N-MFP2 0000896162 XXXXXXXX 2021-12-31 0000896162 S31KDR2I4VDC432ELJ36 S000028293 1 N N Dimensional Fund Advisors LP 801-16283 PricewaterhouseCoopers LLP Philadelphia PA Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N N Prime N 19 96 4816884988.24 4928833625.89 5268171772.57 5092512360.87 5038960529.65 6095510902.75 6248518594.21 6757989830.26 6065496160.27 5464751462.64 0.3527 0.3534 0.3814 0.3922 0.4120 0.4464 0.4480 0.4892 0.4671 0.4468 588787674.15 11641329945.61 11641329945.61 859444.85 2702260.90 12228274803.71 1057067934.25 0.0026 11.5680 11.5680 11.5680 11.5680 11.5680 C000086468 1.00 12228274803.71 1057067934.25 11.5680 11.5680 11.5680 11.5680 11.5680 1606286299.98 1246896126.00 1933581370.00 1341757416.37 1438061047.76 1852815440.34 1422792344.52 1970711734.56 1397683414.94 2152815462.55 7095754082.95 8000490253.32 0.0021 N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 0.2000% 05253MPM0 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-08-10 2022-08-10 N N N 0.0020 49980284.50 49980284.50 0.0041 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 0.1800% 05253MPL2 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-18 2022-10-18 2022-10-18 N N N 0.0018 99929775.00 99929775.00 0.0082 N N N N ANZ BANKING GROUP, LTD. ANZ Banking Group, Ltd., 0.1000% 05253CBJ4 JHE42UYNWWTJB8YTTU19 0001300064 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-18 2022-02-18 2022-02-18 N N N 0.0010 99987069.00 99987069.00 0.0082 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.1900% 06367CHL4 NQQ6HPCNCCU6TUTQYE16 US06367CHL46 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-06-29 2022-06-29 N N N 0.0019 149932569.00 149932569.00 0.0123 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.2000% 06367CLC9 NQQ6HPCNCCU6TUTQYE16 US06367CLC90 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-09-15 2022-09-15 N N N 0.0020 99938446.00 99938446.00 0.0082 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.2400% 06367CEY9 NQQ6HPCNCCU6TUTQYE16 US06367CEY93 0001018949 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-05-06 2022-05-06 N N N 0.0024 50010141.50 50010141.50 0.0041 N N N N BANK OF MONTREAL CHICAGO Bank of Montreal Chicago, 0.2000% 06367NBF9 NQQ6HPCNCCU6TUTQYE16 0001018949 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-05-09 2022-05-09 N N N 0.0020 75003223.50 75003223.50 0.0061 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.2000% 06417LQT7 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-05-18 2022-05-18 N N N 0.0020 40000306.40 40000306.40 0.0033 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.2000% 06417MRJ6 L3I9ZG2KFGXZ61BMYR72 US06417MRJ61 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-10-20 2022-10-20 N N N 0.0020 24981714.25 24981714.25 0.0020 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.2300% 06417MPD1 L3I9ZG2KFGXZ61BMYR72 US06417MPD10 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-05-06 2022-05-06 N N N 0.0023 50007692.50 50007692.50 0.0041 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.2000% 06417LQE0 L3I9ZG2KFGXZ61BMYR72 0001503461 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-01-21 2022-01-21 N N N 0.0020 50002623.50 50002623.50 0.0041 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.2300% 06417MSL0 L3I9ZG2KFGXZ61BMYR72 US06417MSL09 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-11-09 2022-11-09 N N N 0.0023 99944435.00 99944435.00 0.0082 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.2000% 06417MRN7 L3I9ZG2KFGXZ61BMYR72 US06417MRN73 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-10-24 2022-10-24 N N N 0.0020 24981465.25 24981465.25 0.0020 N N N N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.2100% 06417MNC5 L3I9ZG2KFGXZ61BMYR72 US06417MNC54 0001503461 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-02-28 2022-02-28 N N N 0.0021 115011489.65 115011489.65 0.0094 N N N N BARCLAYS BANK PLC Barclays Bank PLC, 0.0400% AC28XWWI3WIBK2824319 0000312069 BCG122103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2028-11-30 1.500000 46482800.00 46738337.92 U.S. Treasuries (including strips) USTR 2026-04-30 0.750000 32474700.00 31865143.78 U.S. Treasuries (including strips) USTR 2027-10-31 0.500000 117195000.00 111603924.39 U.S. Treasuries (including strips) USTR 2023-08-31 1.375000 113918200.00 115792607.55 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0004 300000000.00 300000000.00 0.0245 N Y Y N BOFA SECURITIES, INC. BofA Securities, Inc., 0.0500% 9DJT3UXIJIZJI4WXO774 0000070858 BAC122103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2027-05-15 2.375000 96374100.00 102000030.20 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A+ 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 100000000.00 100000000.00 0.0082 N Y Y N CAISSE DES DEPOTS ET CONSIGNATIONS Caisse Des Depots Et Consignations, 0.0700% 12800BAJ1 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-18 2022-01-18 2022-01-18 N N N 0.0007 34998775.00 34998775.00 0.0029 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 0.2100% 13606CVE1 2IGI19DL77OX0HC3ZE78 US13606CVE10 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-09-07 2022-09-07 N N N 0.0021 74959940.25 74959940.25 0.0061 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 0.1900% 13606CXH2 2IGI19DL77OX0HC3ZE78 US13606CXH23 0000016847 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-10-12 2022-10-12 N N N 0.0019 49954549.00 49954549.00 0.0041 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 0.1000% 13608BBN3 2IGI19DL77OX0HC3ZE78 0000016847 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-02-22 2022-02-22 2022-02-22 N N N 0.0010 39994405.60 39994405.60 0.0033 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 0.0700% 13608BAA2 2IGI19DL77OX0HC3ZE78 0000016847 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-10 2022-01-10 2022-01-10 N N N 0.0007 84998323.80 84998323.80 0.0070 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 0.0800% 13608BAL8 2IGI19DL77OX0HC3ZE78 0000016847 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-20 2022-01-20 2022-01-20 N N N 0.0008 74996833.50 74996833.50 0.0061 N N N N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank of Commerce, 0.2400% 13608CMA7 2IGI19DL77OX0HC3ZE78 0000016847 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-11-04 2022-11-04 N N N 0.0024 74951946.00 74951946.00 0.0061 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 0.1800% 20272AU46 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-09-29 2022-09-29 N N N 0.0018 61948065.70 61948065.70 0.0051 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 0.1600% 20272AU38 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-06-23 2022-06-23 N N N 0.0016 99980989.00 99980989.00 0.0082 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 0.2200% 20272AV29 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-08-12 2022-08-12 N N N 0.0022 74967366.00 74967366.00 0.0061 N N N N COMMONWEALTH BANK OF AUSTRALIA Commonwealth Bank of Australia, 0.2000% 20272AV45 MSFSBD3QN1GSN7Q6C537 0001274624 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-05-24 2022-05-24 N N N 0.0020 49999600.00 49999600.00 0.0041 N N N N COOPERATIEVE RABOBANK UA Cooperatieve Rabobank UA, 0.1700% 21684LBY7 DG3RU1DBUFHT4ZF9WN62 US21684LBY74 0001098062 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1 2022-01-01 2022-09-02 2022-09-02 N N N 0.0017 99923869.00 99923869.00 0.0082 N N N N DEERE & CO. John Deere Capital Corp., 0.0700% 24423JB22 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-02-02 2022-02-02 2022-02-02 N N N 0.0007 74995050.00 74995050.00 0.0061 N N N N DEERE & CO. John Deere Capital Corp., 0.0700% 24423JAD9 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-13 2022-01-13 2022-01-13 N N N 0.0007 84997943.85 84997943.85 0.0070 N N N N DEERE & CO. John Deere Capital Corp., 0.0600% 24423JA72 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-07 2022-01-07 2022-01-07 N N N 0.0006 64999241.45 64999241.45 0.0053 N N Y N DEERE & CO. John Deere Capital Corp., 0.0700% 24423JAE7 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-14 2022-01-14 2022-01-14 N N N 0.0007 29999195.10 29999195.10 0.0025 N N N N DEERE & CO. John Deere Capital Corp., 0.0700% 24423JAL1 54930034SQM5911PYS66 0000315189 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-20 2022-01-20 2022-01-20 N N N 0.0007 9999611.10 9999611.10 0.0008 N N N N DNB NORBANK ASA DNB NORBANK ASA, 0.0700% 2332K1B82 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-08 2022-02-08 2022-02-08 N N N 0.0007 24997995.75 24997995.75 0.0020 N N N N DNB NORBANK ASA DNB NORBANK ASA, 0.0500% 2332K1AT7 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-27 2022-01-27 2022-01-27 N N N 0.0005 59997795.00 59997795.00 0.0049 N N N N DNB NORBANK ASA DNB NORBANK ASA, 0.0500% 2332K1AS9 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-26 2022-01-26 2022-01-26 N N N 0.0005 69997573.10 69997573.10 0.0057 N N N N DNB NORBANK ASA DNB NORBANK ASA, 0.0500% 2332K1AR1 5967007LIEEXZX78M803 0001498632 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-25 2022-01-25 2022-01-25 N N N 0.0005 54998166.85 54998166.85 0.0045 N N N N EQUINOR ASA Equinor ASA, 0.1300% 29447MBP5 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-23 2022-02-23 2022-02-23 N N N 0.0013 35293222.40 35293222.40 0.0029 N N N N EQUINOR ASA Equinor ASA, 0.0700% 29447MAR2 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-25 2022-01-25 2022-01-25 N N N 0.0007 74996145.75 74996145.75 0.0061 N N N N EQUINOR ASA Equinor ASA, 0.1800% 29447MCP4 OW6OFBNCKXC4US5C7523 0001140625 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-03-23 2022-03-23 2022-03-23 N N N 0.0018 136252871.12 136252871.12 0.0111 N N N N EUROPEAN INVESTMENT BANK European Investment Bank, 0.1000% 29878SCG9 5493006YXS1U5GIHE750 0000033745 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-03-16 2022-03-16 2022-03-16 N N N 0.0010 104511311.03 104511311.03 0.0085 N N N N EXPORT DEVELOPMENT CORP. Export Development Canada, 0.0600% 30215HB90 Z6MHCSLXHKYG4B6PHW02 0000276328 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-09 2022-02-09 2022-02-09 N Y Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0006 39997333.20 39997333.20 0.0033 N N N N EXPORT DEVELOPMENT CORP. Export Development Canada, 0.0600% 30215HAQ3 Z6MHCSLXHKYG4B6PHW02 0000276328 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-24 2022-01-24 2022-01-24 N Y Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0006 29998800.00 29998800.00 0.0025 N N N N EXPORT DEVELOPMENT CORP. Export Development Canada, 0.0600% 30215HAU4 Z6MHCSLXHKYG4B6PHW02 0000276328 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-28 2022-01-28 2022-01-28 N Y Canada 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0006 39998133.20 39998133.20 0.0033 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.0200% 313385SW7 2549001DPIFGXC1TOL40 0001026214 U.S. Government Agency Debt Y Moody's NR Standard & Poor's A-1+ 2022-02-09 2022-02-09 2022-02-09 N N N 0.0002 99997945.00 99997945.00 0.0082 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.0000% 313385RK4 2549001DPIFGXC1TOL40 0001026214 U.S. Government Agency Debt Y Moody's NR Standard & Poor's A-1+ 2022-01-05 2022-01-05 2022-01-05 N N N 0.0000 99999944.00 99999944.00 0.0082 N N Y N FEDERAL RESERVE BANK OF NEW YORK Federal Reserve Bank NY, 0.0500% 254900Y8NKGV541U8Q32 0001390777 FRB122103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2029-08-15 1.625000 195954900.00 200000927.79 U.S. Treasuries (including strips) USTR 2023-05-15 1.750000 171782000.00 175000637.57 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA+ 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 375000000.00 375000000.00 0.0307 N Y Y N FMS WERTMANAGEMENT FMS Wertmanagement, 0.1300% 34411HAX2 HZFDOR6TCRSIQLKQTX32 0001556421 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-31 2022-01-31 2022-01-31 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0013 74491531.59 74491531.59 0.0061 N N N N FMS WERTMANAGEMENT FMS Wertmanagement, 0.1200% 34411HAT1 HZFDOR6TCRSIQLKQTX32 0001556421 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-27 2022-01-27 2022-01-27 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0012 32997104.25 32997104.25 0.0027 N N N N FMS WERTMANAGEMENT FMS Wertmanagement, 0.0800% 34411HAB0 HZFDOR6TCRSIQLKQTX32 0001556421 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-11 2022-01-11 2022-01-11 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0008 49998732.00 49998732.00 0.0041 N N N N FMS WERTMANAGEMENT FMS Wertmanagement, 0.0900% 34411HAL8 HZFDOR6TCRSIQLKQTX32 0001556421 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-20 2022-01-20 2022-01-20 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0009 24998764.00 24998764.00 0.0020 N N N N GOLDMAN SACHS & CO. LLC Goldman Sachs & Co. LLC, 0.0500% FOR8UP27PHTHYVLBNG30 0000886982 GOL122103 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2040-09-15 5.000000 1359536.00 96455.99 Agency Mortgage-Backed Securities GNMA 2041-02-15 4.500000 999996.00 118849.70 Agency Mortgage-Backed Securities GNMA 2047-04-15 4.500000 8029872.00 2470394.81 Agency Mortgage-Backed Securities GNMA 2051-12-20 3.500000 1287420.00 1386987.35 Agency Mortgage-Backed Securities GNMA 2051-12-20 3.000000 1113556.00 1177883.90 Agency Mortgage-Backed Securities GNMA 2049-07-15 2.330000 496981.00 513776.29 Agency Mortgage-Backed Securities GNMA 2051-11-20 3.000000 307503360.00 317927873.40 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 5554864.00 879421.98 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.500000 25946656.00 6928356.69 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A+ 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 325000000.00 325000000.00 0.0266 N Y Y N J.P. MORGAN SECURITIES LLC J.P. Morgan Securities LLC, 0.0500% 8I5DZWZKVSZI1NUHU748 0000019617 JPM122103 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2041-09-20 1.625000 2048268.00 178691.39 Agency Mortgage-Backed Securities GNMA 2039-07-20 1.625000 10812464.00 315019.28 Agency Mortgage-Backed Securities GNMA 2027-10-20 2.125000 17717060.00 27701.01 Agency Mortgage-Backed Securities GNMA 2051-12-20 2.500000 1649332.00 1701151.26 Agency Mortgage-Backed Securities GNMA 2051-12-20 2.500000 1306702.00 1361555.17 Agency Mortgage-Backed Securities GNMA 2051-12-20 3.000000 1304038.00 1389890.65 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.000000 3001060.00 3188289.48 Agency Mortgage-Backed Securities GNMA 2064-03-15 2.490000 48265984.00 50186777.10 Agency Mortgage-Backed Securities GNMA 2057-01-15 2.190000 15453000.00 15881295.35 Agency Mortgage-Backed Securities GNMA 2056-11-15 2.050000 11320000.00 11495062.58 Agency Mortgage-Backed Securities GNMA 2051-12-20 3.000000 1019458.00 1096386.30 Agency Mortgage-Backed Securities GNMA 2051-11-20 3.000000 3118996.00 3290840.22 Agency Mortgage-Backed Securities GNMA 2056-12-15 2.540000 27006300.00 28452127.28 Agency Mortgage-Backed Securities GNMA 2060-05-15 2.875000 25785856.00 27657736.11 Agency Mortgage-Backed Securities GNMA 2054-01-15 2.100000 6844800.00 6975997.81 Agency Mortgage-Backed Securities GNMA 2051-10-20 2.500000 238720.00 247034.15 Agency Mortgage-Backed Securities GNMA 2042-08-20 3.500000 3417428.00 3605734.64 Agency Mortgage-Backed Securities GNMA 2050-09-20 3.500000 1068094.00 1110464.94 Agency Mortgage-Backed Securities GNMA 2051-11-20 2.500000 405200.00 417920.26 Agency Mortgage-Backed Securities GNMA 2056-12-15 2.120000 22800000.00 23310279.20 Agency Mortgage-Backed Securities GNMA 2055-08-15 2.720000 18983712.00 20165078.13 Agency Mortgage-Backed Securities GNMA 2051-09-20 2.000000 1248464.00 1253047.73 Agency Mortgage-Backed Securities GNMA 2061-08-15 2.290000 2863400.00 2932336.06 Agency Mortgage-Backed Securities GNMA 2054-10-15 2.470000 1560216.00 1631382.24 Agency Mortgage-Backed Securities GNMA 2054-10-15 2.470000 5301000.00 5542794.86 Agency Mortgage-Backed Securities GNMA 2056-09-15 2.190000 10720000.00 10967527.12 Agency Mortgage-Backed Securities GNMA 2056-09-15 2.740000 4702300.00 4974551.99 Agency Mortgage-Backed Securities GNMA 2063-04-15 2.930000 4714264.00 5005297.52 Agency Mortgage-Backed Securities GNMA 2053-01-15 2.600000 10048288.00 10554517.39 Agency Mortgage-Backed Securities GNMA 2060-04-15 3.300000 15336016.00 16854726.09 Agency Mortgage-Backed Securities GNMA 2043-10-20 3.000000 1153764.00 909006.65 Agency Mortgage-Backed Securities GNMA 2051-08-20 3.000000 1208344.00 1244125.70 Agency Mortgage-Backed Securities GNMA 2056-09-15 2.200000 4959500.00 5077785.88 Agency Mortgage-Backed Securities GNMA 2056-11-15 2.260000 2668700.00 2672943.48 Agency Mortgage-Backed Securities GNMA 2056-11-15 2.260000 1299100.00 1340088.46 Agency Mortgage-Backed Securities GNMA 2036-06-20 6.000000 1347666.00 1389774.84 Agency Mortgage-Backed Securities GNMA 2051-02-20 3.000000 101937.00 107998.89 Agency Mortgage-Backed Securities GNMA 2057-05-15 2.830000 949130.00 1006095.51 Agency Mortgage-Backed Securities GNMA 2063-05-15 2.570000 3019860.00 3156728.11 Agency Mortgage-Backed Securities GNMA 2054-11-15 3.020000 315212.00 338180.22 Agency Mortgage-Backed Securities GNMA 2063-06-15 2.780000 5461360.00 5733956.50 Agency Mortgage-Backed Securities GNMA 2050-09-20 5.000000 1141134.00 1074204.66 Agency Mortgage-Backed Securities GNMA 2033-10-20 6.000000 1322448.00 1123770.97 Agency Mortgage-Backed Securities GNMA 2056-11-15 2.000000 1560000.00 1578234.57 Agency Mortgage-Backed Securities GNMA 2062-07-15 3.780000 8941792.00 9979567.44 Agency Mortgage-Backed Securities GNMA 2062-05-15 3.280000 16829056.00 18246758.12 Agency Mortgage-Backed Securities GNMA 2061-08-15 3.650000 53074.00 58799.13 Agency Mortgage-Backed Securities GNMA 2061-12-15 3.240000 20560.00 22197.40 Agency Mortgage-Backed Securities GNMA 2061-07-15 4.000000 4449552.00 5070813.11 Agency Mortgage-Backed Securities GNMA 2062-07-15 2.800000 14864896.00 15623530.92 Agency Mortgage-Backed Securities GNMA 2061-12-15 3.240000 1726782.00 1897146.31 Agency Mortgage-Backed Securities GNMA 2060-10-15 4.250000 824234.00 946837.73 Agency Mortgage-Backed Securities GNMA 2060-04-15 3.770000 3649856.00 4106691.97 Agency Mortgage-Backed Securities GNMA 2047-11-20 4.000000 1503856.00 968050.65 Agency Mortgage-Backed Securities GNMA 2051-09-20 3.500000 7697080.00 7988652.60 Agency Mortgage-Backed Securities GNMA 2036-10-20 5.000000 1114102.00 967114.40 Agency Mortgage-Backed Securities GNMA 2035-09-20 4.000000 50899.00 27718.63 Agency Mortgage-Backed Securities GNMA 2030-03-20 5.000000 1805494.00 1566571.20 Agency Mortgage-Backed Securities GNMA 2035-05-20 5.500000 184968.00 114336.56 Agency Mortgage-Backed Securities GNMA 2048-10-20 3.000000 5000000.00 772359.64 Agency Mortgage-Backed Securities GNMA 2044-01-20 1.750000 1957984.00 118746.50 Agency Mortgage-Backed Securities Y Moody's Aa3 Standard & Poor's A+ 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 350000000.00 350000000.00 0.0286 N Y Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 0.0500% 48246UA30 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-03 2022-01-03 2022-01-03 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0005 99999583.00 99999583.00 0.0082 N Y Y N KREDITANSTALT FUR WIEDERAUFBAU Kreditanstalt Fur Wiederaufbau, 0.0800% 48246UB13 549300GDPG70E3MBBU98 0000821533 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-01 2022-02-01 2022-02-01 N Y Federal Republic of Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0008 49996578.00 49996578.00 0.0041 N N N N MIZUHO BANK, LTD. Mizuho Bank, Ltd., 0.0600% 60689GAJ5 RB0PEZSDGCO3JS6CEU02 0001512734 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-18 2022-01-18 2022-01-18 N N N 0.0006 39998720.00 39998720.00 0.0033 N N N N MIZUHO BANK, LTD. Mizuho Bank, Ltd., 0.0700% 60689GAR7 RB0PEZSDGCO3JS6CEU02 0001512734 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-25 2022-01-25 2022-01-25 N N N 0.0007 24998819.50 24998819.50 0.0020 N N N N MIZUHO BANK, LTD. Mizuho Bank, Ltd., 0.0700% 60689GAK2 RB0PEZSDGCO3JS6CEU02 0001512734 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-19 2022-01-19 2022-01-19 N N N 0.0007 94996740.55 94996740.55 0.0078 N N N N MIZUHO BANK, LTD. Mizuho Bank, Ltd., 0.1500% 60689GC20 RB0PEZSDGCO3JS6CEU02 0001512734 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-03-02 2022-03-02 2022-03-02 N N N 0.0015 64983258.60 64983258.60 0.0053 N N N N MIZUHO BANK, LTD. Mizuho Bank, Ltd., 0.0700% 60689GAL0 RB0PEZSDGCO3JS6CEU02 0001512734 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-20 2022-01-20 2022-01-20 N N N 0.0007 34998736.15 34998736.15 0.0029 N N N N MIZUHO SECURITIES USA LLC Mizuho Securities USA LLC, 0.0500% 7TK5RJIZDFROZCA6XF66 0001335730 MIZ122103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2028-06-30 1.250000 20000000.00 19793000.00 U.S. Treasuries (including strips) USTR 2029-08-15 1.625000 3704900.00 3781397.85 U.S. Treasuries (including strips) USTR 2025-05-15 2.125000 200.00 207.51 U.S. Treasuries (including strips) USTR 2022-04-30 1.875000 850000.00 857649.60 U.S. Treasuries (including strips) USTR 2022-03-31 1.875000 99800.00 100715.07 U.S. Treasuries (including strips) USTR 2023-08-15 2.500000 565700.00 587965.39 U.S. Treasuries (including strips) USTR 2023-02-15 2.000000 18703200.00 19167525.64 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 25593700.00 26918033.21 U.S. Treasuries (including strips) USTR 2026-06-30 1.875000 22628100.00 23261890.45 U.S. Treasuries (including strips) USTR 2029-05-15 2.375000 338200.00 361553.03 U.S. Treasuries (including strips) USTR 2026-03-31 2.250000 2480000.00 2600520.10 U.S. Treasuries (including strips) USTR 2025-03-31 2.625000 1600000.00 1692098.58 U.S. Treasuries (including strips) USTR 2024-08-31 1.875000 2789500.00 2877481.00 U.S. Treasuries (including strips) Y Moody's A1 Standard & Poor's A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 100000000.00 100000000.00 0.0082 N Y Y N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.1100% 63254FBE6 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-14 2022-02-14 2022-02-14 N N N 0.0011 29996062.50 29996062.50 0.0025 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.2600% 63254GSK2 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-06-03 2022-06-03 N N N 0.0026 68011338.32 68011338.32 0.0056 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.1000% 63254FB89 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-08 2022-02-08 2022-02-08 N N N 0.0010 19997941.60 19997941.60 0.0016 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.1500% 63254GSB2 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-05-06 2022-05-06 N N N 0.0015 74987115.00 74987115.00 0.0061 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.1300% 63254FC13 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0013 29993499.90 29993499.90 0.0025 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.1000% 63254FBA4 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-10 2022-02-10 2022-02-10 N N N 0.0010 59993303.40 59993303.40 0.0049 N N N N NATIONAL AUSTRALIA BANK, LTD. National Australia Bank, Ltd., 0.1500% 63254GSA4 F8SB4JFBSYQFRQEH3Z21 0001414365 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-04-25 2022-04-25 N N N 0.0015 124992811.25 124992811.25 0.0102 N N N N NESTLE FINANCE INTERNATIONAL, LTD. Nestle Finance International, Ltd., 0.0600% 64106HAB7 KY37LUS27QQX7BB93L28 0000792990 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-11 2022-01-11 2022-01-11 N N N 0.0006 14999725.05 14999725.05 0.0012 N N N N NESTLE FINANCE INTERNATIONAL, LTD. Nestle Finance International, Ltd., 0.0700% 64106HBF7 KY37LUS27QQX7BB93L28 0000792990 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-15 2022-02-15 2022-02-15 N N N 0.0007 99990672.00 99990672.00 0.0082 N N N N NORDEA BANK AB Nordea Bank AB, 0.0800% 65558KB11 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0008 99992889.00 99992889.00 0.0082 N N N N NRW.BANK NRW.Bank, 0.0900% 62939MC96 52990002O5KK6XOGJ020 0001560283 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-03-09 2022-03-09 2022-03-09 N Y State of North Rhine-Westphalia Germany 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0009 114980232.65 114980232.65 0.0094 N N N N OESTERREICHISCHE KONTROLLBANK AKTIENGESE Oesterreich Kontrollbank AG, 0.0600% 67616SA52 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-05 2022-01-05 2022-01-05 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0006 109544087.49 109544087.49 0.0090 N N Y N OESTERREICHISCHE KONTROLLBANK AKTIENGESE Oesterreich Kontrollbank AG, 0.0700% 67616SAR4 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-25 2022-01-25 2022-01-25 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0007 19998972.20 19998972.20 0.0016 N N N N OESTERREICHISCHE KONTROLLBANK AKTIENGESE Oesterreich Kontrollbank AG, 0.1200% 67616SBQ5 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-24 2022-02-24 2022-02-24 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0012 30244592.81 30244592.81 0.0025 N N N N OESTERREICHISCHE KONTROLLBANK AKTIENGESE Oesterreich Kontrollbank AG, 0.1200% 67616SC27 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-03-02 2022-03-02 2022-03-02 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0012 23217199.55 23217199.55 0.0019 N N N N OESTERREICHISCHE KONTROLLBANK AKTIENGESE Oesterreich Kontrollbank AG, 0.1100% 67616SBF9 5299000OVRLMF858L016 0000202811 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-15 2022-02-15 2022-02-15 N Y Republic of Austria 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0011 99985817.00 99985817.00 0.0082 N N N N PROVINCE OF BRITISH COLUMBIA Province of British Columbia, 0.0600% 11070KAM9 54930058TO7MEKUHWL16 0000014306 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-21 2022-01-21 2022-01-21 N N N 0.0006 45898393.50 45898393.50 0.0038 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 0.1300% 69370BBP6 549300B456N0WEIC5249 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-23 2022-02-23 2022-02-23 N Y Public Sector Pension Investment Board 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0013 23595468.80 23595468.80 0.0019 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 0.0800% 69370BAS1 549300B456N0WEIC5249 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-26 2022-01-26 2022-01-26 N Y Public Sector Pension Investment Board 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0008 49997255.50 49997255.50 0.0041 N N N N PSP CAPITAL, INC. PSP Capital, Inc., 0.0700% 69370BAC6 549300B456N0WEIC5249 0001396318 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-12 2022-01-12 2022-01-12 N Y Public Sector Pension Investment Board 1.0000 Moody's P 1 Standard & Poor's A-1+ N 0.0007 99997800.00 99997800.00 0.0082 N N N N QUEENSLAND TREASURY CORP. Queensland Treasury Corp., 0.0500% 74830SA41 98INKCEEHOU5YJS0HQ88 0000852555 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-04 2022-01-04 2022-01-04 N Y State of Queensland Australia 1.0000 Moody's NR Standard & Poor's A-1+ N 0.0005 51249715.05 51249715.05 0.0042 N N Y N RBC DOMINION SECURITIES INC. RBC Dominion Securities Inc., 0.0500% ES7IP3U3RHIGC71XBU11 0001000275 RBC122103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-12-31 1.250000 29210000.00 29175824.30 U.S. Treasuries (including strips) USTR 2028-12-31 1.375000 118229900.00 117713235.34 U.S. Treasuries (including strips) USTR 2028-09-30 1.250000 41531000.00 41178789.74 U.S. Treasuries (including strips) USTR 2028-08-31 1.125000 97734900.00 96226990.89 U.S. Treasuries (including strips) USTR 2026-07-31 0.625000 100.00 97.47 U.S. Treasuries (including strips) USTR 2023-07-31 0.125000 100.00 99.25 U.S. Treasuries (including strips) USTR 2023-05-31 0.125000 1000.00 993.96 U.S. Treasuries (including strips) USTR 2028-04-30 1.250000 100.00 99.30 U.S. Treasuries (including strips) USTR 2026-03-31 0.750000 4036700.00 3967255.05 U.S. Treasuries (including strips) USTR 2026-02-28 0.500000 9953900.00 9686658.52 U.S. Treasuries (including strips) USTR 2027-09-30 0.375000 37846200.00 35852379.01 U.S. Treasuries (including strips) USTR 2030-08-15 0.625000 200.00 186.94 U.S. Treasuries (including strips) USTR 2025-06-30 0.250000 12444700.00 12087910.45 U.S. Treasuries (including strips) USTR 2027-05-31 0.500000 6300.00 6033.98 U.S. Treasuries (including strips) USTR 2030-05-15 0.625000 4849900.00 4536810.82 U.S. Treasuries (including strips) USTR 2022-05-31 1.750000 470600.00 474414.86 U.S. Treasuries (including strips) USTR 2023-08-15 2.500000 807000.00 838762.71 U.S. Treasuries (including strips) USTR 2025-01-15 0.250000 43120200.00 53956920.76 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 23650000.00 24873757.43 U.S. Treasuries (including strips) USTR 2025-05-31 2.875000 900.00 956.40 U.S. Treasuries (including strips) USTR 2025-04-30 2.875000 700.00 745.00 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 100.00 109.09 U.S. Treasuries (including strips) USTR 2024-11-30 2.125000 8637800.00 8939196.62 U.S. Treasuries (including strips) USTR 2027-11-15 2.250000 8556600.00 9008175.56 U.S. Treasuries (including strips) USTR 2027-08-15 2.250000 945700.00 999826.67 U.S. Treasuries (including strips) USTR 2031-02-15 5.375000 400.00 542.80 U.S. Treasuries (including strips) USTR 2026-02-15 6.000000 7782000.00 9470476.10 U.S. Treasuries (including strips) USTR 2023-08-15 6.250000 2400.00 2675.44 U.S. Treasuries (including strips) USTR 2022-02-24 0.000000 100.00 99.99 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 450000000.00 450000000.00 0.0368 N Y Y N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 0.2000% 78015M4Q0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-10-11 2022-10-11 N N N 0.0020 49966519.50 49966519.50 0.0041 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 0.2000% 78012UY58 ES7IP3U3RHIGC71XBU11 US78012UY588 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-08-09 2022-08-09 N N N 0.0020 69968231.20 69968231.20 0.0057 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 0.2000% 78012UU78 ES7IP3U3RHIGC71XBU11 US78012UU784 0001000275 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-10-24 2022-10-24 N N N 0.0020 99918454.00 99918454.00 0.0082 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 0.1900% 78015M4M9 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-09-16 2022-09-16 N N N 0.0019 99935332.00 99935332.00 0.0082 N N N N ROYAL BANK OF CANADA NY Royal Bank of Canada NY, 0.1800% 78015M3S7 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-06-07 2022-06-07 N N N 0.0018 74985852.75 74985852.75 0.0061 N N N N SIEMENS AG Siemens Capital Co. LLC, 0.0600% 82619UAK0 EOSCVWUER252U910GR08 0000940418 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-19 2022-01-19 2022-01-19 N N N 0.0006 99996833.00 99996833.00 0.0082 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 0.1500% 83050UCA4 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-03-10 2022-03-10 2022-03-10 N N N 0.0015 99971058.00 99971058.00 0.0082 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 0.1600% 83050UCF3 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-03-15 2022-03-15 2022-03-15 N N N 0.0016 74974870.50 74974870.50 0.0061 N N N N SKANDINAVISKA ENSKILDA BANKEN AB Skandinaviska Enskilda Banken AB, 0.1200% 83050UBP2 F3JS33DEI6XQ4ZBPTN86 0001534653 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-02-23 2022-02-23 2022-02-23 N N N 0.0012 99982000.00 99982000.00 0.0082 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 0.1100% 86562LBB7 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-02-11 2022-02-11 2022-02-11 N N N 0.0011 49993466.50 49993466.50 0.0041 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 0.0900% 86562LAQ5 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-24 2022-01-24 2022-01-24 N N N 0.0009 34997923.45 34997923.45 0.0029 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 0.1000% 86562LAX0 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-31 2022-01-31 2022-01-31 N N N 0.0010 44996086.35 44996086.35 0.0037 N N N N SUMITOMO MITSUI FINANCIAL GROUP, INC. Sumitomo Mitsui Bank NY, 0.1100% 86562LBA9 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-02-10 2022-02-10 2022-02-10 N N N 0.0011 64991782.70 64991782.70 0.0053 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 0.2100% 86959RUM0 NHBDILHZTYCNBV5UYZ31 US86959RUM05 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-08-09 2022-08-09 N N N 0.0021 74970560.25 74970560.25 0.0061 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 0.0700% 86960KAQ5 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-24 2022-01-24 2022-01-24 N N N 0.0007 49997666.50 49997666.50 0.0041 N N N N SVENSKA HANDELSBANKEN AB Svenska Handelsbank, Inc., 0.3000% 86959RVM9 NHBDILHZTYCNBV5UYZ31 US86959RVM95 0001448613 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-12-02 2022-12-02 N N N 0.0030 99979493.00 99979493.00 0.0082 N N N N SWEDBANK AB Swedbank AB, 0.1200% 87019SC10 M312WZV08Y7LYUC71685 0001497940 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-03-01 2022-03-01 2022-03-01 N N N 0.0012 19212156.80 19212156.80 0.0016 N N N N SWEDBANK AB Swedbank AB, 0.0400% 87019SAK0 M312WZV08Y7LYUC71685 0001497940 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-01-19 2022-01-19 2022-01-19 N N N 0.0004 34999261.15 34999261.15 0.0029 N N N N TD Securities (USA) LLC TD Securities (USA) LLC, 0.0500% PT3QB789TSUIDF371261 0000947263 TOR122103 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2026-12-31 1.250000 23246500.00 23219301.59 U.S. Treasuries (including strips) USTR 2026-09-30 0.875000 15908000.00 15659223.35 U.S. Treasuries (including strips) USTR 2028-08-31 1.125000 15004500.00 14773002.12 U.S. Treasuries (including strips) USTR 2024-06-15 0.250000 21234900.00 20920026.57 U.S. Treasuries (including strips) USTR 2023-04-30 0.125000 15000000.00 14920479.53 U.S. Treasuries (including strips) USTR 2028-02-29 1.125000 18673800.00 18471029.36 U.S. Treasuries (including strips) USTR 2023-09-15 0.125000 15099300.00 14966871.21 U.S. Treasuries (including strips) USTR 2030-05-15 0.625000 20881900.00 19533852.22 U.S. Treasuries (including strips) USTR 2030-02-15 1.500000 20103100.00 20313478.94 U.S. Treasuries (including strips) USTR 2025-01-31 1.375000 14765600.00 15016079.39 U.S. Treasuries (including strips) USTR 2024-12-31 1.750000 14784600.00 15119589.47 U.S. Treasuries (including strips) USTR 2022-12-15 1.625000 15909200.00 16112158.21 U.S. Treasuries (including strips) USTR 2026-09-30 1.625000 23284000.00 23773921.97 U.S. Treasuries (including strips) USTR 2024-02-15 2.750000 7340900.00 7720751.20 U.S. Treasuries (including strips) USTR 2024-06-30 1.750000 22498500.00 22983702.65 U.S. Treasuries (including strips) USTR 2029-05-15 2.375000 21999900.00 23519014.12 U.S. Treasuries (including strips) USTR 2022-03-15 2.375000 18757500.00 18977525.99 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 300000000.00 300000000.00 0.0245 N Y Y N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.2200% 89114WBC8 PT3QB789TSUIDF371261 US89114WBC82 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-05-25 2022-05-25 N N N 0.0022 80005468.80 80005468.80 0.0065 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.2000% 89120DTR0 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-10-12 2022-10-12 N N N 0.0020 99924903.00 99924903.00 0.0082 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.1700% 89114WGR0 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-01-07 2022-06-24 2022-06-24 N N N 0.0017 99960174.00 99960174.00 0.0082 N N N N TORONTO-DOMINION BANK NY Toronto Dominion Bank NY, 0.1700% 89114WJQ9 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-04-28 2022-04-28 2022-04-28 N N N 0.0017 60000193.80 60000193.80 0.0049 N N N N TOTAL S.A. Total Capital Canada, Ltd., 0.1200% 89153QBE9 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-02-14 2022-02-14 2022-02-14 N N N 0.0012 10498425.00 10498425.00 0.0009 N N N N TOTAL S.A. Total Capital Canada, Ltd., 0.1500% 89153QC32 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-03-03 2022-03-03 2022-03-03 N N N 0.0015 74980108.50 74980108.50 0.0061 N N N N TOTAL S.A. Total Capital Canada, Ltd., 0.1500% 89153QBU3 529900S21EQ1BO4ESM68 0001226646 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1 2022-02-28 2022-02-28 2022-02-28 N N N 0.0015 49987872.00 49987872.00 0.0041 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 0.0900% 89233HB37 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-03 2022-02-03 2022-02-03 N N N 0.0009 49995986.00 49995986.00 0.0041 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 0.0800% 89233HAT1 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-27 2022-01-27 2022-01-27 N N N 0.0008 49997000.00 49997000.00 0.0041 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 0.0900% 89233HB45 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-02-04 2022-02-04 2022-02-04 N N N 0.0009 39996616.80 39996616.80 0.0033 N N N N TOYOTA MOTOR CREDIT CORP. Toyota Motor Credit Corp., 0.0800% 89233HAX2 Z2VZBHUMB7PWWJ63I008 0000834071 Non-Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 49996512.50 49996512.50 0.0041 N N N N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0400% 912796M97 254900HROIFWPRGM1V77 US912796M978 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-03-10 2022-03-10 2022-03-10 N N N 0.0004 99992208.00 99992208.00 0.0082 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0100% 912796K81 254900HROIFWPRGM1V77 US912796K816 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-01-20 2022-01-20 2022-01-20 N N N 0.0001 74999557.50 74999557.50 0.0061 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0100% 912796Q77 254900HROIFWPRGM1V77 US912796Q771 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-01-18 2022-01-18 2022-01-18 N N N 0.0001 149999062.50 149999062.50 0.0123 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0300% 912796L80 254900HROIFWPRGM1V77 US912796L806 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-02-17 2022-02-17 2022-02-17 N N N 0.0003 99996250.00 99996250.00 0.0082 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0200% 912796Q93 254900HROIFWPRGM1V77 US912796Q938 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0002 99997986.00 99997986.00 0.0082 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0500% 912796S75 254900HROIFWPRGM1V77 US912796S751 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-03-08 2022-03-08 2022-03-08 N N N 0.0005 149986666.50 149986666.50 0.0123 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.1190% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-01-07 2023-04-30 2023-04-30 N N N 0.0012 150005523.00 150005523.00 0.0123 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.1340% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-01-07 2023-01-31 2023-01-31 N N N 0.0013 150057892.50 150057892.50 0.0123 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.1400% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-01-07 2022-10-31 2022-10-31 N N N 0.0014 350127834.00 350127834.00 0.0286 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.1140% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-01-07 2023-07-31 2023-07-31 N N N 0.0011 125018110.00 125018110.00 0.0102 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0700% 912796S91 254900HROIFWPRGM1V77 US912796S918 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-03-22 2022-03-22 2022-03-22 N N N 0.0007 199970534.00 199970534.00 0.0164 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 0.1400% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-01-07 2022-07-31 2022-07-31 N N N 0.0014 150046659.00 150046659.00 0.0123 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0600% 912796T25 254900HROIFWPRGM1V77 US912796T254 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-03-29 2022-03-29 2022-03-29 N N N 0.0006 149977864.50 149977864.50 0.0123 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 0.0300% 912796R76 254900HROIFWPRGM1V77 US912796R761 U.S. Treasury Debt Y Moody's NR Standard & Poor's A-1+ 2022-02-08 2022-02-08 2022-02-08 N N N 0.0003 99997125.00 99997125.00 0.0082 N Y Y N UNITED OVERSEAS BANK United Overseas Bank, 0.0800% 91127QAM1 IO66REGK3RCBAMA8HR66 0000867530 Financial Company Commercial Paper Y Moody's P 1 Standard & Poor's A-1+ 2022-01-21 2022-01-21 2022-01-21 N N N 0.0008 187491249.38 187491249.38 0.0153 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 0.1800% 96130ALJ5 EN5TNI6CI43VEPAMHL14 US96130ALJ50 0000719245 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-05-09 2022-05-09 N N N 0.0018 72999473.67 72999473.67 0.0060 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 0.1800% 96130AKD9 EN5TNI6CI43VEPAMHL14 US96130AKD99 0000719245 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-07-08 2022-07-08 N N N 0.0018 74975211.75 74975211.75 0.0061 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 0.1800% 96130AKM9 EN5TNI6CI43VEPAMHL14 US96130AKM98 0000719245 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-09-09 2022-09-09 N N N 0.0018 74955950.25 74955950.25 0.0061 N N N N WESTPAC BANKING CORP. Westpac Banking Corp., 0.2200% 96130AJU3 EN5TNI6CI43VEPAMHL14 US96130AJU34 0000719245 Certificate of Deposit Y Moody's P 1 Standard & Poor's A-1+ 2022-01-01 2022-04-19 2022-04-19 N N N 0.0022 100016344.00 100016344.00 0.0082 N N N N THE DFA INVESTMENT TRUST COMPANY 2022-01-06 /s/ Ryan Buechner Ryan Buechner Vice President and Assistant Secretary