N-MFP2 0000896162 XXXXXXXX 2019-06-28 0000896162 S31KDR2I4VDC432ELJ36 S000028293 1 N N Dimensional Fund Advisors LP 801-16283 PricewaterhouseCoopers LLP Philadelphia PA Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N N Prime N 24 61 6348171594.93 6057212627.02 5934150352.90 6274570060.45 8665090213.62 8538907541.40 9249251616.78 8304059574.17 0.2902 0.2804 0.2705 0.3056 0.3961 0.3953 0.4216 0.4045 1144895234.90 19373936343.34 19373936343.34 10948493.92 131808006.17 20397972065.99 1762773056.71 0.0250 11.5710 11.5710 11.5710 11.5720 C000086468 1.00 20397972065.99 1762773056.71 11.5710 11.5710 11.5710 11.5720 2033968281.25 1463436393.36 1740471205.84 1804093237.39 1828791357.98 1678487731.12 1711394719.08 3043551402.93 7314625564.15 7989568764.80 0.0246 N APPLE COMPUTER INC. Apple, Inc., 2.8120% 037833AW0 HWUPKR0MPOU8FGXBT394 US037833AW07 0000320193 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-08-09 2020-02-07 2020-02-07 N N N 0.0281 86123072.02 86123072.02 0.0042 N N N N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 2.4800% 9DJT3UXIJIZJI4WXO774 0000070858 BAC119701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-05-31 1.750000 99298700.00 99458848.73 U.S. Treasuries (including strips) USTR 2022-09-30 1.875000 53057300.00 53541152.13 U.S. Treasuries (including strips) Y Moody's A3 Standard & Poor's A- 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 150000000.00 150000000.00 0.0074 N Y Y N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.5702% 06370RUU1 NQQ6HPCNCCU6TUTQYE16 US06370RUU12 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-03 2020-03-02 2020-03-02 N N N 0.0257 25001564.25 25001564.25 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 249998810.00 249998810.00 0.0123 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.6505% 06370RLX5 NQQ6HPCNCCU6TUTQYE16 US06370RLX51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-04 2019-10-04 2019-10-04 N N N 0.0265 200061046.00 200061046.00 0.0098 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.7509% 06370RNK1 NQQ6HPCNCCU6TUTQYE16 US06370RNK13 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-06 2019-08-06 2019-08-06 N N N 0.0275 100023245.00 100023245.00 0.0049 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.8205% 06370RPD5 NQQ6HPCNCCU6TUTQYE16 US06370RPD51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-04 2019-12-04 2019-12-04 N N N 0.0282 70099851.50 70099851.50 0.0034 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 1841959.14 1841959.14 0.0001 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.5499% 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 0.0255 20021777.60 20021777.60 0.0010 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.6316% 06417LJV0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-09 2019-10-09 2019-10-09 N N N 0.0263 100055004.00 100055004.00 0.0049 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.5644% 06417GY85 L3I9ZG2KFGXZ61BMYR72 US06417GY858 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-06 2019-09-06 2019-09-06 N N N 0.0256 150026283.00 150026283.00 0.0074 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 149999359.50 149999359.50 0.0074 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.6029% 06417G2B3 L3I9ZG2KFGXZ61BMYR72 US06417G2B37 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-20 2019-09-20 2019-09-20 N N N 0.0260 100028368.00 100028368.00 0.0049 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 65016588.00 65016588.00 0.0032 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 26023187.32 26023187.32 0.0013 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 40002968.00 40002968.00 0.0020 N N N N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.3500% 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 0.0235 49977133.50 49977133.50 0.0025 N N Y N BANQUE ET CAISSE Banque Et Caisse Epargne, 2.3500% 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 0.0235 24995102.00 24995102.00 0.0012 N Y Y N BARCLAYS BANK PLC Barclays Bank PLC, 2.5000% AC28XWWI3WIBK2824319 0000312069 BCG119701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-09-30 2.125000 252486100.00 255861170.00 U.S. Treasuries (including strips) USTR 2023-02-28 2.625000 267935200.00 278652013.88 U.S. Treasuries (including strips) USTR 2020-05-21 0.000000 234585100.00 230486898.30 U.S. Treasuries (including strips) Y Moody's Baa3 Standard & Poor's BBB 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 750000000.00 750000000.00 0.0368 N Y Y N BERKSHIRE HATHAWAY FINANCE CORP. Berkshire Hathaway Finance Corp., 2.9040% 084664CN9 5493000C01ZX7D35SD85 US084664CN93 0001456061 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-07-10 2020-01-10 2020-01-10 N N N 0.0290 2603754.40 2603754.40 0.0001 N N N N BNG BANK NV BNG Bank NV, 2.3800% 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 0.0238 248964000.00 248964000.00 0.0122 N N N N BNG BANK NV BNG Bank NV, 2.3500% 09657SU11 529900GGYMNGRQTDOO93 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 0.0235 94981387.60 94981387.60 0.0047 N Y Y N BNG BANK NV BNG Bank NV, 2.3500% 09657SU37 529900GGYMNGRQTDOO93 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 0.0235 217928816.46 217928816.46 0.0107 N N Y N BNG BANK NV BNG Bank NV, 2.3500% 09657SU52 529900GGYMNGRQTDOO93 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 0.0235 34983993.45 34983993.45 0.0017 N N Y N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.2600% 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 0.0226 200845954.50 200845954.50 0.0098 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.2600% 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 0.0226 149615454.00 149615454.00 0.0073 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.2300% 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 0.0223 19436296.23 19436296.23 0.0010 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.3300% 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 0.0233 24979010.50 24979010.50 0.0012 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.3000% 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 0.0230 39938773.20 39938773.20 0.0020 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.2900% 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 0.0229 138154032.75 138154032.75 0.0068 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.5816% 13606BY42 2IGI19DL77OX0HC3ZE78 US13606BY429 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-10 2020-05-08 2020-05-08 N N N 0.0258 250030945.00 250030945.00 0.0123 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.5643% 13606BY83 2IGI19DL77OX0HC3ZE78 US13606BY833 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-17 2020-05-15 2020-05-15 N N N 0.0256 55004699.75 55004699.75 0.0027 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 44997773.85 44997773.85 0.0022 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.6602% 13606BH33 2IGI19DL77OX0HC3ZE78 US13606BH333 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-19 2019-07-19 2019-07-19 N N N 0.0266 100007905.00 100007905.00 0.0049 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.5043% 13606BR73 2IGI19DL77OX0HC3ZE78 US13606BR738 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-15 2019-10-15 2019-10-15 N N N 0.0250 100020815.00 100020815.00 0.0049 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.6009% 13606BT71 2IGI19DL77OX0HC3ZE78 US13606BT718 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-07-06 2020-04-06 2020-04-06 N N N 0.0260 102541922.50 102541922.50 0.0050 N N N N CHEVRON CORP. Chevron Corp., 2.3200% 