N-MFP2 0000896162 XXXXXXXX 2019-11-29 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 21 70 6802925021.83 7097066779.94 6397759521.91 6308147146.35 6542007727.15 8329964933.81 9117967395.53 8398324123.57 7630976790.28 8503059629.90 0.4169 0.4180 0.3964 0.4039 0.4097 0.5104 0.5370 0.5204 0.4886 0.5326 846368042.43 15109240652.62 15109240652.62 10381756.09 24001854.73 15941988596.41 1377763191.66 0.0177 11.5710 11.5710 11.5710 11.5710 11.5710 C000086468 1.00 15941988596.41 1377763191.66 11.5710 11.5710 11.5710 11.5710 11.5710 1312111712.90 1237878873.23 1888488501.57 1234663751.62 1319264511.12 2165717571.27 1211123371.82 1735533571.89 1396302587.47 1054974775.86 6077002542.90 6498482750.40 0.0172 N ANZ BANKING GROUP LTD. ANZ Banking Group, Ltd., 1.9100% 05253ABK5 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-19 2020-02-19 2020-02-19 N N N 0.0191 199134444.00 199134444.00 0.0125 N N N N ANZ BANKING GROUP LTD. ANZ Banking Group, Ltd., 1.8510% 05253MLW2 JHE42UYNWWTJB8YTTU19 0001300064 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-12-06 2020-01-06 2020-01-06 N N N 0.0185 77108482.54 77108482.54 0.0048 N N N N ANZ BANKING GROUP LTD. ANZ Banking Group, Ltd., 1.9100% 05253ABM1 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-21 2020-02-21 2020-02-21 N N N 0.0191 21653575.07 21653575.07 0.0014 N N N N APPLE COMPUTER, INC. Apple, Inc., 2.1514% 037833AW0 HWUPKR0MPOU8FGXBT394 US037833AW07 0000320193 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-02-07 2020-02-07 2020-02-07 N N N 0.0215 86040412.26 86040412.26 0.0054 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 1.5600% 03948HZ95 549300LO13MQ9HYSTR83 0000007084 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-09 2019-12-09 2019-12-09 N N N 0.0156 25460933.94 25460933.94 0.0016 N N N N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 1.6200% 9DJT3UXIJIZJI4WXO774 0000070858 BAC119C02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-11-30 1.625000 75900000.00 76400000.00 U.S. Treasuries (including strips) USTR 2022-11-15 1.625000 76500000.00 76600000.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 150000000.00 150000000.00 0.0094 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 2019-12-02 2020-03-02 2020-03-02 N N N 0.0219 25001859.50 25001859.50 0.0016 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 1.9643% 06370RZW2 NQQ6HPCNCCU6TUTQYE16 US06370RZW23 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-08 2020-05-08 2020-05-08 N N N 0.0196 250031825.00 250031825.00 0.0157 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 49999949.00 49999949.00 0.0031 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.0180% 06370R6B0 NQQ6HPCNCCU6TUTQYE16 US06370R6B07 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-12-25 2020-10-23 2020-10-23 N N N 0.0202 50027500.00 50027500.00 0.0031 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.1749% 06370RPD5 NQQ6HPCNCCU6TUTQYE16 US06370RPD51 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-12-04 2019-12-04 2019-12-04 N N N 0.0217 70005856.20 70005856.20 0.0044 N N Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.9280% 06417LNM5 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-25 2020-04-24 2020-04-24 N N N 0.0193 50006279.50 50006279.50 0.0031 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.0023% 06417MEJ0 L3I9ZG2KFGXZ61BMYR72 US06417MEJ09 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-04 2020-08-04 2020-08-04 N N N 0.0200 175022886.50 175022886.50 0.0110 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.0399% 06417MEQ4 L3I9ZG2KFGXZ61BMYR72 US06417MEQ42 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-13 2020-11-13 2020-11-13 N N N 0.0204 49999879.50 49999879.50 0.0031 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.0125% 06417LMY0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-18 2020-06-18 2020-06-18 N N N 0.0201 100000110.00 100000110.00 0.0063 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.1386% 06417G5X2 L3I9ZG2KFGXZ61BMYR72 US06417G5X20 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-01-03 2020-04-03 2020-04-03 N N N 0.0214 40002560.00 40002560.00 0.0025 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.9686% 06417G5L8 L3I9ZG2KFGXZ61BMYR72 US06417G5L81 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-27 2020-02-27 2020-02-27 N N N 0.0197 65010725.65 65010725.65 0.0041 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 2.0841% 06417GY36 L3I9ZG2KFGXZ61BMYR72 US06417GY361 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-18 2020-02-18 2020-02-18 N N N 0.0208 1840777.53 1840777.53 0.0001 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 20003488.20 20003488.20 0.0013 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 1.6200% AC28XWWI3WIBK2824319 0000312069 BCG119C02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-08-31 2.750000 345000000.00 362000000.00 U.S. Treasuries (including strips) USTR 2026-01-31 2.625000 380000000.00 403000000.00 U.S. Treasuries (including strips) Y Moody's Baa3 Standard & Poor's BBB 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 750000000.00 750000000.00 0.0470 N Y Y N BERKSHIRE HATHAWAY FINANCE CORP. Berkshire Hathaway Finance Corp., 2.3295% 084664CN9 5493000C01ZX7D35SD85 US084664CN93 0001456061 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-01-10 2020-01-10 2020-01-10 N N N 0.0233 2601476.85 2601476.85 0.0002 N N N N BNG BANK NV BNG Bank NV, 1.4900% 09657SZ32 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-03 2019-12-03 2019-12-03 N N N 0.0149 74987616.75 74987616.75 0.0047 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.9354% 13606BY83 2IGI19DL77OX0HC3ZE78 US13606BY833 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-12-15 2020-05-15 2020-05-15 N N N 0.0194 54999367.50 54999367.50 0.0034 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.9414% 13606BZ25 2IGI19DL77OX0HC3ZE78 US13606BZ251 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-12-02 2020-06-01 2020-06-01 N N N 0.0194 44986216.05 44986216.05 0.0028 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.8400% 13606B3Y0 2IGI19DL77OX0HC3ZE78 US13606B3Y05 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-12-02 2020-07-17 2020-07-17 N N N 0.0184 34999992.30 34999992.30 0.0022 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.9510% 13606BT71 2IGI19DL77OX0HC3ZE78 US13606BT718 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-12-06 2020-04-06 2020-04-06 N N N 0.0195 102548826.90 102548826.90 0.0064 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.9250% 13606BY42 2IGI19DL77OX0HC3ZE78 US13606BY429 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2019-12-10 2020-05-08 2020-05-08 N N N 0.0192 250022545.00 250022545.00 0.0157 N N N N COLGATE-PALMOLIVE CO. Colgate-Palmolive Co., 1.5200% 19416FZ64 YMEGZFW4SBUSS5BQXF88 0000021665 Non-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 0.0152 8492489.22 8492489.22 0.0005 N N Y N COOPERATIEVE RABOBANK UA Cooperatieve Rabobank UA, 2.1421% 74977RDC5 DG3RU1DBUFHT4ZF9WN62 US74977RDC51 0001098062 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1 2020-01-17 2020-01-17 2020-01-17 N N N 0.0214 50019826.50 50019826.50 0.0031 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 50008193.50 50008193.50 0.0031 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 1.6600% 12624CAP9 4BFD7AQU0A75QLAHK410 0001283718 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 Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0166 17455671.45 17455671.45 0.0011 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.7200% 23305DAH8 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-17 2020-01-17 2020-01-17 N N N 0.0172 49883353.00 49883353.00 0.0031 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.7000% 23305DAA3 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-10 2020-01-10 2020-01-10 N N N 0.0170 113424859.35 113424859.35 0.0071 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.7300% 23305DAM7 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-21 2020-01-21 2020-01-21 N N N 0.0173 29923856.70 29923856.70 0.0019 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.7300% 23305DAP0 ATUEL7OJR5057F2PV266 0001501323 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 0.0173 86770320.00 86770320.00 0.0054 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.8200% 23305DBM6 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-21 2020-02-21 2020-02-21 N N N 0.0182 26387958.00 26387958.00 0.0017 N N N N DEERE & CO. John Deere Canada ULC, 1.6600% 24423HAU5 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-28 2020-01-28 2020-01-28 N N N 0.0166 49861666.50 49861666.50 0.0031 N N N N DEERE & CO. John Deere Canada ULC, 1.6300% 24423HAD3 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-13 2020-01-13 2020-01-13 N N N 0.0163 64169390.63 64169390.63 0.0040 N N N N DEERE & CO. John Deere Capital Corp., 1.6200% 24422LAA1 E0KSF7PFQ210NWI8Z391 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0162 49905733.50 49905733.50 0.0031 N N N N DEERE & CO. John Deere Capital Corp., 1.6300% 24422LAE3 E0KSF7PFQ210NWI8Z391 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-14 2020-01-14 2020-01-14 N N N 0.0163 36923079.22 36923079.22 0.0023 N N N N DEERE & CO. John Deere Capital Corp., 1.6500% 24422LAP8 E0KSF7PFQ210NWI8Z391 0000315189 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 0.0165 29924466.60 29924466.60 0.0019 N N N N DEERE & CO. John Deere Canada ULC, 1.6600% 24423HAT8 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-27 2020-01-27 2020-01-27 N N N 0.0166 49864136.00 49864136.00 0.0031 N N N N ELI LILLY & CO. Eli Lilly & Co., 1.5400% 53245QZ41 FRDRIPF3EKNDJ2CQJL29 0000059478 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 0.0154 81242653.43 81242653.43 0.0051 N N Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.5500% 29604DZW3 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-30 2019-12-30 2019-12-30 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0155 27962579.68 27962579.68 0.0018 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.8528% 29604BBY9 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-27 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 0.0185 60017713.20 60017713.20 0.0038 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.5000% 29604DZ94 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-09 2019-12-09 2019-12-09 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0150 17992499.94 17992499.94 0.0011 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.5700% 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 0.0157 55555288.15 55555288.15 0.0035 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.5000% 29604DZB9 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-11 2019-12-11 2019-12-11 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0150 104947500.00 104947500.00 0.0066 N N N N EUROPEAN INVESTMENT BANK European Investment Bank, 1.6100% 29878SZH2 5493006YXS1U5GIHE750 0000033745 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 N N 0.0161 55954920.00 55954920.00 0.0035 N N N N EXPORT DEVELOPMENT CORP. Export Development Canada, 1.5400% 30215HZ52 Z6MHCSLXHKYG4B6PHW02 0000276328 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-05 2019-12-05 2019-12-05 N Y Canada Pension Plan Investment Board 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0154 74980762.50 74980762.50 0.0047 N N Y N EXXON MOBIL CORP. Exxon Mobil Corp., 1.6400% 30229AAT6 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-27 2020-01-27 2020-01-27 N N N 0.0164 99731714.00 99731714.00 0.0063 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 1.6000% 30229AA33 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-03 2020-01-03 2020-01-03 N N N 0.0160 97348523.03 97348523.03 0.0061 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 1.5400% 30229BZJ9 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-18 2019-12-18 2019-12-18 N N N 0.0154 224816769.00 224816769.00 0.0141 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 1.6300% 30229BZ26 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 36295084.25 36295084.25 0.0023 N Y Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.3600% 313384QT9 US313384QT9 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-12-20 2019-12-20 2019-12-20 N N N 0.0136 59353074.00 59353074.00 0.0037 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.4600% 313384RH4 US313384RH47 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-03 2020-01-03 2020-01-03 N N N 0.0146 99858667.00 99858667.00 0.0063 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.4100% 313384QZ5 US313384QZ53 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-12-26 2019-12-26 2019-12-26 N N N 0.0141 49947333.50 49947333.50 0.0031 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.3400% 313384QS1 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-12-19 2019-12-19 2019-12-19 N N N 0.0134 99925389.00 99925389.00 0.0063 N N Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 1.6200% FOR8UP27PHTHYVLBNG30 0000886982 GOL119C02 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2046-10-20 3.500000 222711.00 159934.70 Agency Mortgage-Backed Securities GNMA 2046-07-20 3.000000 653000.00 492078.41 Agency Mortgage-Backed Securities GNMA 2045-01-20 3.500000 215000.00 114059.93 Agency Mortgage-Backed Securities GNMA 2045-01-20 4.000000 906112.00 376485.59 Agency Mortgage-Backed Securities GNMA 2044-06-15 4.000000 3000000.00 1232724.80 Agency Mortgage-Backed Securities GNMA 2043-05-15 3.000000 1767740.00 669646.61 Agency Mortgage-Backed Securities GNMA 2048-08-20 4.500000 6433752.00 6286171.33 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.500000 1623578.00 1636239.11 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 1613678.00 1630591.10 Agency Mortgage-Backed Securities GNMA 2049-07-20 4.500000 1714164.00 1803980.32 Agency Mortgage-Backed Securities GNMA 2049-10-20 4.500000 898566.00 953276.99 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.000000 185527808.00 194274651.93 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 511081472.00 529784383.47 Agency Mortgage-Backed Securities GNMA 2046-07-20 3.500000 38870500.00 23084219.81 Agency Mortgage-Backed Securities GNMA 2042-12-20 3.500000 5995024.00 2160191.38 Agency Mortgage-Backed Securities GNMA 2040-12-20 4.000000 1069204.00 275917.30 Agency Mortgage-Backed Securities GNMA 2045-10-15 4.000000 25000.00 21120.67 Agency Mortgage-Backed Securities GNMA 2043-09-15 3.000000 99993.00 44326.84 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 750000000.00 750000000.00 0.0470 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 1.6300% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB219C02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-06-30 1.625000 17412000.00 17512205.30 U.S. Treasuries (including strips) USTR 2025-08-15 2.000000 17696600.00 18092399.85 U.S. Treasuries (including strips) USTR 2023-04-30 1.625000 14350500.00 14366251.72 U.S. Treasuries (including strips) USTR 2022-05-15 1.750000 11863200.00 11909123.36 U.S. Treasuries (including strips) USTR 2019-11-30 1.000000 582700.00 585597.58 U.S. Treasuries (including strips) USTR 2020-01-31 1.375000 7928000.00 7959918.60 U.S. Treasuries (including strips) USTR 2023-05-15 1.750000 38391800.00 38567982.92 U.S. Treasuries (including strips) USTR 2024-08-31 1.250000 16950800.00 16706211.13 U.S. Treasuries (including strips) USTR 2023-11-15 0.000000 83794176.00 78300378.44 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 200000000.00 200000000.00 0.0125 N Y Y N JP MORGAN SECURITIES, INC. JPMorgan Securities, Inc., 1.6400% 8I5DZWZKVSZI1NUHU748 0000019617 JPM119C02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N GNMA 2046-10-20 3.500000 2353552.00 1470658.76 Agency Mortgage-Backed Securities GNMA 2059-06-15 3.470000 27000000.00 28700000.00 Agency Mortgage-Backed Securities GNMA 2058-12-15 3.750000 22100000.00 23600000.00 Agency Mortgage-Backed Securities GNMA 2047-11-20 4.000000 2916956.00 2454582.37 Agency Mortgage-Backed Securities GNMA 2026-03-20 6.000000 25700000.00 97797.51 Agency Mortgage-Backed Securities GNMA 2026-01-20 7.500000 32400000.00 62270.54 Agency Mortgage-Backed Securities GNMA 2030-01-20 8.000000 24200000.00 49802.84 Agency Mortgage-Backed Securities GNMA 2030-07-20 7.500000 12100000.00 17171.13 Agency Mortgage-Backed Securities GNMA 2030-11-20 8.000000 84900000.00 314401.38 Agency Mortgage-Backed Securities GNMA 2031-01-20 6.500000 5783720.00 32164.43 Agency Mortgage-Backed Securities GNMA 2031-02-20 6.000000 3995916.00 17086.06 Agency Mortgage-Backed Securities GNMA 2031-05-20 6.000000 99000000.00 750383.73 Agency Mortgage-Backed Securities GNMA 2031-06-20 7.500000 27500000.00 113995.82 Agency Mortgage-Backed Securities GNMA 2032-08-20 6.000000 59200000.00 805972.65 Agency Mortgage-Backed Securities GNMA 2032-06-20 6.500000 145000000.00 1340182.56 Agency Mortgage-Backed Securities GNMA 2035-01-20 6.000000 1025000.00 53130.24 Agency Mortgage-Backed Securities GNMA 2038-08-20 7.000000 1050000.00 31404.30 Agency Mortgage-Backed Securities GNMA 2026-01-20 7.000000 611073.00 9166.96 Agency Mortgage-Backed Securities GNMA 2039-04-15 5.500000 126586.00 13494.94 Agency Mortgage-Backed Securities GNMA 2030-12-20 3.500000 482401.00 31928.64 Agency Mortgage-Backed Securities GNMA 2041-10-20 4.125000 4910300.00 449120.09 Agency Mortgage-Backed Securities 02MEUY 2034-11-20 3.728000 127000000.00 85800000.00 Agency Debentures and Agency Strips GNMA 2040-07-15 4.500000 1481958.00 380105.54 Agency Mortgage-Backed Securities GNMA 2042-09-20 3.500000 1413000.00 451999.00 Agency Mortgage-Backed Securities GNMA 2044-08-20 3.000000 140000.00 60865.23 Agency Mortgage-Backed Securities GNMA 2038-09-20 6.000000 292482.00 100643.49 Agency Mortgage-Backed Securities GNMA 2033-08-20 5.000000 53927.00 54219.75 Agency Mortgage-Backed Securities GNMA 2048-04-20 5.500000 5797480.00 3242337.03 Agency Mortgage-Backed Securities GNMA 2031-05-20 7.000000 90448.00 95505.33 Agency Mortgage-Backed Securities GNMA 2049-06-20 3.500000 275000000.00 280000000.00 Agency Mortgage-Backed Securities GNMA 2060-04-15 4.250000 1830930.00 1972403.32 Agency Mortgage-Backed Securities GNMA 2059-10-15 3.500000 19500000.00 20900000.00 Agency Mortgage-Backed Securities GNMA 2059-05-15 3.500000 30300000.00 32400000.00 Agency Mortgage-Backed Securities GNMA 2060-05-15 3.500000 37600000.00 40400000.00 Agency Mortgage-Backed Securities GNMA 2059-11-15 3.590000 23600000.00 25200000.00 Agency Mortgage-Backed Securities GNMA 2060-05-15 4.250000 226331.00 250274.68 Agency Mortgage-Backed Securities GNMA 2061-03-15 4.350000 7569480.00 8363339.31 Agency Mortgage-Backed Securities GNMA 2060-01-15 3.950000 35400000.00 38500000.00 Agency Mortgage-Backed Securities GNMA 2060-12-15 4.330000 16500000.00 17600000.00 Agency Mortgage-Backed Securities GNMA 2061-05-15 4.410000 4310832.00 4733034.89 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.500000 1055674.00 1127688.60 Agency Mortgage-Backed Securities GNMA 2061-12-15 3.240000 3529696.00 3715608.62 Agency Mortgage-Backed Securities GNMA 2049-10-20 4.500000 1627160.00 1766059.19 Agency Mortgage-Backed Securities GNMA 2054-04-15 3.800000 34600000.00 37800000.00 Agency Mortgage-Backed Securities GNMA 2061-08-15 3.650000 168596.00 176316.84 Agency Mortgage-Backed Securities GNMA 2049-10-20 5.000000 1055784.00 1125267.47 Agency Mortgage-Backed Securities GNMA 2049-11-20 3.500000 13300000.00 13900000.00 Agency Mortgage-Backed Securities GNMA 2059-12-15 3.740000 30400000.00 32800000.00 Agency Mortgage-Backed Securities GNMA 2059-03-15 3.620000 639655.00 670971.58 Agency Mortgage-Backed Securities GNMA 2048-07-20 4.500000 38062.00 35157.63 Agency Mortgage-Backed Securities Y Moody's Aa3 Standard & Poor's A+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 700000000.00 700000000.00 0.0439 N Y Y N JP MORGAN SECURITIES, INC. JPMorgan Securities, Inc., 1.6300% 8I5DZWZKVSZI1NUHU748 0000019617 JPM219C02 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2024-04-30 2.000000 22300000.00 22700000.00 U.S. Treasuries (including strips) GNMA 2039-02-15 5.000000 999994.00 25226.62 Agency Mortgage-Backed Securities USTR 2020-05-21 0.000000 1456600.00 1445764.35 U.S. Treasuries (including strips) USTR 2020-09-10 0.000000 100.00 98.75 U.S. Treasuries (including strips) USTR 2020-04-09 0.000000 100.00 99.43 U.S. Treasuries (including strips) USTR 2026-02-15 6.000000 100.00 126.92 U.S. Treasuries (including strips) USTR 2020-01-31 2.000000 322200.00 324467.99 U.S. Treasuries (including strips) USTR 2020-10-31 1.375000 100.00 99.82 U.S. Treasuries (including strips) USTR 2021-01-31 1.375000 100.00 100.08 U.S. Treasuries (including strips) USTR 2024-02-29 2.125000 25900000.00 26500000.00 U.S. Treasuries (including strips) USTR 2021-05-31 2.000000 200.00 202.90 U.S. Treasuries (including strips) Y Moody's Aa3 Standard & Poor's A+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 50000000.00 50000000.00 0.0031 N Y Y N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 1.5600% 49436UZ31 5493001TMCBEHPT4YE78 0000055785 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-03 2019-12-03 2019-12-03 N N N 0.0156 92983921.23 92983921.23 0.0058 N N Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 1.7300% 48246TAV1 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-29 2020-01-29 2020-01-29 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0173 49854278.00 49854278.00 0.0031 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 1.6800% 48246TA74 549300GDPG70E3MBBU98 0000821533 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 Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0168 16847391.75 16847391.75 0.0011 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 1.5500% 51489HZ57 DIZES5CFO5K3I5R58746 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 0.0155 24993554.25 24993554.25 0.0016 N N Y N MERCK & CO., INC. Merck & Co., Inc., 2.2764% 58933YAP0 4YV9Y5M8S0BRK1RP0397 US58933YAP07 0001220372 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-02-10 2020-02-10 2020-02-10 N N N 0.0227 92150397.58 92150397.58 0.0058 N N N N MIZUHO SECURITIES USA, INC. Mizuho Securities USA, Inc., 1.6200% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ119C02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-01-02 0.000000 15215000.00 15192192.71 U.S. Treasuries (including strips) USTR 2020-01-30 0.000000 170673200.00 170208968.90 U.S. Treasuries (including strips) USTR 2020-01-09 0.000000 30190000.00 30135899.52 U.S. Treasuries (including strips) USTR 2020-01-16 0.000000 56912000.00 56792712.45 U.S. Treasuries (including strips) USTR 2020-01-23 0.000000 894000.00 891866.02 U.S. Treasuries (including strips) USTR 2020-02-06 0.000000 105879700.00 105562907.94 U.S. Treasuries (including strips) USTR 2020-01-07 0.000000 109000.00 108813.50 U.S. Treasuries (including strips) USTR 2020-01-14 0.000000 15680000.00 15648483.20 U.S. Treasuries (including strips) USTR 2020-01-21 0.000000 3000000.00 2993040.00 U.S. Treasuries (including strips) USTR 2020-10-31 1.375000 2279800.00 2275435.25 U.S. Treasuries (including strips) USTR 2023-06-30 1.375000 6585400.00 6567384.64 U.S. Treasuries (including strips) USTR 2021-10-31 1.500000 1625000.00 1622344.84 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 400000000.00 400000000.00 0.0251 N Y Y N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, 1.7900% 63254EBK5 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-19 2020-02-19 2020-02-19 N N N 0.0179 199189566.00 199189566.00 0.0125 N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP. National Rural Utilities Cooperative Finance Corp., 1.5600% 63743DZ61 4NYF266XZC35SCTGX023 0000070502 Non-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 0.0156 49484985.17 49484985.17 0.0031 N N Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.5100% 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 0.0151 149968500.00 149968500.00 0.0094 N N Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.6600% 63975UAD4 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-13 2020-01-13 2020-01-13 N N N 0.0166 24948281.25 24948281.25 0.0016 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.8000% 63975UBR2 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-25 2020-02-25 2020-02-25 N N N 0.0180 124451833.75 124451833.75 0.0078 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.5300% 63975VZG8 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-16 2019-12-16 2019-12-16 N N N 0.0153 13989885.00 13989885.00 0.0009 N N N N NOVARTIS FINANCE CORP. Novartis Finance Corp., 1.5300% 6698M5Z28 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0153 55892872.75 55892872.75 0.0035 N Y Y N NOVARTIS FINANCE CORP. Novartis Finance Corp., 1.5600% 6698M5ZG7 549300PEK0AU35HVR544 0001443534 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-16 2019-12-16 2019-12-16 N N N 0.0156 49963096.00 49963096.00 0.0031 N N N N NRW.BANK NRW.Bank, 1.5600% 62939MZ26 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0156 199974000.00 199974000.00 0.0125 N Y Y N NRW.BANK NRW.Bank, 1.6900% 62939LA90 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-09 2020-01-09 2020-01-09 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0169 7285999.40 7285999.40 0.0005 N N N N NRW.BANK NRW.Bank, 1.5700% 62939MZ42 52990002O5KK6XOGJ020 0001560283 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 Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0157 99978264.00 99978264.00 0.0063 N N Y N NRW.BANK NRW.Bank, 1.6000% 62939MZG5 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-16 2019-12-16 2019-12-16 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0160 74943333.00 74943333.00 0.0047 N N N N NRW.BANK NRW.Bank, 1.5800% 62939MZ91 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-09 2019-12-09 2019-12-09 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0158 74967125.25 74967125.25 0.0047 N N N N OESTERREICHISCHE KONTROLLBANK AG Oesterreich Kontrollbank, 1.6000% 67616SZW6 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-30 2019-12-30 2019-12-30 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0160 26563305.30 26563305.30 0.0017 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.9441% 69034CHD3 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-18 2020-02-18 2020-02-18 N N N 0.0194 50000898.00 50000898.00 0.0031 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 99999808.00 99999808.00 0.0063 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 199999922.00 199999922.00 0.0125 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 24999987.50 24999987.50 0.0016 N N Y N OVERSEA-CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.9580% 69034CJP4 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-09 2020-04-09 2020-04-09 N N N 0.0196 100005782.00 100005782.00 0.0063 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 1.5600% 69372BZ29 PH3S12DWZBHHQKVYZ297 0000731288 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0156 29096229.22 29096229.22 0.0018 N Y Y N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 1.5700% 69372BZD5 PH3S12DWZBHHQKVYZ297 0000731288 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-13 2019-12-13 2019-12-13 N N N 0.0157 29981694.90 29981694.90 0.0019 N N N N PFIZER, INC. Pfizer, Inc., 1.5600% 71708EAH8 765LHXWGK1KXCLTFYQ30 0000078003 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-17 2020-01-17 2020-01-17 N N N 0.0156 47898210.72 47898210.72 0.0030 N N N N PFIZER, INC. Pfizer, Inc., 1.5400% 71708EAD7 765LHXWGK1KXCLTFYQ30 0000078003 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-13 2020-01-13 2020-01-13 N N N 0.0154 72006571.78 72006571.78 0.0045 N N N N PFIZER, INC. Pfizer, Inc., 1.6000% 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 0.0160 49878389.00 49878389.00 0.0031 N N N N PROVINCE OF QUEBEC CANADA Province of Quebec Canada, 1.6600% 74800JAP0 549300WN65YFEQH74Y36 0000722803 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 0.0166 149621416.50 149621416.50 0.0094 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 1.5800% 69370AA20 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0158 26859884.57 26859884.57 0.0017 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 1.5600% 69370BZ21 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-02 2019-12-02 2019-12-02 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0156 24996750.00 24996750.00 0.0016 N Y Y N PSP CAPITAL, INC. PSP Capital, Inc., 1.5100% 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 0.0151 115912710.00 115912710.00 0.0073 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 1.5200% 69370BZB1 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-11 2019-12-11 2019-12-11 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0152 54972225.00 54972225.00 0.0034 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 1.6200% ES7IP3U3RHIGC71XBU11 0001000275 RBC119C02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-11-15 6.500000 2605800.00 3430079.69 U.S. Treasuries (including strips) USTR 2027-07-15 0.375000 29400.00 31483.38 U.S. Treasuries (including strips) USTR 2024-09-30 2.125000 53400000.00 54800000.00 U.S. Treasuries (including strips) USTR 2024-11-30 2.125000 2326200.00 2403787.94 U.S. Treasuries (including strips) USTR 2021-01-15 2.000000 200.00 202.17 U.S. Treasuries (including strips) USTR 2023-01-31 2.375000 1100.00 1134.03 U.S. Treasuries (including strips) USTR 2020-02-29 2.250000 83700.00 84276.96 U.S. Treasuries (including strips) USTR 2021-03-15 2.375000 1000.00 1013.45 U.S. Treasuries (including strips) USTR 2020-03-31 2.250000 200.00 201.11 U.S. Treasuries (including strips) USTR 2023-04-15 0.625000 80700000.00 84400000.00 U.S. Treasuries (including strips) USTR 2028-05-15 2.875000 4198600.00 4575532.55 U.S. Treasuries (including strips) USTR 2020-05-31 2.500000 2000.00 2033.20 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 29500000.00 32400000.00 U.S. Treasuries (including strips) USTR 2023-09-30 2.875000 9700.00 10192.68 U.S. Treasuries (including strips) USTR 2025-10-31 3.000000 43100.00 46370.00 U.S. Treasuries (including strips) USTR 2020-12-31 2.500000 300.00 305.65 U.S. Treasuries (including strips) USTR 2025-12-31 2.625000 96400.00 102604.92 U.S. Treasuries (including strips) USTR 2022-01-15 2.500000 38400.00 39438.22 U.S. Treasuries (including strips) USTR 2029-01-15 0.875000 3099500.00 3362900.23 U.S. Treasuries (including strips) USTR 2026-02-28 2.500000 490500.00 516698.25 U.S. Treasuries (including strips) USTR 2024-04-30 2.250000 8229600.00 8458025.57 U.S. Treasuries (including strips) USTR 2021-02-28 2.000000 100.00 100.85 U.S. Treasuries (including strips) USTR 2024-11-15 2.250000 56200.00 57857.30 U.S. Treasuries (including strips) USTR 2021-12-31 2.125000 7000000.00 7128850.22 U.S. Treasuries (including strips) USTR 2025-02-15 2.000000 39900.00 40807.76 U.S. Treasuries (including strips) USTR 2022-03-31 1.750000 7000.00 7040.87 U.S. Treasuries (including strips) USTR 2025-08-15 2.000000 500.00 511.46 U.S. Treasuries (including strips) USTR 2022-08-31 1.875000 26100000.00 26400000.00 U.S. Treasuries (including strips) USTR 2020-11-30 1.625000 56200.00 56614.79 U.S. Treasuries (including strips) USTR 2026-01-15 0.625000 35700000.00 39800000.00 U.S. Treasuries (including strips) USTR 2021-01-15 1.125000 70800000.00 84000000.00 U.S. Treasuries (including strips) USTR 2021-04-30 1.375000 5500.00 5481.33 U.S. Treasuries (including strips) USTR 2021-08-15 2.125000 200.00 202.70 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 25600000.00 27400000.00 U.S. Treasuries (including strips) USTR 2022-07-15 0.125000 57400000.00 64000000.00 U.S. Treasuries (including strips) USTR 2023-11-30 2.125000 42200000.00 43500000.00 U.S. Treasuries (including strips) USTR 2023-01-15 0.125000 3638100.00 4027823.90 U.S. Treasuries (including strips) USTR 2027-02-15 2.250000 1000.00 1042.65 U.S. Treasuries (including strips) USTR 2024-02-29 2.125000 100.00 102.50 U.S. Treasuries (including strips) USTR 2024-03-31 2.125000 81900000.00 83800000.00 U.S. Treasuries (including strips) USTR 2022-03-31 1.875000 300.00 302.56 U.S. Treasuries (including strips) USTR 2024-05-15 2.500000 4627000.00 4801907.72 U.S. Treasuries (including strips) USTR 2021-06-30 2.125000 41000.00 41641.70 U.S. Treasuries (including strips) USTR 2024-07-15 0.125000 115000000.00 125000000.00 U.S. Treasuries (including strips) USTR 2022-04-15 0.125000 50000000.00 52400000.00 U.S. Treasuries (including strips) USTR 2024-05-31 2.000000 1000.00 1026.04 U.S. Treasuries (including strips) USTR 2020-06-15 1.500000 700.00 704.22 U.S. Treasuries (including strips) USTR 2023-07-31 2.750000 3000000.00 3146316.36 U.S. Treasuries (including strips) USTR 2024-07-31 1.750000 4902700.00 4955620.12 U.S. Treasuries (including strips) USTR 2026-08-31 1.375000 7200.00 7068.67 U.S. Treasuries (including strips) USTR 2021-09-30 1.500000 100.00 99.95 U.S. Treasuries (including strips) USTR 2026-10-31 1.625000 100.00 99.51 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 750000000.00 750000000.00 0.0470 N Y Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.8756% 78012UPP4 ES7IP3U3RHIGC71XBU11 US78012UPP48 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-12-22 2020-05-22 2020-05-22 N N N 0.0188 99964487.00 99964487.00 0.0063 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.1409% 78014XBD8 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-16 2020-01-16 2020-01-16 N N N 0.0214 30004564.50 30004564.50 0.0019 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.9250% 78012UPJ8 ES7IP3U3RHIGC71XBU11 US78012UPJ87 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-12-10 2020-05-08 2020-05-08 N N N 0.0193 19996641.20 19996641.20 0.0013 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.1486% 78014XBX4 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-01 2020-04-01 2020-04-01 N N N 0.0215 60003804.60 60003804.60 0.0038 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.9343% 78014XBS5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-05 2020-03-05 2020-03-05 N N N 0.0193 75020906.25 75020906.25 0.0047 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.5176% 78012KC54 ES7IP3U3RHIGC71XBU11 US78012KC544 0001000275 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2019-12-02 2020-03-02 2020-03-02 N N N 0.0252 33149037.30 33149037.30 0.0021 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.0241% 78014XEU7 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-18 2020-11-18 2020-11-18 N N N 0.0202 49999897.00 49999897.00 0.0031 N N N 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 75002631.00 75002631.00 0.0047 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.1250% 78012KC62 ES7IP3U3RHIGC71XBU11 US78012KC627 0001000275 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0192 14246487.44 14246487.44 0.0009 N N N N SHELL INTERNATIONAL FINANCE BV Shell International Finance BV, 2.3506% 822582BH4 213800ITMMKU4Z7I4F78 US822582BH45 0001333621 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-02-11 2020-05-11 2020-05-11 N N N 0.0235 20938533.54 20938533.54 0.0013 N N N N SIEMENS AG Siemens Capital Co. LLC, 1.5300% 82619UZ98 EOSCVWUER252U910GR08 0000940418 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-09 2019-12-09 2019-12-09 N N N 0.0153 71269657.57 71269657.57 0.0045 N N N N SIEMENS AG Siemens Capital Co. LLC, 1.5400% 82619UZ64 EOSCVWUER252U910GR08 0000940418 Non-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 0.0154 249925140.00 249925140.00 0.0157 N N Y N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.6400% 82880WA69 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0164 24607354.02 24607354.02 0.0015 N N N N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.6500% 82880WA85 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-08 2020-01-08 2020-01-08 N N N 0.0165 17967139.92 17967139.92 0.0011 N N N N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.7000% 82880WAW2 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-30 2020-01-30 2020-01-30 N N N 0.0170 29214417.92 29214417.92 0.0018 N N N N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.6500% 82880WA93 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-09 2020-01-09 2020-01-09 N N N 0.0165 24953134.75 24953134.75 0.0016 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.5900% 83050UZJ0 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-18 2019-12-18 2019-12-18 N N N 0.0159 149874124.50 149874124.50 0.0094 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.8000% 83050TBJ9 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-02-18 2020-02-18 2020-02-18 N N N 0.0180 149395875.00 149395875.00 0.0094 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.5500% 86562LZD7 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-13 2019-12-13 2019-12-13 N N N 0.0155 89945645.40 89945645.40 0.0056 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.5800% 86562LZH8 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-17 2019-12-17 2019-12-17 N N N 0.0158 179858070.00 179858070.00 0.0113 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 1.6400% PT3QB789TSUIDF371261 0000947263 TOR119C02 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2021-01-28 1.610000 90000.00 90086.50 Agency Debentures and Agency Strips FHLB 2021-05-14 1.615000 525000.00 524623.53 Agency Debentures and Agency Strips FHLB 2024-08-15 1.500000 355000.00 353963.99 Agency Debentures and Agency Strips FHLB 2020-12-23 1.660000 900000.00 902582.50 Agency Debentures and Agency Strips FHLB 2020-07-29 1.660000 1150000.00 1151459.86 Agency Debentures and Agency Strips FHLB 2020-10-07 1.680000 660000.00 661625.80 Agency Debentures and Agency Strips FHLB 2021-11-19 1.625000 20000.00 19950.80 Agency Debentures and Agency Strips FHLB 2020-03-13 1.875000 375000.00 376781.75 Agency Debentures and Agency Strips FHLB 2021-09-10 2.375000 150000.00 152551.77 Agency Debentures and Agency Strips FHLB 2022-09-09 2.000000 1000000.00 1012676.44 Agency Debentures and Agency Strips FHLB 2020-06-12 1.750000 980000.00 988370.23 Agency Debentures and Agency Strips FHLB 2019-12-06 0.000000 2000000.00 1999282.00 Agency Debentures and Agency Strips FHLB 2019-12-09 0.000000 230000.00 229885.69 Agency Debentures and Agency Strips FHLB 2019-12-19 0.000000 400000.00 399614.00 Agency Debentures and Agency Strips FHLB 2020-01-02 0.000000 600000.00 599034.60 Agency Debentures and Agency Strips FHLB 2020-01-08 0.000000 18300000.00 18300000.00 Agency Debentures and Agency Strips FHLB 2020-01-10 0.000000 3300000.00 3293512.20 Agency Debentures and Agency Strips FHLB 2020-01-29 0.000000 3000000.00 2991627.00 Agency Debentures and Agency Strips FHLB 2020-01-30 0.000000 1400000.00 1396029.60 Agency Debentures and Agency Strips FHLB 2020-02-03 0.000000 1100000.00 1096684.60 Agency Debentures and Agency Strips FHLB 2020-02-05 0.000000 100000.00 99689.60 Agency Debentures and Agency Strips FHLB 2020-04-30 0.000000 1415000.00 1405206.79 Agency Debentures and Agency Strips FMAC 2029-09-15 6.750000 20900000.00 30100000.00 Agency Debentures and Agency Strips FMAC 2029-09-15 0.000000 230000.00 184430.79 Agency Debentures and Agency Strips FMAC 2020-11-24 2.250000 12500000.00 12600000.00 Agency Debentures and Agency Strips FMAC 2021-02-05 1.590000 32100000.00 32100000.00 Agency Debentures and Agency Strips FNMA 2029-05-15 6.250000 31400000.00 43000000.00 Agency Debentures and Agency Strips FNMA 2020-01-21 1.625000 5202000.00 5231775.09 Agency Debentures and Agency Strips FNMA 2020-06-22 1.500000 633000.00 636533.20 Agency Debentures and Agency Strips FNMA 2020-11-30 1.500000 12300000.00 12400000.00 Agency Debentures and Agency Strips FNMA 2020-12-28 1.875000 820000.00 828154.56 Agency Debentures and Agency Strips FNMA 2021-02-26 1.375000 135000.00 134955.73 Agency Debentures and Agency Strips FNMA 2026-04-24 2.125000 924000.00 946033.68 Agency Debentures and Agency Strips FNMA 2021-05-06 1.250000 309000.00 307346.42 Agency Debentures and Agency Strips FNMA 2021-08-17 1.250000 845000.00 842111.51 Agency Debentures and Agency Strips FNMA 2026-09-24 1.875000 30400000.00 30600000.00 Agency Debentures and Agency Strips FNMA 2020-10-07 1.375000 3449000.00 3436377.04 Agency Debentures and Agency Strips FNMA 2022-01-05 2.000000 1964000.00 1993222.36 Agency Debentures and Agency Strips FNMA 2022-04-05 1.875000 5704000.00 5747490.15 Agency Debentures and Agency Strips FNMA 2020-07-30 1.500000 2547000.00 2556926.51 Agency Debentures and Agency Strips FNMA 2022-10-05 2.000000 640000.00 648393.60 Agency Debentures and Agency Strips FNMA 2023-01-19 2.375000 10200000.00 10500000.00 Agency Debentures and Agency Strips FNMA 2021-04-13 2.500000 8307000.00 8429399.03 Agency Debentures and Agency Strips FNMA 2021-06-22 2.750000 769000.00 790865.02 Agency Debentures and Agency Strips FNMA 2023-09-12 2.875000 2077000.00 2180964.87 Agency Debentures and Agency Strips FNMA 2020-10-30 2.875000 559000.00 566261.95 Agency Debentures and Agency Strips FNMA 2022-01-11 2.625000 1114000.00 1147144.29 Agency Debentures and Agency Strips FNMA 2020-03-06 1.750000 375000.00 376621.77 Agency Debentures and Agency Strips FNMA 2024-02-05 2.500000 264000.00 274640.96 Agency Debentures and Agency Strips FNMA 2022-04-12 2.250000 13900000.00 14100000.00 Agency Debentures and Agency Strips FNMA 2024-07-02 1.750000 400000.00 403933.67 Agency Debentures and Agency Strips FNMA 2022-09-06 1.375000 910000.00 906141.73 Agency Debentures and Agency Strips FNMA 2024-10-15 1.625000 9895000.00 9886596.12 Agency Debentures and Agency Strips FNMA 2024-09-06 2.625000 26600000.00 27900000.00 Agency Debentures and Agency Strips FMAC 2022-01-13 2.375000 2873000.00 2941527.43 Agency Debentures and Agency Strips FMAC 2020-05-01 1.375000 1159000.00 1158825.51 Agency Debentures and Agency Strips FMAC 2021-08-12 1.125000 4069000.00 4045496.44 Agency Debentures and Agency Strips FMAC 2020-01-17 1.500000 629000.00 632314.83 Agency Debentures and Agency Strips FMAC 2020-09-29 1.625000 574000.00 575531.62 Agency Debentures and Agency Strips FMAC 2020-11-17 1.875000 3862000.00 3872253.61 Agency Debentures and Agency Strips FMAC 2021-02-16 2.375000 1083000.00 1099456.34 Agency Debentures and Agency Strips FMAC 2023-06-19 2.750000 559000.00 587191.61 Agency Debentures and Agency Strips TVDB 2025-11-01 6.750000 2009000.00 2571600.36 Agency Debentures and Agency Strips TVDB 2022-08-15 1.875000 951000.00 959679.46 Agency Debentures and Agency Strips TVDB 2024-09-15 2.875000 2500000.00 2640829.31 Agency Debentures and Agency Strips TVDB 2020-03-15 2.250000 35900000.00 36100000.00 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 350000000.00 350000000.00 0.0220 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 100001500.00 100001500.00 0.0063 N N Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.8849% 89120DMX4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-03 2019-12-03 2019-12-03 N N N 0.0188 50001737.00 50001737.00 0.0031 N N Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.8710% 89114MP43 PT3QB789TSUIDF371261 US89114MP436 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 0.0187 50000000.00 50000000.00 0.0031 N N Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.8725% 89114MK71 PT3QB789TSUIDF371261 US89114MK718 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2019-12-18 2020-02-18 2020-02-18 N N N 0.0187 200044100.00 200044100.00 0.0125 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 100000000.00 100000000.00 0.0063 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 1.5900% 89152FZ40 529900S21EQ1BO4ESM68 0001226646 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 0.0159 149966916.00 149966916.00 0.0094 N N Y N TOTAL S.A. Total Capital Canada, Ltd., 1.6000% 89152FZ24 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0160 199973416.00 199973416.00 0.0125 N Y Y N TOTAL S.A. Total Capital Canada, Ltd., 1.7500% 89153PBL5 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-02-20 2020-02-20 2020-02-20 N N N 0.0175 99599064.00 99599064.00 0.0062 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.0570% 89233AV71 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-03 2020-01-03 2020-01-03 N N N 0.0206 150000541.50 150000541.50 0.0094 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.9080% 89233A3A5 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-27 2020-04-20 2020-04-20 N N N 0.0191 29997632.10 29997632.10 0.0019 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 100000066.00 100000066.00 0.0063 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.9688% 89236TFZ3 Z2VZBHUMB7PWWJ63I008 US89236TFZ30 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-02-21 2020-05-22 2020-05-22 N N N 0.0197 160024779.20 160024779.20 0.0100 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.2621% 89236TDV4 Z2VZBHUMB7PWWJ63I008 US89236TDV44 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-01-17 2020-04-17 2020-04-17 N N N 0.0226 10590827.15 10590827.15 0.0007 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.8528% 89233AX38 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-27 2020-01-21 2020-01-21 N N N 0.0185 150031860.00 150031860.00 0.0094 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.4700% 912796WN5 US912796WN50 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-14 2020-01-14 2020-01-14 N N N 0.0147 74859712.50 74859712.50 0.0047 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.4400% 912796WM7 US912796WM77 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-07 2020-01-07 2020-01-07 N N N 0.0144 149766000.00 149766000.00 0.0094 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.7051% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-11-30 2021-04-30 2021-04-30 N N N 0.0171 449668687.50 449668687.50 0.0282 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.7861% 9128287G9 US9128287G95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2019-11-30 2021-07-31 2021-07-31 N N N 0.0179 375116932.50 375116932.50 0.0235 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 1.5200% 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 0.0152 99978889.00 99978889.00 0.0063 N N Y N UNITED OVERSEAS BANK United Overseas Bank, 1.5200% 91127QZ51 IO66REGK3RCBAMA8HR66 0000867530 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 0.0152 99974667.00 99974667.00 0.0063 N N Y N UNITED OVERSEAS BANK United Overseas Bank, 1.6800% 91127PBD2 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-13 2020-02-13 2020-02-13 N N N 0.0168 99645756.00 99645756.00 0.0063 N N N N UNITED OVERSEAS BANK United Overseas Bank, 1.6600% 91127PB59 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-05 2020-02-05 2020-02-05 N N N 0.0166 99687578.00 99687578.00 0.0063 N N N N WAL-MART STORES, INC. Wal-Mart Stores, Inc., 1.5800% 93114FZ98 Y87794H0US1R65VBXU25 0000104169 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-09 2019-12-09 2019-12-09 N N N 0.0158 59973649.80 59973649.80 0.0038 N N N N WAL-MART STORES, INC. Wal-Mart Stores, Inc., 1.5800% 93114FZP2 Y87794H0US1R65VBXU25 0000104169 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2019-12-23 2019-12-23 2019-12-23 N N N 0.0158 99894667.00 99894667.00 0.0063 N N N N THE DFA INVESTMENT TRUST COMPANY 2019-12-04 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer