N-MFP2 0000896162 XXXXXXXX 2019-09-30 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 18 70 7723296182.15 6712197402.47 7183174343.01 6354536961.65 10942491722.79 10555017932.34 9960604206.75 8357202825.44 0.3871 0.3268 0.3778 0.3565 0.5484 0.5139 0.5238 0.4689 1030550848.50 16734033760.18 16734033760.18 13577158.38 35712328.55 17742449438.51 1533526029.82 0.0210 11.5700 11.5700 11.5700 11.5700 C000086468 1.00 17742449438.51 1533526029.82 11.5700 11.5700 11.5700 11.5700 1833587107.56 1474352315.92 2289483985.52 1761878777.86 1332294506.24 2813985057.08 1470867690.64 2669397249.94 7255076360.24 9096397913.03 0.0205 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 86082783.60 86082783.60 0.0049 N N N N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 2.3000% 9DJT3UXIJIZJI4WXO774 0000070858 BAC119A01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-07-15 0.375000 68721100.00 75491820.30 U.S. Treasuries (including strips) USTR 2029-07-15 0.250000 76562400.00 77508244.83 U.S. Treasuries (including strips) Y Moody's A3 Standard & Poor's A- 2019-10-01 2019-10-01 2019-10-01 N N N 0.0230 150000000.00 150000000.00 0.0085 N Y Y N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.1876% 06370RUU1 NQQ6HPCNCCU6TUTQYE16 US06370RUU12 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-12-03 2020-03-02 2020-03-02 N N N 0.0219 25003047.25 25003047.25 0.0014 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 250043882.50 250043882.50 0.0141 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.2184% 06370R2V0 NQQ6HPCNCCU6TUTQYE16 US06370R2V07 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-12-11 2020-09-11 2020-09-11 N N N 0.0222 49999861.00 49999861.00 0.0028 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.3019% 06370RLX5 NQQ6HPCNCCU6TUTQYE16 US06370RLX51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-10-04 2019-10-04 2019-10-04 N N N 0.0230 200001292.00 200001292.00 0.0113 N N Y N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.4719% 06370RPD5 NQQ6HPCNCCU6TUTQYE16 US06370RPD51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-10-04 2019-12-04 2019-12-04 N N N 0.0247 70034216.70 70034216.70 0.0039 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 1841384.38 1841384.38 0.0001 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.2621% 06417LJV0 L3I9ZG2KFGXZ61BMYR72 0001503461 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 0.0226 100002280.00 100002280.00 0.0056 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.2909% 06417LMY0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-10-18 2020-06-18 2020-06-18 N N N 0.0229 99978554.00 99978554.00 0.0056 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.3244% 06417GW53 L3I9ZG2KFGXZ61BMYR72 US06417GW530 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-12-29 2019-12-30 2019-12-30 N N N 0.0232 20011301.20 20011301.20 0.0011 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 65018094.05 65018094.05 0.0037 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 149999038.50 149999038.50 0.0085 N N N 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 26005997.42 26005997.42 0.0015 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 40003984.00 40003984.00 0.0023 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 2.3000% AC28XWWI3WIBK2824319 0000312069 BCG219A01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-02-29 2.375000 219759100.00 227842151.22 U.S. Treasuries (including strips) USTR 2028-11-15 3.125000 17144800.00 19448696.79 U.S. Treasuries (including strips) USTR 2020-09-30 2.750000 313930300.00 316769171.70 U.S. Treasuries (including strips) Y Moody's Baa3 Standard & Poor's BBB 2019-10-01 2019-10-01 2019-10-01 N N N 0.0230 553000000.00 553000000.00 0.0312 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 2602804.75 2602804.75 0.0001 N N N N BNG BANK NV BNG Bank NV, 2.2000% 09657SX42 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-04 2019-10-04 2019-10-04 N N N 0.0220 149963367.00 149963367.00 0.0085 N N Y N BNG BANK NV BNG Bank NV, 2.2200% 09657SX26 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-02 2019-10-02 2019-10-02 N N N 0.0222 124984570.00 124984570.00 0.0070 N N Y N BNG BANK NV BNG Bank NV, 2.2400% 09657SX18 529900GGYMNGRQTDOO93 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 0.0224 29998137.60 29998137.60 0.0017 N Y Y N BOEING CO. Boeing Co., 2.1500% 09702MZ48 RVHJWBXLJ1RFUBSY1F30 0000012927 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-04 2019-12-04 2019-12-04 N N N 0.0215 78889280.23 78889280.23 0.0044 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 1.8900% 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 0.0189 44940874.95 44940874.95 0.0025 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 1.8700% 12800BXU1 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-28 2019-10-28 2019-10-28 N N N 0.0187 33451354.32 33451354.32 0.0019 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 1.9100% 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 0.0191 73510281.60 73510281.60 0.0041 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse des Depots et Consignations, 1.9400% 12800BX72 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-07 2019-10-07 2019-10-07 N N N 0.0194 199924478.00 199924478.00 0.0113 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.2121% 13606BY42 2IGI19DL77OX0HC3ZE78 US13606BY429 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-10-10 2020-05-08 2020-05-08 N N N 0.0221 249907850.00 249907850.00 0.0141 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.1975% 13606BY83 2IGI19DL77OX0HC3ZE78 US13606BY833 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-10-15 2020-05-15 2020-05-15 N N N 0.0220 54977290.50 54977290.50 0.0031 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.2490% 13606BZ25 2IGI19DL77OX0HC3ZE78 US13606BZ251 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-10-01 2020-06-01 2020-06-01 N N N 0.0225 44974207.35 44974207.35 0.0025 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.2372% 13606BT71 2IGI19DL77OX0HC3ZE78 US13606BT718 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-10-06 2020-04-06 2020-04-06 N N N 0.0224 102476997.98 102476997.98 0.0058 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.1200% 13606B3Y0 2IGI19DL77OX0HC3ZE78 US13606B3Y05 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-10-01 2020-07-17 2020-07-17 N N N 0.0212 34999988.80 34999988.80 0.0020 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 2.1375% 13606BR73 2IGI19DL77OX0HC3ZE78 US13606BR738 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-10-15 2019-10-15 2019-10-15 N N N 0.0214 99998983.00 99998983.00 0.0056 N N N N CHEVRON CORP. Chevron Corp., 2.0200% 16677KXU2 0000093410 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-28 2019-10-28 2019-10-28 N N N 0.0202 58907258.49 58907258.49 0.0033 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 2.1096% 22411VAF5 4BFD7AQU0A75QLAHK410 US22411VAF58 0001283718 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-12-27 2019-12-27 2019-12-27 N Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0211 50001399.00 50001399.00 0.0028 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 2.1000% 12624DXP2 4BFD7AQU0A75QLAHK410 0001283718 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 Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0210 44839931.43 44839931.43 0.0025 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 2.1000% 12624DXM9 4BFD7AQU0A75QLAHK410 0001283718 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 Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0210 49938808.50 49938808.50 0.0028 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 2.0900% 12624DXQ0 4BFD7AQU0A75QLAHK410 0001283718 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 Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0209 73771968.75 73771968.75 0.0042 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.2300% 23305EX99 ATUEL7OJR5057F2PV266 0001501323 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 0.0223 99944300.00 99944300.00 0.0056 N N N N DBS BANK LTD. DBS Bank, Ltd., 2.3200% 23305EX16 ATUEL7OJR5057F2PV266 0001501323 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 0.0232 135991242.96 135991242.96 0.0077 N Y Y N DEERE & CO. John Deere Canada ULC, 2.1800% 24423JX44 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-10-04 2019-10-04 2019-10-04 N N N 0.0218 49987905.50 49987905.50 0.0028 N N Y N DEERE & CO. John Deere Canada ULC, 2.0400% 24423JXF9 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-10-15 2019-10-15 2019-10-15 N N N 0.0204 54953250.00 54953250.00 0.0031 N N N N DEERE & CO. John Deere Canada ULC, 2.0600% 24423JXP7 54930034SQM5911PYS66 0000315189 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 0.0206 49934194.50 49934194.50 0.0028 N N N N DEERE & CO. John Deere Canada ULC, 2.0600% 24423JXJ1 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-10-18 2019-10-18 2019-10-18 N N N 0.0206 99897300.00 99897300.00 0.0056 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.1100% 2332K1XB1 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-11 2019-10-11 2019-10-11 N N N 0.0211 19987130.00 19987130.00 0.0011 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.1000% 2332K1XM7 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-21 2019-10-21 2019-10-21 N N N 0.0210 99877617.00 99877617.00 0.0056 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.1000% 2332K1YK0 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-19 2019-11-19 2019-11-19 N N N 0.0210 74782291.50 74782291.50 0.0042 N N N N DNB NORBANK ASA DNB NORBANK ASA, 2.1000% 2332K1YC8 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-12 2019-11-12 2019-11-12 N N N 0.0210 99750361.00 99750361.00 0.0056 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.0700% 29604CA77 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-07 2020-01-07 2020-01-07 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0207 55334283.64 55334283.64 0.0031 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.0300% 29604DXW5 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-30 2019-10-30 2019-10-30 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0203 45298240.47 45298240.47 0.0026 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.1959% 29604BBY9 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-27 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 0.0220 59988104.40 59988104.40 0.0034 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 2.1600% 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 0.0216 31984668.48 31984668.48 0.0018 N N N N EXPORT DEVELOPMENT CORP. Export Development Canada, 2.0800% 30215HXF2 Z6MHCSLXHKYG4B6PHW02 0000276328 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-15 2019-10-15 2019-10-15 N Y Canada Pension Plan Investment Board 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0208 49956666.50 49956666.50 0.0028 N N N N EXPORT DEVELOPMENT CORP. Export Development Canada, 2.1300% 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 0.0213 124918646.25 124918646.25 0.0070 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 2.0200% 30229BYC5 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-12 2019-11-12 2019-11-12 N N N 0.0202 199518878.00 199518878.00 0.0112 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 2.2500% 30229BX36 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-03 2019-10-03 2019-10-03 N N N 0.0225 99981292.00 99981292.00 0.0056 N N Y N EXXON MOBIL CORP. Exxon Mobil Corp., 2.1300% 30229BX93 J3WHBG0MTS7O8ZVMDC91 0000034088 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 89452274.13 89452274.13 0.0050 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 1.9800% 30229BXN2 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-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 0.0198 19476488.46 19476488.46 0.0011 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8500% 313384PM5 US313384PM59 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-11-20 2019-11-20 2019-11-20 N N N 0.0185 87526859.43 87526859.43 0.0049 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8500% 313384PZ6 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0185 199355888.00 199355888.00 0.0112 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.9400% 313384ML0 US313384ML04 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-10-02 2019-10-02 2019-10-02 N N N 0.0094 149992167.00 149992167.00 0.0085 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.0060% 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 0.0094 150000000.00 150000000.00 0.0085 N Y Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6700% 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 0.0167 149937333.00 149937333.00 0.0085 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.4100% 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 0.0141 149976499.50 149976499.50 0.0085 N N Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 2.2800% FOR8UP27PHTHYVLBNG30 0000886982 GOL119A01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2043-03-15 3.000000 2754084.00 2012263.59 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.500000 325422.00 118742.22 Agency Mortgage-Backed Securities GNMA 2040-04-15 4.500000 254251.00 119552.29 Agency Mortgage-Backed Securities GNMA 2040-09-15 5.000000 500000.00 197065.78 Agency Mortgage-Backed Securities GNMA 2042-02-15 3.500000 20000000.00 5605834.38 Agency Mortgage-Backed Securities GNMA 2046-10-15 2.500000 456671.00 396152.71 Agency Mortgage-Backed Securities GNMA 2046-09-15 2.500000 532689.00 486868.88 Agency Mortgage-Backed Securities GNMA 2041-08-15 4.750000 3052548.00 527939.47 Agency Mortgage-Backed Securities GNMA 2040-09-15 4.000000 553678.00 92428.33 Agency Mortgage-Backed Securities GNMA 2041-02-15 5.000000 142203.00 35240.44 Agency Mortgage-Backed Securities GNMA 2041-03-15 4.000000 25000.00 6374.99 Agency Mortgage-Backed Securities GNMA 2042-03-20 4.500000 600000.00 159289.75 Agency Mortgage-Backed Securities GNMA 2040-09-20 4.500000 65924.00 23300.38 Agency Mortgage-Backed Securities GNMA 2048-06-15 3.500000 200000.00 179616.35 Agency Mortgage-Backed Securities GNMA 2048-01-20 4.000000 954000.00 855592.34 Agency Mortgage-Backed Securities GNMA 2048-02-20 3.500000 42000000.00 40071388.67 Agency Mortgage-Backed Securities GNMA 2047-01-20 3.500000 15100000.00 12724214.39 Agency Mortgage-Backed Securities GNMA 2046-09-15 4.500000 138839.00 44066.03 Agency Mortgage-Backed Securities GNMA 2045-10-20 4.000000 772102.00 659186.28 Agency Mortgage-Backed Securities GNMA 2045-02-20 4.000000 7657360.00 3856672.35 Agency Mortgage-Backed Securities GNMA 2043-06-15 3.500000 37934.00 25717.74 Agency Mortgage-Backed Securities GNMA 2043-03-20 3.500000 310000.00 103788.82 Agency Mortgage-Backed Securities GNMA 2042-06-20 3.000000 550475.00 187355.22 Agency Mortgage-Backed Securities GNMA 2048-02-20 3.500000 325000.00 303629.17 Agency Mortgage-Backed Securities GNMA 2045-02-15 3.000000 290000.00 229795.69 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.000000 1915864.00 477659.15 Agency Mortgage-Backed Securities GNMA 2040-12-15 4.000000 1000000.00 149968.41 Agency Mortgage-Backed Securities GNMA 2040-06-15 4.000000 1072328.00 182577.61 Agency Mortgage-Backed Securities GNMA 2040-01-20 4.500000 626277.00 46203.62 Agency Mortgage-Backed Securities GNMA 2041-04-15 5.000000 109231.00 21081.77 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.000000 500000.00 170395.88 Agency Mortgage-Backed Securities GNMA 2040-12-15 3.500000 520337.00 124371.68 Agency Mortgage-Backed Securities GNMA 2040-12-15 4.000000 500000.00 180147.34 Agency Mortgage-Backed Securities GNMA 2040-09-15 4.000000 75000.00 13837.44 Agency Mortgage-Backed Securities GNMA 2040-08-15 5.000000 175378.00 42564.73 Agency Mortgage-Backed Securities GNMA 2040-01-20 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JPMorgan Securities, Inc., 2.3600% 8I5DZWZKVSZI1NUHU748 0000019617 JPM219A01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2049-09-20 3.000000 6071576.00 6275864.29 Agency Mortgage-Backed Securities GNMA 2034-12-20 6.500000 2059111.00 82624.51 Agency Mortgage-Backed Securities GNMA 2028-12-20 6.000000 11286352.00 105436.37 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.000000 16000608.00 16510750.05 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 1297836.00 1372619.18 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.000000 1030184.00 1064848.32 Agency Mortgage-Backed Securities GNMA 2049-09-20 4.000000 5923232.00 6179602.64 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 954427.00 998782.51 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 1424354.00 1493197.93 Agency Mortgage-Backed Securities GNMA 2049-09-20 4.000000 1514074.00 1610537.51 Agency Mortgage-Backed Securities GNMA 2049-09-20 5.000000 1015410.00 1075631.71 Agency Mortgage-Backed Securities GNMA 2049-09-20 4.000000 2563464.00 2674416.42 Agency Mortgage-Backed Securities GNMA 2049-09-20 4.000000 3380156.00 3570388.55 Agency Mortgage-Backed Securities GNMA 2049-09-20 4.000000 2542044.00 2691402.36 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 3075264.00 3239136.96 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 1124982.00 1178655.39 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 1362818.00 1428682.24 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 2952556.00 3109884.26 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.000000 1620948.00 1670919.67 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 757133.00 792320.34 Agency Mortgage-Backed Securities GNMA 2049-08-20 3.500000 6369224.00 6710241.27 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 1121938.00 1176166.25 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 6706536.00 7018211.83 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 1779894.00 1865918.85 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.500000 2001484.00 2053521.83 Agency Mortgage-Backed Securities GNMA 2049-09-20 4.000000 102257408.00 107375516.25 Agency Mortgage-Backed Securities GNMA 2049-03-20 5.500000 137803008.00 143837219.35 Agency Mortgage-Backed Securities GNMA 2049-03-20 5.000000 65556864.00 67609720.09 Agency Mortgage-Backed Securities GNMA 2049-01-20 3.500000 43006848.00 40549902.31 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.500000 115093248.00 93145477.04 Agency Mortgage-Backed Securities GNMA 2027-01-20 7.500000 190070.00 94384.04 Agency Mortgage-Backed Securities GNMA 2048-10-20 5.000000 43416560.00 31873965.29 Agency Mortgage-Backed Securities GNMA 2048-09-20 4.500000 113763200.00 88673073.27 Agency Mortgage-Backed Securities GNMA 2048-06-20 5.000000 600000.00 403741.35 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.500000 27414944.00 22935527.12 Agency Mortgage-Backed Securities GNMA 2047-06-20 5.000000 1330004.00 651224.72 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.500000 29441056.00 22169601.40 Agency Mortgage-Backed Securities GNMA 2047-02-20 3.500000 9191008.00 6636629.05 Agency Mortgage-Backed Securities GNMA 2030-12-20 2.500000 221116.00 118858.60 Agency Mortgage-Backed Securities GNMA 2045-12-20 3.000000 4398208.00 2529217.60 Agency Mortgage-Backed Securities GNMA 2045-04-20 3.500000 13268176.00 5276495.14 Agency Mortgage-Backed Securities GNMA 2046-04-20 3.000000 6469560.00 3938232.79 Agency Mortgage-Backed Securities GNMA 2038-11-20 6.000000 863232.00 231453.36 Agency Mortgage-Backed Securities Y Moody's A1 Standard & Poor's A+ 2019-10-01 2019-10-01 2019-10-01 N N N 0.0236 700000000.00 700000000.00 0.0395 N Y Y N JP MORGAN SECURITIES, INC. JPMorgan Securities, Inc., 2.3500% 8I5DZWZKVSZI1NUHU748 0000019617 JPM319A01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-02-15 2.000000 23536000.00 23804592.83 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 122703200.00 129195242.26 U.S. Treasuries (including strips) USTR 2024-06-30 1.750000 200.00 202.53 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A+ 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 150000000.00 150000000.00 0.0085 N Y Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.0700% 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 0.0207 199747612.00 199747612.00 0.0113 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.0700% 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 0.0207 49933875.00 49933875.00 0.0028 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 2.0000% 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 0.0200 73459228.08 73459228.08 0.0041 N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE CO. Massachusetts Mutual Life Insurance Co., 2.2000% 57576KX87 R6ZXK5P01NP6HXSY1S07 0000225602 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 0.0220 19990231.20 19990231.20 0.0011 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 92209662.37 92209662.37 0.0052 N N N N MIZUHO SECURITIES USA, INC. Mizuho Securities USA, Inc., 2.3000% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ119A01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-02-15 2.000000 24780100.00 25069035.97 U.S. Treasuries (including strips) USTR 2022-05-15 1.750000 11692700.00 11816250.91 U.S. Treasuries (including strips) USTR 2023-10-31 1.625000 33450000.00 33749816.17 U.S. Treasuries (including strips) USTR 2022-11-15 1.625000 25700000.00 25894259.88 U.S. Treasuries (including strips) USTR 2021-11-30 1.750000 1379000.00 1390168.98 U.S. Treasuries (including strips) USTR 2022-01-31 1.875000 4890500.00 4933115.90 U.S. Treasuries (including strips) USTR 2022-02-28 1.875000 7360000.00 7414930.11 U.S. Treasuries (including strips) USTR 2022-03-31 1.875000 37381500.00 37634198.94 U.S. Treasuries (including strips) USTR 2021-05-31 2.000000 14108000.00 14267359.27 U.S. Treasuries (including strips) USTR 2022-04-30 1.750000 6216000.00 6285021.32 U.S. Treasuries (including strips) USTR 2022-05-31 1.750000 2000700.00 2020033.43 U.S. Treasuries (including strips) USTR 2022-06-30 1.750000 3240000.00 3268793.88 U.S. Treasuries (including strips) USTR 2020-06-30 2.500000 5001000.00 5055210.84 U.S. Treasuries (including strips) USTR 2020-07-31 2.625000 9999800.00 10106010.10 U.S. Treasuries (including strips) USTR 2021-08-15 2.125000 9426100.00 9526801.38 U.S. Treasuries (including strips) USTR 2023-05-31 1.625000 5700000.00 5742343.40 U.S. Treasuries (including strips) USTR 2026-05-15 1.625000 15410400.00 15517251.86 U.S. Treasuries (including strips) USTR 2023-04-30 1.625000 2400000.00 2419862.67 U.S. Treasuries (including strips) USTR 2023-01-31 1.750000 6848000.00 6904515.28 U.S. Treasuries (including strips) USTR 2020-08-15 2.625000 28799300.00 29084765.86 U.S. Treasuries (including strips) USTR 2022-08-31 1.875000 7798000.00 7876458.25 U.S. Treasuries (including strips) USTR 2021-11-30 1.875000 1900200.00 1921837.58 U.S. Treasuries (including strips) USTR 2021-09-30 2.125000 206200.00 208044.46 U.S. Treasuries (including strips) USTR 2021-08-31 2.000000 1967000.00 1982189.87 U.S. Treasuries (including strips) USTR 2021-03-31 2.250000 4129100.00 4159424.11 U.S. Treasuries (including strips) USTR 2021-01-31 2.125000 9252400.00 9326904.20 U.S. Treasuries (including strips) USTR 2020-11-30 2.000000 6865000.00 6924441.75 U.S. Treasuries (including strips) USTR 2022-07-15 1.750000 650000.00 655091.25 U.S. Treasuries (including strips) USTR 2022-06-15 1.750000 420000.00 423887.99 U.S. Treasuries (including strips) USTR 2020-09-30 2.750000 5900100.00 5953454.60 U.S. Treasuries (including strips) USTR 2020-08-31 2.625000 2029700.00 2048278.78 U.S. Treasuries (including strips) USTR 2021-02-15 2.250000 999600.00 1008922.77 U.S. Treasuries (including strips) USTR 2022-09-30 1.875000 3260000.00 3288779.28 U.S. Treasuries (including strips) USTR 2022-07-31 1.875000 2100000.00 2122604.43 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A+ 2019-10-01 2019-10-01 2019-10-01 N N N 0.0230 300000000.00 300000000.00 0.0169 N Y Y N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, 2.1100% 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 0.0211 199742722.00 199742722.00 0.0113 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.1300% 63975VZ45 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-04 2019-12-04 2019-12-04 N N N 0.0213 149426374.50 149426374.50 0.0084 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.1100% 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 0.0211 89216216.95 89216216.95 0.0050 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.1900% 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 0.0219 15491533.13 15491533.13 0.0009 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.1600% 63975VXB1 JLP5FSPH9WPSHY3NIM24 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 N N 0.0216 24983500.00 24983500.00 0.0014 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 2.1200% 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 0.0212 42941923.77 42941923.77 0.0024 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.1600% 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 0.0216 39978450.00 39978450.00 0.0023 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.1700% 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 0.0217 39980737.60 39980737.60 0.0023 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.1400% 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 0.0214 35978580.00 35978580.00 0.0020 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.0600% 6698M5YC7 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-12 2019-11-12 2019-11-12 N N N 0.0206 62845436.43 62845436.43 0.0035 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 2.0600% 6698M5Y45 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-04 2019-11-04 2019-11-04 N N N 0.0206 37574888.25 37574888.25 0.0021 N N N 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 194736100.65 194736100.65 0.0110 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 29914769.02 29914769.02 0.0017 N N N N NRW.BANK NRW.Bank, 2.0300% 62939MY84 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-08 2019-11-08 2019-11-08 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0203 21208256.64 21208256.64 0.0012 N N N N NRW.BANK NRW.Bank, 1.9300% 62939MX10 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-01 2019-10-01 2019-10-01 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0193 199989278.00 199989278.00 0.0113 N Y Y N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.0900% 67616SY64 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-06 2019-11-06 2019-11-06 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0209 44335925.21 44335925.21 0.0025 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.0800% 67616SYF4 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-15 2019-11-15 2019-11-15 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0208 123620726.83 123620726.83 0.0070 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 2.1000% 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 0.0210 43321916.37 43321916.37 0.0024 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.1624% 69034CHP6 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-06 2020-03-06 2020-03-06 N N N 0.0216 199999384.00 199999384.00 0.0113 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.1572% 69033MHL4 5493007O3QFXCPOGWK22 US69033MHL46 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-10-06 2019-11-06 2019-11-06 N N N 0.0216 99997181.00 99997181.00 0.0056 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.1366% 69034CHN1 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-05 2019-12-05 2019-12-05 N N N 0.0214 24999854.25 24999854.25 0.0014 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.1684% 69034CHU5 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-11 2019-12-11 2019-12-11 N N N 0.0217 99999495.00 99999495.00 0.0056 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 50001707.50 50001707.50 0.0028 N N N N OVERSEA-CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.2490% 69034CJP4 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-09 2020-04-09 2020-04-09 N N N 0.0225 99976204.00 99976204.00 0.0056 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 2.1100% 69372BXR6 PH3S12DWZBHHQKVYZ297 0000731288 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 0.0211 23265858.98 23265858.98 0.0013 N N N N PFIZER INC. Pfizer, Inc., 2.0400% 71708EAP0 765LHXWGK1KXCLTFYQ30 0000078003 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-23 2020-01-23 2020-01-23 N N N 0.0204 49677041.50 49677041.50 0.0028 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 2.0000% 69370BZH8 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-17 2019-12-17 2019-12-17 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0200 115499344.00 115499344.00 0.0065 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 2.0000% 69370BXU1 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-28 2019-10-28 2019-10-28 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0200 74883275.25 74883275.25 0.0042 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 2.0400% 69370BXN7 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-22 2019-10-22 2019-10-22 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0204 79900608.80 79900608.80 0.0045 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 2.0300% 69370BXP2 3CCUJEU88P85MIG5R153 0001396318 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 Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0203 49935248.50 49935248.50 0.0028 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 2.3300% ES7IP3U3RHIGC71XBU11 0001000275 RBC219A01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-09-30 1.500000 1000.00 997.58 U.S. Treasuries (including strips) USTR 2025-06-30 2.750000 36589200.00 39147590.04 U.S. Treasuries (including strips) USTR 2024-06-30 2.000000 609800.00 624806.57 U.S. Treasuries (including strips) USTR 2025-05-15 2.125000 3000.00 3109.22 U.S. Treasuries (including strips) USTR 2027-05-15 2.375000 10202400.00 10845429.22 U.S. Treasuries (including strips) USTR 2024-04-30 2.000000 87480300.00 89871593.02 U.S. Treasuries (including strips) USTR 2023-07-15 0.375000 3547200.00 3940209.37 U.S. Treasuries (including strips) USTR 2020-05-31 1.375000 750000.00 750797.50 U.S. Treasuries (including strips) USTR 2027-02-15 2.250000 48700.00 50967.59 U.S. Treasuries (including strips) USTR 2021-11-30 1.750000 300.00 302.43 U.S. Treasuries (including strips) USTR 2019-10-15 1.000000 932300.00 936015.37 U.S. Treasuries (including strips) USTR 2021-09-30 1.125000 2000.00 1978.90 U.S. Treasuries (including strips) USTR 2022-01-15 0.125000 54477100.00 61204642.19 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 74239700.00 79395514.04 U.S. Treasuries (including strips) USTR 2021-04-15 0.125000 28400.00 30432.40 U.S. Treasuries (including strips) USTR 2020-11-15 2.625000 700.00 713.12 U.S. Treasuries (including strips) USTR 2023-01-31 1.750000 10254500.00 10339128.49 U.S. Treasuries (including strips) USTR 2020-07-15 1.250000 44211000.00 52394680.49 U.S. Treasuries (including strips) USTR 2020-02-15 3.625000 100200.00 101268.56 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 57600.00 62612.46 U.S. Treasuries (including strips) USTR 2025-02-15 2.000000 118000.00 120793.06 U.S. Treasuries (including strips) USTR 2024-11-15 2.250000 290800.00 302806.41 U.S. Treasuries (including strips) USTR 2021-03-31 2.250000 9339700.00 9408290.76 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 4682900.00 4932135.65 U.S. Treasuries (including strips) USTR 2021-07-31 1.750000 400000.00 401726.73 U.S. Treasuries (including strips) USTR 2029-07-15 0.250000 75000000.00 75926543.09 U.S. Treasuries (including strips) USTR 2024-06-30 1.750000 44923000.00 45503854.39 U.S. Treasuries (including strips) USTR 2026-04-30 2.375000 1000.00 1057.45 U.S. Treasuries (including strips) USTR 2024-02-29 2.375000 143821900.00 149111873.36 U.S. Treasuries (including strips) USTR 2026-01-31 2.625000 200.00 213.06 U.S. Treasuries (including strips) USTR 2024-01-31 2.500000 5687900.00 5932542.39 U.S. Treasuries (including strips) USTR 2029-01-15 0.875000 70558100.00 76345147.20 U.S. Treasuries (including strips) USTR 2022-01-15 2.500000 4138900.00 4240418.85 U.S. Treasuries (including strips) USTR 2025-12-31 2.625000 2000.00 2133.75 U.S. Treasuries (including strips) USTR 2023-11-30 2.875000 1635000.00 1736475.18 U.S. Treasuries (including strips) USTR 2025-10-31 3.000000 5464800.00 5973987.25 U.S. Treasuries (including strips) USTR 2023-09-30 2.875000 35904700.00 37713255.64 U.S. Treasuries (including strips) USTR 2023-04-15 0.625000 1100.00 1149.57 U.S. Treasuries (including strips) USTR 2020-02-29 2.250000 1070600.00 1073986.73 U.S. Treasuries (including strips) USTR 2021-02-15 2.250000 42171000.00 42564307.83 U.S. Treasuries (including strips) USTR 2022-07-31 1.875000 44866000.00 45348938.36 U.S. Treasuries (including strips) USTR 2027-01-15 2.375000 400.00 590.70 U.S. Treasuries (including strips) USTR 2025-01-15 2.375000 100.00 152.27 U.S. Treasuries (including strips) USTR 2027-11-15 6.125000 100.00 136.33 U.S. Treasuries (including strips) USTR 2026-11-15 6.500000 2200.00 2975.16 U.S. Treasuries (including strips) USTR 2020-02-06 0.000000 10721200.00 10651769.51 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's AA- 2019-10-01 2019-10-01 2019-10-01 N N N 0.0233 850000000.00 850000000.00 0.0479 N Y Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.3441% 78012UKX2 ES7IP3U3RHIGC71XBU11 US78012UKX27 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-12-10 2019-12-10 2019-12-10 N N N 0.0234 75026780.25 75026780.25 0.0042 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.2121% 78012UPJ8 ES7IP3U3RHIGC71XBU11 US78012UPJ87 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-10-10 2020-05-08 2020-05-08 N N N 0.0221 19988121.80 19988121.80 0.0011 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 30011143.20 30011143.20 0.0017 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.2269% 78014XBS5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-05 2020-03-05 2020-03-05 N N N 0.0223 74983141.50 74983141.50 0.0042 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.2895% 78014XBC0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-11 2019-10-11 2019-10-11 N N N 0.0229 75002791.50 75002791.50 0.0042 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 60005980.20 60005980.20 0.0034 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.2059% 78012UPP4 ES7IP3U3RHIGC71XBU11 US78012UPP48 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-10-22 2020-05-22 2020-05-22 N N N 0.0221 99929128.00 99929128.00 0.0056 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 20958896.20 20958896.20 0.0012 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.9600% 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 0.0196 149991837.00 149991837.00 0.0085 N Y Y N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.9700% 83050UX45 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-10-04 2019-10-04 2019-10-04 N N N 0.0197 74983583.25 74983583.25 0.0042 N N Y N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 2.0400% 86562LYF3 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-11-15 2019-11-15 2019-11-15 N N N 0.0204 99739972.00 99739972.00 0.0056 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 2.0500% 86562LYS5 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-11-26 2019-11-26 2019-11-26 N N N 0.0205 199354316.00 199354316.00 0.0112 N N N 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 140001127.00 140001127.00 0.0079 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 2.3700% PT3QB789TSUIDF371261 0000947263 TOR219A01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2021-07-31 2.134220 25679000.00 25751026.72 U.S. Treasuries (including strips) USTR 2029-07-15 0.250000 27539700.00 27879922.92 U.S. Treasuries (including strips) USTR 2021-04-30 2.053220 11511000.00 11533764.59 U.S. Treasuries (including strips) USTR 2020-04-30 1.947220 15485900.00 15526132.78 U.S. Treasuries (including strips) USTR 2019-10-31 1.962220 35281500.00 35400167.32 U.S. Treasuries (including strips) USTR 2026-01-15 2.000000 9474400.00 13656571.93 U.S. Treasuries (including strips) USTR 2029-04-15 3.875000 7803400.00 16559302.13 U.S. Treasuries (including strips) TVDB 2024-09-15 2.875000 562000.00 593802.41 Agency Debentures and Agency Strips TVDB 2025-11-01 6.750000 929000.00 1219273.02 Agency Debentures and Agency Strips FMAC 2023-06-19 2.750000 186000.00 195088.94 Agency Debentures and Agency Strips FMAC 2021-02-16 2.375000 195000.00 197221.59 Agency Debentures and Agency Strips FMAC 2020-11-17 1.875000 792000.00 797898.09 Agency Debentures and Agency Strips FMAC 2020-09-29 1.625000 14000.00 13966.64 Agency Debentures and Agency Strips FMAC 2020-04-20 1.375000 500000.00 501655.56 Agency Debentures and Agency Strips FMAC 2020-01-17 1.500000 979000.00 980714.88 Agency Debentures and Agency Strips FMAC 2021-08-12 1.125000 550000.00 545132.50 Agency Debentures and Agency Strips FMAC 2020-05-01 1.375000 144000.00 144457.05 Agency Debentures and Agency Strips FMAC 2019-10-02 1.250000 152000.00 152922.57 Agency Debentures and Agency Strips FMAC 2022-01-13 2.375000 541000.00 552176.98 Agency Debentures and Agency Strips FNMA 2020-01-30 2.170000 2075000.00 2083646.99 Agency Debentures and Agency Strips FNMA 2019-11-26 1.750000 247000.00 248419.21 Agency Debentures and Agency Strips FNMA 2022-09-06 1.375000 18978000.00 18866535.88 Agency Debentures and Agency Strips FNMA 2024-07-02 1.750000 1103000.00 1113926.44 Agency Debentures and Agency Strips FNMA 2022-01-11 2.625000 1045000.00 1073466.24 Agency Debentures and Agency Strips FNMA 2020-10-30 2.875000 592000.00 605508.95 Agency Debentures and Agency Strips FNMA 2023-09-12 2.875000 1696000.00 1780117.36 Agency Debentures and Agency Strips FNMA 2021-06-22 2.750000 225000.00 230601.62 Agency Debentures and Agency Strips FNMA 2021-04-13 2.500000 316000.00 323437.76 Agency Debentures and Agency Strips FNMA 2023-01-19 2.375000 482000.00 496298.06 Agency Debentures and Agency Strips FNMA 2022-10-05 2.000000 200000.00 204002.44 Agency Debentures and Agency Strips FNMA 2020-07-30 1.500000 2855000.00 2853675.28 Agency Debentures and Agency Strips FNMA 2022-04-05 1.875000 2910000.00 2956369.64 Agency Debentures and Agency Strips FNMA 2022-01-05 2.000000 4127000.00 4177276.03 Agency Debentures and Agency Strips FNMA 2021-10-07 1.375000 1692000.00 1693586.48 Agency Debentures and Agency Strips FNMA 2026-09-24 1.875000 986000.00 999293.74 Agency Debentures and Agency Strips FNMA 2021-08-17 1.250000 650000.00 645789.99 Agency Debentures and Agency Strips FNMA 2021-05-06 1.250000 320000.00 319196.80 Agency Debentures and Agency Strips FNMA 2026-04-24 2.125000 275000.00 285562.29 Agency Debentures and Agency Strips FNMA 2021-02-26 1.375000 218000.00 217166.94 Agency Debentures and Agency Strips FNMA 2020-12-28 1.875000 740000.00 744396.83 Agency Debentures and Agency Strips FNMA 2020-11-30 1.500000 970000.00 971251.30 Agency Debentures and Agency Strips FNMA 2020-06-22 1.500000 1983000.00 1985168.08 Agency Debentures and Agency Strips FNMA 2020-01-21 1.625000 806000.00 807744.65 Agency Debentures and Agency Strips FNMA 2029-05-15 6.250000 130000.00 182475.21 Agency Debentures and Agency Strips FMAC 2019-10-01 2.550000 16381000.00 16484268.55 Agency Debentures and Agency Strips FMAC 2022-04-08 2.700000 1550000.00 1570227.50 Agency Debentures and Agency Strips FHLB 2019-12-27 0.000000 3200000.00 3185280.00 Agency Debentures and Agency Strips FHLB 2019-12-13 0.000000 800000.00 796912.00 Agency Debentures and Agency Strips FHLB 2019-11-01 0.000000 2900000.00 2895157.00 Agency Debentures and Agency Strips FHLB 2023-09-08 3.375000 385000.00 411154.01 Agency Debentures and Agency Strips FHLB 2020-06-12 1.750000 980000.00 984557.00 Agency Debentures and Agency Strips FHLB 2023-06-09 2.125000 750000.00 768318.81 Agency Debentures and Agency Strips FHLB 2022-06-10 2.125000 2255000.00 2299565.69 Agency Debentures and Agency Strips FHLB 2029-03-05 2.670000 28875000.00 28928394.69 Agency Debentures and Agency Strips FHLB 2024-08-15 1.500000 10525000.00 10492723.33 Agency Debentures and Agency Strips FHLB 2021-07-08 2.085000 30500000.00 30652779.58 Agency Debentures and Agency Strips FHLB 2021-07-07 1.875000 490000.00 493720.53 Agency Debentures and Agency Strips FHLB 2028-06-12 3.050000 875000.00 883802.50 Agency Debentures and Agency Strips FHLB 2026-12-04 3.000000 335000.00 338640.33 Agency Debentures and Agency Strips FHLB 2024-02-13 2.500000 1575000.00 1639184.22 Agency Debentures and Agency Strips FHLB 2028-11-16 3.250000 10220000.00 11519649.01 Agency Debentures and Agency Strips FHLB 2021-10-12 3.000000 1555000.00 1618055.25 Agency Debentures and Agency Strips FHLB 2020-02-07 1.972000 4000000.00 4003279.56 Agency Debentures and Agency Strips FHLB 2020-01-02 2.005000 2500000.00 2502973.61 Agency Debentures and Agency Strips FHLB 2028-06-09 3.250000 300000.00 335077.15 Agency Debentures and Agency Strips FHLB 2020-03-30 2.375000 1160000.00 1176303.80 Agency Debentures and Agency Strips FHLB 2019-12-26 1.973000 1500000.00 1500343.83 Agency Debentures and Agency Strips FHLB 2019-12-06 2.007000 190000.00 190237.12 Agency Debentures and Agency Strips FHLB 2027-09-10 2.625000 895000.00 943659.66 Agency Debentures and Agency Strips FHLB 2027-09-10 2.375000 350000.00 363376.81 Agency Debentures and Agency Strips FHLB 2020-02-06 1.550000 500000.00 500125.00 Agency Debentures and Agency Strips FHLB 2021-11-29 1.875000 805000.00 813357.58 Agency Debentures and Agency Strips FHLB 2020-09-28 2.290000 27980000.00 28017546.05 Agency Debentures and Agency Strips FHLB 2021-07-14 1.125000 100000.00 99222.90 Agency Debentures and Agency Strips FHLB 2021-02-18 1.375000 605000.00 602800.32 Agency Debentures and Agency Strips FHLB 2021-03-12 2.375000 1905000.00 1923264.19 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2019-10-01 2019-10-01 2019-10-01 N N N 0.0237 350000000.00 350000000.00 0.0197 N Y Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.3224% 89120DLU1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-06 2019-12-06 2019-12-06 N N N 0.0232 100033548.00 100033548.00 0.0056 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.1509% 89120DMF3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-17 2019-10-17 2019-10-17 N N N 0.0215 99999497.00 99999497.00 0.0056 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.1890% 89120DMX4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-03 2019-12-03 2019-12-03 N N N 0.0219 49998219.50 49998219.50 0.0028 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.4143% 89120DLK3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-20 2019-11-20 2019-11-20 N N N 0.0241 45015919.65 45015919.65 0.0025 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.1509% 89114MK71 PT3QB789TSUIDF371261 US89114MK718 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-10-18 2020-02-18 2020-02-18 N N N 0.0215 199935838.00 199935838.00 0.0113 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.3476% 89114MNS2 PT3QB789TSUIDF371261 US89114MNS25 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-12-03 2019-12-03 2019-12-03 N N N 0.0235 100031936.00 100031936.00 0.0056 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.1572% 89114MP43 PT3QB789TSUIDF371261 US89114MP436 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-10-06 2019-12-03 2019-12-03 N N N 0.0216 49999997.50 49999997.50 0.0028 N N N N TOTAL S.A. Total Capital Canada, Ltd., 2.1000% 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 0.0210 199732434.00 199732434.00 0.0113 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.1959% 89233AX38 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-27 2020-01-21 2020-01-21 N N N 0.0220 149998353.00 149998353.00 0.0085 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.1889% 89233AU98 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-12 2019-12-12 2019-12-12 N N N 0.0219 100001745.00 100001745.00 0.0056 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 150003786.00 150003786.00 0.0085 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 10590352.42 10590352.42 0.0006 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 159948526.40 159948526.40 0.0090 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.2184% 89233A3A5 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-27 2020-04-20 2020-04-20 N N N 0.0222 29989233.00 29989233.00 0.0017 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.9994% 912796VX4 US912796VX42 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-10-01 2019-10-01 2019-10-01 N N N 0.0082 200000000.00 200000000.00 0.0113 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 2.0532% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-10-01 2021-04-30 2021-04-30 N N N 0.0206 449298949.50 449298949.50 0.0253 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 2.1342% 9128287G9 US9128287G95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-10-01 2021-07-31 2021-07-31 N N N 0.0214 374671976.25 374671976.25 0.0211 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 2.0500% 91127QYD5 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-13 2019-11-13 2019-11-13 N N N 0.0205 74812542.00 74812542.00 0.0042 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.0500% 91127QZ44 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-04 2019-12-04 2019-12-04 N N N 0.0205 99630764.00 99630764.00 0.0056 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.0500% 91127QYC7 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-11-12 2019-11-12 2019-11-12 N N N 0.0205 99755856.00 99755856.00 0.0056 N N N N UNITED OVERSEAS BANK United Overseas Bank, 2.2700% 91127QX12 IO66REGK3RCBAMA8HR66 0000867530 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 0.0227 99593711.26 99593711.26 0.0056 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 2.0600% 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 0.0206 159771555.20 159771555.20 0.0090 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 2.0100% 9612C1XU6 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-28 2019-10-28 2019-10-28 N N N 0.0201 74882750.25 74882750.25 0.0042 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 2.0100% 9612C1XM4 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-10-21 2019-10-21 2019-10-21 N N N 0.0201 249706875.00 249706875.00 0.0141 N N N N THE DFA INVESTMENT TRUST COMPANY 2019-10-07 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer