# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001145549-23-009713
**Filing Date:** 2023-2
**Character Count:** 248305
**Document Hash:** 3ed5862b3fefafa45dccda5ae27a2d66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009713.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009713

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20210228

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASTER INVESTMENT PORTFOLIO
- **CENTRAL INDEX KEY:** 0000915092
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 23664848

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 617 937 5524

**MAIL ADDRESS:**
- **STREET 1:** 200 CLARENDON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### Money Market Master Portfolio (Series ID: S000004283)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000012005 | Money Market Master Portfolio |  |

# 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):** 2021-02-28

**EDGAR Series Identifier:** S000004283

**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                 | BlackRock Advisors, LLC                                   |  |
| A.4    | Independent Public Accountant | PricewaterhouseCoopers<br>City: Philadelphia<br>State: PA |  |
| A.6    | Transfer Agent                | State Street Bank and Trust Company<br>CIK: 0000839287    | 085-05003         |

### Fund Characteristics & Assets

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

- **A.8 - Is this a Master Fund?:** Yes

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

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

- **A.11 - WAM:** 54 days

- **A.12 - WAL:** 88 days

- **Total Value of Portfolio Securities:** $61063064300.18

- **Amortized Cost of Portfolio Securities:** $24775618000.00

- **Cash:** $0.00

- **Total Other Assets:** $26777943.59

- **Total Liabilities:** $85921046.50

- **Net Assets of Series:** $61003921197.27

- **Number of Shares Outstanding (Series):** 0.00

- **Stable Price Per Share:** $0.00

- **7-Day Gross Yield:** 0.0000%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $32203661904.37            |  | 50.1900%                   |
| Friday, Week 2 |  | $32725709866.28            |  | 51.4000%                   |
| Friday, Week 3 |  | $30515369301.55            |  | 49.6100%                   |
| Friday, Week 4 |  | $30419657940.10            |  | 49.7900%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $61003921197.27

- **B.4 - Shares Outstanding:** 0.00

- **B.7.7 - 7-Day Net Yield:** 0.0000%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC: Advisor Fee- $1,486,711

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $0.00

- **Gross Redemptions for month:** $0.00

## Part C: Schedule of Portfolio Securities

### Security 1: ASB FINANCE LTD (LONDON BRANCH)

- **C.1 - Title:** ASB FINANCE LTD LONDON 0.138000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020P2UN4, C.3 - LEI: 549300A8V0FZJN79NH08
- **C.18 - Value (incl. sponsor support):** $100943473.33
- **C.18.a - Value (excl. sponsor support):** $100943473.33
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-07-22
- **C.12 - Maturity Date (WAL):** 2021-07-22
- **C.13 - Final Legal Maturity Date:** 2021-07-22
- **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 2: ASB FINANCE LTD (LONDON BRANCH)

- **C.1 - Title:** ASB FINANCE LTD LONDON 0.141000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020P2UV6, C.3 - LEI: 549300A8V0FZJN79NH08
- **C.18 - Value (incl. sponsor support):** $197881348.50
- **C.18.a - Value (excl. sponsor support):** $197881348.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-07-29
- **C.12 - Maturity Date (WAL):** 2021-07-29
- **C.13 - Final Legal Maturity Date:** 2021-07-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ASB FINANCE LTD (LONDON BRANCH)

- **C.1 - Title:** ASB FINANCE LTD LONDON     144A 0.149000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020P2VP8, C.3 - LEI: 549300A8V0FZJN79NH08
- **C.18 - Value (incl. sponsor support):** $82938852.24
- **C.18.a - Value (excl. sponsor support):** $82938852.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-08-23
- **C.12 - Maturity Date (WAL):** 2021-08-23
- **C.13 - Final Legal Maturity Date:** 2021-08-23
- **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 4: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 0.182000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01626FX86, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $92894683.08
- **C.18.a - Value (excl. sponsor support):** $92894683.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-10-08
- **C.12 - Maturity Date (WAL):** 2021-10-08
- **C.13 - Final Legal Maturity Date:** 2021-10-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** UBS AG

- **Amount Provided:** 1.0000

### Security 5: AMERICAN HONDA FINANCE CORPORATION

- **C.1 - Title:** AMERICAN HONDA FINANCE CORPORATION 0.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02665JQ37, C.3 - LEI: B6Q2VFHD1797Q7NZ3E43
- **C.18 - Value (incl. sponsor support):** $46999151.18
- **C.18.a - Value (excl. sponsor support):** $46999151.18
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 6: ANTALIS SA (ILE-DE-FRANCE)

- **C.1 - Title:** ANTALIS SA 0.138000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AT81, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $31657617.03
- **C.18.a - Value (excl. sponsor support):** $31657617.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-06-08
- **C.12 - Maturity Date (WAL):** 2021-06-08
- **C.13 - Final Legal Maturity Date:** 2021-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 7: ANTALIS SA (ILE-DE-FRANCE)

- **C.1 - Title:** ANTALIS SA 0.169000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AUM8, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $39972772.40
- **C.18.a - Value (excl. sponsor support):** $39972772.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-07-21
- **C.12 - Maturity Date (WAL):** 2021-07-21
- **C.13 - Final Legal Maturity Date:** 2021-07-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 8: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP 0.153000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253ATG5, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $195908370.00
- **C.18.a - Value (excl. sponsor support):** $195908370.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-06-16
- **C.12 - Maturity Date (WAL):** 2021-06-16
- **C.13 - Final Legal Maturity Date:** 2021-06-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BASF SE

- **C.1 - Title:** BASF SE 0.097000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05526LQN0, C.3 - LEI: 529900PM64WH8AF1E917
- **C.18 - Value (incl. sponsor support):** $68995537.77
- **C.18.a - Value (excl. sponsor support):** $68995537.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-03-22
- **C.12 - Maturity Date (WAL):** 2021-03-22
- **C.13 - Final Legal Maturity Date:** 2021-03-22
- **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 10: BNZ INTERNATIONAL FUNDING LTD

- **C.1 - Title:** BNZ INTERNATIONAL 0.270000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0556X4GX8, C.3 - LEI: 549300HVMZ89HDMELW08
- **C.18 - Value (incl. sponsor support):** $165070628.25
- **C.18.a - Value (excl. sponsor support):** $165070628.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-11-22
- **C.13 - Final Legal Maturity Date:** 2021-11-22
- **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:** BANK OF NEW ZEALAND

- **Amount Provided:** 1.0000

### Security 11: BPCE SA

- **C.1 - Title:** BPCE SA 0.190000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BZ14, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $268405611.26
- **C.18.a - Value (excl. sponsor support):** $268405611.26
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-12-01
- **C.12 - Maturity Date (WAL):** 2021-12-01
- **C.13 - Final Legal Maturity Date:** 2021-12-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 0.163000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970RS63, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $126960322.66
- **C.18.a - Value (excl. sponsor support):** $126960322.66
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-05-06
- **C.12 - Maturity Date (WAL):** 2021-05-06
- **C.13 - Final Legal Maturity Date:** 2021-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 0.164000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970RSA4, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $189936813.60
- **C.18.a - Value (excl. sponsor support):** $189936813.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-05-10
- **C.12 - Maturity Date (WAL):** 2021-05-10
- **C.13 - Final Legal Maturity Date:** 2021-05-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 0.166000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970RSE6, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $314888156.10
- **C.18.a - Value (excl. sponsor support):** $314888156.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-05-14
- **C.12 - Maturity Date (WAL):** 2021-05-14
- **C.13 - Final Legal Maturity Date:** 2021-05-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 0.170000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970RTJ4, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $299841333.00
- **C.18.a - Value (excl. sponsor support):** $299841333.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-06-18
- **C.12 - Maturity Date (WAL):** 2021-06-18
- **C.13 - Final Legal Maturity Date:** 2021-06-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 0.287000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TMT6, C.4 - ISIN: US06050TMT69, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $71001177.89
- **C.18.a - Value (excl. sponsor support):** $71001177.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-10-01
- **C.13 - Final Legal Maturity Date:** 2021-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA SECURITIES INC 0.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TMV1, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $79003633.21
- **C.18.a - Value (excl. sponsor support):** $79003633.21
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.2700%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2022-01-10
- **C.13 - Final Legal Maturity Date:** 2022-01-10
- **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 18: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 0.277000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367BTQ2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $102030432.72
- **C.18.a - Value (excl. sponsor support):** $102030432.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-04-06
- **C.12 - Maturity Date (WAL):** 2021-10-06
- **C.13 - Final Legal Maturity Date:** 2021-10-06
- **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 19: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 0.331000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367C2Y2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $186160116.24
- **C.18.a - Value (excl. sponsor support):** $186160116.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-03-12
- **C.12 - Maturity Date (WAL):** 2021-12-13
- **C.13 - Final Legal Maturity Date:** 2021-12-13
- **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: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 0.292000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367C3U9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $373330168.41
- **C.18.a - Value (excl. sponsor support):** $373330168.41
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-05-21
- **C.12 - Maturity Date (WAL):** 2021-12-21
- **C.13 - Final Legal Maturity Date:** 2021-12-21
- **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 21: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 0.352000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367C4P9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $372281600.28
- **C.18.a - Value (excl. sponsor support):** $372281600.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-04-06
- **C.12 - Maturity Date (WAL):** 2022-01-04
- **C.13 - Final Legal Maturity Date:** 2022-01-04
- **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 22: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 0.210000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367C6V4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $214075250.96
- **C.18.a - Value (excl. sponsor support):** $214075250.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2022-02-11
- **C.13 - Final Legal Maturity Date:** 2022-02-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 0.268000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367CA31, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $110021602.90
- **C.18.a - Value (excl. sponsor support):** $110021602.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-04-23
- **C.12 - Maturity Date (WAL):** 2022-02-23
- **C.13 - Final Legal Maturity Date:** 2022-02-23
- **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 24: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 0.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TUU8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $257838548.83
- **C.18.a - Value (excl. sponsor support):** $257838548.83
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH 0.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TVX1, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $476072585.24
- **C.18.a - Value (excl. sponsor support):** $476072585.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2021-12-31
- **C.12 - Maturity Date (WAL):** 2021-12-31
- **C.13 - Final Legal Maturity Date:** 2021-12-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 0.094000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743LQ13, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $219333282.61
- **C.18.a - Value (excl. sponsor support):** $219333282.61
- **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):** 2021-03-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: BATTERY PARK CITY AUTHORITY N Y

- **C.1 - Title:** BATTERY PK CITY AUTH N Y REV 0.030000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 07133AJC7, C.4 - ISIN: US07133AJC71, C.3 - LEI: 549300RF3SFDOWRHVM56
- **C.18 - Value (incl. sponsor support):** $97400000.00
- **C.18.a - Value (excl. sponsor support):** $97400000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.0300%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2038-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MCFR3, C.3 - LEI: VDYMYTQGZZ6DU0912C88
- **C.18 - Value (incl. sponsor support):** $232002897.68
- **C.18.a - Value (excl. sponsor support):** $232002897.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.210000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MCHG5, C.3 - LEI: VDYMYTQGZZ6DU0912C88
- **C.18 - Value (incl. sponsor support):** $375255150.00
- **C.18.a - Value (excl. sponsor support):** $375255150.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2021-07-27
- **C.12 - Maturity Date (WAL):** 2021-07-27
- **C.13 - Final Legal Maturity Date:** 2021-07-27
- **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 30: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.094000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AQ31
- **C.18 - Value (incl. sponsor support):** $386994945.78
- **C.18.a - Value (excl. sponsor support):** $386994945.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** ROYAL BANK OF CANADA

- **Amount Provided:** 1.0000

### Security 31: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 0.101000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LQ25, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $179997980.40
- **C.18.a - Value (excl. sponsor support):** $179997980.40
- **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):** 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? Yes, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 32: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 0.104000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LQ33, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $622991003.88
- **C.18.a - Value (excl. sponsor support):** $622991003.88
- **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? 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:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 33: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE DAMORTISSEMENT DE LA DETTE 0.166000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802VTF3, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $95052201.79
- **C.18.a - Value (excl. sponsor support):** $95052201.79
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-06-15
- **C.12 - Maturity Date (WAL):** 2021-06-15
- **C.13 - Final Legal Maturity Date:** 2021-06-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.353000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606CDJ0, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $150116179.50
- **C.18.a - Value (excl. sponsor support):** $150116179.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-05-06
- **C.12 - Maturity Date (WAL):** 2021-08-06
- **C.13 - Final Legal Maturity Date:** 2021-08-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.278000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606CG32, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $480143208.00
- **C.18.a - Value (excl. sponsor support):** $480143208.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-04-05
- **C.12 - Maturity Date (WAL):** 2021-10-04
- **C.13 - Final Legal Maturity Date:** 2021-10-04
- **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 36: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606CJU9, C.4 - ISIN: US13606CJU99, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $293129208.90
- **C.18.a - Value (excl. sponsor support):** $293129208.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-03-15
- **C.12 - Maturity Date (WAL):** 2021-12-13
- **C.13 - Final Legal Maturity Date:** 2021-12-13
- **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 37: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.347000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606CKE3, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $100083795.00
- **C.18.a - Value (excl. sponsor support):** $100083795.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-04-05
- **C.12 - Maturity Date (WAL):** 2022-01-03
- **C.13 - Final Legal Maturity Date:** 2022-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.329000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606CLG7, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $268332826.08
- **C.18.a - Value (excl. sponsor support):** $268332826.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-03-17
- **C.12 - Maturity Date (WAL):** 2022-01-14
- **C.13 - Final Legal Maturity Date:** 2022-01-14
- **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 39: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.391000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CKS0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $370193935.50
- **C.18.a - Value (excl. sponsor support):** $370193935.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-03-25
- **C.12 - Maturity Date (WAL):** 2021-06-28
- **C.13 - Final Legal Maturity Date:** 2021-06-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.266000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CKT8, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $100037976.00
- **C.18.a - Value (excl. sponsor support):** $100037976.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-05-03
- **C.12 - Maturity Date (WAL):** 2021-08-03
- **C.13 - Final Legal Maturity Date:** 2021-08-03
- **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 41: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LLC 0.099000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HQ11
- **C.18 - Value (incl. sponsor support):** $308997450.75
- **C.18.a - Value (excl. sponsor support):** $308997450.75
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 0.101000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HQ29
- **C.18 - Value (incl. sponsor support):** $375995781.28
- **C.18.a - Value (excl. sponsor support):** $375995781.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **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? 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:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 43: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 0.134000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327AT49, C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764
- **C.18 - Value (incl. sponsor support):** $157442547.15
- **C.18.a - Value (excl. sponsor support):** $157442547.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-06-04
- **C.12 - Maturity Date (WAL):** 2021-06-04
- **C.13 - Final Legal Maturity Date:** 2021-06-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL 0.193000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632KTE9, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $61964102.00
- **C.18.a - Value (excl. sponsor support):** $61964102.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-06-14
- **C.12 - Maturity Date (WAL):** 2021-06-14
- **C.13 - Final Legal Maturity Date:** 2021-06-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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:** BARCLAYS BANK PLC

- **Amount Provided:** 1.0000

### Security 45: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA 0.314000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536UD72, C.4 - ISIN: US22536UD728, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $356059295.36
- **C.18.a - Value (excl. sponsor support):** $356059295.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **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 46: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 0.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22549L4H5, C.3 - LEI: 549300D0YARF5HYP1809
- **C.18 - Value (incl. sponsor support):** $50029607.50
- **C.18.a - Value (excl. sponsor support):** $50029607.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-08-23
- **C.12 - Maturity Date (WAL):** 2021-08-23
- **C.13 - Final Legal Maturity Date:** 2021-08-23
- **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: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 0.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22549LW50, C.3 - LEI: 549300D0YARF5HYP1809
- **C.18 - Value (incl. sponsor support):** $420470866.20
- **C.18.a - Value (excl. sponsor support):** $420470866.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-11-19
- **C.13 - Final Legal Maturity Date:** 2021-11-19
- **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 48: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 0.240000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22552G2M1, C.3 - LEI: 549300D0YARF5HYP1809
- **C.18 - Value (incl. sponsor support):** $92993609.04
- **C.18.a - Value (excl. sponsor support):** $92993609.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2022-02-15
- **C.12 - Maturity Date (WAL):** 2022-02-15
- **C.13 - Final Legal Maturity Date:** 2022-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: CROWN POINT CAPITAL COMPANY LLC

- **C.1 - Title:** CROWN POINT CAPITAL LLC 0.386000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22845ATZ3, C.3 - LEI: 549300LXH4KLRKIKII81
- **C.18 - Value (incl. sponsor support):** $447774084.80
- **C.18.a - Value (excl. sponsor support):** $447774084.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 0.2700%
- **C.11 - Maturity Date (WAM):** 2021-03-08
- **C.12 - Maturity Date (WAL):** 2021-12-08
- **C.13 - Final Legal Maturity Date:** 2021-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** CREDIT SUISSE AG

- **Amount Provided:** 1.0000

### Security 50: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.104000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DQN8, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $68995216.23
- **C.18.a - Value (excl. sponsor support):** $68995216.23
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-03-22
- **C.12 - Maturity Date (WAL):** 2021-03-22
- **C.13 - Final Legal Maturity Date:** 2021-03-22
- **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 51: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.103000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DR15, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $69993190.40
- **C.18.a - Value (excl. sponsor support):** $69993190.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.351000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K4KU7, C.3 - LEI: 549300GKFG0RYRRQ1414, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $188076675.80
- **C.18.a - Value (excl. sponsor support):** $188076675.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-03-25
- **C.12 - Maturity Date (WAL):** 2021-06-25
- **C.13 - Final Legal Maturity Date:** 2021-06-25
- **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 53: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 0.395000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23341VL74, C.4 - ISIN: US23341VL749
- **C.18 - Value (incl. sponsor support):** $260601832.06
- **C.18.a - Value (excl. sponsor support):** $260601832.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-05-05
- **C.12 - Maturity Date (WAL):** 2021-05-05
- **C.13 - Final Legal Maturity Date:** 2021-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: DUKE ENERGY CORP

- **C.1 - Title:** DUKE ENERGY CORP 0.187000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26244HR13, C.3 - LEI: I1BZKREC126H0VB1BL91
- **C.18 - Value (incl. sponsor support):** $223960439.36
- **C.18.a - Value (excl. sponsor support):** $223960439.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: EDWARD-ELMHURST HEALTHCARE

- **C.1 - Title:** EDWARD-ELMHURST HEALTHCARE 0.080000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 28167RAA8, C.4 - ISIN: US28167RAA86, C.3 - LEI: 549300HQM2YWM7SVJY37
- **C.18 - Value (incl. sponsor support):** $52065000.00
- **C.18.a - Value (excl. sponsor support):** $52065000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2048-01-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 56: ELECTRICITE DE FRANCE SA

- **C.1 - Title:** ELECTRICITE DE FRANCE 0.130000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 28504GQ17, C.3 - LEI: 549300X3UK4GG3FNMO06
- **C.18 - Value (incl. sponsor support):** $188997953.13
- **C.18.a - Value (excl. sponsor support):** $188997953.13
- **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):** 2021-03-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: GLENCOVE FUNDING LLC

- **C.1 - Title:** GLENCOVE FUNDING LLC 0.163000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37829AFJ2, C.3 - LEI: 549300XUUQZO7I38ZR06
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2021-05-24
- **Characteristics:** C.14 Has Demand Feature? Yes, 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:** JP MORGAN SECURITIES LLC

- **Amount Provided:** 1.0000

### Security 58: GOLDMAN SACHS INTERNATIONAL

- **C.1 - Title:** GOLDMAN SACHS INTERNATIONAL 0.095000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38150TQH0, C.3 - LEI: W22LROWP2IHZNBB6K528
- **C.18 - Value (incl. sponsor support):** $249987465.00
- **C.18.a - Value (excl. sponsor support):** $249987465.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **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? No, C.23 Categorized at Level 3? No

### Security 59: GOLDMAN SACHS INTERNATIONAL

- **C.1 - Title:** GOLDMAN SACHS INTERNATIONAL 0.247000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38150TZ64, C.3 - LEI: W22LROWP2IHZNBB6K528
- **C.18 - Value (incl. sponsor support):** $156695154.67
- **C.18.a - Value (excl. sponsor support):** $156695154.67
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2021-12-06
- **C.12 - Maturity Date (WAL):** 2021-12-06
- **C.13 - Final Legal Maturity Date:** 2021-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: GOLDMAN SACHS INTERNATIONAL

- **C.1 - Title:** GOLDMAN SACHS INTERNATIONAL 0.255000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38150TZN7, C.3 - LEI: W22LROWP2IHZNBB6K528
- **C.18 - Value (incl. sponsor support):** $419908779.26
- **C.18.a - Value (excl. sponsor support):** $419908779.26
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 0.2600%
- **C.11 - Maturity Date (WAM):** 2021-12-22
- **C.12 - Maturity Date (WAL):** 2021-12-22
- **C.13 - Final Legal Maturity Date:** 2021-12-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: GOLDMAN SACHS INTERNATIONAL

- **C.1 - Title:** GOLDMAN SACHS INTERNATIONAL 0.275000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38150UAE1, C.3 - LEI: W22LROWP2IHZNBB6K528
- **C.18 - Value (incl. sponsor support):** $83793383.52
- **C.18.a - Value (excl. sponsor support):** $83793383.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2022-01-14
- **C.12 - Maturity Date (WAL):** 2022-01-14
- **C.13 - Final Legal Maturity Date:** 2022-01-14
- **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 62: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 0.490000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FRE1, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $322208108.60
- **C.18.a - Value (excl. sponsor support):** $322208108.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-03-09
- **C.12 - Maturity Date (WAL):** 2021-06-09
- **C.13 - Final Legal Maturity Date:** 2021-06-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 0.364000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FRR2, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $150089929.50
- **C.18.a - Value (excl. sponsor support):** $150089929.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-08-31
- **C.13 - Final Legal Maturity Date:** 2021-08-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 0.228000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433HA39, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $318371675.27
- **C.18.a - Value (excl. sponsor support):** $318371675.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2022-01-03
- **C.12 - Maturity Date (WAL):** 2022-01-03
- **C.13 - Final Legal Maturity Date:** 2022-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 0.229000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433HA70, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $280436946.25
- **C.18.a - Value (excl. sponsor support):** $280436946.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2022-01-07
- **C.12 - Maturity Date (WAL):** 2022-01-07
- **C.13 - Final Legal Maturity Date:** 2022-01-07
- **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 66: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 0.235000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433HB20, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $399109612.00
- **C.18.a - Value (excl. sponsor support):** $399109612.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2022-02-02
- **C.12 - Maturity Date (WAL):** 2022-02-02
- **C.13 - Final Legal Maturity Date:** 2022-02-02
- **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 67: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 0.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RKF7, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $92996553.87
- **C.18.a - Value (excl. sponsor support):** $92996553.87
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2022-01-03
- **C.12 - Maturity Date (WAL):** 2022-01-03
- **C.13 - Final Legal Maturity Date:** 2022-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 0.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RKJ9, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $166809247.94
- **C.18.a - Value (excl. sponsor support):** $166809247.94
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2021-04-08
- **C.12 - Maturity Date (WAL):** 2022-01-07
- **C.13 - Final Legal Maturity Date:** 2022-01-07
- **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 69: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 0.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RKS9, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $169993557.00
- **C.18.a - Value (excl. sponsor support):** $169993557.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2021-05-04
- **C.12 - Maturity Date (WAL):** 2022-02-04
- **C.13 - Final Legal Maturity Date:** 2022-02-04
- **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? No, C.23 Categorized at Level 3? No

### Security 70: HYUNDAI CAPITAL AMERICA

- **C.1 - Title:** HYUNDAI CAPITAL AMERICA 0.198000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44890MR87, C.3 - LEI: 549300RIPPWJB5Z0FK07
- **C.18 - Value (incl. sponsor support):** $128471023.25
- **C.18.a - Value (excl. sponsor support):** $128471023.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-04-08
- **C.12 - Maturity Date (WAL):** 2021-04-08
- **C.13 - Final Legal Maturity Date:** 2021-04-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: HYUNDAI CAPITAL AMERICA

- **C.1 - Title:** HYUNDAI CAPITAL AMERICA 0.205000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44890MRC8, C.3 - LEI: 549300RIPPWJB5Z0FK07
- **C.18 - Value (incl. sponsor support):** $116970018.75
- **C.18.a - Value (excl. sponsor support):** $116970018.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **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 72: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.127000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QZE2
- **C.18 - Value (incl. sponsor support):** $126869624.34
- **C.18.a - Value (excl. sponsor support):** $126869624.34
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-12-14
- **C.12 - Maturity Date (WAL):** 2021-12-14
- **C.13 - Final Legal Maturity Date:** 2021-12-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** ING BANK NV

- **Amount Provided:** 1.0000

### Security 73: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.127000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QZF9
- **C.18 - Value (incl. sponsor support):** $237754833.82
- **C.18.a - Value (excl. sponsor support):** $237754833.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-12-15
- **C.12 - Maturity Date (WAL):** 2021-12-15
- **C.13 - Final Legal Maturity Date:** 2021-12-15
- **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:** ING BANK NV

- **Amount Provided:** 1.0000

### Security 74: IONIC CAPITAL II TRUST

- **C.1 - Title:** IONIC CAPITAL II TRUST 0.140000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221LQ51, C.3 - LEI: 254900ABXGHL7TZDR053
- **C.18 - Value (incl. sponsor support):** $45998747.88
- **C.18.a - Value (excl. sponsor support):** $45998747.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2021-03-05
- **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:** CITIBANK NA

- **Amount Provided:** 1.0000

### Security 75: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 0.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AJ0, C.4 - ISIN: US477181AJ00
- **C.18 - Value (incl. sponsor support):** $39555000.00
- **C.18.a - Value (excl. sponsor support):** $39555000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 76: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 0.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 77: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 0.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AL5, C.4 - ISIN: US477181AL55
- **C.18 - Value (incl. sponsor support):** $34400000.00
- **C.18.a - Value (excl. sponsor support):** $34400000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 78: JETS STADIUM FINANCE ISSUER 2015 LLC

- **C.1 - Title:** JETS STADIUM FINANCE ISSUER 2015 L 144A 0.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73
- **C.18 - Value (incl. sponsor support):** $120495000.00
- **C.18.a - Value (excl. sponsor support):** $120495000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: KOOKMIN BANK (NEW YORK)

- **C.1 - Title:** KOOKMIN BANK (NEW YORK) 0.343000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 48668MP80, C.3 - LEI: 549300XXMOJSIW8P4769
- **C.18 - Value (incl. sponsor support):** $59999074.80
- **C.18.a - Value (excl. sponsor support):** $59999074.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2022-02-07
- **C.13 - Final Legal Maturity Date:** 2022-02-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG NEW Y 0.119000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X0Q16, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $24999752.00
- **C.18.a - Value (excl. sponsor support):** $24999752.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG NEW Y 0.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X0Q57, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $934976363.20
- **C.18.a - Value (excl. sponsor support):** $934976363.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2021-03-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG NEW Y 0.154000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X0S30, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $258926876.53
- **C.18.a - Value (excl. sponsor support):** $258926876.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-05-03
- **C.12 - Maturity Date (WAL):** 2021-05-03
- **C.13 - Final Legal Maturity Date:** 2021-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.163000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X0SH9, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $204925744.90
- **C.18.a - Value (excl. sponsor support):** $204925744.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-05-17
- **C.12 - Maturity Date (WAL):** 2021-05-17
- **C.13 - Final Legal Maturity Date:** 2021-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.173000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X0T47, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $303856834.24
- **C.18.a - Value (excl. sponsor support):** $303856834.24
- **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):** 2021-06-04
- **C.12 - Maturity Date (WAL):** 2021-06-04
- **C.13 - Final Legal Maturity Date:** 2021-06-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRACH) 0.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501G6J5, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $272765388.01
- **C.18.a - Value (excl. sponsor support):** $272765388.01
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-07-07
- **C.12 - Maturity Date (WAL):** 2021-07-07
- **C.13 - Final Legal Maturity Date:** 2021-07-07
- **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 86: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRACH) 0.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501G6K2, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $43010389.23
- **C.18.a - Value (excl. sponsor support):** $43010389.23
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-07-08
- **C.12 - Maturity Date (WAL):** 2021-07-08
- **C.13 - Final Legal Maturity Date:** 2021-07-08
- **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 87: LANDESBANK BADEN-WUERTTEMBERG

- **C.1 - Title:** LANDESBANK BADEN-WUERTTEMBERG 0.180000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501HAR0, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $318014780.64
- **C.18.a - Value (excl. sponsor support):** $318014780.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-05-04
- **C.12 - Maturity Date (WAL):** 2021-05-04
- **C.13 - Final Legal Maturity Date:** 2021-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC         144A 0.220000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GAB9, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $278916300.00
- **C.18.a - Value (excl. sponsor support):** $278916300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **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? Yes, 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:** MACQUARIE BANK LTD

- **Amount Provided:** 1.0000

### Security 89: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 0.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380THL7, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $100075930.00
- **C.18.a - Value (excl. sponsor support):** $100075930.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-08-16
- **C.12 - Maturity Date (WAL):** 2021-08-16
- **C.13 - Final Legal Maturity Date:** 2021-08-16
- **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: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 0.240000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TNU0, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $228061648.92
- **C.18.a - Value (excl. sponsor support):** $228061648.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-10-22
- **C.12 - Maturity Date (WAL):** 2021-10-22
- **C.13 - Final Legal Maturity Date:** 2021-10-22
- **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 91: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 0.240000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TNW6, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $236063042.68
- **C.18.a - Value (excl. sponsor support):** $236063042.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-10-25
- **C.12 - Maturity Date (WAL):** 2021-10-25
- **C.13 - Final Legal Maturity Date:** 2021-10-25
- **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 92: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 0.240000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TPB0, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $165043332.30
- **C.18.a - Value (excl. sponsor support):** $165043332.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-10-27
- **C.12 - Maturity Date (WAL):** 2021-10-27
- **C.13 - Final Legal Maturity Date:** 2021-10-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 0.225000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NHM5, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $189009450.00
- **C.18.a - Value (excl. sponsor support):** $189009450.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-04-25
- **C.12 - Maturity Date (WAL):** 2021-07-26
- **C.13 - Final Legal Maturity Date:** 2021-07-26
- **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 94: MAINE STATE HOUSING AUTHORITY

- **C.1 - Title:** MAINE ST HSG AUTH MTG PUR 0.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56052FJB2, C.4 - ISIN: US56052FJB22, C.3 - LEI: 549300SO05LH6D240016
- **C.18 - Value (incl. sponsor support):** $51385000.00
- **C.18.a - Value (excl. sponsor support):** $51385000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2050-11-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: MASSACHUSETTS (COMMONWEALTH OF)

- **C.1 - Title:** MASSACHUSETTS ST 0.250000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 57582RM45, C.4 - ISIN: US57582RM453, C.3 - LEI: 5493001N1YCXNI1O7K10
- **C.18 - Value (incl. sponsor support):** $23428279.50
- **C.18.a - Value (excl. sponsor support):** $23428279.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-06-17
- **C.12 - Maturity Date (WAL):** 2021-06-17
- **C.13 - Final Legal Maturity Date:** 2021-06-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING C 144A 0.178000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60682WVL9, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $29974041.60
- **C.18.a - Value (excl. sponsor support):** $29974041.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-08-20
- **C.12 - Maturity Date (WAL):** 2021-08-20
- **C.13 - Final Legal Maturity Date:** 2021-08-20
- **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 97: MITSUBISHI UFJ TRUST AND BANKING CORPORATION

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION 0.093000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60682YSA3, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $63987930.88
- **C.18.a - Value (excl. sponsor support):** $63987930.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-05-10
- **C.12 - Maturity Date (WAL):** 2021-05-10
- **C.13 - Final Legal Maturity Date:** 2021-05-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: MITSUBISHI UFJ TRUST AND BANKING CORPORATION

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION 0.095000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60682YSC9, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $129974270.40
- **C.18.a - Value (excl. sponsor support):** $129974270.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-05-12
- **C.12 - Maturity Date (WAL):** 2021-05-12
- **C.13 - Final Legal Maturity Date:** 2021-05-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION 0.220000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683BQ63, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $159024536.88
- **C.18.a - Value (excl. sponsor support):** $159024536.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-08-19
- **C.12 - Maturity Date (WAL):** 2021-08-19
- **C.13 - Final Legal Maturity Date:** 2021-08-19
- **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 100: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9032 TRUST

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 0.540000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HEC9, C.4 - ISIN: US60700HEC97
- **C.18 - Value (incl. sponsor support):** $36978550.77
- **C.18.a - Value (excl. sponsor support):** $36978550.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2021-04-02
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2027-09-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 0.320000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92
- **C.18 - Value (incl. sponsor support):** $34170000.00
- **C.18.a - Value (excl. sponsor support):** $34170000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9047 TRUST

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 0.540000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFQ7, C.4 - ISIN: US60700HFQ74
- **C.18 - Value (incl. sponsor support):** $64758330.00
- **C.18.a - Value (excl. sponsor support):** $64758330.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2021-04-02
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2050-09-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: OHIO HOUSING FINANCE AGENCY

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 0.540000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HGC7, C.4 - ISIN: US60700HGC79, C.3 - LEI: 549300K10X7VPG6JVX38
- **C.18 - Value (incl. sponsor support):** $42500000.00
- **C.18.a - Value (excl. sponsor support):** $42500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2050-12-31
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 104: ARIZONA ST INDL DEV AUTH EDU REVENUE

- **C.1 - Title:** ARIZONA INDL DEV AUTH WHITE OA 144A 0.490000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HGX1, C.4 - ISIN: US60700HGX17
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2041-02-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 105: TAXABLE TENDER OPTION BOND SERIES 2021-MIZ9064TX TRUST

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 0.490000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HHK8, C.4 - ISIN: US60700HHK86
- **C.18 - Value (incl. sponsor support):** $2905000.00
- **C.18.a - Value (excl. sponsor support):** $2905000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2050-12-31
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 106: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710AUS9, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $385144321.10
- **C.18.a - Value (excl. sponsor support):** $385144321.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-06-15
- **C.12 - Maturity Date (WAL):** 2021-06-15
- **C.13 - Final Legal Maturity Date:** 2021-06-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710AVN9, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $123037885.23
- **C.18.a - Value (excl. sponsor support):** $123037885.23
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-08-06
- **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 108: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710AVT6, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $433108921.15
- **C.18.a - Value (excl. sponsor support):** $433108921.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-08-10
- **C.12 - Maturity Date (WAL):** 2021-08-10
- **C.13 - Final Legal Maturity Date:** 2021-08-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.220000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710AW99, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $332534021.40
- **C.18.a - Value (excl. sponsor support):** $332534021.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-08-13
- **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 110: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.210000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710AWP3, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $289999944.90
- **C.18.a - Value (excl. sponsor support):** $289999944.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-08-26
- **C.12 - Maturity Date (WAL):** 2021-08-26
- **C.13 - Final Legal Maturity Date:** 2021-08-26
- **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 111: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.240000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710AWS7, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $237014300.58
- **C.18.a - Value (excl. sponsor support):** $237014300.58
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2021-10-27
- **C.12 - Maturity Date (WAL):** 2021-10-27
- **C.13 - Final Legal Maturity Date:** 2021-10-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAC1, C.4 - ISIN: US62630WAC10
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-04-02
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2046-09-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.150000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36
- **C.18 - Value (incl. sponsor support):** $3270000.00
- **C.18.a - Value (excl. sponsor support):** $3270000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2039-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 114: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.150000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61
- **C.18 - Value (incl. sponsor support):** $87275000.00
- **C.18.a - Value (excl. sponsor support):** $87275000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 115: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBA4, C.4 - ISIN: US62630WBA45
- **C.18 - Value (incl. sponsor support):** $81525000.00
- **C.18.a - Value (excl. sponsor support):** $81525000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2049-01-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 116: NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY

- **C.1 - Title:** TXBL MUNI FUNDING TRUST VARIOUS ST 144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBN6, C.4 - ISIN: US62630WBN65, C.3 - LEI: 5493006JS6QWDVU4R678
- **C.18 - Value (incl. sponsor support):** $157920000.00
- **C.18.a - Value (excl. sponsor support):** $157920000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-04-02
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2027-09-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.150000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBW6, C.4 - ISIN: US62630WBW64
- **C.18 - Value (incl. sponsor support):** $17200000.00
- **C.18.a - Value (excl. sponsor support):** $17200000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2027-09-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 118: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCQ8, C.4 - ISIN: US62630WCQ87
- **C.18 - Value (incl. sponsor support):** $8155000.00
- **C.18.a - Value (excl. sponsor support):** $8155000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2030-12-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 119: PUBLIC FINANCE AUTHORITY WISCONSIN

- **C.1 - Title:** PUBLIC FIN AUTH WIS HEALTHCARE 144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCW5, C.4 - ISIN: US62630WCW55, C.3 - LEI: 5493004S6D3NA627K012
- **C.18 - Value (incl. sponsor support):** $6145000.00
- **C.18.a - Value (excl. sponsor support):** $6145000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2024-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 120: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCZ8, C.4 - ISIN: US62630WCZ86
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2025-01-16
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 121: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WDX2, C.4 - ISIN: US62630WDX20
- **C.18 - Value (incl. sponsor support):** $389920000.00
- **C.18.a - Value (excl. sponsor support):** $389920000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2023-04-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 122: TAXABLE MUNICIPAL FUNDING TRUST SERIES 2020-011

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WEL7, C.4 - ISIN: US62630WEL72
- **C.18 - Value (incl. sponsor support):** $142795000.00
- **C.18.a - Value (excl. sponsor support):** $142795000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-04-02
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2050-12-31
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: TAXABLE MUNICIPAL FUNDING TRUST SERIES 2020-012

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.150000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WET0, C.4 - ISIN: US62630WET09
- **C.18 - Value (incl. sponsor support):** $40085000.00
- **C.18.a - Value (excl. sponsor support):** $40085000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-03-22
- **C.12 - Maturity Date (WAL):** 2021-03-22
- **C.13 - Final Legal Maturity Date:** 2049-07-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 124: TAXABLE MUNICIPAL FUNDING TRUST SERIES 2021-001

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WFM4, C.4 - ISIN: US62630WFM47
- **C.18 - Value (incl. sponsor support):** $5500000.00
- **C.18.a - Value (excl. sponsor support):** $5500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-04-02
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2040-12-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 0.251000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NFB8, C.4 - ISIN: US63307NFB82, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $106768962.00
- **C.18.a - Value (excl. sponsor support):** $106768962.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-05-12
- **C.12 - Maturity Date (WAL):** 2021-08-11
- **C.13 - Final Legal Maturity Date:** 2021-08-11
- **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 126: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FIN AUTH N H INDL DEV 144A 0.190000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 127: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOC 0.100000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E0Q14, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $270697745.07
- **C.18.a - Value (excl. sponsor support):** $270697745.07
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOC 0.100000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E0Q48, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $234996082.55
- **C.18.a - Value (excl. sponsor support):** $234996082.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2021-03-04
- **C.12 - Maturity Date (WAL):** 2021-03-04
- **C.13 - Final Legal Maturity Date:** 2021-03-04
- **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 129: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 0.325000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558TZC2, C.4 - ISIN: US65558TZC25, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $65024509.55
- **C.18.a - Value (excl. sponsor support):** $65024509.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-03-08
- **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 130: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION 0.172000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AUE0, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $149901100.50
- **C.18.a - Value (excl. sponsor support):** $149901100.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-07-14
- **C.12 - Maturity Date (WAL):** 2021-07-14
- **C.13 - Final Legal Maturity Date:** 2021-07-14
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION 0.173000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AUG5, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $119419602.79
- **C.18.a - Value (excl. sponsor support):** $119419602.79
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-07-16
- **C.12 - Maturity Date (WAL):** 2021-07-16
- **C.13 - Final Legal Maturity Date:** 2021-07-16
- **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 132: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION 0.272000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CKZ0, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $150008487.00
- **C.18.a - Value (excl. sponsor support):** $150008487.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **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 133: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION 0.180000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CLV8, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $166002490.00
- **C.18.a - Value (excl. sponsor support):** $166002490.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-04-27
- **C.12 - Maturity Date (WAL):** 2021-10-29
- **C.13 - Final Legal Maturity Date:** 2021-10-29
- **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 134: SEATTLE WASHINGTON PORT OF

- **C.1 - Title:** PORT SEATTLE WASH REV 0.080000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 735389LY2, C.4 - ISIN: US735389LY25, C.3 - LEI: 549300T9UCDUJ3GZL429
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2033-07-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: RIB FLOATER TR VARIOUS STS

- **C.1 - Title:** RIB FLOATER TR VARIOUS STS 144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 76252PGB9, C.4 - ISIN: US76252PGB94
- **C.18 - Value (incl. sponsor support):** $16480000.00
- **C.18.a - Value (excl. sponsor support):** $16480000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-04-02
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2022-08-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: RIB FLOATER TR VARIOUS STS

- **C.1 - Title:** RIB FLOATER TR VARIOUS STS 144A 0.360000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 76252PHJ1, C.4 - ISIN: US76252PHJ12
- **C.18 - Value (incl. sponsor support):** $13835000.00
- **C.18.a - Value (excl. sponsor support):** $13835000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-04-02
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2022-07-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.090000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JQ31
- **C.18 - Value (incl. sponsor support):** $97853776.81
- **C.18.a - Value (excl. sponsor support):** $97853776.81
- **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):** 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? Yes, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** BNP PARIBAS SA

- **Amount Provided:** 1.0000

### Security 138: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.161000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JT20
- **C.18 - Value (incl. sponsor support):** $234899107.45
- **C.18.a - Value (excl. sponsor support):** $234899107.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-06-02
- **C.12 - Maturity Date (WAL):** 2021-06-02
- **C.13 - Final Legal Maturity Date:** 2021-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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:** BNP PARIBAS SA

- **Amount Provided:** 1.0000

### Security 139: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.162000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JT79
- **C.18 - Value (incl. sponsor support):** $90458867.75
- **C.18.a - Value (excl. sponsor support):** $90458867.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-06-07
- **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? 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:** BNP PARIBAS SA

- **Amount Provided:** 1.0000

### Security 140: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.163000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JTE4
- **C.18 - Value (incl. sponsor support):** $250877261.00
- **C.18.a - Value (excl. sponsor support):** $250877261.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-06-14
- **C.12 - Maturity Date (WAL):** 2021-06-14
- **C.13 - Final Legal Maturity Date:** 2021-06-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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:** BNP PARIBAS SA

- **Amount Provided:** 1.0000

### Security 141: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.186000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JY16
- **C.18 - Value (incl. sponsor support):** $199743734.00
- **C.18.a - Value (excl. sponsor support):** $199743734.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2021-11-01
- **C.12 - Maturity Date (WAL):** 2021-11-01
- **C.13 - Final Legal Maturity Date:** 2021-11-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** BNP PARIBAS SA

- **Amount Provided:** 1.0000

### Security 142: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.668000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UVN2, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $280189999.60
- **C.18.a - Value (excl. sponsor support):** $280189999.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-04-23
- **C.12 - Maturity Date (WAL):** 2021-04-23
- **C.13 - Final Legal Maturity Date:** 2021-04-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.339000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UZD0, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $350277774.00
- **C.18.a - Value (excl. sponsor support):** $350277774.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-03-17
- **C.12 - Maturity Date (WAL):** 2021-12-17
- **C.13 - Final Legal Maturity Date:** 2021-12-17
- **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 144: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.355000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UZP3, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $424592560.66
- **C.18.a - Value (excl. sponsor support):** $424592560.66
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-03-23
- **C.12 - Maturity Date (WAL):** 2021-12-23
- **C.13 - Final Legal Maturity Date:** 2021-12-23
- **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 145: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.153000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PS60, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $184945748.75
- **C.18.a - Value (excl. sponsor support):** $184945748.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-05-06
- **C.12 - Maturity Date (WAL):** 2021-05-06
- **C.13 - Final Legal Maturity Date:** 2021-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050PPM5, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $90025975.80
- **C.18.a - Value (excl. sponsor support):** $90025975.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-05-17
- **C.12 - Maturity Date (WAL):** 2021-05-17
- **C.13 - Final Legal Maturity Date:** 2021-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB MTN 144A 0.622000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 83051GAH1, C.4 - ISIN: US83051GAH11, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $51045205.38
- **C.18.a - Value (excl. sponsor support):** $51045205.38
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-05-17
- **C.12 - Maturity Date (WAL):** 2021-05-17
- **C.13 - Final Legal Maturity Date:** 2021-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.339000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83368YFA0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, CIK: 0001335977
- **C.18 - Value (incl. sponsor support):** $350022400.00
- **C.18.a - Value (excl. sponsor support):** $350022400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-03-19
- **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 149: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA        144A 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83368YFY8, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, CIK: 0001335977
- **C.18 - Value (incl. sponsor support):** $468834870.00
- **C.18.a - Value (excl. sponsor support):** $468834870.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2022-01-10
- **C.12 - Maturity Date (WAL):** 2022-01-10
- **C.13 - Final Legal Maturity Date:** 2022-01-10
- **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 150: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.124000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BT22, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, CIK: 0001335977
- **C.18 - Value (incl. sponsor support):** $231273499.50
- **C.18.a - Value (excl. sponsor support):** $231273499.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-06-02
- **C.12 - Maturity Date (WAL):** 2021-06-02
- **C.13 - Final Legal Maturity Date:** 2021-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.143000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BU12, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, CIK: 0001335977
- **C.18 - Value (incl. sponsor support):** $349826214.50
- **C.18.a - Value (excl. sponsor support):** $349826214.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2021-07-01
- **C.12 - Maturity Date (WAL):** 2021-07-01
- **C.13 - Final Legal Maturity Date:** 2021-07-01
- **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 152: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 0.292000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325V6K1, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $421001119.86
- **C.18.a - Value (excl. sponsor support):** $421001119.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 153: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 0.319000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VA67, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $245850565.98
- **C.18.a - Value (excl. sponsor support):** $245850565.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **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 154: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 0.293000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VA83, C.4 - ISIN: US85325VA831, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $324071241.12
- **C.18.a - Value (excl. sponsor support):** $324071241.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-05-07
- **C.12 - Maturity Date (WAL):** 2021-05-07
- **C.13 - Final Legal Maturity Date:** 2021-05-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 0.344000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VD64, C.4 - ISIN: US85325VD645, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $152153180.24
- **C.18.a - Value (excl. sponsor support):** $152153180.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-10-01
- **C.13 - Final Legal Maturity Date:** 2021-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 0.209000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VF62, C.4 - ISIN: US85325VF624, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $229999997.70
- **C.18.a - Value (excl. sponsor support):** $229999997.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-05-18
- **C.12 - Maturity Date (WAL):** 2021-08-18
- **C.13 - Final Legal Maturity Date:** 2021-08-18
- **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 157: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 0.217000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VF96, C.4 - ISIN: US85325VF962, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $233999985.96
- **C.18.a - Value (excl. sponsor support):** $233999985.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-05-03
- **C.12 - Maturity Date (WAL):** 2021-10-01
- **C.13 - Final Legal Maturity Date:** 2021-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.604000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565B4S7, C.4 - ISIN: US86565B4S77, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $144311889.60
- **C.18.a - Value (excl. sponsor support):** $144311889.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-04-12
- **C.12 - Maturity Date (WAL):** 2021-10-12
- **C.13 - Final Legal Maturity Date:** 2021-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.374000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565CMP1, C.4 - ISIN: US86565CMP13, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $165114772.35
- **C.18.a - Value (excl. sponsor support):** $165114772.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-05-28
- **C.12 - Maturity Date (WAL):** 2021-08-30
- **C.13 - Final Legal Maturity Date:** 2021-08-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.262000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565CTR0, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150028485.00
- **C.18.a - Value (excl. sponsor support):** $150028485.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-05-17
- **C.12 - Maturity Date (WAL):** 2021-05-17
- **C.13 - Final Legal Maturity Date:** 2021-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.259000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565CTU3, C.4 - ISIN: US86565CTU35, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $50009620.50
- **C.18.a - Value (excl. sponsor support):** $50009620.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2021-05-18
- **C.12 - Maturity Date (WAL):** 2021-05-18
- **C.13 - Final Legal Maturity Date:** 2021-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.296000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565CUR8, C.4 - ISIN: US86565CUR86, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $433292371.24
- **C.18.a - Value (excl. sponsor support):** $433292371.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-03-08
- **C.12 - Maturity Date (WAL):** 2021-06-08
- **C.13 - Final Legal Maturity Date:** 2021-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.254000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565CWF2, C.4 - ISIN: US86565CWF21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $173018294.75
- **C.18.a - Value (excl. sponsor support):** $173018294.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-04-08
- **C.12 - Maturity Date (WAL):** 2021-07-08
- **C.13 - Final Legal Maturity Date:** 2021-07-08
- **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 164: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.329000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959RGY0, C.4 - ISIN: US86959RGY09, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $114049377.96
- **C.18.a - Value (excl. sponsor support):** $114049377.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **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 165: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.347000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959RHJ2, C.4 - ISIN: US86959RHJ23, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $166383110.09
- **C.18.a - Value (excl. sponsor support):** $166383110.09
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-07-01
- **C.13 - Final Legal Maturity Date:** 2021-07-01
- **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 166: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.203000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JZ81, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $164734831.80
- **C.18.a - Value (excl. sponsor support):** $164734831.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-12-08
- **C.12 - Maturity Date (WAL):** 2021-12-08
- **C.13 - Final Legal Maturity Date:** 2021-12-08
- **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 167: TENDER OPT BD TR RCPTS / CTFS

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 0.210000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034W7M0, C.4 - ISIN: US88034W7M06
- **C.18 - Value (incl. sponsor support):** $16005000.00
- **C.18.a - Value (excl. sponsor support):** $16005000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2050-05-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 168: TEXAS (STATE OF)

- **C.1 - Title:** TEXAS ST 0.060000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882723J26, C.4 - ISIN: US882723J263, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $59300000.00
- **C.18.a - Value (excl. sponsor support):** $59300000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2044-06-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 169: TEXAS (STATE OF)

- **C.1 - Title:** TEXAS ST 0.060000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882723J34, C.4 - ISIN: US882723J347, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $54705000.00
- **C.18.a - Value (excl. sponsor support):** $54705000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2045-06-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 170: TEXAS (STATE OF)

- **C.1 - Title:** TEXAS ST 0.060000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724FK8, C.4 - ISIN: US882724FK80, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $191820000.00
- **C.18.a - Value (excl. sponsor support):** $191820000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.0600%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2049-12-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 171: TEXAS (STATE OF)

- **C.1 - Title:** TEXAS ST 0.030000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724QQ3, C.4 - ISIN: US882724QQ32, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $211700000.00
- **C.18.a - Value (excl. sponsor support):** $211700000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.0300%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2050-12-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 172: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.363000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114NMD4, C.4 - ISIN: US89114NMD48, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $59033903.17
- **C.18.a - Value (excl. sponsor support):** $59033903.17
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-04-19
- **C.12 - Maturity Date (WAL):** 2021-07-19
- **C.13 - Final Legal Maturity Date:** 2021-07-19
- **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 173: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.318000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114NPP4, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $300158478.00
- **C.18.a - Value (excl. sponsor support):** $300158478.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2021-04-26
- **C.12 - Maturity Date (WAL):** 2021-08-24
- **C.13 - Final Legal Maturity Date:** 2021-08-24
- **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 174: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK 0.090000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AQ43, C.3 - LEI: PT3QB789TSUIDF371261
- **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:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-03-04
- **C.12 - Maturity Date (WAL):** 2021-03-04
- **C.13 - Final Legal Maturity Date:** 2021-03-04
- **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 175: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION 0.090000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AS66, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $190967052.50
- **C.18.a - Value (excl. sponsor support):** $190967052.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-05-06
- **C.12 - Maturity Date (WAL):** 2021-05-06
- **C.13 - Final Legal Maturity Date:** 2021-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.

- **C.1 - Title:** TOYOTA MOTOR FIN NETH BV 0.295000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233LCS2, C.3 - LEI: 724500OPA8GZSQUNSR96
- **C.18 - Value (incl. sponsor support):** $215577364.50
- **C.18.a - Value (excl. sponsor support):** $215577364.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2021-05-05
- **C.12 - Maturity Date (WAL):** 2021-08-03
- **C.13 - Final Legal Maturity Date:** 2021-08-03
- **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 177: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 0.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236THR9, C.4 - ISIN: US89236THR95, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $352967029.63
- **C.18.a - Value (excl. sponsor support):** $352967029.63
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-12-13
- **C.13 - Final Legal Maturity Date:** 2021-12-13
- **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 178: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 2.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DKX7, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $400667948.00
- **C.18.a - Value (excl. sponsor support):** $400667948.00
- **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):** 2021-03-30
- **C.12 - Maturity Date (WAL):** 2021-03-30
- **C.13 - Final Legal Maturity Date:** 2021-03-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 1.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DKZ2, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $245387367.05
- **C.18.a - Value (excl. sponsor support):** $245387367.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-03-30
- **C.12 - Maturity Date (WAL):** 2021-03-30
- **C.13 - Final Legal Maturity Date:** 2021-03-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 1.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DMG2, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $258243678.96
- **C.18.a - Value (excl. sponsor support):** $258243678.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2021-04-16
- **C.12 - Maturity Date (WAL):** 2021-04-16
- **C.13 - Final Legal Maturity Date:** 2021-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.418000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JKF2
- **C.18 - Value (incl. sponsor support):** $186020136.36
- **C.18.a - Value (excl. sponsor support):** $186020136.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-03-24
- **C.12 - Maturity Date (WAL):** 2021-06-23
- **C.13 - Final Legal Maturity Date:** 2021-06-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.354000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JLK0
- **C.18 - Value (incl. sponsor support):** $230099613.00
- **C.18.a - Value (excl. sponsor support):** $230099613.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2021-04-14
- **C.12 - Maturity Date (WAL):** 2021-10-14
- **C.13 - Final Legal Maturity Date:** 2021-10-14
- **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 183: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.321000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JLQ7
- **C.18 - Value (incl. sponsor support):** $111546585.82
- **C.18.a - Value (excl. sponsor support):** $111546585.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2021-05-12
- **C.12 - Maturity Date (WAL):** 2021-11-12
- **C.13 - Final Legal Maturity Date:** 2021-11-12
- **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 184: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.402000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JLY0
- **C.18 - Value (incl. sponsor support):** $170102610.30
- **C.18.a - Value (excl. sponsor support):** $170102610.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2021-03-02
- **C.12 - Maturity Date (WAL):** 2021-12-02
- **C.13 - Final Legal Maturity Date:** 2021-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH)     144A 0.220000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JMC7
- **C.18 - Value (incl. sponsor support):** $107975239.92
- **C.18.a - Value (excl. sponsor support):** $107975239.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2022-02-08
- **C.13 - Final Legal Maturity Date:** 2022-02-08
- **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 186: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH)     144A 0.220000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JMD5
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2022-02-10
- **C.13 - Final Legal Maturity Date:** 2022-02-10
- **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 187: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 0.041000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127964Z9, C.4 - ISIN: US9127964Z94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1076710406.24
- **C.18.a - Value (excl. sponsor support):** $1076710406.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 0.0400%
- **C.11 - Maturity Date (WAM):** 2021-04-29
- **C.12 - Maturity Date (WAL):** 2021-04-29
- **C.13 - Final Legal Maturity Date:** 2021-04-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: WESTPAC SECURITIES NZ LTD

- **C.1 - Title:** WESTPAC SECURITIES NZ LTD  144A 0.201000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 96122JFJ3, C.3 - LEI: 549300W0N3O6Q4RCKE25
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2021-06-01
- **C.12 - Maturity Date (WAL):** 2021-09-01
- **C.13 - Final Legal Maturity Date:** 2021-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** WESTPAC NEW ZEALAND LTD

- **Amount Provided:** 1.0000

### Security 189: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 0.224000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4L82, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $40011595.20
- **C.18.a - Value (excl. sponsor support):** $40011595.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **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 190: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 0.198000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4P96, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $115001035.00
- **C.18.a - Value (excl. sponsor support):** $115001035.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-05-23
- **C.12 - Maturity Date (WAL):** 2021-08-25
- **C.13 - Final Legal Maturity Date:** 2021-08-25
- **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 191: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 0.198000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AJE9, C.4 - ISIN: US96130AJE91, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $99999999.00
- **C.18.a - Value (excl. sponsor support):** $99999999.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-05-25
- **C.12 - Maturity Date (WAL):** 2021-08-25
- **C.13 - Final Legal Maturity Date:** 2021-08-25
- **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 192: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 0.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AJF6, C.4 - ISIN: US96130AJF66, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2021-05-26
- **C.12 - Maturity Date (WAL):** 2021-08-26
- **C.13 - Final Legal Maturity Date:** 2021-08-26
- **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 193: CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH) 0.281025%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.4 - ISIN: XS2294842062, CIK: 0001274419, C.5 - Other ID: BRWGN41S4
- **C.18 - Value (incl. sponsor support):** $173561006.70
- **C.18.a - Value (excl. sponsor support):** $173561006.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2022-01-28
- **C.12 - Maturity Date (WAL):** 2022-01-28
- **C.13 - Final Legal Maturity Date:** 2022-01-28
- **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 194: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRT5BL5U8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 0.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, CIK: 0000753835, C.5 - Other ID: BRT5BLP44
- **C.18 - Value (incl. sponsor support):** $355000000.00
- **C.18.a - Value (excl. sponsor support):** $355000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC 0.170000%
- **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: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRT5CVLE3
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.250000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** CIK: 0000782124, C.5 - Other ID: BRT7ER652
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300VRDDZC1N8S3N22, CIK: 0000782124, C.5 - Other ID: BRT7ERCY2
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.190000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300BUNY5BIX4CVW20, CIK: 0000782124, C.5 - Other ID: BRT7G0VZ5
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** CIK: 0000782124, C.5 - Other ID: BRT7G0WU5
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.488000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 72ZZ1XRHOOU9P9X16K08, CIK: 0000782124, C.5 - Other ID: BRT83C390
- **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:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-05-28
- **C.13 - Final Legal Maturity Date:** 2021-05-28
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: CREDIT SUISSE SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY CREDIT SUISSE SECURITIES 0.569000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 1V8Y6QCX6YMJ2OELII46, CIK: 0001230485, C.5 - Other ID: BRTACUV29
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.7400%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2021-04-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 0.220000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTC49TA6
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRTHF8JR9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: HSBC SECURITIES (USA) INC

- **C.1 - Title:** TRI-PARTY HSBC SECURITIES (USA) INC 0.190000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: CYYGQCGNHMHPSMRL3R97, CIK: 0000853784, C.5 - Other ID: BRTK3MYH9
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: HSBC SECURITIES (USA) INC

- **C.1 - Title:** TRI-PARTY HSBC SECURITIES (USA) INC 0.270000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: CYYGQCGNHMHPSMRL3R97, CIK: 0000853784, C.5 - Other ID: BRTK3N6N5
- **C.18 - Value (incl. sponsor support):** $29500000.00
- **C.18.a - Value (excl. sponsor support):** $29500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.2700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 0.664000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTL107X2
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2021-04-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 0.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTL11K23
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.7400%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-05-28
- **C.13 - Final Legal Maturity Date:** 2021-05-28
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.190000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRTRFGQB6
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 0.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTTDG2Q7
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.540000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRTWDYGR4
- **C.18 - Value (incl. sponsor support):** $209000000.00
- **C.18.a - Value (excl. sponsor support):** $209000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-05-29
- **C.13 - Final Legal Maturity Date:** 2021-05-29
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 0.458000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, CIK: 0000753835, C.5 - Other ID: BRW1KYVX0
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.538000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300VGG9K75226LR46, CIK: 0000782124, C.5 - Other ID: BRW1ZAUR0
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-05-27
- **C.13 - Final Legal Maturity Date:** 2021-05-27
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.118000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** CIK: 0000782124, C.5 - Other ID: BRW20N7X1
- **C.18 - Value (incl. sponsor support):** $249000000.00
- **C.18.a - Value (excl. sponsor support):** $249000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2021-03-05
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 215: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: FVPV0TNOIM6NUIE59530, CIK: 0000782124, C.5 - Other ID: BRW2XJPL0
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2021-03-05
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 216: CREDIT SUISSE SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY CREDIT SUISSE SECURITIES 0.738000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 1V8Y6QCX6YMJ2OELII46, CIK: 0001230485, C.5 - Other ID: BRW4JGBV1
- **C.18 - Value (incl. sponsor support):** $526000000.00
- **C.18.a - Value (excl. sponsor support):** $526000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 0.7400%
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** CIK: 0000782124, C.5 - Other ID: BRW4JJTB0
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2021-03-05
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 218: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 0.570000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: AC28XWWI3WIBK2824319, CIK: 0001197490, C.5 - Other ID: BRW562EW8
- **C.18 - Value (incl. sponsor support):** $71500000.00
- **C.18.a - Value (excl. sponsor support):** $71500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.5700%
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 0.570000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRW563WG1
- **C.18 - Value (incl. sponsor support):** $71500000.00
- **C.18.a - Value (excl. sponsor support):** $71500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.5700%
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 0.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRW767N78
- **C.18 - Value (incl. sponsor support):** $409000000.00
- **C.18.a - Value (excl. sponsor support):** $409000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 0.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRW7695D1
- **C.18 - Value (incl. sponsor support):** $137000000.00
- **C.18.a - Value (excl. sponsor support):** $137000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 0.340000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: AC28XWWI3WIBK2824319, CIK: 0001197490, C.5 - Other ID: BRW9JC298
- **C.18 - Value (incl. sponsor support):** $192000000.00
- **C.18.a - Value (excl. sponsor support):** $192000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2021-04-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.380000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRWBNSMZ3
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 0.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, CIK: 0000753835, C.5 - Other ID: BRWC3XXV9
- **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:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.570000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRWCD0SC8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.5700%
- **C.11 - Maturity Date (WAM):** 2021-03-12
- **C.12 - Maturity Date (WAL):** 2021-03-12
- **C.13 - Final Legal Maturity Date:** 2021-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 0.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRWHFRU25
- **C.18 - Value (incl. sponsor support):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-04-02
- **C.13 - Final Legal Maturity Date:** 2021-04-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 0.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRWHFV7H9
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2021-03-01
- **C.12 - Maturity Date (WAL):** 2021-05-02
- **C.13 - Final Legal Maturity Date:** 2021-05-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.330000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRWHKV262
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2021-05-18
- **C.12 - Maturity Date (WAL):** 2021-05-18
- **C.13 - Final Legal Maturity Date:** 2021-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 0.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: SUVUFHICNZMP2WKHG940, CIK: 0001335977, C.5 - Other ID: BRWHNLME2
- **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:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 0.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 254900BN8XS34XZDJ223, CIK: 0001335241, C.5 - Other ID: BRWHS1R89
- **C.18 - Value (incl. sponsor support):** $764000000.00
- **C.18.a - Value (excl. sponsor support):** $764000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 231: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 0.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: BRWHS4520
- **C.18 - Value (incl. sponsor support):** $382000000.00
- **C.18.a - Value (excl. sponsor support):** $382000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 232: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 0.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** CIK: 0001017255, C.5 - Other ID: BRWHS7TL5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 233: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 0.090000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BRWHTNNK7
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 234: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 0.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRWHTSA79
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 235: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 0.090000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BRWHV9LM3
- **C.18 - Value (incl. sponsor support):** $514000000.00
- **C.18.a - Value (excl. sponsor support):** $514000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-03-04
- **C.12 - Maturity Date (WAL):** 2021-03-04
- **C.13 - Final Legal Maturity Date:** 2021-03-04
- **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 236: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 0.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRWHV9X40
- **C.18 - Value (incl. sponsor support):** $576000000.00
- **C.18.a - Value (excl. sponsor support):** $576000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-03-04
- **C.12 - Maturity Date (WAL):** 2021-03-04
- **C.13 - Final Legal Maturity Date:** 2021-03-04
- **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 237: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 0.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 254900BN8XS34XZDJ223, CIK: 0001335241, C.5 - Other ID: BRWHVB0U3
- **C.18 - Value (incl. sponsor support):** $384000000.00
- **C.18.a - Value (excl. sponsor support):** $384000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-03-04
- **C.12 - Maturity Date (WAL):** 2021-03-04
- **C.13 - Final Legal Maturity Date:** 2021-03-04
- **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 238: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.070000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: BRWHWXRU5
- **C.18 - Value (incl. sponsor support):** $1025000000.00
- **C.18.a - Value (excl. sponsor support):** $1025000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: SWEDBANK (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK (NEW YORK BRANCH) 0.070000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001633050, C.5 - Other ID: BRWHWXRY7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.070000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653, C.5 - Other ID: BRWHWXS26
- **C.18 - Value (incl. sponsor support):** $504000000.00
- **C.18.a - Value (excl. sponsor support):** $504000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 0.070000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, CIK: 0001456764, C.5 - Other ID: BRWHWXSA8
- **C.18 - Value (incl. sponsor support):** $808000000.00
- **C.18.a - Value (excl. sponsor support):** $808000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.070000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: NHBDILHZTYCNBV5UYZ31, C.5 - Other ID: BRWHWXSB6
- **C.18 - Value (incl. sponsor support):** $1720000000.00
- **C.18.a - Value (excl. sponsor support):** $1720000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: KBC BANK NV (NEW YORK BRANCH)

- **C.1 - Title:** KBC BANK NV (NEW YORK BRANCH) 0.070000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 6B2PBRV1FCJDMR45RZ53, CIK: 0001411306, C.5 - Other ID: BRWHWXSE0
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.4400%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 0.090000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRWHWXSG5
- **C.18 - Value (incl. sponsor support):** $823000000.00
- **C.18.a - Value (excl. sponsor support):** $823000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 0.070000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275, C.5 - Other ID: BRWHWXSH3
- **C.18 - Value (incl. sponsor support):** $640000000.00
- **C.18.a - Value (excl. sponsor support):** $640000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 0.070000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRWHWXSJ9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 0.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRWHWYSF5
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2021-03-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 0.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 254900BN8XS34XZDJ223, CIK: 0001335241, C.5 - Other ID: BRWHX21Y2
- **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:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2021-03-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 0.020000%
- **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: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRWHXBXD3
- **C.18 - Value (incl. sponsor support):** $470118000.00
- **C.18.a - Value (excl. sponsor support):** $470118000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE 0.010000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BRWHXBXK7
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 251: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 0.020000%
- **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: 254900BN8XS34XZDJ223, C.5 - Other ID: BRWHXBXR2
- **C.18 - Value (incl. sponsor support):** $260000000.00
- **C.18.a - Value (excl. sponsor support):** $260000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: DEUTSCHE BANK SECURITIES INC

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK SECURITIES 0.020000%
- **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: 9J6MBOOO7BECTDTUZW19, CIK: 0001093579, C.5 - Other ID: BRWHXBY18
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.020000%
- **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: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRWHXBY59
- **C.18 - Value (incl. sponsor support):** $178000000.00
- **C.18.a - Value (excl. sponsor support):** $178000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.010000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRWHXBY75
- **C.18 - Value (incl. sponsor support):** $42000000.00
- **C.18.a - Value (excl. sponsor support):** $42000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.030000%
- **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: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRWHXBYF7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.0300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 256: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.010000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 254900HROIFWPRGM1V77, CIK: 0000782124, C.5 - Other ID: BRWHXBYH3
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.020000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** CIK: 0000782124, C.5 - Other ID: BRWHXBYJ9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 0.020000%
- **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, C.5 - Other ID: BRWHXBYZ3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 0.0200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 0.090000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BRWHYUG64
- **C.18 - Value (incl. sponsor support):** $1034000000.00
- **C.18.a - Value (excl. sponsor support):** $1034000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2021-03-05
- **C.12 - Maturity Date (WAL):** 2021-03-05
- **C.13 - Final Legal Maturity Date:** 2021-03-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: NATIXIS SA

- **C.1 - Title:** NATIXIS SA 0.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, CIK: 0001456764, C.5 - Other ID: BRWHZL748
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2021-03-04

**By:** /s/ Ann Frechette

**Name of Signing Officer:** Ann Frechette

**Title of Signing Officer:** Assistant Treasurer