N-MFP2 0000896162 XXXXXXXX 2019-08-30 0000896162 S31KDR2I4VDC432ELJ36 S000028293 1 N N Dimensional Fund Advisors LP 801-16283 PricewaterhouseCoopers LLP Philadelphia PA Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N N Prime N 17 70 6383972655.13 7013828818.87 7033524341.20 6624944554.46 6938857838.54 9110417920.94 9748561192.49 9365287251.09 9294786235.73 11294377418.00 0.3199 0.3369 0.3573 0.3348 0.3536 0.4565 0.4683 0.4758 0.4697 0.5756 929380486.08 18677912106.43 18677912106.43 15216109.21 37900850.53 19584607851.19 1692672231.47 0.0223 11.5710 11.5710 11.5700 11.5700 11.5700 C000086468 1.00 19584607851.19 1692672231.47 11.5710 11.5710 11.5700 11.5700 11.5700 1809733184.96 1754068180.02 3276707673.97 2521968946.61 1620430191.20 2712477265.87 1749546286.36 1604400422.71 1962099232.83 2136740384.30 9138959412.53 10040211129.86 0.0218 N APPLE COMPUTER INC. Apple, Inc., 2.4345% 037833AW0 HWUPKR0MPOU8FGXBT394 US037833AW07 0000320193 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-11-09 2020-02-07 2020-02-07 N N N 0.0243 86072240.00 86072240.00 0.0044 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.1200% 03948HWK3 549300LO13MQ9HYSTR83 0000007084 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 N N 0.0212 99882389.00 99882389.00 0.0051 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.1200% 03948HW31 549300LO13MQ9HYSTR83 0000007084 Non-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 0.0212 62535265.72 62535265.72 0.0032 N Y Y N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 2.1200% 03948HWC1 549300LO13MQ9HYSTR83 0000007084 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-12 2019-09-12 2019-09-12 N N N 0.0212 99923444.00 99923444.00 0.0051 N N N N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 2.1400% 9DJT3UXIJIZJI4WXO774 0000070858 BAC119903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2029-07-15 0.250000 147888000.00 153000086.33 U.S. Treasuries (including strips) Y Moody's A3 Standard & Poor's A- 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 150000000.00 150000000.00 0.0077 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 25001229.00 25001229.00 0.0013 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.2470% 06370RZW2 NQQ6HPCNCCU6TUTQYE16 US06370RZW23 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-11-08 2020-05-08 2020-05-08 N N N 0.0225 249999125.00 249999125.00 0.0128 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.4641% 06370RLX5 NQQ6HPCNCCU6TUTQYE16 US06370RLX51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-04 2019-10-04 2019-10-04 N N N 0.0246 200019964.00 200019964.00 0.0102 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.6341% 06370RPD5 NQQ6HPCNCCU6TUTQYE16 US06370RPD51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-04 2019-12-04 2019-12-04 N N N 0.0263 70058558.50 70058558.50 0.0036 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.3038% 06417GY36 L3I9ZG2KFGXZ61BMYR72 US06417GY361 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-11-19 2020-02-18 2020-02-18 N N N 0.0230 1841418.35 1841418.35 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 2019-09-29 2019-12-30 2019-12-30 N N N 0.0255 20014019.00 20014019.00 0.0010 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.4312% 06417LJV0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-09 2019-10-09 2019-10-09 N N N 0.0243 100021164.00 100021164.00 0.0051 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 150000735.00 150000735.00 0.0077 N N Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.5468% 06417GS41 L3I9ZG2KFGXZ61BMYR72 US06417GS413 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-11-04 2019-11-04 2019-11-04 N N N 0.0255 26011225.50 26011225.50 0.0013 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.2867% 06417G4Q8 L3I9ZG2KFGXZ61BMYR72 US06417G4Q87 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-11-04 2019-11-04 2019-11-04 N N N 0.0229 149999035.50 149999035.50 0.0077 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.3921% 06417G2B3 L3I9ZG2KFGXZ61BMYR72 US06417G2B37 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-20 2019-09-20 2019-09-20 N N N 0.0239 100005685.00 100005685.00 0.0051 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.3819% 06417G5X2 L3I9ZG2KFGXZ61BMYR72 US06417G5X20 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-10-03 2020-04-03 2020-04-03 N N N 0.0238 40004465.20 40004465.20 0.0020 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.1823% 06417G5L8 L3I9ZG2KFGXZ61BMYR72 US06417G5L81 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-11-27 2020-02-27 2020-02-27 N N N 0.0218 65012370.15 65012370.15 0.0033 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 2.1500% AC28XWWI3WIBK2824319 0000312069 BCG219903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-07-31 2.750000 373925700.00 393159259.33 U.S. Treasuries (including strips) USTR 2021-09-30 1.125000 263359700.00 262338425.62 U.S. Treasuries (including strips) USTR 2020-12-31 2.500000 258752000.00 262502357.11 U.S. Treasuries (including strips) Y Moody's Baa3 Standard & Poor's BBB 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 900000000.00 900000000.00 0.0460 N Y Y N BERKSHIRE HATHAWAY FINANCE CORP. Berkshire Hathaway Finance Corp., 2.6578% 084664CN9 5493000C01ZX7D35SD85 US084664CN93 0001456061 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-10-10 2020-01-10 2020-01-10 N N N 0.0265 2603978.00 2603978.00 0.0001 N N N N BNG BANK NV BNG Bank NV, 2.0800% 09657SW68 529900GGYMNGRQTDOO93 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 0.0208 249898890.00 249898890.00 0.0128 N N Y N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.0800% 12800BXP2 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-23 2019-10-23 2019-10-23 N N N 0.0208 73371251.20 73371251.20 0.0037 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 2.0800% 12800BXR8 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-25 2019-10-25 2019-10-25 N N N 0.0208 44855029.80 44855029.80 0.0023 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.4085% 13606BT71 2IGI19DL77OX0HC3ZE78 US13606BT718 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-06 2020-04-06 2020-04-06 N N N 0.0241 102475430.75 102475430.75 0.0052 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.3828% 13606BY42 2IGI19DL77OX0HC3ZE78 US13606BY429 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-10 2020-05-08 2020-05-08 N N N 0.0238 249906932.50 249906932.50 0.0128 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.3897% 13606BZ25 2IGI19DL77OX0HC3ZE78 US13606BZ251 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-03 2020-06-01 2020-06-01 N N N 0.0239 44975510.10 44975510.10 0.0023 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.3651% 13606BY83 2IGI19DL77OX0HC3ZE78 US13606BY833 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-15 2020-05-15 2020-05-15 N N N 0.0237 54979405.25 54979405.25 0.0028 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.4100% 13606B3Y0 2IGI19DL77OX0HC3ZE78 US13606B3Y05 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-03 2020-07-17 2020-07-17 N N N 0.0241 34999984.25 34999984.25 0.0018 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.3051% 13606BR73 2IGI19DL77OX0HC3ZE78 US13606BR738 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-09-15 2019-10-15 2019-10-15 N N N 0.0230 100010996.00 100010996.00 0.0051 N N N N COLGATE-PALMOLIVE CO. Colgate-Palmolive Co., 2.0800% 19416FW42 YMEGZFW4SBUSS5BQXF88 0000021665 Non-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 0.0208 107968875.48 107968875.48 0.0055 N N Y N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 2.4285% 20272AD78 MSFSBD3QN1GSN7Q6C537 0001274624 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 0.0243 25001385.00 25001385.00 0.0013 N N Y 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 49994094.00 49994094.00 0.0026 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.2000% 23305EWL3 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-20 2019-09-20 2019-09-20 N N N 0.0220 47189472.75 47189472.75 0.0024 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.1700% 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 0.0217 79975911.20 79975911.20 0.0041 N N Y N DEERE & CO. John Deere Canada ULC, 2.0600% 24423JW45 54930034SQM5911PYS66 0000315189 Non-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 0.0206 149957083.50 149957083.50 0.0077 N N Y N DEERE & CO. John Deere Canada ULC, 2.0800% 24423JWH6 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-17 2019-09-17 2019-09-17 N N N 0.0208 11987532.00 11987532.00 0.0006 N N N N DEERE & CO. John Deere Canada ULC, 2.0600% 24423JW94 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-09 2019-09-09 2019-09-09 N N N 0.0206 73957655.72 73957655.72 0.0038 N N Y N DNB NORBANK ASA DNB NORBANK ASA, 2.1000% 2332K1WG1 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-16 2019-09-16 2019-09-16 N N N 0.0210 99900786.00 99900786.00 0.0051 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.1100% 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 0.0211 249897430.00 249897430.00 0.0128 N N Y N DNB NORBANK ASA DNB NORBANK ASA, 2.1100% 2332K1WD8 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-13 2019-09-13 2019-09-13 N N N 0.0211 29975453.40 29975453.40 0.0015 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.2952% 29604BBY9 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-27 2020-02-26 2020-02-26 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0230 59972406.00 59972406.00 0.0031 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.0800% 29604DX88 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-08 2019-10-08 2019-10-08 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0208 31928136.00 31928136.00 0.0016 N N N N EXPORT DEVELOPMENT CORP. Export Development Canada, 2.1200% 30215HXB1 Z6MHCSLXHKYG4B6PHW02 0000276328 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-11 2019-10-11 2019-10-11 N Y Canada Pension Plan Investment Board 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0212 124691125.00 124691125.00 0.0064 N N N N EXPORT DEVELOPMENT CORP. Export Development Canada, 2.1000% 30215HW30 Z6MHCSLXHKYG4B6PHW02 0000276328 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-03 2019-09-03 2019-09-03 N Y Canada Pension Plan Investment Board 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0210 49988333.50 49988333.50 0.0026 N Y Y N EXXON MOBIL CORP. Exxon Mobil Corp., 2.0100% 30229BWJ2 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-18 2019-09-18 2019-09-18 N N N 0.0201 39757757.87 39757757.87 0.0020 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 1.9900% 30229BWR4 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-25 2019-09-25 2019-09-25 N N N 0.0199 171154030.72 171154030.72 0.0087 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7800% 313384MF3 US313384MF36 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-09-27 2019-09-27 2019-09-27 N N N 0.0178 74896500.00 74896500.00 0.0038 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7700% 313384ME6 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-09-26 2019-09-26 2019-09-26 N N N 0.0177 149801625.00 149801625.00 0.0076 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7800% 313384MK2 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-10-01 2019-10-01 2019-10-01 N N N 0.0178 149763166.50 149763166.50 0.0076 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8300% 313384MT3 US313384MT30 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-10-09 2019-10-09 2019-10-09 N N N 0.0183 149695500.00 149695500.00 0.0076 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8000% 313384MN6 US313384MN69 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-10-04 2019-10-04 2019-10-04 N N N 0.0180 149737791.00 149737791.00 0.0076 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.3800% 313384LP2 US313384LP27 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-09-11 2019-09-11 2019-09-11 N N N 0.0138 60122331.00 60122331.00 0.0031 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6400% 313384LW7 US313384LW77 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-09-18 2019-09-18 2019-09-18 N N N 0.0164 199827500.00 199827500.00 0.0102 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7500% 313384MD8 US313384MD87 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-09-25 2019-09-25 2019-09-25 N N N 0.0175 149810250.00 149810250.00 0.0076 N N Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 2.1400% FOR8UP27PHTHYVLBNG30 0000886982 GOL119903 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2041-10-15 4.000000 25000.00 15835.98 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.500000 325422.00 122107.36 Agency Mortgage-Backed Securities GNMA 2039-11-15 5.000000 171007.00 29467.77 Agency Mortgage-Backed Securities GNMA 2042-02-15 3.500000 20000000.00 5708943.85 Agency Mortgage-Backed Securities GNMA 2036-11-15 5.500000 1180910.00 30635.60 Agency Mortgage-Backed Securities GNMA 2043-03-20 3.500000 310000.00 106011.16 Agency Mortgage-Backed Securities GNMA 2039-11-15 5.000000 81011.00 6216.97 Agency Mortgage-Backed Securities GNMA 2040-08-15 5.000000 175378.00 42463.19 Agency Mortgage-Backed Securities GNMA 2040-07-15 5.000000 144123.00 35418.52 Agency Mortgage-Backed Securities GNMA 2039-12-15 4.000000 293306.00 63852.73 Agency Mortgage-Backed Securities GNMA 2039-11-20 4.000000 3788324.00 633071.44 Agency Mortgage-Backed Securities GNMA 2041-07-15 4.000000 105849.00 22988.21 Agency Mortgage-Backed Securities GNMA 2033-09-15 5.000000 1361190.00 82305.77 Agency Mortgage-Backed Securities GNMA 2041-12-20 3.500000 14349312.00 3988991.84 Agency Mortgage-Backed Securities GNMA 2026-11-20 3.500000 767133.00 129839.94 Agency Mortgage-Backed Securities GNMA 2041-08-20 4.000000 335662.00 64786.90 Agency Mortgage-Backed Securities GNMA 2025-11-20 4.000000 194379.00 17893.54 Agency Mortgage-Backed Securities GNMA 2039-10-20 5.000000 3250000.00 79408.44 Agency Mortgage-Backed Securities GNMA 2036-06-20 5.500000 23160544.00 782294.49 Agency Mortgage-Backed Securities GNMA 2034-04-20 5.000000 9500000.00 447296.46 Agency Mortgage-Backed Securities GNMA 2044-09-20 4.000000 181093.00 81907.93 Agency Mortgage-Backed Securities GNMA 2064-10-20 4.575000 2609008.00 1792218.09 Agency Mortgage-Backed Securities GNMA 2045-02-15 3.500000 35058.00 20635.14 Agency Mortgage-Backed Securities GNMA 2046-07-20 4.000000 3256056.00 1299024.24 Agency Mortgage-Backed Securities GNMA 2046-05-15 4.000000 2549056.00 1881869.73 Agency Mortgage-Backed Securities GNMA 2045-04-20 4.000000 1066248.00 643715.61 Agency Mortgage-Backed Securities GNMA 2045-05-20 3.500000 30000.00 17254.61 Agency Mortgage-Backed Securities GNMA 2034-03-20 4.000000 3196676.00 1547390.70 Agency Mortgage-Backed Securities GNMA 2043-05-20 3.875000 2362112.00 247655.76 Agency Mortgage-Backed Securities GNMA 2043-01-15 3.500000 189998.00 97213.82 Agency Mortgage-Backed Securities GNMA 2043-02-20 3.000000 35566720.00 18041620.55 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.500000 5071624.00 5522684.10 Agency Mortgage-Backed Securities GNMA 2049-07-20 5.000000 1291940.00 1393918.80 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.000000 1307390.00 1425392.70 Agency Mortgage-Backed Securities GNMA 2049-06-20 3.500000 1548398.00 1640084.66 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.000000 5024592.00 5247961.35 Agency Mortgage-Backed Securities GNMA 2049-07-20 4.000000 1763660.00 1871169.06 Agency Mortgage-Backed Securities GNMA 2049-07-20 4.000000 1172494.00 1268585.56 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.500000 6210720.00 6732327.32 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.500000 2736780.00 2968325.27 Agency Mortgage-Backed Securities GNMA 2047-10-15 3.500000 102145.00 98799.32 Agency Mortgage-Backed Securities GNMA 2048-02-20 4.000000 25000.00 23880.71 Agency Mortgage-Backed Securities GNMA 2048-01-20 3.500000 231000.00 215096.40 Agency Mortgage-Backed Securities GNMA 2047-09-15 4.500000 361393.00 309763.78 Agency Mortgage-Backed Securities GNMA 2047-11-15 3.500000 50949.00 42716.88 Agency Mortgage-Backed Securities GNMA 2048-01-15 5.000000 13651.00 9817.09 Agency Mortgage-Backed Securities GNMA 2047-07-20 5.000000 1874086.00 818314.11 Agency Mortgage-Backed Securities GNMA 2048-05-20 4.500000 400000.00 371146.52 Agency Mortgage-Backed Securities GNMA 2049-06-20 3.500000 213771000.00 221396584.12 Agency Mortgage-Backed Securities GNMA 2049-03-20 5.000000 8339744.00 8626700.19 Agency Mortgage-Backed Securities GNMA 2049-01-20 4.000000 2512720.00 2393278.83 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.500000 647282.00 533662.89 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 235781000.00 164380796.77 Agency Mortgage-Backed Securities GNMA 2046-10-20 4.500000 1679344.00 776433.67 Agency Mortgage-Backed Securities GNMA 2046-10-20 3.000000 8324784.00 6250482.62 Agency Mortgage-Backed Securities GNMA 2046-08-20 3.000000 23678500.00 16889046.27 Agency Mortgage-Backed Securities GNMA 2046-07-20 3.500000 305000.00 163172.55 Agency Mortgage-Backed Securities GNMA 2046-04-20 5.500000 762265.00 266950.92 Agency Mortgage-Backed Securities GNMA 2046-02-20 4.000000 25000000.00 10471813.51 Agency Mortgage-Backed Securities GNMA 2045-12-20 3.000000 437832.00 257548.54 Agency Mortgage-Backed Securities GNMA 2045-11-20 3.500000 3463332.00 1205342.51 Agency Mortgage-Backed Securities GNMA 2045-05-20 3.500000 1193698.00 518472.23 Agency Mortgage-Backed Securities GNMA 2046-04-20 3.000000 6905056.00 4304351.90 Agency Mortgage-Backed Securities GNMA 2042-10-15 3.500000 5654096.00 2624970.59 Agency Mortgage-Backed Securities GNMA 2042-03-15 3.500000 5001776.00 900071.93 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 500000000.00 500000000.00 0.0255 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 2.1400% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB319903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-11-15 0.000000 100000.00 95499.00 U.S. Treasuries (including strips) USTR 2019-11-15 0.000000 155000.00 154406.97 U.S. Treasuries (including strips) USTR 2025-08-15 0.000000 30000.00 27547.98 U.S. Treasuries (including strips) USTR 2020-11-15 0.000000 182000.00 178533.26 U.S. Treasuries (including strips) USTR 2025-11-15 0.000000 9000.00 8232.79 U.S. Treasuries (including strips) USTR 2022-02-15 0.000000 50000.00 48275.20 U.S. Treasuries (including strips) USTR 2028-08-15 0.000000 125000.00 109295.88 U.S. Treasuries (including strips) USTR 2026-08-15 1.500000 6510100.00 6531039.17 U.S. Treasuries (including strips) USTR 2021-08-31 1.125000 7504900.00 7486523.72 U.S. Treasuries (including strips) USTR 2019-09-15 0.875000 699600.00 701986.03 U.S. Treasuries (including strips) USTR 2020-07-15 1.500000 43917300.00 43877335.26 U.S. Treasuries (including strips) USTR 2019-08-31 1.250000 43100.00 43352.44 U.S. Treasuries (including strips) USTR 2019-09-30 1.375000 296900.00 298385.80 U.S. Treasuries (including strips) USTR 2024-09-30 2.125000 22400.00 23354.58 U.S. Treasuries (including strips) USTR 2020-10-15 1.625000 125900.00 126527.06 U.S. Treasuries (including strips) USTR 2019-10-31 2.007770 60000.00 60093.27 U.S. Treasuries (including strips) USTR 2022-10-31 2.000000 48883200.00 50035153.86 U.S. Treasuries (including strips) USTR 2023-04-30 2.750000 15527500.00 16386370.24 U.S. Treasuries (including strips) USTR 2020-08-31 2.625000 5981800.00 6108325.05 U.S. Treasuries (including strips) USTR 2025-09-30 3.000000 3624400.00 3995342.90 U.S. Treasuries (including strips) USTR 2023-09-30 2.875000 163799000.00 175055413.18 U.S. Treasuries (including strips) USTR 2020-08-31 1.375000 24381200.00 24449726.68 U.S. Treasuries (including strips) USTR 2020-02-15 0.000000 19817697.28 19655568.70 U.S. Treasuries (including strips) USTR 2024-02-15 0.000000 52587558.69 49242358.91 U.S. Treasuries (including strips) USTR 2024-11-15 0.000000 300000.00 278796.00 U.S. Treasuries (including strips) USTR 2024-08-15 0.000000 260000.00 242485.36 U.S. Treasuries (including strips) USTR 2024-02-15 0.000000 150000.00 140924.10 U.S. Treasuries (including strips) USTR 2023-05-15 0.000000 50000.00 47453.20 U.S. Treasuries (including strips) USTR 2022-05-15 0.000000 150000.00 144343.35 U.S. Treasuries (including strips) USTR 2027-05-15 0.000000 875000.00 781900.00 U.S. Treasuries (including strips) USTR 2027-02-15 0.000000 515000.00 462163.58 U.S. Treasuries (including strips) USTR 2027-11-15 0.000000 1035000.00 916726.41 U.S. Treasuries (including strips) USTR 2027-08-15 0.000000 15000.00 13341.39 U.S. Treasuries (including strips) USTR 2026-02-15 0.000000 300000.00 273218.70 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 400000000.00 400000000.00 0.0204 N Y Y N HYDRO-QUEBEC Hydro-Quebec, 2.0900% 44881MWT6 6THEVG93PYJH84S4D167 0000049448 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-27 2019-09-27 2019-09-27 N Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0209 149756050.50 149756050.50 0.0076 N N N N JP MORGAN SECURITIES INC. JPMorgan Securities, Inc., 2.1500% 8I5DZWZKVSZI1NUHU748 0000019617 JPM319903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-06-30 2.750000 189401300.00 204000053.69 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 200000000.00 200000000.00 0.0102 N Y Y N JP MORGAN SECURITIES INC. JPMorgan Securities, Inc., 2.1600% 8I5DZWZKVSZI1NUHU748 0000019617 JPM219903 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2042-02-15 5.000000 61385.00 15284.01 Agency Mortgage-Backed Securities GNMA 2042-03-20 4.000000 2000000.00 219944.38 Agency Mortgage-Backed Securities GNMA 2041-11-20 4.125000 6555000.00 673830.14 Agency Mortgage-Backed Securities GNMA 2041-05-20 3.875000 2025000.00 181022.69 Agency Mortgage-Backed Securities GNMA 2040-08-20 3.750000 5000000.00 675884.22 Agency Mortgage-Backed Securities GNMA 2035-10-20 4.125000 1000000.00 84467.62 Agency Mortgage-Backed Securities GNMA 2034-10-20 4.125000 1400000.00 57778.84 Agency Mortgage-Backed Securities GNMA 2029-02-20 4.000000 2002332.00 7553.70 Agency Mortgage-Backed Securities GNMA 2025-06-20 3.875000 7275000.00 17612.54 Agency Mortgage-Backed Securities GNMA 2031-01-20 6.000000 766985.00 10177.96 Agency Mortgage-Backed Securities GNMA 2059-03-15 3.620000 140110.00 148184.69 Agency Mortgage-Backed Securities GNMA 2049-08-15 3.140000 6400000.00 6852521.24 Agency Mortgage-Backed Securities GNMA 2049-08-15 3.140000 6300000.00 6745450.60 Agency Mortgage-Backed Securities GNMA 2049-08-15 3.340000 15352000.00 16718183.01 Agency Mortgage-Backed Securities GNMA 2049-08-15 3.340000 11864000.00 12919783.95 Agency Mortgage-Backed Securities GNMA 2049-08-15 3.140000 3680000.00 3940199.72 Agency Mortgage-Backed Securities GNMA 2054-07-15 3.615000 10000000.00 11084752.00 Agency Mortgage-Backed Securities GNMA 2049-07-15 3.370000 1824000.00 1987776.47 Agency Mortgage-Backed Securities GNMA 2049-08-20 3.500000 2543280.00 2645688.84 Agency Mortgage-Backed Securities GNMA 2049-05-20 6.000000 1014760.00 1107404.66 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.500000 10048592.00 8362806.88 Agency Mortgage-Backed Securities GNMA 2049-07-20 4.000000 86092800.00 90186703.96 Agency Mortgage-Backed Securities GNMA 2049-06-20 5.000000 204878592.00 217359750.51 Agency Mortgage-Backed Securities GNMA 2034-08-20 4.500000 1524948.00 1607960.07 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 3620000.00 3682651.26 Agency Mortgage-Backed Securities GNMA 2049-05-20 3.500000 5000000.00 5086374.84 Agency Mortgage-Backed Securities GNMA 2049-03-20 3.500000 8023400.00 7959448.67 Agency Mortgage-Backed Securities GNMA 2049-01-20 5.000000 201076992.00 204352262.62 Agency Mortgage-Backed Securities GNMA 2048-03-20 3.000000 9642512.00 7800257.08 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.000000 107187840.00 76909251.14 Agency Mortgage-Backed Securities GNMA 2045-12-20 3.500000 1347584.00 716574.78 Agency Mortgage-Backed Securities GNMA 2045-04-20 3.500000 13268176.00 5405984.46 Agency Mortgage-Backed Securities GNMA 2046-04-20 3.000000 6300000.00 3927182.77 Agency Mortgage-Backed Securities GNMA 2045-01-20 2.500000 18000000.00 3948212.76 Agency Mortgage-Backed Securities GNMA 2044-08-20 3.500000 18000000.00 6389595.70 Agency Mortgage-Backed Securities GNMA 2044-02-20 3.500000 8283872.00 3011064.37 Agency Mortgage-Backed Securities GNMA 2042-10-20 4.000000 5000000.00 1094065.28 Agency Mortgage-Backed Securities GNMA 2042-11-20 4.000000 250000.00 106351.60 Agency Mortgage-Backed Securities Y Moody's A1 Standard & Poor's A+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 700000000.00 700000000.00 0.0357 N Y Y N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.1500% 49436UWB6 5493001TMCBEHPT4YE78 0000055785 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-11 2019-09-11 2019-09-11 N N N 0.0215 25181939.92 25181939.92 0.0013 N N N N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.1500% 49436UWK6 5493001TMCBEHPT4YE78 0000055785 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 N N 0.0215 32760876.82 32760876.82 0.0017 N N N N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.1500% 49436UWA8 5493001TMCBEHPT4YE78 0000055785 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-10 2019-09-10 2019-09-10 N N N 0.0215 19986861.20 19986861.20 0.0010 N N N N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.1500% 49436UW42 5493001TMCBEHPT4YE78 0000055785 Non-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 0.0215 37788712.54 37788712.54 0.0019 N N Y N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 2.1500% 49436UW91 5493001TMCBEHPT4YE78 0000055785 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-09 2019-09-09 2019-09-09 N N N 0.0215 52668526.51 52668526.51 0.0027 N N Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 2.0700% 48246UW51 549300GDPG70E3MBBU98 0000821533 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 Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0207 117959290.00 117959290.00 0.0060 N N Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 1.9900% 48246UWH5 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-17 2019-09-17 2019-09-17 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0199 95431047.16 95431047.16 0.0049 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.1200% 51489HXN0 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-10-22 2019-10-22 2019-10-22 N N N 0.0212 199378722.00 199378722.00 0.0102 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.1200% 51489HXP5 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-10-23 2019-10-23 2019-10-23 N N N 0.0212 49841750.00 49841750.00 0.0025 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.1300% 51489HWA9 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-10 2019-09-10 2019-09-10 N N N 0.0213 24983752.00 24983752.00 0.0013 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.1300% 51489HW92 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-09 2019-09-09 2019-09-09 N N N 0.0213 99940917.00 99940917.00 0.0051 N N Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.1200% 51489HWG6 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-16 2019-09-16 2019-09-16 N N N 0.0212 49949921.00 49949921.00 0.0026 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.1200% 51489HWJ0 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-18 2019-09-18 2019-09-18 N N N 0.0212 74916083.25 74916083.25 0.0038 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.1200% 51489HXA8 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-10-10 2019-10-10 2019-10-10 N N N 0.0212 73323375.09 73323375.09 0.0037 N N N N MERCK & CO INC. Merck & Co., Inc., 2.5560% 58933YAP0 4YV9Y5M8S0BRK1RP0397 US58933YAP07 0001220372 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-11-10 2020-02-10 2020-02-10 N N N 0.0255 92252517.83 92252517.83 0.0047 N N N N MIZUHO SECURITIES USA INC. Mizuho Securities USA, Inc., 2.1400% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ119903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-09-30 1.125000 28989000.00 28876584.46 U.S. Treasuries (including strips) USTR 2019-10-22 0.000000 92766600.00 92496649.19 U.S. Treasuries (including strips) USTR 2019-11-29 0.000000 170003200.00 169165084.22 U.S. Treasuries (including strips) USTR 2019-10-10 0.000000 117731200.00 117461713.28 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 400000000.00 400000000.00 0.0204 N Y Y N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, 2.1200% 63254FXN2 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-22 2019-10-22 2019-10-22 N N N 0.0212 199379016.00 199379016.00 0.0102 N N N N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, 2.1500% 63254FWQ6 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-24 2019-09-24 2019-09-24 N N N 0.0215 149776354.50 149776354.50 0.0076 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.1500% 63975VX96 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-09 2019-10-09 2019-10-09 N N N 0.0215 15463092.80 15463092.80 0.0008 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.1700% 63975VXP0 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-23 2019-10-23 2019-10-23 N N N 0.0217 42860680.00 42860680.00 0.0022 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.1500% 63975VWR7 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-25 2019-09-25 2019-09-25 N N N 0.0215 199690456.00 199690456.00 0.0102 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.1500% 63975VXG0 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-16 2019-10-16 2019-10-16 N N N 0.0215 89049573.33 89049573.33 0.0045 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.1000% 6698M5WG0 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-16 2019-09-16 2019-09-16 N N N 0.0210 39960352.40 39960352.40 0.0020 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.1300% 6698M5X95 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-09 2019-10-09 2019-10-09 N N N 0.0213 39905777.60 39905777.60 0.0020 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.1200% 6698M5X87 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-08 2019-10-08 2019-10-08 N N N 0.0212 39908176.80 39908176.80 0.0020 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.1300% 6698M5XA2 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-10 2019-10-10 2019-10-10 N N N 0.0213 35913039.12 35913039.12 0.0018 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.1000% 6698M5WC9 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0210 19485212.57 19485212.57 0.0010 N N N N NRW.BANK NRW.Bank, 2.1100% 62939MW37 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-03 2019-09-03 2019-09-03 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0211 9997658.90 9997658.90 0.0005 N Y Y N NRW.BANK NRW.Bank, 2.1000% 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 0.0210 69975476.90 69975476.90 0.0036 N N Y N NRW.BANK NRW.Bank, 2.0300% 62939MXQ5 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-24 2019-10-24 2019-10-24 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0203 194396122.05 194396122.05 0.0099 N N N N NRW.BANK NRW.Bank, 2.0700% 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 0.0207 49942528.00 49942528.00 0.0026 N N N N NRW.BANK NRW.Bank, 2.0300% 62939MXR3 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-25 2019-10-25 2019-10-25 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0203 29862588.72 29862588.72 0.0015 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.1300% 67616SWD1 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-13 2019-09-13 2019-09-13 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0213 111457599.79 111457599.79 0.0057 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.0900% 67616SXM0 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-21 2019-10-21 2019-10-21 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0209 43244619.52 43244619.52 0.0022 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.3441% 69033MFX0 5493007O3QFXCPOGWK22 US69033MFX02 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-09-04 2019-09-04 2019-09-04 N N N 0.0234 125003572.50 125003572.50 0.0064 N N Y 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 199999932.00 199999932.00 0.0102 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 99999890.00 99999890.00 0.0051 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.1638% 69034CHD3 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-20 2020-02-18 2020-02-18 N N N 0.0216 49999884.00 49999884.00 0.0026 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 24999995.75 24999995.75 0.0013 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.3285% 69033MHL4 5493007O3QFXCPOGWK22 US69033MHL46 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-09-06 2019-11-06 2019-11-06 N N N 0.0233 100009134.00 100009134.00 0.0051 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.1500% 69372BWC0 PH3S12DWZBHHQKVYZ297 0000731288 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-12 2019-09-12 2019-09-12 N N N 0.0215 12490295.13 12490295.13 0.0006 N N N N PFIZER INC. Pfizer, Inc., 2.0600% 71708FWP3 765LHXWGK1KXCLTFYQ30 0000078003 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-23 2019-09-23 2019-09-23 N N N 0.0206 21247765.40 21247765.40 0.0011 N N N N