# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000056
**Filing Date:** 2023-2
**Character Count:** 126874
**Document Hash:** fb978066443b13d8ab3924720bcc9cb1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000056.hdr.sgml**: 20230217

**ACCESSION NUMBER**: 0001004726-23-000056

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20220429

**FILED AS OF DATE**: 20230217

**DATE AS OF CHANGE**: 20230217

**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:** 23641912

**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):** 2022-04-29

**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:** 9 days

- **A.12 - WAL:** 78 days

- **Total Value of Portfolio Securities:** $13682810215.57

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

- **Cash:** $1824029309.19

- **Total Other Assets:** $129824465.85

- **Total Liabilities:** $644178053.78

- **Net Assets of Series:** $14992485936.83

- **Number of Shares Outstanding (Series):** 1296087993.08

- **7-Day Gross Yield:** 0.4500%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $6004823721.29             |  | 39.5300%                   |
| Friday, Week 2 |  | $5997479752.71             |  | 41.4500%                   |
| Friday, Week 3 |  | $6135061986.42             |  | 41.1100%                   |
| Friday, Week 4 |  | $6134034766.72             |  | 42.1300%                   |
| Friday, Week 5 |  | $8280916514.71             |  | 52.9600%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $14992485936.83

- **B.4 - Shares Outstanding:** 1296087993.08

- **B.7.7 - 7-Day Net Yield:** 0.4000%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2231507709.15            | $2631351994.26          |
| Week 2   | $1438792667.33            | $2211761413.10          |
| Week 3   | $1412369244.03            | $1148742703.73          |
| Week 4   | $2084323461.50            | $2240730074.49          |
| Week 5   | $2175922302.26            | $1709596739.94          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $7636472206.02

- **Gross Redemptions for month:** $7995629959.75

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.4700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MPW8, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $74957813.25
- **C.18.a - Value (excl. sponsor support):** $74957813.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-07
- **C.13 - Final Legal Maturity Date:** 2022-10-07
- **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 2: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.4300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MPT5, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $41990163.60
- **C.18.a - Value (excl. sponsor support):** $41990163.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-08-18
- **C.13 - Final Legal Maturity Date:** 2022-08-18
- **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 3: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.4300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MPM0, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $49988422.50
- **C.18.a - Value (excl. sponsor support):** $49988422.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-08-10
- **C.13 - Final Legal Maturity Date:** 2022-08-10
- **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 4: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.4300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MPL2, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $99908930.00
- **C.18.a - Value (excl. sponsor support):** $99908930.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-18
- **C.13 - Final Legal Maturity Date:** 2022-10-18
- **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 5: ARCHER DANIELS MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 0.3800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HE56, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $145990826.82
- **C.18.a - Value (excl. sponsor support):** $145990826.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2022-05-05
- **C.12 - Maturity Date (WAL):** 2022-05-05
- **C.13 - Final Legal Maturity Date:** 2022-05-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 6: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 1.0000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367CTE7, C.4 - ISIN: US06367CTE74, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $150371653.50
- **C.18.a - Value (excl. sponsor support):** $150371653.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-03-15
- **C.13 - Final Legal Maturity Date:** 2023-03-15
- **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 7: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.4300%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367CLC9, C.4 - ISIN: US06367CLC90, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $99926732.00
- **C.18.a - Value (excl. sponsor support):** $99926732.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-09-15
- **C.13 - Final Legal Maturity Date:** 2022-09-15
- **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 8: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.6800%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367CSV0, C.4 - ISIN: US06367CSV09, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $49982977.00
- **C.18.a - Value (excl. sponsor support):** $49982977.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **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? No, C.23 Categorized at Level 3? No

### Security 9: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.5700%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367CSK4, C.4 - ISIN: US06367CSK44, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $124841703.75
- **C.18.a - Value (excl. sponsor support):** $124841703.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 0.5700%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **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: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.4300%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MRN7, C.4 - ISIN: US06417MRN73, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $24973102.00
- **C.18.a - Value (excl. sponsor support):** $24973102.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-24
- **C.13 - Final Legal Maturity Date:** 2022-10-24
- **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 11: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.4600%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MSL0, C.4 - ISIN: US06417MSL09, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $99895171.00
- **C.18.a - Value (excl. sponsor support):** $99895171.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-11-09
- **C.13 - Final Legal Maturity Date:** 2022-11-09
- **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 12: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.4600%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MPD1, C.4 - ISIN: US06417MPD10, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $50001650.50
- **C.18.a - Value (excl. sponsor support):** $50001650.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-06
- **C.13 - Final Legal Maturity Date:** 2022-05-06
- **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 13: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.4300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LQT7, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $40000568.80
- **C.18.a - Value (excl. sponsor support):** $40000568.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-18
- **C.13 - Final Legal Maturity Date:** 2022-05-18
- **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 14: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.4300%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MRJ6, C.4 - ISIN: US06417MRJ61, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $24974186.50
- **C.18.a - Value (excl. sponsor support):** $24974186.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-20
- **C.13 - Final Legal Maturity Date:** 2022-10-20
- **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 15: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.4500%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MVS1, C.4 - ISIN: US06417MVS15, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $39974350.80
- **C.18.a - Value (excl. sponsor support):** $39974350.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-09-12
- **C.13 - Final Legal Maturity Date:** 2022-09-12
- **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: BANQUE ET CAISSE EPARGNE

- **C.1 - Title:** Banque Et Caisse Epargne, 0.5500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1EC1, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $12997427.43
- **C.18.a - Value (excl. sponsor support):** $12997427.43
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.5500%
- **C.11 - Maturity Date (WAM):** 2022-05-12
- **C.12 - Maturity Date (WAL):** 2022-05-12
- **C.13 - Final Legal Maturity Date:** 2022-05-12
- **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: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Bank PLC, 0.3000%
- **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: BCG122502
- **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:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: BNG BANK N.V.

- **C.1 - Title:** BNG Bank NV, 0.7400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657SEX9, C.4 - ISIN: US09657SEX99, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $124917555.00
- **C.18.a - Value (excl. sponsor support):** $124917555.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 0.7400%
- **C.11 - Maturity Date (WAM):** 2022-05-31
- **C.12 - Maturity Date (WAL):** 2022-05-31
- **C.13 - Final Legal Maturity Date:** 2022-05-31
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BOFA SECURITIES, INC.

- **C.1 - Title:** BofA Securities, Inc., 0.2700%
- **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: BAC122502
- **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:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.2700%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BE40, C.4 - ISIN: US12800BE405, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $99993319.00
- **C.18.a - Value (excl. sponsor support):** $99993319.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2022-05-04
- **C.12 - Maturity Date (WAL):** 2022-05-04
- **C.13 - Final Legal Maturity Date:** 2022-05-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 21: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.7000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BEP3, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $149930100.00
- **C.18.a - Value (excl. sponsor support):** $149930100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2022-05-23
- **C.12 - Maturity Date (WAL):** 2022-05-23
- **C.13 - Final Legal Maturity Date:** 2022-05-23
- **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: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 0.4200%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606CXH2, C.4 - ISIN: US13606CXH23, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $49954435.00
- **C.18.a - Value (excl. sponsor support):** $49954435.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-12
- **C.13 - Final Legal Maturity Date:** 2022-10-12
- **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 23: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 0.5300%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KCY0, C.4 - ISIN: US13606KCY01, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $49925550.50
- **C.18.a - Value (excl. sponsor support):** $49925550.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-02-06
- **C.13 - Final Legal Maturity Date:** 2023-02-06
- **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? No, C.23 Categorized at Level 3? No

### Security 24: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 0.4700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CMA7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $74924157.00
- **C.18.a - Value (excl. sponsor support):** $74924157.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-11-04
- **C.13 - Final Legal Maturity Date:** 2022-11-04
- **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 25: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 0.6800%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KEE2, C.4 - ISIN: US13606KEE29, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $149941545.00
- **C.18.a - Value (excl. sponsor support):** $149941545.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **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 26: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 0.4400%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606CVE1, C.4 - ISIN: US13606CVE10, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $74968110.00
- **C.18.a - Value (excl. sponsor support):** $74968110.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-09-07
- **C.13 - Final Legal Maturity Date:** 2022-09-07
- **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 27: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.4600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AV78, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $74958387.75
- **C.18.a - Value (excl. sponsor support):** $74958387.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-09-01
- **C.13 - Final Legal Maturity Date:** 2022-09-01
- **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 28: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.4300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AV45, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $49999687.00
- **C.18.a - Value (excl. sponsor support):** $49999687.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-24
- **C.13 - Final Legal Maturity Date:** 2022-05-24
- **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 29: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.3900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AU38, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $99980386.00
- **C.18.a - Value (excl. sponsor support):** $99980386.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-06-23
- **C.13 - Final Legal Maturity Date:** 2022-06-23
- **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: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.8400%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20271EYK9, C.4 - ISIN: US20271EYK99, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0000008565
- **C.18 - Value (incl. sponsor support):** $50057891.50
- **C.18.a - Value (excl. sponsor support):** $50057891.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.8400%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-11-21
- **C.13 - Final Legal Maturity Date:** 2022-11-21
- **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 31: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.4100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AU46, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $61944489.54
- **C.18.a - Value (excl. sponsor support):** $61944489.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-09-29
- **C.13 - Final Legal Maturity Date:** 2022-09-29
- **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 32: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.4500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AV29, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $74967221.25
- **C.18.a - Value (excl. sponsor support):** $74967221.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-08-12
- **C.13 - Final Legal Maturity Date:** 2022-08-12
- **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 33: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.4300%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20271EYC7, C.4 - ISIN: US20271EYC73, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0000008565
- **C.18 - Value (incl. sponsor support):** $29986126.20
- **C.18.a - Value (excl. sponsor support):** $29986126.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-08-08
- **C.13 - Final Legal Maturity Date:** 2022-08-08
- **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 34: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 0.4100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LD58, C.4 - ISIN: US21684LD585, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $99988003.00
- **C.18.a - Value (excl. sponsor support):** $99988003.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-06-16
- **C.13 - Final Legal Maturity Date:** 2022-06-16
- **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 35: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 0.4600%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LCT7, C.4 - ISIN: US21684LCT70, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $99918737.00
- **C.18.a - Value (excl. sponsor support):** $99918737.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-27
- **C.13 - Final Legal Maturity Date:** 2022-10-27
- **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 36: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 0.3600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21687BE49, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $114994233.90
- **C.18.a - Value (excl. sponsor support):** $114994233.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2022-05-04
- **C.12 - Maturity Date (WAL):** 2022-05-04
- **C.13 - Final Legal Maturity Date:** 2022-05-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 37: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 0.4000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LBY7, C.4 - ISIN: US21684LBY74, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $99933579.00
- **C.18.a - Value (excl. sponsor support):** $99933579.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-09-02
- **C.13 - Final Legal Maturity Date:** 2022-09-02
- **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? No, C.23 Categorized at Level 3? No

### Security 38: DEERE & CO.

- **C.1 - Title:** John Deere Capital Corp., 0.6000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24423JEQ6, C.3 - LEI: 54930034SQM5911PYS66, CIK: 0000315189
- **C.18 - Value (incl. sponsor support):** $99958542.00
- **C.18.a - Value (excl. sponsor support):** $99958542.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2022-05-24
- **C.12 - Maturity Date (WAL):** 2022-05-24
- **C.13 - Final Legal Maturity Date:** 2022-05-24
- **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 39: DEERE & CO.

- **C.1 - Title:** John Deere Capital Corp., 0.7200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24423JFE2, C.3 - LEI: 54930034SQM5911PYS66, CIK: 0000315189
- **C.18 - Value (incl. sponsor support):** $99907872.00
- **C.18.a - Value (excl. sponsor support):** $99907872.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.7200%
- **C.11 - Maturity Date (WAM):** 2022-06-14
- **C.12 - Maturity Date (WAL):** 2022-06-14
- **C.13 - Final Legal Maturity Date:** 2022-06-14
- **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 40: DNB NORBANK ASA

- **C.1 - Title:** DNB NORBANK ASA, 0.4900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1EC0, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $74986729.50
- **C.18.a - Value (excl. sponsor support):** $74986729.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2022-05-12
- **C.12 - Maturity Date (WAL):** 2022-05-12
- **C.13 - Final Legal Maturity Date:** 2022-05-12
- **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 41: DNB NORBANK ASA

- **C.1 - Title:** DNB NORBANK ASA, 0.4200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1E63, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $99991833.00
- **C.18.a - Value (excl. sponsor support):** $99991833.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2022-05-06
- **C.12 - Maturity Date (WAL):** 2022-05-06
- **C.13 - Final Legal Maturity Date:** 2022-05-06
- **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 42: DNB NORBANK ASA

- **C.1 - Title:** DNB NORBANK ASA, 0.5700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1EK2, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $149952333.00
- **C.18.a - Value (excl. sponsor support):** $149952333.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.5700%
- **C.11 - Maturity Date (WAM):** 2022-05-19
- **C.12 - Maturity Date (WAL):** 2022-05-19
- **C.13 - Final Legal Maturity Date:** 2022-05-19
- **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 43: DNB NORBANK ASA

- **C.1 - Title:** DNB NORBANK ASA, 0.4700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1EA4, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $99985731.00
- **C.18.a - Value (excl. sponsor support):** $99985731.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2022-05-10
- **C.12 - Maturity Date (WAL):** 2022-05-10
- **C.13 - Final Legal Maturity Date:** 2022-05-10
- **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 44: EQUINOR ASA

- **C.1 - Title:** Equinor ASA, 0.3900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29447ME23, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $299990349.00
- **C.18.a - Value (excl. sponsor support):** $299990349.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 0.5100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DEA4, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99984569.00
- **C.18.a - Value (excl. sponsor support):** $99984569.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.5100%
- **C.11 - Maturity Date (WAM):** 2022-05-10
- **C.12 - Maturity Date (WAL):** 2022-05-10
- **C.13 - Final Legal Maturity Date:** 2022-05-10
- **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 46: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** European Investment Bank, 0.3700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29878SE69, C.3 - LEI: 5493006YXS1U5GIHE750, CIK: 0000033745
- **C.18 - Value (incl. sponsor support):** $249982015.00
- **C.18.a - Value (excl. sponsor support):** $249982015.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2022-05-06
- **C.12 - Maturity Date (WAL):** 2022-05-06
- **C.13 - Final Legal Maturity Date:** 2022-05-06
- **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 47: FMS WERTMANAGEMENT

- **C.1 - Title:** FMS Wertmanagement, 0.5800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 34411HED2, C.4 - ISIN: US34411HED26, C.3 - LEI: HZFDOR6TCRSIQLKQTX32, CIK: 0001556421
- **C.18 - Value (incl. sponsor support):** $84980893.70
- **C.18.a - Value (excl. sponsor support):** $84980893.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2022-05-13
- **C.12 - Maturity Date (WAL):** 2022-05-13
- **C.13 - Final Legal Maturity Date:** 2022-05-13
- **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 48: GOLDMAN SACHS & CO. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC, 0.3000%
- **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: GOL122502
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, 0.3000%
- **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: JPM122502
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: KIMBERLY-CLARK CORP.

- **C.1 - Title:** Kimberly-Clark Worldwide, 0.5400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 49436UEB6, C.3 - LEI: 5493001TMCBEHPT4YE78, CIK: 0000055785
- **C.18 - Value (incl. sponsor support):** $44092120.65
- **C.18.a - Value (excl. sponsor support):** $44092120.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2022-05-11
- **C.12 - Maturity Date (WAL):** 2022-05-11
- **C.13 - Final Legal Maturity Date:** 2022-05-11
- **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 51: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.3600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UE28, C.4 - ISIN: US48246UE284, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $82747490.19
- **C.18.a - Value (excl. sponsor support):** $82747490.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 52: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UE51, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $79994280.00
- **C.18.a - Value (excl. sponsor support):** $79994280.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-05
- **C.12 - Maturity Date (WAL):** 2022-05-05
- **C.13 - Final Legal Maturity Date:** 2022-05-05
- **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:** Federal Republic of Germany

- **Amount Provided:** 1.0000

### Security 53: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UE69, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $34996937.50
- **C.18.a - Value (excl. sponsor support):** $34996937.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **C.11 - Maturity Date (WAM):** 2022-05-06
- **C.12 - Maturity Date (WAL):** 2022-05-06
- **C.13 - Final Legal Maturity Date:** 2022-05-06
- **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? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 54: MIZUHO BANK, LTD.

- **C.1 - Title:** Mizuho Bank, Ltd., 0.6700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689GET9, C.4 - ISIN: US60689GET94, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, CIK: 0001512734
- **C.18 - Value (incl. sponsor support):** $31983424.00
- **C.18.a - Value (excl. sponsor support):** $31983424.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2022-05-27
- **C.12 - Maturity Date (WAL):** 2022-05-27
- **C.13 - Final Legal Maturity Date:** 2022-05-27
- **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? No, C.23 Categorized at Level 3? No

### Security 55: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, 0.2800%
- **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: MIZ222502
- **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:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.3800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GSB2, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $74999374.50
- **C.18.a - Value (excl. sponsor support):** $74999374.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-06
- **C.13 - Final Legal Maturity Date:** 2022-05-06
- **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 57: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.6800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GTR6, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $124960393.75
- **C.18.a - Value (excl. sponsor support):** $124960393.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-01-20
- **C.13 - Final Legal Maturity Date:** 2023-01-20
- **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 58: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.4900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GSK2, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $68001981.52
- **C.18.a - Value (excl. sponsor support):** $68001981.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-06-03
- **C.13 - Final Legal Maturity Date:** 2022-06-03
- **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 59: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 0.5000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975VE97, C.4 - ISIN: US63975VE971, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $199972000.00
- **C.18.a - Value (excl. sponsor support):** $199972000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2022-05-09
- **C.12 - Maturity Date (WAL):** 2022-05-09
- **C.13 - Final Legal Maturity Date:** 2022-05-09
- **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 60: NESTLE FINANCE INTERNATIONAL, LTD.

- **C.1 - Title:** Nestle Finance International, Ltd., 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106HEX5, C.3 - LEI: KY37LUS27QQX7BB93L28, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $199886044.00
- **C.18.a - Value (excl. sponsor support):** $199886044.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2022-05-31
- **C.12 - Maturity Date (WAL):** 2022-05-31
- **C.13 - Final Legal Maturity Date:** 2022-05-31
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 0.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106HE98, C.3 - LEI: KY37LUS27QQX7BB93L28, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $38530375.80
- **C.18.a - Value (excl. sponsor support):** $38530375.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-09
- **C.12 - Maturity Date (WAL):** 2022-05-09
- **C.13 - Final Legal Maturity Date:** 2022-05-09
- **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 62: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 0.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HEC2, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $97983650.66
- **C.18.a - Value (excl. sponsor support):** $97983650.66
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2022-05-12
- **C.12 - Maturity Date (WAL):** 2022-05-12
- **C.13 - Final Legal Maturity Date:** 2022-05-12
- **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 63: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.7700%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UQT2, C.4 - ISIN: US65558UQT24, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001141330
- **C.18 - Value (incl. sponsor support):** $100062331.00
- **C.18.a - Value (excl. sponsor support):** $100062331.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.7700%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-09-21
- **C.13 - Final Legal Maturity Date:** 2022-09-21
- **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 64: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.5100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UNT5, C.4 - ISIN: US65558UNT50, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001141330
- **C.18 - Value (incl. sponsor support):** $74880584.25
- **C.18.a - Value (excl. sponsor support):** $74880584.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.5100%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-02-15
- **C.13 - Final Legal Maturity Date:** 2023-02-15
- **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 65: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.4400%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UNQ1, C.4 - ISIN: US65558UNQ12, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001141330
- **C.18 - Value (incl. sponsor support):** $49978721.50
- **C.18.a - Value (excl. sponsor support):** $49978721.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-08-15
- **C.13 - Final Legal Maturity Date:** 2022-08-15
- **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 66: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.3600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KE26, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $99996975.00
- **C.18.a - Value (excl. sponsor support):** $99996975.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.4400%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UMC3, C.4 - ISIN: US65558UMC35, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001141330
- **C.18 - Value (incl. sponsor support):** $99887974.00
- **C.18.a - Value (excl. sponsor support):** $99887974.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-24
- **C.13 - Final Legal Maturity Date:** 2022-10-24
- **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 68: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.5200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939ME52, C.4 - ISIN: US62939ME522, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $149987100.00
- **C.18.a - Value (excl. sponsor support):** $149987100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.5200%
- **C.11 - Maturity Date (WAM):** 2022-05-05
- **C.12 - Maturity Date (WAL):** 2022-05-05
- **C.13 - Final Legal Maturity Date:** 2022-05-05
- **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 69: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.6900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MEG8, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $64978728.75
- **C.18.a - Value (excl. sponsor support):** $64978728.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.6900%
- **C.11 - Maturity Date (WAM):** 2022-05-16
- **C.12 - Maturity Date (WAL):** 2022-05-16
- **C.13 - Final Legal Maturity Date:** 2022-05-16
- **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 70: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MEA1, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $149972041.50
- **C.18.a - Value (excl. sponsor support):** $149972041.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.6100%
- **C.11 - Maturity Date (WAM):** 2022-05-10
- **C.12 - Maturity Date (WAL):** 2022-05-10
- **C.13 - Final Legal Maturity Date:** 2022-05-10
- **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 71: OESTERREICHISCHE KONTROLLBANK AKTIENGESE

- **C.1 - Title:** Oesterreich Kontrollbank AG, 0.7400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SEX7, C.4 - ISIN: US67616SEX71, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $93938001.36
- **C.18.a - Value (excl. sponsor support):** $93938001.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 0.7400%
- **C.11 - Maturity Date (WAM):** 2022-05-31
- **C.12 - Maturity Date (WAL):** 2022-05-31
- **C.13 - Final Legal Maturity Date:** 2022-05-31
- **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:** Republic of Austria

- **Amount Provided:** 1.0000

### Security 72: OESTERREICHISCHE KONTROLLBANK AKTIENGESE

- **C.1 - Title:** Oesterreich Kontrollbank AG, 0.5300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SEB5, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $177568861.39
- **C.18.a - Value (excl. sponsor support):** $177568861.39
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2022-05-11
- **C.12 - Maturity Date (WAL):** 2022-05-11
- **C.13 - Final Legal Maturity Date:** 2022-05-11
- **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:** Republic of Austria

- **Amount Provided:** 1.0000

### Security 73: OESTERREICHISCHE KONTROLLBANK AKTIENGESE

- **C.1 - Title:** Oesterreich Kontrollbank AG, 0.6800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SEP4, C.4 - ISIN: US67616SEP48, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $28986795.43
- **C.18.a - Value (excl. sponsor support):** $28986795.43
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2022-05-23
- **C.12 - Maturity Date (WAL):** 2022-05-23
- **C.13 - Final Legal Maturity Date:** 2022-05-23
- **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:** Republic of Austria

- **Amount Provided:** 1.0000

### Security 74: PROVINCE OF ONTARIO CANADA

- **C.1 - Title:** Province of Ontario Canada, 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323KEC2, C.3 - LEI: C7PVKCRGLG18EBQGZV36, CIK: 0000074615
- **C.18 - Value (incl. sponsor support):** $99982775.00
- **C.18.a - Value (excl. sponsor support):** $99982775.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2022-05-12
- **C.12 - Maturity Date (WAL):** 2022-05-12
- **C.13 - Final Legal Maturity Date:** 2022-05-12
- **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: PROVINCE OF QUEBEC CANADA

- **C.1 - Title:** Province of Quebec Canada, 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800KEC2, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $49991387.50
- **C.18.a - Value (excl. sponsor support):** $49991387.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2022-05-12
- **C.12 - Maturity Date (WAL):** 2022-05-12
- **C.13 - Final Legal Maturity Date:** 2022-05-12
- **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: PSP CAPITAL, INC.

- **C.1 - Title:** PSP Capital, Inc., 0.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BE65, C.3 - LEI: 549300B456N0WEIC5249, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $99991833.00
- **C.18.a - Value (excl. sponsor support):** $99991833.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2022-05-06
- **C.12 - Maturity Date (WAL):** 2022-05-06
- **C.13 - Final Legal Maturity Date:** 2022-05-06
- **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? Yes, 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 77: PSP CAPITAL, INC.

- **C.1 - Title:** PSP Capital, Inc., 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BE99, C.3 - LEI: 549300B456N0WEIC5249, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49993278.00
- **C.18.a - Value (excl. sponsor support):** $49993278.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2022-05-09
- **C.12 - Maturity Date (WAL):** 2022-05-09
- **C.13 - Final Legal Maturity Date:** 2022-05-09
- **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:** Public Sector Pension Investment Board

- **Amount Provided:** 1.0000

### Security 78: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC Dominion Securities Inc., 0.2800%
- **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: RBC222502
- **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:** 3.0000%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: ROCHE HOLDING AG

- **C.1 - Title:** Roche Holdings, Inc., 0.3400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119ME37, C.4 - ISIN: US77119ME375, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $39998484.40
- **C.18.a - Value (excl. sponsor support):** $39998484.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2022-05-03
- **C.12 - Maturity Date (WAL):** 2022-05-03
- **C.13 - Final Legal Maturity Date:** 2022-05-03
- **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 80: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.8300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XHP5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $35004060.00
- **C.18.a - Value (excl. sponsor support):** $35004060.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-05-26
- **C.13 - Final Legal Maturity Date:** 2023-05-26
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.4300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M4Q0, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $49961109.00
- **C.18.a - Value (excl. sponsor support):** $49961109.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-11
- **C.13 - Final Legal Maturity Date:** 2022-10-11
- **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 82: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.4200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M4M9, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $99930086.00
- **C.18.a - Value (excl. sponsor support):** $99930086.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-09-16
- **C.13 - Final Legal Maturity Date:** 2022-09-16
- **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 83: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.4300%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UY58, C.4 - ISIN: US78012UY588, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $69968703.00
- **C.18.a - Value (excl. sponsor support):** $69968703.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-08-09
- **C.13 - Final Legal Maturity Date:** 2022-08-09
- **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 84: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.4300%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UU78, C.4 - ISIN: US78012UU784, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $99916081.00
- **C.18.a - Value (excl. sponsor support):** $99916081.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-24
- **C.13 - Final Legal Maturity Date:** 2022-10-24
- **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 85: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.4100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M3S7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $74994781.50
- **C.18.a - Value (excl. sponsor support):** $74994781.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **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 86: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UEC4, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $99982775.00
- **C.18.a - Value (excl. sponsor support):** $99982775.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2022-05-12
- **C.12 - Maturity Date (WAL):** 2022-05-12
- **C.13 - Final Legal Maturity Date:** 2022-05-12
- **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 87: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 0.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UE91, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $74991062.25
- **C.18.a - Value (excl. sponsor support):** $74991062.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-09
- **C.12 - Maturity Date (WAL):** 2022-05-09
- **C.13 - Final Legal Maturity Date:** 2022-05-09
- **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 88: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.3800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UE46, C.4 - ISIN: US83050UE468, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $176990633.16
- **C.18.a - Value (excl. sponsor support):** $176990633.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2022-05-04
- **C.12 - Maturity Date (WAL):** 2022-05-04
- **C.13 - Final Legal Maturity Date:** 2022-05-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 89: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.8800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFM5, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $49935001.50
- **C.18.a - Value (excl. sponsor support):** $49935001.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.8800%
- **C.11 - Maturity Date (WAM):** 2022-06-21
- **C.12 - Maturity Date (WAL):** 2022-06-21
- **C.13 - Final Legal Maturity Date:** 2022-06-21
- **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 90: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.8500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFG8, C.4 - ISIN: US83050UFG85, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $53639140.18
- **C.18.a - Value (excl. sponsor support):** $53639140.18
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2022-06-16
- **C.12 - Maturity Date (WAL):** 2022-06-16
- **C.13 - Final Legal Maturity Date:** 2022-06-16
- **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 91: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.4400%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959RUM0, C.4 - ISIN: US86959RUM05, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $74966892.00
- **C.18.a - Value (excl. sponsor support):** $74966892.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-08-09
- **C.13 - Final Legal Maturity Date:** 2022-08-09
- **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 92: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.5300%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959RVM9, C.4 - ISIN: US86959RVM95, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99903777.00
- **C.18.a - Value (excl. sponsor support):** $99903777.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-12-02
- **C.13 - Final Legal Maturity Date:** 2022-12-02
- **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? No, C.23 Categorized at Level 3? No

### Security 93: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.6800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LDB3, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99940700.00
- **C.18.a - Value (excl. sponsor support):** $99940700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **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 94: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.7100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959RYN4, C.4 - ISIN: US86959RYN42, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $100010738.00
- **C.18.a - Value (excl. sponsor support):** $100010738.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-12-29
- **C.13 - Final Legal Maturity Date:** 2022-12-29
- **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 95: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.3500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SE34, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $99996122.00
- **C.18.a - Value (excl. sponsor support):** $99996122.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2022-05-03
- **C.12 - Maturity Date (WAL):** 2022-05-03
- **C.13 - Final Legal Maturity Date:** 2022-05-03
- **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 96: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.6300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019YAF8, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $99984556.00
- **C.18.a - Value (excl. sponsor support):** $99984556.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.6300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-20
- **C.13 - Final Legal Maturity Date:** 2022-10-20
- **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 97: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.4400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SE91, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $99987694.00
- **C.18.a - Value (excl. sponsor support):** $99987694.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2022-05-09
- **C.12 - Maturity Date (WAL):** 2022-05-09
- **C.13 - Final Legal Maturity Date:** 2022-05-09
- **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 98: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.3300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SE26, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $49998621.00
- **C.18.a - Value (excl. sponsor support):** $49998621.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC, 0.3000%
- **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: TOR122502
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.2100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114WRG2, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $49988015.50
- **C.18.a - Value (excl. sponsor support):** $49988015.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-08-19
- **C.12 - Maturity Date (WAL):** 2022-08-19
- **C.13 - Final Legal Maturity Date:** 2022-08-19
- **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 101: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.4200%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114WGR0, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $99988283.00
- **C.18.a - Value (excl. sponsor support):** $99988283.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2022-06-24
- **C.12 - Maturity Date (WAL):** 2022-06-24
- **C.13 - Final Legal Maturity Date:** 2022-06-24
- **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 102: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.2600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DTR0, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $99906546.00
- **C.18.a - Value (excl. sponsor support):** $99906546.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-10-12
- **C.13 - Final Legal Maturity Date:** 2022-10-12
- **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 103: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.4400%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114WBC8, C.4 - ISIN: US89114WBC82, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $80000503.20
- **C.18.a - Value (excl. sponsor support):** $80000503.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-25
- **C.13 - Final Legal Maturity Date:** 2022-05-25
- **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 104: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 0.3800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QE22, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $19999373.40
- **C.18.a - Value (excl. sponsor support):** $19999373.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 0.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QE55, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $202485454.43
- **C.18.a - Value (excl. sponsor support):** $202485454.43
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2022-05-05
- **C.12 - Maturity Date (WAL):** 2022-05-05
- **C.13 - Final Legal Maturity Date:** 2022-05-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 106: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 0.4100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QE48, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $29998279.20
- **C.18.a - Value (excl. sponsor support):** $29998279.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2022-05-04
- **C.12 - Maturity Date (WAL):** 2022-05-04
- **C.13 - Final Legal Maturity Date:** 2022-05-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 107: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QEC0, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $19995341.60
- **C.18.a - Value (excl. sponsor support):** $19995341.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2022-05-12
- **C.12 - Maturity Date (WAL):** 2022-05-12
- **C.13 - Final Legal Maturity Date:** 2022-05-12
- **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 108: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.5400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HE91, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $99985056.00
- **C.18.a - Value (excl. sponsor support):** $99985056.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2022-05-09
- **C.12 - Maturity Date (WAL):** 2022-05-09
- **C.13 - Final Legal Maturity Date:** 2022-05-09
- **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 109: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.8770%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDU2, C.4 - ISIN: US91282CDU27, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200253530.00
- **C.18.a - Value (excl. sponsor support):** $200253530.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 0.8800%
- **C.11 - Maturity Date (WAM):** 2022-05-03
- **C.12 - Maturity Date (WAL):** 2024-01-31
- **C.13 - Final Legal Maturity Date:** 2024-01-31
- **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 110: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.4200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796V97, C.4 - ISIN: US912796V979, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149919823.50
- **C.18.a - Value (excl. sponsor support):** $149919823.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2022-06-14
- **C.12 - Maturity Date (WAL):** 2022-06-14
- **C.13 - Final Legal Maturity Date:** 2022-06-14
- **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 111: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.4200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796J42, C.4 - ISIN: US912796J420, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199888906.00
- **C.18.a - Value (excl. sponsor support):** $199888906.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2022-06-16
- **C.12 - Maturity Date (WAL):** 2022-06-16
- **C.13 - Final Legal Maturity Date:** 2022-06-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.2900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Q36, C.4 - ISIN: US912796Q367, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99978317.00
- **C.18.a - Value (excl. sponsor support):** $99978317.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.2900%
- **C.11 - Maturity Date (WAM):** 2022-05-26
- **C.12 - Maturity Date (WAL):** 2022-05-26
- **C.13 - Final Legal Maturity Date:** 2022-05-26
- **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 113: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.9210%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCQ2, C.4 - ISIN: US91282CCQ24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $125197866.25
- **C.18.a - Value (excl. sponsor support):** $125197866.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 0.9200%
- **C.11 - Maturity Date (WAM):** 2022-05-03
- **C.12 - Maturity Date (WAL):** 2023-07-31
- **C.13 - Final Legal Maturity Date:** 2023-07-31
- **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 114: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.3000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796V30, C.4 - ISIN: US912796V300, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149959822.50
- **C.18.a - Value (excl. sponsor support):** $149959822.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2022-05-31
- **C.12 - Maturity Date (WAL):** 2022-05-31
- **C.13 - Final Legal Maturity Date:** 2022-05-31
- **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 115: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.9200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBY6, C.4 - ISIN: US91282CBY66, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150182082.00
- **C.18.a - Value (excl. sponsor support):** $150182082.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.9200%
- **C.11 - Maturity Date (WAM):** 2022-05-03
- **C.12 - Maturity Date (WAL):** 2023-04-30
- **C.13 - Final Legal Maturity Date:** 2023-04-30
- **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 116: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.9410%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBK6, C.4 - ISIN: US91282CBK62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150166005.00
- **C.18.a - Value (excl. sponsor support):** $150166005.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.9400%
- **C.11 - Maturity Date (WAM):** 2022-05-03
- **C.12 - Maturity Date (WAL):** 2023-01-31
- **C.13 - Final Legal Maturity Date:** 2023-01-31
- **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 117: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.9470%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAS0, C.4 - ISIN: US91282CAS08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $350338740.50
- **C.18.a - Value (excl. sponsor support):** $350338740.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 0.9500%
- **C.11 - Maturity Date (WAM):** 2022-05-03
- **C.12 - Maturity Date (WAL):** 2022-10-31
- **C.13 - Final Legal Maturity Date:** 2022-10-31
- **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 118: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.9470%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAA9, C.4 - ISIN: US91282CAA99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150075597.00
- **C.18.a - Value (excl. sponsor support):** $150075597.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.9500%
- **C.11 - Maturity Date (WAM):** 2022-05-03
- **C.12 - Maturity Date (WAL):** 2022-07-31
- **C.13 - Final Legal Maturity Date:** 2022-07-31
- **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 119: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.5300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796W21, C.4 - ISIN: US912796W217, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149882986.50
- **C.18.a - Value (excl. sponsor support):** $149882986.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2022-06-21
- **C.12 - Maturity Date (WAL):** 2022-06-21
- **C.13 - Final Legal Maturity Date:** 2022-06-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.2500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796V22, C.4 - ISIN: US912796V227, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149973646.50
- **C.18.a - Value (excl. sponsor support):** $149973646.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2022-05-24
- **C.12 - Maturity Date (WAL):** 2022-05-24
- **C.13 - Final Legal Maturity Date:** 2022-05-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, Ltd., 0.4864%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RAU1, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $99886657.00
- **C.18.a - Value (excl. sponsor support):** $99886657.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2022-05-28
- **C.12 - Maturity Date (WAL):** 2022-11-28
- **C.13 - Final Legal Maturity Date:** 2022-11-28
- **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 122: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, Ltd., 0.3674%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RBC0, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $99952267.00
- **C.18.a - Value (excl. sponsor support):** $99952267.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2022-05-10
- **C.12 - Maturity Date (WAL):** 2022-08-10
- **C.13 - Final Legal Maturity Date:** 2022-08-10
- **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 123: WALMART, INC.

- **C.1 - Title:** Walmart, Inc., 0.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FE91, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $114985592.80
- **C.18.a - Value (excl. sponsor support):** $114985592.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **C.11 - Maturity Date (WAM):** 2022-05-09
- **C.12 - Maturity Date (WAL):** 2022-05-09
- **C.13 - Final Legal Maturity Date:** 2022-05-09
- **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 124: WALMART, INC.

- **C.1 - Title:** Walmart, Inc., 0.3400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FE26, C.4 - ISIN: US93114FE236, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $126746397.77
- **C.18.a - Value (excl. sponsor support):** $126746397.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-02
- **C.13 - Final Legal Maturity Date:** 2022-05-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.7100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4U82, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $69999998.60
- **C.18.a - Value (excl. sponsor support):** $69999998.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-03-29
- **C.13 - Final Legal Maturity Date:** 2023-03-29
- **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 126: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.6600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4S85, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $45008289.90
- **C.18.a - Value (excl. sponsor support):** $45008289.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-07-18
- **C.13 - Final Legal Maturity Date:** 2022-07-18
- **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 127: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.4100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AKM9, C.4 - ISIN: US96130AKM98, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $74958480.00
- **C.18.a - Value (excl. sponsor support):** $74958480.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-09-09
- **C.13 - Final Legal Maturity Date:** 2022-09-09
- **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 128: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.4100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130ALJ5, C.4 - ISIN: US96130ALJ50, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $73001962.24
- **C.18.a - Value (excl. sponsor support):** $73001962.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-05-09
- **C.13 - Final Legal Maturity Date:** 2022-05-09
- **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 129: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.5100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AMA3, C.4 - ISIN: US96130AMA33, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $59903612.40
- **C.18.a - Value (excl. sponsor support):** $59903612.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.5100%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2023-02-16
- **C.13 - Final Legal Maturity Date:** 2023-02-16
- **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 130: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.4100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AKD9, C.4 - ISIN: US96130AKD99, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $74976245.25
- **C.18.a - Value (excl. sponsor support):** $74976245.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2022-05-02
- **C.12 - Maturity Date (WAL):** 2022-07-08
- **C.13 - Final Legal Maturity Date:** 2022-07-08
- **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

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-02-17

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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