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 0.0232 74903333.25 74903333.25 0.0037 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.3100% 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 0.0231 99737372.00 99737372.00 0.0049 N N N N CISCO SYSTEMS INC. Cisco Systems, Inc., 2.3100% 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 0.0231 11754599.81 11754599.81 0.0006 N N N N COCA-COLA CO. Coca-Cola Co., 2.3500% 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 0.0235 41351355.00 41351355.00 0.0020 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.6209% 20272AD78 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-06 2019-09-06 2019-09-06 N N N 0.0262 25008729.75 25008729.75 0.0012 N N N N CPPIB CAPITAL INC. CPPIB Capital, Inc., 2.3213% 22411VAF5 4BFD7AQU0A75QLAHK410 US22411VAF58 0001283718 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-09-27 2019-12-27 2019-12-27 N Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0232 49973355.50 49973355.50 0.0024 N N N N CPPIB CAPITAL INC. CPPIB Capital, Inc., 2.3600% 12624DUJ9 4BFD7AQU0A75QLAHK410 0001283718 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 Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0236 14980358.40 14980358.40 0.0007 N N N N CPPIB CAPITAL INC. CPPIB Capital, Inc., 2.3600% 12624DUN0 4BFD7AQU0A75QLAHK410 0001283718 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 Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0236 13977992.00 13977992.00 0.0007 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.4000% 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 0.0240 99628378.00 99628378.00 0.0049 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.4000% 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 0.0240 99595197.00 99595197.00 0.0049 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.4000% 23305EW41 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-04 2019-09-04 2019-09-04 N N N 0.0240 79639600.00 79639600.00 0.0039 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.3900% 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 0.0239 99980117.00 99980117.00 0.0049 N Y Y N DBS BANK LTD. DBS Bank, Ltd., 2.3900% 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 0.0239 64978432.35 64978432.35 0.0032 N N Y N DBS BANK LTD. DBS Bank, Ltd., 2.4000% 23305EU92 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-09 2019-07-09 2019-07-09 N N N 0.0240 24981674.25 24981674.25 0.0012 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.3900% 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 0.0239 149582800.50 149582800.50 0.0073 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.4000% 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 0.0240 15886208.50 15886208.50 0.0008 N N N N DEERE & CO. John Deere Capital Corp., 2.3100% 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 0.0231 76911065.00 76911065.00 0.0038 N N N N DEERE & CO. John Deere Capital Corp., 2.3200% 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 0.0232 49913112.50 49913112.50 0.0024 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.3700% 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 0.0237 49990146.00 49990146.00 0.0025 N Y Y N DNB NORBANK ASA DNB NORBANK ASA, 2.3300% 2332K1UX6 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0233 99786783.00 99786783.00 0.0049 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.2900% 2332K1W63 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-06 2019-09-06 2019-09-06 N N N 0.0229 248890207.50 248890207.50 0.0122 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.3100% 2332K1VE7 5967007LIEEXZX78M803 0001498632 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 0.0231 29909642.40 29909642.40 0.0015 N N N N EMERSON ELECTRIC CO. Emerson Electric Co., 2.3500% 29101BUJ9 FGLT0EWZSUIRRITFOA30 0000032604 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 0.0235 99869444.00 99869444.00 0.0049 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.3200% 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 0.0232 149546449.50 149546449.50 0.0073 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.3100% 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 0.0231 49958346.00 49958346.00 0.0024 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.3100% 29604DUF5 7TG4VWERK338227TR435 0001560283 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 State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0231 24972776.50 24972776.50 0.0012 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.3200% 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 0.0232 62069864.06 62069864.06 0.0030 N N N N EUROPEAN INVESTMENT BANK European Investment Bank, 2.2000% 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 0.0220 99756667.00 99756667.00 0.0049 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 2.3000% 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 0.0230 99738739.00 99738739.00 0.0049 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 2.3100% 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 0.0231 59988475.20 59988475.20 0.0029 N Y Y N EXXON MOBIL CORP. Exxon Mobil Corp., 2.3200% 30229BUA3 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-10 2019-07-10 2019-07-10 N N N 0.0232 49961400.00 49961400.00 0.0024 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 2.3200% 30229BUG0 J3WHBG0MTS7O8ZVMDC91 0000034088 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 0.0232 99884000.00 99884000.00 0.0049 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.0000% 313384JV2 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0200 93578125.31 93578125.31 0.0046 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.0500% 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 0.0205 199545722.00 199545722.00 0.0098 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.1000% 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 0.0210 49837319.50 49837319.50 0.0024 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.9500% 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 0.0195 20985462.16 20985462.16 0.0010 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5400% 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 0.0154 199914444.00 199914444.00 0.0098 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6900% 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 0.0169 49169933.39 49169933.39 0.0024 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7300% 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 0.0173 139161390.00 139161390.00 0.0068 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8900% 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 0.0189 199780000.00 199780000.00 0.0098 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8700% 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 0.0187 99896111.00 99896111.00 0.0049 N N Y N FEDERAL RESERVE BANK OF NEW YORK Federal Reserve Bank NY, 2.2500% 0001390777 FRB119701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2047-05-15 3.000000 136467800.00 150028189.95 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0225 150000000.00 150000000.00 0.0074 N Y Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 2.5100% FOR8UP27PHTHYVLBNG30 0000886982 GOL119701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2028-10-15 8.500000 15513000.00 33059.16 Agency Mortgage-Backed Securities GNMA 2024-10-20 4.500000 5000000.00 398401.57 Agency Mortgage-Backed Securities GNMA 2024-09-20 4.500000 10425000.00 735076.07 Agency Mortgage-Backed Securities GNMA 2047-04-20 4.500000 5182610.00 2656639.29 