# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000090
**Filing Date:** 2023-3
**Character Count:** 110213
**Document Hash:** 30c0e41f8c5f9efc913c459376b9e762
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000090.hdr.sgml**: 20230303

**ACCESSION NUMBER**: 0001004726-23-000090

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20200131

**FILED AS OF DATE**: 20230303

**DATE AS OF CHANGE**: 20230303

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 23702642

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

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

**Live/Test Flag:** —

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

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2020-01-31

**EDGAR Series Identifier:** S000028293

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

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

**Is Fund Liquidating?:** —

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **A.11 - WAM:** 20 days

- **A.12 - WAL:** 67 days

- **Total Value of Portfolio Securities:** $12673657659.48

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

- **Cash:** $664803119.51

- **Total Other Assets:** $8390409.66

- **Total Liabilities:** $68446509.33

- **Net Assets of Series:** $13278404679.32

- **Number of Shares Outstanding (Series):** 1147439797.03

- **7-Day Gross Yield:** 1.7200%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $7071718145.93             |  | 50.7700%                   |
| Friday, Week 2 |  | $7212590993.80             |  | 51.8900%                   |
| Friday, Week 3 |  | $6780078643.61             |  | 50.2600%                   |
| Friday, Week 4 |  | $6556411773.51             |  | 48.4200%                   |
| Friday, Week 5 |  | $6632786323.13             |  | 49.7000%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $13278404679.32

- **B.4 - Shares Outstanding:** 1147439797.03

- **B.7.7 - 7-Day Net Yield:** 1.6700%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $677841357.68             | $1533436843.92          |
| Week 2   | $1193182248.89            | $1227527627.74          |
| Week 3   | $1076550819.88            | $1490656882.35          |
| Week 4   | $1108079467.05            | $1062275510.39          |
| Week 5   | $1477932716.35            | $1724764156.59          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $5387938158.79

- **Gross Redemptions for month:** $6222440201.55

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** ANZ Banking Group, Ltd., 1.6000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253ABK5, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $199831638.00
- **C.18.a - Value (excl. sponsor support):** $199831638.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2020-02-19
- **C.12 - Maturity Date (WAL):** 2020-02-19
- **C.13 - Final Legal Maturity Date:** 2020-02-19
- **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 2: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 1.5900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253ABM1, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $21729801.43
- **C.18.a - Value (excl. sponsor support):** $21729801.43
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2020-02-21
- **C.12 - Maturity Date (WAL):** 2020-02-21
- **C.13 - Final Legal Maturity Date:** 2020-02-21
- **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 3: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 1.7300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AD64, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $49842333.50
- **C.18.a - Value (excl. sponsor support):** $49842333.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2020-04-06
- **C.12 - Maturity Date (WAL):** 2020-04-06
- **C.13 - Final Legal Maturity Date:** 2020-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: APPLE COMPUTER, INC.

- **C.1 - Title:** Apple, Inc., 2.1514%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 037833AW0, C.4 - ISIN: US037833AW07, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $86002872.40
- **C.18.a - Value (excl. sponsor support):** $86002872.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 2.1500%
- **C.11 - Maturity Date (WAM):** 2020-02-07
- **C.12 - Maturity Date (WAL):** 2020-02-07
- **C.13 - Final Legal Maturity Date:** 2020-02-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 5: BANK OF AMERICA SECURITIES LLC

- **C.1 - Title:** Bank of America Securities LLC, 1.5700%
- **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: BAC120203
- **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:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-02-03
- **C.13 - Final Legal Maturity Date:** 2020-02-03
- **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? Yes, 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, 1.8500%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367BBU2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $75005054.25
- **C.18.a - Value (excl. sponsor support):** $75005054.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2020-02-10
- **C.12 - Maturity Date (WAL):** 2020-02-10
- **C.13 - Final Legal Maturity Date:** 2020-02-10
- **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 7: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 1.9569%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RUU1, C.4 - ISIN: US06370RUU12, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $25002571.50
- **C.18.a - Value (excl. sponsor support):** $25002571.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2020-03-02
- **C.12 - Maturity Date (WAL):** 2020-03-02
- **C.13 - Final Legal Maturity Date:** 2020-03-02
- **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 8: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 1.9695%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370R6B0, C.4 - ISIN: US06370R6B07, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $50025550.00
- **C.18.a - Value (excl. sponsor support):** $50025550.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2020-02-23
- **C.12 - Maturity Date (WAL):** 2020-10-23
- **C.13 - Final Legal Maturity Date:** 2020-10-23
- **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 9: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 1.9684%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370R2V0, C.4 - ISIN: US06370R2V07, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $50014760.50
- **C.18.a - Value (excl. sponsor support):** $50014760.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2020-03-11
- **C.12 - Maturity Date (WAL):** 2020-09-11
- **C.13 - Final Legal Maturity Date:** 2020-09-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 1.9643%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RZW2, C.4 - ISIN: US06370RZW23, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $250045377.50
- **C.18.a - Value (excl. sponsor support):** $250045377.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2020-02-08
- **C.12 - Maturity Date (WAL):** 2020-05-08
- **C.13 - Final Legal Maturity Date:** 2020-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.8794%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LNM5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $50014541.50
- **C.18.a - Value (excl. sponsor support):** $50014541.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.8800%
- **C.11 - Maturity Date (WAM):** 2020-02-24
- **C.12 - Maturity Date (WAL):** 2020-04-24
- **C.13 - Final Legal Maturity Date:** 2020-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.9078%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LMY0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100059290.00
- **C.18.a - Value (excl. sponsor support):** $100059290.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2020-02-18
- **C.12 - Maturity Date (WAL):** 2020-06-18
- **C.13 - Final Legal Maturity Date:** 2020-06-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.9584%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417G5X2, C.4 - ISIN: US06417G5X20, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $40005876.80
- **C.18.a - Value (excl. sponsor support):** $40005876.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2020-04-03
- **C.12 - Maturity Date (WAL):** 2020-04-03
- **C.13 - Final Legal Maturity Date:** 2020-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 2.0023%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MEJ0, C.4 - ISIN: US06417MEJ09, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $175069538.00
- **C.18.a - Value (excl. sponsor support):** $175069538.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2020-02-04
- **C.12 - Maturity Date (WAL):** 2020-08-04
- **C.13 - Final Legal Maturity Date:** 2020-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 2.0841%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GY36, C.4 - ISIN: US06417GY361, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $1840204.35
- **C.18.a - Value (excl. sponsor support):** $1840204.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2020-02-18
- **C.12 - Maturity Date (WAL):** 2020-02-18
- **C.13 - Final Legal Maturity Date:** 2020-02-18
- **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 16: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 2.0399%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MEQ4, C.4 - ISIN: US06417MEQ42, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $50034742.00
- **C.18.a - Value (excl. sponsor support):** $50034742.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2020-02-13
- **C.12 - Maturity Date (WAL):** 2020-11-13
- **C.13 - Final Legal Maturity Date:** 2020-11-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.9686%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417G5L8, C.4 - ISIN: US06417G5L81, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $65006511.70
- **C.18.a - Value (excl. sponsor support):** $65006511.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2020-02-27
- **C.12 - Maturity Date (WAL):** 2020-02-27
- **C.13 - Final Legal Maturity Date:** 2020-02-27
- **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 18: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Bank PLC, 1.5700%
- **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: BCG120203
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.7100%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-02-03
- **C.13 - Final Legal Maturity Date:** 2020-02-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 1.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AE59, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $47789733.12
- **C.18.a - Value (excl. sponsor support):** $47789733.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2020-05-05
- **C.12 - Maturity Date (WAL):** 2020-05-05
- **C.13 - Final Legal Maturity Date:** 2020-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 1.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800ADN1, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $74718295.50
- **C.18.a - Value (excl. sponsor support):** $74718295.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2020-04-22
- **C.12 - Maturity Date (WAL):** 2020-04-22
- **C.13 - Final Legal Maturity Date:** 2020-04-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.9409%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BZ25, C.4 - ISIN: US13606BZ251, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $45024944.40
- **C.18.a - Value (excl. sponsor support):** $45024944.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-06-01
- **C.13 - Final Legal Maturity Date:** 2020-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.8400%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606B3Y0, C.4 - ISIN: US13606B3Y05, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $35018919.25
- **C.18.a - Value (excl. sponsor support):** $35018919.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-07-17
- **C.13 - Final Legal Maturity Date:** 2020-07-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.8621%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BY42, C.4 - ISIN: US13606BY429, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $250110057.50
- **C.18.a - Value (excl. sponsor support):** $250110057.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 1.8600%
- **C.11 - Maturity Date (WAM):** 2020-02-10
- **C.12 - Maturity Date (WAL):** 2020-05-08
- **C.13 - Final Legal Maturity Date:** 2020-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.9144%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BT71, C.4 - ISIN: US13606BT718, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $102529650.18
- **C.18.a - Value (excl. sponsor support):** $102529650.18
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2020-02-06
- **C.12 - Maturity Date (WAL):** 2020-04-06
- **C.13 - Final Legal Maturity Date:** 2020-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.8462%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BY83, C.4 - ISIN: US13606BY833, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $55026986.30
- **C.18.a - Value (excl. sponsor support):** $55026986.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2020-02-15
- **C.12 - Maturity Date (WAL):** 2020-05-15
- **C.13 - Final Legal Maturity Date:** 2020-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: CPPIB CAPITAL, INC.

- **C.1 - Title:** CPPIB Capital, Inc., 1.5800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CCA0, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $24957208.25
- **C.18.a - Value (excl. sponsor support):** $24957208.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2020-03-10
- **C.12 - Maturity Date (WAL):** 2020-03-10
- **C.13 - Final Legal Maturity Date:** 2020-03-10
- **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:** Canada Pension Plan Investment Board

- **Amount Provided:** 1.0000

### Security 27: CPPIB CAPITAL, INC.

- **C.1 - Title:** CPPIB Capital, Inc., 1.6300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CDT8, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $49803646.00
- **C.18.a - Value (excl. sponsor support):** $49803646.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2020-04-27
- **C.12 - Maturity Date (WAL):** 2020-04-27
- **C.13 - Final Legal Maturity Date:** 2020-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 28: DBS BANK, LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.6500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DCP8, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $89137049.46
- **C.18.a - Value (excl. sponsor support):** $89137049.46
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2020-03-23
- **C.12 - Maturity Date (WAL):** 2020-03-23
- **C.13 - Final Legal Maturity Date:** 2020-03-23
- **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 29: DBS BANK, LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.6300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DBM6, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $26474833.75
- **C.18.a - Value (excl. sponsor support):** $26474833.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2020-02-21
- **C.12 - Maturity Date (WAL):** 2020-02-21
- **C.13 - Final Legal Maturity Date:** 2020-02-21
- **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 30: DBS BANK, LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.6500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DC60, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $9983958.30
- **C.18.a - Value (excl. sponsor support):** $9983958.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2020-03-06
- **C.12 - Maturity Date (WAL):** 2020-03-06
- **C.13 - Final Legal Maturity Date:** 2020-03-06
- **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 31: DEERE & CO.

- **C.1 - Title:** John Deere Capital Corp., 1.5400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24423HBL4, C.3 - LEI: 54930034SQM5911PYS66, CIK: 0000315189
- **C.18 - Value (incl. sponsor support):** $51955424.56
- **C.18.a - Value (excl. sponsor support):** $51955424.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2020-02-20
- **C.12 - Maturity Date (WAL):** 2020-02-20
- **C.13 - Final Legal Maturity Date:** 2020-02-20
- **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 32: EMERSON ELECTRIC CO.

- **C.1 - Title:** Emerson Electric Co., 1.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29101ABM5, C.3 - LEI: FGLT0EWZSUIRRITFOA30, CIK: 0000032604
- **C.18 - Value (incl. sponsor support):** $14986262.55
- **C.18.a - Value (excl. sponsor support):** $14986262.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-21
- **C.12 - Maturity Date (WAL):** 2020-02-21
- **C.13 - Final Legal Maturity Date:** 2020-02-21
- **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 33: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CDE9, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99663917.00
- **C.18.a - Value (excl. sponsor support):** $99663917.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2020-04-14
- **C.12 - Maturity Date (WAL):** 2020-04-14
- **C.13 - Final Legal Maturity Date:** 2020-04-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 34: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CBR2, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $24972777.75
- **C.18.a - Value (excl. sponsor support):** $24972777.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-25
- **C.12 - Maturity Date (WAL):** 2020-02-25
- **C.13 - Final Legal Maturity Date:** 2020-02-25
- **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 35: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CDH2, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99650506.00
- **C.18.a - Value (excl. sponsor support):** $99650506.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2020-04-17
- **C.12 - Maturity Date (WAL):** 2020-04-17
- **C.13 - Final Legal Maturity Date:** 2020-04-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 36: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.7953%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604BBY9, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $60005299.80
- **C.18.a - Value (excl. sponsor support):** $60005299.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2020-02-26
- **C.12 - Maturity Date (WAL):** 2020-02-26
- **C.13 - Final Legal Maturity Date:** 2020-02-26
- **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 37: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CBA9, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49978222.00
- **C.18.a - Value (excl. sponsor support):** $49978222.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-10
- **C.12 - Maturity Date (WAL):** 2020-02-10
- **C.13 - Final Legal Maturity Date:** 2020-02-10
- **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 38: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CDG4, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49827416.50
- **C.18.a - Value (excl. sponsor support):** $49827416.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2020-04-16
- **C.12 - Maturity Date (WAL):** 2020-04-16
- **C.13 - Final Legal Maturity Date:** 2020-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 39: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** European Investment Bank, 1.5800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29878RCH9, C.3 - LEI: 5493006YXS1U5GIHE750, CIK: 0000033745
- **C.18 - Value (incl. sponsor support):** $99798111.00
- **C.18.a - Value (excl. sponsor support):** $99798111.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2020-03-17
- **C.12 - Maturity Date (WAL):** 2020-03-17
- **C.13 - Final Legal Maturity Date:** 2020-03-17
- **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 40: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 1.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229ABB4, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $89955862.20
- **C.18.a - Value (excl. sponsor support):** $89955862.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2020-02-11
- **C.12 - Maturity Date (WAL):** 2020-02-11
- **C.13 - Final Legal Maturity Date:** 2020-02-11
- **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 41: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.6200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384SS9, C.4 - ISIN: US313384SS92, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149987083.50
- **C.18.a - Value (excl. sponsor support):** $149987083.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 0.6200%
- **C.11 - Maturity Date (WAM):** 2020-02-05
- **C.12 - Maturity Date (WAL):** 2020-02-05
- **C.13 - Final Legal Maturity Date:** 2020-02-05
- **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 42: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.4300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384TY5, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99861333.00
- **C.18.a - Value (excl. sponsor support):** $99861333.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2020-03-06
- **C.12 - Maturity Date (WAL):** 2020-03-06
- **C.13 - Final Legal Maturity Date:** 2020-03-06
- **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 43: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.2900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384TF6, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99935417.00
- **C.18.a - Value (excl. sponsor support):** $99935417.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2020-02-18
- **C.12 - Maturity Date (WAL):** 2020-02-18
- **C.13 - Final Legal Maturity Date:** 2020-02-18
- **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 44: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.5100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384VJ5, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49856083.50
- **C.18.a - Value (excl. sponsor support):** $49856083.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5100%
- **C.11 - Maturity Date (WAM):** 2020-04-09
- **C.12 - Maturity Date (WAL):** 2020-04-09
- **C.13 - Final Legal Maturity Date:** 2020-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.4500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384UD9, C.4 - ISIN: US313384UD95, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $101437101.67
- **C.18.a - Value (excl. sponsor support):** $101437101.67
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2020-03-11
- **C.12 - Maturity Date (WAL):** 2020-03-11
- **C.13 - Final Legal Maturity Date:** 2020-03-11
- **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? Yes, C.23 Categorized at Level 3? No

### Security 46: GOLDMAN SACHS & CO.

- **C.1 - Title:** Goldman Sachs & Co., 1.5700%
- **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: GOL120203
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.7100%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-02-03
- **C.13 - Final Legal Maturity Date:** 2020-02-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: HSBC SECURITIES (USA), INC.

- **C.1 - Title:** HSBC Securities (USA), Inc., 1.5700%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: MLU0ZO3ML4LN2LL2TL39, CIK: 0001089113, C.5 - Other ID: HSB220203
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-02-03
- **C.13 - Final Legal Maturity Date:** 2020-02-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 1.5600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881LB61, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $79979186.40
- **C.18.a - Value (excl. sponsor support):** $79979186.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2020-02-06
- **C.12 - Maturity Date (WAL):** 2020-02-06
- **C.13 - Final Legal Maturity Date:** 2020-02-06
- **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:** Province of Quebec Canada

- **Amount Provided:** 1.0000

### Security 49: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 1.5600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881LB46, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $74986966.50
- **C.18.a - Value (excl. sponsor support):** $74986966.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2020-02-04
- **C.12 - Maturity Date (WAL):** 2020-02-04
- **C.13 - Final Legal Maturity Date:** 2020-02-04
- **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? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 50: JP MORGAN SECURITIES, INC.

- **C.1 - Title:** JPMorgan Securities, Inc., 1.5800%
- **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: JPM220203
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.7100%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-02-03
- **C.13 - Final Legal Maturity Date:** 2020-02-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: KIMBERLY-CLARK CORP.

- **C.1 - Title:** Kimberly-Clark Worldwide, 1.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 49436TBB2, C.3 - LEI: 5493001TMCBEHPT4YE78, CIK: 0000055785
- **C.18 - Value (incl. sponsor support):** $108347998.35
- **C.18.a - Value (excl. sponsor support):** $108347998.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-11
- **C.12 - Maturity Date (WAL):** 2020-02-11
- **C.13 - Final Legal Maturity Date:** 2020-02-11
- **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 52: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TBJ7, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $49161378.00
- **C.18.a - Value (excl. sponsor support):** $49161378.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-18
- **C.12 - Maturity Date (WAL):** 2020-02-18
- **C.13 - Final Legal Maturity Date:** 2020-02-18
- **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 53: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TDG1, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $64774132.15
- **C.18.a - Value (excl. sponsor support):** $64774132.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2020-04-16
- **C.12 - Maturity Date (WAL):** 2020-04-16
- **C.13 - Final Legal Maturity Date:** 2020-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 54: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TD89, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $199381200.00
- **C.18.a - Value (excl. sponsor support):** $199381200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2020-04-08
- **C.12 - Maturity Date (WAL):** 2020-04-08
- **C.13 - Final Legal Maturity Date:** 2020-04-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 55: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TB32, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $32495748.03
- **C.18.a - Value (excl. sponsor support):** $32495748.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-02-03
- **C.13 - Final Legal Maturity Date:** 2020-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 56: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 1.6500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GDM6, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $49814937.50
- **C.18.a - Value (excl. sponsor support):** $49814937.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2020-04-21
- **C.12 - Maturity Date (WAL):** 2020-04-21
- **C.13 - Final Legal Maturity Date:** 2020-04-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 1.5700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GC21, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $224695617.75
- **C.18.a - Value (excl. sponsor support):** $224695617.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-03-02
- **C.12 - Maturity Date (WAL):** 2020-03-02
- **C.13 - Final Legal Maturity Date:** 2020-03-02
- **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 58: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 1.6400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GDG9, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $59792646.60
- **C.18.a - Value (excl. sponsor support):** $59792646.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2020-04-16
- **C.12 - Maturity Date (WAL):** 2020-04-16
- **C.13 - Final Legal Maturity Date:** 2020-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: MERCK & CO., INC.

- **C.1 - Title:** Merck & Co., Inc., 2.2764%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 58933YAP0, C.4 - ISIN: US58933YAP07, C.3 - LEI: 4YV9Y5M8S0BRK1RP0397, CIK: 0001220372
- **C.18 - Value (incl. sponsor support):** $92091913.70
- **C.18.a - Value (excl. sponsor support):** $92091913.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2020-02-10
- **C.12 - Maturity Date (WAL):** 2020-02-10
- **C.13 - Final Legal Maturity Date:** 2020-02-10
- **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 60: MIZUHO SECURITIES USA, INC.

- **C.1 - Title:** Mizuho Securities USA, Inc., 1.5700%
- **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: MIZ120203
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-02-03
- **C.13 - Final Legal Maturity Date:** 2020-02-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, 1.6600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EBK5, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $199825200.00
- **C.18.a - Value (excl. sponsor support):** $199825200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2020-02-19
- **C.12 - Maturity Date (WAL):** 2020-02-19
- **C.13 - Final Legal Maturity Date:** 2020-02-19
- **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 62: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 1.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UDE9, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $99662272.00
- **C.18.a - Value (excl. sponsor support):** $99662272.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2020-04-14
- **C.12 - Maturity Date (WAL):** 2020-04-14
- **C.13 - Final Legal Maturity Date:** 2020-04-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 1.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UBR2, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $124862152.50
- **C.18.a - Value (excl. sponsor support):** $124862152.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2020-02-25
- **C.12 - Maturity Date (WAL):** 2020-02-25
- **C.13 - Final Legal Maturity Date:** 2020-02-25
- **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 64: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 1.6300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UD66, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $30907361.77
- **C.18.a - Value (excl. sponsor support):** $30907361.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2020-04-06
- **C.12 - Maturity Date (WAL):** 2020-04-06
- **C.13 - Final Legal Maturity Date:** 2020-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 1.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UD82, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $79753235.20
- **C.18.a - Value (excl. sponsor support):** $79753235.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2020-04-08
- **C.12 - Maturity Date (WAL):** 2020-04-08
- **C.13 - Final Legal Maturity Date:** 2020-04-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 1.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105GBQ6, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $49950333.50
- **C.18.a - Value (excl. sponsor support):** $49950333.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2020-02-24
- **C.12 - Maturity Date (WAL):** 2020-02-24
- **C.13 - Final Legal Maturity Date:** 2020-02-24
- **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 67: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 2.7200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CHD3, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $50002842.50
- **C.18.a - Value (excl. sponsor support):** $50002842.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2020-02-18
- **C.12 - Maturity Date (WAL):** 2020-02-18
- **C.13 - Final Legal Maturity Date:** 2020-02-18
- **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 68: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 2.6566%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CHP6, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $200023672.00
- **C.18.a - Value (excl. sponsor support):** $200023672.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2020-03-06
- **C.12 - Maturity Date (WAL):** 2020-03-06
- **C.13 - Final Legal Maturity Date:** 2020-03-06
- **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 69: OVERSEA-CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.8990%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CJP4, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $100023107.00
- **C.18.a - Value (excl. sponsor support):** $100023107.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2020-02-09
- **C.12 - Maturity Date (WAL):** 2020-04-09
- **C.13 - Final Legal Maturity Date:** 2020-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: OVERSEA-CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.9905%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CKL1, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $49990979.00
- **C.18.a - Value (excl. sponsor support):** $49990979.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2020-03-10
- **C.12 - Maturity Date (WAL):** 2020-09-10
- **C.13 - Final Legal Maturity Date:** 2020-09-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.5800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372ABM3, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $7493096.25
- **C.18.a - Value (excl. sponsor support):** $7493096.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2020-02-21
- **C.12 - Maturity Date (WAL):** 2020-02-21
- **C.13 - Final Legal Maturity Date:** 2020-02-21
- **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 72: PFIZER, INC.

- **C.1 - Title:** Pfizer, Inc., 1.5000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71708EDD4, C.3 - LEI: 765LHXWGK1KXCLTFYQ30, CIK: 0000078003
- **C.18 - Value (incl. sponsor support):** $182424780.66
- **C.18.a - Value (excl. sponsor support):** $182424780.66
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 1.5000%
- **C.11 - Maturity Date (WAM):** 2020-04-13
- **C.12 - Maturity Date (WAL):** 2020-04-13
- **C.13 - Final Legal Maturity Date:** 2020-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: PROVINCE OF QUEBEC CANADA

- **C.1 - Title:** Province of Quebec Canada, 1.6000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800JBL8, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $74933333.25
- **C.18.a - Value (excl. sponsor support):** $74933333.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2020-02-20
- **C.12 - Maturity Date (WAL):** 2020-02-20
- **C.13 - Final Legal Maturity Date:** 2020-02-20
- **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 74: PSP CAPITAL, INC.

- **C.1 - Title:** PSP Capital, Inc., 1.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370ADH4, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $39862426.80
- **C.18.a - Value (excl. sponsor support):** $39862426.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2020-04-17
- **C.12 - Maturity Date (WAL):** 2020-04-17
- **C.13 - Final Legal Maturity Date:** 2020-04-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 75: RBC DOMINION SECURITIES

- **C.1 - Title:** RBC Dominion Securities, 1.5700%
- **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: RBC220203
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.7100%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-02-03
- **C.13 - Final Legal Maturity Date:** 2020-02-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.8134%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UPP4, C.4 - ISIN: US78012UPP48, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100023640.00
- **C.18.a - Value (excl. sponsor support):** $100023640.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2020-02-22
- **C.12 - Maturity Date (WAL):** 2020-05-22
- **C.13 - Final Legal Maturity Date:** 2020-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.8621%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UPJ8, C.4 - ISIN: US78012UPJ87, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $20004298.00
- **C.18.a - Value (excl. sponsor support):** $20004298.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.8600%
- **C.11 - Maturity Date (WAM):** 2020-02-10
- **C.12 - Maturity Date (WAL):** 2020-05-08
- **C.13 - Final Legal Maturity Date:** 2020-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.6418%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XBX4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $60008508.60
- **C.18.a - Value (excl. sponsor support):** $60008508.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.1250%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 78012KC62, C.4 - ISIN: US78012KC627, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $14243556.48
- **C.18.a - Value (excl. sponsor support):** $14243556.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **C.11 - Maturity Date (WAM):** 2020-03-02
- **C.12 - Maturity Date (WAL):** 2020-03-02
- **C.13 - Final Legal Maturity Date:** 2020-03-02
- **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 80: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.2869%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 78012KC54, C.4 - ISIN: US78012KC544, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $33133114.86
- **C.18.a - Value (excl. sponsor support):** $33133114.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2020-03-02
- **C.12 - Maturity Date (WAL):** 2020-03-02
- **C.13 - Final Legal Maturity Date:** 2020-03-02
- **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 81: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.0241%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XEU7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $50031192.00
- **C.18.a - Value (excl. sponsor support):** $50031192.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 2.0200%
- **C.11 - Maturity Date (WAM):** 2020-02-18
- **C.12 - Maturity Date (WAL):** 2020-11-18
- **C.13 - Final Legal Maturity Date:** 2020-11-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.6419%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XBS5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $75008361.00
- **C.18.a - Value (excl. sponsor support):** $75008361.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2020-02-05
- **C.12 - Maturity Date (WAL):** 2020-03-05
- **C.13 - Final Legal Maturity Date:** 2020-03-05
- **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 83: SANOFI

- **C.1 - Title:** Sanofi-Aventis, 1.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2CT7, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $41496267.90
- **C.18.a - Value (excl. sponsor support):** $41496267.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2020-03-27
- **C.12 - Maturity Date (WAL):** 2020-03-27
- **C.13 - Final Legal Maturity Date:** 2020-03-27
- **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 84: SANOFI

- **C.1 - Title:** Sanofi-Aventis, 1.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2CW0, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $99737614.00
- **C.18.a - Value (excl. sponsor support):** $99737614.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2020-03-30
- **C.12 - Maturity Date (WAL):** 2020-03-30
- **C.13 - Final Legal Maturity Date:** 2020-03-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: SANOFI

- **C.1 - Title:** Sanofi-Aventis, 1.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2CG5, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $110277618.75
- **C.18.a - Value (excl. sponsor support):** $110277618.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2020-03-16
- **C.12 - Maturity Date (WAL):** 2020-03-16
- **C.13 - Final Legal Maturity Date:** 2020-03-16
- **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 86: SANOFI

- **C.1 - Title:** Sanofi-Aventis, 1.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2CP5, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $99768167.00
- **C.18.a - Value (excl. sponsor support):** $99768167.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2020-03-23
- **C.12 - Maturity Date (WAL):** 2020-03-23
- **C.13 - Final Legal Maturity Date:** 2020-03-23
- **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 87: SHELL INTERNATIONAL FINANCE BV

- **C.1 - Title:** Shell International Finance BV, 2.3506%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 822582BH4, C.4 - ISIN: US822582BH45, C.3 - LEI: 213800ITMMKU4Z7I4F78, CIK: 0001333621
- **C.18 - Value (incl. sponsor support):** $20924085.37
- **C.18.a - Value (excl. sponsor support):** $20924085.37
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 2.3500%
- **C.11 - Maturity Date (WAM):** 2020-02-11
- **C.12 - Maturity Date (WAL):** 2020-05-11
- **C.13 - Final Legal Maturity Date:** 2020-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TB63, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $105882375.49
- **C.18.a - Value (excl. sponsor support):** $105882375.49
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-06
- **C.12 - Maturity Date (WAL):** 2020-02-06
- **C.13 - Final Legal Maturity Date:** 2020-02-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 89: SIMON PROPERTY GROUP, INC.

- **C.1 - Title:** Simon Property Group, LP, 1.5500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880WB68, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $12346819.88
- **C.18.a - Value (excl. sponsor support):** $12346819.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2020-02-06
- **C.12 - Maturity Date (WAL):** 2020-02-06
- **C.13 - Final Legal Maturity Date:** 2020-02-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 90: SIMON PROPERTY GROUP, INC.

- **C.1 - Title:** Simon Property Group, LP, 1.6000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880WC26, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $10585395.53
- **C.18.a - Value (excl. sponsor support):** $10585395.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2020-03-02
- **C.12 - Maturity Date (WAL):** 2020-03-02
- **C.13 - Final Legal Maturity Date:** 2020-03-02
- **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 91: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.5900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TCJ8, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $124741010.00
- **C.18.a - Value (excl. sponsor support):** $124741010.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2020-03-18
- **C.12 - Maturity Date (WAL):** 2020-03-18
- **C.13 - Final Legal Maturity Date:** 2020-03-18
- **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 92: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.5700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TBJ9, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $149882700.00
- **C.18.a - Value (excl. sponsor support):** $149882700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2020-02-18
- **C.12 - Maturity Date (WAL):** 2020-02-18
- **C.13 - Final Legal Maturity Date:** 2020-02-18
- **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 93: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.5800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KBE3, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $99938517.00
- **C.18.a - Value (excl. sponsor support):** $99938517.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2020-02-14
- **C.12 - Maturity Date (WAL):** 2020-02-14
- **C.13 - Final Legal Maturity Date:** 2020-02-14
- **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 94: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.5500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KB45, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $74987075.25
- **C.18.a - Value (excl. sponsor support):** $74987075.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2020-02-04
- **C.12 - Maturity Date (WAL):** 2020-02-04
- **C.13 - Final Legal Maturity Date:** 2020-02-04
- **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 95: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.6600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KDN1, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $94641876.60
- **C.18.a - Value (excl. sponsor support):** $94641876.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2020-04-22
- **C.12 - Maturity Date (WAL):** 2020-04-22
- **C.13 - Final Legal Maturity Date:** 2020-04-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: TORONTO DOMINION SECURITIES USA LLC

- **C.1 - Title:** Toronto Dominion Securities USA LLC, 1.5800%
- **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: TOR320203
- **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:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-02-03
- **C.13 - Final Legal Maturity Date:** 2020-02-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.5600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AB31, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $174977206.25
- **C.18.a - Value (excl. sponsor support):** $174977206.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2020-02-03
- **C.12 - Maturity Date (WAL):** 2020-02-03
- **C.13 - Final Legal Maturity Date:** 2020-02-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.1596%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89114QC63, C.4 - ISIN: US89114QC633, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $10015899.20
- **C.18.a - Value (excl. sponsor support):** $10015899.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 2.1600%
- **C.11 - Maturity Date (WAM):** 2020-03-17
- **C.12 - Maturity Date (WAL):** 2020-09-17
- **C.13 - Final Legal Maturity Date:** 2020-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.7644%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114MK71, C.4 - ISIN: US89114MK718, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $200012160.00
- **C.18.a - Value (excl. sponsor support):** $200012160.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2020-02-18
- **C.12 - Maturity Date (WAL):** 2020-02-18
- **C.13 - Final Legal Maturity Date:** 2020-02-18
- **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 100: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 1.5600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PBL5, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $99913333.00
- **C.18.a - Value (excl. sponsor support):** $99913333.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2020-02-20
- **C.12 - Maturity Date (WAL):** 2020-02-20
- **C.13 - Final Legal Maturity Date:** 2020-02-20
- **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 101: TOTAL S.A.

- **C.1 - Title:** Total Capital S.A., 1.5500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EB56, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $74983906.50
- **C.18.a - Value (excl. sponsor support):** $74983906.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2020-02-05
- **C.12 - Maturity Date (WAL):** 2020-02-05
- **C.13 - Final Legal Maturity Date:** 2020-02-05
- **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 102: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.0961%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TDV4, C.4 - ISIN: US89236TDV44, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $10587248.25
- **C.18.a - Value (excl. sponsor support):** $10587248.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 2.0900%
- **C.11 - Maturity Date (WAM):** 2020-04-17
- **C.12 - Maturity Date (WAL):** 2020-04-17
- **C.13 - Final Legal Maturity Date:** 2020-04-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.8452%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233A3A5, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $30007207.80
- **C.18.a - Value (excl. sponsor support):** $30007207.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 1.8600%
- **C.11 - Maturity Date (WAM):** 2020-02-27
- **C.12 - Maturity Date (WAL):** 2020-04-20
- **C.13 - Final Legal Maturity Date:** 2020-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.9688%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TFZ3, C.4 - ISIN: US89236TFZ30, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $160052995.20
- **C.18.a - Value (excl. sponsor support):** $160052995.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2020-02-21
- **C.12 - Maturity Date (WAL):** 2020-05-22
- **C.13 - Final Legal Maturity Date:** 2020-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 1.6749%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286Q8, C.4 - ISIN: US9128286Q86
- **C.18 - Value (incl. sponsor support):** $450161815.50
- **C.18.a - Value (excl. sponsor support):** $450161815.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.3900%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2020-02-01
- **C.12 - Maturity Date (WAL):** 2021-04-30
- **C.13 - Final Legal Maturity Date:** 2021-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 1.7559%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287G9, C.4 - ISIN: US9128287G95
- **C.18 - Value (incl. sponsor support):** $375586443.75
- **C.18.a - Value (excl. sponsor support):** $375586443.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2020-02-01
- **C.12 - Maturity Date (WAL):** 2021-07-31
- **C.13 - Final Legal Maturity Date:** 2021-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.4600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796TM1, C.4 - ISIN: US912796TM15
- **C.18 - Value (incl. sponsor support):** $99749523.00
- **C.18.a - Value (excl. sponsor support):** $99749523.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2020-04-02
- **C.12 - Maturity Date (WAL):** 2020-04-02
- **C.13 - Final Legal Maturity Date:** 2020-04-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.3900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796WV7, C.4 - ISIN: US912796WV76
- **C.18 - Value (incl. sponsor support):** $99876448.00
- **C.18.a - Value (excl. sponsor support):** $99876448.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.3900%
- **C.11 - Maturity Date (WAM):** 2020-03-03
- **C.12 - Maturity Date (WAL):** 2020-03-03
- **C.13 - Final Legal Maturity Date:** 2020-03-03
- **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 109: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.4800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796TR0, C.4 - ISIN: US912796TR02
- **C.18 - Value (incl. sponsor support):** $74766742.50
- **C.18.a - Value (excl. sponsor support):** $74766742.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2020-04-16
- **C.12 - Maturity Date (WAL):** 2020-04-16
- **C.13 - Final Legal Maturity Date:** 2020-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.5400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PCB5, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $48167438.94
- **C.18.a - Value (excl. sponsor support):** $48167438.94
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2020-03-11
- **C.12 - Maturity Date (WAL):** 2020-03-11
- **C.13 - Final Legal Maturity Date:** 2020-03-11
- **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 111: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.5000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PB59, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $99979139.00
- **C.18.a - Value (excl. sponsor support):** $99979139.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.5000%
- **C.11 - Maturity Date (WAM):** 2020-02-05
- **C.12 - Maturity Date (WAL):** 2020-02-05
- **C.13 - Final Legal Maturity Date:** 2020-02-05
- **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 112: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.5300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PBD2, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $99944678.00
- **C.18.a - Value (excl. sponsor support):** $99944678.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2020-02-13
- **C.12 - Maturity Date (WAL):** 2020-02-13
- **C.13 - Final Legal Maturity Date:** 2020-02-13
- **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

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-03-03

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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