PROVINCE OF ALBERTA Alberta Province, 2.1000% 01306NW46 LQPXMHHNJKIPJYE53543 0000810961 Non-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 0.0210 109967916.30 109967916.30 0.0056 N N Y N PROVINCE OF BRITISH COLUMBIA Province of Columbia, 2.1000% 11070KWL7 54930058TO7MEKUHWL16 0000014306 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-20 2019-09-20 2019-09-20 N N N 0.0210 22572367.66 22572367.66 0.0012 N N N N PROVINCE OF BRITISH COLUMBIA Province of Columbia, 2.1000% 11070KWK9 54930058TO7MEKUHWL16 0000014306 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 N N 0.0210 97686063.00 97686063.00 0.0050 N N N N PROVINCE OF BRITISH COLUMBIA Province of Columbia, 2.1000% 11070KWS2 54930058TO7MEKUHWL16 0000014306 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-26 2019-09-26 2019-09-26 N N N 0.0210 60345169.64 60345169.64 0.0031 N N N N PSP CAPITAL INC PSP Capital, Inc., 2.1000% 69370BWP3 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-23 2019-09-23 2019-09-23 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0210 49930200.00 49930200.00 0.0025 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 2.1400% ES7IP3U3RHIGC71XBU11 0001000275 RBC219903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-07-31 2.875000 100.00 108.23 U.S. Treasuries (including strips) USTR 2025-06-30 2.750000 25440200.00 27387607.21 U.S. Treasuries (including strips) USTR 2024-05-31 2.000000 3400.00 3506.16 U.S. Treasuries (including strips) USTR 2020-05-31 1.500000 1000.00 1001.07 U.S. Treasuries (including strips) USTR 2027-05-15 2.375000 298620800.00 320153023.19 U.S. Treasuries (including strips) USTR 2021-06-30 2.125000 11892500.00 12051055.79 U.S. Treasuries (including strips) USTR 2020-07-31 2.000000 4000.00 4012.92 U.S. Treasuries (including strips) USTR 2021-11-30 1.750000 4100.00 4138.41 U.S. Treasuries (including strips) USTR 2019-10-31 1.250000 2600.00 2606.92 U.S. Treasuries (including strips) USTR 2019-08-31 1.000000 2000.00 2009.44 U.S. Treasuries (including strips) USTR 2022-01-15 0.125000 21154600.00 23800384.84 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 1700.00 1841.67 U.S. Treasuries (including strips) USTR 2021-08-15 2.125000 32363600.00 32737922.85 U.S. Treasuries (including strips) USTR 2021-07-15 0.625000 74500.00 85283.69 U.S. Treasuries (including strips) USTR 2021-04-15 0.125000 6500.00 6959.57 U.S. Treasuries (including strips) USTR 2021-01-15 1.125000 100.00 117.83 U.S. Treasuries (including strips) USTR 2026-02-15 1.625000 300.00 303.00 U.S. Treasuries (including strips) USTR 2023-01-31 1.750000 17152400.00 17346919.03 U.S. Treasuries (including strips) USTR 2020-07-15 1.250000 18564800.00 21946607.71 U.S. Treasuries (including strips) USTR 2025-08-15 2.000000 21920600.00 22612177.77 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 3000.00 3251.53 U.S. Treasuries (including strips) USTR 2021-12-31 2.125000 12600.00 12822.55 U.S. Treasuries (including strips) USTR 2021-08-31 2.000000 100.00 101.87 U.S. Treasuries (including strips) USTR 2021-02-28 2.000000 400.00 406.07 U.S. Treasuries (including strips) USTR 2022-06-15 1.750000 3464000.00 3504195.84 U.S. Treasuries (including strips) USTR 2022-05-15 2.125000 84732600.00 86692352.21 U.S. Treasuries (including strips) USTR 2029-05-15 2.375000 293700.00 318249.08 U.S. Treasuries (including strips) USTR 2026-04-30 2.375000 50000000.00 53249532.07 U.S. Treasuries (including strips) USTR 2026-03-31 2.250000 200.00 211.62 U.S. Treasuries (including strips) USTR 2024-02-29 2.375000 139489700.00 146858447.33 U.S. Treasuries (including strips) USTR 2024-01-31 2.500000 3178200.00 3327823.44 U.S. Treasuries (including strips) USTR 2021-01-31 2.500000 22649700.00 22954271.50 U.S. Treasuries (including strips) USTR 2022-01-15 2.500000 22000.00 22574.97 U.S. Treasuries (including strips) USTR 2021-12-15 2.625000 100.00 103.07 U.S. Treasuries (including strips) USTR 2023-10-31 2.875000 5500.00 5868.67 U.S. Treasuries (including strips) USTR 2025-10-31 3.000000 6382900.00 7022311.17 U.S. Treasuries (including strips) USTR 2021-10-15 2.875000 700.00 727.02 U.S. Treasuries (including strips) USTR 2025-09-30 3.000000 400.00 440.66 U.S. Treasuries (including strips) USTR 2025-08-31 2.750000 18400.00 20009.36 U.S. Treasuries (including strips) USTR 2021-08-15 2.750000 6000.00 6142.93 U.S. Treasuries (including strips) USTR 2020-05-31 2.500000 213900.00 216248.16 U.S. Treasuries (including strips) USTR 2021-03-15 2.375000 800.00 817.49 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 84600.00 91749.65 U.S. Treasuries (including strips) USTR 2027-11-15 2.250000 1947200.00 2073343.74 U.S. Treasuries (including strips) USTR 2019-09-30 1.375000 112917300.00 113469508.79 U.S. Treasuries (including strips) USTR 2022-09-30 1.875000 300.00 306.18 U.S. Treasuries (including strips) USTR 2027-01-15 2.375000 400.00 598.25 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's AA- 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 900000000.00 900000000.00 0.0460 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 9052526.13 9052526.13 0.0005 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.5785% 78012UKT1 ES7IP3U3RHIGC71XBU11 US78012UKT15 0001000275 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 0.0258 100008451.00 100008451.00 0.0051 N N Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.3300% 78012UPP4 ES7IP3U3RHIGC71XBU11 US78012UPP48 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-09-22 2020-05-22 2020-05-22 N N N 0.0233 99953864.00 99953864.00 0.0051 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.3828% 78012UPJ8 ES7IP3U3RHIGC71XBU11 US78012UPJ87 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-09-10 2020-05-08 2020-05-08 N N N 0.0238 19992554.60 19992554.60 0.0010 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.4622% 78014XBD8 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-16 2020-01-16 2020-01-16 N N N 0.0246 30011895.30 30011895.30 0.0015 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.4041% 78014XBS5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-05 2020-03-05 2020-03-05 N N N 0.0240 74983998.00 74983998.00 0.0038 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.4409% 78014XBC0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-11 2019-10-11 2019-10-11 N N N 0.0244 75018531.75 75018531.75 0.0038 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 100000000.00 100000000.00 0.0051 N Y Y 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 75037712.25 75037712.25 0.0038 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.3689% 78014XBX4 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-01 