Agency Mortgage-Backed Securities GNMA 2046-10-20 4.000000 3317750.00 1436545.95 Agency Mortgage-Backed Securities GNMA 2046-11-15 2.500000 306561.00 278285.28 Agency Mortgage-Backed Securities GNMA 2045-04-20 4.000000 1066248.00 646986.75 Agency Mortgage-Backed Securities GNMA 2043-06-15 3.000000 101018.00 34270.69 Agency Mortgage-Backed Securities GNMA 2049-06-20 3.500000 1548398.00 1608153.78 Agency Mortgage-Backed Securities GNMA 2049-04-20 5.000000 2747784.00 2919763.40 Agency Mortgage-Backed Securities GNMA 2054-08-15 4.580000 420721.00 449151.64 Agency Mortgage-Backed Securities GNMA 2048-01-20 3.500000 3008336.00 2909959.69 Agency Mortgage-Backed Securities GNMA 2049-01-20 4.000000 106747904.00 109058654.97 Agency Mortgage-Backed Securities GNMA 2048-03-20 5.500000 167369.00 121668.16 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.500000 201461248.00 182687421.34 Agency Mortgage-Backed Securities GNMA 2028-09-20 4.500000 94372.00 18350.17 Agency Mortgage-Backed Securities GNMA 2042-10-20 4.000000 26364.00 7612.12 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 300000000.00 300000000.00 0.0147 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 2.5000% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB119701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-11-15 0.000000 22413696.00 21472634.56 U.S. Treasuries (including strips) USTR 2021-05-15 0.000000 134919200.00 130361089.75 U.S. Treasuries (including strips) USTR 2020-02-15 0.000000 17589596.16 17372223.93 U.S. Treasuries (including strips) USTR 2019-08-15 0.000000 7497543.68 7478529.91 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 347775200.00 377210491.35 U.S. Treasuries (including strips) USTR 2020-04-30 2.375000 15439300.00 15542106.35 U.S. Treasuries (including strips) USTR 2024-08-31 1.875000 36694500.00 37085337.91 U.S. Treasuries (including strips) USTR 2019-08-31 1.250000 68100.00 68251.53 U.S. Treasuries (including strips) USTR 2022-08-31 1.625000 90400.00 90568.50 U.S. Treasuries (including strips) USTR 2022-07-31 1.875000 3259300.00 3297723.06 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 1747100.00 1791360.76 U.S. Treasuries (including strips) USTR 2019-07-31 2.156050 228800.00 229683.30 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 600000000.00 600000000.00 0.0294 N Y Y N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.3400% 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 0.0234 24288457.32 24288457.32 0.0012 N N N N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.3400% 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 0.0234 69781973.10 69781973.10 0.0034 N N N N IBM INTERNATIONAL GROUP CAPITAL IBM Corp., 2.3400% 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 0.0234 94766052.05 94766052.05 0.0046 N N N N INTEL CORP. Intel Corp., 2.3300% 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 0.0233 99870556.00 99870556.00 0.0049 N N N N JP MORGAN SECURITIES INC. JPMorgan Securities, Inc., 2.5400% 8I5DZWZKVSZI1NUHU748 0000019617 JPM119701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2026-04-20 6.000000 42542.00 42858.24 Agency Mortgage-Backed Securities GNMA 2026-01-20 5.500000 86915.00 79915.34 Agency Mortgage-Backed Securities GNMA 2048-03-20 3.500000 50000000.00 46762117.63 Agency Mortgage-Backed Securities GNMA 2048-03-20 5.000000 1551284.00 1105912.22 Agency Mortgage-Backed Securities GNMA 2048-02-20 4.500000 66935.00 51996.45 Agency Mortgage-Backed Securities GNMA 2048-01-20 5.500000 636386.00 430638.97 Agency Mortgage-Backed Securities GNMA 2032-09-20 3.000000 224867.00 181192.80 Agency Mortgage-Backed Securities GNMA 2047-06-20 5.000000 49763968.00 27194329.29 Agency Mortgage-Backed Securities GNMA 2046-12-20 3.000000 4584544.00 3801989.37 Agency Mortgage-Backed Securities GNMA 2048-08-20 4.000000 2153848.00 2015564.99 Agency Mortgage-Backed Securities GNMA 2048-07-20 3.000000 23647008.00 21603727.32 Agency Mortgage-Backed Securities GNMA 2047-02-20 5.500000 12563248.00 5964971.10 Agency Mortgage-Backed Securities GNMA 2047-01-20 3.500000 1460000.00 1106363.25 Agency Mortgage-Backed Securities GNMA 2046-12-20 4.500000 701196.00 341781.51 Agency Mortgage-Backed Securities GNMA 2046-11-20 3.500000 2749176.00 1952771.40 Agency Mortgage-Backed Securities GNMA 2046-10-20 4.000000 285000.00 151915.63 Agency Mortgage-Backed Securities GNMA 2046-07-20 3.500000 5880056.00 3881196.31 Agency Mortgage-Backed Securities GNMA 2047-04-20 3.500000 2280796.00 1802835.88 Agency Mortgage-Backed Securities GNMA 2039-09-20 6.000000 3492728.00 1575685.14 Agency Mortgage-Backed Securities GNMA 2045-08-20 3.500000 14842560.00 7349248.50 Agency Mortgage-Backed Securities GNMA 2030-08-20 2.500000 235500.00 126847.32 Agency Mortgage-Backed Securities GNMA 2045-04-20 3.500000 13268176.00 5598135.97 Agency Mortgage-Backed Securities GNMA 2046-03-20 4.000000 1087936.00 487256.09 Agency Mortgage-Backed Securities GNMA 2044-09-20 3.500000 61565.00 23240.90 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 3471408.00 3654494.87 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 598151.00 629527.64 Agency Mortgage-Backed Securities GNMA 2049-02-20 5.000000 1353456.00 1456002.49 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.500000 10080912.00 10879159.34 Agency Mortgage-Backed Securities GNMA 2049-02-20 5.000000 1012826.00 1088641.14 Agency Mortgage-Backed Securities GNMA 2048-12-20 5.500000 1273504.00 1356967.80 Agency Mortgage-Backed Securities GNMA 2048-09-20 4.000000 268325.00 279828.55 Agency Mortgage-Backed Securities GNMA 2048-06-20 5.000000 1745934.00 1297960.25 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 858487.00 888479.51 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.500000 2001060.00 2113159.16 Agency Mortgage-Backed Securities GNMA 2048-08-20 5.500000 4328820.00 3208629.99 Agency Mortgage-Backed Securities GNMA 2048-07-20 5.500000 3064648.00 2969549.84 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 1267474.00 1126914.17 Agency Mortgage-Backed Securities GNMA 2047-10-20 4.000000 693762.00 675482.46 Agency Mortgage-Backed Securities GNMA 2047-10-20 4.000000 487018.00 453694.12 Agency Mortgage-Backed Securities GNMA 2047-11-20 4.000000 1503856.00 1535220.37 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 1254460.00 1332983.83 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 7338460.00 6564010.93 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 50000.00 48021.30 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 1791878.00 1596899.89 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.500000 1160632.00 1178498.92 Agency Mortgage-Backed Securities GNMA 2048-01-20 4.000000 1729162.00 1777862.50 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.000000 1333398.00 1009723.53 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.000000 2123532.00 1678502.36 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 490110.00 469782.49 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.500000 10048592.00 8424474.39 Agency Mortgage-Backed Securities GNMA 2047-06-20 3.500000 5687410.00 5095538.27 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 448080896.00 466811710.35 Agency Mortgage-Backed Securities GNMA 2032-10-20 6.000000 233926.00 193819.07 Agency Mortgage-Backed Securities GNMA 2031-08-20 7.000000 53730.00 50957.04 Agency Mortgage-Backed Securities GNMA 2033-11-20 5.000000 87952.00 74970.25 Agency Mortgage-Backed Securities GNMA 2031-09-20 7.000000 126722.00 126086.51 Agency Mortgage-Backed Securities GNMA 2033-11-20 4.500000 2346536.00 2213127.22 Agency Mortgage-Backed Securities GNMA 2049-06-20 3.500000 1990334.00 2065912.95 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.500000 2937392.00 3135751.11 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 15024368.00 15757643.25 Agency Mortgage-Backed Securities GNMA 2049-03-20 5.000000 1335968.00 1398952.55 Agency Mortgage-Backed Securities GNMA 2049-03-20 4.500000 1022364.00 1083343.77 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 331511.00 348497.93 Agency Mortgage-Backed Securities GNMA 2049-05-20 5.000000 1416516.00 1520942.77 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 1946928.00 2046344.09 Agency Mortgage-Backed Securities GNMA 2049-05-20 5.000000 1257370.00 1336512.40 Agency Mortgage-Backed Securities GNMA 2049-06-20 3.500000 1387450.00 1440135.64 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 642473.00 676029.87 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.000000 1286926.00 1380573.03 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.000000 1288182.00 1375145.88 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.000000 3263088.00 3439973.47 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.000000 2034992.00 2172376.34 Agency Mortgage-Backed Securities GNMA 2049-06-20 5.000000 1463082.00 1556919.69 Agency Mortgage-Backed Securities GNMA 2043-06-20 3.500000 2386080.00 1228076.85 Agency Mortgage-Backed Securities GNMA 2046-11-20 4.000000 181946.00 148914.97 Agency Mortgage-Backed Securities GNMA 2039-09-20 4.500000 25000000.00 3474374.84 Agency Mortgage-Backed Securities GNMA 2040-03-20 4.500000 231197.00 33134.51 Agency Mortgage-Backed Securities GNMA 2040-09-20 6.000000 2095508.00 168760.27 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 2164884.00 2318511.66 Agency Mortgage-Backed Securities Y Moody's A1 Standard & Poor's A+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0254 700000000.00 700000000.00 0.0343 N Y Y N JP MORGAN SECURITIES INC. JPMorgan Securities, Inc., 2.5300% 8I5DZWZKVSZI1NUHU748 0000019617 JPM219701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-09-30 1.875000 303220900.00 306000048.79 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0253 300000000.00 300000000.00 0.0147 N Y Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.2500% 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 0.0225 74915850.00 74915850.00 0.0037 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.3400% 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 0.0234 94975353.20 94975353.20 0.0047 N N Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hassen-Thuringen, 2.3800% 51489HUW3 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-30 2019-07-30 2019-07-30 N N N 0.0238 199578312.00 199578312.00 0.0098 N N N N L'OREAL L'Oreal USA, Inc., 2.3200% 50211UU35 529900MBZ0PRAP172T60 0001219156 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 0.0232 24991951.50 24991951.50 0.0012 N N Y N L'OREAL L'Oreal USA, Inc., 2.3300% 50211UU92 529900MBZ0PRAP172T60 0001219156 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-09 2019-07-09 2019-07-09 N N N 0.0233 12491119.75 12491119.75 0.0006 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 32150823.63 32150823.63 0.0016 N N N N MIZUHO SECURITIES USA INC. Mizuho Securities USA, Inc., 2.4900% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ119701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-05-31 1.750000 1999700.00 2002925.11 U.S. Treasuries (including strips) USTR 2020-07-31 1.625000 8299600.00 8325857.00 U.S. Treasuries (including strips) USTR 2020-06-30 1.625000 4552800.00 4573552.67 U.S. Treasuries (including strips) USTR 2020-05-31 1.500000 2029700.00 2022341.41 U.S. Treasuries (including strips) USTR 2022-05-31 1.875000 6900800.00 6939268.00 U.S. Treasuries (including strips) USTR 2020-05-15 1.500000 200.00 199.43 U.S. Treasuries (including strips) USTR 2020-04-15 1.500000 200.00 199.74 U.S. Treasuries (including strips) USTR 2022-04-30 1.750000 6216000.00 6236840.42 U.S. Treasuries (including strips) USTR 2019-07-31 1.625000 999600.00 1005671.22 U.S. Treasuries (including strips) USTR 2021-05-31 2.000000 12841000.00 12913423.94 U.S. Treasuries (including strips) USTR 2020-10-31 1.750000 13597200.00 13611962.57 U.S. Treasuries (including strips) USTR 2020-02-15 1.375000 9800000.00 9805505.60 U.S. Treasuries (including strips) USTR 2023-05-15 1.750000 7105000.00 7121500.59 U.S. Treasuries (including strips) USTR 2020-01-15 1.375000 200.00 200.47 U.S. Treasuries (including strips) USTR 2020-01-31 1.375000 10000000.00 10013165.47 U.S. Treasuries (including strips) USTR 2019-12-31 1.125000 999400.00 1000002.48 U.S. Treasuries (including strips) USTR 2021-11-30 1.750000 880000.00 881178.14 U.S. Treasuries (including strips) USTR 2022-11-15 1.625000 6200000.00 6189007.00 U.S. Treasuries (including strips) USTR 2019-08-31 1.000000 500.00 500.44 U.S. Treasuries (including strips) USTR 2019-07-31 0.875000 1000100.00 1002427.58 U.S. Treasuries (including strips) USTR 2022-05-15 1.750000 11492700.00 11520344.44 U.S. Treasuries (including strips) USTR 2019-07-15 0.750000 999600.00 1002277.72 U.S. Treasuries (including strips) USTR 2023-05-31 1.625000 5499000.00 5481145.68 U.S. Treasuries (including strips) USTR 2023-04-30 1.625000 2400000.00 2395752.72 U.S. Treasuries (including strips) USTR 2023-02-28 1.500000 3373000.00 3361354.06 U.S. Treasuries (including strips) USTR 2021-01-31 1.375000 3450100.00 3444723.18 U.S. Treasuries (including strips) USTR 2020-11-30 1.625000 3532800.00 3525745.60 U.S. Treasuries (including strips) USTR 2020-09-30 1.375000 15907500.00 15858243.69 U.S. Treasuries (including strips) USTR 2022-09-30 1.750000 11485000.00 11537618.12 U.S. Treasuries (including strips) USTR 2020-08-31 1.375000 4600000.00 4591323.00 U.S. Treasuries (including strips) USTR 2020-04-30 1.375000 200.00 199.34 U.S. Treasuries (including strips) USTR 2020-03-31 1.375000 19800.00 19765.62 U.S. Treasuries (including strips) USTR 2022-03-31 1.750000 3350100.00 3365528.77 U.S. Treasuries (including strips) USTR 2020-02-29 1.375000 980000.00 979754.70 U.S. Treasuries (including strips) USTR 2022-02-28 1.750000 1268200.00 1275931.61 U.S. Treasuries (including strips) USTR 2022-01-31 1.500000 6660200.00 6661502.71 U.S. Treasuries (including strips) USTR 2019-12-31 1.625000 5000500.00 5027778.83 U.S. Treasuries (including strips) USTR 2019-11-30 1.500000 1000200.00 998687.24 U.S. Treasuries (including strips) USTR 2021-11-30 1.875000 1900200.00 1908645.30 U.S. Treasuries (including strips) USTR 2019-10-31 1.500000 999700.00 999834.85 U.S. Treasuries (including strips) USTR 2019-09-30 1.750000 300.00 300.95 U.S. Treasuries (including strips) USTR 2019-08-31 1.625000 1000000.00 1004040.91 U.S. Treasuries (including strips) USTR 2020-11-30 2.000000 6865000.00 6888615.98 U.S. Treasuries (including strips) USTR 2022-06-15 1.750000 651000.00 652116.85 U.S. Treasuries (including strips) USTR 2020-12-15 1.875000 3900200.00 3904295.15 U.S. Treasuries (including strips) USTR 2020-10-15 1.625000 2130000.00 2129992.59 U.S. Treasuries (including strips) USTR 2019-08-31 1.250000 200.00 200.43 U.S. Treasuries (including strips) USTR 2022-08-31 1.625000 21400000.00 21438432.54 U.S. Treasuries (including strips) USTR 2020-08-15 1.500000 2899700.00 2901930.01 U.S. Treasuries (including strips) USTR 2019-07-31 1.375000 999000.00 1003729.81 U.S. Treasuries (including strips) USTR 2020-07-15 1.500000 3398300.00 3405118.96 U.S. Treasuries (including strips) USTR 2019-08-15 0.750000 2738000.00 2740068.63 U.S. Treasuries (including strips) USTR 2019-08-20 0.000000 311000.00 310041.81 U.S. Treasuries (including strips) USTR 2019-08-13 0.000000 150000.00 149604.00 U.S. Treasuries (including strips) USTR 2019-08-06 0.000000 539000.00 537781.86 U.S. Treasuries (including strips) USTR 2019-07-23 0.000000 5600000.00 5591992.00 U.S. Treasuries (including strips) USTR 2019-07-16 0.000000 558000.00 557429.72 U.S. Treasuries (including strips) USTR 2019-07-09 0.000000 1139000.00 1138313.18 U.S. Treasuries (including strips) USTR 2019-07-02 0.000000 294000.00 293935.32 U.S. Treasuries (including strips) USTR 2019-09-05 0.000000 72750500.00 72455860.48 U.S. Treasuries (including strips) USTR 2019-08-22 0.000000 97000.00 96687.66 U.S. Treasuries (including strips) USTR 2019-08-08 0.000000 477500.00 476382.65 U.S. Treasuries (including strips) USTR 2019-08-01 0.000000 722500.00 721112.80 U.S. Treasuries (including strips) USTR 2019-08-15 0.000000 200.00 199.45 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 300000000.00 300000000.00 0.0147 N Y Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4200% 63975VVC1 JLP5FSPH9WPSHY3NIM24 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 0.0242 30906418.75 30906418.75 0.0015 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.4100% 63975VV56 JLP5FSPH9WPSHY3NIM24 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 0.0241 129670255.00 129670255.00 0.0064 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.3800% 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 0.0238 149960283.00 149960283.00 0.0074 N N Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.3900% 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 0.0239 39986744.40 39986744.40 0.0020 N N Y N NESTLE S.A. Nestle Finance International, Ltd., 2.2700% 64105SUG1 KY37LUS27QQX7BB93L28 0000792990 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 0.0227 90896715.00 90896715.00 0.0045 N N N N NESTLE S.A. Nestle Finance International, Ltd., 2.2700% 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 0.0227 34909674.80 34909674.80 0.0017 N N N N NESTLE S.A. Nestle Finance International, Ltd., 2.2700% 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 0.0227 99804528.00 99804528.00 0.0049 N N N N NORDEA BANK AB Nordea Bank AB, 2.3400% 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 0.0234 49919028.00 49919028.00 0.0024 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.3500% 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 0.0235 39927013.20 39927013.20 0.0020 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.3500% 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 0.0235 39929710.00 39929710.00 0.0020 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.3300% 6698M5U98 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-09 2019-07-09 2019-07-09 N N N 0.0233 15638881.93 15638881.93 0.0008 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.3400% 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 0.0234 9784081.76 9784081.76 0.0005 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.3400% 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 0.0234 39932371.20 39932371.20 0.0020 N N N N NRW.BANK NRW.Bank, 2.2500% 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 0.0225 69698930.00 69698930.00 0.0034 N N N N NRW.BANK NRW.Bank, 2.2400% 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 0.0224 24902393.75 24902393.75 0.0012 N N N N NRW.BANK NRW.Bank, 2.2900% 62939MWK9 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-19 2019-09-19 2019-09-19 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0229 49737743.00 49737743.00 0.0024 N N N N NRW.BANK NRW.Bank, 2.3400% 62939MU21 52990002O5KK6XOGJ020 0001560283 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 State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0234 49987000.00 49987000.00 0.0025 N N Y N NRW.BANK NRW.Bank, 2.2400% 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 0.0224 234199726.30 234199726.30 0.0115 N N N N NRW.BANK NRW.Bank, 2.2300% 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 0.0223 24908795.75 24908795.75 0.0012 N N N N NRW.BANK NRW.Bank, 2.3400% 62939MU13 52990002O5KK6XOGJ020 0001560283 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 Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0234 174965817.25 174965817.25 0.0086 N Y Y N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.3700% 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 0.0237 75770332.56 75770332.56 0.0037 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.3600% 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 0.0236 103534683.16 103534683.16 0.0051 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.3600% 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 0.0236 146331021.25 146331021.25 0.0072 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5209% 69033MHL4 5493007O3QFXCPOGWK22 US69033MHL46 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-07-06 2019-11-06 2019-11-06 N N N 0.0252 100013567.00 100013567.00 0.0049 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5305% 69033MFX0 5493007O3QFXCPOGWK22 US69033MFX02 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-07-04 2019-09-04 2019-09-04 N N N 0.0253 125023762.50 125023762.50 0.0061 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.4000% 69034BVC1 5493007O3QFXCPOGWK22 0001448817 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 0.0240 24925312.50 24925312.50 0.0012 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.4885% 69034CHN1 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-05 2019-12-05 2019-12-05 N N N 0.0249 24999901.75 24999901.75 0.0012 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 49999764.00 49999764.00 0.0025 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.5244% 69034CHP6 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-06 2020-03-06 2020-03-06 N N N 0.0252 199999202.00 199999202.00 0.0098 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.4000% 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 0.0240 17451204.23 17451204.23 0.0009 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.4806% 69034CHU5 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-11 2019-12-11 2019-12-11 N N N 0.0248 99999653.00 99999653.00 0.0049 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.3800% 69372BUH1 PH3S12DWZBHHQKVYZ297 0000731288 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-17 2019-07-17 2019-07-17 N N N 0.0238 24968650.00 24968650.00 0.0012 N N N N PFIZER INC. Pfizer, Inc., 2.3200% 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 0.0232 79763355.20 79763355.20 0.0039 N N N N PFIZER INC. Pfizer, Inc., 2.3200% 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 0.0232 99621417.00 99621417.00 0.0049 N N N N PSP CAPITAL INC PSP Capital, Inc., 2.3300% 69370BUN0 3CCUJEU88P85MIG5R153 0001396318 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 Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0233 99844800.00 99844800.00 0.0049 N N N N PSP CAPITAL INC. PSP Capital, Inc., 2.3100% 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 0.0231 49887805.50 49887805.50 0.0024 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 31694864.42 31694864.42 0.0016 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 2.4800% ES7IP3U3RHIGC71XBU11 0001000275 RBC119701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-06-30 2.750000 2421400.00 2579880.79 U.S. Treasuries (including strips) USTR 2020-05-31 1.500000 455000.00 453350.42 U.S. Treasuries (including strips) USTR 2025-05-15 2.125000 59900.00 61023.17 U.S. Treasuries (including strips) USTR 2024-04-30 2.000000 4359300.00 4419560.88 U.S. Treasuries (including strips) USTR 2022-02-28 1.875000 35000000.00 35334149.57 U.S. Treasuries (including strips) USTR 2023-07-15 0.375000 6748500.00 7480198.63 U.S. Treasuries (including strips) USTR 2022-01-31 1.875000 50000000.00 50543287.29 U.S. Treasuries (including strips) USTR 2027-01-15 0.375000 463300.00 493756.53 U.S. Treasuries (including strips) USTR 2019-08-31 1.000000 500000.00 500440.93 U.S. Treasuries (including strips) USTR 2019-07-31 0.875000 25000.00 25058.18 U.S. Treasuries (including strips) USTR 2021-10-31 1.250000 8730000.00 8646925.98 U.S. Treasuries (including strips) USTR 2022-01-15 0.125000 25000000.00 28045466.93 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 100000.00 105846.00 U.S. Treasuries (including strips) USTR 2026-05-15 1.625000 25426000.00 25052312.42 U.S. Treasuries (including strips) USTR 2021-04-15 0.125000 200.00 213.51 U.S. Treasuries (including strips) USTR 2021-01-15 1.125000 15500.00 18321.32 U.S. Treasuries (including strips) USTR 2020-01-15 1.375000 50000000.00 59288695.70 U.S. Treasuries (including strips) USTR 2022-09-30 1.750000 31818200.00 31963973.95 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 5533700.00 5970688.55 U.S. Treasuries (including strips) USTR 2020-03-31 1.375000 127900.00 127677.91 U.S. Treasuries (including strips) USTR 2022-01-31 1.500000 13000.00 13002.54 U.S. Treasuries (including strips) USTR 2021-10-31 2.000000 400.00 403.56 U.S. Treasuries (including strips) USTR 2021-03-31 2.250000 41905400.00 42454960.47 U.S. Treasuries (including strips) USTR 2021-01-31 2.125000 100.00 101.32 U.S. Treasuries (including strips) USTR 2024-01-15 0.625000 2038900.00 2277175.79 U.S. Treasuries (including strips) USTR 2022-06-15 1.750000 22000.00 22037.74 U.S. Treasuries (including strips) USTR 2026-04-30 2.375000 49700000.00 51480440.10 U.S. Treasuries (including strips) USTR 2024-02-29 2.375000 180100.00 186510.58 U.S. Treasuries (including strips) USTR 2021-02-28 2.500000 296592400.00 302299482.54 U.S. Treasuries (including strips) USTR 2026-01-31 2.625000 20076300.00 21232133.63 U.S. Treasuries (including strips) USTR 2024-01-31 2.500000 3270700.00 3410453.72 U.S. Treasuries (including strips) USTR 2021-01-31 2.211050 600.00 601.67 U.S. Treasuries (including strips) USTR 2020-12-31 2.500000 194500.00 198780.92 U.S. Treasuries (including strips) USTR 2023-11-30 2.875000 1600.00 1679.95 U.S. Treasuries (including strips) USTR 2028-11-15 3.125000 351100.00 386138.52 U.S. Treasuries (including strips) USTR 2023-09-30 2.875000 58800.00 61905.29 U.S. Treasuries (including strips) USTR 2023-08-31 2.750000 2000.00 2098.25 U.S. Treasuries (including strips) USTR 2021-08-15 2.750000 100000100.00 103069462.19 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 999000.00 1083268.49 U.S. Treasuries (including strips) USTR 2023-06-30 2.625000 12700.00 13297.41 U.S. Treasuries (including strips) USTR 2023-05-31 2.750000 6328200.00 6582181.20 U.S. Treasuries (including strips) USTR 2023-04-30 2.750000 80000.00 83334.00 U.S. Treasuries (including strips) USTR 2023-03-31 2.500000 100.00 103.38 U.S. Treasuries (including strips) USTR 2021-03-15 2.375000 12690300.00 12896637.86 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 100.00 105.43 U.S. Treasuries (including strips) USTR 2027-11-15 2.250000 100.00 102.56 U.S. Treasuries (including strips) USTR 2022-09-30 1.875000 18585400.00 18754888.18 U.S. Treasuries (including strips) USTR 2022-08-31 1.625000 2538200.00 2542758.39 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 1512500.00 1550626.87 U.S. Treasuries (including strips) USTR 2027-07-15 0.375000 20000000.00 21101609.71 U.S. Treasuries (including strips) USTR 2021-08-31 1.125000 100.00 99.02 U.S. Treasuries (including strips) USTR 2026-08-15 1.500000 3633000.00 3557768.02 U.S. Treasuries (including strips) USTR 2019-11-14 0.000000 45067000.00 44709618.69 U.S. Treasuries (including strips) USTR 2019-09-26 0.000000 7673800.00 7633512.55 U.S. Treasuries (including strips) USTR 2019-09-05 0.000000 280000.00 278866.00 U.S. Treasuries (including strips) USTR 2019-08-08 0.000000 7100000.00 7083386.00 U.S. Treasuries (including strips) USTR 2019-07-18 0.000000 1921800.00 1919670.65 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's AA- 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 900000000.00 900000000.00 0.0441 N Y Y N ROCHE HOLDING INC. Roche Holdings, Inc., 2.6699% 771196AZ5 PVJRP0EQNV6OGDPZGY95 US771196AZ58 0000889131 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-09-28 2019-09-30 2019-09-30 N N N 0.0267 9056180.61 9056180.61 0.0004 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.5816% 78012UPJ8 ES7IP3U3RHIGC71XBU11 US78012UPJ87 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-07-10 2020-05-08 2020-05-08 N N N 0.0258 20005934.00 20005934.00 0.0010 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.7709% 78012UKT1 ES7IP3U3RHIGC71XBU11 US78012UKT15 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-07-06 2019-09-06 2019-09-06 N N N 0.0277 100067863.00 100067863.00 0.0049 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6630% 78012UKX2 ES7IP3U3RHIGC71XBU11 US78012UKX27 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-09-10 2019-12-10 2019-12-10 N N N 0.0266 75062535.75 75062535.75 0.0037 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 59999964.60 59999964.60 0.0029 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6803% 78014XAS6 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0268 100030573.00 100030573.00 0.0049 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 30017547.00 30017547.00 0.0015 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6521% 78014XBC0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-11 2019-10-11 2019-10-11 N N N 0.0265 75045595.50 75045595.50 0.0037 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.5899% 78014XBS5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-05 2020-03-05 2020-03-05 N N N 0.0259 75022670.25 75022670.25 0.0037 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.5636% 78012UPP4 ES7IP3U3RHIGC71XBU11 US78012UPP48 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-07-24 2020-05-22 2020-05-22 N N N 0.0256 100015669.00 100015669.00 0.0049 N N N N SHELL INTERNATIONAL FINANCE BV Shell International Finance BV, 2.9852% 822582BH4 213800ITMMKU4Z7I4F78 US822582BH45 0001333621 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-08-11 2020-05-11 2020-05-11 N N N 0.0297 20072000.00 20072000.00 0.0010 N N N N SHELL INTERNATIONAL FINANCE BV Shell International Finance BV, 2.7857% 822582BV3 213800ITMMKU4Z7I4F78 US822582BV39 0001333621 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0278 25495270.71 25495270.71 0.0012 N N N N SIEMENS AG Siemens Capital Co. LLC, 2.3300% 82619UUR3 EOSCVWUER252U910GR08 0000940418 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 0.0233 99825250.00 99825250.00 0.0049 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.3900% 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 0.0239 83229042.76 83229042.76 0.0041 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.4000% 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 0.0240 15892867.10 15892867.10 0.0008 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.2800% 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 0.0228 199406756.00 199406756.00 0.0098 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.2600% 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 0.0226 143124747.18 143124747.18 0.0070 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.2300% 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 0.0223 64751259.30 64751259.30 0.0032 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.3400% 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 0.0234 24972375.00 24972375.00 0.0012 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.3600% 86562LUR1 5U0XI89JRFVHWIBS4F54 0001184915 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 0.0236 99823000.00 99823000.00 0.0049 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.3600% 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 0.0236 314504401.05 314504401.05 0.0154 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.4000% 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 0.0240 99933333.00 99933333.00 0.0049 N N Y N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.6903% 86958JY45 NHBDILHZTYCNBV5UYZ31 US86958JY452 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-07-19 2019-08-19 2019-08-19 N N N 0.0269 40013264.40 40013264.40 0.0020 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.4000% 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 0.0240 199653334.00 199653334.00 0.0098 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 2.5100% PT3QB789TSUIDF371261 0000947263 TOR119701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2023-07-15 0.375000 8506200.00 9428475.30 U.S. Treasuries (including strips) USTR 2027-01-15 0.375000 964300.00 1027691.40 U.S. Treasuries (including strips) USTR 2023-01-15 0.125000 13594300.00 14964542.28 U.S. Treasuries (including strips) USTR 2022-07-15 0.125000 3375500.00 3737784.58 U.S. Treasuries (including strips) USTR 2022-01-15 0.125000 462500.00 518841.14 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 5998300.00 6348960.50 U.S. Treasuries (including strips) USTR 2021-07-15 0.625000 13992700.00 15990310.55 U.S. Treasuries (including strips) USTR 2021-01-15 1.125000 970700.00 1147387.33 U.S. Treasuries (including strips) USTR 2020-07-15 1.250000 449900.00 533066.61 U.S. Treasuries (including strips) USTR 2026-01-15 0.625000 417000.00 460206.10 U.S. Treasuries (including strips) USTR 2020-01-15 1.375000 3292300.00 3903923.46 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 9905500.00 10687723.48 U.S. Treasuries (including strips) USTR 2024-01-15 0.625000 6158600.00 6878324.01 U.S. Treasuries (including strips) USTR 2021-01-31 2.211050 170000.00 170472.38 U.S. Treasuries (including strips) USTR 2020-10-31 2.141050 11037100.00 11059836.46 U.S. Treasuries (including strips) USTR 2020-04-30 2.129050 164500.00 165017.57 U.S. Treasuries (including strips) USTR 2020-01-31 2.096050 3184000.00 3194428.40 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 13820600.00 14570820.38 U.S. Treasuries (including strips) USTR 2019-10-31 2.144050 1766500.00 1773034.14 U.S. Treasuries (including strips) USTR 2019-07-31 2.156050 4024900.00 4040349.92 U.S. Treasuries (including strips) USTR 2027-07-15 0.375000 1310000.00 1382155.44 U.S. Treasuries (including strips) USTR 2028-01-15 1.750000 2784600.00 3831728.54 U.S. Treasuries (including strips) USTR 2027-01-15 2.375000 7493000.00 11061841.79 U.S. Treasuries (including strips) USTR 2026-01-15 2.000000 5600.00 8086.87 U.S. Treasuries (including strips) USTR 2025-01-15 2.375000 10565000.00 16153920.53 U.S. Treasuries (including strips) USTR 2029-04-15 3.875000 4181900.00 8745165.78 U.S. Treasuries (including strips) USTR 2028-04-15 3.625000 5003000.00 10200694.14 U.S. Treasuries (including strips) TVDB 2027-02-01 2.875000 5000.00 5279.45 Agency Debentures and Agency Strips TVDB 2024-09-15 2.875000 445000.00 465191.29 Agency Debentures and Agency Strips TVDB 2021-02-15 3.875000 1356000.00 1418480.37 Agency Debentures and Agency Strips TVDB 2025-11-01 6.750000 727000.00 932950.01 Agency Debentures and Agency Strips FMAC 2020-04-23 2.500000 75000.00 75577.19 Agency Debentures and Agency Strips FMAC 2021-02-16 2.375000 4668000.00 4748701.94 Agency Debentures and Agency Strips FMAC 2020-11-17 1.875000 925000.00 926364.76 Agency Debentures and Agency Strips FMAC 2020-09-29 1.625000 4961000.00 4962127.94 Agency Debentures and Agency Strips FMAC 2019-08-15 1.375000 1683000.00 1689489.41 Agency Debentures and Agency Strips FMAC 2020-04-20 1.375000 50000.00 49864.11 Agency Debentures and Agency Strips FMAC 2020-01-17 1.500000 104000.00 104350.41 Agency Debentures and Agency Strips FMAC 2021-08-12 1.125000 1080000.00 1069178.40 Agency Debentures and Agency Strips FMAC 2019-07-19 0.875000 2896000.00 2904599.91 Agency Debentures and Agency Strips FMAC 2020-05-01 1.375000 815000.00 811990.27 Agency Debentures and Agency Strips FMAC 2019-10-02 1.250000 168000.00 168079.99 Agency Debentures and Agency Strips FMAC 2019-08-01 1.250000 7383000.00 7413050.04 Agency Debentures and Agency Strips FMAC 2022-01-13 2.375000 10142000.00 10393373.70 Agency Debentures and Agency Strips FNMA 2020-01-30 2.570000 1560000.00 1568021.43 Agency Debentures and Agency Strips FNMA 2019-08-28 1.500000 500000.00 501656.00 Agency Debentures and Agency Strips FNMA 2020-04-30 2.050000 1002000.00 1004738.24 Agency Debentures and Agency Strips FNMA 2019-11-26 1.750000 793000.00 792937.79 Agency Debentures and Agency Strips FNMA 2024-09-06 2.625000 1803000.00 1885733.66 Agency Debentures and Agency Strips FNMA 2019-09-12 1.750000 825000.00 828358.39 Agency Debentures and Agency Strips FNMA 2022-04-12 2.250000 450000.00 457403.85 Agency Debentures and Agency Strips FNMA 2024-02-05 2.500000 12010000.00 12485622.69 Agency Debentures and Agency Strips FNMA 2022-01-11 2.625000 804000.00 830401.01 Agency Debentures and Agency Strips FNMA 2020-10-30 2.875000 560000.00 569694.69 Agency Debentures and Agency Strips FNMA 2023-09-12 2.875000 298000.00 312850.91 Agency Debentures and Agency Strips FNMA 2021-06-22 2.750000 9001000.00 9168313.59 Agency Debentures and Agency Strips FNMA 2021-04-13 2.500000 7103000.00 7223241.95 Agency Debentures and Agency Strips FNMA 2022-10-05 2.000000 2084000.00 2106509.52 Agency Debentures and Agency Strips FNMA 2020-07-30 1.500000 173000.00 173191.45 Agency Debentures and Agency Strips FNMA 2020-02-28 1.500000 525000.00 525498.75 Agency Debentures and Agency Strips FNMA 2022-01-05 2.000000 2777000.00 2815603.39 Agency Debentures and Agency Strips FNMA 2021-10-07 1.375000 25000.00 24829.34 Agency Debentures and Agency Strips FNMA 2026-09-24 1.875000 520000.00 516454.03 Agency Debentures and Agency Strips FNMA 2021-08-17 1.250000 235000.00 233404.02 Agency Debentures and Agency Strips FNMA 2019-08-16 1.200000 450000.00 451148.85 Agency Debentures and Agency Strips FNMA 2019-08-02 0.875000 369000.00 369790.99 Agency Debentures and Agency Strips FNMA 2026-04-24 2.125000 3478000.00 3517050.21 Agency Debentures and Agency Strips FNMA 2021-02-26 1.375000 4112000.00 4098799.34 Agency Debentures and Agency Strips FNMA 2020-12-28 1.875000 262000.00 264414.33 Agency Debentures and Agency Strips FNMA 2020-11-30 1.500000 938000.00 933625.79 Agency Debentures and 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2019-07-17 0.000000 4600000.00 4594572.00 Agency Debentures and Agency Strips FHLB 2019-07-12 0.000000 100000.00 99913.00 Agency Debentures and Agency Strips FHLB 2019-07-03 0.000000 400000.00 399876.00 Agency Debentures and Agency Strips FHLB 2023-09-08 3.375000 385000.00 411939.41 Agency Debentures and Agency Strips FHLB 2019-09-13 2.000000 675000.00 678417.75 Agency Debentures and Agency Strips FHLB 2020-06-12 1.750000 400000.00 399367.11 Agency Debentures and Agency Strips FHLB 2020-03-13 