# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000159
**Filing Date:** 2023-3
**Character Count:** 221129
**Document Hash:** 91e22c677b2a97f5322f666615dfedf3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000159.hdr.sgml**: 20230317

**ACCESSION NUMBER**: 0001004726-23-000159

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20180228

**FILED AS OF DATE**: 20230317

**DATE AS OF CHANGE**: 20230317

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 23741501

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

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

**Live/Test Flag:** —

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

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2018-02-28

**EDGAR Series Identifier:** S000028293

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

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

**Is Fund Liquidating?:** —

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **A.11 - WAM:** 23 days

- **A.12 - WAL:** 47 days

- **Total Value of Portfolio Securities:** $27448009163.82

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

- **Cash:** $495659007.43

- **Total Other Assets:** $7572489.04

- **Total Liabilities:** $33785040.20

- **Net Assets of Series:** $27917455620.09

- **Number of Shares Outstanding (Series):** 2412912198.35

- **7-Day Gross Yield:** 1.5900%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $10489760876.59            |  | 38.7400%                   |
| Friday, Week 2 |  | $10619357710.39            |  | 40.3600%                   |
| Friday, Week 3 |  | $11354763332.91            |  | 39.6000%                   |
| Friday, Week 4 |  | $11458222783.27            |  | 40.1800%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $27917455620.09

- **B.4 - Shares Outstanding:** 2412912198.35

- **B.7.7 - 7-Day Net Yield:** 1.5400%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1913098771.26            | $2169490586.34          |
| Week 2   | $2350468949.90            | $3123912824.39          |
| Week 3   | $3998525620.51            | $1841318381.12          |
| Week 4   | $2010166068.49            | $2330847656.53          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $11187110931.71

- **Gross Redemptions for month:** $10099269670.00

## Part C: Schedule of Portfolio Securities

### Security 1: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 1.6200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785EDC5, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $199613956.00
- **C.18.a - Value (excl. sponsor support):** $199613956.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2018-04-12
- **C.12 - Maturity Date (WAL):** 2018-04-12
- **C.13 - Final Legal Maturity Date:** 2018-04-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 2.0370%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 037833AG5, C.4 - ISIN: US037833AG56, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $237382601.63
- **C.18.a - Value (excl. sponsor support):** $237382601.63
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2018-05-03
- **C.12 - Maturity Date (WAL):** 2018-05-03
- **C.13 - Final Legal Maturity Date:** 2018-05-03
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ARCHER-DANIELS-MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 1.5200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HCE9, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $99941083.00
- **C.18.a - Value (excl. sponsor support):** $99941083.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.5200%
- **C.11 - Maturity Date (WAM):** 2018-03-14
- **C.12 - Maturity Date (WAL):** 2018-03-14
- **C.13 - Final Legal Maturity Date:** 2018-03-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: ARCHER-DANIELS-MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 1.5300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HCG4, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $97433786.78
- **C.18.a - Value (excl. sponsor support):** $97433786.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2018-03-16
- **C.12 - Maturity Date (WAL):** 2018-03-16
- **C.13 - Final Legal Maturity Date:** 2018-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: ARCHER-DANIELS-MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 1.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HCP4, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $99898800.00
- **C.18.a - Value (excl. sponsor support):** $99898800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2018-03-23
- **C.12 - Maturity Date (WAL):** 2018-03-23
- **C.13 - Final Legal Maturity Date:** 2018-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ARCHER-DANIELS-MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 1.5100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HCC3, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $48775518.50
- **C.18.a - Value (excl. sponsor support):** $48775518.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.5100%
- **C.11 - Maturity Date (WAM):** 2018-03-12
- **C.12 - Maturity Date (WAL):** 2018-03-12
- **C.13 - Final Legal Maturity Date:** 2018-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: ARCHER-DANIELS-MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 1.5800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HCN9, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $96906578.33
- **C.18.a - Value (excl. sponsor support):** $96906578.33
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2018-03-22
- **C.12 - Maturity Date (WAL):** 2018-03-22
- **C.13 - Final Legal Maturity Date:** 2018-03-22
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ARCHER-DANIELS-MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 1.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HC90, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $115177080.55
- **C.18.a - Value (excl. sponsor support):** $115177080.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: AUSTRALIA & NEW ZEALAND BANKING GROUP

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.7401%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MHF4, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $60000780.00
- **C.18.a - Value (excl. sponsor support):** $60000780.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: AUSTRALIA & NEW ZEALAND BANKING GROUP

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.7001%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MJK1, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $100011900.00
- **C.18.a - Value (excl. sponsor support):** $100011900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2018-03-08
- **C.12 - Maturity Date (WAL):** 2018-06-07
- **C.13 - Final Legal Maturity Date:** 2018-06-07
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: AUSTRALIA & NEW ZEALAND BANKING GROUP

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.8480%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MJF2, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $99964800.00
- **C.18.a - Value (excl. sponsor support):** $99964800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2018-03-29
- **C.12 - Maturity Date (WAL):** 2018-11-29
- **C.13 - Final Legal Maturity Date:** 2018-11-29
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: AUSTRALIA & NEW ZEALAND BANKING GROUP

- **C.1 - Title:** ANZ New Zealand International, Ltd., 1.7608%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00182HFY3, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $50001650.00
- **C.18.a - Value (excl. sponsor support):** $50001650.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2018-03-10
- **C.12 - Maturity Date (WAL):** 2018-07-10
- **C.13 - Final Legal Maturity Date:** 2018-07-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: AUSTRALIA & NEW ZEALAND BANKING GROUP

- **C.1 - Title:** ANZ New Zealand International, Ltd., 1.7807%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00182HFG2, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $100025200.00
- **C.18.a - Value (excl. sponsor support):** $100025200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2018-03-24
- **C.12 - Maturity Date (WAL):** 2018-05-24
- **C.13 - Final Legal Maturity Date:** 2018-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: AUSTRALIA & NEW ZEALAND BANKING GROUP

- **C.1 - Title:** Australia & New Zealand Banking Group, 2.3987%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05253JAD3, C.4 - ISIN: US05253JAD37, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $8307348.41
- **C.18.a - Value (excl. sponsor support):** $8307348.41
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 2.4000%
- **C.11 - Maturity Date (WAM):** 2018-05-15
- **C.12 - Maturity Date (WAL):** 2018-05-15
- **C.13 - Final Legal Maturity Date:** 2018-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK NEDERLANDSE GEMEENTEN N.V.

- **C.1 - Title:** Bank Nederlandse Gemeenten, 1.5000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944HC25, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $199983322.00
- **C.18.a - Value (excl. sponsor support):** $199983322.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.5000%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: BANK NEDERLANDSE GEMEENTEN N.V.

- **C.1 - Title:** Bank Nederlandse Gemeenten, 1.5200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944HC74, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $149955666.00
- **C.18.a - Value (excl. sponsor support):** $149955666.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.5200%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: BANK NEDERLANDSE GEMEENTEN N.V.

- **C.1 - Title:** Bank Nederlandse Gemeenten, 1.5400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944HCC3, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $325333018.50
- **C.18.a - Value (excl. sponsor support):** $325333018.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2018-03-12
- **C.12 - Maturity Date (WAL):** 2018-03-12
- **C.13 - Final Legal Maturity Date:** 2018-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANK NEDERLANDSE GEMEENTEN N.V.

- **C.1 - Title:** Bank Nederlandse Gemeenten, 2.0500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944HEX5, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $149216466.00
- **C.18.a - Value (excl. sponsor support):** $149216466.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 2.0500%
- **C.11 - Maturity Date (WAM):** 2018-05-31
- **C.12 - Maturity Date (WAL):** 2018-05-31
- **C.13 - Final Legal Maturity Date:** 2018-05-31
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK OF AMERICA CORP.

- **C.1 - Title:** Bank of America Corp., 1.3700%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 9DJT3UXIJIZJI4WXO774, CIK: 0000070858, C.5 - Other ID: BAC118301
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.8593%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427KWB9, C.4 - ISIN: US06427KWB96, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $100057900.00
- **C.18.a - Value (excl. sponsor support):** $100057900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.8600%
- **C.11 - Maturity Date (WAM):** 2018-03-08
- **C.12 - Maturity Date (WAL):** 2018-05-08
- **C.13 - Final Legal Maturity Date:** 2018-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.7855%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GUB2, C.4 - ISIN: US06417GUB21, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100017000.00
- **C.18.a - Value (excl. sponsor support):** $100017000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2018-03-20
- **C.12 - Maturity Date (WAL):** 2018-03-20
- **C.13 - Final Legal Maturity Date:** 2018-03-20
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.8446%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LEM5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100034200.00
- **C.18.a - Value (excl. sponsor support):** $100034200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2018-04-11
- **C.12 - Maturity Date (WAL):** 2018-04-11
- **C.13 - Final Legal Maturity Date:** 2018-04-11
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de l'Etat, 1.7900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1E23, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $17943804.00
- **C.18.a - Value (excl. sponsor support):** $17943804.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2018-05-02
- **C.12 - Maturity Date (WAL):** 2018-05-02
- **C.13 - Final Legal Maturity Date:** 2018-05-02
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Capital, Inc., 1.3500%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: AC28XWWI3WIBK2824319, CIK: 0000312069, C.5 - Other ID: BCG118301
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.8700%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.5600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BD58, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $74883300.00
- **C.18.a - Value (excl. sponsor support):** $74883300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2018-04-05
- **C.12 - Maturity Date (WAL):** 2018-04-05
- **C.13 - Final Legal Maturity Date:** 2018-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BEH1, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $149376000.00
- **C.18.a - Value (excl. sponsor support):** $149376000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-05-17
- **C.12 - Maturity Date (WAL):** 2018-05-17
- **C.13 - Final Legal Maturity Date:** 2018-05-17
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.3700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BC18, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $28998894.81
- **C.18.a - Value (excl. sponsor support):** $28998894.81
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BC75, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $74979583.50
- **C.18.a - Value (excl. sponsor support):** $74979583.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.7900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BE32, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $199367112.00
- **C.18.a - Value (excl. sponsor support):** $199367112.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2018-05-03
- **C.12 - Maturity Date (WAL):** 2018-05-03
- **C.13 - Final Legal Maturity Date:** 2018-05-03
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BDL3, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $199526550.00
- **C.18.a - Value (excl. sponsor support):** $199526550.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2018-04-20
- **C.12 - Maturity Date (WAL):** 2018-04-20
- **C.13 - Final Legal Maturity Date:** 2018-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.6000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BDA7, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $21460969.12
- **C.18.a - Value (excl. sponsor support):** $21460969.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2018-04-10
- **C.12 - Maturity Date (WAL):** 2018-04-10
- **C.13 - Final Legal Maturity Date:** 2018-04-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: CHEVRON CORP.

- **C.1 - Title:** Chevron Corp., 1.4700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677KCE1, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $74957241.75
- **C.18.a - Value (excl. sponsor support):** $74957241.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.4700%
- **C.11 - Maturity Date (WAM):** 2018-03-14
- **C.12 - Maturity Date (WAL):** 2018-03-14
- **C.13 - Final Legal Maturity Date:** 2018-03-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: CISCO SYSTEMS INC.

- **C.1 - Title:** Cisco Systems, Inc., 1.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17277BC60, C.3 - LEI: 8E6NF1YAL0WT6CWXXV93, CIK: 0000858877
- **C.18 - Value (incl. sponsor support):** $99975750.00
- **C.18.a - Value (excl. sponsor support):** $99975750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: COCA-COLA CO. (THE)

- **C.1 - Title:** Coca-Cola Co., 1.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121BD30, C.3 - LEI: UWJKFUJFZ02DKWI3RY53, CIK: 0000021344
- **C.18 - Value (incl. sponsor support):** $10333890.85
- **C.18.a - Value (excl. sponsor support):** $10333890.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2018-04-03
- **C.12 - Maturity Date (WAL):** 2018-04-03
- **C.13 - Final Legal Maturity Date:** 2018-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: COLGATE-PALMOLIVE CO.

- **C.1 - Title:** Colgate-Palmolive Co., 1.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19416FC77, C.3 - LEI: YMEGZFW4SBUSS5BQXF88, CIK: 0000021665
- **C.18 - Value (incl. sponsor support):** $99971611.00
- **C.18.a - Value (excl. sponsor support):** $99971611.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: COLGATE-PALMOLIVE CO.

- **C.1 - Title:** Colgate-Palmolive Co., 1.4700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19416FC85, C.3 - LEI: YMEGZFW4SBUSS5BQXF88, CIK: 0000021665
- **C.18 - Value (incl. sponsor support):** $99967444.00
- **C.18.a - Value (excl. sponsor support):** $99967444.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4700%
- **C.11 - Maturity Date (WAM):** 2018-03-08
- **C.12 - Maturity Date (WAL):** 2018-03-08
- **C.13 - Final Legal Maturity Date:** 2018-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: COLGATE-PALMOLIVE CO.

- **C.1 - Title:** Colgate-Palmolive Co., 1.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19416FC51, C.3 - LEI: YMEGZFW4SBUSS5BQXF88, CIK: 0000021665
- **C.18 - Value (incl. sponsor support):** $18646244.08
- **C.18.a - Value (excl. sponsor support):** $18646244.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2018-03-05
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.9197%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWA0, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100002800.00
- **C.18.a - Value (excl. sponsor support):** $100002800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.9025%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWJ1, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $75020025.00
- **C.18.a - Value (excl. sponsor support):** $75020025.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2018-03-23
- **C.12 - Maturity Date (WAL):** 2018-03-23
- **C.13 - Final Legal Maturity Date:** 2018-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.7447%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AXG6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $45013680.00
- **C.18.a - Value (excl. sponsor support):** $45013680.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-06-01
- **C.13 - Final Legal Maturity Date:** 2018-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.7597%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWZ5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $29011600.00
- **C.18.a - Value (excl. sponsor support):** $29011600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-05-02
- **C.13 - Final Legal Maturity Date:** 2018-05-02
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.7695%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AYS9, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $119974320.00
- **C.18.a - Value (excl. sponsor support):** $119974320.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.7700%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.9081%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWC6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $70013930.00
- **C.18.a - Value (excl. sponsor support):** $70013930.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-03-16
- **C.12 - Maturity Date (WAL):** 2018-03-16
- **C.13 - Final Legal Maturity Date:** 2018-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.8132%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AZK5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $149968350.00
- **C.18.a - Value (excl. sponsor support):** $149968350.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2018-03-16
- **C.12 - Maturity Date (WAL):** 2018-12-13
- **C.13 - Final Legal Maturity Date:** 2018-12-13
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.9500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EEG4, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $199168828.00
- **C.18.a - Value (excl. sponsor support):** $199168828.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-05-16
- **C.12 - Maturity Date (WAL):** 2018-05-16
- **C.13 - Final Legal Maturity Date:** 2018-05-16
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.9400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EEF6, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $174285494.25
- **C.18.a - Value (excl. sponsor support):** $174285494.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-05-15
- **C.12 - Maturity Date (WAL):** 2018-05-15
- **C.13 - Final Legal Maturity Date:** 2018-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.7512%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305GAJ7, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $75014250.00
- **C.18.a - Value (excl. sponsor support):** $75014250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2018-03-27
- **C.12 - Maturity Date (WAL):** 2018-03-27
- **C.13 - Final Legal Maturity Date:** 2018-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 2.0700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EEV1, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $59691000.00
- **C.18.a - Value (excl. sponsor support):** $59691000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 2.0700%
- **C.11 - Maturity Date (WAM):** 2018-05-29
- **C.12 - Maturity Date (WAL):** 2018-05-29
- **C.13 - Final Legal Maturity Date:** 2018-05-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.7400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EDA8, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $99801947.00
- **C.18.a - Value (excl. sponsor support):** $99801947.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2018-04-10
- **C.12 - Maturity Date (WAL):** 2018-04-10
- **C.13 - Final Legal Maturity Date:** 2018-04-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.5500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EC76, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $151754249.00
- **C.18.a - Value (excl. sponsor support):** $151754249.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.5900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ECF8, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $13296185.44
- **C.18.a - Value (excl. sponsor support):** $13296185.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2018-03-15
- **C.12 - Maturity Date (WAL):** 2018-03-15
- **C.13 - Final Legal Maturity Date:** 2018-03-15
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.6200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ECK7, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $62282636.64
- **C.18.a - Value (excl. sponsor support):** $62282636.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2018-03-19
- **C.12 - Maturity Date (WAL):** 2018-03-19
- **C.13 - Final Legal Maturity Date:** 2018-03-19
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: EMERSON ELECTRIC CO.

- **C.1 - Title:** Emerson Electric Co., 1.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29101BC75, C.3 - LEI: FGLT0EWZSUIRRITFOA30, CIK: 0000032604
- **C.18 - Value (incl. sponsor support):** $24992805.50
- **C.18.a - Value (excl. sponsor support):** $24992805.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: EMERSON ELECTRIC CO.

- **C.1 - Title:** Emerson Electric Co., 1.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29101BCS9, C.3 - LEI: FGLT0EWZSUIRRITFOA30, CIK: 0000032604
- **C.18 - Value (incl. sponsor support):** $49941933.50
- **C.18.a - Value (excl. sponsor support):** $49941933.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2018-03-26
- **C.12 - Maturity Date (WAL):** 2018-03-26
- **C.13 - Final Legal Maturity Date:** 2018-03-26
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.8300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DE48, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99670125.00
- **C.18.a - Value (excl. sponsor support):** $99670125.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2018-05-04
- **C.12 - Maturity Date (WAL):** 2018-05-04
- **C.13 - Final Legal Maturity Date:** 2018-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 56: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.8000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DDT4, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $148853034.90
- **C.18.a - Value (excl. sponsor support):** $148853034.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2018-04-27
- **C.12 - Maturity Date (WAL):** 2018-04-27
- **C.13 - Final Legal Maturity Date:** 2018-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 57: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** European Investment Bank, 1.5996%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 29878TCT9, C.4 - ISIN: US29878TCT97, C.3 - LEI: 5493006YXS1U5GIHE750, CIK: 0000033745
- **C.18 - Value (incl. sponsor support):** $23577262.13
- **C.18.a - Value (excl. sponsor support):** $23577262.13
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-07-06
- **C.13 - Final Legal Maturity Date:** 2018-07-06
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 1.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229BC21, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $179985960.00
- **C.18.a - Value (excl. sponsor support):** $179985960.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 1.6000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229BD38, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $199698156.00
- **C.18.a - Value (excl. sponsor support):** $199698156.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2018-04-03
- **C.12 - Maturity Date (WAL):** 2018-04-03
- **C.13 - Final Legal Maturity Date:** 2018-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.5800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385WA0, C.4 - ISIN: US313385WA04, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $84020351.53
- **C.18.a - Value (excl. sponsor support):** $84020351.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2018-04-26
- **C.12 - Maturity Date (WAL):** 2018-04-26
- **C.13 - Final Legal Maturity Date:** 2018-04-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.6500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385WW2, C.4 - ISIN: US313385WW24, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149471100.00
- **C.18.a - Value (excl. sponsor support):** $149471100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2018-05-16
- **C.12 - Maturity Date (WAL):** 2018-05-16
- **C.13 - Final Legal Maturity Date:** 2018-05-16
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.5600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385VE3, C.4 - ISIN: US313385VE35, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149760000.00
- **C.18.a - Value (excl. sponsor support):** $149760000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2018-04-06
- **C.12 - Maturity Date (WAL):** 2018-04-06
- **C.13 - Final Legal Maturity Date:** 2018-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.5600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385VK9, C.4 - ISIN: US313385VK94, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99817800.00
- **C.18.a - Value (excl. sponsor support):** $99817800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2018-04-11
- **C.12 - Maturity Date (WAL):** 2018-04-11
- **C.13 - Final Legal Maturity Date:** 2018-04-11
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.6600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385XF8, C.4 - ISIN: US313385XF81, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99605700.00
- **C.18.a - Value (excl. sponsor support):** $99605700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2018-05-25
- **C.12 - Maturity Date (WAL):** 2018-05-25
- **C.13 - Final Legal Maturity Date:** 2018-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.6600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385XL5, C.4 - ISIN: US313385XL59, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $122486475.00
- **C.18.a - Value (excl. sponsor support):** $122486475.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2018-05-30
- **C.12 - Maturity Date (WAL):** 2018-05-30
- **C.13 - Final Legal Maturity Date:** 2018-05-30
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.6500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385WY8, C.4 - ISIN: US313385WY89, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99638200.00
- **C.18.a - Value (excl. sponsor support):** $99638200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2018-05-18
- **C.12 - Maturity Date (WAL):** 2018-05-18
- **C.13 - Final Legal Maturity Date:** 2018-05-18
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.6600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385XD3, C.4 - ISIN: US313385XD34, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99615000.00
- **C.18.a - Value (excl. sponsor support):** $99615000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2018-05-23
- **C.12 - Maturity Date (WAL):** 2018-05-23
- **C.13 - Final Legal Maturity Date:** 2018-05-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.3600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385UF1, C.4 - ISIN: US313385UF19, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99947300.00
- **C.18.a - Value (excl. sponsor support):** $99947300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2018-03-14
- **C.12 - Maturity Date (WAL):** 2018-03-14
- **C.13 - Final Legal Maturity Date:** 2018-03-14
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.3700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385UH7, C.4 - ISIN: US313385UH74, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49969600.00
- **C.18.a - Value (excl. sponsor support):** $49969600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2018-03-16
- **C.12 - Maturity Date (WAL):** 2018-03-16
- **C.13 - Final Legal Maturity Date:** 2018-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.5700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385VS2, C.4 - ISIN: US313385VS21, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99786700.00
- **C.18.a - Value (excl. sponsor support):** $99786700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2018-04-18
- **C.12 - Maturity Date (WAL):** 2018-04-18
- **C.13 - Final Legal Maturity Date:** 2018-04-18
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.2500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385TY2, C.4 - ISIN: US313385TY27, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99975700.00
- **C.18.a - Value (excl. sponsor support):** $99975700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.4000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385UQ7, C.4 - ISIN: US313385UQ73, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99910800.00
- **C.18.a - Value (excl. sponsor support):** $99910800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2018-03-23
- **C.12 - Maturity Date (WAL):** 2018-03-23
- **C.13 - Final Legal Maturity Date:** 2018-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.5500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.4 - ISIN: US313385VA13, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99857800.00
- **C.18.a - Value (excl. sponsor support):** $99857800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2018-04-02
- **C.12 - Maturity Date (WAL):** 2018-04-02
- **C.13 - Final Legal Maturity Date:** 2018-04-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.5600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385VC7, C.4 - ISIN: US313385VC78, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $141785438.00
- **C.18.a - Value (excl. sponsor support):** $141785438.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2018-04-04
- **C.12 - Maturity Date (WAL):** 2018-04-04
- **C.13 - Final Legal Maturity Date:** 2018-04-04
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.4100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385UV6, C.4 - ISIN: US313385UV68, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99890500.00
- **C.18.a - Value (excl. sponsor support):** $99890500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2018-03-28
- **C.12 - Maturity Date (WAL):** 2018-03-28
- **C.13 - Final Legal Maturity Date:** 2018-03-28
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 1.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164KD57, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $49916500.00
- **C.18.a - Value (excl. sponsor support):** $49916500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2018-04-05
- **C.12 - Maturity Date (WAL):** 2018-04-05
- **C.13 - Final Legal Maturity Date:** 2018-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 1.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164KC90, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $74972756.25
- **C.18.a - Value (excl. sponsor support):** $74972756.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: GENERAL ELECTRIC CO. (U.S.)

- **C.1 - Title:** General Electric Capital Corp., 1.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36960MCV3, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $199735938.00
- **C.18.a - Value (excl. sponsor support):** $199735938.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2018-03-29
- **C.12 - Maturity Date (WAL):** 2018-03-29
- **C.13 - Final Legal Maturity Date:** 2018-03-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: GENERAL ELECTRIC CO. (U.S.)

- **C.1 - Title:** General Electric Capital Corp., 2.0635%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 36962GX66, C.4 - ISIN: US36962GX669, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $1000494.20
- **C.18.a - Value (excl. sponsor support):** $1000494.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 2.0600%
- **C.11 - Maturity Date (WAM):** 2018-05-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: GENERAL ELECTRIC CO. (U.S.)

- **C.1 - Title:** General Electric Capital Corp., 2.4046%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 36962G6X7, C.4 - ISIN: US36962G6X77, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $9475545.44
- **C.18.a - Value (excl. sponsor support):** $9475545.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 2.4000%
- **C.11 - Maturity Date (WAM):** 2018-04-02
- **C.12 - Maturity Date (WAL):** 2018-04-02
- **C.13 - Final Legal Maturity Date:** 2018-04-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: GENERAL ELECTRIC CO. (U.S.)

- **C.1 - Title:** General Electric Capital Corp., 1.4400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36960MC76, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $99972000.00
- **C.18.a - Value (excl. sponsor support):** $99972000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: GOLDMAN SACHS GROUP INC.

- **C.1 - Title:** Goldman Sachs & Co., 1.3800%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: FOR8UP27PHTHYVLBNG30, CIK: 0000886982, C.5 - Other ID: GOL218301
- **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:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: HSBC USA INC.

- **C.1 - Title:** HSBC Securities (USA), Inc., 1.3600%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: MLU0ZO3ML4LN2LL2TL39, CIK: 0001089113, C.5 - Other ID: HSB218301
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: JPMORGAN CHASE & CO.

- **C.1 - Title:** JPMorgan Securities, 1.3700%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 8I5DZWZKVSZI1NUHU748, CIK: 0000019617, C.5 - Other ID: JPM218301
- **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:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.6300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UD94, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $54900572.10
- **C.18.a - Value (excl. sponsor support):** $54900572.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2018-04-09
- **C.12 - Maturity Date (WAL):** 2018-04-09
- **C.13 - Final Legal Maturity Date:** 2018-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 86: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UD52, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $58905128.00
- **C.18.a - Value (excl. sponsor support):** $58905128.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2018-04-05
- **C.12 - Maturity Date (WAL):** 2018-04-05
- **C.13 - Final Legal Maturity Date:** 2018-04-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 87: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UF19, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $24378163.46
- **C.18.a - Value (excl. sponsor support):** $24378163.46
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-06-01
- **C.12 - Maturity Date (WAL):** 2018-06-01
- **C.13 - Final Legal Maturity Date:** 2018-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 88: KIMBERLY-CLARK CORP.

- **C.1 - Title:** Kimberly-Clark Worldwide, 1.5000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 49436UC77, C.3 - LEI: 5493001TMCBEHPT4YE78, CIK: 0000055785
- **C.18 - Value (incl. sponsor support):** $19994166.60
- **C.18.a - Value (excl. sponsor support):** $19994166.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.5000%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.5100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000BCD0, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49972736.00
- **C.18.a - Value (excl. sponsor support):** $49972736.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.5100%
- **C.11 - Maturity Date (WAM):** 2018-03-13
- **C.12 - Maturity Date (WAL):** 2018-03-13
- **C.13 - Final Legal Maturity Date:** 2018-03-13
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.5200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000BCE8, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $41175726.20
- **C.18.a - Value (excl. sponsor support):** $41175726.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.5200%
- **C.11 - Maturity Date (WAM):** 2018-03-14
- **C.12 - Maturity Date (WAL):** 2018-03-14
- **C.13 - Final Legal Maturity Date:** 2018-03-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.4700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000BC57, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49989791.50
- **C.18.a - Value (excl. sponsor support):** $49989791.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.4700%
- **C.11 - Maturity Date (WAM):** 2018-03-05
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000BC24, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $41996605.14
- **C.18.a - Value (excl. sponsor support):** $41996605.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000BC99, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49981375.00
- **C.18.a - Value (excl. sponsor support):** $49981375.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000BC65, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $74981562.75
- **C.18.a - Value (excl. sponsor support):** $74981562.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.7500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HDR3, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $199457112.00
- **C.18.a - Value (excl. sponsor support):** $199457112.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2018-04-25
- **C.12 - Maturity Date (WAL):** 2018-04-25
- **C.13 - Final Legal Maturity Date:** 2018-04-25
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.8300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HEM3, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $199168156.00
- **C.18.a - Value (excl. sponsor support):** $199168156.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2018-05-21
- **C.12 - Maturity Date (WAL):** 2018-05-21
- **C.13 - Final Legal Maturity Date:** 2018-05-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.7200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HDH5, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $99771200.00
- **C.18.a - Value (excl. sponsor support):** $99771200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7200%
- **C.11 - Maturity Date (WAM):** 2018-04-17
- **C.12 - Maturity Date (WAL):** 2018-04-17
- **C.13 - Final Legal Maturity Date:** 2018-04-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.4800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HC94, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $149944612.50
- **C.18.a - Value (excl. sponsor support):** $149944612.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.5400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HCG8, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $174880688.50
- **C.18.a - Value (excl. sponsor support):** $174880688.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2018-03-16
- **C.12 - Maturity Date (WAL):** 2018-03-16
- **C.13 - Final Legal Maturity Date:** 2018-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: L'OREAL

- **C.1 - Title:** L'Oreal USA, Inc., 1.4400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50211UC27, C.3 - LEI: 529900MBZ0PRAP172T60, CIK: 0001219156
- **C.18 - Value (incl. sponsor support):** $24998007.00
- **C.18.a - Value (excl. sponsor support):** $24998007.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: L'OREAL

- **C.1 - Title:** L'Oreal USA, Inc., 1.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50211UCC5, C.3 - LEI: 529900MBZ0PRAP172T60, CIK: 0001219156
- **C.18 - Value (incl. sponsor support):** $30484902.50
- **C.18.a - Value (excl. sponsor support):** $30484902.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2018-03-12
- **C.12 - Maturity Date (WAL):** 2018-03-12
- **C.13 - Final Legal Maturity Date:** 2018-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: MERCK & CO. INC.

- **C.1 - Title:** Merck & Co., Inc., 2.2325%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 58933YAH8, C.4 - ISIN: US58933YAH80, C.3 - LEI: 4YV9Y5M8S0BRK1RP0397, CIK: 0001220372
- **C.18 - Value (incl. sponsor support):** $26713778.54
- **C.18.a - Value (excl. sponsor support):** $26713778.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 2.2300%
- **C.11 - Maturity Date (WAM):** 2018-05-18
- **C.12 - Maturity Date (WAL):** 2018-05-18
- **C.13 - Final Legal Maturity Date:** 2018-05-18
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** Mizuho Securities USA, Inc., 1.3500%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, CIK: 0001335730, C.5 - Other ID: MIZ218301
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.7632%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GFJ9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $149965950.00
- **C.18.a - Value (excl. sponsor support):** $149965950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2018-03-13
- **C.12 - Maturity Date (WAL):** 2018-09-13
- **C.13 - Final Legal Maturity Date:** 2018-09-13
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.9296%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GDX0, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $100008300.00
- **C.18.a - Value (excl. sponsor support):** $100008300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.7608%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GFK6, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $39987440.00
- **C.18.a - Value (excl. sponsor support):** $39987440.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2018-03-13
- **C.12 - Maturity Date (WAL):** 2018-10-12
- **C.13 - Final Legal Maturity Date:** 2018-10-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.7208%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GFG5, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $50006750.00
- **C.18.a - Value (excl. sponsor support):** $50006750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.7200%
- **C.11 - Maturity Date (WAM):** 2018-03-11
- **C.12 - Maturity Date (WAL):** 2018-06-11
- **C.13 - Final Legal Maturity Date:** 2018-06-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.3845%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 6325C1CF4, C.4 - ISIN: US6325C1CF48, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $18035064.00
- **C.18.a - Value (excl. sponsor support):** $18035064.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 2.3800%
- **C.11 - Maturity Date (WAM):** 2018-04-23
- **C.12 - Maturity Date (WAL):** 2018-07-23
- **C.13 - Final Legal Maturity Date:** 2018-07-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.3845%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 6325C0DD0, C.4 - ISIN: US6325C0DD08, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $1603116.80
- **C.18.a - Value (excl. sponsor support):** $1603116.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 2.3800%
- **C.11 - Maturity Date (WAM):** 2018-04-23
- **C.12 - Maturity Date (WAL):** 2018-07-23
- **C.13 - Final Legal Maturity Date:** 2018-07-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: NATIONAL RURAL UTILITIES CFC

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp., 1.5300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63743DCC3, C.3 - LEI: 4NYF266XZC35SCTGX023, CIK: 0000070502
- **C.18 - Value (incl. sponsor support):** $24987291.75
- **C.18.a - Value (excl. sponsor support):** $24987291.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2018-03-12
- **C.12 - Maturity Date (WAL):** 2018-03-12
- **C.13 - Final Legal Maturity Date:** 2018-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: NATIONAL RURAL UTILITIES CFC

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp., 1.4700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63743DC17, C.3 - LEI: 4NYF266XZC35SCTGX023, CIK: 0000070502
- **C.18 - Value (incl. sponsor support):** $34998570.95
- **C.18.a - Value (excl. sponsor support):** $34998570.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.4700%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 1.7100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975VD98, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $199620666.00
- **C.18.a - Value (excl. sponsor support):** $199620666.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.7100%
- **C.11 - Maturity Date (WAM):** 2018-04-09
- **C.12 - Maturity Date (WAL):** 2018-04-09
- **C.13 - Final Legal Maturity Date:** 2018-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 1.5300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975VCC2, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $249872917.50
- **C.18.a - Value (excl. sponsor support):** $249872917.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2018-03-12
- **C.12 - Maturity Date (WAL):** 2018-03-12
- **C.13 - Final Legal Maturity Date:** 2018-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 1.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HC59, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $16996694.52
- **C.18.a - Value (excl. sponsor support):** $16996694.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2018-03-05
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 1.4800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558GC92, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $99963100.00
- **C.18.a - Value (excl. sponsor support):** $99963100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 1.4400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558GC19, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $249989972.50
- **C.18.a - Value (excl. sponsor support):** $249989972.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5C15, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $49998014.00
- **C.18.a - Value (excl. sponsor support):** $49998014.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5CD9, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $23787194.17
- **C.18.a - Value (excl. sponsor support):** $23787194.17
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2018-03-13
- **C.12 - Maturity Date (WAL):** 2018-03-13
- **C.13 - Final Legal Maturity Date:** 2018-03-13
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.4700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5C80, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $164946282.60
- **C.18.a - Value (excl. sponsor support):** $164946282.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.4700%
- **C.11 - Maturity Date (WAM):** 2018-03-08
- **C.12 - Maturity Date (WAL):** 2018-03-08
- **C.13 - Final Legal Maturity Date:** 2018-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.8400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939ME29, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $130280289.63
- **C.18.a - Value (excl. sponsor support):** $130280289.63
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2018-05-02
- **C.12 - Maturity Date (WAL):** 2018-05-02
- **C.13 - Final Legal Maturity Date:** 2018-05-02
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 121: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.6900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MD95, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99812778.00
- **C.18.a - Value (excl. sponsor support):** $99812778.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2018-04-09
- **C.12 - Maturity Date (WAL):** 2018-04-09
- **C.13 - Final Legal Maturity Date:** 2018-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 122: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.7800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MDP9, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $199467200.00
- **C.18.a - Value (excl. sponsor support):** $199467200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2018-04-23
- **C.12 - Maturity Date (WAL):** 2018-04-23
- **C.13 - Final Legal Maturity Date:** 2018-04-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 123: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.8300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MDW4, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $149536908.00
- **C.18.a - Value (excl. sponsor support):** $149536908.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2018-04-30
- **C.12 - Maturity Date (WAL):** 2018-04-30
- **C.13 - Final Legal Maturity Date:** 2018-04-30
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 124: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.7900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MDQ7, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99727750.00
- **C.18.a - Value (excl. sponsor support):** $99727750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2018-04-24
- **C.12 - Maturity Date (WAL):** 2018-04-24
- **C.13 - Final Legal Maturity Date:** 2018-04-24
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 125: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MC62, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $139965840.00
- **C.18.a - Value (excl. sponsor support):** $139965840.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 126: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MC88, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $24991794.50
- **C.18.a - Value (excl. sponsor support):** $24991794.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2018-03-08
- **C.12 - Maturity Date (WAL):** 2018-03-08
- **C.13 - Final Legal Maturity Date:** 2018-03-08
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 127: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 1.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SC92, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $117756119.50
- **C.18.a - Value (excl. sponsor support):** $117756119.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 128: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 1.7000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SDK6, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $196935835.61
- **C.18.a - Value (excl. sponsor support):** $196935835.61
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2018-04-19
- **C.12 - Maturity Date (WAL):** 2018-04-19
- **C.13 - Final Legal Maturity Date:** 2018-04-19
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 129: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 1.7000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SDL4, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $141908220.19
- **C.18.a - Value (excl. sponsor support):** $141908220.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2018-04-20
- **C.12 - Maturity Date (WAL):** 2018-04-20
- **C.13 - Final Legal Maturity Date:** 2018-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 130: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 1.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SC19, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $149993958.00
- **C.18.a - Value (excl. sponsor support):** $149993958.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 131: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.9500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BEE6, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99595833.00
- **C.18.a - Value (excl. sponsor support):** $99595833.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-05-14
- **C.12 - Maturity Date (WAL):** 2018-05-14
- **C.13 - Final Legal Maturity Date:** 2018-05-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.5600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BC57, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $46989842.83
- **C.18.a - Value (excl. sponsor support):** $46989842.83
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2018-03-05
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.5300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BCD0, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $28284364.25
- **C.18.a - Value (excl. sponsor support):** $28284364.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2018-03-13
- **C.12 - Maturity Date (WAL):** 2018-03-13
- **C.13 - Final Legal Maturity Date:** 2018-03-13
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BC57, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $23995033.44
- **C.18.a - Value (excl. sponsor support):** $23995033.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2018-03-05
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BC24, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $29997541.80
- **C.18.a - Value (excl. sponsor support):** $29997541.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.6300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BCS7, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $29165667.22
- **C.18.a - Value (excl. sponsor support):** $29165667.22
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2018-03-26
- **C.12 - Maturity Date (WAL):** 2018-03-26
- **C.13 - Final Legal Maturity Date:** 2018-03-26
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.5500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BCG3, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $22884244.80
- **C.18.a - Value (excl. sponsor support):** $22884244.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2018-03-16
- **C.12 - Maturity Date (WAL):** 2018-03-16
- **C.13 - Final Legal Maturity Date:** 2018-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.5400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BCF5, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $24184471.59
- **C.18.a - Value (excl. sponsor support):** $24184471.59
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2018-03-15
- **C.12 - Maturity Date (WAL):** 2018-03-15
- **C.13 - Final Legal Maturity Date:** 2018-03-15
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.5300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BCC2, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $29984750.10
- **C.18.a - Value (excl. sponsor support):** $29984750.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2018-03-12
- **C.12 - Maturity Date (WAL):** 2018-03-12
- **C.13 - Final Legal Maturity Date:** 2018-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: PEPSICO INC.

- **C.1 - Title:** PepsiCo, Inc., 1.5500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71344UCK3, C.3 - LEI: FJSUNZKFNQ5YPJ5OT455, CIK: 0000077476
- **C.18 - Value (incl. sponsor support):** $62967380.51
- **C.18.a - Value (excl. sponsor support):** $62967380.51
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2018-03-19
- **C.12 - Maturity Date (WAL):** 2018-03-19
- **C.13 - Final Legal Maturity Date:** 2018-03-19
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 1.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BC91, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $99962750.00
- **C.18.a - Value (excl. sponsor support):** $99962750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 142: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 1.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BC83, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $53982180.00
- **C.18.a - Value (excl. sponsor support):** $53982180.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2018-03-08
- **C.12 - Maturity Date (WAL):** 2018-03-08
- **C.13 - Final Legal Maturity Date:** 2018-03-08
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 143: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 1.5100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BCD2, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $19989094.40
- **C.18.a - Value (excl. sponsor support):** $19989094.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.5100%
- **C.11 - Maturity Date (WAM):** 2018-03-13
- **C.12 - Maturity Date (WAL):** 2018-03-13
- **C.13 - Final Legal Maturity Date:** 2018-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 144: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 1.6900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BDG4, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $124725017.50
- **C.18.a - Value (excl. sponsor support):** $124725017.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2018-04-16
- **C.12 - Maturity Date (WAL):** 2018-04-16
- **C.13 - Final Legal Maturity Date:** 2018-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 145: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 1.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BCP5, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $199797600.00
- **C.18.a - Value (excl. sponsor support):** $199797600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2018-03-23
- **C.12 - Maturity Date (WAL):** 2018-03-23
- **C.13 - Final Legal Maturity Date:** 2018-03-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 146: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 1.6800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BDB5, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $36927825.21
- **C.18.a - Value (excl. sponsor support):** $36927825.21
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2018-04-11
- **C.12 - Maturity Date (WAL):** 2018-04-11
- **C.13 - Final Legal Maturity Date:** 2018-04-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 147: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.6875%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B3C6, C.4 - ISIN: US21684B3C65, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $150014400.00
- **C.18.a - Value (excl. sponsor support):** $150014400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2018-03-15
- **C.12 - Maturity Date (WAL):** 2018-03-15
- **C.13 - Final Legal Maturity Date:** 2018-03-15
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.7408%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B2F0, C.4 - ISIN: US21684B2F06, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $99999200.00
- **C.18.a - Value (excl. sponsor support):** $99999200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2018-03-14
- **C.12 - Maturity Date (WAL):** 2018-07-12
- **C.13 - Final Legal Maturity Date:** 2018-07-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.7337%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B3D4, C.4 - ISIN: US21684B3D49, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50002050.00
- **C.18.a - Value (excl. sponsor support):** $50002050.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2018-03-20
- **C.12 - Maturity Date (WAL):** 2018-06-20
- **C.13 - Final Legal Maturity Date:** 2018-06-20
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.7597%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B3W2, C.4 - ISIN: US21684B3W20, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $74958375.00
- **C.18.a - Value (excl. sponsor support):** $74958375.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2018-03-04
- **C.12 - Maturity Date (WAL):** 2018-11-02
- **C.13 - Final Legal Maturity Date:** 2018-11-02
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.7595%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B3K8, C.4 - ISIN: US21684B3K81, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $99946200.00
- **C.18.a - Value (excl. sponsor support):** $99946200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.7938%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B4D3, C.4 - ISIN: US21684B4D30, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $74963700.00
- **C.18.a - Value (excl. sponsor support):** $74963700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2018-03-18
- **C.12 - Maturity Date (WAL):** 2018-12-18
- **C.13 - Final Legal Maturity Date:** 2018-12-18
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.8890%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B4X9, C.4 - ISIN: US21684B4X93, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $99989500.00
- **C.18.a - Value (excl. sponsor support):** $99989500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2018-04-04
- **C.12 - Maturity Date (WAL):** 2018-09-04
- **C.13 - Final Legal Maturity Date:** 2018-09-04
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: ROCHE HOLDING INC.

- **C.1 - Title:** Roche Holdings, Inc., 1.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119MC62, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $96976477.50
- **C.18.a - Value (excl. sponsor support):** $96976477.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: ROCHE HOLDING INC.

- **C.1 - Title:** Roche Holdings, Inc., 1.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119MC54, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $17596455.54
- **C.18.a - Value (excl. sponsor support):** $17596455.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2018-03-05
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: ROYAL BANK OF CANADA

- **C.1 - Title:** Royal Bank of Canada, 1.3500%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275, C.5 - Other ID: RBC318301
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.4000%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.8101%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N5B8, C.4 - ISIN: US78009N5B87, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $74986275.00
- **C.18.a - Value (excl. sponsor support):** $74986275.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2018-03-08
- **C.12 - Maturity Date (WAL):** 2018-12-07
- **C.13 - Final Legal Maturity Date:** 2018-12-07
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.8269%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N2M7, C.4 - ISIN: US78009N2M79, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $25030275.00
- **C.18.a - Value (excl. sponsor support):** $25030275.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.8200%
- **C.11 - Maturity Date (WAM):** 2018-04-04
- **C.12 - Maturity Date (WAL):** 2018-10-04
- **C.13 - Final Legal Maturity Date:** 2018-10-04
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.8296%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N2S4, C.4 - ISIN: US78009N2S40, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100007500.00
- **C.18.a - Value (excl. sponsor support):** $100007500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-11-06
- **C.13 - Final Legal Maturity Date:** 2018-11-06
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.6788%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NU46, C.4 - ISIN: US78009NU462, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $30029010.00
- **C.18.a - Value (excl. sponsor support):** $30029010.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2018-03-12
- **C.12 - Maturity Date (WAL):** 2018-06-12
- **C.13 - Final Legal Maturity Date:** 2018-06-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.8903%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NX76, C.4 - ISIN: US78009NX763, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $99982200.00
- **C.18.a - Value (excl. sponsor support):** $99982200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2018-04-27
- **C.12 - Maturity Date (WAL):** 2018-07-27
- **C.13 - Final Legal Maturity Date:** 2018-07-27
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.3069%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 78012KFV4, C.4 - ISIN: US78012KFV44, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $44356845.58
- **C.18.a - Value (excl. sponsor support):** $44356845.58
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 2.3000%
- **C.11 - Maturity Date (WAM):** 2018-04-30
- **C.12 - Maturity Date (WAL):** 2018-07-30
- **C.13 - Final Legal Maturity Date:** 2018-07-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.8007%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NT89, C.4 - ISIN: US78009NT894, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $50016650.00
- **C.18.a - Value (excl. sponsor support):** $50016650.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2018-03-25
- **C.12 - Maturity Date (WAL):** 2018-05-25
- **C.13 - Final Legal Maturity Date:** 2018-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.8338%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N5M4, C.4 - ISIN: US78009N5M43, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $149979150.00
- **C.18.a - Value (excl. sponsor support):** $149979150.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2018-03-19
- **C.12 - Maturity Date (WAL):** 2018-12-19
- **C.13 - Final Legal Maturity Date:** 2018-12-19
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.9301%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NR65, C.4 - ISIN: US78009NR658, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100009700.00
- **C.18.a - Value (excl. sponsor support):** $100009700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.9137%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NS31, C.4 - ISIN: US78009NS318, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100024400.00
- **C.18.a - Value (excl. sponsor support):** $100024400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-03-20
- **C.12 - Maturity Date (WAL):** 2018-03-20
- **C.13 - Final Legal Maturity Date:** 2018-03-20
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.8200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3E71, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $74742875.25
- **C.18.a - Value (excl. sponsor support):** $74742875.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.8200%
- **C.11 - Maturity Date (WAM):** 2018-05-07
- **C.12 - Maturity Date (WAL):** 2018-05-07
- **C.13 - Final Legal Maturity Date:** 2018-05-07
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3CU2, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $199750488.00
- **C.18.a - Value (excl. sponsor support):** $199750488.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2018-03-28
- **C.12 - Maturity Date (WAL):** 2018-03-28
- **C.13 - Final Legal Maturity Date:** 2018-03-28
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3CV0, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $102866248.32
- **C.18.a - Value (excl. sponsor support):** $102866248.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2018-03-29
- **C.12 - Maturity Date (WAL):** 2018-03-29
- **C.13 - Final Legal Maturity Date:** 2018-03-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3D64, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $94838212.15
- **C.18.a - Value (excl. sponsor support):** $94838212.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2018-04-06
- **C.12 - Maturity Date (WAL):** 2018-04-06
- **C.13 - Final Legal Maturity Date:** 2018-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.7100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3DG2, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $99776619.00
- **C.18.a - Value (excl. sponsor support):** $99776619.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7100%
- **C.11 - Maturity Date (WAM):** 2018-04-16
- **C.12 - Maturity Date (WAL):** 2018-04-16
- **C.13 - Final Legal Maturity Date:** 2018-04-16
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.7500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3DP2, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $151601456.00
- **C.18.a - Value (excl. sponsor support):** $151601456.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2018-04-23
- **C.12 - Maturity Date (WAL):** 2018-04-23
- **C.13 - Final Legal Maturity Date:** 2018-04-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.5300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3CK4, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $59951486.40
- **C.18.a - Value (excl. sponsor support):** $59951486.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2018-03-19
- **C.12 - Maturity Date (WAL):** 2018-03-19
- **C.13 - Final Legal Maturity Date:** 2018-03-19
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3CS7, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $46796268.20
- **C.18.a - Value (excl. sponsor support):** $46796268.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2018-03-26
- **C.12 - Maturity Date (WAL):** 2018-03-26
- **C.13 - Final Legal Maturity Date:** 2018-03-26
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: SHELL INTERNATIONAL

- **C.1 - Title:** Shell International Finance BV, 1.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8225X3C75, C.3 - LEI: 213800ITMMKU4Z7I4F78, CIK: 0001333621
- **C.18 - Value (incl. sponsor support):** $199943222.00
- **C.18.a - Value (excl. sponsor support):** $199943222.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UCP7, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $79645337.19
- **C.18.a - Value (excl. sponsor support):** $79645337.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2018-03-23
- **C.12 - Maturity Date (WAL):** 2018-03-23
- **C.13 - Final Legal Maturity Date:** 2018-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UC69, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $124969687.50
- **C.18.a - Value (excl. sponsor support):** $124969687.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UC51, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $99979861.00
- **C.18.a - Value (excl. sponsor support):** $99979861.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2018-03-05
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UC77, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $199943222.00
- **C.18.a - Value (excl. sponsor support):** $199943222.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UCS1, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $14982796.65
- **C.18.a - Value (excl. sponsor support):** $14982796.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2018-03-26
- **C.12 - Maturity Date (WAL):** 2018-03-26
- **C.13 - Final Legal Maturity Date:** 2018-03-26
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: SIMON PROPERTY GROUP INC.

- **C.1 - Title:** Simon Property GRP, LP, 1.6300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880XCS7, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $25969429.72
- **C.18.a - Value (excl. sponsor support):** $25969429.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2018-03-26
- **C.12 - Maturity Date (WAL):** 2018-03-26
- **C.13 - Final Legal Maturity Date:** 2018-03-26
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: SKANDINAVISKA ENSKILDA BANKEN AB (SEB)

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.4100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UCF3, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $99941458.00
- **C.18.a - Value (excl. sponsor support):** $99941458.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2018-03-15
- **C.12 - Maturity Date (WAL):** 2018-03-15
- **C.13 - Final Legal Maturity Date:** 2018-03-15
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: STATOIL ASA

- **C.1 - Title:** Statoil ASA, 1.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8577A3D99, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $99817778.00
- **C.18.a - Value (excl. sponsor support):** $99817778.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2018-04-09
- **C.12 - Maturity Date (WAL):** 2018-04-09
- **C.13 - Final Legal Maturity Date:** 2018-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: STATOIL ASA

- **C.1 - Title:** Statoil ASA, 2.2507%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 85771PAS1, C.4 - ISIN: US85771PAS11, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $29899634.77
- **C.18.a - Value (excl. sponsor support):** $29899634.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2018-05-08
- **C.12 - Maturity Date (WAL):** 2018-11-08
- **C.13 - Final Legal Maturity Date:** 2018-11-08
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: STATOIL ASA

- **C.1 - Title:** Statoil ASA, 1.7400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8577A3EE7, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $99638542.00
- **C.18.a - Value (excl. sponsor support):** $99638542.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2018-05-14
- **C.12 - Maturity Date (WAL):** 2018-05-14
- **C.13 - Final Legal Maturity Date:** 2018-05-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.4200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LC67, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $74982262.50
- **C.18.a - Value (excl. sponsor support):** $74982262.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.4400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LC83, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $74975983.50
- **C.18.a - Value (excl. sponsor support):** $74975983.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2018-03-08
- **C.12 - Maturity Date (WAL):** 2018-03-08
- **C.13 - Final Legal Maturity Date:** 2018-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.3700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LC26, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $199984734.00
- **C.18.a - Value (excl. sponsor support):** $199984734.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.6100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LCP5, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $199794150.00
- **C.18.a - Value (excl. sponsor support):** $199794150.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2018-03-23
- **C.12 - Maturity Date (WAL):** 2018-03-23
- **C.13 - Final Legal Maturity Date:** 2018-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.7297%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JSE0, C.4 - ISIN: US86958JSE00, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $50016600.00
- **C.18.a - Value (excl. sponsor support):** $50016600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2018-03-05
- **C.12 - Maturity Date (WAL):** 2018-05-02
- **C.13 - Final Legal Maturity Date:** 2018-05-02
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.7396%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JWM7, C.4 - ISIN: US86958JWM79, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99973300.00
- **C.18.a - Value (excl. sponsor support):** $99973300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-09-06
- **C.13 - Final Legal Maturity Date:** 2018-09-06
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.7880%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JVP1, C.4 - ISIN: US86958JVP10, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $149986350.00
- **C.18.a - Value (excl. sponsor support):** $149986350.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2018-03-30
- **C.12 - Maturity Date (WAL):** 2018-07-30
- **C.13 - Final Legal Maturity Date:** 2018-07-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.7593%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JSR1, C.4 - ISIN: US86958JSR13, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $150004950.00
- **C.18.a - Value (excl. sponsor support):** $150004950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2018-03-08
- **C.12 - Maturity Date (WAL):** 2018-08-08
- **C.13 - Final Legal Maturity Date:** 2018-08-08
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.7408%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JWQ8, C.4 - ISIN: US86958JWQ83, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $149954100.00
- **C.18.a - Value (excl. sponsor support):** $149954100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2018-03-12
- **C.12 - Maturity Date (WAL):** 2018-09-12
- **C.13 - Final Legal Maturity Date:** 2018-09-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.6400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KD58, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99836600.00
- **C.18.a - Value (excl. sponsor support):** $99836600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2018-04-05
- **C.12 - Maturity Date (WAL):** 2018-04-05
- **C.13 - Final Legal Maturity Date:** 2018-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.5100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KC59, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99979028.00
- **C.18.a - Value (excl. sponsor support):** $99979028.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.5100%
- **C.11 - Maturity Date (WAM):** 2018-03-05
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.7397%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JXG9, C.4 - ISIN: US86958JXG92, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $46006900.00
- **C.18.a - Value (excl. sponsor support):** $46006900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-07-02
- **C.13 - Final Legal Maturity Date:** 2018-07-02
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: SWEDBANK

- **C.1 - Title:** Swedbank, 1.4000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SC28, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $199984422.00
- **C.18.a - Value (excl. sponsor support):** $199984422.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: SWEDBANK

- **C.1 - Title:** Swedbank, 1.4100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SC77, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $199945206.00
- **C.18.a - Value (excl. sponsor support):** $199945206.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: SWEDBANK

- **C.1 - Title:** Swedbank, 1.4100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SC69, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $349917865.50
- **C.18.a - Value (excl. sponsor support):** $349917865.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: SWEDISH EXPORT CREDIT CORP.

- **C.1 - Title:** Swedish Export Credit Corp., 1.6800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87030KDT0, C.3 - LEI: 1FOLRR5RWTWWI397R131, CIK: 0000352960
- **C.18 - Value (incl. sponsor support):** $99729978.00
- **C.18.a - Value (excl. sponsor support):** $99729978.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2018-04-27
- **C.12 - Maturity Date (WAL):** 2018-04-27
- **C.13 - Final Legal Maturity Date:** 2018-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: TORONTO-DOMINION BANK

- **C.1 - Title:** Toronto Dominion Bank NY, 1.3700%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263, C.5 - Other ID: TOR318301
- **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:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: TORONTO-DOMINION BANK

- **C.1 - Title:** Toronto Dominion Bank, 2.2845%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89114QB72, C.4 - ISIN: US89114QB726, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $11018554.47
- **C.18.a - Value (excl. sponsor support):** $11018554.47
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-04-23
- **C.12 - Maturity Date (WAL):** 2018-07-23
- **C.13 - Final Legal Maturity Date:** 2018-07-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.8401%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WJ56, C.4 - ISIN: US89113WJ562, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100053800.00
- **C.18.a - Value (excl. sponsor support):** $100053800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2018-03-07
- **C.12 - Maturity Date (WAL):** 2018-05-07
- **C.13 - Final Legal Maturity Date:** 2018-05-07
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.8181%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DBP3, C.4 - ISIN: US89120DBP33, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $149945850.00
- **C.18.a - Value (excl. sponsor support):** $149945850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.8200%
- **C.11 - Maturity Date (WAM):** 2018-03-14
- **C.12 - Maturity Date (WAL):** 2018-11-14
- **C.13 - Final Legal Maturity Date:** 2018-11-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.7608%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113W6E1, C.4 - ISIN: US89113W6E16, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $55004675.00
- **C.18.a - Value (excl. sponsor support):** $55004675.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2018-03-14
- **C.12 - Maturity Date (WAL):** 2018-07-12
- **C.13 - Final Legal Maturity Date:** 2018-07-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.7725%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WX50, C.4 - ISIN: US89113WX506, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $80024640.00
- **C.18.a - Value (excl. sponsor support):** $80024640.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.7700%
- **C.11 - Maturity Date (WAM):** 2018-03-23
- **C.12 - Maturity Date (WAL):** 2018-05-23
- **C.13 - Final Legal Maturity Date:** 2018-05-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.8138%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113XGY4, C.4 - ISIN: US89113XGY40, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $25028675.00
- **C.18.a - Value (excl. sponsor support):** $25028675.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2018-04-08
- **C.12 - Maturity Date (WAL):** 2018-11-06
- **C.13 - Final Legal Maturity Date:** 2018-11-06
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.9232%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WYR1, C.4 - ISIN: US89113WYR14, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100017000.00
- **C.18.a - Value (excl. sponsor support):** $100017000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-03-13
- **C.12 - Maturity Date (WAL):** 2018-03-13
- **C.13 - Final Legal Maturity Date:** 2018-03-13
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.9195%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WYE0, C.4 - ISIN: US89113WYE01, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100006900.00
- **C.18.a - Value (excl. sponsor support):** $100006900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-03-03
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.8047%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DCA5, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $199962600.00
- **C.18.a - Value (excl. sponsor support):** $199962600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.7000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QD49, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $70383479.01
- **C.18.a - Value (excl. sponsor support):** $70383479.01
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2018-04-04
- **C.12 - Maturity Date (WAL):** 2018-04-04
- **C.13 - Final Legal Maturity Date:** 2018-04-04
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.6200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QCM0, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $225786694.42
- **C.18.a - Value (excl. sponsor support):** $225786694.42
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2018-03-21
- **C.12 - Maturity Date (WAL):** 2018-03-21
- **C.13 - Final Legal Maturity Date:** 2018-03-21
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.7200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QDA5, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $249512555.00
- **C.18.a - Value (excl. sponsor support):** $249512555.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.7200%
- **C.11 - Maturity Date (WAM):** 2018-04-10
- **C.12 - Maturity Date (WAL):** 2018-04-10
- **C.13 - Final Legal Maturity Date:** 2018-04-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.9649%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TDX0, C.4 - ISIN: US89236TDX00, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $299994000.00
- **C.18.a - Value (excl. sponsor support):** $299994000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2018-05-16
- **C.12 - Maturity Date (WAL):** 2018-05-17
- **C.13 - Final Legal Maturity Date:** 2018-05-17
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.7500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HDQ4, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $149600104.50
- **C.18.a - Value (excl. sponsor support):** $149600104.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2018-04-24
- **C.12 - Maturity Date (WAL):** 2018-04-24
- **C.13 - Final Legal Maturity Date:** 2018-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.5200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HCE2, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $199881544.00
- **C.18.a - Value (excl. sponsor support):** $199881544.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.5200%
- **C.11 - Maturity Date (WAM):** 2018-03-14
- **C.12 - Maturity Date (WAL):** 2018-03-14
- **C.13 - Final Legal Maturity Date:** 2018-03-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HC93, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $99962700.00
- **C.18.a - Value (excl. sponsor support):** $99962700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2018-03-09
- **C.12 - Maturity Date (WAL):** 2018-03-09
- **C.13 - Final Legal Maturity Date:** 2018-03-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.0000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796LN7, C.4 - ISIN: US912796LN79
- **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:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.5400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796PF0, C.4 - ISIN: US912796PF00
- **C.18 - Value (incl. sponsor support):** $99696667.00
- **C.18.a - Value (excl. sponsor support):** $99696667.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2018-05-10
- **C.12 - Maturity Date (WAL):** 2018-05-10
- **C.13 - Final Legal Maturity Date:** 2018-05-10
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.4800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796PA1, C.4 - ISIN: US912796PA13
- **C.18 - Value (incl. sponsor support):** $199648250.00
- **C.18.a - Value (excl. sponsor support):** $199648250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2018-04-12
- **C.12 - Maturity Date (WAL):** 2018-04-12
- **C.13 - Final Legal Maturity Date:** 2018-04-12
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.2900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796NX3, C.4 - ISIN: US912796NX34
- **C.18 - Value (incl. sponsor support):** $199842792.00
- **C.18.a - Value (excl. sponsor support):** $199842792.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2018-03-22
- **C.12 - Maturity Date (WAL):** 2018-03-22
- **C.13 - Final Legal Maturity Date:** 2018-03-22
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.4300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796NY1, C.4 - ISIN: US912796NY17
- **C.18 - Value (incl. sponsor support):** $149786353.50
- **C.18.a - Value (excl. sponsor support):** $149786353.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2018-04-05
- **C.12 - Maturity Date (WAL):** 2018-04-05
- **C.13 - Final Legal Maturity Date:** 2018-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.2100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796NW5, C.4 - ISIN: US912796NW50
- **C.18 - Value (incl. sponsor support):** $199899278.00
- **C.18.a - Value (excl. sponsor support):** $199899278.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2018-03-15
- **C.12 - Maturity Date (WAL):** 2018-03-15
- **C.13 - Final Legal Maturity Date:** 2018-03-15
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.5800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QCL1, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $199824444.00
- **C.18.a - Value (excl. sponsor support):** $199824444.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2018-03-20
- **C.12 - Maturity Date (WAL):** 2018-03-20
- **C.13 - Final Legal Maturity Date:** 2018-03-20
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 1.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FD92, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $49907778.00
- **C.18.a - Value (excl. sponsor support):** $49907778.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2018-04-09
- **C.12 - Maturity Date (WAL):** 2018-04-09
- **C.13 - Final Legal Maturity Date:** 2018-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 1.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FC51, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $234652799.48
- **C.18.a - Value (excl. sponsor support):** $234652799.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2018-03-05
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 1.5500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FCE2, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $196881329.17
- **C.18.a - Value (excl. sponsor support):** $196881329.17
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2018-03-14
- **C.12 - Maturity Date (WAL):** 2018-03-14
- **C.13 - Final Legal Maturity Date:** 2018-03-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 1.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FDA9, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $59886430.20
- **C.18.a - Value (excl. sponsor support):** $59886430.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2018-04-10
- **C.12 - Maturity Date (WAL):** 2018-04-10
- **C.13 - Final Legal Maturity Date:** 2018-04-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 1.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FC69, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $199951366.00
- **C.18.a - Value (excl. sponsor support):** $199951366.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 1.5400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FCD4, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $49972248.50
- **C.18.a - Value (excl. sponsor support):** $49972248.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2018-03-13
- **C.12 - Maturity Date (WAL):** 2018-03-13
- **C.13 - Final Legal Maturity Date:** 2018-03-13
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 2.3736%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214CN1, C.4 - ISIN: US961214CN14, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $1501157.13
- **C.18.a - Value (excl. sponsor support):** $1501157.13
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 2.3700%
- **C.11 - Maturity Date (WAM):** 2018-05-25
- **C.12 - Maturity Date (WAL):** 2018-05-25
- **C.13 - Final Legal Maturity Date:** 2018-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 2.5069%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214CB7, C.4 - ISIN: US961214CB75, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $4416076.42
- **C.18.a - Value (excl. sponsor support):** $4416076.42
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **C.11 - Maturity Date (WAM):** 2018-04-30
- **C.12 - Maturity Date (WAL):** 2018-07-30
- **C.13 - Final Legal Maturity Date:** 2018-07-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.7297%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4WD9, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $79998800.00
- **C.18.a - Value (excl. sponsor support):** $79998800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-07-02
- **C.13 - Final Legal Maturity Date:** 2018-07-02
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.9147%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VJ7, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100001400.00
- **C.18.a - Value (excl. sponsor support):** $100001400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-03-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.7633%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VP3, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $75011400.00
- **C.18.a - Value (excl. sponsor support):** $75011400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2018-03-19
- **C.12 - Maturity Date (WAL):** 2018-03-19
- **C.13 - Final Legal Maturity Date:** 2018-03-19
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.8997%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VK4, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $80002160.00
- **C.18.a - Value (excl. sponsor support):** $80002160.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2018-03-02
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.8059%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4XE6, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100113000.00
- **C.18.a - Value (excl. sponsor support):** $100113000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2018-04-05
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Securities NZ, Ltd., 1.7908%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 96122JEE5, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $66528927.50
- **C.18.a - Value (excl. sponsor support):** $66528927.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2018-03-11
- **C.12 - Maturity Date (WAL):** 2018-05-11
- **C.13 - Final Legal Maturity Date:** 2018-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.8480%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4XK2, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $49982400.00
- **C.18.a - Value (excl. sponsor support):** $49982400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2018-03-29
- **C.12 - Maturity Date (WAL):** 2018-11-29
- **C.13 - Final Legal Maturity Date:** 2018-11-29
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.7695%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4XF3, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $24995700.00
- **C.18.a - Value (excl. sponsor support):** $24995700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.7700%
- **C.11 - Maturity Date (WAM):** 2018-03-06
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-03-17

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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