# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000066
**Filing Date:** 2023-2
**Character Count:** 105432
**Document Hash:** f496934a4631f51eba7d703d6a2939b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000066.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001004726-23-000066

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20210129

**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:** 23666607

**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):** 2021-01-29

**EDGAR Series Identifier:** S000028293

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

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

**Is Fund Liquidating?:** —

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **A.11 - WAM:** 25 days

- **A.12 - WAL:** 92 days

- **Total Value of Portfolio Securities:** $9364843557.01

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

- **Cash:** $448088992.88

- **Total Other Assets:** $1644986.75

- **Total Liabilities:** $2076376.47

- **Net Assets of Series:** $9812501160.17

- **Number of Shares Outstanding (Series):** 848058702.11

- **7-Day Gross Yield:** 0.1600%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $5349827140.09             |  | 50.1800%                   |
| Friday, Week 2 |  | $5281102842.50             |  | 51.0000%                   |
| Friday, Week 3 |  | $5508535310.96             |  | 52.9300%                   |
| Friday, Week 4 |  | $5335778913.68             |  | 51.0200%                   |
| Friday, Week 5 |  | $4821929980.01             |  | 49.1300%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $9812501160.17

- **B.4 - Shares Outstanding:** 848058702.11

- **B.7.7 - 7-Day Net Yield:** 0.1000%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $795156124.47             | $1115126987.44          |
| Week 2   | $1383218200.98            | $1688544360.11          |
| Week 3   | $1082849228.90            | $1031175411.63          |
| Week 4   | $1118005273.94            | $1103521428.11          |
| Week 5   | $1272452754.79            | $1880639287.47          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $4856525458.61

- **Gross Redemptions for month:** $5703880487.32

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.1665%
- **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):** $49998928.50
- **C.18.a - Value (excl. sponsor support):** $49998928.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-02-15
- **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 2: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.2487%
- **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):** $74999997.00
- **C.18.a - Value (excl. sponsor support):** $74999997.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2021-03-17
- **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 3: ANZ BANKING GROUP, LTD.

- **C.1 - Title:** ANZ Banking Group, Ltd., 0.2392%
- **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):** $129975970.80
- **C.18.a - Value (excl. sponsor support):** $129975970.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2021-03-16
- **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., 0.1400%
- **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):** $49983446.00
- **C.18.a - Value (excl. sponsor support):** $49983446.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **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 5: ARCHER DANIELS MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948GPH0, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $36898188.95
- **C.18.a - Value (excl. sponsor support):** $36898188.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-02-17
- **C.12 - Maturity Date (WAL):** 2021-02-17
- **C.13 - Final Legal Maturity Date:** 2021-02-17
- **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 6: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.3154%
- **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):** $50017864.00
- **C.18.a - Value (excl. sponsor support):** $50017864.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **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 7: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.3581%
- **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):** $50027204.00
- **C.18.a - Value (excl. sponsor support):** $50027204.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-03-24
- **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 8: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.2373%
- **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):** $50011405.50
- **C.18.a - Value (excl. sponsor support):** $50011405.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2021-02-14
- **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 9: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.3306%
- **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):** $50022916.00
- **C.18.a - Value (excl. sponsor support):** $50022916.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2021-03-11
- **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 10: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.2823%
- **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):** $100030976.00
- **C.18.a - Value (excl. sponsor support):** $100030976.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2021-02-06
- **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 11: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.2747%
- **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):** $50011362.00
- **C.18.a - Value (excl. sponsor support):** $50011362.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.2700%
- **C.11 - Maturity Date (WAM):** 2021-02-05
- **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 12: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.2000%
- **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):** $114971823.85
- **C.18.a - Value (excl. sponsor support):** $114971823.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-01-30
- **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 13: 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):** $49992464.00
- **C.18.a - Value (excl. sponsor support):** $49992464.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 14: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.2506%
- **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):** $100010711.00
- **C.18.a - Value (excl. sponsor support):** $100010711.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2021-02-16
- **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 15: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Bank PLC, 0.0400%
- **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: BCG221201
- **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:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2021-02-01
- **C.12 - Maturity Date (WAL):** 2021-02-01
- **C.13 - Final Legal Maturity Date:** 2021-02-01
- **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 16: BOFA SECURITIES, INC.

- **C.1 - Title:** BofA Securities, Inc., 0.0400%
- **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: BAC121201
- **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:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2021-02-01
- **C.12 - Maturity Date (WAL):** 2021-02-01
- **C.13 - Final Legal Maturity Date:** 2021-02-01
- **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: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.1600%
- **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):** $90468030.88
- **C.18.a - Value (excl. sponsor support):** $90468030.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **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 18: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.1600%
- **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):** $16094135.09
- **C.18.a - Value (excl. sponsor support):** $16094135.09
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **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 19: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.1600%
- **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):** $74976104.25
- **C.18.a - Value (excl. sponsor support):** $74976104.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **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 20: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 0.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800APP3, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $49995868.00
- **C.18.a - Value (excl. sponsor support):** $49995868.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-02-23
- **C.12 - Maturity Date (WAL):** 2021-02-23
- **C.13 - Final Legal Maturity Date:** 2021-02-23
- **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 21: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.1100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20271EUJ6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0000008565
- **C.18 - Value (incl. sponsor support):** $34998967.50
- **C.18.a - Value (excl. sponsor support):** $34998967.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-03-29
- **C.12 - Maturity Date (WAL):** 2021-03-29
- **C.13 - Final Legal Maturity Date:** 2021-03-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.2336%
- **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):** $100021427.00
- **C.18.a - Value (excl. sponsor support):** $100021427.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2021-02-13
- **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 23: DEERE & CO.

- **C.1 - Title:** John Deere Canada ULC, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24423HP88, C.3 - LEI: 54930034SQM5911PYS66, CIK: 0000315189
- **C.18 - Value (incl. sponsor support):** $24999354.25
- **C.18.a - Value (excl. sponsor support):** $24999354.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-02-08
- **C.12 - Maturity Date (WAL):** 2021-02-08
- **C.13 - Final Legal Maturity Date:** 2021-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: DEERE & CO.

- **C.1 - Title:** John Deere Canada ULC, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24423HP47, C.3 - LEI: 54930034SQM5911PYS66, CIK: 0000315189
- **C.18 - Value (incl. sponsor support):** $11099829.84
- **C.18.a - Value (excl. sponsor support):** $11099829.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-02-04
- **C.12 - Maturity Date (WAL):** 2021-02-04
- **C.13 - Final Legal Maturity Date:** 2021-02-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: DNB NORBANK ASA

- **C.1 - Title:** DNB Norbank ASA, 0.1200%
- **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):** $74981250.00
- **C.18.a - Value (excl. sponsor support):** $74981250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **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 26: DNB NORBANK ASA

- **C.1 - Title:** DNB Norbank ASA, 0.1300%
- **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):** $99970617.00
- **C.18.a - Value (excl. sponsor support):** $99970617.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **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 27: DNB NORBANK ASA

- **C.1 - Title:** DNB Norbank ASA, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0P30, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $49999326.50
- **C.18.a - Value (excl. sponsor support):** $49999326.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-02-03
- **C.12 - Maturity Date (WAL):** 2021-02-03
- **C.13 - Final Legal Maturity Date:** 2021-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: DNB NORBANK ASA

- **C.1 - Title:** DNB Norbank ASA, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0P48, C.3 - LEI: 5967007LIEEXZX78M803, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $34999422.50
- **C.18.a - Value (excl. sponsor support):** $34999422.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-02-04
- **C.12 - Maturity Date (WAL):** 2021-02-04
- **C.13 - Final Legal Maturity Date:** 2021-02-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 0.1300%
- **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):** $74979621.00
- **C.18.a - Value (excl. sponsor support):** $74979621.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **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 30: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 0.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CQF2, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $64990250.00
- **C.18.a - Value (excl. sponsor support):** $64990250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-03-15
- **C.12 - Maturity Date (WAL):** 2021-03-15
- **C.13 - Final Legal Maturity Date:** 2021-03-15
- **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 31: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 0.1400%
- **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):** $109965001.30
- **C.18.a - Value (excl. sponsor support):** $109965001.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **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 32: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 0.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CQ96, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $12498429.13
- **C.18.a - Value (excl. sponsor support):** $12498429.13
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-03-09
- **C.12 - Maturity Date (WAL):** 2021-03-09
- **C.13 - Final Legal Maturity Date:** 2021-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

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

- **C.1 - Title:** Federal Home Loan Bank, 0.0500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385DD5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21498686.14
- **C.18.a - Value (excl. sponsor support):** $21498686.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-03-17
- **C.12 - Maturity Date (WAL):** 2021-03-17
- **C.13 - Final Legal Maturity Date:** 2021-03-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.0300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385BZ8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24999555.50
- **C.18.a - Value (excl. sponsor support):** $24999555.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.0300%
- **C.11 - Maturity Date (WAM):** 2021-02-17
- **C.12 - Maturity Date (WAL):** 2021-02-17
- **C.13 - Final Legal Maturity Date:** 2021-02-17
- **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? Yes, C.23 Categorized at Level 3? No

### Security 35: FMS WERTMANAGEMENT

- **C.1 - Title:** FMS Wertmanagement, 0.1600%
- **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):** $37135904.55
- **C.18.a - Value (excl. sponsor support):** $37135904.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **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 36: GOLDMAN SACHS & CO. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC, 0.0500%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: FOR8UP27PHTHYVLBNG30, CIK: 0000886982, C.5 - Other ID: GOL121201
- **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:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-02-01
- **C.12 - Maturity Date (WAL):** 2021-02-01
- **C.13 - Final Legal Maturity Date:** 2021-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: HSBC SECURITIES (USA), INC.

- **C.1 - Title:** HSBC Securities (USA), Inc., 0.0400%
- **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: HSB121201
- **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:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2021-02-01
- **C.12 - Maturity Date (WAL):** 2021-02-01
- **C.13 - Final Legal Maturity Date:** 2021-02-01
- **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 38: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, 0.0500%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 8I5DZWZKVSZI1NUHU748, CIK: 0000019617, C.5 - Other ID: JPM321201
- **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:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-02-01
- **C.12 - Maturity Date (WAL):** 2021-02-01
- **C.13 - Final Legal Maturity Date:** 2021-02-01
- **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 39: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TPB9, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $34998887.70
- **C.18.a - Value (excl. sponsor support):** $34998887.70
- **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):** 2021-02-11
- **C.12 - Maturity Date (WAL):** 2021-02-11
- **C.13 - Final Legal Maturity Date:** 2021-02-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 40: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TQ28, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $144114497.38
- **C.18.a - Value (excl. sponsor support):** $144114497.38
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-03-02
- **C.12 - Maturity Date (WAL):** 2021-03-02
- **C.13 - Final Legal Maturity Date:** 2021-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 41: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GQ34, C.3 - LEI: DIZES5CFO5K3I5R58746
- **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:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-03-03
- **C.12 - Maturity Date (WAL):** 2021-03-03
- **C.13 - Final Legal Maturity Date:** 2021-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GQ26, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $99990844.00
- **C.18.a - Value (excl. sponsor support):** $99990844.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-03-02
- **C.12 - Maturity Date (WAL):** 2021-03-02
- **C.13 - Final Legal Maturity Date:** 2021-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GPK7, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $14999089.95
- **C.18.a - Value (excl. sponsor support):** $14999089.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-02-19
- **C.12 - Maturity Date (WAL):** 2021-02-19
- **C.13 - Final Legal Maturity Date:** 2021-02-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: MIZUHO BANK, LTD.

- **C.1 - Title:** Mizuho Bank, Ltd., 0.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689FPN2, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, CIK: 0001512734
- **C.18 - Value (incl. sponsor support):** $74994500.25
- **C.18.a - Value (excl. sponsor support):** $74994500.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-02-22
- **C.12 - Maturity Date (WAL):** 2021-02-22
- **C.13 - Final Legal Maturity Date:** 2021-02-22
- **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 45: MIZUHO BANK, LTD.

- **C.1 - Title:** Mizuho Bank, Ltd., 0.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689FP85, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, CIK: 0001512734
- **C.18 - Value (incl. sponsor support):** $64998013.60
- **C.18.a - Value (excl. sponsor support):** $64998013.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-02-08
- **C.12 - Maturity Date (WAL):** 2021-02-08
- **C.13 - Final Legal Maturity Date:** 2021-02-08
- **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 46: MIZUHO BANK, LTD.

- **C.1 - Title:** Mizuho Bank, Ltd., 0.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689FPP7, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, CIK: 0001512734
- **C.18 - Value (incl. sponsor support):** $49996180.50
- **C.18.a - Value (excl. sponsor support):** $49996180.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-02-23
- **C.12 - Maturity Date (WAL):** 2021-02-23
- **C.13 - Final Legal Maturity Date:** 2021-02-23
- **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 47: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, 0.0400%
- **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: MIZ221201
- **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:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2021-02-01
- **C.12 - Maturity Date (WAL):** 2021-02-01
- **C.13 - Final Legal Maturity Date:** 2021-02-01
- **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 48: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.3448%
- **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):** $75044288.25
- **C.18.a - Value (excl. sponsor support):** $75044288.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2021-02-26
- **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 49: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.3109%
- **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):** $100047029.00
- **C.18.a - Value (excl. sponsor support):** $100047029.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2021-02-07
- **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 50: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EPG9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $19414009.84
- **C.18.a - Value (excl. sponsor support):** $19414009.84
- **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):** 2021-02-16
- **C.12 - Maturity Date (WAL):** 2021-02-16
- **C.13 - Final Legal Maturity Date:** 2021-02-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: NATIONAL AUSTRALIA BANK, LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.3425%
- **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):** $50029709.50
- **C.18.a - Value (excl. sponsor support):** $50029709.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2021-02-28
- **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 52: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 0.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UR79, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $74980167.00
- **C.18.a - Value (excl. sponsor support):** $74980167.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **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? No, C.23 Categorized at Level 3? No

### Security 53: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UP89, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $33619028.72
- **C.18.a - Value (excl. sponsor support):** $33619028.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-02-08
- **C.12 - Maturity Date (WAL):** 2021-02-08
- **C.13 - Final Legal Maturity Date:** 2021-02-08
- **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 54: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps NV, 0.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975URC8, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $49985805.50
- **C.18.a - Value (excl. sponsor support):** $49985805.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **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 55: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.2392%
- **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):** $100018481.00
- **C.18.a - Value (excl. sponsor support):** $100018481.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2021-03-16
- **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 56: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.0900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558JQ18, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $99992164.00
- **C.18.a - Value (excl. sponsor support):** $99992164.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-03-01
- **C.13 - Final Legal Maturity Date:** 2021-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LQG7, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $74986487.25
- **C.18.a - Value (excl. sponsor support):** $74986487.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-03-16
- **C.12 - Maturity Date (WAL):** 2021-03-16
- **C.13 - Final Legal Maturity Date:** 2021-03-16
- **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 58: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LQ36, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $30844267.39
- **C.18.a - Value (excl. sponsor support):** $30844267.39
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-03-03
- **C.12 - Maturity Date (WAL):** 2021-03-03
- **C.13 - Final Legal Maturity Date:** 2021-03-03
- **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:** State of North Rhine-Westphalia Germany

- **Amount Provided:** 1.0000

### Security 59: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LQF9, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49991250.00
- **C.18.a - Value (excl. sponsor support):** $49991250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-03-15
- **C.12 - Maturity Date (WAL):** 2021-03-15
- **C.13 - Final Legal Maturity Date:** 2021-03-15
- **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 60: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LP37, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $24999687.50
- **C.18.a - Value (excl. sponsor support):** $24999687.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-02-03
- **C.12 - Maturity Date (WAL):** 2021-02-03
- **C.13 - Final Legal Maturity Date:** 2021-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 61: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.1600%
- **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):** $12045316.53
- **C.18.a - Value (excl. sponsor support):** $12045316.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **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 62: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.1500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LQS1, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $24994283.25
- **C.18.a - Value (excl. sponsor support):** $24994283.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-03-26
- **C.12 - Maturity Date (WAL):** 2021-03-26
- **C.13 - Final Legal Maturity Date:** 2021-03-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 63: OESTERREICHISCHE KONTROLLBANK AKTIENGESE

- **C.1 - Title:** Oesterreich Kontrollbank AG, 0.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616RPJ8, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $18029228.68
- **C.18.a - Value (excl. sponsor support):** $18029228.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-02-18
- **C.12 - Maturity Date (WAL):** 2021-02-18
- **C.13 - Final Legal Maturity Date:** 2021-02-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 64: PSP CAPITAL, INC.

- **C.1 - Title:** PSP Capital, Inc., 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AP16, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $69999591.90
- **C.18.a - Value (excl. sponsor support):** $69999591.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-02-01
- **C.12 - Maturity Date (WAL):** 2021-02-01
- **C.13 - Final Legal Maturity Date:** 2021-02-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 65: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC Dominion Securities Inc., 0.0400%
- **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: RBC221201
- **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:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2021-02-01
- **C.12 - Maturity Date (WAL):** 2021-02-01
- **C.13 - Final Legal Maturity Date:** 2021-02-01
- **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 66: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.3392%
- **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):** $100047634.00
- **C.18.a - Value (excl. sponsor support):** $100047634.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2021-03-16
- **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 67: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.3400%
- **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):** $100041971.00
- **C.18.a - Value (excl. sponsor support):** $100041971.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2021-03-10
- **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 68: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.2800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XGA9, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100021495.00
- **C.18.a - Value (excl. sponsor support):** $100021495.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2021-02-27
- **C.12 - Maturity Date (WAL):** 2021-03-25
- **C.13 - Final Legal Maturity Date:** 2021-03-25
- **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 69: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 0.1500%
- **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):** $99963822.00
- **C.18.a - Value (excl. sponsor support):** $99963822.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **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 70: 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: 83050TQ12, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $49995651.50
- **C.18.a - Value (excl. sponsor support):** $49995651.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-03-01
- **C.13 - Final Legal Maturity Date:** 2021-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: 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: 83050TPQ8, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $74994583.50
- **C.18.a - Value (excl. sponsor support):** $74994583.50
- **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):** 2021-02-24
- **C.12 - Maturity Date (WAL):** 2021-02-24
- **C.13 - Final Legal Maturity Date:** 2021-02-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KPG3, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $59997030.00
- **C.18.a - Value (excl. sponsor support):** $59997030.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-02-16
- **C.12 - Maturity Date (WAL):** 2021-02-16
- **C.13 - Final Legal Maturity Date:** 2021-02-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: 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: 86562KRD8, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $34990359.60
- **C.18.a - Value (excl. sponsor support):** $34990359.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **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 74: 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):** $50026719.00
- **C.18.a - Value (excl. sponsor support):** $50026719.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 75: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.3265%
- **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):** $100050913.00
- **C.18.a - Value (excl. sponsor support):** $100050913.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2021-03-15
- **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 76: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.2795%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LBA7, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $75014676.00
- **C.18.a - Value (excl. sponsor support):** $75014676.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2021-02-20
- **C.12 - Maturity Date (WAL):** 2021-03-19
- **C.13 - Final Legal Maturity Date:** 2021-03-19
- **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 77: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.1400%
- **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):** $49982818.00
- **C.18.a - Value (excl. sponsor support):** $49982818.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **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 78: SWEDBANK AB

- **C.1 - Title:** Swedbank AB, 0.1200%
- **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):** $74981654.25
- **C.18.a - Value (excl. sponsor support):** $74981654.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **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 79: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC, 0.0500%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263, C.5 - Other ID: TOR321201
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.8000%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-02-01
- **C.12 - Maturity Date (WAL):** 2021-02-01
- **C.13 - Final Legal Maturity Date:** 2021-02-01
- **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 80: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AQ84, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $74991054.00
- **C.18.a - Value (excl. sponsor support):** $74991054.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-03-08
- **C.12 - Maturity Date (WAL):** 2021-03-08
- **C.13 - Final Legal Maturity Date:** 2021-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.2701%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DRE1, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100000265.00
- **C.18.a - Value (excl. sponsor support):** $100000265.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.2700%
- **C.11 - Maturity Date (WAM):** 2021-02-03
- **C.12 - Maturity Date (WAL):** 2021-02-03
- **C.13 - Final Legal Maturity Date:** 2021-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.3400%
- **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):** $50019541.00
- **C.18.a - Value (excl. sponsor support):** $50019541.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2021-03-10
- **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 83: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119APJ1, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $99994389.00
- **C.18.a - Value (excl. sponsor support):** $99994389.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-02-18
- **C.12 - Maturity Date (WAL):** 2021-02-18
- **C.13 - Final Legal Maturity Date:** 2021-02-18
- **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 84: 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: 89153PR79, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $74979741.75
- **C.18.a - Value (excl. sponsor support):** $74979741.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **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? No, C.23 Categorized at Level 3? No

### Security 85: TOTAL S.A.

- **C.1 - Title:** Total Capital S.A., 0.1500%
- **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):** $36628412.05
- **C.18.a - Value (excl. sponsor support):** $36628412.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **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 86: TOTAL S.A.

- **C.1 - Title:** Total Capital S.A., 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PP48, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $74998800.00
- **C.18.a - Value (excl. sponsor support):** $74998800.00
- **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):** 2021-02-04
- **C.12 - Maturity Date (WAL):** 2021-02-04
- **C.13 - Final Legal Maturity Date:** 2021-02-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: TOTAL S.A.

- **C.1 - Title:** Total Capital S.A., 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PPH9, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $14296434.12
- **C.18.a - Value (excl. sponsor support):** $14296434.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2021-02-17
- **C.12 - Maturity Date (WAL):** 2021-02-17
- **C.13 - Final Legal Maturity Date:** 2021-02-17
- **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 88: 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: 89153PPJ5, C.3 - LEI: 529900S21EQ1BO4ESM68, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $20708114.07
- **C.18.a - Value (excl. sponsor support):** $20708114.07
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-02-18
- **C.12 - Maturity Date (WAL):** 2021-02-18
- **C.13 - Final Legal Maturity Date:** 2021-02-18
- **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 89: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GPG5, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $74996812.50
- **C.18.a - Value (excl. sponsor support):** $74996812.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-02-16
- **C.12 - Maturity Date (WAL):** 2021-02-16
- **C.13 - Final Legal Maturity Date:** 2021-02-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GPR1, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $49996625.00
- **C.18.a - Value (excl. sponsor support):** $49996625.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-02-25
- **C.12 - Maturity Date (WAL):** 2021-02-25
- **C.13 - Final Legal Maturity Date:** 2021-02-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.3800%
- **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):** $350731122.00
- **C.18.a - Value (excl. sponsor support):** $350731122.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2021-01-30
- **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 92: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.3000%
- **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):** $375370908.75
- **C.18.a - Value (excl. sponsor support):** $375370908.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.8300%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2021-01-30
- **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 93: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796B73, C.4 - ISIN: US912796B732, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84999150.00
- **C.18.a - Value (excl. sponsor support):** $84999150.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 0.0300%
- **C.11 - Maturity Date (WAM):** 2021-02-09
- **C.12 - Maturity Date (WAL):** 2021-02-09
- **C.13 - Final Legal Maturity Date:** 2021-02-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796C98, C.4 - ISIN: US912796C987, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149988541.50
- **C.18.a - Value (excl. sponsor support):** $149988541.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-03-23
- **C.12 - Maturity Date (WAL):** 2021-03-23
- **C.13 - Final Legal Maturity Date:** 2021-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127963W7, C.4 - ISIN: US9127963W72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149999515.50
- **C.18.a - Value (excl. sponsor support):** $149999515.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **C.11 - Maturity Date (WAM):** 2021-02-04
- **C.12 - Maturity Date (WAL):** 2021-02-04
- **C.13 - Final Legal Maturity Date:** 2021-02-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.2190%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286Q8, C.4 - ISIN: US9128286Q86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $225076891.50
- **C.18.a - Value (excl. sponsor support):** $225076891.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-01-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796B81, C.4 - ISIN: US912796B815, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99998229.00
- **C.18.a - Value (excl. sponsor support):** $99998229.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2021-02-16
- **C.12 - Maturity Date (WAL):** 2021-02-16
- **C.13 - Final Legal Maturity Date:** 2021-02-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796B99, C.4 - ISIN: US912796B997, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99997403.00
- **C.18.a - Value (excl. sponsor support):** $99997403.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2021-02-23
- **C.12 - Maturity Date (WAL):** 2021-02-23
- **C.13 - Final Legal Maturity Date:** 2021-02-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796C80, C.4 - ISIN: US912796C805, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99993431.00
- **C.18.a - Value (excl. sponsor support):** $99993431.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-03-16
- **C.12 - Maturity Date (WAL):** 2021-03-16
- **C.13 - Final Legal Maturity Date:** 2021-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.1350%
- **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):** $300094302.00
- **C.18.a - Value (excl. sponsor support):** $300094302.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-01-30
- **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 101: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127964N6, C.4 - ISIN: US9127964N64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49996328.00
- **C.18.a - Value (excl. sponsor support):** $49996328.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-03-18
- **C.12 - Maturity Date (WAL):** 2021-03-18
- **C.13 - Final Legal Maturity Date:** 2021-03-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.1500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C0RC5, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $59981263.20
- **C.18.a - Value (excl. sponsor support):** $59981263.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **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 103: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.3144%
- **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):** $50019322.50
- **C.18.a - Value (excl. sponsor support):** $50019322.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2021-02-28
- **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 104: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C0PA1, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $14999470.05
- **C.18.a - Value (excl. sponsor support):** $14999470.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-02-10
- **C.12 - Maturity Date (WAL):** 2021-02-10
- **C.13 - Final Legal Maturity Date:** 2021-02-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C0Q36, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $33145988.85
- **C.18.a - Value (excl. sponsor support):** $33145988.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-03-03
- **C.12 - Maturity Date (WAL):** 2021-03-03
- **C.13 - Final Legal Maturity Date:** 2021-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.1400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C0QA0, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $94985539.10
- **C.18.a - Value (excl. sponsor support):** $94985539.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-03-10
- **C.12 - Maturity Date (WAL):** 2021-03-10
- **C.13 - Final Legal Maturity Date:** 2021-03-10
- **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 107: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.3205%
- **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):** $50018322.00
- **C.18.a - Value (excl. sponsor support):** $50018322.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2021-03-04
- **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