2020-04-01 2020-04-01 N N N 0.0237 59999800.20 59999800.20 0.0031 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 0.0279 25478343.59 25478343.59 0.0013 N N N N SHELL INTERNATIONAL FINANCE BV Shell International Finance BV, 2.6310% 822582BH4 213800ITMMKU4Z7I4F78 US822582BH45 0001333621 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-11-11 2020-05-11 2020-05-11 N N N 0.0262 20950680.62 20950680.62 0.0011 N N N N SIEMENS AG Siemens Capital Co. LLC, 2.0700% 82619UW59 EOSCVWUER252U910GR08 0000940418 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 N N 0.0207 304894775.00 304894775.00 0.0156 N N Y N SIEMENS AG Siemens Capital Co. LLC, 2.0500% 82619UWK6 EOSCVWUER252U910GR08 0000940418 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 N N 0.0205 49943055.50 49943055.50 0.0026 N N N N SIMON PROPERTY GROUP INC. Simon Property Group, LP, 2.1500% 82880XWG1 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-16 2019-09-16 2019-09-16 N N N 0.0215 11163659.50 11163659.50 0.0006 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.0700% 83050UX11 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0207 149725066.50 149725066.50 0.0076 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.0900% 83050UW46 F3JS33DEI6XQ4ZBPTN86 0001534653 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 0.0209 59482703.95 59482703.95 0.0030 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 2.0700% 83050UWP9 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-23 2019-09-23 2019-09-23 N N N 0.0207 149793199.50 149793199.50 0.0076 N N N N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.0600% 86562LW57 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-09-05 2019-09-05 2019-09-05 N N N 0.0206 224922863.25 224922863.25 0.0115 N N Y N SUMITOMO MITSUI FINANCIAL GROUP INC. Sumitomo Mitsui Bank NY, 2.0600% 86562LW65 5U0XI89JRFVHWIBS4F54 0001184915 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 0.0206 149939916.00 149939916.00 0.0077 N N Y N SVENSKA HANDELSBANKEN AB Svenska Handelsbanken NY, 2.3222% 86958J6R5 NHBDILHZTYCNBV5UYZ31 US86958J6R50 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-10-16 2019-10-16 2019-10-16 N N N 0.0232 139998965.40 139998965.40 0.0071 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 2.1500% PT3QB789TSUIDF371261 0000947263 TOR319903 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2028-01-15 1.750000 8829800.00 12396313.18 U.S. Treasuries (including strips) USTR 2025-01-15 2.375000 13875000.00 21275049.09 U.S. Treasuries (including strips) USTR 2029-04-15 3.875000 9280400.00 20026550.64 U.S. Treasuries (including strips) TVDB 2027-02-01 2.875000 5000.00 5375.50 Agency Debentures and Agency Strips TVDB 2024-09-15 2.875000 330000.00 355115.34 Agency Debentures and Agency Strips TVDB 2025-11-01 6.750000 977000.00 1289327.85 Agency Debentures and Agency Strips FMAC 2023-06-19 2.750000 219000.00 230215.78 Agency Debentures and Agency Strips FMAC 2020-04-23 2.500000 2950000.00 2987404.36 Agency Debentures and Agency Strips FMAC 2021-02-16 2.375000 1042000.00 1054278.52 Agency Debentures and Agency Strips FMAC 2020-11-17 1.875000 6679000.00 6730325.33 Agency Debentures and Agency Strips FMAC 2020-09-29 1.625000 17450000.00 17542920.77 Agency Debentures and Agency Strips FMAC 2020-01-17 1.500000 979000.00 978935.06 Agency Debentures and Agency Strips FMAC 2021-08-12 1.125000 80000.00 79285.96 Agency Debentures and Agency Strips FMAC 2020-05-01 1.375000 624000.00 624795.69 Agency Debentures and Agency Strips FMAC 2022-01-13 2.375000 252000.00 257310.07 Agency Debentures and Agency Strips FNMA 2019-11-26 1.750000 20000.00 20075.63 Agency Debentures and Agency Strips FNMA 2024-09-06 2.625000 5959000.00 6365198.21 Agency Debentures and Agency Strips FNMA 2024-07-02 1.750000 14728000.00 14923054.36 Agency Debentures and Agency Strips FNMA 2022-04-12 2.250000 292000.00 299880.20 Agency Debentures and Agency Strips FNMA 2024-02-05 2.500000 839000.00 878371.01 Agency Debentures and Agency Strips FNMA 2022-01-11 2.625000 3025000.00 3109669.50 Agency Debentures and Agency Strips FNMA 2020-10-30 2.875000 817000.00 835752.87 Agency Debentures and Agency Strips FNMA 2023-09-12 2.875000 19170000.00 20481355.80 Agency Debentures and Agency Strips FNMA 2021-06-22 2.750000 915000.00 938949.62 Agency Debentures and Agency Strips FNMA 2021-04-13 2.500000 2436000.00 2493693.95 Agency Debentures and Agency Strips FNMA 2023-01-19 2.375000 2008000.00 2070358.16 Agency Debentures and Agency Strips FNMA 2022-10-05 2.000000 904000.00 925013.98 Agency Debentures and Agency Strips FNMA 2020-07-30 1.500000 890000.00 888558.20 Agency Debentures and Agency Strips FNMA 2022-04-05 1.875000 548000.00 557229.46 Agency Debentures and Agency Strips FNMA 2022-01-05 2.000000 1758000.00 1779826.55 Agency Debentures and Agency Strips FNMA 2021-10-07 1.375000 1677000.00 1679032.20 Agency Debentures and Agency Strips FNMA 2026-09-24 1.875000 23272000.00 23979538.62 Agency Debentures and Agency Strips FNMA 2021-08-17 1.250000 1850000.00 1839494.57 Agency Debentures and Agency Strips FNMA 2021-05-06 1.250000 565000.00 564225.01 Agency Debentures and Agency Strips FNMA 2026-04-24 2.125000 727000.00 759676.83 Agency Debentures and Agency Strips FNMA 2021-02-26 1.375000 5179000.00 5161043.26 Agency Debentures and Agency Strips FNMA 2020-12-28 1.875000 630000.00 633422.89 Agency Debentures and Agency Strips FNMA 2020-11-30 1.500000 727000.00 727843.32 Agency Debentures and Agency Strips FNMA 2020-06-22 1.500000 5807000.00 5808238.83 Agency Debentures and Agency Strips FNMA 2029-05-15 6.250000 3160000.00 4501164.57 Agency Debentures and Agency Strips FMAC 2022-06-20 2.550000 1700000.00 1708806.57 Agency Debentures and Agency Strips FMAC 2022-04-08 2.700000 2950000.00 2983252.40 Agency Debentures and Agency Strips FHLB 2019-11-01 0.000000 500000.00 498212.00 Agency Debentures and Agency Strips FHLB 2019-10-18 0.000000 25500000.00 25428702.00 Agency Debentures and Agency Strips FHLB 2019-10-11 0.000000 300000.00 299279.40 Agency Debentures and Agency Strips FHLB 2019-10-04 0.000000 1000000.00 997993.00 Agency Debentures and Agency Strips FHLB 2019-09-03 0.000000 100000.00 99977.00 Agency Debentures and Agency Strips FHLB 2023-09-08 3.375000 385000.00 419316.97 Agency Debentures and Agency Strips FHLB 2019-09-13 2.000000 10000.00 10091.28 Agency Debentures and Agency Strips FHLB 2020-06-12 1.750000 880000.00 882535.87 Agency Debentures and Agency Strips FHLB 2022-09-09 2.000000 19500000.00 19949280.00 Agency Debentures and Agency Strips FHLB 2022-06-10 2.125000 2255000.00 2302157.06 Agency Debentures and Agency Strips FHLB 2020-09-11 2.875000 4060000.00 