# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000096
**Filing Date:** 2023-3
**Character Count:** 83444
**Document Hash:** 1fd84ff44196ccb5445ef05e7787e1ab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000096.hdr.sgml**: 20230303

**ACCESSION NUMBER**: 0001004726-23-000096

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20200430

**FILED AS OF DATE**: 20230303

**DATE AS OF CHANGE**: 20230303

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 23702670

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

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

**Live/Test Flag:** —

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

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2020-04-30

**EDGAR Series Identifier:** S000028293

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

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

**Is Fund Liquidating?:** —

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **A.11 - WAM:** 17 days

- **A.12 - WAL:** 77 days

- **Total Value of Portfolio Securities:** $9478475200.70

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

- **Cash:** $424631520.80

- **Total Other Assets:** $3563083.10

- **Total Liabilities:** $5135183.21

- **Net Assets of Series:** $9901534621.39

- **Number of Shares Outstanding (Series):** 855730608.58

- **7-Day Gross Yield:** 0.4200%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $5686582874.25             |  | 59.4500%                   |
| Friday, Week 2 |  | $6545324228.53             |  | 66.7000%                   |
| Friday, Week 3 |  | $6912990707.97             |  | 69.5400%                   |
| Friday, Week 4 |  | $6538621738.96             |  | 66.9600%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $9901534621.39

- **B.4 - Shares Outstanding:** 855730608.58

- **B.7.7 - 7-Day Net Yield:** 0.3700%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $626817199.71             | $1484482783.19          |
| Week 2   | $1023301986.61            | $775516375.18           |
| Week 3   | $1688094251.83            | $1561426604.53          |
| Week 4   | $1686825143.40            | $1865112739.56          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $5740232128.75

- **Gross Redemptions for month:** $6063868509.00

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SECURITIES LLC

- **C.1 - Title:** Bank of America Securities LLC, 0.0200%
- **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: BAC120501
- **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:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **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 2: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 1.7941%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RZW2, C.4 - ISIN: US06370RZW23, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $250002207.50
- **C.18.a - Value (excl. sponsor support):** $250002207.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2020-05-08
- **C.12 - Maturity Date (WAL):** 2020-05-08
- **C.13 - Final Legal Maturity Date:** 2020-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 0.8481%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370R2V0, C.4 - ISIN: US06370R2V07, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $49996434.50
- **C.18.a - Value (excl. sponsor support):** $49996434.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2020-06-11
- **C.12 - Maturity Date (WAL):** 2020-09-11
- **C.13 - Final Legal Maturity Date:** 2020-09-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 1.6514%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06367T7J3, C.4 - ISIN: US06367T7J34, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $27979743.40
- **C.18.a - Value (excl. sponsor support):** $27979743.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2020-07-13
- **C.12 - Maturity Date (WAL):** 2020-07-13
- **C.13 - Final Legal Maturity Date:** 2020-07-13
- **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 5: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.9682%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LMY0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100056383.00
- **C.18.a - Value (excl. sponsor support):** $100056383.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2020-05-18
- **C.12 - Maturity Date (WAL):** 2020-06-18
- **C.13 - Final Legal Maturity Date:** 2020-06-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.8511%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MEJ0, C.4 - ISIN: US06417MEJ09, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2020-05-04
- **C.12 - Maturity Date (WAL):** 2020-08-04
- **C.13 - Final Legal Maturity Date:** 2020-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.8372%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MEQ4, C.4 - ISIN: US06417MEQ42, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $49994701.50
- **C.18.a - Value (excl. sponsor support):** $49994701.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2020-05-13
- **C.12 - Maturity Date (WAL):** 2020-11-13
- **C.13 - Final Legal Maturity Date:** 2020-11-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BANQUE ET CAISSE EPARGNE

- **C.1 - Title:** Banque Et Caisse Epargne, 0.2500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0F57, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $49987500.00
- **C.18.a - Value (excl. sponsor support):** $49987500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2020-06-05
- **C.12 - Maturity Date (WAL):** 2020-06-05
- **C.13 - Final Legal Maturity Date:** 2020-06-05
- **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 9: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Bank PLC, 0.0200%
- **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: BCG120501
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.5400%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **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 10: BNG BANK NV

- **C.1 - Title:** BNG Bank NV, 0.2100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RF44, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $49989646.00
- **C.18.a - Value (excl. sponsor support):** $49989646.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2020-06-04
- **C.12 - Maturity Date (WAL):** 2020-06-04
- **C.13 - Final Legal Maturity Date:** 2020-06-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BNG BANK NV

- **C.1 - Title:** BNG Bank NV, 0.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RF28, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $49990833.50
- **C.18.a - Value (excl. sponsor support):** $49990833.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-06-02
- **C.12 - Maturity Date (WAL):** 2020-06-02
- **C.13 - Final Legal Maturity Date:** 2020-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BNG BANK NV

- **C.1 - Title:** BNG Bank NV, 0.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657REU7, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99987244.00
- **C.18.a - Value (excl. sponsor support):** $99987244.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2020-05-28
- **C.12 - Maturity Date (WAL):** 2020-05-28
- **C.13 - Final Legal Maturity Date:** 2020-05-28
- **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 13: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AE59, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $47999413.44
- **C.18.a - Value (excl. sponsor support):** $47999413.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-05-05
- **C.12 - Maturity Date (WAL):** 2020-05-05
- **C.13 - Final Legal Maturity Date:** 2020-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 0.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AE75, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $24999514.00
- **C.18.a - Value (excl. sponsor support):** $24999514.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2020-05-07
- **C.12 - Maturity Date (WAL):** 2020-05-07
- **C.13 - Final Legal Maturity Date:** 2020-05-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 0.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AEC4, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $90396052.23
- **C.18.a - Value (excl. sponsor support):** $90396052.23
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-05-12
- **C.12 - Maturity Date (WAL):** 2020-05-12
- **C.13 - Final Legal Maturity Date:** 2020-05-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.0913%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BY42, C.4 - ISIN: US13606BY429, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $250054230.00
- **C.18.a - Value (excl. sponsor support):** $250054230.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2020-05-08
- **C.12 - Maturity Date (WAL):** 2020-05-08
- **C.13 - Final Legal Maturity Date:** 2020-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.8400%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606B3Y0, C.4 - ISIN: US13606B3Y05, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $34981562.35
- **C.18.a - Value (excl. sponsor support):** $34981562.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-07-17
- **C.13 - Final Legal Maturity Date:** 2020-07-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 0.9840%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BY83, C.4 - ISIN: US13606BY833, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $55019155.95
- **C.18.a - Value (excl. sponsor support):** $55019155.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.9800%
- **C.11 - Maturity Date (WAM):** 2020-05-15
- **C.12 - Maturity Date (WAL):** 2020-05-15
- **C.13 - Final Legal Maturity Date:** 2020-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 1.1445%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BZ25, C.4 - ISIN: US13606BZ251, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $45012941.10
- **C.18.a - Value (excl. sponsor support):** $45012941.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-06-01
- **C.13 - Final Legal Maturity Date:** 2020-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 0.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21687AE41, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $29999676.60
- **C.18.a - Value (excl. sponsor support):** $29999676.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2020-05-04
- **C.12 - Maturity Date (WAL):** 2020-05-04
- **C.13 - Final Legal Maturity Date:** 2020-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 0.2100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21687AEV1, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $29995021.80
- **C.18.a - Value (excl. sponsor support):** $29995021.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2020-05-29
- **C.12 - Maturity Date (WAL):** 2020-05-29
- **C.13 - Final Legal Maturity Date:** 2020-05-29
- **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: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 0.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21687AE66, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $49999116.50
- **C.18.a - Value (excl. sponsor support):** $49999116.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2020-05-06
- **C.12 - Maturity Date (WAL):** 2020-05-06
- **C.13 - Final Legal Maturity Date:** 2020-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: DBS BANK, LTD.

- **C.1 - Title:** DBS Bank, Ltd., 0.1800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DEE1, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $85443985.17
- **C.18.a - Value (excl. sponsor support):** $85443985.17
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2020-05-14
- **C.12 - Maturity Date (WAL):** 2020-05-14
- **C.13 - Final Legal Maturity Date:** 2020-05-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: DBS BANK, LTD.

- **C.1 - Title:** DBS Bank, Ltd., 0.2400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DEN1, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $79988462.40
- **C.18.a - Value (excl. sponsor support):** $79988462.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2020-05-22
- **C.12 - Maturity Date (WAL):** 2020-05-22
- **C.13 - Final Legal Maturity Date:** 2020-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** European Investment Bank, 0.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29878RFG8, C.3 - LEI: 5493006YXS1U5GIHE750, CIK: 0000033745
- **C.18 - Value (incl. sponsor support):** $140978646.96
- **C.18.a - Value (excl. sponsor support):** $140978646.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-06-16
- **C.12 - Maturity Date (WAL):** 2020-06-16
- **C.13 - Final Legal Maturity Date:** 2020-06-16
- **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 26: EXPORT DEVELOPMENT CORP.

- **C.1 - Title:** Export Development Canada, 0.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30215GE65, C.3 - LEI: Z6MHCSLXHKYG4B6PHW02, CIK: 0000276328
- **C.18 - Value (incl. sponsor support):** $27999696.76
- **C.18.a - Value (excl. sponsor support):** $27999696.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2020-05-06
- **C.12 - Maturity Date (WAL):** 2020-05-06
- **C.13 - Final Legal Maturity Date:** 2020-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

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

- **C.1 - Title:** Federal Home Loan Bank, 0.0900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384XJ3, C.4 - ISIN: US313384XJ39, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149990250.00
- **C.18.a - Value (excl. sponsor support):** $149990250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-05-27
- **C.12 - Maturity Date (WAL):** 2020-05-27
- **C.13 - Final Legal Maturity Date:** 2020-05-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.0800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384WN5, C.4 - ISIN: US313384WN59, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99998500.00
- **C.18.a - Value (excl. sponsor support):** $99998500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2020-05-07
- **C.12 - Maturity Date (WAL):** 2020-05-07
- **C.13 - Final Legal Maturity Date:** 2020-05-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.0800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384WM7, C.4 - ISIN: US313384WM76, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99998750.00
- **C.18.a - Value (excl. sponsor support):** $99998750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2020-05-06
- **C.12 - Maturity Date (WAL):** 2020-05-06
- **C.13 - Final Legal Maturity Date:** 2020-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.0700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384WL9, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199998000.00
- **C.18.a - Value (excl. sponsor support):** $199998000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2020-05-05
- **C.12 - Maturity Date (WAL):** 2020-05-05
- **C.13 - Final Legal Maturity Date:** 2020-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.1000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384YF0, C.4 - ISIN: US313384YF08, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $84488967.68
- **C.18.a - Value (excl. sponsor support):** $84488967.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2020-06-17
- **C.12 - Maturity Date (WAL):** 2020-06-17
- **C.13 - Final Legal Maturity Date:** 2020-06-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.0000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384WG0, C.4 - ISIN: US313384WG09, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **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 33: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.1000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384YQ6, C.4 - ISIN: US313384YQ62, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199968888.00
- **C.18.a - Value (excl. sponsor support):** $199968888.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2020-06-26
- **C.12 - Maturity Date (WAL):** 2020-06-26
- **C.13 - Final Legal Maturity Date:** 2020-06-26
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Reserve Bank NY, 0.0000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** CIK: 0001390777, C.5 - Other ID: FRB120501
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **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 35: GOLDMAN SACHS & CO.

- **C.1 - Title:** Goldman Sachs & Co., 0.0300%
- **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: GOL120501
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 0.0300%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **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 36: GOVERNMENT OF CANADA

- **C.1 - Title:** Government of Canada, 0.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13508TF19, CIK: 0000230098
- **C.18 - Value (incl. sponsor support):** $74984199.75
- **C.18.a - Value (excl. sponsor support):** $74984199.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2020-06-01
- **C.12 - Maturity Date (WAL):** 2020-06-01
- **C.13 - Final Legal Maturity Date:** 2020-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: GOVERNMENT OF CANADA

- **C.1 - Title:** Government of Canada, 0.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13508TEV4, CIK: 0000230098
- **C.18 - Value (incl. sponsor support):** $49991058.50
- **C.18.a - Value (excl. sponsor support):** $49991058.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2020-05-29
- **C.12 - Maturity Date (WAL):** 2020-05-29
- **C.13 - Final Legal Maturity Date:** 2020-05-29
- **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 38: GOVERNMENT OF CANADA

- **C.1 - Title:** Government of Canada, 0.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13508TF35, CIK: 0000230098
- **C.18 - Value (incl. sponsor support):** $49988525.00
- **C.18.a - Value (excl. sponsor support):** $49988525.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2020-06-03
- **C.12 - Maturity Date (WAL):** 2020-06-03
- **C.13 - Final Legal Maturity Date:** 2020-06-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: GOVERNMENT OF CANADA

- **C.1 - Title:** Government of Canada, 0.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13508TF27, CIK: 0000230098
- **C.18 - Value (incl. sponsor support):** $49989000.00
- **C.18.a - Value (excl. sponsor support):** $49989000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2020-06-02
- **C.12 - Maturity Date (WAL):** 2020-06-02
- **C.13 - Final Legal Maturity Date:** 2020-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: HSBC SECURITIES (USA), INC.

- **C.1 - Title:** HSBC Securities (USA), Inc., 0.0200%
- **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: HSB220501
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **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 41: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 0.4400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881LEB7, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $49993278.00
- **C.18.a - Value (excl. sponsor support):** $49993278.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2020-05-11
- **C.12 - Maturity Date (WAL):** 2020-05-11
- **C.13 - Final Legal Maturity Date:** 2020-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 42: IBRD DISCOUNT NOTES

- **C.1 - Title:** IBRD Discount Notes, 0.0700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 459052WK8, C.3 - LEI: ZTMSNXROF84AHWJNKQ93, CIK: 0000051120
- **C.18 - Value (incl. sponsor support):** $149998875.00
- **C.18.a - Value (excl. sponsor support):** $149998875.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2020-05-04
- **C.12 - Maturity Date (WAL):** 2020-05-04
- **C.13 - Final Legal Maturity Date:** 2020-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: JP MORGAN SECURITIES, INC.

- **C.1 - Title:** JPMorgan Securities, Inc., 0.0300%
- **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: JPM220501
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.5400%
- **C.17 - Yield as of Reporting Date:** 0.0300%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **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 44: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GEV5, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $34995573.55
- **C.18.a - Value (excl. sponsor support):** $34995573.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2020-05-29
- **C.12 - Maturity Date (WAL):** 2020-05-29
- **C.13 - Final Legal Maturity Date:** 2020-05-29
- **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 45: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.3800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GGQ4, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $99910986.00
- **C.18.a - Value (excl. sponsor support):** $99910986.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2020-07-24
- **C.12 - Maturity Date (WAL):** 2020-07-24
- **C.13 - Final Legal Maturity Date:** 2020-07-24
- **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 46: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GEN3, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $39996773.20
- **C.18.a - Value (excl. sponsor support):** $39996773.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-05-22
- **C.12 - Maturity Date (WAL):** 2020-05-22
- **C.13 - Final Legal Maturity Date:** 2020-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GEL7, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $49996528.00
- **C.18.a - Value (excl. sponsor support):** $49996528.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-05-20
- **C.12 - Maturity Date (WAL):** 2020-05-20
- **C.13 - Final Legal Maturity Date:** 2020-05-20
- **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 48: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuringen, 0.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GEM5, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $49996237.50
- **C.18.a - Value (excl. sponsor support):** $49996237.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-05-21
- **C.12 - Maturity Date (WAL):** 2020-05-21
- **C.13 - Final Legal Maturity Date:** 2020-05-21
- **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 49: L'OREAL USA, INC.

- **C.1 - Title:** L'Oreal USA, Inc., 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50211TF43, C.3 - LEI: 529900MBZ0PRAP172T60, CIK: 0001219156
- **C.18 - Value (incl. sponsor support):** $29981129.10
- **C.18.a - Value (excl. sponsor support):** $29981129.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2020-06-04
- **C.12 - Maturity Date (WAL):** 2020-06-04
- **C.13 - Final Legal Maturity Date:** 2020-06-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: MIZUHO SECURITIES USA, INC.

- **C.1 - Title:** Mizuho Securities USA, Inc., 0.0200%
- **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: MIZ120501
- **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:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **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 51: NESTLE FINANCE INTERNATIONAL, LTD.

- **C.1 - Title:** Nestle Finance International, Ltd., 0.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106GE41, C.3 - LEI: KY37LUS27QQX7BB93L28, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $15664841.63
- **C.18.a - Value (excl. sponsor support):** $15664841.63
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-05-04
- **C.12 - Maturity Date (WAL):** 2020-05-04
- **C.13 - Final Legal Maturity Date:** 2020-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LE70, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49999319.50
- **C.18.a - Value (excl. sponsor support):** $49999319.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2020-05-07
- **C.12 - Maturity Date (WAL):** 2020-05-07
- **C.13 - Final Legal Maturity Date:** 2020-05-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 53: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LED7, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $89997952.50
- **C.18.a - Value (excl. sponsor support):** $89997952.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2020-05-13
- **C.12 - Maturity Date (WAL):** 2020-05-13
- **C.13 - Final Legal Maturity Date:** 2020-05-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 54: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LE54, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49999493.00
- **C.18.a - Value (excl. sponsor support):** $49999493.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2020-05-05
- **C.12 - Maturity Date (WAL):** 2020-05-05
- **C.13 - Final Legal Maturity Date:** 2020-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 55: OVERSEA-CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 0.7127%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033MMY0, C.4 - ISIN: US69033MMY02, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $49977806.00
- **C.18.a - Value (excl. sponsor support):** $49977806.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2020-05-23
- **C.12 - Maturity Date (WAL):** 2020-08-21
- **C.13 - Final Legal Maturity Date:** 2020-08-21
- **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 56: OVERSEA-CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 0.9960%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CKL1, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $49973584.50
- **C.18.a - Value (excl. sponsor support):** $49973584.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2020-06-10
- **C.12 - Maturity Date (WAL):** 2020-09-10
- **C.13 - Final Legal Maturity Date:** 2020-09-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: PROVINCE OF BRITISH COLUMBIA

- **C.1 - Title:** Province of British Columbia, 0.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11070JEK2, C.3 - LEI: 54930058TO7MEKUHWL16, CIK: 0000014306
- **C.18 - Value (incl. sponsor support):** $35197362.11
- **C.18.a - Value (excl. sponsor support):** $35197362.11
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2020-05-19
- **C.12 - Maturity Date (WAL):** 2020-05-19
- **C.13 - Final Legal Maturity Date:** 2020-05-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: RBC DOMINION SECURITIES

- **C.1 - Title:** RBC Dominion Securities, 0.0200%
- **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: RBC120501
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.5400%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.0913%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UPJ8, C.4 - ISIN: US78012UPJ87, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $20003867.00
- **C.18.a - Value (excl. sponsor support):** $20003867.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2020-05-08
- **C.12 - Maturity Date (WAL):** 2020-05-08
- **C.13 - Final Legal Maturity Date:** 2020-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.8118%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XEU7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $49991929.50
- **C.18.a - Value (excl. sponsor support):** $49991929.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2020-05-18
- **C.12 - Maturity Date (WAL):** 2020-11-18
- **C.13 - Final Legal Maturity Date:** 2020-11-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: SHELL INTERNATIONAL FINANCE BV

- **C.1 - Title:** Shell International Finance BV, 2.1809%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 822582BH4, C.4 - ISIN: US822582BH45, C.3 - LEI: 213800ITMMKU4Z7I4F78, CIK: 0001333621
- **C.18 - Value (incl. sponsor support):** $20900543.82
- **C.18.a - Value (excl. sponsor support):** $20900543.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 2.1800%
- **C.11 - Maturity Date (WAM):** 2020-05-11
- **C.12 - Maturity Date (WAL):** 2020-05-11
- **C.13 - Final Legal Maturity Date:** 2020-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 0.1700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KEL4, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $49995250.00
- **C.18.a - Value (excl. sponsor support):** $49995250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2020-05-20
- **C.12 - Maturity Date (WAL):** 2020-05-20
- **C.13 - Final Legal Maturity Date:** 2020-05-20
- **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 63: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 0.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KEU4, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $84986645.65
- **C.18.a - Value (excl. sponsor support):** $84986645.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-05-28
- **C.12 - Maturity Date (WAL):** 2020-05-28
- **C.13 - Final Legal Maturity Date:** 2020-05-28
- **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 64: SUMITOMO MITSUI FINANCIAL GROUP, INC.

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 0.1800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KEM2, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $49994896.00
- **C.18.a - Value (excl. sponsor support):** $49994896.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2020-05-21
- **C.12 - Maturity Date (WAL):** 2020-05-21
- **C.13 - Final Legal Maturity Date:** 2020-05-21
- **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 65: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.1700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JEK7, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99991186.00
- **C.18.a - Value (excl. sponsor support):** $99991186.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2020-05-19
- **C.12 - Maturity Date (WAL):** 2020-05-19
- **C.13 - Final Legal Maturity Date:** 2020-05-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.1700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JEL5, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $49995250.00
- **C.18.a - Value (excl. sponsor support):** $49995250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2020-05-20
- **C.12 - Maturity Date (WAL):** 2020-05-20
- **C.13 - Final Legal Maturity Date:** 2020-05-20
- **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 67: TORONTO DOMINION SECURITIES USA LLC

- **C.1 - Title:** Toronto Dominion Securities USA LLC, 0.0300%
- **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: TOR320501
- **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:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 0.0300%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **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 68: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.8183%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DRL5, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $199792044.00
- **C.18.a - Value (excl. sponsor support):** $199792044.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2020-05-18
- **C.12 - Maturity Date (WAL):** 2020-11-18
- **C.13 - Final Legal Maturity Date:** 2020-11-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.1031%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89114QC63, C.4 - ISIN: US89114QC633, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $9985588.80
- **C.18.a - Value (excl. sponsor support):** $9985588.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2020-06-17
- **C.12 - Maturity Date (WAL):** 2020-09-17
- **C.13 - Final Legal Maturity Date:** 2020-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.8011%
- **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):** $99848943.00
- **C.18.a - Value (excl. sponsor support):** $99848943.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2020-05-04
- **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? No, C.23 Categorized at Level 3? No

### Security 71: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AEJ3, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $79993480.00
- **C.18.a - Value (excl. sponsor support):** $79993480.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2020-05-18
- **C.12 - Maturity Date (WAL):** 2020-05-18
- **C.13 - Final Legal Maturity Date:** 2020-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.7528%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TFZ3, C.4 - ISIN: US89236TFZ30, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $84991729.50
- **C.18.a - Value (excl. sponsor support):** $84991729.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2020-05-22
- **C.12 - Maturity Date (WAL):** 2020-05-22
- **C.13 - Final Legal Maturity Date:** 2020-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill, 0.1000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796WY1, C.4 - ISIN: US912796WY16
- **C.18 - Value (incl. sponsor support):** $99974062.00
- **C.18.a - Value (excl. sponsor support):** $99974062.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2020-07-30
- **C.12 - Maturity Date (WAL):** 2020-07-30
- **C.13 - Final Legal Maturity Date:** 2020-07-30
- **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 74: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.3450%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287G9, C.4 - ISIN: US9128287G95
- **C.18 - Value (incl. sponsor support):** $375735333.75
- **C.18.a - Value (excl. sponsor support):** $375735333.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.7900%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2021-07-31
- **C.13 - Final Legal Maturity Date:** 2021-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.2640%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286Q8, C.4 - ISIN: US9128286Q86
- **C.18 - Value (incl. sponsor support):** $300300063.00
- **C.18.a - Value (excl. sponsor support):** $300300063.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 0.2600%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2021-04-30
- **C.13 - Final Legal Maturity Date:** 2021-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Note, 0.4250%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YN4, C.4 - ISIN: US912828YN43
- **C.18 - Value (incl. sponsor support):** $351236791.50
- **C.18.a - Value (excl. sponsor support):** $351236791.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.5500%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2021-10-31
- **C.13 - Final Legal Maturity Date:** 2021-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796TV1, C.4 - ISIN: US912796TV14
- **C.18 - Value (incl. sponsor support):** $99997427.00
- **C.18.a - Value (excl. sponsor support):** $99997427.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2020-05-14
- **C.12 - Maturity Date (WAL):** 2020-05-14
- **C.13 - Final Legal Maturity Date:** 2020-05-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.1300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127963X5, C.4 - ISIN: US9127963X55
- **C.18 - Value (incl. sponsor support):** $99951250.00
- **C.18.a - Value (excl. sponsor support):** $99951250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-09-08
- **C.12 - Maturity Date (WAL):** 2020-09-08
- **C.13 - Final Legal Maturity Date:** 2020-09-08
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127963D9, C.4 - ISIN: US9127963D91
- **C.18 - Value (incl. sponsor support):** $149973792.00
- **C.18.a - Value (excl. sponsor support):** $149973792.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2020-07-14
- **C.12 - Maturity Date (WAL):** 2020-07-14
- **C.13 - Final Legal Maturity Date:** 2020-07-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127962P3, C.4 - ISIN: US9127962P31
- **C.18 - Value (incl. sponsor support):** $99991764.00
- **C.18.a - Value (excl. sponsor support):** $99991764.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-06-02
- **C.12 - Maturity Date (WAL):** 2020-06-02
- **C.13 - Final Legal Maturity Date:** 2020-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.1100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127962J7, C.4 - ISIN: US9127962J70
- **C.18 - Value (incl. sponsor support):** $99952187.00
- **C.18.a - Value (excl. sponsor support):** $99952187.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2020-10-01
- **C.12 - Maturity Date (WAL):** 2020-10-01
- **C.13 - Final Legal Maturity Date:** 2020-10-01
- **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 82: 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: 9127962L2, C.4 - ISIN: US9127962L27
- **C.18 - Value (incl. sponsor support):** $99998128.00
- **C.18.a - Value (excl. sponsor support):** $99998128.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2020-05-12
- **C.12 - Maturity Date (WAL):** 2020-05-12
- **C.13 - Final Legal Maturity Date:** 2020-05-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127962U2, C.4 - ISIN: US9127962U26
- **C.18 - Value (incl. sponsor support):** $99990250.00
- **C.18.a - Value (excl. sponsor support):** $99990250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-06-09
- **C.12 - Maturity Date (WAL):** 2020-06-09
- **C.13 - Final Legal Maturity Date:** 2020-06-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127962N8, C.4 - ISIN: US9127962N82
- **C.18 - Value (incl. sponsor support):** $99993924.00
- **C.18.a - Value (excl. sponsor support):** $99993924.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2020-05-26
- **C.12 - Maturity Date (WAL):** 2020-05-26
- **C.13 - Final Legal Maturity Date:** 2020-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 0.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PF30, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $99980828.00
- **C.18.a - Value (excl. sponsor support):** $99980828.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-06-03
- **C.12 - Maturity Date (WAL):** 2020-06-03
- **C.13 - Final Legal Maturity Date:** 2020-06-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-03-03

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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