N-MFP2 0000896162 XXXXXXXX 2020-01-31 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 20 67 5708407642.25 5781822818.03 5439173754.67 5566737562.15 5572417046.54 7071718145.93 7212590993.80 6780078643.61 6556411773.51 6632786323.13 0.4098 0.4159 0.4032 0.4111 0.4175 0.5077 0.5189 0.5026 0.4842 0.4970 664803119.51 12673657659.48 12673657659.48 8390409.66 68446509.33 13278404679.32 1147439797.03 0.0172 11.5710 11.5720 11.5720 11.5720 11.5720 C000086468 1.00 13278404679.32 1147439797.03 11.5710 11.5720 11.5720 11.5720 11.5720 677841357.68 1533436843.92 1193182248.89 1227527627.74 1076550819.88 1490656882.35 1108079467.05 1062275510.39 1477932716.35 1724764156.59 5387938158.79 6222440201.55 0.0167 N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 1.6000% 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 0.0160 199831638.00 199831638.00 0.0150 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 1.5900% 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 0.0159 21729801.43 21729801.43 0.0016 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 1.7300% 05253AD64 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-06 2020-04-06 2020-04-06 N N N 0.0173 49842333.50 49842333.50 0.0038 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 86002872.40 86002872.40 0.0065 N N Y N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 1.5700% 9DJT3UXIJIZJI4WXO774 0000070858 BAC120203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-03-31 2.250000 60089700.00 61058434.62 U.S. Treasuries (including strips) USTR 2025-05-31 2.875000 85116100.00 91941663.78 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 150000000.00 150000000.00 0.0113 N Y Y 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 0.0160 75005054.25 75005054.25 0.0056 N N N 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 25002571.50 25002571.50 0.0019 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 1.9695% 06370R6B0 NQQ6HPCNCCU6TUTQYE16 US06370R6B07 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-23 2020-10-23 2020-10-23 N N N 0.0197 50025550.00 50025550.00 0.0038 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 50014760.50 50014760.50 0.0038 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 250045377.50 250045377.50 0.0188 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.8794% 06417LNM5 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-02-24 2020-04-24 2020-04-24 N N N 0.0188 50014541.50 50014541.50 0.0038 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.9078% 06417LMY0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-02-18 2020-06-18 2020-06-18 N N N 0.0191 100059290.00 100059290.00 0.0075 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.9584% 06417G5X2 L3I9ZG2KFGXZ61BMYR72 US06417G5X20 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-04-03 2020-04-03 2020-04-03 N N N 0.0196 40005876.80 40005876.80 0.0030 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 175069538.00 175069538.00 0.0132 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 1840204.35 1840204.35 0.0001 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 50034742.00 50034742.00 0.0038 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 65006511.70 65006511.70 0.0049 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 1.5700% AC28XWWI3WIBK2824319 0000312069 BCG120203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-07-15 1.750000 355802900.00 359246798.38 U.S. Treasuries (including strips) USTR 2022-05-15 2.125000 272530300.00 278253216.18 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 625000000.00 625000000.00 0.0471 N Y Y N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse Des Depots Et Consignations, 1.6700% 12800AE59 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-05-05 2020-05-05 2020-05-05 N N N 0.0167 47789733.12 47789733.12 0.0036 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse Des Depots Et Consignations, 1.6600% 12800ADN1 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-22 2020-04-22 2020-04-22 N N N 0.0166 74718295.50 74718295.50 0.0056 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.9409% 13606BZ25 2IGI19DL77OX0HC3ZE78 US13606BZ251 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-03 2020-06-01 2020-06-01 N N N 0.0194 45024944.40 45024944.40 0.0034 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 2020-02-03 2020-07-17 2020-07-17 N N N 0.0189 35018919.25 35018919.25 0.0026 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.8621% 13606BY42 2IGI19DL77OX0HC3ZE78 US13606BY429 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-10 2020-05-08 2020-05-08 N N N 0.0186 250110057.50 250110057.50 0.0188 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.9144% 13606BT71 2IGI19DL77OX0HC3ZE78 US13606BT718 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-06 2020-04-06 2020-04-06 N N N 0.0191 102529650.18 102529650.18 0.0077 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.8462% 13606BY83 2IGI19DL77OX0HC3ZE78 US13606BY833 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-02-15 2020-05-15 2020-05-15 N N N 0.0185 55026986.30 55026986.30 0.0041 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 1.5800% 12624CCA0 4BFD7AQU0A75QLAHK410 0001283718 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-10 2020-03-10 2020-03-10 N Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0158 24957208.25 24957208.25 0.0019 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 1.6300% 12624CDT8 4BFD7AQU0A75QLAHK410 0001283718 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-27 2020-04-27 2020-04-27 N Y Canada Pension Plan Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0163 49803646.00 49803646.00 0.0038 N N N N DBS BANK, LTD. DBS Bank, Ltd., 1.6500% 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 0.0165 89137049.46 89137049.46 0.0067 N N N N DBS BANK, LTD. DBS Bank, Ltd., 1.6300% 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 0.0163 26474833.75 26474833.75 0.0020 N N N N DBS BANK, LTD. DBS Bank, Ltd., 1.6500% 23305DC60 ATUEL7OJR5057F2PV266 0001501323 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 0.0165 9983958.30 9983958.30 0.0008 N N N N DEERE & CO. John Deere Capital Corp., 1.5400% 24423HBL4 54930034SQM5911PYS66 0000315189 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 0.0154 51955424.56 51955424.56 0.0039 N N N N EMERSON ELECTRIC CO. Emerson Electric Co., 1.5700% 29101ABM5 FGLT0EWZSUIRRITFOA30 0000032604 Non-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 0.0157 14986262.55 14986262.55 0.0011 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.6400% 29604CDE9 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-14 2020-04-14 2020-04-14 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0164 99663917.00 99663917.00 0.0075 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.5700% 29604CBR2 7TG4VWERK338227TR435 0001560283 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 Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0157 24972777.75 24972777.75 0.0019 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.6400% 29604CDH2 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-17 2020-04-17 2020-04-17 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0164 99650506.00 99650506.00 0.0075 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.7953% 29604BBY9 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-26 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 0.0181 60005299.80 60005299.80 0.0045 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.5700% 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 0.0157 49978222.00 49978222.00 0.0038 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.6400% 29604CDG4 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-16 2020-04-16 2020-04-16 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0164 49827416.50 49827416.50 0.0038 N N N N EUROPEAN INVESTMENT BANK European Investment Bank, 1.5800% 29878RCH9 5493006YXS1U5GIHE750 0000033745 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-17 2020-03-17 2020-03-17 N N N 0.0158 99798111.00 99798111.00 0.0075 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 1.6100% 30229ABB4 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-11 2020-02-11 2020-02-11 N N N 0.0161 89955862.20 89955862.20 0.0068 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6200% 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 0.0062 149987083.50 149987083.50 0.0113 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.4300% 313384TY5 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-06 2020-03-06 2020-03-06 N N N 0.0143 99861333.00 99861333.00 0.0075 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2900% 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 0.0129 99935417.00 99935417.00 0.0075 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5100% 313384VJ5 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-09 2020-04-09 2020-04-09 N N N 0.0151 49856083.50 49856083.50 0.0038 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.4500% 313384UD9 US313384UD95 0001026214 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-11 2020-03-11 2020-03-11 N N N 0.0145 101437101.67 101437101.67 0.0076 N N Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 1.5700% FOR8UP27PHTHYVLBNG30 0000886982 GOL120203 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2041-12-15 3.500000 766796.00 511538.39 Agency Mortgage-Backed Securities GNMA 2045-10-15 4.000000 25000.00 20952.31 Agency Mortgage-Backed Securities GNMA 2040-06-20 5.000000 1577064.00 303339.53 Agency Mortgage-Backed Securities GNMA 2042-05-15 3.500000 52287200.00 33204987.55 Agency Mortgage-Backed Securities GNMA 2041-02-15 4.000000 161918.00 57639.61 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.000000 89842.00 31773.55 Agency Mortgage-Backed Securities GNMA 2045-10-20 4.000000 772102.00 637792.60 Agency Mortgage-Backed Securities GNMA 2033-02-15 5.500000 1649990.00 19008.09 Agency Mortgage-Backed Securities GNMA 2040-09-15 4.000000 125000.00 26402.19 Agency Mortgage-Backed Securities GNMA 2041-03-15 4.000000 3170000.00 552032.16 Agency Mortgage-Backed Securities GNMA 2040-09-15 4.000000 56983.00 9758.22 Agency Mortgage-Backed Securities GNMA 2039-11-20 4.000000 50929664.00 7701313.74 Agency Mortgage-Backed Securities GNMA 2034-11-20 5.000000 130000.00 5810.35 Agency Mortgage-Backed Securities GNMA 2045-01-20 4.000000 906112.00 382907.48 Agency Mortgage-Backed Securities GNMA 2043-04-20 3.500000 224366.00 93928.95 Agency Mortgage-Backed Securities GNMA 2043-04-15 3.500000 47948.00 21230.21 Agency Mortgage-Backed Securities GNMA 2043-04-15 3.500000 738500.00 345290.55 Agency Mortgage-Backed Securities GNMA 2049-12-20 3.500000 1114160.00 1150575.51 Agency Mortgage-Backed Securities GNMA 2049-12-20 4.000000 1043882.00 1115031.46 Agency Mortgage-Backed Securities GNMA 2049-12-20 3.000000 482386432.00 497254385.81 Agency Mortgage-Backed Securities GNMA 2049-08-20 3.000000 92258000.00 94054301.75 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 625000000.00 625000000.00 0.0471 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 1.5700% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB220203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-02-15 0.000000 3390464.00 3337006.55 U.S. Treasuries (including strips) USTR 2026-11-30 1.625000 86498400.00 87741012.85 U.S. Treasuries (including strips) USTR 2026-10-31 1.625000 80223500.00 81484945.77 U.S. Treasuries (including strips) USTR 2020-05-15 1.500000 1334100.00 1337944.98 U.S. Treasuries (including strips) USTR 2020-04-15 1.500000 948900.00 952881.80 U.S. Treasuries (including strips) USTR 2022-04-30 1.750000 285300.00 289008.07 U.S. Treasuries (including strips) USTR 2020-12-31 2.375000 4659500.00 4703922.11 U.S. Treasuries (including strips) USTR 2029-02-15 2.625000 11634400.00 12860759.15 U.S. Treasuries (including strips) USTR 2023-08-31 2.750000 10641800.00 11284256.81 U.S. Treasuries (including strips) USTR 2025-11-15 0.000000 9000.00 8263.97 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 200000000.00 200000000.00 0.0151 N Y Y N HYDRO-QUEBEC Hydro-Quebec, 1.5600% 44881LB61 6THEVG93PYJH84S4D167 0000049448 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-06 2020-02-06 2020-02-06 N Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0156 79979186.40 79979186.40 0.0060 N N Y N HYDRO-QUEBEC Hydro-Quebec, 1.5600% 44881LB46 6THEVG93PYJH84S4D167 0000049448 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-04 2020-02-04 2020-02-04 N Y Province of Quebec Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0156 74986966.50 74986966.50 0.0056 N N Y N JP MORGAN SECURITIES, INC. JPMorgan Securities, Inc., 1.5800% 8I5DZWZKVSZI1NUHU748 0000019617 JPM220203 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2038-01-20 6.000000 2614160.00 81441.58 Agency Mortgage-Backed Securities GNMA 2043-12-20 4.000000 1232384.00 506659.22 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.500000 2382600.00 2499577.19 Agency Mortgage-Backed Securities GNMA 2049-12-20 3.500000 4113136.00 4304882.15 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.500000 9999616.00 10520900.43 Agency Mortgage-Backed Securities GNMA 2049-12-20 3.000000 7454848.00 7559424.85 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.000000 8149472.00 6660020.19 Agency Mortgage-Backed Securities GNMA 2048-12-20 5.000000 13519728.00 11789620.35 Agency Mortgage-Backed Securities GNMA 2047-12-20 4.000000 535000.00 507277.21 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.500000 473145.00 439195.85 Agency Mortgage-Backed Securities GNMA 2049-08-20 3.500000 578228224.00 592631001.03 Agency Mortgage-Backed Securities Y Moody's Aa3 Standard & Poor's A+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 625000000.00 625000000.00 0.0471 N Y Y N KIMBERLY-CLARK CORP. Kimberly-Clark Worldwide, 1.5700% 49436TBB2 5493001TMCBEHPT4YE78 0000055785 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-02-11 2020-02-11 2020-02-11 N N N 0.0157 108347998.35 108347998.35 0.0082 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 1.5700% 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 0.0157 49161378.00 49161378.00 0.0037 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 1.6500% 48246TDG1 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-16 2020-04-16 2020-04-16 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0165 64774132.15 64774132.15 0.0049 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 1.6400% 48246TD89 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-08 2020-04-08 2020-04-08 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0164 199381200.00 199381200.00 0.0150 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 1.5700% 48246TB32 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-03 2020-02-03 2020-02-03 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0157 32495748.03 32495748.03 0.0024 N Y Y N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 1.6500% 51489GDM6 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-04-21 2020-04-21 2020-04-21 N N N 0.0165 49814937.50 49814937.50 0.0038 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 1.5700% 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 0.0157 224695617.75 224695617.75 0.0169 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 1.6400% 51489GDG9 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-04-16 2020-04-16 2020-04-16 N N N 0.0164 59792646.60 59792646.60 0.0045 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 92091913.70 92091913.70 0.0069 N N N N MIZUHO SECURITIES USA, INC. Mizuho Securities USA, Inc., 1.5700% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ120203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-07-31 2.750000 54000000.00 56535300.00 U.S. Treasuries (including strips) USTR 2027-02-15 2.250000 52813000.00 56102345.76 U.S. Treasuries (including strips) USTR 2025-01-15 0.250000 50000000.00 55357314.78 U.S. Treasuries (including strips) USTR 2021-07-31 1.755940 10375700.00 10389292.17 U.S. Treasuries (including strips) USTR 2021-05-31 2.125000 56009500.00 56681598.70 U.S. Treasuries (including strips) USTR 2021-11-15 2.875000 51956000.00 53589067.00 U.S. Treasuries (including strips) USTR 2023-04-30 2.750000 54420000.00 57176947.10 U.S. Treasuries (including strips) USTR 2025-03-31 2.625000 6204400.00 6638160.28 U.S. Treasuries (including strips) USTR 2021-05-15 8.125000 50400000.00 55529989.20 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 400000000.00 400000000.00 0.0301 N Y Y N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, 1.6600% 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 0.0166 199825200.00 199825200.00 0.0150 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.6500% 63975UDE9 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-14 2020-04-14 2020-04-14 N N N 0.0165 99662272.00 99662272.00 0.0075 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.5900% 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 0.0159 124862152.50 124862152.50 0.0094 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.6300% 63975UD66 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-06 2020-04-06 2020-04-06 N N N 0.0163 30907361.77 30907361.77 0.0023 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.6400% 63975UD82 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-08 2020-04-08 2020-04-08 N N N 0.0164 79753235.20 79753235.20 0.0060 N N N N NESTLE S.A. Nestle Capital Corp., 1.4900% 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 0.0149 49950333.50 49950333.50 0.0038 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.7200% 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 50002842.50 50002842.50 0.0038 N N N N OVERSEA CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 2.6566% 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 200023672.00 200023672.00 0.0151 N N N N OVERSEA-CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.8990% 69034CJP4 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-09 2020-04-09 2020-04-09 N N N 0.0190 100023107.00 100023107.00 0.0075 N N N N OVERSEA-CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.9905% 69034CKL1 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-10 2020-09-10 2020-09-10 N N N 0.0199 49990979.00 49990979.00 0.0038 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 1.5800% 69372ABM3 PH3S12DWZBHHQKVYZ297 0000731288 Non-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 0.0158 7493096.25 7493096.25 0.0006 N N N N PFIZER, INC. Pfizer, Inc., 1.5000% 71708EDD4 765LHXWGK1KXCLTFYQ30 0000078003 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-13 2020-04-13 2020-04-13 N N N 0.0150 182424780.66 182424780.66 0.0137 N N N N PROVINCE OF QUEBEC CANADA Province of Quebec Canada, 1.6000% 74800JBL8 549300WN65YFEQH74Y36 0000722803 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 0.0160 74933333.25 74933333.25 0.0056 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 1.6100% 69370ADH4 3CCUJEU88P85MIG5R153 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-17 2020-04-17 2020-04-17 N Y Public Sector Pension Investment Board 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0161 39862426.80 39862426.80 0.0030 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 1.5700% ES7IP3U3RHIGC71XBU11 0001000275 RBC220203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-01-31 1.375000 500.00 499.84 U.S. Treasuries (including strips) USTR 2021-11-30 1.500000 1388000.00 1393531.16 U.S. Treasuries (including strips) USTR 2021-09-30 1.500000 424800.00 427306.74 U.S. Treasuries (including strips) USTR 2025-07-31 2.875000 186100.00 200472.50 U.S. Treasuries (including strips) USTR 2020-06-30 2.500000 920500.00 925874.91 U.S. Treasuries (including strips) USTR 2024-05-31 2.000000 300500.00 309358.13 U.S. Treasuries (including strips) USTR 2025-07-15 0.375000 509800.00 570441.67 U.S. Treasuries (including strips) USTR 2020-05-31 1.500000 25001100.00 25052701.86 U.S. Treasuries (including strips) USTR 2027-05-15 2.375000 84866200.00 90556821.44 U.S. Treasuries (including strips) USTR 2022-04-30 1.875000 600.00 609.29 U.S. Treasuries (including strips) USTR 2024-07-15 0.125000 18698100.00 20557599.45 U.S. Treasuries (including strips) USTR 2021-04-30 2.250000 104811100.00 106373499.49 U.S. Treasuries (including strips) USTR 2020-02-15 1.375000 300.00 301.79 U.S. Treasuries (including strips) USTR 2020-07-31 2.000000 7200.00 7214.62 U.S. Treasuries (including strips) USTR 2020-02-29 1.250000 100.00 100.48 U.S. Treasuries (including strips) USTR 2021-11-30 1.750000 32044900.00 32327679.61 U.S. Treasuries (including strips) USTR 2021-09-30 1.125000 18300.00 18272.75 U.S. Treasuries (including strips) USTR 2023-09-30 1.375000 1528000.00 1535595.54 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 600.00 656.80 U.S. Treasuries (including strips) USTR 2021-06-30 1.125000 4151800.00 4135683.15 U.S. Treasuries (including strips) USTR 2021-04-30 1.375000 100.00 100.20 U.S. Treasuries (including strips) USTR 2021-03-31 1.250000 29300.00 29334.89 U.S. Treasuries (including strips) USTR 2020-11-15 2.625000 245000.00 248418.46 U.S. Treasuries (including strips) USTR 2023-02-28 1.500000 12095400.00 12220610.92 U.S. Treasuries (including strips) USTR 2023-01-31 1.750000 24000.00 24270.07 U.S. Treasuries (including strips) USTR 2020-08-15 2.625000 1000.00 1017.49 U.S. Treasuries (including strips) USTR 2020-07-15 1.250000 100.00 118.81 U.S. Treasuries (including strips) USTR 2026-01-15 0.625000 7350200.00 8317776.06 U.S. Treasuries (including strips) USTR 2020-11-30 1.625000 564200.00 566108.54 U.S. Treasuries (including strips) USTR 2025-11-15 2.250000 53300.00 55980.76 U.S. Treasuries (including strips) USTR 2020-04-30 1.375000 100.00 100.29 U.S. Treasuries (including strips) USTR 2024-11-15 2.250000 32265600.00 33707214.60 U.S. Treasuries (including strips) USTR 2021-03-31 2.250000 12078300.00 12273020.02 U.S. Treasuries (including strips) USTR 2021-06-30 1.625000 100.00 100.34 U.S. Treasuries (including strips) USTR 2022-05-15 2.125000 132041300.00 134814060.65 U.S. Treasuries (including strips) USTR 2020-11-30 2.750000 3000.00 3043.42 U.S. Treasuries (including strips) USTR 2028-11-15 3.125000 10700.00 12169.65 U.S. Treasuries (including strips) USTR 2023-10-31 2.875000 18000.00 19113.78 U.S. Treasuries (including strips) USTR 2020-08-31 2.625000 664600.00 675800.94 U.S. Treasuries (including strips) USTR 2021-08-15 2.750000 982100.00 1013721.73 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 90700.00 101707.64 U.S. Treasuries (including strips) USTR 2021-06-15 2.625000 97939900.00 99777340.83 U.S. Treasuries (including strips) USTR 2023-04-15 0.625000 100.00 105.86 U.S. Treasuries (including strips) USTR 2021-03-15 2.375000 4728300.00 4815476.24 U.S. Treasuries (including strips) USTR 2023-02-28 2.625000 3100.00 3251.29 U.S. Treasuries (including strips) USTR 2025-02-28 2.750000 9391500.00 10125155.21 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 11921100.00 13196670.53 U.S. Treasuries (including strips) USTR 2024-07-31 2.125000 13948600.00 14402487.44 U.S. Treasuries (including strips) USTR 2026-01-15 2.000000 100.00 146.12 U.S. Treasuries (including strips) USTR 2026-02-15 6.000000 5184900.00 6700261.42 U.S. Treasuries (including strips) USTR 2020-06-18 0.000000 600.00 596.48 U.S. Treasuries (including strips) USTR 2020-04-23 0.000000 500.00 498.23 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 625000000.00 625000000.00 0.0471 N Y Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.8134% 78012UPP4 ES7IP3U3RHIGC71XBU11 US78012UPP48 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-02-22 2020-05-22 2020-05-22 N N N 0.0181 100023640.00 100023640.00 0.0075 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.8621% 78012UPJ8 ES7IP3U3RHIGC71XBU11 US78012UPJ87 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-02-10 2020-05-08 2020-05-08 N N N 0.0186 20004298.00 20004298.00 0.0015 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6418% 78014XBX4 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0196 60008508.60 60008508.60 0.0045 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 0.0213 14243556.48 14243556.48 0.0011 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 0.0175 33133114.86 33133114.86 0.0025 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 50031192.00 50031192.00 0.0038 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 2.6419% 78014XBS5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-05 2020-03-05 2020-03-05 N N N 0.0189 75008361.00 75008361.00 0.0056 N N N N SANOFI Sanofi-Aventis, 1.6100% 8010M2CT7 549300E9PC51EN656011 0001121404 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-27 2020-03-27 2020-03-27 N N N 0.0161 41496267.90 41496267.90 0.0031 N N N N SANOFI Sanofi-Aventis, 1.6100% 8010M2CW0 549300E9PC51EN656011 0001121404 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-30 2020-03-30 2020-03-30 N N N 0.0161 99737614.00 99737614.00 0.0075 N N N N SANOFI Sanofi-Aventis, 1.6100% 8010M2CG5 549300E9PC51EN656011 0001121404 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-16 2020-03-16 2020-03-16 N N N 0.0161 110277618.75 110277618.75 0.0083 N N N N SANOFI Sanofi-Aventis, 1.6100% 8010M2CP5 549300E9PC51EN656011 0001121404 Non-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 0.0161 99768167.00 99768167.00 0.0075 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 20924085.37 20924085.37 0.0016 N N N N SIEMENS AG Siemens Capital Co. LLC, 1.5700% 82619TB63 EOSCVWUER252U910GR08 0000940418 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 105882375.49 105882375.49 0.0080 N N Y N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.5500% 82880WB68 MR92GTD0MJTTTTQDVG45 0001003023 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-02-06 2020-02-06 2020-02-06 N N N 0.0155 12346819.88 12346819.88 0.0009 N N Y N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.6000% 82880WC26 MR92GTD0MJTTTTQDVG45 0001003023 Non-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 0.0160 10585395.53 10585395.53 0.0008 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.5900% 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 0.0159 124741010.00 124741010.00 0.0094 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.5700% 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 0.0157 149882700.00 149882700.00 0.0113 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.5800% 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 0.0158 99938517.00 99938517.00 0.0075 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.5500% 86562KB45 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 74987075.25 74987075.25 0.0056 N N Y N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.6600% 86562KDN1 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-04-22 2020-04-22 2020-04-22 N N N 0.0166 94641876.60 94641876.60 0.0071 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 1.5800% PT3QB789TSUIDF371261 0000947263 TOR320203 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TVDB 2020-03-15 2.250000 315000.00 317862.56 Agency Debentures and Agency Strips TVDB 2022-08-15 1.875000 951000.00 968273.73 Agency Debentures and Agency Strips FMAC 2021-02-16 2.375000 3319000.00 3382125.54 Agency Debentures and Agency Strips FMAC 2020-11-17 1.875000 370000.00 372320.67 Agency Debentures and Agency Strips FMAC 2020-09-29 1.625000 324000.00 325837.66 Agency Debentures and Agency Strips FMAC 2021-08-12 1.125000 284000.00 284202.78 Agency Debentures and Agency Strips FMAC 2020-05-01 1.375000 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Total Capital Canada, Ltd., 1.5600% 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 0.0156 99913333.00 99913333.00 0.0075 N N N N TOTAL S.A. Total Capital S.A., 1.5500% 89152EB56 529900S21EQ1BO4ESM68 0001226646 Non-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 0.0155 74983906.50 74983906.50 0.0056 N N Y N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 2.0961% 89236TDV4 Z2VZBHUMB7PWWJ63I008 US89236TDV44 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-04-17 2020-04-17 2020-04-17 N N N 0.0209 10587248.25 10587248.25 0.0008 N N N N TOYOTA MOTOR CREDIT CORP. 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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 160052995.20 160052995.20 0.0121 N N N N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.6749% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-02-01 2021-04-30 2021-04-30 N N N 0.0167 450161815.50 450161815.50 0.0339 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.7559% 9128287G9 US9128287G95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-02-01 2021-07-31 2021-07-31 N N N 0.0175 375586443.75 375586443.75 0.0283 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.4600% 912796TM1 US912796TM15 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-02 2020-04-02 2020-04-02 N N N 0.0146 99749523.00 99749523.00 0.0075 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.3900% 912796WV7 US912796WV76 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-03 2020-03-03 2020-03-03 N N N 0.0139 99876448.00 99876448.00 0.0075 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.4800% 912796TR0 US912796TR02 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-16 2020-04-16 2020-04-16 N N N 0.0148 74766742.50 74766742.50 0.0056 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 1.5400% 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 0.0154 48167438.94 48167438.94 0.0036 N N N N UNITED OVERSEAS BANK United Overseas Bank, 1.5000% 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 0.0150 99979139.00 99979139.00 0.0075 N N Y N UNITED OVERSEAS BANK United Overseas Bank, 1.5300% 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 0.0153 99944678.00 99944678.00 0.0075 N N N N THE DFA INVESTMENT TRUST COMPANY 2020-02-07 /s/ Gregory K. Hinkle Gregory K. Hinkle Vice-President, Controller, and Chief Financial Officer