4159455.90 Agency Debentures and Agency Strips FHLB 2024-08-15 1.500000 16200000.00 16154710.20 Agency Debentures and Agency Strips FHLB 2021-07-07 1.875000 27330000.00 27526951.37 Agency Debentures and Agency Strips FHLB 2028-06-12 3.050000 875000.00 882042.29 Agency Debentures and Agency Strips FHLB 2024-02-13 2.500000 1000000.00 1046120.56 Agency Debentures and Agency Strips FHLB 2028-11-16 3.250000 20545000.00 23503251.72 Agency Debentures and Agency Strips FHLB 2021-10-12 3.000000 525000.00 546724.50 Agency Debentures and Agency Strips FHLB 2020-10-01 2.625000 1025000.00 1046078.70 Agency Debentures and Agency Strips FHLB 2028-06-09 3.250000 300000.00 338510.25 Agency Debentures and Agency Strips FHLB 2019-12-26 2.193000 1500000.00 1505864.37 Agency Debentures and Agency Strips FHLB 2019-12-06 2.179000 190000.00 190251.31 Agency Debentures and Agency Strips FHLB 2020-09-28 1.375000 660000.00 660812.17 Agency Debentures and Agency Strips FHLB 2021-11-29 1.875000 560000.00 566826.17 Agency Debentures and Agency Strips FHLB 2020-09-28 2.290000 27980000.00 28020493.28 Agency Debentures and Agency Strips FHLB 2019-09-26 1.000000 2000000.00 2006775.56 Agency Debentures and Agency Strips FHLB 2021-07-14 1.125000 300000.00 297998.25 Agency Debentures and Agency Strips FHLB 2021-02-18 1.375000 1515000.00 1510749.41 Agency Debentures and Agency Strips FHLB 2023-12-08 2.250000 230000.00 238101.75 Agency Debentures and Agency Strips FHLB 2024-06-14 2.875000 135000.00 144653.91 Agency Debentures and Agency Strips FHLB 2021-03-12 2.375000 2955000.00 3020197.15 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 350000000.00 350000000.00 0.0179 N Y Y 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 100048256.00 100048256.00 0.0051 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.2920% 89120DMF3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-18 2019-10-17 2019-10-17 N N N 0.0229 100011335.00 100011335.00 0.0051 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.3441% 89120DMX4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-03 2019-12-03 2019-12-03 N N N 0.0234 50003338.00 50003338.00 0.0026 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 100047210.00 100047210.00 0.0051 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.2920% 89114MK71 PT3QB789TSUIDF371261 US89114MK718 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-09-18 2020-02-18 2020-02-18 N N N 0.0229 199931762.00 199931762.00 0.0102 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.5421% 89120DLK3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-20 2019-11-20 2019-11-20 N N N 0.0254 45032890.50 45032890.50 0.0023 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.3285% 89114MP43 PT3QB789TSUIDF371261 US89114MP436 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-09-06 2019-12-03 2019-12-03 N N N 0.0233 50000002.00 50000002.00 0.0026 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.0900% 89152FW35 529900S21EQ1BO4ESM68 0001226646 Non-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 0.0209 93026392.39 93026392.39 0.0047 N Y Y N TOTAL S.A. Total Capital Canada, Ltd., 2.1000% 89152FW50 529900S21EQ1BO4ESM68 0001226646 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 N N 0.0210 199930134.00 199930134.00 0.0102 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 2.1300% 89153QXP0 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-10-23 2019-10-23 2019-10-23 N N N 0.0213 199361600.00 199361600.00 0.0102 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.5633% 89236TDV4 Z2VZBHUMB7PWWJ63I008 US89236TDV44 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-10-17 2020-04-17 2020-04-17 N N N 0.0256 10593197.28 10593197.28 0.0005 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.2195% 89236TFZ3 Z2VZBHUMB7PWWJ63I008 US89236TFZ30 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-11-21 2020-05-22 2020-05-22 N N N 0.0222 159942705.60 159942705.60 0.0082 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.3326% 89233AV71 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-08 2020-01-03 2020-01-03 N N N 0.0233 150004528.50 150004528.50 0.0077 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.3452% 89233A3A5 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-27 2020-04-20 2020-04-20 N N N 0.0235 29994819.60 29994819.60 0.0015 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.2952% 89233AX38 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-27 2020-01-21 2020-01-21 N N N 0.0230 150000685.50 150000685.50 0.0077 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 100002608.00 100002608.00 0.0051 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.5800% 912796VV8 US912796VV85 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-09-17 2019-09-17 2019-09-17 N N N 0.0158 199842208.00 199842208.00 0.0102 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.7200% 912796VW6 US912796VW68 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-09-24 2019-09-24 2019-09-24 N N N 0.0172 149821062.00 149821062.00 0.0076 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 2.0988% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-09-01 2021-04-30 2021-04-30 N N N 0.0210 449406688.50 449406688.50 0.0229 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 2.1798% 9128287G9 US9128287G95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-09-01 2021-07-31 2021-07-31 N N N 0.0218 374864441.25 374864441.25 0.0191 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 2.0900% 91127QWQ8 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-24 2019-09-24 2019-09-24 N N N 0.0209 99854931.00 99854931.00 0.0051 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.1000% 91127QWG0 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-16 2019-09-16 2019-09-16 N N N 0.0210 91209504.35 91209504.35 0.0047 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.1000% 91127QXR5 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-25 2019-10-25 2019-10-25 N N N 0.0210 49837522.00 49837522.00 0.0025 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.1100% 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 0.0211 199917944.00 199917944.00 0.0102 N N Y N UNITED OVERSEAS BANK United Overseas Bank, 2.1100% 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 0.0211 19995302.20 19995302.20 0.0010 N Y Y N WAL-MART STORES INC. Wal-Mart Stores, Inc., 2.1000% 93114FW91 Y87794H0US1R65VBXU25 0000104169 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-09-09 2019-09-09 2019-09-09 N N N 0.0210 332805751.11 332805751.11 0.0170 N N Y N THE DFA INVESTMENT TRUST COMPANY 2019-09-06 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer