebec, 2.8715% 748149AL5 549300WN65YFEQH74Y36 US748149AL50 0000722803 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-07-21 2019-07-21 2019-07-21 N N N 0.0287 31711047.23 31711047.23 0.0015 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 2.7200% ES7IP3U3RHIGC71XBU11 0001000275 RBC119501 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-05-31 1.500000 74541900.00 74283428.01 U.S. Treasuries (including strips) USTR 2021-04-30 2.250000 1000.00 999.02 U.S. Treasuries (including strips) USTR 2023-07-15 0.375000 300.00 326.79 U.S. Treasuries (including strips) USTR 2022-01-31 1.875000 99467100.00 98845411.39 U.S. Treasuries (including strips) USTR 2021-11-30 1.750000 99543700.00 98936544.69 U.S. Treasuries (including strips) USTR 2021-11-15 2.000000 100.00 100.23 U.S. Treasuries (including strips) USTR 2021-02-28 1.125000 25296300.00 24803902.71 U.S. Treasuries (including strips) USTR 2023-01-31 1.750000 101630000.00 100094623.37 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 975400.00 1047261.09 U.S. Treasuries (including strips) USTR 2025-08-31 2.750000 89443800.00 91658287.52 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 89532400.00 91735035.54 U.S. Treasuries (including strips) USTR 2019-09-26 0.000000 133918600.00 132594011.13 U.S. Treasuries (including strips) USTR 2019-10-10 0.000000 100.00 98.92 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's AA- 2019-05-01 2019-05-01 2019-05-01 N N N 0.0272 700000000.00 700000000.00 0.0322 N Y Y N ROCHE HOLDING INC. Roche Holdings, Inc., 2.4300% 77119MSD0 PVJRP0EQNV6OGDPZGY95 0000889131 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 0.0243 29973729.30 29973729.30 0.0014 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 6858882.40 6858882.40 0.0003 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.7410% 78014XBD8 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-16 2020-01-16 2020-01-16 N N N 0.0274 30022982.10 30022982.10 0.0014 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6417% 78014XBX4 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-01 2020-04-01 2020-04-01 N N N 0.0264 59999694.60 59999694.60 0.0028 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.7240% 78014XBC0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-11 2019-10-11 2019-10-11 N N N 0.0272 75041898.00 75041898.00 0.0035 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6371% 78014XBS5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-05 2020-03-05 2020-03-05 N N N 0.0264 74984288.25 74984288.25 0.0035 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 75080782.50 75080782.50 0.0035 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 100053294.00 100053294.00 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 100006815.00 100006815.00 0.0046 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.8235% 78012UKT1 ES7IP3U3RHIGC71XBU11 US78012UKT15 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-05-06 2019-09-06 2019-09-06 N N N 0.0282 100090840.00 100090840.00 0.0046 N N N N SANOFI-AVENTIS Sanofi-Aventis, 2.4800% 8010M3TR1 549300E9PC51EN656011 0001121404 Non-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 0.0248 50255924.40 50255924.40 0.0023 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 9546342.51 9546342.51 0.0004 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4700% 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 0.0247 29928045.90 29928045.90 0.0014 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4800% 82880XTA8 MR92GTD0MJTTTTQDVG45 0001003023 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 0.0248 49859062.50 49859062.50 0.0023 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4900% 82880XTH3 MR92GTD0MJTTTTQDVG45 0001003023 Non-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 0.0249 44850960.00 44850960.00 0.0021 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4600% 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 0.0246 29952945.90 29952945.90 0.0014 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4900% 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 0.0249 24915441.00 24915441.00 0.0011 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4200% 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 0.0242 19997314.40 19997314.40 0.0009 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.3700% 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 0.0237 32073479.64 32073479.64 0.0015 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.3900% 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 0.0239 49907250.00 49907250.00 0.0023 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.3300% 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 0.0233 99961217.00 99961217.00 0.0046 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.5100% 83050UUF3 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-15 2019-07-15 2019-07-15 N N N 0.0251 24868477.75 24868477.75 0.0011 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.3400% 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 0.0234 79953300.00 79953300.00 0.0037 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.3200% 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 0.0232 149980692.00 149980692.00 0.0069 N N Y N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.4300% 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 0.0243 49922566.50 49922566.50 0.0023 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.4600% 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 0.0246 49877400.00 49877400.00 0.0023 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.5500% 86562LUN0 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-22 2019-07-22 2019-07-22 N N N 0.0255 64620701.60 64620701.60 0.0030 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.4200% 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 0.0242 274611790.75 274611790.75 0.0126 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.4200% 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 0.0242 49946200.00 49946200.00 0.0023 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.5300% 86960KU83 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-08 2019-07-08 2019-07-08 N N N 0.0253 99518342.00 99518342.00 0.0046 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 2001120.28 2001120.28 0.0001 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.5300% 86960KUQ3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-24 2019-07-24 2019-07-24 N N N 0.0253 198810944.00 198810944.00 0.0092 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.7874% 86958JY45 NHBDILHZTYCNBV5UYZ31 US86958JY452 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-05-19 2019-08-19 2019-08-19 N N N 0.0279 40027405.20 40027405.20 0.0018 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 2.7500% PT3QB789TSUIDF371261 0000947263 TOR119501 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 19686100.00 20938939.78 U.S. Treasuries (including strips) USTR 2024-07-15 0.125000 17745700.00 18663307.49 U.S. Treasuries (including strips) USTR 2023-07-15 0.375000 18746200.00 20419959.34 U.S. Treasuries (including strips) USTR 2027-01-15 0.375000 15750400.00 16298094.68 U.S. Treasuries (including strips) USTR 2026-01-15 0.625000 16091000.00 17276476.44 U.S. Treasuries (including strips) USTR 2025-01-15 0.250000 24307900.00 25637507.58 U.S. Treasuries (including strips) USTR 2020-10-31 2.349450 26343200.00 26475021.93 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 21972500.00 22435050.75 U.S. Treasuries (including strips) USTR 2027-01-15 2.375000 14674000.00 21060827.31 U.S. Treasuries (including strips) TVDB 2027-02-01 2.875000 300000.00 304208.29 Agency Debentures and Agency Strips TVDB 2024-09-15 2.875000 445000.00 455339.02 Agency Debentures and Agency Strips FMAC 2023-06-19 2.750000 272000.00 279109.25 Agency Debentures and Agency Strips FMAC 2020-04-23 2.500000 5003000.00 5009884.68 Agency Debentures and Agency Strips FMAC 2021-02-16 2.375000 3021000.00 3037289.06 Agency Debentures and Agency Strips FMAC 2020-11-17 1.875000 551000.00 551566.20 Agency Debentures and Agency Strips FMAC 2020-09-29 1.625000 1944000.00 1926599.85 Agency Debentures and Agency Strips FMAC 2019-08-15 1.375000 1683000.00 1682172.95 Agency Debentures and Agency Strips FMAC 2020-04-20 1.375000 4265000.00 4223556.76 Agency Debentures and Agency Strips FMAC 2020-01-17 1.500000 4000.00 3990.73 Agency Debentures and Agency Strips FMAC 2021-08-12 1.125000 46000.00 44903.71 Agency Debentures and Agency Strips FMAC 2020-05-01 1.375000 41000.00 40850.88 Agency Debentures and Agency Strips FMAC 2019-10-02 1.250000 5000.00 4979.31 Agency Debentures and Agency Strips FMAC 2019-08-01 1.250000 223000.00 222985.12 Agency Debentures and Agency Strips FMAC 2019-05-30 1.750000 6205000.00 6245665.50 Agency Debentures and Agency Strips FMAC 2022-01-13 2.375000 5395000.00 5437129.70 Agency Debentures and Agency Strips FNMA 2019-11-26 1.750000 508000.00 509817.68 Agency Debentures and Agency Strips FNMA 2024-09-06 2.625000 915000.00 928722.71 Agency Debentures and Agency Strips FNMA 2019-09-12 1.750000 375000.00 374824.25 Agency Debentures and Agency Strips FNMA 2019-06-20 1.750000 140000.00 140718.96 Agency Debentures and Agency Strips FNMA 2020-03-27 1.700000 200000.00 198819.87 Agency Debentures and Agency Strips FNMA 2022-04-12 2.250000 1200000.00 1197906.00 Agency Debentures and Agency Strips FNMA 2024-02-05 2.500000 889000.00 898462.91 Agency Debentures and Agency Strips FNMA 2022-01-11 2.625000 266000.00 270024.03 Agency Debentures and Agency Strips FNMA 2020-10-30 2.875000 2965000.00 2987534.00 Agency Debentures and Agency Strips FNMA 2023-09-12 2.875000 11549000.00 11832104.49 Agency Debentures and Agency Strips FNMA 2021-06-22 2.750000 893000.00 909697.12 Agency Debentures and Agency Strips FNMA 2021-04-13 2.500000 3393000.00 3405596.70 Agency Debentures and Agency Strips FNMA 2023-01-19 2.375000 16551000.00 16686936.58 Agency Debentures and Agency Strips FNMA 2022-10-05 2.000000 834000.00 826228.70 Agency Debentures and Agency Strips FNMA 2020-07-30 1.500000 552000.00 548232.05 Agency Debentures and Agency Strips FNMA 2022-04-05 1.875000 2000000.00 1976244.17 Agency Debentures and Agency Strips FNMA 2022-01-05 2.000000 103000.00 102816.55 Agency Debentures and Agency Strips FNMA 2021-10-07 1.375000 905000.00 883992.66 Agency Debentures and Agency Strips FNMA 2026-09-24 1.875000 381000.00 363178.72 Agency Debentures and Agency Strips FNMA 2021-08-17 1.250000 624000.00 610824.07 Agency Debentures and Agency Strips FNMA 2019-08-02 0.875000 375000.00 374237.21 Agency Debentures and Agency Strips FNMA 2021-05-06 1.250000 2924000.00 2881694.59 Agency Debentures and Agency Strips FNMA 2026-04-24 2.125000 9861000.00 9593906.60 Agency Debentures and Agency Strips FNMA 2021-02-26 1.375000 2488000.00 2450163.60 Agency Debentures and Agency Strips FNMA 2020-12-28 1.875000 487000.00 486034.36 Agency Debentures and Agency Strips FNMA 2020-11-30 1.500000 1952000.00 1937961.22 Agency Debentures and Agency Strips FNMA 2020-06-22 1.500000 8101000.00 8062952.30 Agency Debentures and Agency Strips FHLB 2020-03-13 4.125000 1710000.00 1744055.36 Agency Debentures and Agency Strips FHLB 2019-06-14 4.375000 500000.00 509347.89 Agency Debentures and Agency Strips FHLB 2019-09-13 2.000000 675000.00 675378.07 Agency Debentures and Agency Strips FHLB 2020-06-12 1.750000 400000.00 399785.73 Agency Debentures and Agency Strips FHLB 2019-09-13 1.375000 45000.00 44890.12 Agency Debentures and Agency Strips FHLB 2020-03-13 1.875000 760000.00 758068.02 Agency Debentures and Agency Strips FHLB 2022-03-11 2.250000 50000.00 50059.62 Agency Debentures and Agency Strips FHLB 2021-12-10 2.625000 100000.00 101746.93 Agency Debentures and Agency Strips FHLB 2020-09-11 2.875000 3960000.00 4001208.53 Agency Debentures and Agency Strips FHLB 2024-02-13 2.500000 725000.00 733029.62 Agency Debentures and Agency Strips FHLB 2028-11-16 3.250000 235000.00 248142.51 Agency Debentures and Agency Strips FHLB 2021-10-12 3.000000 1075000.00 1093608.25 Agency Debentures and Agency Strips FHLB 2028-09-08 3.500000 10100000.00 10688280.11 Agency Debentures and Agency Strips FHLB 2020-10-01 2.625000 890000.00 895023.68 Agency Debentures and Agency Strips FHLB 2020-05-28 2.625000 5425000.00 5497984.33 Agency Debentures and Agency Strips FHLB 2028-06-09 3.250000 1630000.00 1708841.74 Agency Debentures and Agency Strips FHLB 2020-03-30 2.375000 2065000.00 2068322.93 Agency Debentures and Agency Strips FHLB 2020-02-11 2.125000 225000.00 225468.72 Agency Debentures and Agency Strips FHLB 2020-09-28 1.375000 410000.00 404751.68 Agency Debentures and Agency Strips FHLB 2019-07-19 1.158000 100000.00 100054.14 Agency Debentures and Agency Strips FHLB 2019-07-12 1.460000 325000.00 325611.00 Agency Debentures and Agency Strips FHLB 2021-11-29 1.875000 270000.00 268988.74 Agency Debentures and Agency Strips FHLB 2019-11-15 1.375000 650000.00 650365.35 Agency Debentures and Agency Strips FHLB 2019-09-26 1.000000 60000.00 59686.11 Agency Debentures and Agency Strips FHLB 2026-09-02 2.125000 25000.00 23773.59 Agency Debentures and Agency Strips FHLB 2019-08-05 0.875000 200000.00 199499.19 Agency Debentures and Agency Strips FHLB 2021-07-14 1.125000 565000.00 552062.91 Agency Debentures and Agency Strips FHLB 2019-06-21 1.125000 895000.00 896639.86 Agency Debentures and Agency Strips FHLB 2021-02-18 1.375000 1995000.00 1966551.30 Agency Debentures and Agency Strips FHLB 2020-09-11 1.625000 3300000.00 3271955.96 Agency Debentures and Agency Strips FHLB 2024-12-13 2.750000 26075000.00 26721771.54 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 350000000.00 350000000.00 0.0161 N Y 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 100111662.00 100111662.00 0.0046 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.5898% 89120DMF3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-18 2019-10-17 2019-10-17 N N N 0.0259 99997741.00 99997741.00 0.0046 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.8574% 89120DLK3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-20 2019-11-20 2019-11-20 N N N 0.0285 45060931.35 45060931.35 0.0021 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 100110148.00 100110148.00 0.0046 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.7574% 89120DHW2 PT3QB789TSUIDF371261 0000947263 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 0.0276 80015498.40 80015498.40 0.0037 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.5500% 89153QUP3 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-23 2019-07-23 2019-07-23 N N N 0.0255 149112400.50 149112400.50 0.0069 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.5300% 89153QU32 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-03 2019-07-03 2019-07-03 N N N 0.0253 49775733.50 49775733.50 0.0023 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.4300% 89152FS22 529900S21EQ1BO4ESM68 0001226646 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 0.0243 79989200.00 79989200.00 0.0037 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.5100% 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 0.0251 213582391.84 213582391.84 0.0098 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.8480% 89236TDV4 Z2VZBHUMB7PWWJ63I008 US89236TDV44 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-07-17 2020-04-17 2020-04-17 N N N 0.0284 581035.13 581035.13 0.0000 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.6334% 89233AX38 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-05-28 2020-01-21 2020-01-21 N N N 0.0263 149956941.00 149956941.00 0.0069 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.6186% 89233AV71 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-08 2020-01-03 2020-01-03 N N N 0.0262 149999445.00 149999445.00 0.0069 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 99999594.00 99999594.00 0.0046 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 150000294.00 150000294.00 0.0069 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.6802% 89236TEB7 Z2VZBHUMB7PWWJ63I008 US89236TEB70 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-07-25 2019-07-25 2019-07-25 N N N 0.0268 75005250.75 75005250.75 0.0035 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.3500% 912796VG1 US912796VG19 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-18 2019-06-18 2019-06-18 N N N 0.0235 149522250.00 149522250.00 0.0069 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.2800% 912796VC0 US912796VC05 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-05-21 2019-05-21 2019-05-21 N N N 0.0228 99867292.00 99867292.00 0.0046 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.2500% 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 0.0225 149850354.00 149850354.00 0.0069 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 2.3300% 912796VE6 US912796VE60 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-04 2019-06-04 2019-06-04 N N N 0.0233 99773508.00 99773508.00 0.0046 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 2.4300% 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 0.0243 10995550.50 10995550.50 0.0005 N N Y N UNITED OVERSEAS BANK United Overseas Bank, 2.4500% 91127QSV2 IO66REGK3RCBAMA8HR66 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 0.0245 149703958.50 149703958.50 0.0069 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4600% 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 0.0246 19961873.40 19961873.40 0.0009 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4200% 91127QS26 IO66REGK3RCBAMA8HR66 0000867530 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 0.0242 99986572.00 99986572.00 0.0046 N N Y N UNITED OVERSEAS BANK United Overseas Bank, 2.4600% 91127QT33 IO66REGK3RCBAMA8HR66 0000867530 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 0.0246 199536656.00 199536656.00 0.0092 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.5200% 91127QV22 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-02 2019-08-02 2019-08-02 N N N 0.0252 99345133.00 99345133.00 0.0046 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4700% 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 0.0247 49808666.50 49808666.50 0.0023 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.4400% 93114FSL9 Y87794H0US1R65VBXU25 0000104169 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 N N 0.0244 69905383.10 69905383.10 0.0032 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 50002358.50 50002358.50 0.0023 N N N N THE DFA INVESTMENT TRUST COMPANY 2019-05-06 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer