N-MFP2 0000896162 XXXXXXXX 2020-08-31 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 22 86 5701304429.42 5434484119.88 5371491374.45 5314991609.95 6190900405.06 5952479473.31 5650790538.65 5964942234.81 0.5023 0.5019 0.5076 0.4983 0.5455 0.5497 0.5340 0.5592 590359454.88 10399770807.22 10399770807.22 1234480.28 2445952.96 10988918789.42 949632769.36 0.0018 11.5720 11.5720 11.5720 11.5720 C000086468 1.00 10988918789.42 949632769.36 11.5720 11.5720 11.5720 11.5720 1909475646.99 1252141968.26 858408633.50 1380136261.43 1052581406.58 1299445969.51 1374633290.85 1290772915.88 5575011350.48 5277189452.33 0.0012 N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.4166% 06367BMU0 NQQ6HPCNCCU6TUTQYE16 US06367BMU07 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-09-24 2021-06-24 2021-06-24 N N N 0.0042 50044549.00 50044549.00 0.0046 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.4246% 06367BMQ9 NQQ6HPCNCCU6TUTQYE16 US06367BMQ94 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-09-11 2021-06-11 2021-06-11 N N N 0.0042 50038699.00 50038699.00 0.0046 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.3946% 06370R2V0 NQQ6HPCNCCU6TUTQYE16 US06370R2V07 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-09-11 2020-09-11 2020-09-11 N N N 0.0039 50001623.00 50001623.00 0.0046 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.4166% 06367BMN6 NQQ6HPCNCCU6TUTQYE16 US06367BMN63 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-09-01 2021-06-01 2021-06-01 N N N 0.0042 50029962.00 50029962.00 0.0046 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.2985% 06367BQC6 NQQ6HPCNCCU6TUTQYE16 US06367BQC62 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-11-06 2021-08-06 2021-08-06 N N N 0.0030 100018576.00 100018576.00 0.0091 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.3835% 06417MEQ4 L3I9ZG2KFGXZ61BMYR72 US06417MEQ42 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2020-11-13 2020-11-13 2020-11-13 N N N 0.0038 50016990.00 50016990.00 0.0046 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 0.0700% AC28XWWI3WIBK2824319 0000312069 BCG120901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-07-31 0.125000 68744100.00 68729959.26 U.S. Treasuries (including strips) USTR 2030-05-15 0.625000 63300000.00 62872360.34 U.S. Treasuries (including strips) USTR 2022-10-15 1.375000 64346300.00 66356763.22 U.S. Treasuries (including strips) USTR 2021-07-15 2.625000 10782500.00 11052823.55 U.S. Treasuries (including strips) USTR 2021-06-30 2.125000 66856000.00 68200017.07 U.S. Treasuries (including strips) USTR 2024-01-31 2.250000 57568400.00 61725320.93 U.S. Treasuries (including strips) USTR 2026-08-15 1.500000 62271700.00 66339422.82 U.S. Treasuries (including strips) USTR 2021-04-22 0.000000 2725700.00 2723410.41 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 400000000.00 400000000.00 0.0364 N Y Y N BNG BANK NV BNG Bank NV, 0.0800% 09657RJR9 529900GGYMNGRQTDOO93 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-25 2020-09-25 2020-09-25 N N N 0.0008 40357673.65 40357673.65 0.0037 N N N N BOFA SECURITIES, INC. BofA Securities, Inc., 0.0700% 9DJT3UXIJIZJI4WXO774 0000070858 BAC120901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-07-15 0.125000 75790600.00 88988462.41 U.S. Treasuries (including strips) USTR 2024-11-15 7.500000 9812400.00 13011643.43 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 100000000.00 100000000.00 0.0091 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 0.1300% 13608AJV9 2IGI19DL77OX0HC3ZE78 0000016847 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-09-29 2020-09-29 2020-09-29 N N N 0.0013 74992206.00 74992206.00 0.0068 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 0.1100% 13608AJB3 2IGI19DL77OX0HC3ZE78 0000016847 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-09-11 2020-09-11 2020-09-11 N N N 0.0011 119995856.40 119995856.40 0.0109 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 0.1700% 20271ETA7 MSFSBD3QN1GSN7Q6C537 0000008565 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 57006980.22 57006980.22 0.0052 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 0.2735% 20271ETD1 MSFSBD3QN1GSN7Q6C537 US20271ETD12 0000008565 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-11-13 2021-08-13 2021-08-13 N N N 0.0027 100037946.00 100037946.00 0.0091 N N N N DBS BANK, LTD. DBS Bank, Ltd., 0.1400% 23305DJR7 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-25 2020-09-25 2020-09-25 N N N 0.0014 24997569.50 24997569.50 0.0023 N N N N DBS BANK, LTD. DBS Bank, Ltd., 0.1400% 23305DJ97 ATUEL7OJR5057F2PV266 0001501323 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-09 2020-09-09 2020-09-09 N N N 0.0014 48798292.00 48798292.00 0.0044 N N N N DNB NORBANK ASA DNB Norbank ASA, 0.0900% 2332K0JU7 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-28 2020-09-28 2020-09-28 N N N 0.0009 64995399.30 64995399.30 0.0059 N N N N DNB NORBANK ASA DNB Norbank ASA, 0.1100% 2332K0KU5 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-10-28 2020-10-28 2020-10-28 N N N 0.0011 79985951.20 79985951.20 0.0073 N N N N DNB NORBANK ASA DNB Norbank ASA, 0.0900% 2332K0K19 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 64994906.60 64994906.60 0.0059 N N N N ELI LILLY & CO. ELI Lilly & Co., 0.0700% 53245PJ17 FRDRIPF3EKNDJ2CQJL29 0000059478 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 99999806.00 99999806.00 0.0091 N Y Y N EQUINOR ASA Equinor ASA, 0.1200% 29447LJ12 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0012 99999678.00 99999678.00 0.0091 N Y Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 0.0700% 29604CJ11 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-01 2020-09-01 2020-09-01 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0007 19999958.80 19999958.80 0.0018 N Y Y N ERSTE ABWICKLUNGSANSTALT Erste Abwicklungsanstalt, 0.0900% 29604CJW3 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-30 2020-09-30 2020-09-30 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0009 49996250.00 49996250.00 0.0045 N N N N EUROPEAN INVESTMENT BANK European Investment Bank, 0.0700% 29878RJ17 5493006YXS1U5GIHE750 0000033745 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 111849783.01 111849783.01 0.0102 N Y Y N FMS WERTMANAGEMENT FMS Wertmanagement, 0.1300% 34411GM11 HZFDOR6TCRSIQLKQTX32 0001556421 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N Y Federal Republic of Germany 1.0000 Moody's NR Standard & Poor's NR N 0.0013 49983261.00 49983261.00 0.0045 N N N N FMS WERTMANAGEMENT FMS Wertmanagement, 0.1200% 34411GLK0 HZFDOR6TCRSIQLKQTX32 0001556421 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-19 2020-11-19 2020-11-19 N Y Federal Republic of Germany 1.0000 Moody's NR Standard & Poor's NR N 0.0012 99973333.00 99973333.00 0.0091 N N N N GOLDMAN SACHS & CO. LLC Goldman Sachs & Co. LLC, 0.0800% FOR8UP27PHTHYVLBNG30 0000886982 GOL220901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2042-05-15 3.500000 16623500.00 10276828.50 Agency Mortgage-Backed Securities GNMA 2042-03-20 4.500000 599999.00 142148.75 Agency Mortgage-Backed Securities GNMA 2055-08-15 2.050000 1217650.00 1226366.34 Agency Mortgage-Backed Securities GNMA 2050-03-20 4.000000 1913498.00 2108557.18 Agency Mortgage-Backed Securities GNMA 2045-08-15 4.000000 525236.00 358086.55 Agency Mortgage-Backed Securities GNMA 2050-06-20 3.500000 225268480.00 238525200.77 Agency Mortgage-Backed Securities GNMA 2050-06-20 3.000000 74985728.00 78862811.92 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 325000000.00 325000000.00 0.0296 N Y Y N HSBC SECURITIES (USA), INC. HSBC Securities (USA), Inc., 0.0700% MLU0ZO3ML4LN2LL2TL39 0001089113 HSB120901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-01-15 1.500000 73315400.00 75803853.77 U.S. Treasuries (including strips) USTR 2020-09-30 1.375000 24998200.00 25166986.62 U.S. Treasuries (including strips) USTR 2023-08-15 6.250000 67914300.00 80322065.44 U.S. Treasuries (including strips) USTR 2022-11-15 7.625000 193400.00 229598.62 U.S. Treasuries (including strips) USTR 2020-12-10 0.000000 73499200.00 73477517.74 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 250000000.00 250000000.00 0.0228 N Y Y N J.P. MORGAN SECURITIES LLC J.P. Morgan Securities LLC, 0.0800% 8I5DZWZKVSZI1NUHU748 0000019617 JPM220901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2050-02-20 2.500000 396179564.00 408000000.77 Agency Mortgage-Backed Securities Y Moody's Aa3 Standard & Poor's A+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 400000000.00 400000000.00 0.0364 N Y Y N KINGDOM OF DENMARK Kingdom of Denmark, 0.0700% 24850CJ21 549300PTO6LS1PTM6607 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-02 2020-09-02 2020-09-02 N N N 0.0007 48898809.78 48898809.78 0.0044 N N Y N KINGDOM OF DENMARK Kingdom of Denmark, 0.0700% 24850CJN5 549300PTO6LS1PTM6607 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-22 2020-09-22 2020-09-22 N N N 0.0007 76496494.01 76496494.01 0.0070 N N N N KINGDOM OF DENMARK Kingdom of Denmark, 0.0700% 24850CJ47 549300PTO6LS1PTM6607 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-04 2020-09-04 2020-09-04 N N N 0.0007 99999222.00 99999222.00 0.0091 N N Y N KINGDOM OF DENMARK Kingdom of Denmark, 0.0700% 24850CJH8 549300PTO6LS1PTM6607 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-17 2020-09-17 2020-09-17 N N N 0.0007 89996982.30 89996982.30 0.0082 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 0.0900% 48246TJR1 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-25 2020-09-25 2020-09-25 N Y Federal Republic of Germany 1.0000 Moody's NR Standard & Poor's NR N 0.0009 20358713.45 20358713.45 0.0019 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 0.1100% 48246TK24 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-10-02 2020-10-02 2020-10-02 N Y Federal Republic of Germany 1.0000 Moody's NR Standard & Poor's NR N 0.0011 31996785.92 31996785.92 0.0029 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 0.1500% 48246TKN8 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-10-22 2020-10-22 2020-10-22 N Y Federal Republic of Germany 1.0000 Moody's NR Standard & Poor's NR N 0.0015 74984292.00 74984292.00 0.0068 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 0.1600% 48246TLK3 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-19 2020-11-19 2020-11-19 N Y Federal Republic of Germany 1.0000 Moody's NR Standard & Poor's NR N 0.0016 44983899.90 44983899.90 0.0041 N N N N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 0.1500% 48246TKP3 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-10-23 2020-10-23 2020-10-23 N Y Federal Republic of Germany 1.0000 Moody's NR Standard & Poor's NR N 0.0015 59987014.80 59987014.80 0.0055 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 0.1300% 51489GKV8 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-10-29 2020-10-29 2020-10-29 N N N 0.0013 31993234.56 31993234.56 0.0029 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 0.1200% 51489GJG3 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-09-16 2020-09-16 2020-09-16 N N N 0.0012 26998607.88 26998607.88 0.0025 N N N N LANDESBANK HESSEN THURINGEN GIRONZENTALE Landesbank Hessen-Thuringen, 0.1300% 51489GL21 DIZES5CFO5K3I5R58746 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-02 2020-11-02 2020-11-02 N N N 0.0013 39990760.00 39990760.00 0.0036 N N N N MIZUHO SECURITIES USA LLC Mizuho Securities USA LLC, 0.0700% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ220901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-12-31 1.750000 22400000.00 24301432.28 U.S. Treasuries (including strips) USTR 2026-10-31 1.625000 1000000.00 1078828.39 U.S. Treasuries (including strips) USTR 2026-09-30 1.625000 99500.00 107426.27 U.S. Treasuries (including strips) USTR 2029-08-15 1.625000 26269200.00 28500151.78 U.S. Treasuries (including strips) USTR 2022-04-15 0.125000 999600.00 1082799.80 U.S. Treasuries (including strips) USTR 2025-08-15 2.000000 84500.00 91695.65 U.S. Treasuries (including strips) USTR 2025-02-15 2.000000 24300.00 26205.79 U.S. Treasuries (including strips) USTR 2024-04-30 2.250000 8151000.00 8822319.46 U.S. Treasuries (including strips) USTR 2024-01-31 2.500000 12609000.00 13629446.10 U.S. Treasuries (including strips) USTR 2023-12-31 2.625000 42330000.00 45956519.23 U.S. Treasuries (including strips) USTR 2023-04-30 2.750000 2264900.00 2442145.58 U.S. Treasuries (including strips) USTR 2024-11-30 2.125000 3960000.00 4297651.50 U.S. Treasuries (including strips) USTR 2021-08-15 8.125000 20982000.00 22663447.31 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 150000000.00 150000000.00 0.0137 N Y Y N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.3943% 63254GNJ0 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-26 2021-05-26 2021-05-26 N N N 0.0039 75067736.25 75067736.25 0.0068 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.3764% 63254GNM3 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-29 2021-05-28 2021-05-28 N N N 0.0038 50043668.50 50043668.50 0.0046 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.3335% 63254GNN1 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-07 2021-06-07 2021-06-07 N N N 0.0033 100055678.00 100055678.00 0.0091 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.2119% 63254GNQ4 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-17 2020-12-17 2020-12-17 N N N 0.0021 100003465.00 100003465.00 0.0091 N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP. National Rural Utilities Cooperative Finance Corp., 0.0900% 63743CJ12 4NYF266XZC35SCTGX023 0000070502 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 49999875.00 49999875.00 0.0046 N Y Y N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps N.V., 0.1300% 63975UL59 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-05 2020-11-05 2020-11-05 N N N 0.0013 95976415.68 95976415.68 0.0087 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps N.V., 0.1200% 63975UJR4 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-25 2020-09-25 2020-09-25 N N N 0.0012 74993802.00 74993802.00 0.0068 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps N.V., 0.1000% 63975UJA1 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0010 74997833.25 74997833.25 0.0068 N N N N NEDERLANDSE WATERSCHAPSBANK N.V. Nederlandse Waterschaps N.V., 0.1300% 63975UL34 JLP5FSPH9WPSHY3NIM24 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-03 2020-11-03 2020-11-03 N N N 0.0013 69983449.20 69983449.20 0.0064 N N N N NORDEA BANK AB Nordea Bank AB, 0.1500% 65558JLR6 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-25 2020-11-25 2020-11-25 N N N 0.0015 29989536.60 29989536.60 0.0027 N N N N NORDEA BANK AB Nordea Bank AB, 0.0900% 65558JJ24 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 99999483.00 99999483.00 0.0091 N N Y N NORDEA BANK AB Nordea Bank AB, 0.1100% 65558JKK2 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-10-19 2020-10-19 2020-10-19 N N N 0.0011 74988464.25 74988464.25 0.0068 N N N N NRW.BANK NRW.Bank, 0.1400% 62939LKK4 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-10-19 2020-10-19 2020-10-19 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0014 16896710.58 16896710.58 0.0015 N N N N NRW.BANK NRW.Bank, 0.1000% 62939LJF7 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-15 2020-09-15 2020-09-15 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0010 94996041.35 94996041.35 0.0086 N N N N NRW.BANK NRW.Bank, 0.1000% 62939LJ42 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-04 2020-09-04 2020-09-04 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0010 75699158.97 75699158.97 0.0069 N N Y N NRW.BANK NRW.Bank, 0.1300% 62939LJW0 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-30 2020-09-30 2020-09-30 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0013 74991875.25 74991875.25 0.0068 N N N N NRW.BANK NRW.Bank, 0.1400% 62939LKF5 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-10-15 2020-10-15 2020-10-15 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0014 49991250.00 49991250.00 0.0045 N N N N OVERSEA-CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 0.4097% 69034CKL1 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0041 50001665.00 50001665.00 0.0046 N N N N OVERSEA-CHINESE BANKING CORP. Oversea-Chinese Banking Corp., Ltd., 0.1000% 69034AJ94 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-09 2020-09-09 2020-09-09 N N N 0.0010 49998787.50 49998787.50 0.0045 N N N N PROVINCE OF ALBERTA Province of Alberta, 0.0800% 01306MJP6 LQPXMHHNJKIPJYE53543 0000810961 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-09-23 2020-09-23 2020-09-23 N N N 0.0008 49997604.00 49997604.00 0.0045 N N N N PSP CAPITAL, INC. 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Sumitomo Mitsui Bank NY, 0.1400% 86562KL28 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-02 2020-11-02 2020-11-02 N N N 0.0014 39990060.00 39990060.00 0.0036 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 0.1100% 86562KJM7 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-09-21 2020-09-21 2020-09-21 N N N 0.0011 29998145.10 29998145.10 0.0027 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 0.1300% 86562KKL7 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-10-20 2020-10-20 2020-10-20 N N N 0.0013 74986458.00 74986458.00 0.0068 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. 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2021-01-31 0.215030 437000.00 437246.76 U.S. Treasuries (including strips) USTR 2029-01-15 0.875000 8013200.00 9586123.97 U.S. Treasuries (including strips) USTR 2027-07-15 0.375000 1077000.00 1268103.26 U.S. Treasuries (including strips) USTR 2029-01-15 2.500000 4280600.00 6766016.60 U.S. Treasuries (including strips) USTR 2026-01-15 2.000000 3070100.00 4741658.38 U.S. Treasuries (including strips) USTR 2029-04-15 3.875000 1949800.00 4466865.33 U.S. Treasuries (including strips) TVDB 2027-02-01 2.875000 196000.00 222908.02 Agency Debentures and Agency Strips TVDB 2024-09-15 2.875000 200000.00 222548.19 Agency Debentures and Agency Strips TVDB 2022-08-15 1.875000 20000.00 20652.07 Agency Debentures and Agency Strips TVDB 2021-02-15 3.875000 6394000.00 6510960.47 Agency Debentures and Agency Strips TVDB 2030-05-01 7.125000 184000.00 286612.20 Agency Debentures and Agency Strips FMAC 2023-08-24 0.250000 8000.00 7995.51 Agency Debentures and Agency Strips FMAC 2025-07-21 0.375000 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2020-09-11 2.875000 820000.00 831739.44 Agency Debentures and Agency Strips FHLB 2022-08-12 0.125000 2850000.00 2847341.03 Agency Debentures and Agency Strips FHLB 2025-09-12 0.375000 4000000.00 3981843.33 Agency Debentures and Agency Strips FHLB 2020-10-23 0.150000 10000000.00 10002425.00 Agency Debentures and Agency Strips FHLB 2022-06-03 0.250000 1505000.00 1508459.41 Agency Debentures and Agency Strips FHLB 2025-04-14 0.500000 615000.00 618731.82 Agency Debentures and Agency Strips FHLB 2020-09-04 0.100000 5000000.00 5001222.22 Agency Debentures and Agency Strips FHLB 2023-02-17 1.375000 460000.00 473530.77 Agency Debentures and Agency Strips FHLB 2021-12-20 1.625000 920000.00 940644.67 Agency Debentures and Agency Strips FHLB 2021-11-19 1.625000 975000.00 997022.49 Agency Debentures and Agency Strips FHLB 2024-08-15 1.500000 20000.00 20981.53 Agency Debentures and Agency Strips FHLB 2021-07-07 1.875000 340000.00 345920.25 Agency Debentures and Agency Strips FHLB 2024-02-13 2.500000 900000.00 969750.00 Agency Debentures and Agency Strips FHLB 2028-11-16 3.250000 2900000.00 3476552.38 Agency Debentures and Agency Strips FHLB 2021-10-12 3.000000 925000.00 965096.28 Agency Debentures and Agency Strips FHLB 2020-10-01 2.625000 3000000.00 3038995.50 Agency Debentures and Agency Strips FHLB 2028-06-09 3.250000 3395000.00 4022744.93 Agency Debentures and Agency Strips FHLB 2020-12-11 2.000000 10000.00 10096.04 Agency Debentures and Agency Strips FHLB 2021-11-29 1.875000 35000.00 35908.66 Agency Debentures and Agency Strips FHLB 2021-07-14 1.125000 555000.00 560361.72 Agency Debentures and Agency Strips FHLB 2021-02-18 1.375000 200000.00 201255.31 Agency Debentures and Agency Strips FHLB 2022-09-09 2.250000 25000.00 26309.65 Agency Debentures and Agency Strips FHLB 2020-09-11 1.625000 3500000.00 3528292.64 Agency Debentures and Agency Strips FHLB 2022-06-10 2.375000 10000.00 10443.03 Agency Debentures and Agency Strips FHLB 2024-12-13 2.750000 1000000.00 1106240.33 Agency Debentures and Agency Strips FHLB 2023-09-08 2.375000 2265000.00 2432209.54 Agency Debentures and Agency Strips FHLB 2023-12-08 3.375000 420000.00 465436.12 Agency Debentures and Agency Strips Y Moody's NR Standard & Poor's AA- 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 300000000.00 300000000.00 0.0273 N Y Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.4284% 89120DS34 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-10 2021-06-10 2021-06-10 N N N 0.0043 50019274.50 50019274.50 0.0046 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.5590% 89114QC63 PT3QB789TSUIDF371261 US89114QC633 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2020-09-17 2020-09-17 2020-09-17 N N N 0.0056 10001600.00 10001600.00 0.0009 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.2515% 89120DRL5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-18 2020-11-18 2020-11-18 N N N 0.0025 200037098.00 200037098.00 0.0182 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.2987% 89120DRE1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-04 2021-02-03 2021-02-03 N N N 0.0030 100008541.00 100008541.00 0.0091 N N N N TOTAL S.A. Total Capital S.A., 0.1400% 89153PL59 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-05 2020-11-05 2020-11-05 N N N 0.0014 227943152.76 227943152.76 0.0207 N N N N TOTAL S.A. Total Capital S.A., 0.1500% 89153PLH3 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-17 2020-11-17 2020-11-17 N N N 0.0015 28990700.57 28990700.57 0.0026 N N N N TOTAL S.A. Total Capital S.A., 0.1500% 89153PLJ9 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2020-11-18 2020-11-18 2020-11-18 N N N 0.0015 50533471.67 50533471.67 0.0046 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 0.1600% 89233GL38 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-03 2020-11-03 2020-11-03 N N N 0.0016 74979066.75 74979066.75 0.0068 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 0.1800% 89233GLH7 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-17 2020-11-17 2020-11-17 N N N 0.0018 49980500.00 49980500.00 0.0045 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0800% 9127962G3 US9127962G32 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-09-17 2020-09-17 2020-09-17 N N N 0.0008 149994333.00 149994333.00 0.0136 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0800% 9127963X5 US9127963X55 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-09-08 2020-09-08 2020-09-08 N N N 0.0008 199996500.00 199996500.00 0.0182 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.2390% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-09-01 2021-04-30 2021-04-30 N N N 0.0024 300221085.00 300221085.00 0.0273 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.3200% 9128287G9 US9128287G95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-09-01 2021-07-31 2021-07-31 N N N 0.0032 375667383.75 375667383.75 0.0342 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.4000% 912828YN4 US912828YN43 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-09-01 2021-10-31 2021-10-31 N N N 0.0040 351131648.00 351131648.00 0.0320 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0000% 9127963R8 US9127963R87 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0003 125000000.00 125000000.00 0.0114 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0600% 9127964S5 US9127964S51 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-11-17 2020-11-17 2020-11-17 N N N 0.0006 124982621.25 124982621.25 0.0114 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.1000% 9127963B3 US9127963B36 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 149962843.50 149962843.50 0.0136 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0800% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-09-15 2020-09-15 2020-09-15 N N N 0.0008 99996792.00 99996792.00 0.0091 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0900% 9127964G1 US9127964G14 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-10-06 2020-10-06 2020-10-06 N N N 0.0009 74993163.75 74993163.75 0.0068 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0900% 9127964H9 US9127964H96 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-10-13 2020-10-13 2020-10-13 N N N 0.0009 149984250.00 149984250.00 0.0136 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0800% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-09-22 2020-09-22 2020-09-22 N N N 0.0008 99995042.00 99995042.00 0.0091 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0900% 9127962J7 US9127962J70 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 99992292.00 99992292.00 0.0091 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0900% 9127964J5 US9127964J52 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-10-20 2020-10-20 2020-10-20 N N N 0.0009 99987240.00 99987240.00 0.0091 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 0.0900% 91127PJ36 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-03 2020-09-03 2020-09-03 N N N 0.0009 99999250.00 99999250.00 0.0091 N N Y N WESTPAC BANKING CORP. Westpac Banking Corp., 0.3459% 9612C4L82 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-11-28 2021-05-28 2021-05-28 N N N 0.0035 50029525.50 50029525.50 0.0046 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 0.3998% 9612C4L90 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2020-09-04 2021-06-04 2021-06-04 N N N 0.0040 50030184.00 50030184.00 0.0046 N N N N THE DFA INVESTMENT TRUST COMPANY 2020-09-03 /s/ Ryan Buechner Ryan Buechner Vice President and Assistant Secretary