N-MFP2 0000896162 XXXXXXXX 2020-02-28 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 22 70 5542287139.54 5860335036.74 5602578392.56 5949463305.52 6493862517.43 6923390293.09 6683291187.16 6780358110.93 0.4252 0.4451 0.4027 0.4394 0.4982 0.5258 0.4804 0.5008 512989182.12 13019435378.98 13019435378.98 6098517.98 18203751.46 13520319327.62 1168309025.56 0.0169 11.5720 11.5720 11.5720 11.5730 C000086468 1.00 13520319327.62 1168309025.56 11.5720 11.5720 11.5720 11.5730 1279153439.64 1529535117.14 1189107343.06 1059717390.79 1487788618.89 745836905.53 1494132204.25 1873598588.87 5450181605.84 5208688002.33 0.0163 N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 1.4900% 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 0.0149 49921730.50 49921730.50 0.0037 N N N N BANK OF AMERICA SECURITIES LLC Bank of America Securities LLC, 1.5900% 9DJT3UXIJIZJI4WXO774 0000070858 BAC120302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2027-01-31 1.500000 17665200.00 18017794.67 U.S. Treasuries (including strips) USTR 2024-11-30 2.125000 128359500.00 134982261.01 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 150000000.00 150000000.00 0.0111 N Y Y N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 1.7941% 06370RZW2 NQQ6HPCNCCU6TUTQYE16 US06370RZW23 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-05-08 2020-05-08 2020-05-08 N N N 0.0179 250040532.50 250040532.50 0.0185 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 25000000.00 25000000.00 0.0018 N Y Y 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 50023340.00 50023340.00 0.0037 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 1.9389% 06370R6B0 NQQ6HPCNCCU6TUTQYE16 US06370R6B07 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-03-23 2020-10-23 2020-10-23 N N N 0.0194 50076141.00 50076141.00 0.0037 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 40003063.60 40003063.60 0.0030 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.8489% 06417LNM5 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-24 2020-04-24 2020-04-24 N N N 0.0185 50017769.00 50017769.00 0.0037 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.9082% 06417LMY0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-18 2020-06-18 2020-06-18 N N N 0.0191 100068131.00 100068131.00 0.0074 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.8372% 06417MEQ4 L3I9ZG2KFGXZ61BMYR72 US06417MEQ42 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-05-13 2020-11-13 2020-11-13 N N N 0.0184 50041836.50 50041836.50 0.0037 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.8511% 06417MEJ0 L3I9ZG2KFGXZ61BMYR72 US06417MEJ09 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-05-04 2020-08-04 2020-08-04 N N N 0.0185 175073260.25 175073260.25 0.0129 N N N N BANQUE ET CAISSE EPARGNE Banque Et Caisse Epargne, 1.4500% 0667K0F57 R7CQUF1DQM73HUTV1078 0001399253 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-06-05 2020-06-05 2020-06-05 N N N 0.0145 49803319.50 49803319.50 0.0037 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 1.5900% AC28XWWI3WIBK2824319 0000312069 BCG220302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-11-30 1.500000 547227600.00 559035964.22 U.S. Treasuries (including strips) USTR 2028-11-15 3.125000 67555600.00 78464101.54 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 625000000.00 625000000.00 0.0462 N Y Y N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse Des Depots Et Consignations, 1.5300% 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 0.0153 47863409.28 47863409.28 0.0035 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse Des Depots Et Consignations, 1.5500% 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 0.0155 74826525.00 74826525.00 0.0055 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.8150% 13606BZ25 2IGI19DL77OX0HC3ZE78 US13606BZ251 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-03-01 2020-06-01 2020-06-01 N N N 0.0181 45023245.65 45023245.65 0.0033 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 2020-02-29 2020-07-17 2020-07-17 N N N 0.0187 35031145.45 35031145.45 0.0026 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.8462% 13606BT71 2IGI19DL77OX0HC3ZE78 US13606BT718 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-03-06 2020-04-06 2020-04-06 N N N 0.0185 102520022.35 102520022.35 0.0076 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.8282% 13606BY83 2IGI19DL77OX0HC3ZE78 US13606BY833 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-03-15 2020-05-15 2020-05-15 N N N 0.0183 55025924.80 55025924.80 0.0041 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 1.8409% 13606BY42 2IGI19DL77OX0HC3ZE78 US13606BY429 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-03-10 2020-05-08 2020-05-08 N N N 0.0184 250104350.00 250104350.00 0.0185 N N N N CHEVRON CORP. Chevron Corp., 1.5300% 16677JCK0 0000093410 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-19 2020-03-19 2020-03-19 N N N 0.0153 119898333.60 119898333.60 0.0089 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 1.4900% 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 0.0149 49877821.00 49877821.00 0.0037 N N N N CPPIB CAPITAL, INC. CPPIB Capital, Inc., 1.5600% 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 0.0156 24988121.50 24988121.50 0.0018 N N N N DBS BANK, LTD. DBS Bank, Ltd., 1.6300% 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 0.0163 9996830.60 9996830.60 0.0007 N N Y N DBS BANK, LTD. DBS Bank, Ltd., 1.6200% 23305DCD5 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-13 2020-03-13 2020-03-13 N N N 0.0162 74952720.75 74952720.75 0.0055 N N N N DBS BANK, LTD. DBS Bank, Ltd., 1.5100% 23305DEN1 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-05-22 2020-05-22 2020-05-22 N N N 0.0151 79719253.60 79719253.60 0.0059 N N N N DBS BANK, LTD. DBS Bank, Ltd., 1.6000% 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 0.0160 89254931.60 89254931.60 0.0066 N N N N DBS BANK, LTD. DBS Bank, Ltd., 1.5900% 23305DCR4 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-25 2020-03-25 2020-03-25 N N N 0.0159 39954037.60 39954037.60 0.0030 N N N N DBS BANK, LTD. DBS Bank, Ltd., 1.5300% 23305DEE1 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-05-14 2020-05-14 2020-05-14 N N N 0.0153 85175259.45 85175259.45 0.0063 N N N N DEERE & CO. John Deere Canada ULC, 1.5200% 24423HCH2 54930034SQM5911PYS66 0000315189 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 0.0152 86584059.35 86584059.35 0.0064 N N N N DEERE & CO. John Deere Canada ULC, 1.5100% 24423HCB5 54930034SQM5911PYS66 0000315189 Non-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 0.0151 16741546.78 16741546.78 0.0012 N N N N DEERE & CO. John Deere Canada ULC, 1.5100% 24423HCD1 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-13 2020-03-13 2020-03-13 N N N 0.0151 35673025.85 35673025.85 0.0026 N N N N DEERE & CO. John Deere Canada ULC, 1.5400% 24423HCL3 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-20 2020-03-20 2020-03-20 N N N 0.0154 53352216.08 53352216.08 0.0039 N N N N ELI LILLY & CO. ELI Lilly & Co., 1.5600% 53245PC48 FRDRIPF3EKNDJ2CQJL29 0000059478 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-04 2020-03-04 2020-03-04 N N N 0.0156 49989153.00 49989153.00 0.0037 N N Y N EQUINOR ASA Equinor ASA, 1.6900% 29447LC27 OW6OFBNCKXC4US5C7523 0001140625 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 0.0169 74989468.50 74989468.50 0.0055 N Y Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.5200% 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 0.0152 114107526.60 114107526.60 0.0084 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.5100% 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 0.0151 99807950.00 99807950.00 0.0074 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.5100% 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 0.0151 49899333.50 49899333.50 0.0037 N N N N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 1.5100% 29604CD90 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-09 2020-04-09 2020-04-09 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0151 33941800.50 33941800.50 0.0025 N N N N EUROPEAN INVESTMENT BANK European Investment Bank, 1.5900% 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 0.0159 99920500.00 99920500.00 0.0074 N N N N EXPORT DEVELOPMENT CORP. Export Development Canada, 1.5000% 30215GE65 Z6MHCSLXHKYG4B6PHW02 0000276328 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-05-06 2020-05-06 2020-05-06 N Y Canada Pension Plan Investment Board 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0150 27920772.32 27920772.32 0.0021 N N N N EXXON MOBIL CORP. Exxon Mobil Corp., 1.5200% 30229ACR8 J3WHBG0MTS7O8ZVMDC91 0000034088 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-25 2020-03-25 2020-03-25 N N N 0.0152 20777151.20 20777151.20 0.0015 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.8800% 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 0.0088 99982889.00 99982889.00 0.0074 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.4000% 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 0.0140 49920305.50 49920305.50 0.0037 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1600% 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 0.0116 101560884.00 101560884.00 0.0075 N N Y N GOLDMAN SACHS & CO. Goldman Sachs & Co., 1.5800% FOR8UP27PHTHYVLBNG30 0000886982 GOL120302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2039-11-15 5.000000 171007.00 27162.53 Agency Mortgage-Backed Securities GNMA 2041-12-15 3.500000 766796.00 524689.87 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.000000 75000.00 20880.72 Agency Mortgage-Backed Securities GNMA 2038-06-15 5.500000 1250638.00 12881.16 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.500000 6836192.00 7073599.79 Agency Mortgage-Backed Securities GNMA 2023-09-15 6.000000 1000000.00 19126.32 Agency Mortgage-Backed Securities GNMA 2045-10-15 4.000000 25000.00 21391.91 Agency Mortgage-Backed Securities GNMA 2040-06-20 5.000000 1577064.00 304109.95 Agency Mortgage-Backed Securities GNMA 2042-05-15 3.500000 68000000.00 43042497.20 Agency Mortgage-Backed Securities GNMA 2041-02-15 4.000000 161918.00 56903.55 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.000000 89842.00 31952.61 Agency Mortgage-Backed Securities GNMA 2048-04-15 5.000000 1792214.00 1391114.74 Agency Mortgage-Backed Securities GNMA 2048-04-20 3.500000 1500000.00 1411336.67 Agency Mortgage-Backed Securities GNMA 2048-03-15 5.000000 3393416.00 1573241.35 Agency Mortgage-Backed Securities GNMA 2042-01-15 4.000000 42008.00 9936.65 Agency Mortgage-Backed Securities GNMA 2040-12-15 3.500000 520337.00 116872.76 Agency Mortgage-Backed Securities GNMA 2040-09-15 4.000000 135000.00 44575.09 Agency Mortgage-Backed Securities GNMA 2039-06-15 4.500000 161158.00 21627.96 Agency Mortgage-Backed Securities GNMA 2041-07-20 4.500000 8850448.00 1315526.85 Agency Mortgage-Backed Securities GNMA 2040-07-20 5.000000 99985.00 11929.44 Agency Mortgage-Backed Securities GNMA 2039-11-20 5.000000 326999.00 9359.28 Agency Mortgage-Backed Securities GNMA 2037-12-20 6.000000 690965.00 20928.06 Agency Mortgage-Backed Securities GNMA 2033-06-15 5.000000 70000.00 6160.85 Agency Mortgage-Backed Securities GNMA 2033-06-15 5.000000 231127.00 10909.53 Agency Mortgage-Backed Securities GNMA 2046-07-15 4.500000 43308.00 22071.68 Agency Mortgage-Backed Securities GNMA 2046-06-20 4.500000 1036572.00 636948.44 Agency Mortgage-Backed Securities GNMA 2043-04-20 3.500000 224366.00 94785.12 Agency Mortgage-Backed Securities GNMA 2043-04-15 3.500000 781500.00 363902.60 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.500000 7055592.00 7311787.60 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.500000 3921604.00 4190335.84 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.500000 2158716.00 2322683.43 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.500000 2353220.00 2438663.06 Agency Mortgage-Backed Securities GNMA 2050-02-20 4.000000 1942560.00 2063523.21 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.500000 7809856.00 8356647.45 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.000000 1890318.00 1946310.15 Agency Mortgage-Backed Securities GNMA 2049-12-20 3.500000 1114160.00 1151176.33 Agency Mortgage-Backed Securities GNMA 2050-01-20 4.500000 1007348.00 1102502.08 Agency Mortgage-Backed Securities GNMA 2049-12-20 4.500000 4744280.00 5203042.32 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.500000 1602872.00 1696822.74 Agency Mortgage-Backed Securities GNMA 2054-12-15 2.590000 400000.00 414276.94 Agency Mortgage-Backed Securities GNMA 2050-02-20 4.000000 1047768.00 1113012.51 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.000000 4987616.00 5168003.11 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.000000 5024592.00 5208049.40 Agency Mortgage-Backed Securities GNMA 2053-06-15 3.740000 50000.00 54690.91 Agency Mortgage-Backed Securities GNMA 2047-12-15 4.000000 34000.00 32880.53 Agency Mortgage-Backed Securities GNMA 2048-02-20 4.000000 25000.00 21542.54 Agency Mortgage-Backed Securities GNMA 2048-01-15 5.000000 3393172.00 857191.88 Agency Mortgage-Backed Securities GNMA 2047-05-20 5.000000 2765364.00 1341465.99 Agency Mortgage-Backed Securities GNMA 2049-07-20 4.000000 33529344.00 33842288.68 Agency Mortgage-Backed Securities GNMA 2049-08-20 2.500000 3409590.00 3422381.14 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.500000 803973120.00 450678253.30 Agency Mortgage-Backed Securities GNMA 2048-10-20 5.000000 8694560.00 4788809.79 Agency Mortgage-Backed Securities GNMA 2048-01-20 3.500000 31972384.00 23895369.34 Agency Mortgage-Backed Securities GNMA 2031-08-20 3.000000 75089.00 38259.83 Agency Mortgage-Backed Securities GNMA 2047-05-20 5.000000 170000.00 72838.02 Agency Mortgage-Backed Securities GNMA 2046-02-20 3.000000 42198.00 23955.26 Agency Mortgage-Backed Securities GNMA 2045-11-20 3.500000 3463332.00 1000998.69 Agency Mortgage-Backed Securities GNMA 2045-08-20 3.000000 3774552.00 2076031.65 Agency Mortgage-Backed Securities GNMA 2044-12-20 4.000000 636827.00 294285.69 Agency Mortgage-Backed Securities GNMA 2044-12-20 3.500000 4120584.00 1336087.03 Agency Mortgage-Backed Securities 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Massachusetts Mutual Life, 1.5600% 57576JC67 R6ZXK5P01NP6HXSY1S07 0000225602 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 0.0156 17994540.06 17994540.06 0.0013 N N Y N MERCK & CO., INC. Merck & Co., Inc., 1.5400% 58934AC20 4YV9Y5M8S0BRK1RP0397 0001220372 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 0.0154 52708256.70 52708256.70 0.0039 N Y Y N MIZUHO SECURITIES USA, INC. Mizuho Securities USA, Inc., 1.5900% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ120302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-09-30 3.000000 106048000.00 117895369.63 U.S. Treasuries (including strips) USTR 2020-04-30 1.543750 76281000.00 76372316.41 U.S. Treasuries (including strips) USTR 2020-03-24 0.000000 97431200.00 97328410.08 U.S. Treasuries (including strips) USTR 2020-04-02 0.000000 116571000.00 116403953.76 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 400000000.00 400000000.00 0.0296 N Y Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.5300% 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 0.0153 30950098.68 30950098.68 0.0023 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.5200% 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 0.0152 99805650.00 99805650.00 0.0074 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps NV, 1.5300% 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 0.0153 79864622.40 79864622.40 0.0059 N N N N NOVARTIS AG Novartis Finance Corp., 1.5100% 6698M4D17 549300PEK0AU35HVR544 0001443534 Non-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 0.0151 29958530.10 29958530.10 0.0022 N N N N NOVARTIS AG Novartis Finance Corp., 1.5600% 6698M4C67 549300PEK0AU35HVR544 0001443534 Non-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 0.0156 20993630.07 20993630.07 0.0016 N N Y N NRW.BANK NRW.Bank, 1.5800% 62939LCC1 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-12 2020-03-12 2020-03-12 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0158 54968619.20 54968619.20 0.0041 N N N N NRW.BANK NRW.Bank, 1.5800% 62939LC49 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-04 2020-03-04 2020-03-04 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0158 45490015.48 45490015.48 0.0034 N N Y N NRW.BANK NRW.Bank, 1.5800% 62939LCD9 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-13 2020-03-13 2020-03-13 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0158 91943471.52 91943471.52 0.0068 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 200002292.00 200002292.00 0.0148 N N Y N OVERSEA-CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.8709% 69034CJP4 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-09 2020-04-09 2020-04-09 N N N 0.0187 100021544.00 100021544.00 0.0074 N N N N OVERSEA-CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 1.6794% 69033MMY0 5493007O3QFXCPOGWK22 US69033MMY02 0001448817 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-03-23 2020-08-21 2020-08-21 N N N 0.0168 50002140.50 50002140.50 0.0037 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 50023217.00 50023217.00 0.0037 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 1.5800% 69372AC91 PH3S12DWZBHHQKVYZ297 0000731288 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-09 2020-03-09 2020-03-09 N N N 0.0158 11295053.09 11295053.09 0.0008 N N N N PACCAR FINANCIAL CORP. PACCAR Financial Corp., 1.5400% 69372ACQ3 PH3S12DWZBHHQKVYZ297 0000731288 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-24 2020-03-24 2020-03-24 N N N 0.0154 29818014.83 29818014.83 0.0022 N N N N PFIZER, INC. Pfizer, Inc., 1.5000% 71708EF91 765LHXWGK1KXCLTFYQ30 0000078003 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-06-09 2020-06-09 2020-06-09 N N N 0.0150 58282905.65 58282905.65 0.0043 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 182634916.25 182634916.25 0.0135 N N N N PFIZER, INC. Pfizer, Inc., 1.5000% 71708EF83 765LHXWGK1KXCLTFYQ30 0000078003 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-06-08 2020-06-08 2020-06-08 N N N 0.0150 19916226.20 19916226.20 0.0015 N N N N PROVINCE OF ONTARIO Province of Ontario, 1.5000% 68323JDF9 C7PVKCRGLG18EBQGZV36 0000074615 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-04-15 2020-04-15 2020-04-15 N N N 0.0150 49902148.50 49902148.50 0.0037 N N N N PROVINCE OF QUEBEC CANADA Province of Quebec Canada, 1.5800% 74800JCR4 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-25 2020-03-25 2020-03-25 N N N 0.0158 39954297.60 39954297.60 0.0030 N N N N PROVINCE OF QUEBEC CANADA Province of Quebec Canada, 1.5800% 74800JCS2 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-26 2020-03-26 2020-03-26 N N N 0.0158 109869567.50 109869567.50 0.0081 N N N N PROVINCE OF QUEBEC CANADA Province of Quebec Canada, 1.6100% 74800JC52 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-05 2020-03-05 2020-03-05 N N N 0.0161 49986575.00 49986575.00 0.0037 N N Y N PROVINCE OF QUEBEC CANADA Province of Quebec Canada, 1.5800% 74800JCP8 549300WN65YFEQH74Y36 0000722803 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 0.0158 54941956.85 54941956.85 0.0041 N N N N PROVINCE OF QUEBEC CANADA Province of Quebec Canada, 1.5900% 74800JCK9 549300WN65YFEQH74Y36 0000722803 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-19 2020-03-19 2020-03-19 N N N 0.0159 49955916.50 49955916.50 0.0037 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 1.5000% 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 0.0150 39918496.80 39918496.80 0.0030 N N N N RBC DOMINION SECURITIES RBC Dominion Securities, 1.5900% ES7IP3U3RHIGC71XBU11 0001000275 RBC220302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-12-15 1.625000 1334000.00 1357759.76 U.S. Treasuries (including strips) USTR 2024-11-30 1.500000 1040000.00 1062441.67 U.S. Treasuries (including strips) USTR 2021-11-30 1.500000 100.00 100.97 U.S. Treasuries (including strips) USTR 2024-10-31 1.500000 100.00 102.24 U.S. Treasuries (including strips) USTR 2021-09-30 1.500000 100.00 101.13 U.S. Treasuries (including strips) USTR 2025-06-30 2.750000 106512000.00 115819808.62 U.S. Treasuries (including strips) USTR 2022-06-30 1.750000 100.00 101.76 U.S. Treasuries (including strips) USTR 2025-07-15 0.375000 12302400.00 13876761.01 U.S. Treasuries (including strips) USTR 2022-04-15 0.125000 339000.00 360508.77 U.S. Treasuries (including strips) USTR 2022-04-30 1.750000 20000.00 20384.98 U.S. Treasuries (including strips) USTR 2022-03-31 1.875000 73407100.00 75113496.18 U.S. Treasuries (including strips) USTR 2020-07-31 2.000000 12000.00 12045.70 U.S. Treasuries (including strips) USTR 2023-05-15 1.750000 99800.00 102326.74 U.S. Treasuries (including strips) USTR 2021-12-31 2.000000 77097400.00 78536944.01 U.S. Treasuries (including strips) USTR 2021-11-30 1.750000 100.00 101.47 U.S. Treasuries (including strips) USTR 2022-07-15 0.125000 28432400.00 32180014.45 U.S. Treasuries (including strips) USTR 2023-07-31 1.250000 100.00 100.60 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 296200.00 326812.36 U.S. Treasuries (including strips) USTR 2021-06-30 1.125000 170300.00 170416.74 U.S. Treasuries (including strips) USTR 2021-03-31 1.250000 30300.00 30456.26 U.S. Treasuries (including strips) USTR 2021-01-15 1.125000 76239000.00 90632692.20 U.S. Treasuries (including strips) USTR 2020-11-15 2.625000 245000.00 249094.47 U.S. Treasuries (including strips) USTR 2026-02-15 1.625000 9374200.00 9618776.23 U.S. Treasuries (including strips) USTR 2023-01-31 1.750000 24000.00 24477.75 U.S. Treasuries (including strips) USTR 2020-11-30 1.625000 283700.00 285508.84 U.S. Treasuries (including strips) USTR 2020-10-31 1.375000 2762400.00 2774700.88 U.S. Treasuries (including strips) USTR 2022-01-31 1.500000 4038900.00 4071186.35 U.S. Treasuries (including strips) USTR 2025-01-15 0.250000 100.00 111.47 U.S. Treasuries (including strips) USTR 2026-05-31 2.125000 4500.00 4775.92 U.S. Treasuries (including strips) USTR 2024-04-15 0.500000 99999900.00 105272559.02 U.S. Treasuries (including strips) USTR 2022-04-15 2.250000 342200.00 353133.51 U.S. Treasuries (including strips) USTR 2024-01-31 2.500000 12999900.00 13715584.49 U.S. Treasuries (including strips) USTR 2022-01-15 2.500000 100.00 102.81 U.S. Treasuries (including strips) USTR 2021-12-15 2.625000 200.00 206.30 U.S. Treasuries (including strips) USTR 2023-09-30 2.875000 1800.00 1933.00 U.S. Treasuries (including strips) USTR 2021-09-15 2.750000 100.00 103.65 U.S. Treasuries (including strips) USTR 2023-06-30 2.625000 10011200.00 10551652.71 U.S. Treasuries (including strips) USTR 2023-04-30 2.750000 1100.00 1166.14 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 1779500.00 1962438.77 U.S. Treasuries (including strips) USTR 2024-11-30 2.125000 1000.00 1051.60 U.S. Treasuries (including strips) USTR 2027-07-15 0.375000 71599900.00 79007564.55 U.S. Treasuries (including strips) USTR 2021-01-28 0.000000 300.00 296.71 U.S. Treasuries (including strips) USTR 2020-05-21 0.000000 100.00 99.67 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 625000000.00 625000000.00 0.0462 N Y Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.8118% 78014XEU7 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-05-18 2020-11-18 2020-11-18 N N N 0.0181 50038788.00 50038788.00 0.0037 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 33120000.00 33120000.00 0.0024 N Y Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.7889% 78012UPP4 ES7IP3U3RHIGC71XBU11 US78012UPP48 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-03-22 2020-05-22 2020-05-22 N N N 0.0179 100038326.00 100038326.00 0.0074 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 1.8409% 78012UPJ8 ES7IP3U3RHIGC71XBU11 US78012UPJ87 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-03-10 2020-05-08 2020-05-08 N N N 0.0184 20006018.60 20006018.60 0.0015 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 14239000.00 14239000.00 0.0011 N Y Y 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+ 2020-03-05 2020-03-05 2020-03-05 N N N 0.0183 75003072.75 75003072.75 0.0055 N N Y 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 60004296.00 60004296.00 0.0044 N N N N SANOFI Sanofi-Aventis, 1.5100% 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 0.0151 99869714.00 99869714.00 0.0074 N N N N SANOFI Sanofi-Aventis, 1.5300% 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 0.0153 99898267.00 99898267.00 0.0074 N N N N SANOFI Sanofi-Aventis, 1.5500% 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 0.0155 110419381.41 110419381.41 0.0082 N N N N SANOFI Sanofi-Aventis, 1.5200% 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 0.0152 41550981.47 41550981.47 0.0031 N N N N SHELL INTERNATIONAL FINANCE BV Shell International Finance BV, 2.1809% 822582BH4 213800ITMMKU4Z7I4F78 US822582BH45 0001333621 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-05-11 2020-05-11 2020-05-11 N N N 0.0218 20919019.00 20919019.00 0.0015 N N N N SIEMENS AG Siemens Capital Co. LLC, 1.5600% 82619TC47 EOSCVWUER252U910GR08 0000940418 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-04 2020-03-04 2020-03-04 N N N 0.0156 74983729.50 74983729.50 0.0055 N N Y N SIEMENS AG Siemens Capital Co. LLC, 1.5200% 82619TCT2 EOSCVWUER252U910GR08 0000940418 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 0.0152 49941083.50 49941083.50 0.0037 N N N N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.5900% 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 0.0159 10598599.95 10598599.95 0.0008 N Y Y N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.5500% 82880WCP5 MR92GTD0MJTTTTQDVG45 0001003023 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 0.0155 14085467.55 14085467.55 0.0010 N N N N SIMON PROPERTY GROUP, INC. Simon Property Group, LP, 1.5300% 82880WD66 MR92GTD0MJTTTTQDVG45 0001003023 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 0.0153 24660239.92 24660239.92 0.0018 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.5100% 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 0.0151 124900183.75 124900183.75 0.0092 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.5000% 83050TCL3 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-20 2020-03-20 2020-03-20 N N N 0.0150 72935997.25 72935997.25 0.0054 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 1.5300% 83050TDT5 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-04-27 2020-04-27 2020-04-27 N N N 0.0153 74812183.50 74812183.50 0.0055 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.5400% 86562KCL6 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-20 2020-03-20 2020-03-20 N N N 0.0154 49955200.00 49955200.00 0.0037 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.5600% 86562KC51 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-05 2020-03-05 2020-03-05 N N N 0.0156 34990888.45 34990888.45 0.0026 N N Y N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.5300% 86562KCP7 5U0XI89JRFVHWIBS4F54 0001184915 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 0.0153 24974483.25 24974483.25 0.0018 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.5300% 86562KCQ5 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-03-24 2020-03-24 2020-03-24 N N N 0.0153 49946909.50 49946909.50 0.0037 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 1.5200% 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 0.0152 94784540.00 94784540.00 0.0070 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 1.4300% 86960JEL5 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-05-20 2020-05-20 2020-05-20 N N N 0.0143 49837480.50 49837480.50 0.0037 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 1.4400% 86960JEK7 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-05-19 2020-05-19 2020-05-19 N N N 0.0144 99677800.00 99677800.00 0.0074 N N N N TORONTO DOMINION SECURITIES USA LLC Toronto Dominion Securities USA LLC, 1.6000% PT3QB789TSUIDF371261 0000947263 TOR320302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2022-10-15 1.375000 39999200.00 40484761.87 U.S. Treasuries (including strips) USTR 2021-06-30 2.125000 39513900.00 40134835.97 U.S. Treasuries (including strips) USTR 2021-05-31 2.000000 34562700.00 35066210.55 U.S. Treasuries (including strips) USTR 2022-07-15 1.750000 51906600.00 52794845.70 U.S. Treasuries (including strips) USTR 2026-01-31 2.625000 49979900.00 54212159.49 U.S. Treasuries (including strips) USTR 2028-11-15 3.125000 33140000.00 38491262.38 U.S. Treasuries (including strips) USTR 2028-08-15 2.875000 41551100.00 46961335.17 U.S. Treasuries (including strips) USTR 2026-08-15 1.500000 47944900.00 48854688.72 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 350000000.00 350000000.00 0.0259 N Y Y 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 10007168.90 10007168.90 0.0007 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.4400% 89119AEJ3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-05-18 2020-05-18 2020-05-18 N N N 0.0144 79745244.80 79745244.80 0.0059 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.4900% 89119ADM7 PT3QB789TSUIDF371261 0000947263 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 0.0149 19956157.20 19956157.20 0.0015 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.8011% 89120DRE1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-05-04 2021-02-03 2021-02-03 N N N 0.0180 100009009.00 100009009.00 0.0074 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 1.7583% 89120DRL5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-18 2020-11-18 2020-11-18 N N N 0.0176 200059600.00 200059600.00 0.0148 N N N N TOTAL S.A. Total Capital S.A., 1.6300% 89152EC22 529900S21EQ1BO4ESM68 0001226646 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 0.0163 199972916.00 199972916.00 0.0148 N Y Y N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.8452% 89233A3A5 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-03-27 2020-04-20 2020-04-20 N N N 0.0178 30009167.40 30009167.40 0.0022 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.5400% 89233GF35 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-06-03 2020-06-03 2020-06-03 N N N 0.0154 99592000.00 99592000.00 0.0074 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 1.7528% 89236TFZ3 Z2VZBHUMB7PWWJ63I008 US89236TFZ30 0000834071 Other Instrument Corporate Bond Y Moody's P 1 Standard & Poor's A-1+ 2020-05-21 2020-05-22 2020-05-22 N N N 0.0175 160016238.40 160016238.40 0.0118 N N N 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 0.0210 10585544.34 10585544.34 0.0008 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.2800% 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 0.0128 99879208.00 99879208.00 0.0074 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.7307% 9128287G9 US9128287G95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-02-29 2021-07-31 2021-07-31 N N N 0.0173 375719561.25 375719561.25 0.0278 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.3700% 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 0.0037 99995920.00 99995920.00 0.0074 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.2700% 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 0.0127 74873062.50 74873062.50 0.0055 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.8107% 912828YN4 US912828YN43 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-02-29 2021-10-31 2021-10-31 N N N 0.0180 100362070.00 100362070.00 0.0074 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.6497% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-02-29 2021-04-30 2021-04-30 N N N 0.0165 450045648.00 450045648.00 0.0333 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 1.4500% 91127PDT5 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-04-27 2020-04-27 2020-04-27 N N N 0.0145 99762197.00 99762197.00 0.0074 N N N N UNITED OVERSEAS BANK United Overseas Bank, 1.5300% 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 0.0153 48225440.75 48225440.75 0.0036 N N N N THE DFA INVESTMENT TRUST COMPANY 2020-03-06 /s/ Carolyn O Carolyn O Deputy General Counsel, Funds and Vice President