# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000092
**Filing Date:** 2023-3
**Character Count:** 85880
**Document Hash:** c3aca9a6843f441b30c854b176157822
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000092.hdr.sgml**: 20230303

**ACCESSION NUMBER**: 0001004726-23-000092

**CONFORMED SUBMISSION TYPE**: N-MFP2/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20200331

**FILED AS OF DATE**: 20230303

**DATE AS OF CHANGE**: 20230303

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DFA INVESTMENT TRUST CO
- **CENTRAL INDEX KEY:** 0000896162
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 23702653

**BUSINESS ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746
- **BUSINESS PHONE:** (512) 306-7400

**MAIL ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746

## Series and Classes Contracts Data

### The DFA Short Term Investment Fund (Series ID: S000028293)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000086468 | The DFA Short Term Investment Fund |  |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2/A

**Live/Test Flag:** —

**Is Electronic Copy of Paper Format:** —

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2020-03-31

**EDGAR Series Identifier:** S000028293

**Total number of share classes in the series:** —

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

## Part A: Series-Level Information about the Fund

### Service Providers
| Item   | Role                          | Details                                                       | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | Citi Fund Services Ohio, Inc.                                 |  |
| A.4    | Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Philadelphia<br>State: PA |  |
| A.6    | Transfer Agent                | FIS Investor Services, LLC<br>CIK: 0001630490                 | 084-06522         |

### Fund Characteristics & Assets

- **A.7 - Is this a Feeder Fund?:** No

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Prime

- **A.11 - WAM:** 18 days

- **A.12 - WAL:** 73 days

- **Total Value of Portfolio Securities:** $9665689669.50

- **Amortized Cost of Portfolio Securities:** $0.00

- **Cash:** $614819021.19

- **Total Other Assets:** $5352791.60

- **Total Liabilities:** $63456058.07

- **Net Assets of Series:** $10222405424.22

- **Number of Shares Outstanding (Series):** 883710290.03

- **7-Day Gross Yield:** 0.7600%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $7559366750.02             |  | 51.2200%                   |
| Friday, Week 2 |  | $6848654561.32             |  | 50.9800%                   |
| Friday, Week 3 |  | $5658119627.84             |  | 52.8100%                   |
| Friday, Week 4 |  | $5748176145.09             |  | 55.1100%                   |

## Part B: Class-Level Information about the Fund

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1.00

- **B.3 - Net Assets of Class:** $10222405424.22

- **B.4 - Shares Outstanding:** 883710290.03

- **B.7.7 - 7-Day Net Yield:** 0.7100%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2851011099.15            | $1844374897.00          |
| Week 2   | $2434057090.06            | $3530724745.45          |
| Week 3   | $2608034127.91            | $5325501691.47          |
| Week 4   | $1216504869.74            | $1503484234.90          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $9498013081.26

- **Gross Redemptions for month:** $12789411832.72

## Part C: Schedule of Portfolio Securities

### Security 1: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AD64, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $49998975.00
- **C.18.a - Value (excl. sponsor support):** $49998975.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.5100%
- **C.11 - Maturity Date (WAM):** 2020-04-06
- **C.12 - Maturity Date (WAL):** 2020-04-06
- **C.13 - Final Legal Maturity Date:** 2020-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: BANK OF AMERICA SECURITIES LLC

- **C.1 - Title:** Bank of America Securities LLC, 0.0100%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 9DJT3UXIJIZJI4WXO774, CIK: 0000070858, C.5 - Other ID: BAC120401
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 1.7941%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RZW2, C.4 - ISIN: US06370RZW23, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $249891652.50
- **C.18.a - Value (excl. sponsor support):** $249891652.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2020-05-08
- **C.12 - Maturity Date (WAL):** 2020-05-08
- **C.13 - Final Legal Maturity Date:** 2020-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.8481%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370R2V0, C.4 - ISIN: US06370R2V07, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $49874147.50
- **C.18.a - Value (excl. sponsor support):** $49874147.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2020-06-11
- **C.12 - Maturity Date (WAL):** 2020-09-11
- **C.13 - Final Legal Maturity Date:** 2020-09-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 2.1879%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06367T7J3, C.4 - ISIN: US06367T7J34, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $27798210.44
- **C.18.a - Value (excl. sponsor support):** $27798210.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 2.2000%
- **C.11 - Maturity Date (WAM):** 2020-07-13
- **C.12 - Maturity Date (WAL):** 2020-07-13
- **C.13 - Final Legal Maturity Date:** 2020-07-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.8372%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MEQ4, C.4 - ISIN: US06417MEQ42, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $49794378.50
- **C.18.a - Value (excl. sponsor support):** $49794378.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2020-05-13
- **C.12 - Maturity Date (WAL):** 2020-11-13
- **C.13 - Final Legal Maturity Date:** 2020-11-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.8511%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MEJ0, C.4 - ISIN: US06417MEJ09, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $174704855.50
- **C.18.a - Value (excl. sponsor support):** $174704855.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2020-05-04
- **C.12 - Maturity Date (WAL):** 2020-08-04
- **C.13 - Final Legal Maturity Date:** 2020-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.8616%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LMY0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $99989447.00
- **C.18.a - Value (excl. sponsor support):** $99989447.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 0.8600%
- **C.11 - Maturity Date (WAM):** 2020-04-18
- **C.12 - Maturity Date (WAL):** 2020-06-18
- **C.13 - Final Legal Maturity Date:** 2020-06-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.1485%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LNM5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $50014038.00
- **C.18.a - Value (excl. sponsor support):** $50014038.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2020-04-24
- **C.12 - Maturity Date (WAL):** 2020-04-24
- **C.13 - Final Legal Maturity Date:** 2020-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BANQUE ET CAISSE EPARGNE

- **C.1 - Title:** Banque Et Caisse Epargne, 1.2900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0F57, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $49881933.50
- **C.18.a - Value (excl. sponsor support):** $49881933.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2020-06-05
- **C.12 - Maturity Date (WAL):** 2020-06-05
- **C.13 - Final Legal Maturity Date:** 2020-06-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Bank PLC, 0.0100%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: AC28XWWI3WIBK2824319, CIK: 0000312069, C.5 - Other ID: BCG120401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.9300%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 1.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AE59, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $47953426.56
- **C.18.a - Value (excl. sponsor support):** $47953426.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2020-05-05
- **C.12 - Maturity Date (WAL):** 2020-05-05
- **C.13 - Final Legal Maturity Date:** 2020-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.9100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800ADN1, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $74958246.00
- **C.18.a - Value (excl. sponsor support):** $74958246.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 0.9200%
- **C.11 - Maturity Date (WAM):** 2020-04-22
- **C.12 - Maturity Date (WAL):** 2020-04-22
- **C.13 - Final Legal Maturity Date:** 2020-04-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.7411%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BZ25, C.4 - ISIN: US13606BZ251, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $45012938.85
- **C.18.a - Value (excl. sponsor support):** $45012938.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-06-01
- **C.13 - Final Legal Maturity Date:** 2020-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.8400%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606B3Y0, C.4 - ISIN: US13606B3Y05, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $34881925.05
- **C.18.a - Value (excl. sponsor support):** $34881925.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-07-17
- **C.13 - Final Legal Maturity Date:** 2020-07-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.1751%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BY42, C.4 - ISIN: US13606BY429, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $250093175.00
- **C.18.a - Value (excl. sponsor support):** $250093175.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2020-04-10
- **C.12 - Maturity Date (WAL):** 2020-05-08
- **C.13 - Final Legal Maturity Date:** 2020-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 0.8746%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BY83, C.4 - ISIN: US13606BY833, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $55014263.15
- **C.18.a - Value (excl. sponsor support):** $55014263.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.8700%
- **C.11 - Maturity Date (WAM):** 2020-04-15
- **C.12 - Maturity Date (WAL):** 2020-05-15
- **C.13 - Final Legal Maturity Date:** 2020-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 1.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21687AD18, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $200000344.00
- **C.18.a - Value (excl. sponsor support):** $200000344.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 0.5200%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: CPPIB CAPITAL, INC.

- **C.1 - Title:** CPPIB Capital, Inc., 1.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CDT8, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $49956125.00
- **C.18.a - Value (excl. sponsor support):** $49956125.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2020-04-27
- **C.12 - Maturity Date (WAL):** 2020-04-27
- **C.13 - Final Legal Maturity Date:** 2020-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Canada Pension Plan Investment Board

- **Amount Provided:** 1.0000

### Security 20: DBS BANK, LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.2500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DEE1, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $85319451.20
- **C.18.a - Value (excl. sponsor support):** $85319451.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2020-05-14
- **C.12 - Maturity Date (WAL):** 2020-05-14
- **C.13 - Final Legal Maturity Date:** 2020-05-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: DBS BANK, LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.2800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DEN1, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $79852897.60
- **C.18.a - Value (excl. sponsor support):** $79852897.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2020-05-22
- **C.12 - Maturity Date (WAL):** 2020-05-22
- **C.13 - Final Legal Maturity Date:** 2020-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CDH2, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $114281283.37
- **C.18.a - Value (excl. sponsor support):** $114281283.37
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2020-04-17
- **C.12 - Maturity Date (WAL):** 2020-04-17
- **C.13 - Final Legal Maturity Date:** 2020-04-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** State of North Rhine-Westphalia Germany

- **Amount Provided:** 1.0000

### Security 23: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CDE9, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99958739.00
- **C.18.a - Value (excl. sponsor support):** $99958739.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2020-04-14
- **C.12 - Maturity Date (WAL):** 2020-04-14
- **C.13 - Final Legal Maturity Date:** 2020-04-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** State of North Rhine-Westphalia Germany

- **Amount Provided:** 1.0000

### Security 24: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CDG4, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49974622.00
- **C.18.a - Value (excl. sponsor support):** $49974622.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2020-04-16
- **C.12 - Maturity Date (WAL):** 2020-04-16
- **C.13 - Final Legal Maturity Date:** 2020-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** State of North Rhine-Westphalia Germany

- **Amount Provided:** 1.0000

### Security 25: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 0.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CD90, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $33994330.50
- **C.18.a - Value (excl. sponsor support):** $33994330.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.9500%
- **C.11 - Maturity Date (WAM):** 2020-04-09
- **C.12 - Maturity Date (WAL):** 2020-04-09
- **C.13 - Final Legal Maturity Date:** 2020-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** State of North Rhine-Westphalia Germany

- **Amount Provided:** 1.0000

### Security 26: EXPORT DEVELOPMENT CORP.

- **C.1 - Title:** Export Development Canada, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30215GE65, C.3 - LEI: Z6MHCSLXHKYG4B6PHW02, CIK: 0000276328
- **C.18 - Value (incl. sponsor support):** $27966400.00
- **C.18.a - Value (excl. sponsor support):** $27966400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2020-05-06
- **C.12 - Maturity Date (WAL):** 2020-05-06
- **C.13 - Final Legal Maturity Date:** 2020-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Canada Pension Plan Investment Board

- **Amount Provided:** 1.0000

### Security 27: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.0700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384XJ3, C.4 - ISIN: US313384XJ39, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49994555.50
- **C.18.a - Value (excl. sponsor support):** $49994555.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2020-05-27
- **C.12 - Maturity Date (WAL):** 2020-05-27
- **C.13 - Final Legal Maturity Date:** 2020-05-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.0600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384VN6, C.4 - ISIN: US313384VN68, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99997667.00
- **C.18.a - Value (excl. sponsor support):** $99997667.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2020-04-13
- **C.12 - Maturity Date (WAL):** 2020-04-13
- **C.13 - Final Legal Maturity Date:** 2020-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.0700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384YQ6, C.4 - ISIN: US313384YQ62, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199966556.00
- **C.18.a - Value (excl. sponsor support):** $199966556.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2020-06-26
- **C.12 - Maturity Date (WAL):** 2020-06-26
- **C.13 - Final Legal Maturity Date:** 2020-06-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL RESERVE BANK OF NEW YORK

- **C.1 - Title:** Federal Reserve Bank NY, 0.0000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0001390777, C.5 - Other ID: FRB120401
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.9100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: GOLDMAN SACHS & CO.

- **C.1 - Title:** Goldman Sachs & Co., 0.0100%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: FOR8UP27PHTHYVLBNG30, CIK: 0000886982, C.5 - Other ID: GOL120401
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: HSBC SECURITIES (USA), INC.

- **C.1 - Title:** HSBC Securities (USA), Inc., 0.0100%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: MLU0ZO3ML4LN2LL2TL39, CIK: 0001089113, C.5 - Other ID: HSB120401
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 1.2300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881LEB7, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $49929901.50
- **C.18.a - Value (excl. sponsor support):** $49929901.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2020-05-11
- **C.12 - Maturity Date (WAL):** 2020-05-11
- **C.13 - Final Legal Maturity Date:** 2020-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Province of Quebec Canada

- **Amount Provided:** 1.0000

### Security 34: IBRD DISCOUNT NOTES

- **C.1 - Title:** IBRD Discount Notes, 0.0700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 459052WE2, C.3 - LEI: ZTMSNXROF84AHWJNKQ93, CIK: 0000051120
- **C.18 - Value (incl. sponsor support):** $49997278.00
- **C.18.a - Value (excl. sponsor support):** $49997278.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2020-04-29
- **C.12 - Maturity Date (WAL):** 2020-04-29
- **C.13 - Final Legal Maturity Date:** 2020-04-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: IBRD DISCOUNT NOTES

- **C.1 - Title:** IBRD Discount Notes, 0.0700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 459052WK8, C.3 - LEI: ZTMSNXROF84AHWJNKQ93, CIK: 0000051120
- **C.18 - Value (incl. sponsor support):** $149990374.50
- **C.18.a - Value (excl. sponsor support):** $149990374.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **C.11 - Maturity Date (WAM):** 2020-05-04
- **C.12 - Maturity Date (WAL):** 2020-05-04
- **C.13 - Final Legal Maturity Date:** 2020-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: JP MORGAN SECURITIES, INC.

- **C.1 - Title:** JPMorgan Securities, Inc., 0.0100%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 8I5DZWZKVSZI1NUHU748, CIK: 0000019617, C.5 - Other ID: JPM220401
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.4000%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TD89, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $249977777.50
- **C.18.a - Value (excl. sponsor support):** $249977777.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2020-04-08
- **C.12 - Maturity Date (WAL):** 2020-04-08
- **C.13 - Final Legal Maturity Date:** 2020-04-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Federal Republic of Germany

- **Amount Provided:** 1.0000

### Security 38: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TDG1, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $64987491.40
- **C.18.a - Value (excl. sponsor support):** $64987491.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2020-04-16
- **C.12 - Maturity Date (WAL):** 2020-04-16
- **C.13 - Final Legal Maturity Date:** 2020-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Federal Republic of Germany

- **Amount Provided:** 1.0000

### Security 39: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.6800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GDM6, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $49980225.00
- **C.18.a - Value (excl. sponsor support):** $49980225.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.8700%
- **C.11 - Maturity Date (WAM):** 2020-04-21
- **C.12 - Maturity Date (WAL):** 2020-04-21
- **C.13 - Final Legal Maturity Date:** 2020-04-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GD61, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $99997950.00
- **C.18.a - Value (excl. sponsor support):** $99997950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 0.6100%
- **C.11 - Maturity Date (WAM):** 2020-04-06
- **C.12 - Maturity Date (WAL):** 2020-04-06
- **C.13 - Final Legal Maturity Date:** 2020-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.4900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GDG9, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $59986853.40
- **C.18.a - Value (excl. sponsor support):** $59986853.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2020-04-16
- **C.12 - Maturity Date (WAL):** 2020-04-16
- **C.13 - Final Legal Maturity Date:** 2020-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: MIZUHO SECURITIES USA, INC.

- **C.1 - Title:** Mizuho Securities USA, Inc., 0.0100%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, CIK: 0001335730, C.5 - Other ID: MIZ120401
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 0.5600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UD82, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $79990133.60
- **C.18.a - Value (excl. sponsor support):** $79990133.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 0.8700%
- **C.11 - Maturity Date (WAM):** 2020-04-08
- **C.12 - Maturity Date (WAL):** 2020-04-08
- **C.13 - Final Legal Maturity Date:** 2020-04-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 0.4100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UD66, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $30997907.50
- **C.18.a - Value (excl. sponsor support):** $30997907.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2020-04-06
- **C.12 - Maturity Date (WAL):** 2020-04-06
- **C.13 - Final Legal Maturity Date:** 2020-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 1.0100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UDE9, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $99960917.00
- **C.18.a - Value (excl. sponsor support):** $99960917.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2020-04-14
- **C.12 - Maturity Date (WAL):** 2020-04-14
- **C.13 - Final Legal Maturity Date:** 2020-04-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 0.3500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4D17, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $29999708.40
- **C.18.a - Value (excl. sponsor support):** $29999708.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4DE9, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $20991302.43
- **C.18.a - Value (excl. sponsor support):** $20991302.43
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2020-04-14
- **C.12 - Maturity Date (WAL):** 2020-04-14
- **C.13 - Final Legal Maturity Date:** 2020-04-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: NRW.BANK

- **C.1 - Title:** Nrw.Bank, 0.5500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LD30, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49997708.50
- **C.18.a - Value (excl. sponsor support):** $49997708.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-04-03
- **C.12 - Maturity Date (WAL):** 2020-04-03
- **C.13 - Final Legal Maturity Date:** 2020-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** State of North Rhine-Westphalia Germany

- **Amount Provided:** 1.0000

### Security 49: NRW.BANK

- **C.1 - Title:** Nrw.Bank, 0.5400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LD22, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $169994918.70
- **C.18.a - Value (excl. sponsor support):** $169994918.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2020-04-02
- **C.12 - Maturity Date (WAL):** 2020-04-02
- **C.13 - Final Legal Maturity Date:** 2020-04-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** State of North Rhine-Westphalia Germany

- **Amount Provided:** 1.0000

### Security 50: OVERSEA-CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 0.9636%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033MMY0, C.4 - ISIN: US69033MMY02, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $49941323.50
- **C.18.a - Value (excl. sponsor support):** $49941323.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.9600%
- **C.11 - Maturity Date (WAM):** 2020-04-23
- **C.12 - Maturity Date (WAL):** 2020-08-21
- **C.13 - Final Legal Maturity Date:** 2020-08-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: OVERSEA-CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 0.6600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AD25, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99996344.00
- **C.18.a - Value (excl. sponsor support):** $99996344.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2020-04-02
- **C.12 - Maturity Date (WAL):** 2020-04-02
- **C.13 - Final Legal Maturity Date:** 2020-04-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: OVERSEA-CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 0.9960%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CKL1, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $49879310.00
- **C.18.a - Value (excl. sponsor support):** $49879310.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2020-06-10
- **C.12 - Maturity Date (WAL):** 2020-09-10
- **C.13 - Final Legal Maturity Date:** 2020-09-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: OVERSEA-CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.2051%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CJP4, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $100015190.00
- **C.18.a - Value (excl. sponsor support):** $100015190.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2020-04-09
- **C.12 - Maturity Date (WAL):** 2020-04-09
- **C.13 - Final Legal Maturity Date:** 2020-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: PFIZER, INC.

- **C.1 - Title:** Pfizer, Inc., 0.9700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71708EDD4, C.3 - LEI: 765LHXWGK1KXCLTFYQ30, CIK: 0000078003
- **C.18 - Value (incl. sponsor support):** $182914105.91
- **C.18.a - Value (excl. sponsor support):** $182914105.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2020-04-13
- **C.12 - Maturity Date (WAL):** 2020-04-13
- **C.13 - Final Legal Maturity Date:** 2020-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: PROVINCE OF ONTARIO

- **C.1 - Title:** Province of Ontario, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323JDF9, C.3 - LEI: C7PVKCRGLG18EBQGZV36, CIK: 0000074615
- **C.18 - Value (incl. sponsor support):** $49976458.50
- **C.18.a - Value (excl. sponsor support):** $49976458.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2020-04-15
- **C.12 - Maturity Date (WAL):** 2020-04-15
- **C.13 - Final Legal Maturity Date:** 2020-04-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: PSP CAPITAL, INC.

- **C.1 - Title:** PSP Capital, Inc., 1.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370ADH4, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $39979543.20
- **C.18.a - Value (excl. sponsor support):** $39979543.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2020-04-17
- **C.12 - Maturity Date (WAL):** 2020-04-17
- **C.13 - Final Legal Maturity Date:** 2020-04-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Public Sector Pension Investment Board

- **Amount Provided:** 1.0000

### Security 57: RBC DOMINION SECURITIES

- **C.1 - Title:** RBC Dominion Securities, 0.0100%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275, C.5 - Other ID: RBC120401
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.4000%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.1751%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UPJ8, C.4 - ISIN: US78012UPJ87, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $20003528.80
- **C.18.a - Value (excl. sponsor support):** $20003528.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2020-04-10
- **C.12 - Maturity Date (WAL):** 2020-05-08
- **C.13 - Final Legal Maturity Date:** 2020-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.6418%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XBX4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.8118%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XEU7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $49788508.50
- **C.18.a - Value (excl. sponsor support):** $49788508.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.8200%
- **C.11 - Maturity Date (WAM):** 2020-05-18
- **C.12 - Maturity Date (WAL):** 2020-11-18
- **C.13 - Final Legal Maturity Date:** 2020-11-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: SHELL INTERNATIONAL FINANCE BV

- **C.1 - Title:** Shell International Finance BV, 2.1809%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 822582BH4, C.4 - ISIN: US822582BH45, C.3 - LEI: 213800ITMMKU4Z7I4F78, CIK: 0001333621
- **C.18 - Value (incl. sponsor support):** $20873875.00
- **C.18.a - Value (excl. sponsor support):** $20873875.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 2.1800%
- **C.11 - Maturity Date (WAM):** 2020-05-11
- **C.12 - Maturity Date (WAL):** 2020-05-11
- **C.13 - Final Legal Maturity Date:** 2020-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.2100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TD20, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $149989908.00
- **C.18.a - Value (excl. sponsor support):** $149989908.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2020-04-02
- **C.12 - Maturity Date (WAL):** 2020-04-02
- **C.13 - Final Legal Maturity Date:** 2020-04-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.1900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TD61, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $54989128.15
- **C.18.a - Value (excl. sponsor support):** $54989128.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2020-04-06
- **C.12 - Maturity Date (WAL):** 2020-04-06
- **C.13 - Final Legal Maturity Date:** 2020-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: SIMON PROPERTY GROUP, INC.

- **C.1 - Title:** Simon Property Group, LP, 1.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880WDL3, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $24983791.75
- **C.18.a - Value (excl. sponsor support):** $24983791.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2020-04-20
- **C.12 - Maturity Date (WAL):** 2020-04-20
- **C.13 - Final Legal Maturity Date:** 2020-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: SIMON PROPERTY GROUP, INC.

- **C.1 - Title:** Simon Property Group, LP, 0.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880WD66, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $24698275.20
- **C.18.a - Value (excl. sponsor support):** $24698275.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2020-04-06
- **C.12 - Maturity Date (WAL):** 2020-04-06
- **C.13 - Final Legal Maturity Date:** 2020-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.7700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TDT5, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $74956743.75
- **C.18.a - Value (excl. sponsor support):** $74956743.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 0.9800%
- **C.11 - Maturity Date (WAM):** 2020-04-27
- **C.12 - Maturity Date (WAL):** 2020-04-27
- **C.13 - Final Legal Maturity Date:** 2020-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 0.8700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KDN1, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $94949782.05
- **C.18.a - Value (excl. sponsor support):** $94949782.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 0.9900%
- **C.11 - Maturity Date (WAM):** 2020-04-22
- **C.12 - Maturity Date (WAL):** 2020-04-22
- **C.13 - Final Legal Maturity Date:** 2020-04-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 1.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JEL5, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $49922916.50
- **C.18.a - Value (excl. sponsor support):** $49922916.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2020-05-20
- **C.12 - Maturity Date (WAL):** 2020-05-20
- **C.13 - Final Legal Maturity Date:** 2020-05-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 1.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JEK7, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99849597.00
- **C.18.a - Value (excl. sponsor support):** $99849597.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2020-05-19
- **C.12 - Maturity Date (WAL):** 2020-05-19
- **C.13 - Final Legal Maturity Date:** 2020-05-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: TORONTO DOMINION SECURITIES USA LLC

- **C.1 - Title:** Toronto Dominion Securities USA LLC, 0.0100%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263, C.5 - Other ID: TOR220401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.9300%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.1031%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89114QC63, C.4 - ISIN: US89114QC633, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $9934180.00
- **C.18.a - Value (excl. sponsor support):** $9934180.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2020-09-17
- **C.12 - Maturity Date (WAL):** 2020-09-17
- **C.13 - Final Legal Maturity Date:** 2020-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.8011%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DRE1, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $99293402.00
- **C.18.a - Value (excl. sponsor support):** $99293402.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2021-02-03
- **C.12 - Maturity Date (WAL):** 2021-02-03
- **C.13 - Final Legal Maturity Date:** 2021-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.7116%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DRL5, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $199416942.00
- **C.18.a - Value (excl. sponsor support):** $199416942.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 0.7200%
- **C.11 - Maturity Date (WAM):** 2020-04-18
- **C.12 - Maturity Date (WAL):** 2020-11-18
- **C.13 - Final Legal Maturity Date:** 2020-11-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.8500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119ADM7, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $19990095.00
- **C.18.a - Value (excl. sponsor support):** $19990095.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.0300%
- **C.11 - Maturity Date (WAM):** 2020-04-21
- **C.12 - Maturity Date (WAL):** 2020-04-21
- **C.13 - Final Legal Maturity Date:** 2020-04-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.2900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AEJ3, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $79862400.00
- **C.18.a - Value (excl. sponsor support):** $79862400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2020-05-18
- **C.12 - Maturity Date (WAL):** 2020-05-18
- **C.13 - Final Legal Maturity Date:** 2020-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.8452%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233A3A5, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $30007572.00
- **C.18.a - Value (excl. sponsor support):** $30007572.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2020-04-20
- **C.12 - Maturity Date (WAL):** 2020-04-20
- **C.13 - Final Legal Maturity Date:** 2020-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.7528%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TFZ3, C.4 - ISIN: US89236TFZ30, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $84655384.50
- **C.18.a - Value (excl. sponsor support):** $84655384.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2020-05-21
- **C.12 - Maturity Date (WAL):** 2020-05-22
- **C.13 - Final Legal Maturity Date:** 2020-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.0961%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TDV4, C.4 - ISIN: US89236TDV44, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $10575435.79
- **C.18.a - Value (excl. sponsor support):** $10575435.79
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 2.1000%
- **C.11 - Maturity Date (WAM):** 2020-04-17
- **C.12 - Maturity Date (WAL):** 2020-04-17
- **C.13 - Final Legal Maturity Date:** 2020-04-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.1100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796TV1, C.4 - ISIN: US912796TV14
- **C.18 - Value (incl. sponsor support):** $99986981.00
- **C.18.a - Value (excl. sponsor support):** $99986981.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2020-05-14
- **C.12 - Maturity Date (WAL):** 2020-05-14
- **C.13 - Final Legal Maturity Date:** 2020-05-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.2240%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286Q8, C.4 - ISIN: US9128286Q86
- **C.18 - Value (incl. sponsor support):** $300291948.00
- **C.18.a - Value (excl. sponsor support):** $300291948.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-30
- **C.13 - Final Legal Maturity Date:** 2021-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127962N8, C.4 - ISIN: US9127962N82
- **C.18 - Value (incl. sponsor support):** $99990833.00
- **C.18.a - Value (excl. sponsor support):** $99990833.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2020-05-26
- **C.12 - Maturity Date (WAL):** 2020-05-26
- **C.13 - Final Legal Maturity Date:** 2020-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.3850%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YN4, C.4 - ISIN: US912828YN43
- **C.18 - Value (incl. sponsor support):** $250701045.00
- **C.18.a - Value (excl. sponsor support):** $250701045.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2021-10-31
- **C.13 - Final Legal Maturity Date:** 2021-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.3050%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287G9, C.4 - ISIN: US9128287G95
- **C.18 - Value (incl. sponsor support):** $375682496.25
- **C.18.a - Value (excl. sponsor support):** $375682496.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.6800%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2021-07-31
- **C.13 - Final Legal Maturity Date:** 2021-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.2700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PF30, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $99775111.00
- **C.18.a - Value (excl. sponsor support):** $99775111.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2020-06-03
- **C.12 - Maturity Date (WAL):** 2020-06-03
- **C.13 - Final Legal Maturity Date:** 2020-06-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 0.3100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PD32, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $99997458.00
- **C.18.a - Value (excl. sponsor support):** $99997458.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 0.7700%
- **C.11 - Maturity Date (WAM):** 2020-04-03
- **C.12 - Maturity Date (WAL):** 2020-04-03
- **C.13 - Final Legal Maturity Date:** 2020-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PDT5, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $99915025.00
- **C.18.a - Value (excl. sponsor support):** $99915025.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2020-04-27
- **C.12 - Maturity Date (WAL):** 2020-04-27
- **C.13 - Final Legal Maturity Date:** 2020-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-03-03

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

**Title of Signing Officer:** Vice President and Assistant Secretary