1.875000 760000.00 762773.05 Agency Debentures and Agency Strips FHLB 2021-12-10 2.625000 100000.00 101906.25 Agency Debentures and Agency Strips FHLB 2020-09-11 2.875000 3960000.00 4037636.35 Agency Debentures and Agency Strips FHLB 2028-06-12 3.050000 935000.00 936304.84 Agency Debentures and Agency Strips FHLB 2020-08-25 2.450000 15000000.00 15027170.83 Agency Debentures and Agency Strips FHLB 2024-02-13 2.500000 70000.00 72768.93 Agency Debentures and Agency Strips FHLB 2021-10-12 3.000000 9165000.00 9469950.10 Agency Debentures and Agency Strips FHLB 2020-10-01 2.625000 55000.00 55823.56 Agency Debentures and Agency Strips FHLB 2028-06-09 3.250000 165000.00 178362.57 Agency Debentures and Agency Strips FHLB 2020-03-30 2.375000 5115000.00 5157825.62 Agency Debentures and Agency Strips FHLB 2020-02-11 2.125000 1275000.00 1285183.18 Agency Debentures and Agency Strips FHLB 2019-12-06 2.371000 190000.00 190233.50 Agency Debentures and Agency Strips FHLB 2019-10-21 1.500000 175000.00 175096.54 Agency Debentures and Agency Strips FHLB 2020-09-28 1.375000 4140000.00 4127279.85 Agency Debentures and Agency Strips FHLB 2021-11-29 1.875000 185000.00 185603.18 Agency Debentures and Agency Strips FHLB 2019-11-15 1.375000 645000.00 643997.90 Agency Debentures and Agency Strips FHLB 2020-09-28 2.580000 1000000.00 1001490.00 Agency Debentures and Agency Strips FHLB 2019-09-26 1.000000 60000.00 59971.23 Agency Debentures and Agency Strips FHLB 2019-08-05 0.875000 200000.00 200375.34 Agency Debentures and Agency Strips FHLB 2021-07-14 1.125000 160000.00 158789.60 Agency Debentures and Agency Strips FHLB 2021-02-18 1.375000 1375000.00 1371679.76 Agency Debentures and Agency Strips FHLB 2020-09-11 1.625000 3300000.00 3302243.54 Agency Debentures and Agency Strips FHLB 2023-12-08 2.250000 240000.00 244152.00 Agency Debentures and Agency Strips FHLB 2022-12-09 2.500000 2400000.00 2456374.67 Agency Debentures and Agency Strips FHLB 2026-09-11 3.000000 650000.00 693034.33 Agency Debentures and Agency Strips FHLB 2024-09-13 2.875000 1000000.00 1056625.42 Agency Debentures and Agency Strips FHLB 2021-06-11 2.250000 12500000.00 12603156.25 Agency Debentures and Agency Strips FHLB 2021-03-12 2.375000 5825000.00 5910004.55 Agency Debentures and Agency Strips FHLB 2019-12-13 2.375000 15000.00 15022.79 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 350000000.00 350000000.00 0.0172 N Y Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.4918% 89114MK71 PT3QB789TSUIDF371261 US89114MK718 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-07-18 2020-02-18 2020-02-18 N N N 0.0249 200019998.00 200019998.00 0.0098 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.6844% 89120DLU1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-06 2019-12-06 2019-12-06 N N N 0.0268 100081259.00 100081259.00 0.0049 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.5209% 89114MP43 PT3QB789TSUIDF371261 US89114MP436 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-07-08 2019-12-03 2019-12-03 N N N 0.0252 49999994.50 49999994.50 0.0025 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.7303% 89114MNS2 PT3QB789TSUIDF371261 US89114MNS25 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-09-03 2019-12-03 2019-12-03 N N N 0.0273 100079672.00 100079672.00 0.0049 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.7529% 89120DLK3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-20 2019-11-20 2019-11-20 N N N 0.0275 45054315.90 45054315.90 0.0022 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.4918% 89120DMF3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-18 2019-10-17 2019-10-17 N N N 0.0249 100019259.00 100019259.00 0.0049 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+ 2019-07-03 2019-12-03 2019-12-03 N N N 0.0254 50005930.00 50005930.00 0.0025 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.3700% 89153QUA6 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-07-10 2019-07-10 2019-07-10 N N N 0.0237 1413882.62 1413882.62 0.0001 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.3500% 89152FU86 529900S21EQ1BO4ESM68 0001226646 Non-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 0.0235 99934639.00 99934639.00 0.0049 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.4000% 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 0.0240 49983326.50 49983326.50 0.0025 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.3800% 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 0.0238 152385836.58 152385836.58 0.0075 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.3600% 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 0.0236 149754375.00 149754375.00 0.0073 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 150007476.00 150007476.00 0.0074 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 10595944.06 10595944.06 0.0005 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.4161% 89233AU98 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-21 2019-12-12 2019-12-12 N N N 0.0242 100004396.00 100004396.00 0.0049 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 160013272.00 160013272.00 0.0078 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 75012039.75 75012039.75 0.0037 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.5517% 89233AX38 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-07-28 2020-01-21 2020-01-21 N N N 0.0255 150057865.50 150057865.50 0.0074 N N N N U.S. TREASURY SECURITIES U.S. Treasury Note, 2.2350% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-06-29 2021-04-30 2021-04-30 N N N 0.0224 49969249.00 49969249.00 0.0024 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.8800% 912796VP1 US912796VP18 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-08-06 2019-08-06 2019-08-06 N N N 0.0188 24949062.50 24949062.50 0.0012 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.9700% 912796VR7 US912796VR73 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-08-20 2019-08-20 2019-08-20 N N N 0.0197 49855469.00 49855469.00 0.0024 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 2.3400% 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 0.0234 117183165.06 117183165.06 0.0057 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.3300% 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 0.0233 99774250.00 99774250.00 0.0049 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.3200% 91127QUV9 IO66REGK3RCBAMA8HR66 0000867530 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 0.0232 59880133.20 59880133.20 0.0029 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.3300% 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 0.0233 99870722.00 99870722.00 0.0049 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.3300% 91127QW62 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-06 2019-09-06 2019-09-06 N N N 0.0233 199096612.00 199096612.00 0.0098 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.3300% 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 0.0233 49909700.00 49909700.00 0.0024 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.3400% 91127QW39 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0234 19913458.40 19913458.40 0.0010 N N N N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.3400% 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 0.0234 49854062.50 49854062.50 0.0024 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 2.4700% 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 0.0247 99623708.00 99623708.00 0.0049 N N N N THE DFA INVESTMENT TRUST COMPANY 2019-07-08 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer