# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000048
**Filing Date:** 2023-2
**Character Count:** 82055
**Document Hash:** 7a47cb07cd5147aba73d7afb566a014e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000048.hdr.sgml**: 20230217

**ACCESSION NUMBER**: 0001004726-23-000048

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20220930

**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:** 23641877

**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):** 2022-09-30

**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:** 26 days

- **A.12 - WAL:** 106 days

- **Total Value of Portfolio Securities:** $13727009963.01

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

- **Cash:** $817775919.49

- **Total Other Assets:** $51498582.38

- **Total Liabilities:** $332177172.49

- **Net Assets of Series:** $14264107292.39

- **Number of Shares Outstanding (Series):** 1233110687.78

- **7-Day Gross Yield:** 3.2800%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $7113594078.22             |  | 54.2700%                   |
| Friday, Week 2 |  | $7701053256.23             |  | 58.4500%                   |
| Friday, Week 3 |  | $10899849593.08            |  | 71.1200%                   |
| Friday, Week 4 |  | $10459196344.67            |  | 68.0200%                   |
| Friday, Week 5 |  | $8503399319.81             |  | 58.2600%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $14264107292.39

- **B.4 - Shares Outstanding:** 1233110687.78

- **B.7.7 - 7-Day Net Yield:** 3.2300%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1713347697.42            | $3980745257.67          |
| Week 2   | $1928588978.43            | $1741847990.25          |
| Week 3   | $3785129590.28            | $1666611715.49          |
| Week 4   | $2945340522.50            | $3003230250.32          |
| Week 5   | $1643486704.23            | $2532707327.17          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $11500535210.86

- **Gross Redemptions for month:** $11523238078.56

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** ANZ Banking Group, Ltd., 3.2800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MQX5, C.4 - ISIN: US005253MQX5, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $100021524.00
- **C.18.a - Value (excl. sponsor support):** $100021524.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-02-03
- **C.13 - Final Legal Maturity Date:** 2023-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 3.5700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MSD7, C.4 - ISIN: US005253MSD7, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $124999625.00
- **C.18.a - Value (excl. sponsor support):** $124999625.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-09-29
- **C.13 - Final Legal Maturity Date:** 2023-09-29
- **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 3: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 3.3800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MQS6, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $150057564.00
- **C.18.a - Value (excl. sponsor support):** $150057564.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-12-19
- **C.13 - Final Legal Maturity Date:** 2022-12-19
- **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 4: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 3.2500%
- **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):** $124937600.00
- **C.18.a - Value (excl. sponsor support):** $124937600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 5: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 3.3600%
- **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):** $49999140.50
- **C.18.a - Value (excl. sponsor support):** $49999140.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 6: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 3.6800%
- **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):** $150243348.00
- **C.18.a - Value (excl. sponsor support):** $150243348.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 3.6600%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MC86, C.4 - ISIN: US06417MC860, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100145446.00
- **C.18.a - Value (excl. sponsor support):** $100145446.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-08-10
- **C.13 - Final Legal Maturity Date:** 2023-08-10
- **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 8: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 3.1400%
- **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):** $99996161.00
- **C.18.a - Value (excl. sponsor support):** $99996161.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.1400%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 9: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 3.4800%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MC60, C.4 - ISIN: US06417MC605, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100061728.00
- **C.18.a - Value (excl. sponsor support):** $100061728.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-02-09
- **C.13 - Final Legal Maturity Date:** 2023-02-09
- **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 10: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 3.1100%
- **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):** $25000214.75
- **C.18.a - Value (excl. sponsor support):** $25000214.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 11: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 3.1100%
- **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):** $25000089.50
- **C.18.a - Value (excl. sponsor support):** $25000089.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 12: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 3.4800%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MD36, C.4 - ISIN: US06417MD363, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $50035116.00
- **C.18.a - Value (excl. sponsor support):** $50035116.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-03-14
- **C.13 - Final Legal Maturity Date:** 2023-03-14
- **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 13: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Bank PLC, 3.0500%
- **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: BCG122A03
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.0500%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-10-03
- **C.13 - Final Legal Maturity Date:** 2022-10-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: BOFA SECURITIES, INC.

- **C.1 - Title:** BofA Securities, Inc., 2.9500%
- **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: BAC122A03
- **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:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 2.9500%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-10-03
- **C.13 - Final Legal Maturity Date:** 2022-10-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 3.2100%
- **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):** $49994436.00
- **C.18.a - Value (excl. sponsor support):** $49994436.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.2100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 16: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 3.4700%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KHX7, C.4 - ISIN: US13606KHX72, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $40031540.40
- **C.18.a - Value (excl. sponsor support):** $40031540.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-03-13
- **C.13 - Final Legal Maturity Date:** 2023-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 3.3600%
- **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):** $150043306.50
- **C.18.a - Value (excl. sponsor support):** $150043306.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 18: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 3.5100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KGX8, C.4 - ISIN: US13606KGX81, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $75075477.75
- **C.18.a - Value (excl. sponsor support):** $75075477.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-05-31
- **C.13 - Final Legal Maturity Date:** 2023-05-31
- **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: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 3.1500%
- **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):** $75000895.50
- **C.18.a - Value (excl. sponsor support):** $75000895.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.1500%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 20: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 3.1000%
- **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):** $50000764.00
- **C.18.a - Value (excl. sponsor support):** $50000764.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.1000%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 21: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 3.3900%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KHS8, C.4 - ISIN: US13606KHS87, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $30014709.90
- **C.18.a - Value (excl. sponsor support):** $30014709.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-01-03
- **C.13 - Final Legal Maturity Date:** 2023-01-03
- **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 22: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 3.5900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AZ58, C.4 - ISIN: US020272AZ58, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-09-25
- **C.13 - Final Legal Maturity Date:** 2023-09-25
- **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 23: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 3.5300%
- **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):** $50023022.50
- **C.18.a - Value (excl. sponsor support):** $50023022.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 24: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 3.0700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21687BKK6, C.4 - ISIN: US21687BKK60, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $149756958.00
- **C.18.a - Value (excl. sponsor support):** $149756958.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.0700%
- **C.11 - Maturity Date (WAM):** 2022-10-19
- **C.12 - Maturity Date (WAL):** 2022-10-19
- **C.13 - Final Legal Maturity Date:** 2022-10-19
- **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 25: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 3.1400%
- **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):** $100002408.00
- **C.18.a - Value (excl. sponsor support):** $100002408.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.1400%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 26: DNB NORBANK ASA

- **C.1 - Title:** DNB NORBANK ASA, 3.4100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K4MX9, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $100086096.00
- **C.18.a - Value (excl. sponsor support):** $100086096.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-02-13
- **C.13 - Final Legal Maturity Date:** 2023-02-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 3.2700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385S23, C.4 - ISIN: US313385S238, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $192454358.74
- **C.18.a - Value (excl. sponsor support):** $192454358.74
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.2700%
- **C.11 - Maturity Date (WAM):** 2022-12-06
- **C.12 - Maturity Date (WAL):** 2022-12-06
- **C.13 - Final Legal Maturity Date:** 2022-12-06
- **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 28: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 3.0200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385Q58, C.4 - ISIN: US313385Q588, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199097426.00
- **C.18.a - Value (excl. sponsor support):** $199097426.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.0200%
- **C.11 - Maturity Date (WAM):** 2022-11-23
- **C.12 - Maturity Date (WAL):** 2022-11-23
- **C.13 - Final Legal Maturity Date:** 2022-11-23
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 2.9500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385P42, C.4 - ISIN: US313385P424, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199266380.00
- **C.18.a - Value (excl. sponsor support):** $199266380.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 2.9500%
- **C.11 - Maturity Date (WAM):** 2022-11-14
- **C.12 - Maturity Date (WAL):** 2022-11-14
- **C.13 - Final Legal Maturity Date:** 2022-11-14
- **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? Yes, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 2.9500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385P67, C.4 - ISIN: US313385P671, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $121531222.32
- **C.18.a - Value (excl. sponsor support):** $121531222.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 2.9500%
- **C.11 - Maturity Date (WAM):** 2022-11-16
- **C.12 - Maturity Date (WAL):** 2022-11-16
- **C.13 - Final Legal Maturity Date:** 2022-11-16
- **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? Yes, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 3.2600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385R57, C.4 - ISIN: US313385R578, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $248606275.00
- **C.18.a - Value (excl. sponsor support):** $248606275.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.2600%
- **C.11 - Maturity Date (WAM):** 2022-12-01
- **C.12 - Maturity Date (WAL):** 2022-12-01
- **C.13 - Final Legal Maturity Date:** 2022-12-01
- **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 32: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 2.9600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385P83, C.4 - ISIN: US313385P838, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149397489.00
- **C.18.a - Value (excl. sponsor support):** $149397489.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 2.9600%
- **C.11 - Maturity Date (WAM):** 2022-11-18
- **C.12 - Maturity Date (WAL):** 2022-11-18
- **C.13 - Final Legal Maturity Date:** 2022-11-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 2.9900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385Q74, C.4 - ISIN: US313385Q745, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $348380700.50
- **C.18.a - Value (excl. sponsor support):** $348380700.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 2.9900%
- **C.11 - Maturity Date (WAM):** 2022-11-25
- **C.12 - Maturity Date (WAL):** 2022-11-25
- **C.13 - Final Legal Maturity Date:** 2022-11-25
- **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? Yes, C.23 Categorized at Level 3? No

### Security 34: FEDERAL RESERVE BANK OF NEW YORK

- **C.1 - Title:** Federal Reserve Bank NY, 3.0500%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 254900Y8NKGV541U8Q32, CIK: 0001390777, C.5 - Other ID: FRB122A03
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 7.7100%
- **C.17 - Yield as of Reporting Date:** 3.0500%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-10-03
- **C.13 - Final Legal Maturity Date:** 2022-10-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: GOLDMAN SACHS & CO. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC, 2.9800%
- **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: GOL122A03
- **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:** 3.1500%
- **C.17 - Yield as of Reporting Date:** 2.9800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-10-03
- **C.13 - Final Legal Maturity Date:** 2022-10-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 3.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881ML19, C.4 - ISIN: US44881ML193, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $39691319.33
- **C.18.a - Value (excl. sponsor support):** $39691319.33
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **C.11 - Maturity Date (WAM):** 2022-11-01
- **C.12 - Maturity Date (WAL):** 2022-11-01
- **C.13 - Final Legal Maturity Date:** 2022-11-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 37: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 3.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881ML43, C.4 - ISIN: US44881ML433, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $149549374.50
- **C.18.a - Value (excl. sponsor support):** $149549374.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.1000%
- **C.11 - Maturity Date (WAM):** 2022-11-04
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 38: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 3.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881ML27, C.4 - ISIN: US44881ML276, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $94731957.50
- **C.18.a - Value (excl. sponsor support):** $94731957.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.0900%
- **C.11 - Maturity Date (WAM):** 2022-11-02
- **C.12 - Maturity Date (WAL):** 2022-11-02
- **C.13 - Final Legal Maturity Date:** 2022-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 39: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, 2.9700%
- **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: JPM122A03
- **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:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 2.9700%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-10-03
- **C.13 - Final Legal Maturity Date:** 2022-10-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: MIZUHO BANK, LTD.

- **C.1 - Title:** Mizuho Bank, Ltd., 3.1700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689GL20, C.4 - ISIN: US60689GL209, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, CIK: 0001512734
- **C.18 - Value (incl. sponsor support):** $299131824.00
- **C.18.a - Value (excl. sponsor support):** $299131824.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.1700%
- **C.11 - Maturity Date (WAM):** 2022-11-02
- **C.12 - Maturity Date (WAL):** 2022-11-02
- **C.13 - Final Legal Maturity Date:** 2022-11-02
- **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 41: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, 2.9500%
- **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: MIZ222A03
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.9500%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-10-03
- **C.13 - Final Legal Maturity Date:** 2022-10-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 3.3700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GUJ2, C.4 - ISIN: US63254GUJ20, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $100025103.00
- **C.18.a - Value (excl. sponsor support):** $100025103.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-12-05
- **C.13 - Final Legal Maturity Date:** 2022-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 3.4400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GVB8, C.4 - ISIN: US063254GVB8, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $50026087.00
- **C.18.a - Value (excl. sponsor support):** $50026087.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-06-01
- **C.13 - Final Legal Maturity Date:** 2023-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 3.4600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GUK9, C.4 - ISIN: US063254GUK9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $150116062.50
- **C.18.a - Value (excl. sponsor support):** $150116062.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-03-08
- **C.13 - Final Legal Maturity Date:** 2023-03-08
- **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 45: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 3.3600%
- **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):** $125031872.50
- **C.18.a - Value (excl. sponsor support):** $125031872.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 46: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 3.2100%
- **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):** $74973898.50
- **C.18.a - Value (excl. sponsor support):** $74973898.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.2100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 47: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 3.3000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UXA5, C.4 - ISIN: US65558UXA59, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001141330
- **C.18 - Value (incl. sponsor support):** $99988447.00
- **C.18.a - Value (excl. sponsor support):** $99988447.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.3000%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-04-27
- **C.13 - Final Legal Maturity Date:** 2023-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 3.3800%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558USP8, C.4 - ISIN: US65558USP83, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001141330
- **C.18 - Value (incl. sponsor support):** $76024120.12
- **C.18.a - Value (excl. sponsor support):** $76024120.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 49: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 3.1400%
- **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):** $100001023.00
- **C.18.a - Value (excl. sponsor support):** $100001023.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.1400%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 50: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 3.3500%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UWJ7, C.4 - ISIN: US65558UWJ77, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001141330
- **C.18 - Value (incl. sponsor support):** $75012560.25
- **C.18.a - Value (excl. sponsor support):** $75012560.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.3500%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-03-24
- **C.13 - Final Legal Maturity Date:** 2023-03-24
- **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 51: NRW.BANK

- **C.1 - Title:** NRW.Bank, 3.0500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MKB2, C.4 - ISIN: US62939MKB27, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $299720601.00
- **C.18.a - Value (excl. sponsor support):** $299720601.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.0500%
- **C.11 - Maturity Date (WAM):** 2022-10-11
- **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? 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 52: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC Dominion Securities Inc., 2.9600%
- **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: RBC122A03
- **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:** 3.1500%
- **C.17 - Yield as of Reporting Date:** 2.9600%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-10-03
- **C.13 - Final Legal Maturity Date:** 2022-10-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 3.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M4Q0, C.4 - ISIN: US78015M4Q07, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $50000672.50
- **C.18.a - Value (excl. sponsor support):** $50000672.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 54: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 3.1100%
- **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):** $100000448.00
- **C.18.a - Value (excl. sponsor support):** $100000448.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 55: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 3.5100%
- **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):** $35024759.35
- **C.18.a - Value (excl. sponsor support):** $35024759.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 56: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 3.5900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M6T2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $125048125.00
- **C.18.a - Value (excl. sponsor support):** $125048125.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-09-29
- **C.13 - Final Legal Maturity Date:** 2023-09-29
- **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 57: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 3.6900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M6J4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100168395.00
- **C.18.a - Value (excl. sponsor support):** $100168395.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-08-08
- **C.13 - Final Legal Maturity Date:** 2023-08-08
- **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 58: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 3.4800%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050PF46, C.4 - ISIN: US83050PF465, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $150092685.00
- **C.18.a - Value (excl. sponsor support):** $150092685.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-03-17
- **C.13 - Final Legal Maturity Date:** 2023-03-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 3.4100%
- **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):** $100037274.00
- **C.18.a - Value (excl. sponsor support):** $100037274.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 60: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 3.2300%
- **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):** $99988417.00
- **C.18.a - Value (excl. sponsor support):** $99988417.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.2300%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 61: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 3.5300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LDM9, C.4 - ISIN: US086960LDM9, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $55049891.60
- **C.18.a - Value (excl. sponsor support):** $55049891.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-06-08
- **C.13 - Final Legal Maturity Date:** 2023-06-08
- **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 62: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 3.3800%
- **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):** $100041900.00
- **C.18.a - Value (excl. sponsor support):** $100041900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 63: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 3.3100%
- **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):** $100011942.00
- **C.18.a - Value (excl. sponsor support):** $100011942.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.3100%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 64: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC, 3.0500%
- **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: TOR122A03
- **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:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.0500%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-10-03
- **C.13 - Final Legal Maturity Date:** 2022-10-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 3.3700%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BPS3, C.4 - ISIN: US89115BPS33, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $125028545.00
- **C.18.a - Value (excl. sponsor support):** $125028545.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 66: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 3.7000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DVG1, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100136081.00
- **C.18.a - Value (excl. sponsor support):** $100136081.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-08-10
- **C.13 - Final Legal Maturity Date:** 2023-08-10
- **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 67: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 3.2223%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEL1, C.4 - ISIN: US91282CEL19, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $374479492.50
- **C.18.a - Value (excl. sponsor support):** $374479492.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.6300%
- **C.17 - Yield as of Reporting Date:** 3.2300%
- **C.11 - Maturity Date (WAM):** 2022-10-04
- **C.12 - Maturity Date (WAL):** 2024-04-30
- **C.13 - Final Legal Maturity Date:** 2024-04-30
- **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 68: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 3.1200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796ZH5, C.4 - ISIN: US912796ZH55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $595097934.00
- **C.18.a - Value (excl. sponsor support):** $595097934.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.1700%
- **C.17 - Yield as of Reporting Date:** 3.1200%
- **C.11 - Maturity Date (WAM):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2023-01-03
- **C.13 - Final Legal Maturity Date:** 2023-01-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 3.4800%
- **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):** $50056184.50
- **C.18.a - Value (excl. sponsor support):** $50056184.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2022-10-04
- **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? No, C.23 Categorized at Level 3? No

### Security 70: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 3.2823%
- **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):** $199984946.00
- **C.18.a - Value (excl. sponsor support):** $199984946.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2022-10-04
- **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 71: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 2.9200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796ZA0, C.4 - ISIN: US912796ZA03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397163832.00
- **C.18.a - Value (excl. sponsor support):** $397163832.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 2.9200%
- **C.11 - Maturity Date (WAM):** 2022-12-27
- **C.12 - Maturity Date (WAL):** 2022-12-27
- **C.13 - Final Legal Maturity Date:** 2022-12-27
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 2.8900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YZ6, C.4 - ISIN: US912796YZ62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496771665.00
- **C.18.a - Value (excl. sponsor support):** $496771665.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.4800%
- **C.17 - Yield as of Reporting Date:** 2.8900%
- **C.11 - Maturity Date (WAM):** 2022-12-20
- **C.12 - Maturity Date (WAL):** 2022-12-20
- **C.13 - Final Legal Maturity Date:** 2022-12-20
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 3.1000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796X87, C.4 - ISIN: US912796X876, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $744669997.50
- **C.18.a - Value (excl. sponsor support):** $744669997.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.2200%
- **C.17 - Yield as of Reporting Date:** 3.1000%
- **C.11 - Maturity Date (WAM):** 2022-12-22
- **C.12 - Maturity Date (WAL):** 2022-12-22
- **C.13 - Final Legal Maturity Date:** 2022-12-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 3.3343%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFD8, C.4 - ISIN: US91282CFD83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199754960.00
- **C.18.a - Value (excl. sponsor support):** $199754960.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2022-10-04
- **C.12 - Maturity Date (WAL):** 2024-07-31
- **C.13 - Final Legal Maturity Date:** 2024-07-31
- **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 75: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 3.1200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796R27, C.4 - ISIN: US912796R274, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $644971171.00
- **C.18.a - Value (excl. sponsor support):** $644971171.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.5200%
- **C.17 - Yield as of Reporting Date:** 3.1200%
- **C.11 - Maturity Date (WAM):** 2022-12-29
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, Ltd., 3.1800%
- **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):** $100005400.00
- **C.18.a - Value (excl. sponsor support):** $100005400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.1800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 77: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, Ltd., 3.3400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RCJ4, C.4 - ISIN: US091127RCJ4, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $50012550.00
- **C.18.a - Value (excl. sponsor support):** $50012550.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 78: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, Ltd., 3.4800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RCB1, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $40031952.40
- **C.18.a - Value (excl. sponsor support):** $40031952.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-03-16
- **C.13 - Final Legal Maturity Date:** 2023-03-16
- **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 79: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 3.4500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4W49, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $150087136.50
- **C.18.a - Value (excl. sponsor support):** $150087136.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-03-17
- **C.13 - Final Legal Maturity Date:** 2023-03-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 3.3900%
- **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):** $70030876.30
- **C.18.a - Value (excl. sponsor support):** $70030876.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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 81: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 3.3600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4Y96, C.4 - ISIN: US09612C4Y96, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $75001923.00
- **C.18.a - Value (excl. sponsor support):** $75001923.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2023-05-11
- **C.13 - Final Legal Maturity Date:** 2023-05-11
- **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 82: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 3.1900%
- **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):** $59975533.80
- **C.18.a - Value (excl. sponsor support):** $59975533.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.1900%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **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

## 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