# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000068
**Filing Date:** 2023-2
**Character Count:** 142714
**Document Hash:** 9e405799a08cfdbfa988c658dadfc03d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000068.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001004726-23-000068

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20210331

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**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:** 23666624

**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):** 2021-03-31

**EDGAR Series Identifier:** S000028293

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

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

**Is Fund Liquidating?:** —

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **A.11 - WAM:** 27 days

- **A.12 - WAL:** 79 days

- **Total Value of Portfolio Securities:** $12061829718.42

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

- **Cash:** $838224218.22

- **Total Other Assets:** $908553.27

- **Total Liabilities:** $315704843.69

- **Net Assets of Series:** $12585257646.22

- **Number of Shares Outstanding (Series):** 1087751739.09

- **7-Day Gross Yield:** 0.1100%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $4280381300.42             |  | 45.5000%                   |
| Friday, Week 2 |  | $5142958242.89             |  | 48.7900%                   |
| Friday, Week 3 |  | $5968812089.18             |  | 50.6200%                   |
| Friday, Week 4 |  | $5858274580.26             |  | 47.9500%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $12585257646.22

- **B.4 - Shares Outstanding:** 1087751739.09

- **B.7.7 - 7-Day Net Yield:** 0.0400%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $944411679.95             | $1960501850.84          |
| Week 2   | $2046167570.25            | $911288958.94           |
| Week 3   | $2519987744.00            | $1270344258.25          |
| Week 4   | $2063529811.75            | $1639107704.00          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $8981081262.70

- **Gross Redemptions for month:** $6817905840.53

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.2020%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MNG5, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $75003391.50
- **C.18.a - Value (excl. sponsor support):** $75003391.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-06-17
- **C.12 - Maturity Date (WAL):** 2021-09-17
- **C.13 - Final Legal Maturity Date:** 2021-09-17
- **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 2: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.2251%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MNY6, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $69999998.60
- **C.18.a - Value (excl. sponsor support):** $69999998.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2021-06-28
- **C.12 - Maturity Date (WAL):** 2022-03-25
- **C.13 - Final Legal Maturity Date:** 2022-03-25
- **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 3: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.2095%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MNF7, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $130005842.20
- **C.18.a - Value (excl. sponsor support):** $130005842.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-06-16
- **C.12 - Maturity Date (WAL):** 2021-09-16
- **C.13 - Final Legal Maturity Date:** 2021-09-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.1460%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MNE0, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $50001806.50
- **C.18.a - Value (excl. sponsor support):** $50001806.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-04-15
- **C.12 - Maturity Date (WAL):** 2021-06-15
- **C.13 - Final Legal Maturity Date:** 2021-06-15
- **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 5: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253ARS1, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $24998266.75
- **C.18.a - Value (excl. sponsor support):** $24998266.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-04-26
- **C.12 - Maturity Date (WAL):** 2021-04-26
- **C.13 - Final Legal Maturity Date:** 2021-04-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ARCHER DANIELS MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 0.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948GR54, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $74999406.00
- **C.18.a - Value (excl. sponsor support):** $74999406.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-04-05
- **C.12 - Maturity Date (WAL):** 2021-04-05
- **C.13 - Final Legal Maturity Date:** 2021-04-05
- **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 7: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.2873%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367BMQ9, C.4 - ISIN: US06367BMQ94, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $50013020.50
- **C.18.a - Value (excl. sponsor support):** $50013020.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.2900%
- **C.11 - Maturity Date (WAM):** 2021-06-11
- **C.12 - Maturity Date (WAL):** 2021-06-11
- **C.13 - Final Legal Maturity Date:** 2021-06-11
- **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 8: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.3105%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367BMU0, C.4 - ISIN: US06367BMU07, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $50015547.50
- **C.18.a - Value (excl. sponsor support):** $50015547.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2021-06-24
- **C.12 - Maturity Date (WAL):** 2021-06-24
- **C.13 - Final Legal Maturity Date:** 2021-06-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.2426%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367BQC6, C.4 - ISIN: US06367BQC62, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $100023513.00
- **C.18.a - Value (excl. sponsor support):** $100023513.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2021-05-06
- **C.12 - Maturity Date (WAL):** 2021-08-06
- **C.13 - Final Legal Maturity Date:** 2021-08-06
- **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 10: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.2805%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367BMN6, C.4 - ISIN: US06367BMN63, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $50009494.00
- **C.18.a - Value (excl. sponsor support):** $50009494.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2021-06-01
- **C.12 - Maturity Date (WAL):** 2021-06-01
- **C.13 - Final Legal Maturity Date:** 2021-06-01
- **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 11: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.2160%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367BUU1, C.4 - ISIN: US06367BUU15, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $50010130.50
- **C.18.a - Value (excl. sponsor support):** $50010130.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-04-14
- **C.12 - Maturity Date (WAL):** 2021-09-14
- **C.13 - Final Legal Maturity Date:** 2021-09-14
- **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 12: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.2238%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MLQ6, C.4 - ISIN: US06417MLQ68, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100007104.00
- **C.18.a - Value (excl. sponsor support):** $100007104.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-05-16
- **C.12 - Maturity Date (WAL):** 2021-08-13
- **C.13 - Final Legal Maturity Date:** 2021-08-13
- **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 13: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.2451%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MLM5, C.4 - ISIN: US06417MLM54, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $50008740.50
- **C.18.a - Value (excl. sponsor support):** $50008740.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2021-05-05
- **C.12 - Maturity Date (WAL):** 2021-11-05
- **C.13 - Final Legal Maturity Date:** 2021-11-05
- **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 14: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.1700%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MNC5, C.4 - ISIN: US06417MNC54, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $115005727.00
- **C.18.a - Value (excl. sponsor support):** $115005727.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2022-02-28
- **C.13 - Final Legal Maturity Date:** 2022-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LQE0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $49992108.50
- **C.18.a - Value (excl. sponsor support):** $49992108.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-04-21
- **C.12 - Maturity Date (WAL):** 2022-01-21
- **C.13 - Final Legal Maturity Date:** 2022-01-21
- **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 16: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Bank PLC, 0.0100%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: AC28XWWI3WIBK2824319, CIK: 0000312069, C.5 - Other ID: BCG121401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: BNG BANK N.V.

- **C.1 - Title:** BNG Bank N.V., 0.0700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RR66, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $14999832.45
- **C.18.a - Value (excl. sponsor support):** $14999832.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-04-06
- **C.12 - Maturity Date (WAL):** 2021-04-06
- **C.13 - Final Legal Maturity Date:** 2021-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNG Bank N.V., 0.0500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RR17, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $74999889.75
- **C.18.a - Value (excl. sponsor support):** $74999889.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: BNG BANK N.V.

- **C.1 - Title:** BNG Bank N.V., 0.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RSC2, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $94987143.65
- **C.18.a - Value (excl. sponsor support):** $94987143.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-05-12
- **C.12 - Maturity Date (WAL):** 2021-05-12
- **C.13 - Final Legal Maturity Date:** 2021-05-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BNG BANK N.V.

- **C.1 - Title:** BNG Bank N.V., 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RS32, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99990467.00
- **C.18.a - Value (excl. sponsor support):** $99990467.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-03
- **C.12 - Maturity Date (WAL):** 2021-05-03
- **C.13 - Final Legal Maturity Date:** 2021-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BNG BANK N.V.

- **C.1 - Title:** BNG Bank N.V., 0.0800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RRG4, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $49998200.00
- **C.18.a - Value (excl. sponsor support):** $49998200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-04-16
- **C.12 - Maturity Date (WAL):** 2021-04-16
- **C.13 - Final Legal Maturity Date:** 2021-04-16
- **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 22: BOFA SECURITIES, INC.

- **C.1 - Title:** BofA Securities, Inc., 0.0050%
- **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: BAC121401
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AS39, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $74993675.25
- **C.18.a - Value (excl. sponsor support):** $74993675.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-05-03
- **C.12 - Maturity Date (WAL):** 2021-05-03
- **C.13 - Final Legal Maturity Date:** 2021-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.1100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800ASQ8, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $24996025.00
- **C.18.a - Value (excl. sponsor support):** $24996025.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-05-24
- **C.12 - Maturity Date (WAL):** 2021-05-24
- **C.13 - Final Legal Maturity Date:** 2021-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800ASE5, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $34995765.00
- **C.18.a - Value (excl. sponsor support):** $34995765.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-14
- **C.12 - Maturity Date (WAL):** 2021-05-14
- **C.13 - Final Legal Maturity Date:** 2021-05-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AS47, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $11748968.00
- **C.18.a - Value (excl. sponsor support):** $11748968.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-05-04
- **C.12 - Maturity Date (WAL):** 2021-05-04
- **C.13 - Final Legal Maturity Date:** 2021-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AS54, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $49995479.00
- **C.18.a - Value (excl. sponsor support):** $49995479.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-05-05
- **C.12 - Maturity Date (WAL):** 2021-05-05
- **C.13 - Final Legal Maturity Date:** 2021-05-05
- **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 28: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800ARD8, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $74997914.25
- **C.18.a - Value (excl. sponsor support):** $74997914.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-04-13
- **C.12 - Maturity Date (WAL):** 2021-04-13
- **C.13 - Final Legal Maturity Date:** 2021-04-13
- **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 29: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800ARL0, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $90495575.46
- **C.18.a - Value (excl. sponsor support):** $90495575.46
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-04-20
- **C.12 - Maturity Date (WAL):** 2021-04-20
- **C.13 - Final Legal Maturity Date:** 2021-04-20
- **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 30: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800ARN6, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $16099114.50
- **C.18.a - Value (excl. sponsor support):** $16099114.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-04-22
- **C.12 - Maturity Date (WAL):** 2021-04-22
- **C.13 - Final Legal Maturity Date:** 2021-04-22
- **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 31: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 0.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608ATH9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $79978506.40
- **C.18.a - Value (excl. sponsor support):** $79978506.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-06-17
- **C.12 - Maturity Date (WAL):** 2021-06-17
- **C.13 - Final Legal Maturity Date:** 2021-06-17
- **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 32: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 0.2176%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606CNF7, C.4 - ISIN: US13606CNF76, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $49991509.00
- **C.18.a - Value (excl. sponsor support):** $49991509.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-05-11
- **C.12 - Maturity Date (WAL):** 2022-02-11
- **C.13 - Final Legal Maturity Date:** 2022-02-11
- **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 33: COLGATE-PALMOLIVE CO.

- **C.1 - Title:** Colgate-Palmolive Co., 0.0500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19416ERE9, C.3 - LEI: YMEGZFW4SBUSS5BQXF88, CIK: 0000021665
- **C.18 - Value (incl. sponsor support):** $16499704.82
- **C.18.a - Value (excl. sponsor support):** $16499704.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-04-14
- **C.12 - Maturity Date (WAL):** 2021-04-14
- **C.13 - Final Legal Maturity Date:** 2021-04-14
- **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 34: COLGATE-PALMOLIVE CO.

- **C.1 - Title:** Colgate-Palmolive Co., 0.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19416ERK5, C.3 - LEI: YMEGZFW4SBUSS5BQXF88, CIK: 0000021665
- **C.18 - Value (incl. sponsor support):** $24634258.98
- **C.18.a - Value (excl. sponsor support):** $24634258.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-04-19
- **C.12 - Maturity Date (WAL):** 2021-04-19
- **C.13 - Final Legal Maturity Date:** 2021-04-19
- **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 35: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.2138%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20271ETD1, C.4 - ISIN: US20271ETD12, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0000008565
- **C.18 - Value (incl. sponsor support):** $100007104.00
- **C.18.a - Value (excl. sponsor support):** $100007104.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-05-13
- **C.12 - Maturity Date (WAL):** 2021-08-13
- **C.13 - Final Legal Maturity Date:** 2021-08-13
- **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 36: DEERE & CO.

- **C.1 - Title:** John Deere Canada ULC, 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24423HSB8, C.3 - LEI: 54930034SQM5911PYS66, CIK: 0000315189
- **C.18 - Value (incl. sponsor support):** $12498804.13
- **C.18.a - Value (excl. sponsor support):** $12498804.13
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-05-11
- **C.12 - Maturity Date (WAL):** 2021-05-11
- **C.13 - Final Legal Maturity Date:** 2021-05-11
- **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 37: DNB NORBANK ASA

- **C.1 - Title:** DNB Norbank ASA, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0TU6, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $34991433.75
- **C.18.a - Value (excl. sponsor support):** $34991433.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-06-28
- **C.12 - Maturity Date (WAL):** 2021-06-28
- **C.13 - Final Legal Maturity Date:** 2021-06-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: DNB NORBANK ASA

- **C.1 - Title:** DNB Norbank ASA, 0.0600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0S60, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $49996900.00
- **C.18.a - Value (excl. sponsor support):** $49996900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-05-06
- **C.12 - Maturity Date (WAL):** 2021-05-06
- **C.13 - Final Legal Maturity Date:** 2021-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: DNB NORBANK ASA

- **C.1 - Title:** DNB Norbank ASA, 0.0700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0SK9, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $64994161.05
- **C.18.a - Value (excl. sponsor support):** $64994161.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-05-19
- **C.12 - Maturity Date (WAL):** 2021-05-19
- **C.13 - Final Legal Maturity Date:** 2021-05-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: DNB NORBANK ASA

- **C.1 - Title:** DNB Norbank ASA, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0TV4, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $49987500.00
- **C.18.a - Value (excl. sponsor support):** $49987500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-06-29
- **C.12 - Maturity Date (WAL):** 2021-06-29
- **C.13 - Final Legal Maturity Date:** 2021-06-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: DNB NORBANK ASA

- **C.1 - Title:** DNB Norbank ASA, 0.0600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0RE4, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $74998250.25
- **C.18.a - Value (excl. sponsor support):** $74998250.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-04-14
- **C.12 - Maturity Date (WAL):** 2021-04-14
- **C.13 - Final Legal Maturity Date:** 2021-04-14
- **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 42: DNB NORBANK ASA

- **C.1 - Title:** DNB Norbank ASA, 0.0600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0RM6, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $99996500.00
- **C.18.a - Value (excl. sponsor support):** $99996500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-04-21
- **C.12 - Maturity Date (WAL):** 2021-04-21
- **C.13 - Final Legal Maturity Date:** 2021-04-21
- **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 43: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CRN4, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $109993412.10
- **C.18.a - Value (excl. sponsor support):** $109993412.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-04-22
- **C.12 - Maturity Date (WAL):** 2021-04-22
- **C.13 - Final Legal Maturity Date:** 2021-04-22
- **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 44: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CRC8, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $74998100.25
- **C.18.a - Value (excl. sponsor support):** $74998100.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-04-12
- **C.12 - Maturity Date (WAL):** 2021-04-12
- **C.13 - Final Legal Maturity Date:** 2021-04-12
- **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 45: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CRG9, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $84996864.35
- **C.18.a - Value (excl. sponsor support):** $84996864.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-04-16
- **C.12 - Maturity Date (WAL):** 2021-04-16
- **C.13 - Final Legal Maturity Date:** 2021-04-16
- **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 46: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** European Investment Bank, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29878RRK6, C.3 - LEI: 5493006YXS1U5GIHE750, CIK: 0000033745
- **C.18 - Value (incl. sponsor support):** $34970394.09
- **C.18.a - Value (excl. sponsor support):** $34970394.09
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-04-19
- **C.12 - Maturity Date (WAL):** 2021-04-19
- **C.13 - Final Legal Maturity Date:** 2021-04-19
- **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 47: EXPORT DEVELOPMENT CORP.

- **C.1 - Title:** Export Development Canada, 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30215GT10, C.3 - LEI: Z6MHCSLXHKYG4B6PHW02, CIK: 0000276328
- **C.18 - Value (incl. sponsor support):** $49994058.50
- **C.18.a - Value (excl. sponsor support):** $49994058.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-06-01
- **C.12 - Maturity Date (WAL):** 2021-06-01
- **C.13 - Final Legal Maturity Date:** 2021-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** Canada

- **Amount Provided:** 1.0000

### Security 48: EXPORT DEVELOPMENT CORP.

- **C.1 - Title:** Export Development Canada, 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30215GSS2, C.3 - LEI: Z6MHCSLXHKYG4B6PHW02, CIK: 0000276328
- **C.18 - Value (incl. sponsor support):** $99989267.00
- **C.18.a - Value (excl. sponsor support):** $99989267.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-05-26
- **C.12 - Maturity Date (WAL):** 2021-05-26
- **C.13 - Final Legal Maturity Date:** 2021-05-26
- **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:** Canada

- **Amount Provided:** 1.0000

### Security 49: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.0000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385DY9, C.4 - ISIN: US313385DY90
- **C.18 - Value (incl. sponsor support):** $23900000.00
- **C.18.a - Value (excl. sponsor support):** $23900000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2021-04-05
- **C.12 - Maturity Date (WAL):** 2021-04-05
- **C.13 - Final Legal Maturity Date:** 2021-04-05
- **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 50: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.0000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385EK8, C.4 - ISIN: US313385EK87
- **C.18 - Value (incl. sponsor support):** $269000000.00
- **C.18.a - Value (excl. sponsor support):** $269000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2021-04-16
- **C.12 - Maturity Date (WAL):** 2021-04-16
- **C.13 - Final Legal Maturity Date:** 2021-04-16
- **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? Yes, C.23 Categorized at Level 3? No

### Security 51: FEDERAL RESERVE BANK OF NEW YORK

- **C.1 - Title:** Federal Reserve Bank NY, 0.0000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0001390777, C.5 - Other ID: FRB121401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.9700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: FMS WERTMANAGEMENT

- **C.1 - Title:** FMS Wertmanagement, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 34411GSL1, C.3 - LEI: HZFDOR6TCRSIQLKQTX32, CIK: 0001556421
- **C.18 - Value (incl. sponsor support):** $144979860.95
- **C.18.a - Value (excl. sponsor support):** $144979860.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-20
- **C.12 - Maturity Date (WAL):** 2021-05-20
- **C.13 - Final Legal Maturity Date:** 2021-05-20
- **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: FMS WERTMANAGEMENT

- **C.1 - Title:** FMS Wertmanagement, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 34411GSM9, C.3 - LEI: HZFDOR6TCRSIQLKQTX32, CIK: 0001556421
- **C.18 - Value (incl. sponsor support):** $62740932.63
- **C.18.a - Value (excl. sponsor support):** $62740932.63
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-21
- **C.12 - Maturity Date (WAL):** 2021-05-21
- **C.13 - Final Legal Maturity Date:** 2021-05-21
- **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: FMS WERTMANAGEMENT

- **C.1 - Title:** FMS Wertmanagement, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 34411GSD9, C.3 - LEI: HZFDOR6TCRSIQLKQTX32, CIK: 0001556421
- **C.18 - Value (incl. sponsor support):** $49994684.50
- **C.18.a - Value (excl. sponsor support):** $49994684.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-05-13
- **C.12 - Maturity Date (WAL):** 2021-05-13
- **C.13 - Final Legal Maturity Date:** 2021-05-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 55: FMS WERTMANAGEMENT

- **C.1 - Title:** FMS Wertmanagement, 0.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 34411GTJ5, C.3 - LEI: HZFDOR6TCRSIQLKQTX32, CIK: 0001556421
- **C.18 - Value (incl. sponsor support):** $49984748.50
- **C.18.a - Value (excl. sponsor support):** $49984748.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-06-18
- **C.12 - Maturity Date (WAL):** 2021-06-18
- **C.13 - Final Legal Maturity Date:** 2021-06-18
- **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 56: FMS WERTMANAGEMENT

- **C.1 - Title:** FMS Wertmanagement, 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 34411GRS7, C.3 - LEI: HZFDOR6TCRSIQLKQTX32, CIK: 0001556421
- **C.18 - Value (incl. sponsor support):** $37147987.58
- **C.18.a - Value (excl. sponsor support):** $37147987.58
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-04-26
- **C.12 - Maturity Date (WAL):** 2021-04-26
- **C.13 - Final Legal Maturity Date:** 2021-04-26
- **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:** Federal Republic of Germany

- **Amount Provided:** 1.0000

### Security 57: GOLDMAN SACHS & CO. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC, 0.0050%
- **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: GOL221401
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: HSBC SECURITIES (USA), INC.

- **C.1 - Title:** HSBC Securities (USA), Inc., 0.0050%
- **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: HSB121401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881LS30, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $99993675.00
- **C.18.a - Value (excl. sponsor support):** $99993675.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-05-03
- **C.12 - Maturity Date (WAL):** 2021-05-03
- **C.13 - Final Legal Maturity Date:** 2021-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 60: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, 0.0050%
- **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: JPM221401
- **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:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: KINGDOM OF DENMARK

- **C.1 - Title:** Kingdom of Denmark, 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24850CST2, C.3 - LEI: 549300PTO6LS1PTM6607
- **C.18 - Value (incl. sponsor support):** $19997815.00
- **C.18.a - Value (excl. sponsor support):** $19997815.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-05-27
- **C.12 - Maturity Date (WAL):** 2021-05-27
- **C.13 - Final Legal Maturity Date:** 2021-05-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: KINGDOM OF DENMARK

- **C.1 - Title:** Kingdom of Denmark, 0.0500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24850CTP9, C.3 - LEI: 549300PTO6LS1PTM6607
- **C.18 - Value (incl. sponsor support):** $29996220.00
- **C.18.a - Value (excl. sponsor support):** $29996220.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-06-23
- **C.12 - Maturity Date (WAL):** 2021-06-23
- **C.13 - Final Legal Maturity Date:** 2021-06-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TSC4, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $49994283.50
- **C.18.a - Value (excl. sponsor support):** $49994283.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-12
- **C.12 - Maturity Date (WAL):** 2021-05-12
- **C.13 - Final Legal Maturity Date:** 2021-05-12
- **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 64: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TS75, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $39676125.64
- **C.18.a - Value (excl. sponsor support):** $39676125.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-07
- **C.12 - Maturity Date (WAL):** 2021-05-07
- **C.13 - Final Legal Maturity Date:** 2021-05-07
- **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 65: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GTH0, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $74974325.25
- **C.18.a - Value (excl. sponsor support):** $74974325.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-06-17
- **C.12 - Maturity Date (WAL):** 2021-06-17
- **C.13 - Final Legal Maturity Date:** 2021-06-17
- **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 66: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.0900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GRG4, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $74997066.75
- **C.18.a - Value (excl. sponsor support):** $74997066.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-04-16
- **C.12 - Maturity Date (WAL):** 2021-04-16
- **C.13 - Final Legal Maturity Date:** 2021-04-16
- **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 67: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.1500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GT98, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $74978124.75
- **C.18.a - Value (excl. sponsor support):** $74978124.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-06-09
- **C.12 - Maturity Date (WAL):** 2021-06-09
- **C.13 - Final Legal Maturity Date:** 2021-06-09
- **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 68: MERCK & CO INC.

- **C.1 - Title:** Merck & Co., Inc., 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 58934ASD9, C.3 - LEI: 4YV9Y5M8S0BRK1RP0397, CIK: 0001220372
- **C.18 - Value (incl. sponsor support):** $74994087.75
- **C.18.a - Value (excl. sponsor support):** $74994087.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-05-13
- **C.12 - Maturity Date (WAL):** 2021-05-13
- **C.13 - Final Legal Maturity Date:** 2021-05-13
- **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 69: MIZUHO BANK, LTD.

- **C.1 - Title:** Mizuho Bank, Ltd., 0.0900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689FRP5, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, CIK: 0001512734
- **C.18 - Value (incl. sponsor support):** $39997597.60
- **C.18.a - Value (excl. sponsor support):** $39997597.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-04-23
- **C.12 - Maturity Date (WAL):** 2021-04-23
- **C.13 - Final Legal Maturity Date:** 2021-04-23
- **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 70: MIZUHO BANK, LTD.

- **C.1 - Title:** Mizuho Bank, Ltd., 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689FSQ2, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, CIK: 0001512734
- **C.18 - Value (incl. sponsor support):** $95235712.50
- **C.18.a - Value (excl. sponsor support):** $95235712.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-24
- **C.12 - Maturity Date (WAL):** 2021-05-24
- **C.13 - Final Legal Maturity Date:** 2021-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: MIZUHO BANK, LTD.

- **C.1 - Title:** Mizuho Bank, Ltd., 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689FSH2, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, CIK: 0001512734
- **C.18 - Value (incl. sponsor support):** $49993472.00
- **C.18.a - Value (excl. sponsor support):** $49993472.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-17
- **C.12 - Maturity Date (WAL):** 2021-05-17
- **C.13 - Final Legal Maturity Date:** 2021-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, 0.0050%
- **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: MIZ221401
- **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:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.3302%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GNJ0, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $75023763.75
- **C.18.a - Value (excl. sponsor support):** $75023763.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2021-04-26
- **C.12 - Maturity Date (WAL):** 2021-05-26
- **C.13 - Final Legal Maturity Date:** 2021-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.2835%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GNN1, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $100030093.00
- **C.18.a - Value (excl. sponsor support):** $100030093.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2021-04-07
- **C.12 - Maturity Date (WAL):** 2021-06-07
- **C.13 - Final Legal Maturity Date:** 2021-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.3291%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GNM3, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $50016360.50
- **C.18.a - Value (excl. sponsor support):** $50016360.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2021-04-29
- **C.12 - Maturity Date (WAL):** 2021-05-28
- **C.13 - Final Legal Maturity Date:** 2021-05-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps N.V., 0.1100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975URT1, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $13998855.50
- **C.18.a - Value (excl. sponsor support):** $13998855.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-04-27
- **C.12 - Maturity Date (WAL):** 2021-04-27
- **C.13 - Final Legal Maturity Date:** 2021-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps N.V., 0.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975US45, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $44195199.44
- **C.18.a - Value (excl. sponsor support):** $44195199.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-05-04
- **C.12 - Maturity Date (WAL):** 2021-05-04
- **C.13 - Final Legal Maturity Date:** 2021-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps N.V., 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UR87, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $99998178.00
- **C.18.a - Value (excl. sponsor support):** $99998178.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-04-08
- **C.12 - Maturity Date (WAL):** 2021-04-08
- **C.13 - Final Legal Maturity Date:** 2021-04-08
- **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? Yes, C.23 Categorized at Level 3? No

### Security 79: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps N.V., 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975URC8, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $49998466.50
- **C.18.a - Value (excl. sponsor support):** $49998466.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-04-12
- **C.12 - Maturity Date (WAL):** 2021-04-12
- **C.13 - Final Legal Maturity Date:** 2021-04-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps N.V., 0.1100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975URM6, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $79994960.00
- **C.18.a - Value (excl. sponsor support):** $79994960.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-04-21
- **C.12 - Maturity Date (WAL):** 2021-04-21
- **C.13 - Final Legal Maturity Date:** 2021-04-21
- **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 81: NESTLE FINANCE INTERNATIONAL, LTD.

- **C.1 - Title:** Nestle Finance International, Ltd., 0.0400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106GRD7, C.3 - LEI: KY37LUS27QQX7BB93L28, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $14899773.97
- **C.18.a - Value (excl. sponsor support):** $14899773.97
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2021-04-13
- **C.12 - Maturity Date (WAL):** 2021-04-13
- **C.13 - Final Legal Maturity Date:** 2021-04-13
- **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 82: NESTLE FINANCE INTERNATIONAL, LTD.

- **C.1 - Title:** Nestle Finance International, Ltd., 0.0200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106GR62, C.3 - LEI: KY37LUS27QQX7BB93L28, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $59149812.49
- **C.18.a - Value (excl. sponsor support):** $59149812.49
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **C.11 - Maturity Date (WAM):** 2021-04-06
- **C.12 - Maturity Date (WAL):** 2021-04-06
- **C.13 - Final Legal Maturity Date:** 2021-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106GRW5, C.3 - LEI: KY37LUS27QQX7BB93L28, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $24998541.75
- **C.18.a - Value (excl. sponsor support):** $24998541.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-04-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.2095%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558TM51, C.4 - ISIN: US65558TM517, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001141330
- **C.18 - Value (incl. sponsor support):** $100022485.00
- **C.18.a - Value (excl. sponsor support):** $100022485.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-06-16
- **C.12 - Maturity Date (WAL):** 2021-09-16
- **C.13 - Final Legal Maturity Date:** 2021-09-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558JSH1, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $39994986.80
- **C.18.a - Value (excl. sponsor support):** $39994986.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-17
- **C.12 - Maturity Date (WAL):** 2021-05-17
- **C.13 - Final Legal Maturity Date:** 2021-05-17
- **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 86: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 0.1800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4RK0, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $14998551.30
- **C.18.a - Value (excl. sponsor support):** $14998551.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-04-19
- **C.12 - Maturity Date (WAL):** 2021-04-19
- **C.13 - Final Legal Maturity Date:** 2021-04-19
- **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 87: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LSJ9, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $22496879.93
- **C.18.a - Value (excl. sponsor support):** $22496879.93
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-18
- **C.12 - Maturity Date (WAL):** 2021-05-18
- **C.13 - Final Legal Maturity Date:** 2021-05-18
- **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:** State of North Rhine-Westphalia Germany

- **Amount Provided:** 1.0000

### Security 88: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LRV3, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $34997518.85
- **C.18.a - Value (excl. sponsor support):** $34997518.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-04-29
- **C.12 - Maturity Date (WAL):** 2021-04-29
- **C.13 - Final Legal Maturity Date:** 2021-04-29
- **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 89: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LRF8, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $46498643.60
- **C.18.a - Value (excl. sponsor support):** $46498643.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-04-15
- **C.12 - Maturity Date (WAL):** 2021-04-15
- **C.13 - Final Legal Maturity Date:** 2021-04-15
- **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 90: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LRD3, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $76498149.47
- **C.18.a - Value (excl. sponsor support):** $76498149.47
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-04-13
- **C.12 - Maturity Date (WAL):** 2021-04-13
- **C.13 - Final Legal Maturity Date:** 2021-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 91: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LRT8, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $12049249.89
- **C.18.a - Value (excl. sponsor support):** $12049249.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-04-27
- **C.12 - Maturity Date (WAL):** 2021-04-27
- **C.13 - Final Legal Maturity Date:** 2021-04-27
- **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:** State of North Rhine-Westphalia Germany

- **Amount Provided:** 1.0000

### Security 92: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LS42, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $33047097.22
- **C.18.a - Value (excl. sponsor support):** $33047097.22
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-05-04
- **C.12 - Maturity Date (WAL):** 2021-05-04
- **C.13 - Final Legal Maturity Date:** 2021-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 93: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LSH3, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $139981174.20
- **C.18.a - Value (excl. sponsor support):** $139981174.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-17
- **C.12 - Maturity Date (WAL):** 2021-05-17
- **C.13 - Final Legal Maturity Date:** 2021-05-17
- **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 94: OESTERREICHISCHE KONTROLLBANK AKTIENGESE

- **C.1 - Title:** Oesterreich Kontrollbank AG, 0.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616RRF4, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $88997775.00
- **C.18.a - Value (excl. sponsor support):** $88997775.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-04-15
- **C.12 - Maturity Date (WAL):** 2021-04-15
- **C.13 - Final Legal Maturity Date:** 2021-04-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** Republic of Austria

- **Amount Provided:** 1.0000

### Security 95: OESTERREICHISCHE KONTROLLBANK AKTIENGESE

- **C.1 - Title:** Oesterreich Kontrollbank AG, 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616RSU0, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $69980866.31
- **C.18.a - Value (excl. sponsor support):** $69980866.31
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-05-28
- **C.12 - Maturity Date (WAL):** 2021-05-28
- **C.13 - Final Legal Maturity Date:** 2021-05-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** Republic of Austria

- **Amount Provided:** 1.0000

### Security 96: PROVINCE OF ALBERTA CANADA

- **C.1 - Title:** Province of Alberta Canada, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306MT34, C.3 - LEI: LQPXMHHNJKIPJYE53543, CIK: 0000810961
- **C.18 - Value (incl. sponsor support):** $74986533.00
- **C.18.a - Value (excl. sponsor support):** $74986533.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-06-03
- **C.12 - Maturity Date (WAL):** 2021-06-03
- **C.13 - Final Legal Maturity Date:** 2021-06-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: PROVINCE OF BRITISH COLUMBIA

- **C.1 - Title:** Province of British Columbia, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11070JT26, C.3 - LEI: 54930058TO7MEKUHWL16, CIK: 0000014306
- **C.18 - Value (incl. sponsor support):** $45292785.98
- **C.18.a - Value (excl. sponsor support):** $45292785.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-06-02
- **C.12 - Maturity Date (WAL):** 2021-06-02
- **C.13 - Final Legal Maturity Date:** 2021-06-02
- **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 98: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC Dominion Securities Inc., 0.0050%
- **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: RBC121401
- **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:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: ROCHE HOLDING AG

- **C.1 - Title:** Roche Holdings, Inc., 0.0500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LRF8, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $49998958.50
- **C.18.a - Value (excl. sponsor support):** $49998958.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-04-15
- **C.12 - Maturity Date (WAL):** 2021-04-15
- **C.13 - Final Legal Maturity Date:** 2021-04-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: ROCHE HOLDING AG

- **C.1 - Title:** Roche Holdings, Inc., 0.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LT41, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $29996587.50
- **C.18.a - Value (excl. sponsor support):** $29996587.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-06-04
- **C.12 - Maturity Date (WAL):** 2021-06-04
- **C.13 - Final Legal Maturity Date:** 2021-06-04
- **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 101: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.2425%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M3J7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $49999999.50
- **C.18.a - Value (excl. sponsor support):** $49999999.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2021-06-25
- **C.12 - Maturity Date (WAL):** 2022-03-25
- **C.13 - Final Legal Maturity Date:** 2022-03-25
- **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 102: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.3095%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UWN1, C.4 - ISIN: US78012UWN17, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100025984.00
- **C.18.a - Value (excl. sponsor support):** $100025984.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2021-06-16
- **C.12 - Maturity Date (WAL):** 2021-06-16
- **C.13 - Final Legal Maturity Date:** 2021-06-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.2925%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UWG6, C.4 - ISIN: US78012UWG65, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100023819.00
- **C.18.a - Value (excl. sponsor support):** $100023819.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.2900%
- **C.11 - Maturity Date (WAM):** 2021-06-10
- **C.12 - Maturity Date (WAL):** 2021-06-10
- **C.13 - Final Legal Maturity Date:** 2021-06-10
- **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 104: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TTG6, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $31990896.96
- **C.18.a - Value (excl. sponsor support):** $31990896.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-06-16
- **C.12 - Maturity Date (WAL):** 2021-06-16
- **C.13 - Final Legal Maturity Date:** 2021-06-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TTH4, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $43487370.65
- **C.18.a - Value (excl. sponsor support):** $43487370.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-06-17
- **C.12 - Maturity Date (WAL):** 2021-06-17
- **C.13 - Final Legal Maturity Date:** 2021-06-17
- **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 106: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TSJ1, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $24996733.25
- **C.18.a - Value (excl. sponsor support):** $24996733.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-18
- **C.12 - Maturity Date (WAL):** 2021-05-18
- **C.13 - Final Legal Maturity Date:** 2021-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TT84, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $74982462.75
- **C.18.a - Value (excl. sponsor support):** $74982462.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-06-08
- **C.12 - Maturity Date (WAL):** 2021-06-08
- **C.13 - Final Legal Maturity Date:** 2021-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.0900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TS69, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $34996990.00
- **C.18.a - Value (excl. sponsor support):** $34996990.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-05-06
- **C.12 - Maturity Date (WAL):** 2021-05-06
- **C.13 - Final Legal Maturity Date:** 2021-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TTB7, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $49987400.00
- **C.18.a - Value (excl. sponsor support):** $49987400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-06-11
- **C.12 - Maturity Date (WAL):** 2021-06-11
- **C.13 - Final Legal Maturity Date:** 2021-06-11
- **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 110: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.0800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TRT0, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $99994000.00
- **C.18.a - Value (excl. sponsor support):** $99994000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-04-27
- **C.12 - Maturity Date (WAL):** 2021-04-27
- **C.13 - Final Legal Maturity Date:** 2021-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 0.1400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KTM6, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $39987062.40
- **C.18.a - Value (excl. sponsor support):** $39987062.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-06-21
- **C.12 - Maturity Date (WAL):** 2021-06-21
- **C.13 - Final Legal Maturity Date:** 2021-06-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 0.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KSJ4, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $74989200.00
- **C.18.a - Value (excl. sponsor support):** $74989200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-05-18
- **C.12 - Maturity Date (WAL):** 2021-05-18
- **C.13 - Final Legal Maturity Date:** 2021-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 0.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KT87, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $74981456.25
- **C.18.a - Value (excl. sponsor support):** $74981456.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-06-08
- **C.12 - Maturity Date (WAL):** 2021-06-08
- **C.13 - Final Legal Maturity Date:** 2021-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 0.0700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KRD8, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $34999153.35
- **C.18.a - Value (excl. sponsor support):** $34999153.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-04-13
- **C.12 - Maturity Date (WAL):** 2021-04-13
- **C.13 - Final Legal Maturity Date:** 2021-04-13
- **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 115: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.2939%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LAZ3, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $100025624.00
- **C.18.a - Value (excl. sponsor support):** $100025624.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.2900%
- **C.11 - Maturity Date (WAM):** 2021-06-15
- **C.12 - Maturity Date (WAL):** 2021-06-15
- **C.13 - Final Legal Maturity Date:** 2021-06-15
- **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 116: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.2985%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LBK5, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $50014116.00
- **C.18.a - Value (excl. sponsor support):** $50014116.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2021-04-28
- **C.12 - Maturity Date (WAL):** 2021-07-28
- **C.13 - Final Legal Maturity Date:** 2021-07-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.0700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RRD0, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $74998158.00
- **C.18.a - Value (excl. sponsor support):** $74998158.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-04-13
- **C.12 - Maturity Date (WAL):** 2021-04-13
- **C.13 - Final Legal Maturity Date:** 2021-04-13
- **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 118: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.0600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RRU2, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $49997628.00
- **C.18.a - Value (excl. sponsor support):** $49997628.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-04-28
- **C.12 - Maturity Date (WAL):** 2021-04-28
- **C.13 - Final Legal Maturity Date:** 2021-04-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.0700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RSA5, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $11134133.92
- **C.18.a - Value (excl. sponsor support):** $11134133.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-05-10
- **C.12 - Maturity Date (WAL):** 2021-05-10
- **C.13 - Final Legal Maturity Date:** 2021-05-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RTU0, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $39987243.20
- **C.18.a - Value (excl. sponsor support):** $39987243.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-06-28
- **C.12 - Maturity Date (WAL):** 2021-06-28
- **C.13 - Final Legal Maturity Date:** 2021-06-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.0900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RSS6, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $74989966.50
- **C.18.a - Value (excl. sponsor support):** $74989966.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-05-26
- **C.12 - Maturity Date (WAL):** 2021-05-26
- **C.13 - Final Legal Maturity Date:** 2021-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RTE6, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $44989687.35
- **C.18.a - Value (excl. sponsor support):** $44989687.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-06-14
- **C.12 - Maturity Date (WAL):** 2021-06-14
- **C.13 - Final Legal Maturity Date:** 2021-06-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RTB2, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $26294424.40
- **C.18.a - Value (excl. sponsor support):** $26294424.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-06-11
- **C.12 - Maturity Date (WAL):** 2021-06-11
- **C.13 - Final Legal Maturity Date:** 2021-06-11
- **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 124: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RTN6, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $32290989.27
- **C.18.a - Value (excl. sponsor support):** $32290989.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-06-22
- **C.12 - Maturity Date (WAL):** 2021-06-22
- **C.13 - Final Legal Maturity Date:** 2021-06-22
- **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 125: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.0600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RRT5, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $19999085.00
- **C.18.a - Value (excl. sponsor support):** $19999085.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-04-27
- **C.12 - Maturity Date (WAL):** 2021-04-27
- **C.13 - Final Legal Maturity Date:** 2021-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC, 0.0050%
- **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: TOR221401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119ATE8, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $74982031.50
- **C.18.a - Value (excl. sponsor support):** $74982031.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-06-14
- **C.12 - Maturity Date (WAL):** 2021-06-14
- **C.13 - Final Legal Maturity Date:** 2021-06-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119ATG3, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $74981391.75
- **C.18.a - Value (excl. sponsor support):** $74981391.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-06-16
- **C.12 - Maturity Date (WAL):** 2021-06-16
- **C.13 - Final Legal Maturity Date:** 2021-06-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.2014%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114NZG3, C.4 - ISIN: US89114NZG32, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $74993442.75
- **C.18.a - Value (excl. sponsor support):** $74993442.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-05-18
- **C.12 - Maturity Date (WAL):** 2022-02-18
- **C.13 - Final Legal Maturity Date:** 2022-02-18
- **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 130: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.2925%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DS34, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $50011729.00
- **C.18.a - Value (excl. sponsor support):** $50011729.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.2900%
- **C.11 - Maturity Date (WAM):** 2021-06-10
- **C.12 - Maturity Date (WAL):** 2021-06-10
- **C.13 - Final Legal Maturity Date:** 2021-06-10
- **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 131: TOTAL S.A.

- **C.1 - Title:** Total Capital S.A., 0.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PSH6, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $49992101.50
- **C.18.a - Value (excl. sponsor support):** $49992101.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-05-17
- **C.12 - Maturity Date (WAL):** 2021-05-17
- **C.13 - Final Legal Maturity Date:** 2021-05-17
- **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 132: TOTAL S.A.

- **C.1 - Title:** Total Capital S.A., 0.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PT85, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $20959655.60
- **C.18.a - Value (excl. sponsor support):** $20959655.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-06-08
- **C.12 - Maturity Date (WAL):** 2021-06-08
- **C.13 - Final Legal Maturity Date:** 2021-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: TOTAL S.A.

- **C.1 - Title:** Total Capital S.A., 0.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PTG7, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $46521463.43
- **C.18.a - Value (excl. sponsor support):** $46521463.43
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-06-16
- **C.12 - Maturity Date (WAL):** 2021-06-16
- **C.13 - Final Legal Maturity Date:** 2021-06-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: TOTAL S.A.

- **C.1 - Title:** Total Capital S.A., 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PR79, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $74998833.00
- **C.18.a - Value (excl. sponsor support):** $74998833.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-04-07
- **C.12 - Maturity Date (WAL):** 2021-04-07
- **C.13 - Final Legal Maturity Date:** 2021-04-07
- **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 135: TOTAL S.A.

- **C.1 - Title:** Total Capital S.A., 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PRU8, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $36639805.51
- **C.18.a - Value (excl. sponsor support):** $36639805.51
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-04-28
- **C.12 - Maturity Date (WAL):** 2021-04-28
- **C.13 - Final Legal Maturity Date:** 2021-04-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: TOTAL S.A.

- **C.1 - Title:** Total Capital S.A., 0.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PSR4, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $49990298.50
- **C.18.a - Value (excl. sponsor support):** $49990298.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-05-25
- **C.12 - Maturity Date (WAL):** 2021-05-25
- **C.13 - Final Legal Maturity Date:** 2021-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GSQ0, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $49990100.00
- **C.18.a - Value (excl. sponsor support):** $49990100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-05-24
- **C.12 - Maturity Date (WAL):** 2021-05-24
- **C.13 - Final Legal Maturity Date:** 2021-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GSA5, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $49993333.50
- **C.18.a - Value (excl. sponsor support):** $49993333.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-05-10
- **C.12 - Maturity Date (WAL):** 2021-05-10
- **C.13 - Final Legal Maturity Date:** 2021-05-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796D71, C.4 - ISIN: US912796D712, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149999844.00
- **C.18.a - Value (excl. sponsor support):** $149999844.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2021-04-06
- **C.12 - Maturity Date (WAL):** 2021-04-06
- **C.13 - Final Legal Maturity Date:** 2021-04-06
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127964Z9, C.4 - ISIN: US9127964Z94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149998833.00
- **C.18.a - Value (excl. sponsor support):** $149998833.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2021-04-29
- **C.12 - Maturity Date (WAL):** 2021-04-29
- **C.13 - Final Legal Maturity Date:** 2021-04-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.0750%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAA9, C.4 - ISIN: US91282CAA99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150061449.00
- **C.18.a - Value (excl. sponsor support):** $150061449.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-04-07
- **C.12 - Maturity Date (WAL):** 2022-07-31
- **C.13 - Final Legal Maturity Date:** 2022-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.0750%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAS0, C.4 - ISIN: US91282CAS08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $450238513.50
- **C.18.a - Value (excl. sponsor support):** $450238513.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.5800%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2022-10-31
- **C.13 - Final Legal Maturity Date:** 2022-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.2400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287G9, C.4 - ISIN: US9128287G95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $375272231.25
- **C.18.a - Value (excl. sponsor support):** $375272231.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-07-31
- **C.13 - Final Legal Maturity Date:** 2021-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.3200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YN4, C.4 - ISIN: US912828YN43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $350399437.50
- **C.18.a - Value (excl. sponsor support):** $350399437.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-10-31
- **C.13 - Final Legal Maturity Date:** 2021-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.2797%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4L82, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $50008827.50
- **C.18.a - Value (excl. sponsor support):** $50008827.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2021-05-28
- **C.12 - Maturity Date (WAL):** 2021-05-28
- **C.13 - Final Legal Maturity Date:** 2021-05-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.2109%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4N80, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $24995810.00
- **C.18.a - Value (excl. sponsor support):** $24995810.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-05-07
- **C.12 - Maturity Date (WAL):** 2022-02-07
- **C.13 - Final Legal Maturity Date:** 2022-02-07
- **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? No, C.23 Categorized at Level 3? No

### Security 147: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.2734%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4L90, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $50009160.50
- **C.18.a - Value (excl. sponsor support):** $50009160.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.2700%
- **C.11 - Maturity Date (WAM):** 2021-06-04
- **C.12 - Maturity Date (WAL):** 2021-06-04
- **C.13 - Final Legal Maturity Date:** 2021-06-04
- **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

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-02-24

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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