N-MFP2 0000896162 XXXXXXXX 2019-05-31 0000896162 S31KDR2I4VDC432ELJ36 S000028293 1 N N Dimensional Fund Advisors LP 801-16283 PricewaterhouseCoopers LLP Philadelphia PA Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N N Prime N 29 69 5984500951.47 5951914838.71 6569666407.36 5765738596.08 5431200944.96 8935650267.52 8680908622.59 9543394863.32 9096967646.05 8318552178.52 0.2789 0.2762 0.2969 0.2612 0.2566 0.4164 0.4028 0.4313 0.4121 0.3930 534525111.18 20619593424.69 20619593424.69 15078544.03 97284367.54 21071912712.36 1821103117.93 0.0253 11.5710 11.5710 11.5710 11.5710 11.5710 C000086468 1.00 21071912712.36 1821103117.93 11.5710 11.5710 11.5710 11.5710 11.5710 1733276215.80 2364446436.30 1863111720.70 1931369940.42 2552332095.70 1998208227.80 2022399776.49 2423625965.56 1553086188.30 2019896099.44 9029261257.24 9681438917.48 0.0247 N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4400% 03948HTA9 549300LO13MQ9HYSTR83 0000007084 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 0.0244 106078230.92 106078230.92 0.0050 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4300% 03948HT68 549300LO13MQ9HYSTR83 0000007084 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 0.0243 74969637.75 74969637.75 0.0036 N N Y N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.4300% 03948HT50 549300LO13MQ9HYSTR83 0000007084 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 N N 0.0243 49983146.00 49983146.00 0.0024 N N Y N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 2.4800% 9DJT3UXIJIZJI4WXO774 0000070858 BAC119603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-11-15 2.250000 50729900.00 51193077.22 U.S. Treasuries (including strips) USTR 2021-12-15 2.625000 99145300.00 101806981.42 U.S. Treasuries (including strips) Y Moody's A3 Standard & Poor's A- 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 150000000.00 150000000.00 0.0071 N Y Y 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 24999983.00 24999983.00 0.0012 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.6251% 06370RZW2 NQQ6HPCNCCU6TUTQYE16 US06370RZW23 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-08-08 2020-05-08 2020-05-08 N N N 0.0263 249998730.00 249998730.00 0.0119 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.6871% 06370RLX5 NQQ6HPCNCCU6TUTQYE16 US06370RLX51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-04 2019-10-04 2019-10-04 N N N 0.0269 200079578.00 200079578.00 0.0095 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.7971% 06370RNK1 NQQ6HPCNCCU6TUTQYE16 US06370RNK13 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-06 2019-08-06 2019-08-06 N N N 0.0280 100041184.00 100041184.00 0.0047 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.8571% 06370RPD5 NQQ6HPCNCCU6TUTQYE16 US06370RPD51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-04 2019-12-04 2019-12-04 N N N 0.0285 70102181.80 70102181.80 0.0033 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.7019% 06417GY36 L3I9ZG2KFGXZ61BMYR72 US06417GY361 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-08-19 2020-02-18 2020-02-18 N N N 0.0270 1841808.19 1841808.19 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 20022574.00 20022574.00 0.0010 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.6827% 06417LJV0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-06-09 2019-10-09 2019-10-09 N N N 0.0268 100046477.00 100046477.00 0.0047 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 150038025.00 150038025.00 0.0071 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.5651% 06417G4Q8 L3I9ZG2KFGXZ61BMYR72 US06417G4Q87 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-08-05 2019-11-04 2019-11-04 N N N 0.0257 149999296.50 149999296.50 0.0071 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.6606% 06417G2B3 L3I9ZG2KFGXZ61BMYR72 US06417G2B37 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-20 2019-09-20 2019-09-20 N N N 0.0266 100038389.00 100038389.00 0.0047 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.5706% 06417G5L8 L3I9ZG2KFGXZ61BMYR72 US06417G5L81 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-08-28 2020-02-27 2020-02-27 N N N 0.0257 65004598.75 65004598.75 0.0031 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.8251% 06417GS41 L3I9ZG2KFGXZ61BMYR72 US06417GS413 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-08-04 2019-11-04 2019-11-04 N N N 0.0282 26028354.56 26028354.56 0.0012 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 39999816.80 39999816.80 0.0019 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4600% 0667K1U58 R7CQUF1DQM73HUTV1078 0001399253 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-05 2019-07-05 2019-07-05 N N N 0.0246 49880805.50 49880805.50 0.0024 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4400% 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 0.0244 68561138.13 68561138.13 0.0033 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.4600% 0667K1U17 R7CQUF1DQM73HUTV1078 0001399253 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 0.0246 24947257.00 24947257.00 0.0012 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 2.4800% AC28XWWI3WIBK2824319 0000312069 BCG119603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-04-30 1.375000 278824400.00 275369288.35 U.S. Treasuries (including strips) USTR 2020-12-31 2.500000 148695500.00 151023800.43 U.S. Treasuries (including strips) USTR 2023-02-28 2.625000 329424400.00 338606940.44 U.S. Treasuries (including strips) Y Moody's Baa3 Standard & Poor's BBB 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 750000000.00 750000000.00 0.0356 N Y Y N BNG BANK NV BNG Bank NV, 2.4200% 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 0.0242 99979875.00 99979875.00 0.0047 N Y Y N BNG BANK NV BNG Bank NV, 2.4900% 09657SVW2 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-30 2019-08-30 2019-08-30 N N N 0.0249 248438465.00 248438465.00 0.0118 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.4600% 12800BV82 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-08 2019-08-08 2019-08-08 N N N 0.0246 149297062.50 149297062.50 0.0071 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.4800% 12800BVL3 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-20 2019-08-20 2019-08-20 N N N 0.0248 19391848.13 19391848.13 0.0009 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.4300% 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 0.0243 39859888.80 39859888.80 0.0019 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.4200% 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 0.0242 24931182.75 24931182.75 0.0012 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.4400% 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 0.0244 137877494.33 137877494.33 0.0065 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.4500% 12800BV74 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-07 2019-08-07 2019-08-07 N N N 0.0245 200420858.34 200420858.34 0.0095 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.6327% 13606BY42 2IGI19DL77OX0HC3ZE78 US13606BY429 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-10 2020-05-08 2020-05-08 N N N 0.0263 249972387.50 249972387.50 0.0119 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.5985% 13606BZ25 2IGI19DL77OX0HC3ZE78 US13606BZ251 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-01 2020-06-01 2020-06-01 N N N 0.0260 44995201.20 44995201.20 0.0021 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.6024% 13606BY83 2IGI19DL77OX0HC3ZE78 US13606BY833 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-17 2020-05-15 2020-05-15 N N N 0.0260 54995656.65 54995656.65 0.0026 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.5496% 13606BR73 2IGI19DL77OX0HC3ZE78 US13606BR738 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-15 2019-10-15 2019-10-15 N N N 0.0255 100008017.00 100008017.00 0.0047 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.7106% 13606BH33 2IGI19DL77OX0HC3ZE78 US13606BH333 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-19 2019-07-19 2019-07-19 N N N 0.0271 100021135.00 100021135.00 0.0047 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.6471% 13606BT71 2IGI19DL77OX0HC3ZE78 US13606BT718 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-06-06 2020-04-06 2020-04-06 N N N 0.0265 102500795.40 102500795.40 0.0049 N N N N CHEVRON CORP. Chevron Corp., 2.4100% 16677KUJ0 0000093410 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-18 2019-07-18 2019-07-18 N N N 0.0241 74759600.25 74759600.25 0.0035 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.4600% 17277BV85 8E6NF1YAL0WT6CWXXV93 0000858877 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-08 2019-08-08 2019-08-08 N N N 0.0246 99531183.00 99531183.00 0.0047 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.4100% 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 0.0241 99959817.00 99959817.00 0.0047 N N Y N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.4400% 17277BUR4 8E6NF1YAL0WT6CWXXV93 0000858877 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-25 2019-07-25 2019-07-25 N N N 0.0244 11731285.31 11731285.31 0.0006 N N N N COCA-COLA CO. Coca-Cola Co., 2.4500% 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 0.0245 99864278.00 99864278.00 0.0047 N N N N COCA-COLA CO. Coca-Cola Co., 2.4700% 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 0.0247 41269813.15 41269813.15 0.0020 N N N N COLGATE-PALMOLIVE CO. Colgate-Palmolive Co., 2.3800% 19416FT53 YMEGZFW4SBUSS5BQXF88 0000021665 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 N N 0.0238 199933834.00 199933834.00 0.0095 N N Y N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.6671% 20272AD78 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-06 2019-09-06 2019-09-06 N N N 0.0267 25009043.25 25009043.25 0.0012 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 49983253.50 49983253.50 0.0024 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5100% 23305EV91 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-09 2019-08-09 2019-08-09 N N N 0.0251 149270833.50 149270833.50 0.0071 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5100% 23305EVP5 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-23 2019-08-23 2019-08-23 N N N 0.0251 99416667.00 99416667.00 0.0047 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5200% 23305EVU4 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-28 2019-08-28 2019-08-28 N N N 0.0252 99381944.00 99381944.00 0.0047 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.4500% 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 0.0245 99979583.00 99979583.00 0.0047 N Y Y N DBS BANK LTD. DBS Bank, Ltd., 2.4800% 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 0.0248 8991956.25 8991956.25 0.0004 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5200% 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 0.0252 99783086.00 99783086.00 0.0047 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5200% 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 0.0252 64850028.75 64850028.75 0.0031 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.5200% 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 0.0252 15854566.23 15854566.23 0.0008 N N N N DEERE & CO. John Deere Canada ULC, 2.4400% 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 0.0244 74984781.00 74984781.00 0.0036 N Y Y N DEERE & CO. John Deere Canada ULC, 2.4200% 24423JTT4 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-06-27 2019-06-27 2019-06-27 N N N 0.0242 93729923.63 93729923.63 0.0044 N N N N DEERE & CO. John Deere Capital Corp., 2.4300% 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 0.0243 49962951.50 49962951.50 0.0024 N N N N DEERE & CO. John Deere Capital Corp., 2.4500% 24422MUR0 E0KSF7PFQ210NWI8Z391 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-25 2019-07-25 2019-07-25 N N N 0.0245 49813840.50 49813840.50 0.0024 N N N N DEERE & CO. John Deere Capital Corp., 2.4400% 24422MUG4 E0KSF7PFQ210NWI8Z391 0000315189 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 0.0244 76760816.44 76760816.44 0.0036 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.3900% 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 0.0239 98934274.89 98934274.89 0.0047 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.4000% 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 0.0240 49897054.00 49897054.00 0.0024 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4800% 29604DVE7 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-14 2019-08-14 2019-08-14 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0248 149228125.50 149228125.50 0.0071 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4800% 29604DUB4 7TG4VWERK338227TR435 0001560283 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 Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0248 49859119.50 49859119.50 0.0024 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.4800% 29604DVC1 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-12 2019-08-12 2019-08-12 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0248 61938214.03 61938214.03 0.0029 N N N N EUROPEAN INVESTMENT BANK European Investment Bank, 2.4500% 29878SV78 5493006YXS1U5GIHE750 0000033745 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-07 2019-08-07 2019-08-07 N N N 0.0245 99538544.00 99538544.00 0.0047 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 2.4000% 30229BU13 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-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 0.0240 59876464.80 59876464.80 0.0028 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 2.4300% 30229BV87 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-08 2019-08-08 2019-08-08 N N N 0.0243 99535592.00 99535592.00 0.0047 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2000% 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 0.0220 99707500.00 99707500.00 0.0047 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.1800% 313384JA8 US313384JA85 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-07-12 2019-07-12 2019-07-12 N N N 0.0218 138901988.58 138901988.58 0.0066 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.1700% 313384HZ5 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-07-11 2019-07-11 2019-07-11 N N N 0.0217 49078476.00 49078476.00 0.0023 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2000% 313384JH3 US313384JH39 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-07-19 2019-07-19 2019-07-19 N N N 0.0220 99701000.00 99701000.00 0.0047 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2800% 313384KU2 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 49735625.00 49735625.00 0.0024 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2600% 313384KC2 US313384KC23 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-08-07 2019-08-07 2019-08-07 N N N 0.0226 199151388.00 199151388.00 0.0095 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.2200% 313384JN0 US313384JN07 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-07-24 2019-07-24 2019-07-24 N N N 0.0222 20945335.28 20945335.28 0.0010 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7600% 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 0.0176 112933895.00 112933895.00 0.0054 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8400% 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 0.0184 99928500.00 99928500.00 0.0047 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7000% 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 0.0170 74961000.00 74961000.00 0.0036 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.3400% 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 0.0134 249935000.00 249935000.00 0.0119 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.0100% 313384HD4 US313384HD43 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-21 2019-06-21 2019-06-21 N N N 0.0201 36756944.00 36756944.00 0.0017 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.1600% 313384HW2 US313384HW24 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-07-08 2019-07-08 2019-07-08 N N N 0.0216 199545000.00 199545000.00 0.0095 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.0900% 313384HL6 US313384HL68 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-28 2019-06-28 2019-06-28 N N N 0.0209 49918750.00 49918750.00 0.0024 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.0600% 313384HH5 US313384HH56 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 0.0206 99857000.00 99857000.00 0.0047 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.0700% 313384HJ1 US313384HJ13 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-26 2019-06-26 2019-06-26 N N N 0.0207 81877410.00 81877410.00 0.0039 N N Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 2.4700% FOR8UP27PHTHYVLBNG30 0000886982 GOL119603 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 13416896.00 1504971.96 Agency Mortgage-Backed Securities GNMA 2046-10-15 2.500000 456670.00 390361.09 Agency Mortgage-Backed Securities GNMA 2045-11-20 4.000000 41000.00 37381.58 Agency Mortgage-Backed Securities GNMA 2034-05-15 4.000000 1185400.00 216297.77 Agency Mortgage-Backed Securities GNMA 2042-10-20 3.500000 566956.00 199739.34 Agency Mortgage-Backed Securities GNMA 2026-06-15 8.000000 5999980.00 20655.06 Agency Mortgage-Backed Securities GNMA 2041-06-15 4.500000 33279.00 9671.37 Agency Mortgage-Backed Securities GNMA 2044-11-15 4.500000 3454992.00 1645005.85 Agency Mortgage-Backed Securities GNMA 2040-09-20 6.000000 492321.00 41897.20 Agency Mortgage-Backed Securities GNMA 2024-10-20 4.500000 5000000.00 406013.22 Agency Mortgage-Backed Securities GNMA 2024-09-20 4.500000 10425000.00 753422.78 Agency Mortgage-Backed Securities GNMA 2036-04-20 5.000000 1542680.00 65590.73 Agency Mortgage-Backed Securities GNMA 2034-05-20 3.500000 2702624.00 377029.29 Agency Mortgage-Backed Securities GNMA 2047-04-20 4.500000 5182610.00 2875675.08 Agency Mortgage-Backed Securities GNMA 2046-09-20 3.500000 1313826.00 1012318.40 Agency Mortgage-Backed Securities GNMA 2046-11-15 2.500000 306561.00 273454.01 Agency Mortgage-Backed Securities GNMA 2045-12-15 4.500000 197000.00 125060.99 Agency Mortgage-Backed Securities GNMA 2030-06-15 2.500000 2694970.00 1469174.15 Agency Mortgage-Backed Securities GNMA 2043-06-15 3.000000 101018.00 34006.76 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.500000 8002736.00 8383620.99 Agency Mortgage-Backed Securities GNMA 2049-04-20 5.000000 10099168.00 10582885.14 Agency Mortgage-Backed Securities GNMA 2048-09-15 5.500000 1009000.00 1070304.47 Agency Mortgage-Backed Securities GNMA 2048-01-20 3.500000 3008336.00 2891382.02 Agency Mortgage-Backed Securities GNMA 2047-10-15 4.500000 69810.00 47769.31 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.500000 1497940.00 806696.80 Agency Mortgage-Backed Securities GNMA 2045-08-15 4.000000 528000.00 204261.07 Agency Mortgage-Backed Securities GNMA 2048-03-20 5.500000 167369.00 128174.77 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.500000 126055000.00 115048505.84 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.000000 25000000.00 22272037.90 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 179252000.00 132722408.79 Agency Mortgage-Backed Securities GNMA 2047-02-20 2.500000 469596.00 384226.29 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 300000000.00 300000000.00 0.0142 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 2.4800% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB119603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2027-05-15 0.000000 166166528.00 139589022.68 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 202309600.00 215943059.52 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 156577000.00 158653868.47 U.S. Treasuries (including strips) USTR 2019-07-31 1.375000 344000.00 344973.87 U.S. Treasuries (including strips) USTR 2020-07-15 1.500000 51200.00 51084.92 U.S. Treasuries (including strips) USTR 2019-09-15 0.875000 50600.00 50472.58 U.S. Treasuries (including strips) USTR 2021-08-31 1.125000 15642700.00 15391955.34 U.S. Treasuries (including strips) USTR 2023-08-31 1.375000 71542500.00 70031343.54 U.S. Treasuries (including strips) USTR 2019-08-15 0.750000 822100.00 821179.59 U.S. Treasuries (including strips) USTR 2026-08-15 1.500000 6847400.00 6609889.91 U.S. Treasuries (including strips) USTR 2028-08-15 0.000000 125000.00 102464.50 U.S. Treasuries (including strips) USTR 2025-11-15 0.000000 209000.00 183070.21 U.S. Treasuries (including strips) USTR 2020-11-15 0.000000 1182000.00 1146744.49 U.S. Treasuries (including strips) USTR 2025-08-15 0.000000 30000.00 26429.28 U.S. Treasuries (including strips) USTR 2019-11-15 0.000000 54000.00 53430.46 U.S. Treasuries (including strips) USTR 2025-05-15 0.000000 100000.00 88593.80 U.S. Treasuries (including strips) USTR 2022-11-15 0.000000 100000.00 93488.20 U.S. Treasuries (including strips) USTR 2022-08-15 0.000000 800000.00 751598.40 U.S. Treasuries (including strips) USTR 2024-11-15 0.000000 300000.00 268881.00 U.S. Treasuries (including strips) USTR 2024-08-15 0.000000 260000.00 234361.66 U.S. Treasuries (including strips) USTR 2023-08-15 0.000000 1000000.00 920479.00 U.S. Treasuries (including strips) USTR 2027-02-15 0.000000 515000.00 438135.73 U.S. Treasuries (including strips) USTR 2028-02-15 0.000000 130000.00 107369.60 U.S. Treasuries (including strips) USTR 2027-11-15 0.000000 35000.00 29220.83 U.S. Treasuries (including strips) USTR 2027-08-15 0.000000 15000.00 12602.22 U.S. Treasuries (including strips) USTR 2026-05-15 0.000000 65000.00 56289.48 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 600000000.00 600000000.00 0.0285 N Y Y N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.4700% 45920GV60 VGRQXHF3J8VDLUA7XE92 0000051143 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-08-06 2019-08-06 2019-08-06 N N N 0.0247 24238653.54 24238653.54 0.0012 N N N N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.4800% 45920GVF0 VGRQXHF3J8VDLUA7XE92 0000051143 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-08-15 2019-08-15 2019-08-15 N N N 0.0248 69635580.00 69635580.00 0.0033 N N N N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.4700% 45920GV52 VGRQXHF3J8VDLUA7XE92 0000051143 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-08-05 2019-08-05 2019-08-05 N N N 0.0247 94572246.35 94572246.35 0.0045 N N N N INTEL CORP. Intel Corp., 2.4500% 45826FUJ0 KNX4USFCNGPY45LOCE31 0000050863 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-18 2019-07-18 2019-07-18 N N N 0.0245 99674400.00 99674400.00 0.0047 N N N N JP MORGAN SECURITIES INC. JPMorgan Securities, Inc., 2.4900% 8I5DZWZKVSZI1NUHU748 0000019617 JPM119603 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2046-01-20 4.500000 1706038.00 597318.55 Agency Mortgage-Backed Securities GNMA 2045-08-15 5.000000 962141.00 24623.50 Agency Mortgage-Backed Securities GNMA 2045-05-15 3.000000 246154.00 148430.33 Agency Mortgage-Backed Securities GNMA 2045-03-15 3.000000 917142.00 593323.88 Agency Mortgage-Backed Securities GNMA 2044-09-15 3.500000 633168.00 474581.19 Agency Mortgage-Backed Securities GNMA 2043-06-20 3.500000 2386080.00 1239668.14 Agency Mortgage-Backed Securities GNMA 2046-07-15 2.500000 104164.00 96567.95 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 1070534.00 1118311.10 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 1639200.00 1708769.65 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 1946928.00 2025093.70 Agency Mortgage-Backed Securities GNMA 2049-05-20 5.000000 1416516.00 1520510.62 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 2769952.00 2875163.70 Agency Mortgage-Backed Securities GNMA 2049-03-20 4.500000 1022364.00 1076416.43 Agency Mortgage-Backed Securities GNMA 2049-03-20 5.000000 1335968.00 1398421.97 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 15024368.00 15603936.33 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.500000 10028640.00 10560518.95 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 1012636.00 1057824.09 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.500000 2940624.00 3114468.93 Agency Mortgage-Backed Securities GNMA 2054-04-15 3.850000 2882400.00 3079771.72 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 3471408.00 3618756.16 Agency Mortgage-Backed Securities GNMA 2054-03-15 3.840000 2570500.00 2730551.44 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.500000 922963.00 970661.50 Agency Mortgage-Backed Securities GNMA 2049-02-20 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15281472.00 15744839.56 Agency Mortgage-Backed Securities GNMA 2048-12-20 5.500000 1273504.00 1357184.93 Agency Mortgage-Backed Securities GNMA 2061-05-15 4.410000 1375144.00 1529156.69 Agency Mortgage-Backed Securities GNMA 2060-11-15 4.140000 10584736.00 11482416.88 Agency Mortgage-Backed Securities GNMA 2049-02-15 3.980000 5333816.00 5722413.49 Agency Mortgage-Backed Securities GNMA 2048-09-20 4.000000 268325.00 275763.11 Agency Mortgage-Backed Securities GNMA 2054-05-15 3.750000 11848288.00 12590995.96 Agency Mortgage-Backed Securities GNMA 2048-06-20 5.000000 1745934.00 1384743.22 Agency Mortgage-Backed Securities GNMA 2048-07-20 4.000000 338935.00 345933.03 Agency Mortgage-Backed Securities GNMA 2048-05-15 4.000000 69819.00 67514.60 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 858487.00 874358.23 Agency Mortgage-Backed Securities GNMA 2048-08-15 5.500000 468548.00 223992.79 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.500000 2001060.00 2089102.01 Agency 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5.500000 86915.00 80894.00 Agency Mortgage-Backed Securities GNMA 2048-03-20 3.500000 50000000.00 47146211.24 Agency Mortgage-Backed Securities GNMA 2048-05-20 5.500000 33526912.00 25910703.61 Agency Mortgage-Backed Securities GNMA 2048-03-20 3.000000 16877728.00 15934411.20 Agency Mortgage-Backed Securities GNMA 2048-03-20 5.000000 1551284.00 1155623.92 Agency Mortgage-Backed Securities GNMA 2048-02-20 4.500000 66935.00 54049.06 Agency Mortgage-Backed Securities GNMA 2048-01-20 5.500000 636386.00 440142.60 Agency Mortgage-Backed Securities GNMA 2047-11-20 5.000000 26956448.00 19442885.09 Agency Mortgage-Backed Securities GNMA 2032-09-20 3.000000 224867.00 183155.85 Agency Mortgage-Backed Securities GNMA 2047-09-20 5.000000 9818656.00 6183765.10 Agency Mortgage-Backed Securities GNMA 2047-06-20 5.000000 49763968.00 27623517.06 Agency Mortgage-Backed Securities GNMA 2046-12-20 3.000000 3551644.00 2950707.96 Agency Mortgage-Backed Securities GNMA 2048-08-20 4.000000 2153848.00 2071571.05 Agency Mortgage-Backed Securities GNMA 2048-05-20 3.500000 657505.00 631552.31 Agency Mortgage-Backed Securities GNMA 2048-07-20 3.000000 23647008.00 21798086.15 Agency Mortgage-Backed Securities GNMA 2030-11-20 8.000000 245433.00 238660.19 Agency Mortgage-Backed Securities GNMA 2033-07-20 5.000000 182164.00 183759.80 Agency Mortgage-Backed Securities GNMA 2032-04-20 4.000000 244733.00 165823.14 Agency Mortgage-Backed Securities GNMA 2047-02-20 5.500000 12563248.00 6145086.99 Agency Mortgage-Backed Securities GNMA 2047-01-20 3.500000 1460000.00 1115400.21 Agency Mortgage-Backed Securities GNMA 2046-12-20 4.500000 701196.00 346139.39 Agency Mortgage-Backed Securities GNMA 2046-11-20 3.500000 2749176.00 1971116.26 Agency Mortgage-Backed Securities GNMA 2046-10-20 4.000000 285000.00 154110.99 Agency Mortgage-Backed Securities GNMA 2046-09-20 3.000000 7020344.00 5312668.56 Agency Mortgage-Backed Securities GNMA 2041-09-20 4.500000 692725.00 315634.59 Agency Mortgage-Backed Securities GNMA 2046-07-20 3.500000 5880056.00 3924424.95 Agency Mortgage-Backed Securities GNMA 2046-06-20 3.000000 400000.00 260883.50 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.000000 885650.00 625906.85 Agency Mortgage-Backed Securities GNMA 2047-04-20 3.500000 2280796.00 1820298.91 Agency Mortgage-Backed Securities GNMA 2046-02-20 3.000000 12710944.00 8237186.21 Agency Mortgage-Backed Securities GNMA 2039-09-20 6.000000 3492728.00 1577918.28 Agency Mortgage-Backed Securities GNMA 2045-11-20 4.500000 303123.00 105228.70 Agency Mortgage-Backed Securities GNMA 2045-08-20 3.500000 14200000.00 7100265.97 Agency Mortgage-Backed Securities GNMA 2030-08-20 2.500000 235500.00 127407.84 Agency Mortgage-Backed Securities GNMA 2045-07-20 3.000000 600000.00 356399.63 Agency Mortgage-Backed Securities GNMA 2045-04-20 3.500000 13268176.00 5656811.76 Agency Mortgage-Backed Securities GNMA 2046-03-20 4.000000 1087936.00 489911.44 Agency Mortgage-Backed Securities GNMA 2044-12-20 3.500000 350000.00 132431.79 Agency Mortgage-Backed Securities GNMA 2044-09-20 3.500000 61565.00 23372.32 Agency Mortgage-Backed Securities GNMA 2035-05-20 5.500000 400000.00 103654.29 Agency Mortgage-Backed Securities GNMA 2043-08-20 3.500000 1000000.00 376493.48 Agency Mortgage-Backed Securities GNMA 2044-03-20 3.500000 1400000.00 460351.58 Agency Mortgage-Backed Securities GNMA 2044-02-20 3.500000 58283840.00 21749049.57 Agency Mortgage-Backed Securities GNMA 2043-01-20 3.000000 850000.00 350238.08 Agency Mortgage-Backed Securities GNMA 2042-09-20 5.000000 4378672.00 681478.95 Agency Mortgage-Backed Securities GNMA 2042-09-20 4.000000 225000.00 56231.21 Agency Mortgage-Backed Securities GNMA 2042-08-20 3.500000 1400000.00 455854.18 Agency Mortgage-Backed Securities GNMA 2042-06-20 5.000000 540000.00 76362.02 Agency Mortgage-Backed Securities GNMA 2035-11-20 6.000000 535723.00 101336.41 Agency Mortgage-Backed Securities GNMA 2043-02-20 5.000000 4200000.00 905793.55 Agency Mortgage-Backed Securities GNMA 2043-02-20 2.500000 3399000.00 1612428.53 Agency Mortgage-Backed Securities GNMA 2038-12-20 6.000000 3373260.00 366030.00 Agency Mortgage-Backed Securities GNMA 2042-12-20 3.500000 500000.00 221900.74 Agency Mortgage-Backed Securities GNMA 2043-01-20 3.500000 1300000.00 538457.87 Agency Mortgage-Backed Securities FMAC 2021-02-16 2.375000 8000.00 8103.56 Agency Debentures and Agency Strips FNMA 2027-09-23 0.000000 1000000.00 799461.00 Agency Debentures and Agency Strips FNMA 2027-07-15 0.000000 7025000.00 5649378.55 Agency Debentures and Agency Strips FNMA 2027-05-15 0.000000 3768000.00 3048523.01 Agency Debentures and Agency Strips FNMA 2028-02-06 0.000000 1700000.00 1345628.20 Agency Debentures and Agency Strips FMAC 2028-03-15 0.000000 1855000.00 1470402.85 Agency Debentures and Agency Strips Y Moody's A1 Standard & Poor's A+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0249 700000000.00 700000000.00 0.0332 N Y Y N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.4400% 49436UT46 5493001TMCBEHPT4YE78 0000055785 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 0.0244 39976176.72 39976176.72 0.0019 N N Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.4300% 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 0.0243 74767604.25 74767604.25 0.0035 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.4300% 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 0.0243 94795560.00 94795560.00 0.0045 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.4100% 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 0.0241 299919666.00 299919666.00 0.0142 N N Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.4100% 51489HTQ8 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-06-24 2019-06-24 2019-06-24 N N N 0.0241 99839333.00 99839333.00 0.0047 N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE CO. Massachusetts Mutual Life, 2.4300% 57576KTE9 R6ZXK5P01NP6HXSY1S07 0000225602 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-14 2019-06-14 2019-06-14 N N N 0.0243 24976384.75 24976384.75 0.0012 N N N N MERCK & CO INC. Merck & Co., Inc., 2.9201% 58933YAP0 4YV9Y5M8S0BRK1RP0397 US58933YAP07 0001220372 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-08-10 2020-02-10 2020-02-10 N N N 0.0291 4666718.92 4666718.92 0.0002 N N N N MIZUHO SECURITIES USA INC. Mizuho Securities USA, Inc., 2.4800% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ119603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-12-31 1.750000 123923900.00 124036388.67 U.S. Treasuries (including strips) USTR 2026-05-31 2.125000 33828500.00 33809894.32 U.S. Treasuries (including strips) USTR 2024-11-30 2.125000 249393100.00 250153748.95 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 400000000.00 400000000.00 0.0190 N Y Y N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP. National Rural Utilities Cooperative Finance Corp., 2.4500% 63743DTB7 4NYF266XZC35SCTGX023 0000070502 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 0.0245 28478708.22 28478708.22 0.0014 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4900% 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 0.0249 149668933.50 149668933.50 0.0071 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4900% 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 0.0249 39908883.20 39908883.20 0.0019 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4900% 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 0.0249 174697395.25 174697395.25 0.0083 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4500% 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 0.0245 149959183.50 149959183.50 0.0071 N N Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4700% 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 0.0247 124914201.25 124914201.25 0.0059 N N N N NESTLE S.A. Nestle Finance International, Ltd., 2.4500% 64105SV88 KY37LUS27QQX7BB93L28 0000792990 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-08 2019-08-08 2019-08-08 N N N 0.0245 34836115.30 34836115.30 0.0017 N N N N NESTLE S.A. Nestle Finance International, Ltd., 2.4500% 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 0.0245 99600275.00 99600275.00 0.0047 N N N N NORDEA BANK AB Nordea Bank AB, 2.6214% 65590AH90 6SCPQ280AIY8EP3XFW53 US65590AH908 0001141330 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-06-10 2019-06-10 2019-06-10 N N N 0.0262 75004449.00 75004449.00 0.0036 N N N N NORDEA BANK AB Nordea Bank AB, 2.4100% 65558KUP7 6SCPQ280AIY8EP3XFW53 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 0.0241 49823112.50 49823112.50 0.0024 N N N N NORDEA BANK AB Nordea Bank AB, 2.3800% 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 0.0238 199907444.00 199907444.00 0.0095 N N Y N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4900% 6698M5UQ0 549300PEK0AU35HVR544 0001443534 Non-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 0.0249 39851440.00 39851440.00 0.0019 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4800% 6698M5UP2 549300PEK0AU35HVR544 0001443534 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 0.0248 9764291.25 9764291.25 0.0005 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4900% 6698M5US6 549300PEK0AU35HVR544 0001443534 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 0.0249 39845875.60 39845875.60 0.0019 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4900% 6698M5UR8 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-25 2019-07-25 2019-07-25 N N N 0.0249 39848627.60 39848627.60 0.0019 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4100% 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 0.0241 20590346.63 20590346.63 0.0010 N N Y N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4100% 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 0.0241 21940601.78 21940601.78 0.0010 N Y Y N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4400% 6698M5TQ2 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-24 2019-06-24 2019-06-24 N N N 0.0244 28453773.00 28453773.00 0.0014 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.4300% 6698M5TM1 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-21 2019-06-21 2019-06-21 N N N 0.0243 19971720.00 19971720.00 0.0009 N N N N NRW.BANK NRW.Bank, 2.4200% 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 0.0242 99906083.00 99906083.00 0.0047 N N N N NRW.BANK NRW.Bank, 2.4100% 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 0.0241 199933028.00 199933028.00 0.0095 N N Y N NRW.BANK NRW.Bank, 2.4700% 62939MW52 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-05 2019-09-05 2019-09-05 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0247 69537902.70 69537902.70 0.0033 N N N N NRW.BANK NRW.Bank, 2.4700% 62939MVW4 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-30 2019-08-30 2019-08-30 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0247 24845173.50 24845173.50 0.0012 N N N N NRW.BANK NRW.Bank, 2.4600% 62939MVS3 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-26 2019-08-26 2019-08-26 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0246 24852100.00 24852100.00 0.0012 N N N N NRW.BANK NRW.Bank, 2.4600% 62939MVN4 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-22 2019-08-22 2019-08-22 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0246 233675286.20 233675286.20 0.0111 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.4600% 67616SUF8 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-15 2019-07-15 2019-07-15 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0246 103331924.06 103331924.06 0.0049 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.4700% 67616SVD2 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-13 2019-08-13 2019-08-13 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0247 75616474.36 75616474.36 0.0036 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.4600% 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 0.0246 146041062.58 146041062.58 0.0069 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5671% 69033MFX0 5493007O3QFXCPOGWK22 US69033MFX02 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-06-04 2019-09-04 2019-09-04 N N N 0.0257 125011636.25 125011636.25 0.0059 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5596% 69034CHD3 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-20 2020-02-18 2020-02-18 N N N 0.0256 49999838.00 49999838.00 0.0024 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5671% 69033MHL4 5493007O3QFXCPOGWK22 US69033MHL46 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-06-06 2019-11-06 2019-11-06 N N N 0.0257 100000848.00 100000848.00 0.0047 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 99999850.00 99999850.00 0.0047 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 199999910.00 199999910.00 0.0095 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 24999994.50 24999994.50 0.0012 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.4800% 69034BV98 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-09 2019-08-09 2019-08-09 N N N 0.0248 17415849.33 17415849.33 0.0008 N N N N PFIZER INC. Pfizer, Inc., 2.4700% 71708FVD1 765LHXWGK1KXCLTFYQ30 0000078003 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-13 2019-08-13 2019-08-13 N N N 0.0247 79596288.80 79596288.80 0.0038 N N N N PFIZER INC. Pfizer, Inc., 2.4700% 71708FVS8 765LHXWGK1KXCLTFYQ30 0000078003 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-26 2019-08-26 2019-08-26 N N N 0.0247 99405742.00 99405742.00 0.0047 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4200% 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 0.0242 49963104.00 49963104.00 0.0024 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4300% 69370BV25 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-02 2019-08-02 2019-08-02 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0243 49788162.50 49788162.50 0.0024 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.4200% 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 0.0242 99865722.00 99865722.00 0.0047 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 31702148.04 31702148.04 0.0015 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 2.4800% ES7IP3U3RHIGC71XBU11 0001000275 RBC119603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-07-31 2.625000 11900.00 12051.86 U.S. Treasuries (including strips) USTR 2028-07-15 0.750000 1000.00 1042.43 U.S. Treasuries (including strips) USTR 2025-06-30 2.750000 50291900.00 52743177.22 U.S. Treasuries (including strips) USTR 2024-05-15 2.500000 1149600.00 1175094.63 U.S. Treasuries (including strips) USTR 2023-05-15 1.750000 7500400.00 7424352.47 U.S. Treasuries (including strips) USTR 2023-11-30 2.125000 500.00 501.72 U.S. Treasuries (including strips) USTR 2026-11-15 2.000000 16615000.00 16462832.61 U.S. Treasuries (including strips) USTR 2021-09-30 1.125000 149001700.00 146227586.35 U.S. Treasuries (including strips) USTR 2021-04-15 0.125000 100.00 105.98 U.S. Treasuries (including strips) USTR 2020-07-15 1.250000 136542000.00 161121112.66 U.S. Treasuries (including strips) USTR 2019-07-15 1.875000 100.00 120.51 U.S. Treasuries (including strips) USTR 2022-03-31 1.750000 950200.00 945760.35 U.S. Treasuries (including strips) USTR 2022-01-31 1.500000 24200.00 23986.06 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 1067700.00 1109809.57 U.S. Treasuries (including strips) USTR 2024-01-15 0.625000 277500.00 305543.36 U.S. Treasuries (including strips) USTR 2026-04-30 2.375000 1000.00 1018.17 U.S. Treasuries (including strips) USTR 2024-04-15 0.500000 2788400.00 2818432.72 U.S. Treasuries (including strips) USTR 2022-03-15 2.375000 800.00 811.79 U.S. Treasuries (including strips) USTR 2026-02-28 2.500000 82630000.00 85101876.45 U.S. Treasuries (including strips) USTR 2024-01-31 2.500000 3128000.00 3216983.13 U.S. Treasuries (including strips) USTR 2021-01-31 2.438570 100.00 100.21 U.S. Treasuries (including strips) USTR 2023-10-31 2.875000 56470200.00 58581161.96 U.S. Treasuries (including strips) USTR 2021-10-15 2.875000 117040000.00 119677424.77 U.S. Treasuries (including strips) USTR 2023-05-31 2.750000 22984100.00 23613887.32 U.S. Treasuries (including strips) USTR 2021-03-15 2.375000 15000000.00 15141591.44 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 99825700.00 104970369.12 U.S. Treasuries (including strips) USTR 2019-09-30 1.375000 9642000.00 9630609.58 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 5628700.00 5687374.69 U.S. Treasuries (including strips) USTR 2021-08-31 1.125000 5000.00 4911.63 U.S. Treasuries (including strips) USTR 2019-09-12 0.000000 300.00 297.99 U.S. Treasuries (including strips) USTR 2019-06-20 0.000000 100.00 99.87 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's AA- 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 800000000.00 800000000.00 0.0380 N Y Y 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 6856604.50 6856604.50 0.0003 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 100040144.00 100040144.00 0.0047 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.8171% 78012UKT1 ES7IP3U3RHIGC71XBU11 US78012UKT15 0001000275 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 0.0281 100076822.00 100076822.00 0.0047 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6271% 78014XBS5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-05 2020-03-05 2020-03-05 N N N 0.0263 75014415.75 75014415.75 0.0036 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 75068976.00 75068976.00 0.0036 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6934% 78014XBC0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-11 2019-10-11 2019-10-11 N N N 0.0269 75040800.75 75040800.75 0.0036 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.5896% 78012UPP4 ES7IP3U3RHIGC71XBU11 US78012UPP48 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-06-24 2020-05-22 2020-05-22 N N N 0.0259 99997404.00 99997404.00 0.0047 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 30019966.50 30019966.50 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 59999736.00 59999736.00 0.0028 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6366% 78012UPJ8 ES7IP3U3RHIGC71XBU11 US78012UPJ87 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-06-10 2020-05-08 2020-05-08 N N N 0.0264 20000799.20 20000799.20 0.0009 N N N N SANOFI-AVENTIS Sanofi-Aventis, 2.4300% 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 0.0243 50364970.56 50364970.56 0.0024 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 25499098.59 25499098.59 0.0012 N N N N SIEMENS AG Siemens Capital Co. LLC, 2.4300% 82619UTU8 EOSCVWUER252U910GR08 0000940418 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-28 2019-06-28 2019-06-28 N N N 0.0243 49905539.00 49905539.00 0.0024 N N N N SIEMENS AG Siemens Capital Co. LLC, 2.4100% 82619UTJ3 EOSCVWUER252U910GR08 0000940418 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 0.0241 35956674.00 35956674.00 0.0017 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4600% 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 0.0246 58927607.00 58927607.00 0.0028 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4900% 82880XV72 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-08-07 2019-08-07 2019-08-07 N N N 0.0249 83058610.32 83058610.32 0.0039 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.5000% 82880XVM9 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-08-21 2019-08-21 2019-08-21 N N N 0.0250 15859645.96 15859645.96 0.0008 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4400% 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 0.0244 29991879.90 29991879.90 0.0014 N N Y N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4600% 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 0.0246 44947873.80 44947873.80 0.0021 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4500% 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 0.0245 49966055.50 49966055.50 0.0024 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.4600% 83050UVE5 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-08-14 2019-08-14 2019-08-14 N N N 0.0246 198981250.00 198981250.00 0.0094 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.4700% 83050UVL9 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-08-20 2019-08-20 2019-08-20 N N N 0.0247 142805497.10 142805497.10 0.0068 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.5000% 83050UVV7 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-08-29 2019-08-29 2019-08-29 N N N 0.0250 64597000.00 64597000.00 0.0031 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.3900% 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 0.0239 24925468.75 24925468.75 0.0012 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.3900% 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 0.0239 49983403.00 49983403.00 0.0024 N N Y N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.4200% 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 0.0242 313902540.00 313902540.00 0.0149 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 2000472.50 2000472.50 0.0001 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.7406% 86958JY45 NHBDILHZTYCNBV5UYZ31 US86958JY452 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-06-19 2019-08-19 2019-08-19 N N N 0.0274 40022261.60 40022261.60 0.0019 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.4700% 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 0.0247 199260800.00 199260800.00 0.0095 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.4500% 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 0.0245 99741600.00 99741600.00 0.0047 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 2.4900% PT3QB789TSUIDF371261 0000947263 TOR219603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-06-30 1.750000 14770400.00 14763970.80 U.S. Treasuries (including strips) USTR 2027-05-15 2.375000 20128800.00 20457757.10 U.S. Treasuries (including strips) USTR 2024-04-30 2.000000 17796900.00 17781679.78 U.S. Treasuries (including strips) USTR 2022-03-31 1.875000 16212300.00 16202037.61 U.S. Treasuries (including strips) USTR 2020-01-15 1.375000 20035500.00 20013315.61 U.S. Treasuries (including strips) USTR 2021-10-31 1.250000 22661000.00 22256636.87 U.S. Treasuries (including strips) USTR 2026-02-15 1.625000 22602500.00 22008492.69 U.S. Treasuries (including strips) USTR 2020-11-30 1.625000 17062700.00 16925345.27 U.S. Treasuries (including strips) USTR 2021-09-30 2.125000 20624700.00 20732622.18 U.S. Treasuries (including strips) USTR 2021-03-31 2.250000 21129900.00 21260778.60 U.S. Treasuries (including strips) USTR 2021-02-28 2.000000 21696000.00 21756596.93 U.S. Treasuries (including strips) USTR 2024-02-29 2.375000 18091500.00 18477346.47 U.S. Treasuries (including strips) USTR 2023-12-31 2.625000 18426200.00 19095063.42 U.S. Treasuries (including strips) USTR 2020-08-31 2.625000 18140100.00 18345037.78 U.S. Treasuries (including strips) USTR 2023-08-31 2.750000 16407700.00 16995505.85 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 14749400.00 15678451.26 U.S. Treasuries (including strips) USTR 2023-01-31 2.375000 21788300.00 22223171.11 U.S. Treasuries (including strips) USTR 2022-10-31 2.000000 21044500.00 21059121.35 U.S. Treasuries (including strips) USTR 2023-08-31 1.375000 11230900.00 10967103.01 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2019-06-03 2019-06-03 2019-06-03 N N N 0.0249 350000000.00 350000000.00 0.0166 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 100095099.00 100095099.00 0.0048 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.8106% 89120DLK3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-20 2019-11-20 2019-11-20 N N N 0.0281 45058280.40 45058280.40 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+ 2019-06-03 2019-12-03 2019-12-03 N N N 0.0282 100094557.00 100094557.00 0.0048 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.5506% 89120DMF3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-18 2019-10-17 2019-10-17 N N N 0.0255 100005956.00 100005956.00 0.0047 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.5519% 89114MK71 PT3QB789TSUIDF371261 US89114MK718 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-06-18 2020-02-18 2020-02-18 N N N 0.0255 199974204.00 199974204.00 0.0095 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.5400% 89120DMX4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-03 2019-12-03 2019-12-03 N N N 0.0254 50000000.00 50000000.00 0.0024 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.3900% 89152FT39 529900S21EQ1BO4ESM68 0001226646 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 0.0239 99980125.00 99980125.00 0.0047 N Y Y N TOTAL S.A. Total Capital Canada, Ltd., 2.4700% 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 0.0247 149457192.00 149457192.00 0.0071 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.4600% 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 0.0246 49887662.50 49887662.50 0.0024 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.4300% 89152FTD7 529900S21EQ1BO4ESM68 0001226646 Non-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 0.0243 49956251.50 49956251.50 0.0024 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.4000% 89152FT70 529900S21EQ1BO4ESM68 0001226646 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 0.0240 28186839.91 28186839.91 0.0013 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.3900% 89152FT47 529900S21EQ1BO4ESM68 0001226646 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 0.0239 30009032.29 30009032.29 0.0014 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.4900% 89153QVU1 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-08-28 2019-08-28 2019-08-28 N N N 0.0249 152065722.33 152065722.33 0.0072 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 99999837.00 99999837.00 0.0047 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 75017610.00 75017610.00 0.0036 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 581424.99 581424.99 0.0000 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.5797% 89233AX38 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-06-28 2020-01-21 2020-01-21 N N N 0.0258 149994513.00 149994513.00 0.0071 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.5919% 89236TFZ3 Z2VZBHUMB7PWWJ63I008 US89236TFZ30 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-08-21 2020-05-22 2020-05-22 N N N 0.0259 159999454.40 159999454.40 0.0076 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 149999365.50 149999365.50 0.0071 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.5700% 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 0.0057 99993718.00 99993718.00 0.0047 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.9000% 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 0.0190 149857734.00 149857734.00 0.0071 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 2.4500% 91127QUS6 IO66REGK3RCBAMA8HR66 0000867530 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 0.0245 49809911.00 49809911.00 0.0024 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4400% 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 0.0244 199959416.00 199959416.00 0.0095 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 2.4800% 91127QVT3 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-27 2019-08-27 2019-08-27 N N N 0.0248 116930290.82 116930290.82 0.0055 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4500% 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 0.0245 99572475.00 99572475.00 0.0047 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4600% 91127QUJ6 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-18 2019-07-18 2019-07-18 N N N 0.0246 99673067.00 99673067.00 0.0047 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.4600% 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 0.0246 49914618.00 49914618.00 0.0024 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.4700% 93114FVC5 Y87794H0US1R65VBXU25 0000104169 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-12 2019-08-12 2019-08-12 N N N 0.0247 49751191.50 49751191.50 0.0024 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 2.5200% 96122HVN0 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-08-22 2019-08-22 2019-08-22 N N N 0.0252 99421767.00 99421767.00 0.0047 N N N N THE DFA INVESTMENT TRUST COMPANY 2019-06-06 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer