N-MFP2 0000896162 XXXXXXXX 2019-12-31 0000896162 S31KDR2I4VDC432ELJ36 S000028293 1 N N Dimensional Fund Advisors LP 801-16283 PricewaterhouseCoopers LLP Philadelphia PA Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N N Prime N 19 68 6402098998.23 6446002767.86 6074750569.99 6122038274.03 7863803539.94 8517701277.25 7346765274.56 7854745276.20 0.4157 0.4062 0.4046 0.4136 0.5107 0.5367 0.4893 0.5306 560112034.91 13564765718.88 13564765718.88 10071632.95 23296569.43 14111652817.31 1219555981.92 0.0172 11.5710 11.5710 11.5710 11.5710 C000086468 1.00 14111652817.31 1219555981.92 11.5710 11.5710 11.5710 11.5710 1303469255.71 1851420705.34 1865480384.68 1400063236.57 939060286.48 1798471337.90 1235387154.72 1453485057.48 5489045532.65 7319661156.73 0.0167 N ANZ BANKING GROUP LTD. ANZ Banking Group, Ltd., 1.7800% 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 0.0178 199506388.00 199506388.00 0.0141 N N N N ANZ BANKING GROUP LTD. ANZ Banking Group, Ltd., 1.7900% 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 0.0179 21693921.32 21693921.32 0.0015 N N N N ANZ BANKING GROUP LTD. ANZ Banking Group, Ltd., 1.7931% 05253MLW2 JHE42UYNWWTJB8YTTU19 0001300064 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-01-06 2020-01-06 2020-01-06 N N N 0.0179 77103356.16 77103356.16 0.0055 N N Y 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 86026744.28 86026744.28 0.0061 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 1.5600% 03948GA94 549300LO13MQ9HYSTR83 0000007084 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 0.0156 49980475.00 49980475.00 0.0035 N N N N ARCHER DANIELS MIDLAND CO. Archer-Daniels-Midland, 1.5600% 03948GAA1 549300LO13MQ9HYSTR83 0000007084 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 0.0156 49978278.00 49978278.00 0.0035 N N N N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 1.5500% 9DJT3UXIJIZJI4WXO774 0000070858 BAC120102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-09-30 1.500000 134869500.00 134272094.44 U.S. Treasuries (including strips) USTR 2020-07-15 1.250000 15633500.00 18727958.68 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 150000000.00 150000000.00 0.0106 N Y Y N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 1.9569% 06370RUU1 NQQ6HPCNCCU6TUTQYE16 US06370RUU12 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0196 25001088.25 25001088.25 0.0018 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 2.0951% 06370R6B0 NQQ6HPCNCCU6TUTQYE16 US06370R6B07 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-01-23 2020-10-23 2020-10-23 N N N 0.0209 50029300.00 50029300.00 0.0035 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 1.9684% 06370R2V0 NQQ6HPCNCCU6TUTQYE16 US06370R2V07 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-03-11 2020-09-11 2020-09-11 N N N 0.0197 49999876.00 49999876.00 0.0035 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 1.8500% 06367BBU2 NQQ6HPCNCCU6TUTQYE16 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-10 2020-02-10 2020-02-10 N N N 0.0190 74995563.75 74995563.75 0.0053 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 250025325.00 250025325.00 0.0177 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.9949% 06417LMY0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-18 2020-06-18 2020-06-18 N N N 0.0199 100011024.00 100011024.00 0.0071 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 175030131.50 175030131.50 0.0124 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 40003018.80 40003018.80 0.0028 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 50008421.00 50008421.00 0.0035 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 1840480.79 1840480.79 0.0001 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 65006555.25 65006555.25 0.0046 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.9999% 06417LNM5 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-24 2020-04-24 2020-04-24 N N N 0.0200 50007315.50 50007315.50 0.0035 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 1.5250% AC28XWWI3WIBK2824319 0000312069 BCG120102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-09-30 1.500000 32283000.00 32140002.19 U.S. Treasuries (including strips) USTR 2022-06-15 1.750000 341045500.00 342586352.89 U.S. Treasuries (including strips) USTR 2023-10-31 2.875000 6199400.00 6509977.51 U.S. Treasuries (including strips) USTR 2024-08-31 1.875000 327844300.00 332763715.40 U.S. Treasuries (including strips) Y Moody's Baa3 Standard & Poor's BBB 2020-01-02 2020-01-02 2020-01-02 N N N 0.0152 700000000.00 700000000.00 0.0496 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 2600348.82 2600348.82 0.0002 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.9097% 13606BY83 2IGI19DL77OX0HC3ZE78 US13606BY833 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-01-15 2020-05-15 2020-05-15 N N N 0.0191 55015891.70 55015891.70 0.0039 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 2020-01-02 2020-07-17 2020-07-17 N N N 0.0184 35003740.80 35003740.80 0.0025 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.8685% 13606BZ25 2IGI19DL77OX0HC3ZE78 US13606BZ251 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-01-02 2020-06-01 2020-06-01 N N N 0.0187 45005135.40 45005135.40 0.0032 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.8931% 13606BT71 2IGI19DL77OX0HC3ZE78 US13606BT718 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-01-06 2020-04-06 2020-04-06 N N N 0.0189 102539796.65 102539796.65 0.0073 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.8801% 13606BY42 2IGI19DL77OX0HC3ZE78 US13606BY429 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-01-10 2020-05-08 2020-05-08 N N N 0.0188 250084855.00 250084855.00 0.0177 N N N N CHEVRON CORP. Chevron Corp., 1.5400% 16677JAE6 0000093410 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 0.0154 97832412.24 97832412.24 0.0069 N N N 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 50006118.00 50006118.00 0.0035 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 1.6500% 12624CAQ7 4BFD7AQU0A75QLAHK410 0001283718 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-24 2020-01-24 2020-01-24 N Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0165 61736097.80 61736097.80 0.0044 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 1.6400% 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 0.0164 17481630.43 17481630.43 0.0012 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.7000% 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 0.0170 29970215.10 29970215.10 0.0021 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.6400% 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 0.0164 113598257.43 113598257.43 0.0080 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.6800% 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 0.0168 49960309.50 49960309.50 0.0035 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.7100% 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 0.0171 86904785.46 86904785.46 0.0062 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.8000% 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 0.0180 26431329.76 26431329.76 0.0019 N N N N DBS BANK LTD. DBS Bank, Ltd., 1.6200% 23305DA70 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-07 2020-01-07 2020-01-07 N N N 0.0162 49984250.00 49984250.00 0.0035 N N Y N DBS BANK LTD. DBS Bank, Ltd., 1.8500% 23305DCP8 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-23 2020-03-23 2020-03-23 N N N 0.0185 88970751.24 88970751.24 0.0063 N N N N DEERE & CO. John Deere Canada ULC, 1.6000% 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 0.0160 49939962.50 49939962.50 0.0035 N N N N DEERE & CO. John Deere Canada ULC, 1.6100% 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 0.0161 49937622.00 49937622.00 0.0035 N N N N DEERE & CO. John Deere Canada ULC, 1.5000% 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 0.0150 64265193.77 64265193.77 0.0046 N N N N DEERE & CO. John Deere Capital Corp., 1.4800% 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 0.0148 49979403.00 49979403.00 0.0035 N N N N DEERE & CO. John Deere Capital Corp., 1.5100% 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 0.0151 36978344.64 36978344.64 0.0026 N N N N DEERE & CO. John Deere Capital Corp., 1.5900% 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 0.0159 29969563.20 29969563.20 0.0021 N N N N EQUINOR ASA Equinor ASA, 1.6100% 29447LAH6 OW6OFBNCKXC4US5C7523 0001140625 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 0.0161 149885887.50 149885887.50 0.0106 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.7200% 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 0.0172 55631388.41 55631388.41 0.0039 N N Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.9547% 29604BBY9 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-27 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 0.0195 60011161.80 60011161.80 0.0043 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.6600% 29604CBA9 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-10 2020-02-10 2020-02-10 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0166 49905928.00 49905928.00 0.0035 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 1.6200% 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 0.0162 99878950.00 99878950.00 0.0071 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 1.6900% 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 0.0169 97486309.05 97486309.05 0.0069 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0100% 313384RL5 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-06 2020-01-06 2020-01-06 N N N 0.0101 149974833.00 149974833.00 0.0106 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.4400% 313384SS9 US313384SS92 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-02-05 2020-02-05 2020-02-05 N N N 0.0144 149784666.00 149784666.00 0.0106 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2800% 313384RT8 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-13 2020-01-13 2020-01-13 N N N 0.0128 199907722.00 199907722.00 0.0142 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.4600% 313384TF6 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-02-18 2020-02-18 2020-02-18 N N N 0.0146 99801556.00 99801556.00 0.0071 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.4100% 313384SL4 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-30 2020-01-30 2020-01-30 N N N 0.0141 99882556.00 99882556.00 0.0071 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.3100% 313384RV3 US313384RV31 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-15 2020-01-15 2020-01-15 N N N 0.0131 199890944.00 199890944.00 0.0142 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5000% 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 0.0050 99995806.00 99995806.00 0.0071 N N Y N FEDERAL RESERVE BANK OF NEW YORK Federal Reserve Bank NY, 1.4500% ES7IP3U3RHIGC71XBU11 0001390777 FRB120102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2048-08-15 3.000000 43290000.00 49685274.99 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 65891800.00 67761013.21 U.S. Treasuries (including strips) USTR 2023-08-31 2.750000 76000000.00 79684482.51 U.S. Treasuries (including strips) USTR 2026-02-15 1.625000 53845100.00 53718712.09 U.S. Treasuries (including strips) USTR 2027-02-15 2.250000 25000000.00 25939962.50 U.S. Treasuries (including strips) USTR 2023-07-31 2.750000 100000000.00 105004042.39 U.S. Treasuries (including strips) USTR 2025-07-31 2.875000 17000000.00 18238741.12 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0145 400000000.00 400000000.00 0.0283 N Y Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 1.5300% FOR8UP27PHTHYVLBNG30 0000886982 GOL120102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2040-12-20 4.000000 1069188.00 274398.63 Agency Mortgage-Backed Securities GNMA 2031-06-15 7.000000 4753024.00 34053.55 Agency Mortgage-Backed Securities GNMA 2040-12-15 4.000000 1000000.00 145860.04 Agency Mortgage-Backed Securities GNMA 2042-07-15 3.500000 616055.00 88527.80 Agency Mortgage-Backed Securities GNMA 2041-09-15 4.000000 5905000.00 2222209.92 Agency Mortgage-Backed Securities GNMA 2040-07-20 5.000000 100000.00 12233.92 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.500000 1307742.00 580426.23 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.500000 3451680.00 2528620.73 Agency Mortgage-Backed Securities GNMA 2046-08-15 2.500000 922215.00 855789.85 Agency Mortgage-Backed Securities GNMA 2046-07-20 3.500000 1506000.00 1086928.15 Agency Mortgage-Backed Securities GNMA 2048-06-20 5.000000 4616104.00 3831945.97 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 1440528.00 1098324.06 Agency Mortgage-Backed Securities GNMA 2048-02-15 3.500000 40819.00 33649.10 Agency Mortgage-Backed Securities GNMA 2049-12-20 2.500000 386588.00 388664.32 Agency Mortgage-Backed Securities GNMA 2049-07-20 4.500000 1214164.00 1263849.50 Agency Mortgage-Backed Securities GNMA 2049-08-20 3.000000 80000000.00 81768526.15 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.000000 242538496.00 245731820.78 Agency Mortgage-Backed Securities GNMA 2049-03-20 5.000000 8298224.00 7665161.86 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 55880832.00 40883308.33 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.500000 23243136.00 14879391.00 Agency Mortgage-Backed Securities GNMA 2047-01-20 3.000000 3470000.00 2450047.08 Agency Mortgage-Backed Securities GNMA 2046-05-20 5.000000 502613.00 176263.07 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0153 400000000.00 400000000.00 0.0283 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 1.5500% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB120102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2029-08-15 0.000000 1581913.60 1297583.61 U.S. Treasuries (including strips) USTR 2027-11-15 0.000000 25103488.00 21492376.35 U.S. Treasuries (including strips) USTR 2029-11-15 1.750000 76947800.00 76015311.05 U.S. Treasuries (including strips) USTR 2021-02-15 3.625000 31655400.00 32779696.93 U.S. Treasuries (including strips) USTR 2022-12-31 2.125000 15273100.00 15501463.39 U.S. Treasuries (including strips) USTR 2025-11-15 2.250000 20061200.00 20662301.89 U.S. Treasuries (including strips) USTR 2020-11-15 1.750000 23664500.00 23736689.47 U.S. Treasuries (including strips) USTR 2024-09-30 2.125000 54500.00 55874.36 U.S. Treasuries (including strips) USTR 2029-08-15 6.125000 2277300.00 3175323.08 U.S. Treasuries (including strips) USTR 2028-11-15 5.250000 5573600.00 7134740.92 U.S. Treasuries (including strips) USTR 2028-11-15 0.000000 2542000.00 2148640.75 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 200000000.00 200000000.00 0.0142 N Y Y N JP MORGAN SECURITIES, INC. JPMorgan Securities, Inc., 1.5600% 8I5DZWZKVSZI1NUHU748 0000019617 JPM120102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2046-05-15 4.500000 168000.00 167063.84 Agency Mortgage-Backed Securities GNMA 2049-11-20 4.000000 1993212.00 2083176.92 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.000000 1351952.00 1400790.07 Agency Mortgage-Backed Securities GNMA 2048-10-15 4.000000 7742448.00 8219835.96 Agency Mortgage-Backed Securities GNMA 2048-03-20 2.500000 582937.00 316026.19 Agency Mortgage-Backed Securities GNMA 2047-11-15 5.000000 315905.00 100475.33 Agency Mortgage-Backed Securities GNMA 2048-04-15 5.000000 411764.00 320710.08 Agency Mortgage-Backed Securities GNMA 2049-06-20 3.500000 372233728.00 376393203.76 Agency Mortgage-Backed Securities GNMA 2049-11-20 3.000000 245000000.00 251767624.03 Agency Mortgage-Backed Securities GNMA 2026-01-20 5.500000 86915.00 73865.91 Agency Mortgage-Backed Securities GNMA 2033-03-20 3.000000 166500.00 132649.26 Agency Mortgage-Backed Securities GNMA 2044-12-20 2.500000 35823424.00 5365986.90 Agency Mortgage-Backed Securities GNMA 2044-08-20 3.250000 132561664.00 14031170.69 Agency Mortgage-Backed Securities GNMA 2041-11-20 4.125000 4000000.00 369452.53 Agency Mortgage-Backed Securities GNMA 2040-06-20 3.875000 4999970.00 624661.65 Agency Mortgage-Backed Securities GNMA 2039-07-20 3.250000 10812464.00 423342.06 Agency Mortgage-Backed Securities GNMA 2032-11-15 6.000000 403109.00 24220.77 Agency Mortgage-Backed Securities GNMA 2040-06-15 4.500000 777876.00 16724.85 Agency Mortgage-Backed Securities GNMA 2040-07-15 5.000000 257275.00 37088.47 Agency Mortgage-Backed Securities GNMA 2040-10-15 4.500000 150000.00 19802.54 Agency Mortgage-Backed Securities GNMA 2039-09-15 5.000000 500000.00 50738.32 Agency Mortgage-Backed Securities GNMA 2037-10-20 7.000000 206000.00 6495.08 Agency Mortgage-Backed Securities GNMA 2036-12-20 5.000000 2408088.00 106205.76 Agency Mortgage-Backed Securities GNMA 2038-11-20 7.000000 74199.00 10690.04 Agency Mortgage-Backed Securities GNMA 2030-10-20 6.500000 1755450.00 6373.65 Agency Mortgage-Backed Securities GNMA 2028-09-20 6.000000 685333.00 6390.81 Agency Mortgage-Backed Securities GNMA 2032-10-15 6.000000 3503952.00 17550.53 Agency Mortgage-Backed Securities GNMA 2047-03-20 4.000000 92470700.00 50182636.69 Agency Mortgage-Backed Securities GNMA 2047-10-15 5.000000 2135624.00 1725047.30 Agency Mortgage-Backed Securities Y Moody's Aa3 Standard & Poor's A+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 700000000.00 700000000.00 0.0496 N Y Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 1.8400% 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 0.0184 49926050.00 49926050.00 0.0035 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 1.8000% 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 0.0180 16872092.70 16872092.70 0.0012 N N Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 1.8400% 48246TBJ7 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-18 2020-02-18 2020-02-18 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0184 49077249.94 49077249.94 0.0035 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 1.6600% 51489GC21 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0166 224358687.00 224358687.00 0.0159 N N N N L'OREAL USA, INC. L'Oreal USA, Inc., 1.5500% 50211TAF3 529900MBZ0PRAP172T60 0001219156 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-15 2020-01-15 2020-01-15 N N N 0.0155 14990312.55 14990312.55 0.0011 N N N 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 0.0228 92138929.73 92138929.73 0.0065 N N N N MIZUHO SECURITIES USA, INC. Mizuho Securities USA, Inc., 1.5500% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ120102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-03-31 1.375000 99800.00 100083.06 U.S. Treasuries (including strips) USTR 2024-06-30 1.750000 41030700.00 41161998.24 U.S. Treasuries (including strips) USTR 2020-12-15 1.875000 3900200.00 3912312.74 U.S. Treasuries (including strips) USTR 2020-11-15 1.750000 4400200.00 4413891.39 U.S. Treasuries (including strips) USTR 2022-12-15 1.625000 81919000.00 82041090.65 U.S. Treasuries (including strips) USTR 2021-09-30 1.500000 530000.00 531095.24 U.S. Treasuries (including strips) USTR 2022-09-15 1.500000 8587800.00 8604738.07 U.S. Treasuries (including strips) USTR 2020-05-15 1.500000 200.00 200.28 U.S. Treasuries (including strips) USTR 2020-04-15 1.500000 54500.00 54641.74 U.S. Treasuries (including strips) USTR 2022-11-15 1.625000 42808300.00 42918042.13 U.S. Treasuries (including strips) USTR 2023-10-31 1.625000 8450000.00 8465870.91 U.S. Treasuries (including strips) USTR 2023-05-31 1.625000 4388800.00 4394489.49 U.S. Treasuries (including strips) USTR 2023-04-30 1.625000 20000.00 20052.12 U.S. Treasuries (including strips) USTR 2023-02-28 1.500000 3273000.00 3277501.92 U.S. Treasuries (including strips) USTR 2021-01-31 1.375000 3450100.00 3460397.55 U.S. Treasuries (including strips) USTR 2020-09-30 1.375000 99500.00 99644.80 U.S. Treasuries (including strips) USTR 2020-08-31 1.375000 542200.00 543773.20 U.S. Treasuries (including strips) USTR 2020-04-30 1.375000 200.00 200.28 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 200000000.00 200000000.00 0.0142 N Y Y N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, 1.6000% 63254EA83 F8SB4JFBSYQFRQEH3Z21 0001414365 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 0.0160 99964400.00 99964400.00 0.0071 N N Y N NATIONAL AUSTRALIA BANK LTD. National Australia Bank, 1.7200% 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 0.0172 199524166.00 199524166.00 0.0141 N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP. National Rural Utilities Cooperative Finance Corp., 1.5400% 63743CA29 4NYF266XZC35SCTGX023 0000070502 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 N N 0.0154 19998290.00 19998290.00 0.0014 N Y Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.7700% 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 0.0177 124656416.25 124656416.25 0.0088 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.5500% 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 0.0155 24986007.00 24986007.00 0.0018 N N N N NESTLE S.A. Nestle Capital Corp., 1.6600% 64105GBQ6 549300VIRTXBZ81J0S95 0000792990 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-24 2020-02-24 2020-02-24 N N N 0.0166 49873576.50 49873576.50 0.0035 N N N N NRW.BANK NRW.Bank, 1.7300% 62939LA66 52990002O5KK6XOGJ020 0001560283 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 Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0173 99971183.00 99971183.00 0.0071 N N Y N NRW.BANK NRW.Bank, 1.7300% 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 0.0173 7296837.28 7296837.28 0.0005 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 50000330.00 50000330.00 0.0035 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.9371% 69034CHP6 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-06 2020-03-06 2020-03-06 N N N 0.0194 199998960.00 199998960.00 0.0142 N N N N OVERSEA-CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.9101% 69034CJP4 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-09 2020-04-09 2020-04-09 N N N 0.0191 100023492.00 100023492.00 0.0071 N N N N OVERSEA-CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.9905% 69034CKL1 5493007O3QFXCPOGWK22 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-03-10 2020-09-10 2020-09-10 N N N 0.0199 49999870.00 49999870.00 0.0035 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 1.7000% 69372AAV4 PH3S12DWZBHHQKVYZ297 0000731288 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 N N 0.0170 9986345.80 9986345.80 0.0007 N N N N PFIZER, INC. Pfizer, Inc., 1.5500% 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 0.0155 72104696.92 72104696.92 0.0051 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 47964617.28 47964617.28 0.0034 N N N N PFIZER, INC. Pfizer, Inc., 1.5700% 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 0.0157 49949847.00 49949847.00 0.0035 N N N N PROVINCE OF QUEBEC CANADA Province of Quebec Canada, 1.6100% 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 0.0161 149845420.50 149845420.50 0.0106 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 1.5800% 69370AAN4 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-22 2020-01-22 2020-01-22 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0158 49951661.00 49951661.00 0.0035 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 1.5500% 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 0.0155 26897683.64 26897683.64 0.0019 N Y Y N PSP CAPITAL, INC. PSP Capital, Inc., 1.6600% 69370AAW4 3CCUJEU88P85MIG5R153 0001396318 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 Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0166 30308015.93 30308015.93 0.0021 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 1.6500% 69370AAV6 3CCUJEU88P85MIG5R153 0001396318 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 Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0165 49933541.50 49933541.50 0.0035 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 1.5500% ES7IP3U3RHIGC71XBU11 0001000275 RBC220102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-01-15 0.625000 35748400.00 39994478.48 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 114765700.00 125985585.11 U.S. Treasuries (including strips) USTR 2024-04-15 0.500000 225000600.00 233356492.02 U.S. Treasuries (including strips) USTR 2023-04-15 0.625000 91959000.00 96814489.94 U.S. Treasuries (including strips) USTR 2024-10-15 0.125000 150919000.00 152151587.00 U.S. Treasuries (including strips) USTR 2022-04-15 0.125000 27014400.00 28536971.12 U.S. Treasuries (including strips) USTR 2024-07-15 0.125000 53600.00 58413.21 U.S. Treasuries (including strips) USTR 2023-01-15 0.125000 6819200.00 7601429.91 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 25583600.00 27558122.24 U.S. Treasuries (including strips) USTR 2021-04-15 0.125000 1790400.00 1939872.26 U.S. Treasuries (including strips) USTR 2021-01-15 1.125000 2200.00 2625.38 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 700000000.00 700000000.00 0.0496 N Y Y 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 0.0213 14244215.46 14244215.46 0.0010 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.2869% 78012KC54 ES7IP3U3RHIGC71XBU11 US78012KC544 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 0.0229 33138306.42 33138306.42 0.0023 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 30001857.90 30001857.90 0.0021 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.8801% 78012UPJ8 ES7IP3U3RHIGC71XBU11 US78012UPJ87 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-01-10 2020-05-08 2020-05-08 N N N 0.0188 19998793.60 19998793.60 0.0014 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+ 2020-01-02 2020-04-01 2020-04-01 N N N 0.0215 60005890.20 60005890.20 0.0043 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.9451% 78012UPP4 ES7IP3U3RHIGC71XBU11 US78012UPP48 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-01-22 2020-05-22 2020-05-22 N N N 0.0195 99988540.00 99988540.00 0.0071 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.8636% 78014XBS5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-05 2020-03-05 2020-03-05 N N N 0.0186 75013884.75 75013884.75 0.0053 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 50004165.50 50004165.50 0.0035 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 20932999.01 20932999.01 0.0015 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 29258491.57 29258491.57 0.0021 N N N N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.5800% 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 0.0158 17993696.04 17993696.04 0.0013 N N Y N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.5600% 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 0.0156 24643574.48 24643574.48 0.0017 N N Y N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.5800% 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 0.0158 24990112.50 24990112.50 0.0018 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.8000% 83050TCJ8 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-18 2020-03-18 2020-03-18 N N N 0.0180 124515208.75 124515208.75 0.0088 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.7200% 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 0.0172 149648833.50 149648833.50 0.0106 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.7800% 86562KA20 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0178 99990089.00 99990089.00 0.0071 N Y Y N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.7000% 86562KBE3 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-02-14 2020-02-14 2020-02-14 N N N 0.0170 99787500.00 99787500.00 0.0071 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.6900% 86562KAN4 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-01-22 2020-01-22 2020-01-22 N N N 0.0169 99896844.00 99896844.00 0.0071 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 1.5600% PT3QB789TSUIDF371261 0000947263 TOR220102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2049-11-20 2.500000 355740781.00 357000000.27 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's AA- 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 350000000.00 350000000.00 0.0248 N Y Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.8400% 89119AA99 PT3QB789TSUIDF371261 0000947263 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 0.0184 74965481.25 74965481.25 0.0053 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.8549% 89114MK71 PT3QB789TSUIDF371261 US89114MK718 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-01-18 2020-02-18 2020-02-18 N N N 0.0185 200017002.00 200017002.00 0.0142 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 2.1596% 89114QC63 PT3QB789TSUIDF371261 US89114QC633 0000947263 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-03-17 2020-09-17 2020-09-17 N N N 0.0216 10013851.40 10013851.40 0.0007 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.8500% 89119AB31 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0185 174694236.50 174694236.50 0.0124 N N N N TOTAL S.A. Total Capital Canada, Ltd., 1.7100% 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 0.0171 99758600.00 99758600.00 0.0071 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 10588510.98 10588510.98 0.0008 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.9920% 89233A3A5 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-01-27 2020-04-20 2020-04-20 N N N 0.0199 30005439.00 30005439.00 0.0021 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 150000000.00 150000000.00 0.0106 N N Y 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 160008977.60 160008977.60 0.0113 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.9420% 89233AX38 Z2VZBHUMB7PWWJ63I008 0000834071 Non-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 0.0194 150019621.50 150019621.50 0.0106 N N N N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.6649% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-01 2021-04-30 2021-04-30 N N N 0.0167 449753094.00 449753094.00 0.0319 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.2600% 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 0.0126 74963312.25 74963312.25 0.0053 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.7459% 9128287G9 US9128287G95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-01 2021-07-31 2021-07-31 N N N 0.0175 375160481.25 375160481.25 0.0266 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.9800% 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 0.0098 149971563.00 149971563.00 0.0106 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 1.7700% 91127PCB5 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-11 2020-03-11 2020-03-11 N N N 0.0177 48081948.15 48081948.15 0.0034 N N N N UNITED OVERSEAS BANK United Overseas Bank, 1.6700% 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 0.0167 99796133.00 99796133.00 0.0071 N N N N UNITED OVERSEAS BANK United Overseas Bank, 1.6500% 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 0.0165 99834800.00 99834800.00 0.0071 N N N N THE DFA INVESTMENT TRUST COMPANY 2020-01-08 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer