# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001145549-23-009653
**Filing Date:** 2023-2
**Character Count:** 230955
**Document Hash:** e2201a45beecc6cd9f6ef6fdf3131545
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009653.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009653

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20191130

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 23664583

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

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

**Live/Test Flag:** —

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

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2019-11-30

**EDGAR Series Identifier:** S000004283

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

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

**Is Fund Liquidating?:** —

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

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

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

### Service Providers
| Item   | Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | BlackRock Advisors, LLC                                   |  |
| A.4    | Independent Public Accountant | PricewaterhouseCoopers<br>City: Philadelphia<br>State: PA |  |
| A.6    | Transfer Agent                | State Street Bank and Trust Company<br>CIK: 0000839287    | 085-05003         |

### Fund Characteristics & Assets

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

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

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

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

- **A.11 - WAM:** 32 days

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

- **Total Value of Portfolio Securities:** $57087295415.03

- **Amortized Cost of Portfolio Securities:** $21019000318.62

- **Cash:** $219667.47

- **Total Other Assets:** $111186613.45

- **Total Liabilities:** $6582192.38

- **Net Assets of Series:** $57192119503.57

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

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

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

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $25098978557.52            |  | 45.7700%                   |
| Friday, Week 2 |  | $26823120396.82            |  | 47.5600%                   |
| Friday, Week 3 |  | $25597877333.98            |  | 46.1800%                   |
| Friday, Week 4 |  | $27664318414.08            |  | 48.0700%                   |
| Friday, Week 5 |  | $28183341122.58            |  | 49.2800%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $57192119503.57

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

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

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

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC: Advisor Fee- $1,447,442

**Monthly Shareholder Flow Activity:**

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

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

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO FUNDING USA LLC

- **C.1 - Title:** ABN AMRO FUNDING USA LLC 1.599000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00084CZD7
- **C.18 - Value (incl. sponsor support):** $99937817.00
- **C.18.a - Value (excl. sponsor support):** $99937817.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2019-12-13
- **C.12 - Maturity Date (WAL):** 2019-12-13
- **C.13 - Final Legal Maturity Date:** 2019-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** ABN AMRO BANK NV

- **Amount Provided:** 1.0000

### Security 2: AT&T INC

- **C.1 - Title:** AT&T INC 1.830000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020A3ZB9, C.3 - LEI: 549300Z40J86GGSTL398
- **C.18 - Value (incl. sponsor support):** $236855430.00
- **C.18.a - Value (excl. sponsor support):** $236855430.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2019-12-11
- **C.12 - Maturity Date (WAL):** 2019-12-11
- **C.13 - Final Legal Maturity Date:** 2019-12-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: AMERICAN HONDA FINANCE CORPORATION

- **C.1 - Title:** AMERICAN HONDA FINANCE CORPORATION MTN 1.995000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 02665WCW9, C.4 - ISIN: US02665WCW91, C.3 - LEI: B6Q2VFHD1797Q7NZ3E43
- **C.18 - Value (incl. sponsor support):** $130999951.53
- **C.18.a - Value (excl. sponsor support):** $130999951.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2020-02-13
- **C.12 - Maturity Date (WAL):** 2020-05-13
- **C.13 - Final Legal Maturity Date:** 2020-05-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: ANTALIS SA (PARIS)

- **C.1 - Title:** ANTALIS SA 1.825000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AAN8, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $96734462.50
- **C.18.a - Value (excl. sponsor support):** $96734462.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2020-01-22
- **C.12 - Maturity Date (WAL):** 2020-01-22
- **C.13 - Final Legal Maturity Date:** 2020-01-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 5: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING 2.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05252WQU0, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $109529910.52
- **C.18.a - Value (excl. sponsor support):** $109529910.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2020-03-31
- **C.12 - Maturity Date (WAL):** 2020-03-31
- **C.13 - Final Legal Maturity Date:** 2020-03-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 2.212000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05586FGP6, C.4 - ISIN: US05586FGP62, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $327748820.10
- **C.18.a - Value (excl. sponsor support):** $327748820.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 2.1100%
- **C.11 - Maturity Date (WAM):** 2020-01-09
- **C.12 - Maturity Date (WAL):** 2020-10-09
- **C.13 - Final Legal Maturity Date:** 2020-10-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 2.193000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05586FJB4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $199999242.00
- **C.18.a - Value (excl. sponsor support):** $199999242.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.1000%
- **C.11 - Maturity Date (WAM):** 2020-01-21
- **C.12 - Maturity Date (WAL):** 2020-10-16
- **C.13 - Final Legal Maturity Date:** 2020-10-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 2.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05966DVK5, C.4 - ISIN: US05966DVK52
- **C.18 - Value (incl. sponsor support):** $200051296.00
- **C.18.a - Value (excl. sponsor support):** $200051296.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.7100%
- **C.11 - Maturity Date (WAM):** 2019-12-09
- **C.12 - Maturity Date (WAL):** 2020-01-06
- **C.13 - Final Legal Maturity Date:** 2020-01-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 1.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05966DWF5
- **C.18 - Value (incl. sponsor support):** $250032772.50
- **C.18.a - Value (excl. sponsor support):** $250032772.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2020-02-14
- **C.12 - Maturity Date (WAL):** 2020-02-14
- **C.13 - Final Legal Maturity Date:** 2020-02-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 1.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053P4E4, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $236000000.00
- **C.18.a - Value (excl. sponsor support):** $236000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-03-16
- **C.13 - Final Legal Maturity Date:** 2020-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 2.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370R4T3, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $110043700.80
- **C.18.a - Value (excl. sponsor support):** $110043700.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2020-01-03
- **C.12 - Maturity Date (WAL):** 2020-01-03
- **C.13 - Final Legal Maturity Date:** 2020-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 2.044000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370R6Z7, C.4 - ISIN: US06370R6Z74, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $74999841.75
- **C.18.a - Value (excl. sponsor support):** $74999841.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 2.0500%
- **C.11 - Maturity Date (WAM):** 2020-02-18
- **C.12 - Maturity Date (WAL):** 2020-11-18
- **C.13 - Final Legal Maturity Date:** 2020-11-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 2.108000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RRJ0, C.4 - ISIN: US06370RRJ04, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $300106275.00
- **C.18.a - Value (excl. sponsor support):** $300106275.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2019-12-23
- **C.12 - Maturity Date (WAL):** 2019-12-23
- **C.13 - Final Legal Maturity Date:** 2019-12-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 2.183000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RRR2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $349207553.79
- **C.18.a - Value (excl. sponsor support):** $349207553.79
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2019-12-17
- **C.12 - Maturity Date (WAL):** 2020-01-17
- **C.13 - Final Legal Maturity Date:** 2020-01-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 1.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RY29, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $99999728.00
- **C.18.a - Value (excl. sponsor support):** $99999728.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-08-05
- **C.13 - Final Legal Maturity Date:** 2020-08-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BANQUE ET CAISSE DEPARGNE DE LETAT LUXEMBOURG

- **C.1 - Title:** BANQUE ET CAISSE EPARGNE 1.810000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0DE0, C.3 - LEI: R7CQUF1DQM73HUTV1078
- **C.18 - Value (incl. sponsor support):** $99311194.00
- **C.18.a - Value (excl. sponsor support):** $99311194.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2020-04-14
- **C.12 - Maturity Date (WAL):** 2020-04-14
- **C.13 - Final Legal Maturity Date:** 2020-04-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC CCP      144A 1.564000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06742QXT4, C.4 - ISIN: US06742QXT48, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $284876184.60
- **C.18.a - Value (excl. sponsor support):** $284876184.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2019-12-09
- **C.12 - Maturity Date (WAL):** 2019-12-09
- **C.13 - Final Legal Maturity Date:** 2019-12-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 1.587000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06742QYH9, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $149867749.50
- **C.18.a - Value (excl. sponsor support):** $149867749.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2019-12-19
- **C.12 - Maturity Date (WAL):** 2019-12-19
- **C.13 - Final Legal Maturity Date:** 2019-12-19
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 1.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06742QZ39, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $149860875.00
- **C.18.a - Value (excl. sponsor support):** $149860875.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2019-12-20
- **C.12 - Maturity Date (WAL):** 2019-12-20
- **C.13 - Final Legal Maturity Date:** 2019-12-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 1.557000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06742QZ47, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $124972968.75
- **C.18.a - Value (excl. sponsor support):** $124972968.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2019-12-04
- **C.12 - Maturity Date (WAL):** 2019-12-04
- **C.13 - Final Legal Maturity Date:** 2019-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 1.559000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06742QZ54, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $109971418.70
- **C.18.a - Value (excl. sponsor support):** $109971418.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2019-12-05
- **C.12 - Maturity Date (WAL):** 2019-12-05
- **C.13 - Final Legal Maturity Date:** 2019-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 2.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TPN0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $500111345.00
- **C.18.a - Value (excl. sponsor support):** $500111345.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2019-12-20
- **C.12 - Maturity Date (WAL):** 2019-12-20
- **C.13 - Final Legal Maturity Date:** 2019-12-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 2.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TQF6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $394294618.40
- **C.18.a - Value (excl. sponsor support):** $394294618.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07274MZ65, C.3 - LEI: VDYMYTQGZZ6DU0912C88
- **C.18 - Value (incl. sponsor support):** $949704445.50
- **C.18.a - Value (excl. sponsor support):** $949704445.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2019-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MAG96, C.3 - LEI: VDYMYTQGZZ6DU0912C88
- **C.18 - Value (incl. sponsor support):** $250155365.00
- **C.18.a - Value (excl. sponsor support):** $250155365.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2020-02-19
- **C.12 - Maturity Date (WAL):** 2020-02-19
- **C.13 - Final Legal Maturity Date:** 2020-02-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 1.709000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MZ31, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $146972086.17
- **C.18.a - Value (excl. sponsor support):** $146972086.17
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.7100%
- **C.11 - Maturity Date (WAM):** 2019-12-03
- **C.12 - Maturity Date (WAL):** 2019-12-03
- **C.13 - Final Legal Maturity Date:** 2019-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 27: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 1.703000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MZ49, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $949775296.50
- **C.18.a - Value (excl. sponsor support):** $949775296.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2019-12-04
- **C.12 - Maturity Date (WAL):** 2019-12-04
- **C.13 - Final Legal Maturity Date:** 2019-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 28: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 1.665000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MZA5, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $21988807.50
- **C.18.a - Value (excl. sponsor support):** $21988807.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2019-12-10
- **C.12 - Maturity Date (WAL):** 2019-12-10
- **C.13 - Final Legal Maturity Date:** 2019-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 29: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 2.161000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BJ98, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $330007345.80
- **C.18.a - Value (excl. sponsor support):** $330007345.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 1.8200%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2019-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: CATERPILLAR FINANCIAL SERVICES CORPORATION

- **C.1 - Title:** CATERPILLAR FINANCIAL SERVICES COR MTN 2.264000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 14913Q2Y4, C.4 - ISIN: US14913Q2Y45, C.3 - LEI: EDBQKYOPJUCJKLOJDE72
- **C.18 - Value (incl. sponsor support):** $79023838.25
- **C.18.a - Value (excl. sponsor support):** $79023838.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2019-12-19
- **C.12 - Maturity Date (WAL):** 2020-06-19
- **C.13 - Final Legal Maturity Date:** 2020-06-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 1.629000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JZ33
- **C.18 - Value (incl. sponsor support):** $249954750.00
- **C.18.a - Value (excl. sponsor support):** $249954750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2019-12-03
- **C.12 - Maturity Date (WAL):** 2019-12-03
- **C.13 - Final Legal Maturity Date:** 2019-12-03
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 2.100000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 17325FAE8, C.4 - ISIN: US17325FAE88, C.3 - LEI: E57ODZWZ7FF32TWEFA76, CIK: 0000036684
- **C.18 - Value (incl. sponsor support):** $64850508.66
- **C.18.a - Value (excl. sponsor support):** $64850508.66
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2020-06-12
- **C.12 - Maturity Date (WAL):** 2020-06-12
- **C.13 - Final Legal Maturity Date:** 2020-06-12
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: COCA-COLA CO

- **C.1 - Title:** COCA-COLA COMPANY (THE) 1.534000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121BZ93, C.3 - LEI: UWJKFUJFZ02DKWI3RY53
- **C.18 - Value (incl. sponsor support):** $151435444.34
- **C.18.a - Value (excl. sponsor support):** $151435444.34
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2019-12-09
- **C.12 - Maturity Date (WAL):** 2019-12-09
- **C.13 - Final Legal Maturity Date:** 2019-12-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: COCA-COLA CO

- **C.1 - Title:** COCA-COLA COMPANY (THE) 1.536000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121BZB8, C.4 - ISIN: US19121BZB88, C.3 - LEI: UWJKFUJFZ02DKWI3RY53
- **C.18 - Value (incl. sponsor support):** $82957504.00
- **C.18.a - Value (excl. sponsor support):** $82957504.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2019-12-11
- **C.12 - Maturity Date (WAL):** 2019-12-11
- **C.13 - Final Legal Maturity Date:** 2019-12-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: COLLATERALIZED COMMERCIAL PAPER FLEX CO LLC

- **C.1 - Title:** COLLAT CP FLEX CO LLC 2.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423MAB6
- **C.18 - Value (incl. sponsor support):** $173000000.00
- **C.18.a - Value (excl. sponsor support):** $173000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2020-01-10
- **C.12 - Maturity Date (WAL):** 2020-01-10
- **C.13 - Final Legal Maturity Date:** 2020-01-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** JP MORGAN SECURITIES LLC

- **Amount Provided:** 1.0000

### Security 36: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 2.250000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AN51, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $248000000.00
- **C.18.a - Value (excl. sponsor support):** $248000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2019-12-23
- **C.12 - Maturity Date (WAL):** 2020-09-21
- **C.13 - Final Legal Maturity Date:** 2020-09-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 2.286000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XLT3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $306608160.79
- **C.18.a - Value (excl. sponsor support):** $306608160.79
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2019-12-20
- **C.12 - Maturity Date (WAL):** 2020-03-20
- **C.13 - Final Legal Maturity Date:** 2020-03-20
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 1.941000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XMC9, C.4 - ISIN: US22532XMC91, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $200009662.00
- **C.18.a - Value (excl. sponsor support):** $200009662.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2019-12-30
- **C.12 - Maturity Date (WAL):** 2020-05-29
- **C.13 - Final Legal Maturity Date:** 2020-05-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 2.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22535CDK4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $245382230.86
- **C.18.a - Value (excl. sponsor support):** $245382230.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.8700%
- **C.11 - Maturity Date (WAM):** 2020-03-18
- **C.12 - Maturity Date (WAL):** 2020-03-18
- **C.13 - Final Legal Maturity Date:** 2020-03-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 2.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22549LF67, C.4 - ISIN: US22549LF675, C.3 - LEI: ANGGYXNX0JLX3X63JN86
- **C.18 - Value (incl. sponsor support):** $200049318.00
- **C.18.a - Value (excl. sponsor support):** $200049318.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-10-02
- **C.13 - Final Legal Maturity Date:** 2020-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 1.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22549LRM9, C.3 - LEI: ANGGYXNX0JLX3X63JN86
- **C.18 - Value (incl. sponsor support):** $61945596.86
- **C.18.a - Value (excl. sponsor support):** $61945596.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-06-12
- **C.13 - Final Legal Maturity Date:** 2020-06-12
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 1.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22549LRR8, C.3 - LEI: ANGGYXNX0JLX3X63JN86
- **C.18 - Value (incl. sponsor support):** $124999925.00
- **C.18.a - Value (excl. sponsor support):** $124999925.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-06-19
- **C.13 - Final Legal Maturity Date:** 2020-06-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 1.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22549LVL6, C.3 - LEI: ANGGYXNX0JLX3X63JN86
- **C.18 - Value (incl. sponsor support):** $149994087.00
- **C.18.a - Value (excl. sponsor support):** $149994087.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-05-22
- **C.13 - Final Legal Maturity Date:** 2020-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 2.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22549LVZ5, C.3 - LEI: ANGGYXNX0JLX3X63JN86
- **C.18 - Value (incl. sponsor support):** $309527875.73
- **C.18.a - Value (excl. sponsor support):** $309527875.73
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.8800%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 1.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22549LWP6, C.4 - ISIN: US22549LWP65, C.3 - LEI: ANGGYXNX0JLX3X63JN86
- **C.18 - Value (incl. sponsor support):** $59028772.53
- **C.18.a - Value (excl. sponsor support):** $59028772.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-03-06
- **C.13 - Final Legal Maturity Date:** 2020-03-06
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: CROWN POINT CAPITAL COMPANY LLC

- **C.1 - Title:** CROWN POINT CAPITAL LLC 2.021000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22845AMD9, C.3 - LEI: 549300LXH4KLRKIKII81
- **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:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 2.0200%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2020-02-06
- **C.13 - Final Legal Maturity Date:** 2020-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 47: CROWN POINT CAPITAL COMPANY LLC

- **C.1 - Title:** CROWN POINT CAPITAL LLC 2.021000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22845AME7, C.3 - LEI: 549300LXH4KLRKIKII81
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 2.0200%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2020-02-06
- **C.13 - Final Legal Maturity Date:** 2020-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 48: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** EUROPEAN INVESTMENT BANK 1.590000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 29878SZ41, C.3 - LEI: 5493006YXS1U5GIHE750
- **C.18 - Value (incl. sponsor support):** $799823336.00
- **C.18.a - Value (excl. sponsor support):** $799823336.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2019-12-04
- **C.12 - Maturity Date (WAL):** 2019-12-04
- **C.13 - Final Legal Maturity Date:** 2019-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: GLENCOVE FUNDING LLC

- **C.1 - Title:** GLENCOVE FUNDING LLC       144A 1.717000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37829ABA5, C.4 - ISIN: US37829ABA51, C.3 - LEI: 549300XUUQZO7I38ZR06
- **C.18 - Value (incl. sponsor support):** $199000000.00
- **C.18.a - Value (excl. sponsor support):** $199000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.7200%
- **C.11 - Maturity Date (WAM):** 2019-12-04
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2019-12-10
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 2.563000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PBJ3, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $99902968.00
- **C.18.a - Value (excl. sponsor support):** $99902968.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-06-11
- **C.13 - Final Legal Maturity Date:** 2020-06-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 1.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PDA0, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $46013036.86
- **C.18.a - Value (excl. sponsor support):** $46013036.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-06-25
- **C.13 - Final Legal Maturity Date:** 2020-06-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 2.731000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PED3, C.4 - ISIN: US40054PED33, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $173999206.56
- **C.18.a - Value (excl. sponsor support):** $173999206.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-06-29
- **C.13 - Final Legal Maturity Date:** 2020-06-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 1.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PEN1, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $49979547.50
- **C.18.a - Value (excl. sponsor support):** $49979547.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-11-05
- **C.13 - Final Legal Maturity Date:** 2020-11-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 1.984000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FPN3, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $100016941.00
- **C.18.a - Value (excl. sponsor support):** $100016941.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2020-02-07
- **C.12 - Maturity Date (WAL):** 2020-05-07
- **C.13 - Final Legal Maturity Date:** 2020-05-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC              144A 2.171000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FPT0, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $233045465.29
- **C.18.a - Value (excl. sponsor support):** $233045465.29
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2020-10-06
- **C.13 - Final Legal Maturity Date:** 2020-10-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 2.267000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FPU7, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $50020706.50
- **C.18.a - Value (excl. sponsor support):** $50020706.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 2.1000%
- **C.11 - Maturity Date (WAM):** 2020-01-06
- **C.12 - Maturity Date (WAL):** 2020-10-06
- **C.13 - Final Legal Maturity Date:** 2020-10-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 2.231000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FPV5, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $284096020.40
- **C.18.a - Value (excl. sponsor support):** $284096020.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 2.1000%
- **C.11 - Maturity Date (WAM):** 2020-01-15
- **C.12 - Maturity Date (WAL):** 2020-10-13
- **C.13 - Final Legal Maturity Date:** 2020-10-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 2.102000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FQB8, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $142024242.24
- **C.18.a - Value (excl. sponsor support):** $142024242.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 2.0600%
- **C.11 - Maturity Date (WAM):** 2019-12-23
- **C.12 - Maturity Date (WAL):** 2020-09-21
- **C.13 - Final Legal Maturity Date:** 2020-09-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 2.134000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RFF3, C.4 - ISIN: US40435RFF38, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **C.11 - Maturity Date (WAM):** 2020-03-04
- **C.12 - Maturity Date (WAL):** 2020-12-04
- **C.13 - Final Legal Maturity Date:** 2020-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 2.037000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RFR7, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $101500000.00
- **C.18.a - Value (excl. sponsor support):** $101500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2020-02-26
- **C.12 - Maturity Date (WAL):** 2020-08-26
- **C.13 - Final Legal Maturity Date:** 2020-08-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 2.189000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GAJ7
- **C.18 - Value (incl. sponsor support):** $278036028.80
- **C.18.a - Value (excl. sponsor support):** $278036028.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2020-01-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 62: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 2.276000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GAZ1
- **C.18 - Value (incl. sponsor support):** $441000939.33
- **C.18.a - Value (excl. sponsor support):** $441000939.33
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2019-12-23
- **C.12 - Maturity Date (WAL):** 2020-09-23
- **C.13 - Final Legal Maturity Date:** 2020-09-23
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 63: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 2.166000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GBT4
- **C.18 - Value (incl. sponsor support):** $274046969.08
- **C.18.a - Value (excl. sponsor support):** $274046969.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.0900%
- **C.11 - Maturity Date (WAM):** 2020-01-21
- **C.12 - Maturity Date (WAL):** 2020-10-19
- **C.13 - Final Legal Maturity Date:** 2020-10-19
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 64: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 1.780000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AJ0, C.4 - ISIN: US477181AJ00
- **C.18 - Value (incl. sponsor support):** $39855000.00
- **C.18.a - Value (excl. sponsor support):** $39855000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 1.780000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 1.780000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AL5, C.4 - ISIN: US477181AL55
- **C.18 - Value (incl. sponsor support):** $29600000.00
- **C.18.a - Value (excl. sponsor support):** $29600000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: JETS STADIUM FINANCE ISSUER 2015 LLC

- **C.1 - Title:** JETS STADIUM FINANCE ISSUER 2015 L 144A 1.780000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73
- **C.18 - Value (incl. sponsor support):** $121295000.00
- **C.18.a - Value (excl. sponsor support):** $121295000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: KELLS FUNDING LLC

- **C.1 - Title:** KELLS FUNDING LLC 1.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48803MPD5
- **C.18 - Value (incl. sponsor support):** $95518720.32
- **C.18.a - Value (excl. sponsor support):** $95518720.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.8800%
- **C.11 - Maturity Date (WAM):** 2020-03-04
- **C.12 - Maturity Date (WAL):** 2020-03-04
- **C.13 - Final Legal Maturity Date:** 2020-03-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** GERMANY (FEDERAL REPUBLIC OF)

- **Amount Provided:** 1.0000

### Security 69: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.546000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X1Z48, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $499892640.00
- **C.18.a - Value (excl. sponsor support):** $499892640.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2019-12-04
- **C.12 - Maturity Date (WAL):** 2019-12-04
- **C.13 - Final Legal Maturity Date:** 2019-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: LEXINGTON PARKER CAPITAL COMPANY LLC

- **C.1 - Title:** LEXINGTON PARKER CAPITAL 1.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52952MZ29, C.3 - LEI: 5493005MSQJBO8BDMA02
- **C.18 - Value (incl. sponsor support):** $174976229.75
- **C.18.a - Value (excl. sponsor support):** $174976229.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** NATIXIS SA

- **Amount Provided:** 1.0000

### Security 71: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 1.919000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53946BDC2, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $240050582.40
- **C.18.a - Value (excl. sponsor support):** $240050582.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2019-12-27
- **C.12 - Maturity Date (WAL):** 2019-12-27
- **C.13 - Final Legal Maturity Date:** 2019-12-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: LLOYDS BANK CORPORATE MARKETS PLC (NEW YORK)

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC 2.173000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947BBR0, C.4 - ISIN: US53947BBR06, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $171499398.04
- **C.18.a - Value (excl. sponsor support):** $171499398.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2020-01-17
- **C.12 - Maturity Date (WAL):** 2020-04-17
- **C.13 - Final Legal Maturity Date:** 2020-04-17
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: LLOYDS BANK CORPORATE MARKETS PLC (NEW YORK)

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC 2.173000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947BBS8, C.4 - ISIN: US53947BBS88, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.1700%
- **C.11 - Maturity Date (WAM):** 2020-01-21
- **C.12 - Maturity Date (WAL):** 2020-04-30
- **C.13 - Final Legal Maturity Date:** 2020-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: LLOYDS BANK CORPORATE MARKETS PLC (NEW YORK)

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC 2.048000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947BBV1, C.4 - ISIN: US53947BBV18, C.3 - LEI: 213800MBWEIJDM5CU638
- **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:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 2.0500%
- **C.11 - Maturity Date (WAM):** 2020-02-06
- **C.12 - Maturity Date (WAL):** 2020-05-06
- **C.13 - Final Legal Maturity Date:** 2020-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: LLOYDS BANK CORPORATE MARKETS PLC (NEW YORK)

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC 2.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947CBS6, C.4 - ISIN: US53947CBS61, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $200148982.00
- **C.18.a - Value (excl. sponsor support):** $200148982.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.7700%
- **C.11 - Maturity Date (WAM):** 2020-01-21
- **C.12 - Maturity Date (WAL):** 2020-01-21
- **C.13 - Final Legal Maturity Date:** 2020-01-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: LLOYDS BANK CORPORATE MARKETS PLC (NEW YORK)

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC 2.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947CCM8, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $142069756.08
- **C.18.a - Value (excl. sponsor support):** $142069756.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.8800%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CO 1.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55379W4T0, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $100005541.00
- **C.18.a - Value (excl. sponsor support):** $100005541.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2020-10-15
- **C.12 - Maturity Date (WAL):** 2020-10-15
- **C.13 - Final Legal Maturity Date:** 2020-10-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 2.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55379WC87, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $420301161.10
- **C.18.a - Value (excl. sponsor support):** $420301161.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2020-02-24
- **C.12 - Maturity Date (WAL):** 2020-02-24
- **C.13 - Final Legal Maturity Date:** 2020-02-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 2.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55379WK21, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $197320852.42
- **C.18.a - Value (excl. sponsor support):** $197320852.42
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2020-04-23
- **C.12 - Maturity Date (WAL):** 2020-04-23
- **C.13 - Final Legal Maturity Date:** 2020-04-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 2.041000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55379WL61, C.4 - ISIN: US55379WL615, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $168058974.72
- **C.18.a - Value (excl. sponsor support):** $168058974.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2020-02-12
- **C.12 - Maturity Date (WAL):** 2020-05-11
- **C.13 - Final Legal Maturity Date:** 2020-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 2.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55379WZM1, C.4 - ISIN: US55379WZM18, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $351112063.77
- **C.18.a - Value (excl. sponsor support):** $351112063.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2020-02-24
- **C.12 - Maturity Date (WAL):** 2020-02-24
- **C.13 - Final Legal Maturity Date:** 2020-02-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 2.099000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55379WZS8, C.4 - ISIN: US55379WZS87, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $250094720.00
- **C.18.a - Value (excl. sponsor support):** $250094720.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2020-02-27
- **C.12 - Maturity Date (WAL):** 2020-02-27
- **C.13 - Final Legal Maturity Date:** 2020-02-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 2.034000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NGS3, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **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:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.0300%
- **C.11 - Maturity Date (WAM):** 2020-02-08
- **C.12 - Maturity Date (WAL):** 2020-05-08
- **C.13 - Final Legal Maturity Date:** 2020-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 2.014000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NGT1, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $131010897.89
- **C.18.a - Value (excl. sponsor support):** $131010897.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 2.0100%
- **C.11 - Maturity Date (WAM):** 2020-02-07
- **C.12 - Maturity Date (WAL):** 2020-05-07
- **C.13 - Final Legal Maturity Date:** 2020-05-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: MAINE STATE HOUSING AUTHORITY

- **C.1 - Title:** MAINE ST HSG AUTH MTG PUR 1.700000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56052FJB2, C.4 - ISIN: US56052FJB22, C.3 - LEI: 549300SO05LH6D240016
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2050-11-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION 1.997000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683BXE8, C.4 - ISIN: US60683BXE81, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $98000133.28
- **C.18.a - Value (excl. sponsor support):** $98000133.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2020-02-27
- **C.12 - Maturity Date (WAL):** 2020-05-27
- **C.13 - Final Legal Maturity Date:** 2020-05-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: TEXAS ST PUB FIN AUTH

- **C.1 - Title:** TEXAS ST PUB FIN AUTH REV  144A 1.680000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAA5, C.4 - ISIN: US62630WAA53
- **C.18 - Value (incl. sponsor support):** $18880000.00
- **C.18.a - Value (excl. sponsor support):** $18880000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2019-12-05
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 2.040000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAC1, C.4 - ISIN: US62630WAC10
- **C.18 - Value (incl. sponsor support):** $6300000.00
- **C.18.a - Value (excl. sponsor support):** $6300000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2020-01-03
- **C.12 - Maturity Date (WAL):** 2020-01-03
- **C.13 - Final Legal Maturity Date:** 2046-09-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 2.040000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAG2, C.4 - ISIN: US62630WAG24
- **C.18 - Value (incl. sponsor support):** $61585000.00
- **C.18.a - Value (excl. sponsor support):** $61585000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2020-01-03
- **C.12 - Maturity Date (WAL):** 2020-01-03
- **C.13 - Final Legal Maturity Date:** 2028-07-31
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.690000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36
- **C.18 - Value (incl. sponsor support):** $33080000.00
- **C.18.a - Value (excl. sponsor support):** $33080000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2039-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.690000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61
- **C.18 - Value (incl. sponsor support):** $47880000.00
- **C.18.a - Value (excl. sponsor support):** $47880000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: CAPITAL TRUST AGENCY FLA MF

- **C.1 - Title:** CAPITAL TR AGY FLA SR LIVING R 144A 1.690000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAV9, C.4 - ISIN: US62630WAV90, C.3 - LEI: 549300F49UWS7X0OGQ59
- **C.18 - Value (incl. sponsor support):** $30480000.00
- **C.18.a - Value (excl. sponsor support):** $30480000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2050-12-31
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 2.040000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBA4, C.4 - ISIN: US62630WBA45
- **C.18 - Value (incl. sponsor support):** $70915000.00
- **C.18.a - Value (excl. sponsor support):** $70915000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2049-01-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 2.070000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBC0, C.4 - ISIN: US62630WBC01
- **C.18 - Value (incl. sponsor support):** $7140000.00
- **C.18.a - Value (excl. sponsor support):** $7140000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2022-05-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY

- **C.1 - Title:** NEW JERSEY ECONOMIC DEV AUTH R 144A 2.040000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBN6, C.4 - ISIN: US62630WBN65, C.3 - LEI: 5493006JS6QWDVU4R678
- **C.18 - Value (incl. sponsor support):** $242515000.00
- **C.18.a - Value (excl. sponsor support):** $242515000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2027-09-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.680000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBW6, C.4 - ISIN: US62630WBW64
- **C.18 - Value (incl. sponsor support):** $17470000.00
- **C.18.a - Value (excl. sponsor support):** $17470000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2027-09-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 2.070000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCQ8, C.4 - ISIN: US62630WCQ87
- **C.18 - Value (incl. sponsor support):** $33995000.00
- **C.18.a - Value (excl. sponsor support):** $33995000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2019-12-05
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2020-11-26
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: NRW BANK

- **C.1 - Title:** NRW.BANK 1.562000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MZ34, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $949835118.00
- **C.18.a - Value (excl. sponsor support):** $949835118.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2019-12-03
- **C.12 - Maturity Date (WAL):** 2019-12-03
- **C.13 - Final Legal Maturity Date:** 2019-12-03
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FIN AUTH N H INDL DEV 1.850000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: NATIONAL SECURITIES CLEARING CORP

- **C.1 - Title:** NATL SEC CLEARING CORP 1.609000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63763PA25, C.3 - LEI: 549300RYC9NELN2ICA34
- **C.18 - Value (incl. sponsor support):** $249620097.50
- **C.18.a - Value (excl. sponsor support):** $249620097.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2020-01-02
- **C.12 - Maturity Date (WAL):** 2020-01-02
- **C.13 - Final Legal Maturity Date:** 2020-01-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOCIETY 1.951000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E0D18, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $167864301.41
- **C.18.a - Value (excl. sponsor support):** $167864301.41
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2020-04-01
- **C.12 - Maturity Date (WAL):** 2020-04-01
- **C.13 - Final Legal Maturity Date:** 2020-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOCIETY 1.979000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E0ES8, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $99015997.00
- **C.18.a - Value (excl. sponsor support):** $99015997.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2020-05-26
- **C.12 - Maturity Date (WAL):** 2020-05-26
- **C.13 - Final Legal Maturity Date:** 2020-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOCIETY 1.608000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E1Z46, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $90979676.97
- **C.18.a - Value (excl. sponsor support):** $90979676.97
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2019-12-04
- **C.12 - Maturity Date (WAL):** 2019-12-04
- **C.13 - Final Legal Maturity Date:** 2019-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 2.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873NR37, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63
- **C.18 - Value (incl. sponsor support):** $369535426.04
- **C.18.a - Value (excl. sponsor support):** $369535426.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 1.8800%
- **C.11 - Maturity Date (WAM):** 2020-04-03
- **C.12 - Maturity Date (WAL):** 2020-04-03
- **C.13 - Final Legal Maturity Date:** 2020-04-03
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 2.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873NS77, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63
- **C.18 - Value (incl. sponsor support):** $250120690.00
- **C.18.a - Value (excl. sponsor support):** $250120690.00
- **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):** 2019-12-17
- **C.12 - Maturity Date (WAL):** 2019-12-17
- **C.13 - Final Legal Maturity Date:** 2019-12-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 2.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873NS85, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63
- **C.18 - Value (incl. sponsor support):** $200101484.00
- **C.18.a - Value (excl. sponsor support):** $200101484.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2019-12-18
- **C.12 - Maturity Date (WAL):** 2019-12-18
- **C.13 - Final Legal Maturity Date:** 2019-12-18
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 2.025000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873NW49, C.4 - ISIN: US63873NW498, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63
- **C.18 - Value (incl. sponsor support):** $144033099.84
- **C.18.a - Value (excl. sponsor support):** $144033099.84
- **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):** 2019-12-16
- **C.12 - Maturity Date (WAL):** 2020-05-15
- **C.13 - Final Legal Maturity Date:** 2020-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 2.041000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873NX97, C.4 - ISIN: US63873NX975, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63
- **C.18 - Value (incl. sponsor support):** $400059564.00
- **C.18.a - Value (excl. sponsor support):** $400059564.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-05-29
- **C.13 - Final Legal Maturity Date:** 2020-05-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP 1.830000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558JDT1, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $130001125.00
- **C.18.a - Value (excl. sponsor support):** $130001125.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2020-04-27
- **C.12 - Maturity Date (WAL):** 2020-04-27
- **C.13 - Final Legal Maturity Date:** 2020-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP 1.830000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558JDV6, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $297681999.00
- **C.18.a - Value (excl. sponsor support):** $297681999.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2020-04-29
- **C.12 - Maturity Date (WAL):** 2020-04-29
- **C.13 - Final Legal Maturity Date:** 2020-04-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 2.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558TJE6, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $247634170.03
- **C.18.a - Value (excl. sponsor support):** $247634170.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2020-06-03
- **C.12 - Maturity Date (WAL):** 2020-06-03
- **C.13 - Final Legal Maturity Date:** 2020-06-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 2.253000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558TMH5, C.4 - ISIN: US65558TMH58, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $299999049.00
- **C.18.a - Value (excl. sponsor support):** $299999049.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 2.0500%
- **C.11 - Maturity Date (WAM):** 2019-12-30
- **C.12 - Maturity Date (WAL):** 2020-09-28
- **C.13 - Final Legal Maturity Date:** 2020-09-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 2.163000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558TNE1, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $70005804.40
- **C.18.a - Value (excl. sponsor support):** $70005804.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 2.0600%
- **C.11 - Maturity Date (WAM):** 2020-01-16
- **C.12 - Maturity Date (WAL):** 2020-10-16
- **C.13 - Final Legal Maturity Date:** 2020-10-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: NORINCHUKIN BANK (NEW YORK BRANCH)

- **C.1 - Title:** NORINCHUKIN BANK (NEW YORK BRANCH) 2.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65602VMY9, C.4 - ISIN: US65602VMY91, C.3 - LEI: 5493007VSMFZCPV1NB83
- **C.18 - Value (incl. sponsor support):** $190058320.50
- **C.18.a - Value (excl. sponsor support):** $190058320.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2019-12-17
- **C.12 - Maturity Date (WAL):** 2019-12-17
- **C.13 - Final Legal Maturity Date:** 2019-12-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: NORINCHUKIN BANK (NEW YORK BRANCH)

- **C.1 - Title:** NORINCHUKIN BANK (NEW YORK BRANCH) 2.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65602VND4, C.3 - LEI: 5493007VSMFZCPV1NB83
- **C.18 - Value (incl. sponsor support):** $230139925.10
- **C.18.a - Value (excl. sponsor support):** $230139925.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2020-01-21
- **C.12 - Maturity Date (WAL):** 2020-01-21
- **C.13 - Final Legal Maturity Date:** 2020-01-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: NORINCHUKIN BANK (NEW YORK BRANCH)

- **C.1 - Title:** NORINCHUKIN BANK (NEW YORK BRANCH) 2.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65602VNN2, C.3 - LEI: 5493007VSMFZCPV1NB83
- **C.18 - Value (incl. sponsor support):** $50003006.50
- **C.18.a - Value (excl. sponsor support):** $50003006.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: NORINCHUKIN BANK (NEW YORK BRANCH)

- **C.1 - Title:** NORINCHUKIN BANK (NEW YORK BRANCH) 2.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65602VPY6, C.3 - LEI: 5493007VSMFZCPV1NB83
- **C.18 - Value (incl. sponsor support):** $125068622.50
- **C.18.a - Value (excl. sponsor support):** $125068622.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.8600%
- **C.11 - Maturity Date (WAM):** 2020-01-29
- **C.12 - Maturity Date (WAL):** 2020-01-29
- **C.13 - Final Legal Maturity Date:** 2020-01-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: NORINCHUKIN BANK (NEW YORK BRANCH)

- **C.1 - Title:** NORINCHUKIN BANK (NEW YORK BRANCH) 1.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65602VTF3, C.3 - LEI: 5493007VSMFZCPV1NB83
- **C.18 - Value (incl. sponsor support):** $125003547.50
- **C.18.a - Value (excl. sponsor support):** $125003547.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2020-04-29
- **C.12 - Maturity Date (WAL):** 2020-04-29
- **C.13 - Final Legal Maturity Date:** 2020-04-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION 1.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033MLC9, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100032803.00
- **C.18.a - Value (excl. sponsor support):** $100032803.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.8600%
- **C.11 - Maturity Date (WAM):** 2020-04-16
- **C.12 - Maturity Date (WAL):** 2020-04-16
- **C.13 - Final Legal Maturity Date:** 2020-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION 1.876000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AKK7, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $168103925.19
- **C.18.a - Value (excl. sponsor support):** $168103925.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.8800%
- **C.11 - Maturity Date (WAM):** 2020-10-19
- **C.12 - Maturity Date (WAL):** 2020-10-19
- **C.13 - Final Legal Maturity Date:** 2020-10-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: PRUDENTIAL FUNDING LLC

- **C.1 - Title:** PRUDENTIAL FUNDING LLC 1.536000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74433HZ31, C.3 - LEI: 1DG4ZOS0QLU53YYD8O46
- **C.18 - Value (incl. sponsor support):** $99982933.00
- **C.18.a - Value (excl. sponsor support):** $99982933.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2019-12-03
- **C.12 - Maturity Date (WAL):** 2019-12-03
- **C.13 - Final Legal Maturity Date:** 2019-12-03
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: RIB FLOATER TR VARIOUS STS

- **C.1 - Title:** RIB FLOATER TR VARIOUS STS 144A 2.040000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 76252PGB9, C.4 - ISIN: US76252PGB94
- **C.18 - Value (incl. sponsor support):** $17095000.00
- **C.18.a - Value (excl. sponsor support):** $17095000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2020-01-03
- **C.12 - Maturity Date (WAL):** 2020-01-03
- **C.13 - Final Legal Maturity Date:** 2022-08-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: RIB FLOATER TR VARIOUS STS

- **C.1 - Title:** RIB FLOATER TR VARIOUS STS 144A 2.040000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 76252PHJ1, C.4 - ISIN: US76252PHJ12
- **C.18 - Value (incl. sponsor support):** $19105000.00
- **C.18.a - Value (excl. sponsor support):** $19105000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2020-01-03
- **C.12 - Maturity Date (WAL):** 2020-01-03
- **C.13 - Final Legal Maturity Date:** 2022-07-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 1.891000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JBL7
- **C.18 - Value (incl. sponsor support):** $235966725.03
- **C.18.a - Value (excl. sponsor support):** $235966725.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2020-02-20
- **C.12 - Maturity Date (WAL):** 2020-02-20
- **C.13 - Final Legal Maturity Date:** 2020-02-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 125: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 1.902000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JBQ6
- **C.18 - Value (incl. sponsor support):** $35219366.64
- **C.18.a - Value (excl. sponsor support):** $35219366.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2020-02-24
- **C.12 - Maturity Date (WAL):** 2020-02-24
- **C.13 - Final Legal Maturity Date:** 2020-02-24
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 126: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 2.237000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XAU1, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $96018045.12
- **C.18.a - Value (excl. sponsor support):** $96018045.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2020-01-07
- **C.12 - Maturity Date (WAL):** 2020-01-07
- **C.13 - Final Legal Maturity Date:** 2020-01-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 2.060000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XAX5, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $283646541.15
- **C.18.a - Value (excl. sponsor support):** $283646541.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-01-09
- **C.13 - Final Legal Maturity Date:** 2020-01-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA       144A 1.830000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XCT2, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $250012787.50
- **C.18.a - Value (excl. sponsor support):** $250012787.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-06-12
- **C.13 - Final Legal Maturity Date:** 2020-06-12
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA       144A 1.830000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XCU9, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $188009616.20
- **C.18.a - Value (excl. sponsor support):** $188009616.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-06-12
- **C.13 - Final Legal Maturity Date:** 2020-06-12
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA       144A 1.850000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XED5, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $125010843.75
- **C.18.a - Value (excl. sponsor support):** $125010843.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-03-16
- **C.13 - Final Legal Maturity Date:** 2020-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: SHELL INTERNATIONAL FINANCE BV

- **C.1 - Title:** SHELL INTERNATIONAL FINANCE BV 1.787000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8225X2FR0, C.3 - LEI: 213800ITMMKU4Z7I4F78
- **C.18 - Value (incl. sponsor support):** $40327237.90
- **C.18.a - Value (excl. sponsor support):** $40327237.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2020-06-25
- **C.12 - Maturity Date (WAL):** 2020-06-25
- **C.13 - Final Legal Maturity Date:** 2020-06-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: SHELL INTERNATIONAL FINANCE BV

- **C.1 - Title:** SHELL INTERNATIONAL FINANCE BV 1.800000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8225X2FW9, C.3 - LEI: 213800ITMMKU4Z7I4F78
- **C.18 - Value (incl. sponsor support):** $42539900.00
- **C.18.a - Value (excl. sponsor support):** $42539900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2020-06-30
- **C.12 - Maturity Date (WAL):** 2020-06-30
- **C.13 - Final Legal Maturity Date:** 2020-06-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.818000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050PAY5, C.4 - ISIN: US83050PAY51, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $346049429.56
- **C.18.a - Value (excl. sponsor support):** $346049429.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2019-12-23
- **C.12 - Maturity Date (WAL):** 2019-12-23
- **C.13 - Final Legal Maturity Date:** 2019-12-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.235000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050PEP0, C.4 - ISIN: US83050PEP09, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $25006105.00
- **C.18.a - Value (excl. sponsor support):** $25006105.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 2.0300%
- **C.11 - Maturity Date (WAM):** 2020-01-02
- **C.12 - Maturity Date (WAL):** 2020-10-02
- **C.13 - Final Legal Maturity Date:** 2020-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.239000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050PES4, C.4 - ISIN: US83050PES48, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $200049526.00
- **C.18.a - Value (excl. sponsor support):** $200049526.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.0300%
- **C.11 - Maturity Date (WAM):** 2020-01-06
- **C.12 - Maturity Date (WAL):** 2020-10-05
- **C.13 - Final Legal Maturity Date:** 2020-10-05
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 1.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325T5U5, C.4 - ISIN: US85325T5U58, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $145002815.90
- **C.18.a - Value (excl. sponsor support):** $145002815.90
- **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):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-02-21
- **C.13 - Final Legal Maturity Date:** 2020-02-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 1.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325V2B5, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $264041057.28
- **C.18.a - Value (excl. sponsor support):** $264041057.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2020-05-01
- **C.12 - Maturity Date (WAL):** 2020-05-01
- **C.13 - Final Legal Maturity Date:** 2020-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 1.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325V2J8, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $190013423.50
- **C.18.a - Value (excl. sponsor support):** $190013423.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2020-02-18
- **C.12 - Maturity Date (WAL):** 2020-02-18
- **C.13 - Final Legal Maturity Date:** 2020-02-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.106000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564FL84, C.4 - ISIN: US86564FL842, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $151399465.56
- **C.18.a - Value (excl. sponsor support):** $151399465.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2020-01-27
- **C.12 - Maturity Date (WAL):** 2020-07-27
- **C.13 - Final Legal Maturity Date:** 2020-07-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.236000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564FQQ9, C.4 - ISIN: US86564FQQ99, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $418089314.06
- **C.18.a - Value (excl. sponsor support):** $418089314.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2020-01-15
- **C.12 - Maturity Date (WAL):** 2020-01-15
- **C.13 - Final Legal Maturity Date:** 2020-01-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.104000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564FTD5, C.4 - ISIN: US86564FTD59, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $525206225.25
- **C.18.a - Value (excl. sponsor support):** $525206225.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2020-02-25
- **C.12 - Maturity Date (WAL):** 2020-02-25
- **C.13 - Final Legal Maturity Date:** 2020-02-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.103000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564FWT6, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $245146201.30
- **C.18.a - Value (excl. sponsor support):** $245146201.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2020-02-19
- **C.12 - Maturity Date (WAL):** 2020-05-18
- **C.13 - Final Legal Maturity Date:** 2020-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.312000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958J2G3, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $200003170.00
- **C.18.a - Value (excl. sponsor support):** $200003170.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2019-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.374000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958J2S7, C.4 - ISIN: US86958J2S79, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $229524641.42
- **C.18.a - Value (excl. sponsor support):** $229524641.42
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.8700%
- **C.11 - Maturity Date (WAM):** 2019-12-19
- **C.12 - Maturity Date (WAL):** 2019-12-19
- **C.13 - Final Legal Maturity Date:** 2019-12-19
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958J2Y4, C.4 - ISIN: US86958J2Y48, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $255041200.35
- **C.18.a - Value (excl. sponsor support):** $255041200.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.8700%
- **C.11 - Maturity Date (WAM):** 2019-12-27
- **C.12 - Maturity Date (WAL):** 2019-12-27
- **C.13 - Final Legal Maturity Date:** 2019-12-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.235000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959RCG3, C.4 - ISIN: US86959RCG39, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $200065332.00
- **C.18.a - Value (excl. sponsor support):** $200065332.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.0200%
- **C.11 - Maturity Date (WAM):** 2020-01-02
- **C.12 - Maturity Date (WAL):** 2020-10-02
- **C.13 - Final Legal Maturity Date:** 2020-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.170000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114M3K1, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $265568056.65
- **C.18.a - Value (excl. sponsor support):** $265568056.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2020-07-29
- **C.12 - Maturity Date (WAL):** 2020-07-29
- **C.13 - Final Legal Maturity Date:** 2020-07-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114M4X2, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $50003240.00
- **C.18.a - Value (excl. sponsor support):** $50003240.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-08-06
- **C.13 - Final Legal Maturity Date:** 2020-08-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114M7E1, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $204009424.80
- **C.18.a - Value (excl. sponsor support):** $204009424.80
- **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):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-02-27
- **C.13 - Final Legal Maturity Date:** 2020-02-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.303000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114N5K7, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $589332867.46
- **C.18.a - Value (excl. sponsor support):** $589332867.46
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 2.0300%
- **C.11 - Maturity Date (WAM):** 2019-12-27
- **C.12 - Maturity Date (WAL):** 2020-09-28
- **C.13 - Final Legal Maturity Date:** 2020-09-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK 1.522000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BZ33, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $799864712.00
- **C.18.a - Value (excl. sponsor support):** $799864712.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 1.5200%
- **C.11 - Maturity Date (WAM):** 2019-12-03
- **C.12 - Maturity Date (WAL):** 2019-12-03
- **C.13 - Final Legal Maturity Date:** 2019-12-03
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK 1.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BZ66, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $449865252.00
- **C.18.a - Value (excl. sponsor support):** $449865252.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2019-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: TOTAL CAPITAL SA

- **C.1 - Title:** TOTAL CAPITAL SA 1.588000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FZ40, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $282437691.80
- **C.18.a - Value (excl. sponsor support):** $282437691.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2019-12-04
- **C.12 - Maturity Date (WAL):** 2019-12-04
- **C.13 - Final Legal Maturity Date:** 2019-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: TOYOTA CREDIT CANADA INC

- **C.1 - Title:** TOYOTA CREDIT CANADA INC. 1.944000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232BBQ0, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2019-12-05
- **C.12 - Maturity Date (WAL):** 2020-02-20
- **C.13 - Final Legal Maturity Date:** 2020-02-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: TOYOTA CREDIT CANADA INC

- **C.1 - Title:** TOYOTA CREDIT CANADA INC. 1.944000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232BBR8, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **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:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2019-12-05
- **C.12 - Maturity Date (WAL):** 2020-02-28
- **C.13 - Final Legal Maturity Date:** 2020-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 1.944000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233A2F5, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $231081852.54
- **C.18.a - Value (excl. sponsor support):** $231081852.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2019-12-05
- **C.12 - Maturity Date (WAL):** 2020-02-27
- **C.13 - Final Legal Maturity Date:** 2020-02-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 1.969000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233A3P2, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $46000000.00
- **C.18.a - Value (excl. sponsor support):** $46000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2019-12-09
- **C.12 - Maturity Date (WAL):** 2020-05-05
- **C.13 - Final Legal Maturity Date:** 2020-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 2.073000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AV63, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $157500000.00
- **C.18.a - Value (excl. sponsor support):** $157500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 2.0900%
- **C.11 - Maturity Date (WAM):** 2019-12-19
- **C.12 - Maturity Date (WAL):** 2019-12-19
- **C.13 - Final Legal Maturity Date:** 2019-12-19
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 2.031000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AW54, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $41500165.17
- **C.18.a - Value (excl. sponsor support):** $41500165.17
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2020-01-07
- **C.12 - Maturity Date (WAL):** 2020-01-07
- **C.13 - Final Legal Maturity Date:** 2020-01-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 2.031000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AW62, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **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:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.0300%
- **C.11 - Maturity Date (WAM):** 2020-01-08
- **C.12 - Maturity Date (WAL):** 2020-01-08
- **C.13 - Final Legal Maturity Date:** 2020-01-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) MTN 2.350000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 90261XHK1, C.4 - ISIN: US90261XHK19, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $50064220.00
- **C.18.a - Value (excl. sponsor support):** $50064220.00
- **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):** 2020-03-26
- **C.12 - Maturity Date (WAL):** 2020-03-26
- **C.13 - Final Legal Maturity Date:** 2020-03-26
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 2.484000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JGE0, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $289534835.54
- **C.18.a - Value (excl. sponsor support):** $289534835.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2019-12-19
- **C.12 - Maturity Date (WAL):** 2019-12-19
- **C.13 - Final Legal Maturity Date:** 2019-12-19
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 2.004000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JGV2, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **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:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2020-02-28
- **C.12 - Maturity Date (WAL):** 2020-05-28
- **C.13 - Final Legal Maturity Date:** 2020-05-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 1.914000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JGX8, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $146008326.38
- **C.18.a - Value (excl. sponsor support):** $146008326.38
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2019-12-05
- **C.12 - Maturity Date (WAL):** 2019-12-05
- **C.13 - Final Legal Maturity Date:** 2019-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 1.886000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351WDQ5, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $239640167.45
- **C.18.a - Value (excl. sponsor support):** $239640167.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2020-04-24
- **C.12 - Maturity Date (WAL):** 2020-04-24
- **C.13 - Final Legal Maturity Date:** 2020-04-24
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 1.594000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796TK5, C.4 - ISIN: US912796TK58, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $268814513.70
- **C.18.a - Value (excl. sponsor support):** $268814513.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2020-03-12
- **C.12 - Maturity Date (WAL):** 2020-03-12
- **C.13 - Final Legal Maturity Date:** 2020-03-12
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 1.583000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796WP0, C.4 - ISIN: US912796WP09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249457465.00
- **C.18.a - Value (excl. sponsor support):** $249457465.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2020-01-21
- **C.12 - Maturity Date (WAL):** 2020-01-21
- **C.13 - Final Legal Maturity Date:** 2020-01-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 1.786000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287G9, C.4 - ISIN: US9128287G95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $280087309.60
- **C.18.a - Value (excl. sponsor support):** $280087309.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.7700%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2021-07-31
- **C.13 - Final Legal Maturity Date:** 2021-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: UNITED STATES TREASURY

- **C.1 - Title:** US TREASURY FRN 1.846000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YN4, C.4 - ISIN: US912828YN43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $384381822.72
- **C.18.a - Value (excl. sponsor support):** $384381822.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2021-10-31
- **C.13 - Final Legal Maturity Date:** 2021-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: VW CREDIT INC

- **C.1 - Title:** VW CREDIT INC 1.868000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91842JA74, C.3 - LEI: 549300UUPJ2NXDB68M19
- **C.18 - Value (incl. sponsor support):** $192609431.69
- **C.18.a - Value (excl. sponsor support):** $192609431.69
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.8700%
- **C.11 - Maturity Date (WAM):** 2020-01-07
- **C.12 - Maturity Date (WAL):** 2020-01-07
- **C.13 - Final Legal Maturity Date:** 2020-01-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 1.985000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 94988J5Y9, C.4 - ISIN: US94988J5Y91, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, CIK: 0001488662
- **C.18 - Value (incl. sponsor support):** $484543052.67
- **C.18.a - Value (excl. sponsor support):** $484543052.67
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2019-12-16
- **C.12 - Maturity Date (WAL):** 2020-07-15
- **C.13 - Final Legal Maturity Date:** 2020-07-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 2.161000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 94989R2U1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, CIK: 0001488662
- **C.18 - Value (incl. sponsor support):** $262007778.78
- **C.18.a - Value (excl. sponsor support):** $262007778.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2019-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 2.165000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 94989R3F3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, CIK: 0001488662
- **C.18 - Value (incl. sponsor support):** $250033127.50
- **C.18.a - Value (excl. sponsor support):** $250033127.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2019-12-16
- **C.12 - Maturity Date (WAL):** 2019-12-16
- **C.13 - Final Legal Maturity Date:** 2019-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 2.237000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 94989R4J4, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, CIK: 0001488662
- **C.18 - Value (incl. sponsor support):** $278616830.75
- **C.18.a - Value (excl. sponsor support):** $278616830.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2020-01-08
- **C.12 - Maturity Date (WAL):** 2020-02-07
- **C.13 - Final Legal Maturity Date:** 2020-02-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 2.159000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4C90, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $224029274.56
- **C.18.a - Value (excl. sponsor support):** $224029274.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2020-01-10
- **C.12 - Maturity Date (WAL):** 2020-01-10
- **C.13 - Final Legal Maturity Date:** 2020-01-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 1.810000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4F55, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $181999858.04
- **C.18.a - Value (excl. sponsor support):** $181999858.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-06-08
- **C.13 - Final Legal Maturity Date:** 2020-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH) 1.591031%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.4 - ISIN: XS1984646510, CIK: 0001274419, C.5 - Other ID: BRTSMD989
- **C.18 - Value (incl. sponsor support):** $249201082.50
- **C.18.a - Value (excl. sponsor support):** $249201082.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2020-02-10
- **C.12 - Maturity Date (WAL):** 2020-02-10
- **C.13 - Final Legal Maturity Date:** 2020-02-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH) 1.650047%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.4 - ISIN: XS2013744052, CIK: 0001274419, C.5 - Other ID: BRTU8P7G7
- **C.18 - Value (incl. sponsor support):** $398095776.00
- **C.18.a - Value (excl. sponsor support):** $398095776.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2020-03-13
- **C.12 - Maturity Date (WAL):** 2020-03-13
- **C.13 - Final Legal Maturity Date:** 2020-03-13
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 1.913060%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.4 - ISIN: XS2058873006, C.5 - Other ID: BRTX90833
- **C.18 - Value (incl. sponsor support):** $64597068.90
- **C.18.a - Value (excl. sponsor support):** $64597068.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2020-03-26
- **C.12 - Maturity Date (WAL):** 2020-03-26
- **C.13 - Final Legal Maturity Date:** 2020-03-26
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 1.590000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRT5BL5U8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 1.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, CIK: 0000753835, C.5 - Other ID: BRT5BLP44
- **C.18 - Value (incl. sponsor support):** $355000000.00
- **C.18.a - Value (excl. sponsor support):** $355000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 2.240000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRT5CVEP6
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-02-02
- **C.13 - Final Legal Maturity Date:** 2020-02-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 1.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRT5CVLE3
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRT7ER652
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.7200%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRT7ERCY2
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.660000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRT7G0VZ5
- **C.18 - Value (incl. sponsor support):** $116000000.00
- **C.18.a - Value (excl. sponsor support):** $116000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRT7G0WU5
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 2.205000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRT83C390
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 2.2100%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-02-28
- **C.13 - Final Legal Maturity Date:** 2020-02-28
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: CREDIT SUISSE SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY CREDIT SUISSE SECURITIES 2.147000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 1V8Y6QCX6YMJ2OELII46, CIK: 0001230485, C.5 - Other ID: BRT8TNH36
- **C.18 - Value (incl. sponsor support):** $482000000.00
- **C.18.a - Value (excl. sponsor support):** $482000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 2.1500%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-01-03
- **C.13 - Final Legal Maturity Date:** 2020-01-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 1.660000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRTA2SM33
- **C.18 - Value (incl. sponsor support):** $144000000.00
- **C.18.a - Value (excl. sponsor support):** $144000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: CREDIT SUISSE SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY CREDIT SUISSE SECURITIES 2.147000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 1V8Y6QCX6YMJ2OELII46, CIK: 0001230485, C.5 - Other ID: BRTACUV29
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 2.1500%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-01-03
- **C.13 - Final Legal Maturity Date:** 2020-01-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 1.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTC49TA6
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 1.660000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: SUVUFHICNZMP2WKHG940, CIK: 0001335977, C.5 - Other ID: BRTECPD97
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.697000%
- **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: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRTGVE280
- **C.18 - Value (incl. sponsor support):** $498000000.00
- **C.18.a - Value (excl. sponsor support):** $498000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2019-12-06
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 1.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRTHF8JR9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 1.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRTJ6RCK5
- **C.18 - Value (incl. sponsor support):** $109000000.00
- **C.18.a - Value (excl. sponsor support):** $109000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: HSBC SECURITIES (USA) INC

- **C.1 - Title:** TRI-PARTY HSBC SECURITIES (USA) INC 1.660000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: CYYGQCGNHMHPSMRL3R97, CIK: 0000853784, C.5 - Other ID: BRTK3MYH9
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: HSBC SECURITIES (USA) INC

- **C.1 - Title:** TRI-PARTY HSBC SECURITIES (USA) INC 1.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: CYYGQCGNHMHPSMRL3R97, CIK: 0000853784, C.5 - Other ID: BRTK3N6N5
- **C.18 - Value (incl. sponsor support):** $89500000.00
- **C.18.a - Value (excl. sponsor support):** $89500000.00
- **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):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 2.241000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTL107X2
- **C.18 - Value (incl. sponsor support):** $44000000.00
- **C.18.a - Value (excl. sponsor support):** $44000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-01-03
- **C.13 - Final Legal Maturity Date:** 2020-01-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 1.940000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRTLP0SL9
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-01-03
- **C.13 - Final Legal Maturity Date:** 2020-01-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 1.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRTN5GRC3
- **C.18 - Value (incl. sponsor support):** $137000000.00
- **C.18.a - Value (excl. sponsor support):** $137000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 1.660000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRTRFGQB6
- **C.18 - Value (incl. sponsor support):** $530000000.00
- **C.18.a - Value (excl. sponsor support):** $530000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 2.256000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRTRYFML9
- **C.18 - Value (incl. sponsor support):** $320000000.00
- **C.18.a - Value (excl. sponsor support):** $320000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 2.2600%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-02-28
- **C.13 - Final Legal Maturity Date:** 2020-02-28
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 2.305000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRTSDPTD9
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.3100%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-02-28
- **C.13 - Final Legal Maturity Date:** 2020-02-28
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 1.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTTDG2Q7
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 2.205000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, CIK: 0000753835, C.5 - Other ID: BRTTGQAX8
- **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:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 2.2100%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-03-03
- **C.13 - Final Legal Maturity Date:** 2020-03-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 1.990000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRTUB3061
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-03-03
- **C.13 - Final Legal Maturity Date:** 2020-03-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRTW7RFN6
- **C.18 - Value (incl. sponsor support):** $555000000.00
- **C.18.a - Value (excl. sponsor support):** $555000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2019-12-06
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 2.264000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRTWDYGR4
- **C.18 - Value (incl. sponsor support):** $209000000.00
- **C.18.a - Value (excl. sponsor support):** $209000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 2.2600%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2020-02-29
- **C.13 - Final Legal Maturity Date:** 2020-02-29
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 2.300000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRTXAAFC1
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 2.3000%
- **C.11 - Maturity Date (WAM):** 2019-12-20
- **C.12 - Maturity Date (WAL):** 2019-12-20
- **C.13 - Final Legal Maturity Date:** 2019-12-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 1.610000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRTZ2QKZ3
- **C.18 - Value (incl. sponsor support):** $366000000.00
- **C.18.a - Value (excl. sponsor support):** $366000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2019-12-03
- **C.12 - Maturity Date (WAL):** 2019-12-03
- **C.13 - Final Legal Maturity Date:** 2019-12-03
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: SWEDBANK (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK (NEW YORK BRANCH) 1.540000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001633050, C.5 - Other ID: BRTZ4GWG2
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.9700%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 1.600000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRTZ4L4V9
- **C.18 - Value (incl. sponsor support):** $522000000.00
- **C.18.a - Value (excl. sponsor support):** $522000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2019-12-04
- **C.12 - Maturity Date (WAL):** 2019-12-04
- **C.13 - Final Legal Maturity Date:** 2019-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 1.600000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRTZ4LFE5
- **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:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2019-12-04
- **C.12 - Maturity Date (WAL):** 2019-12-04
- **C.13 - Final Legal Maturity Date:** 2019-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 1.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRTZ4NQT6
- **C.18 - Value (incl. sponsor support):** $142000000.00
- **C.18.a - Value (excl. sponsor support):** $142000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2019-12-04
- **C.12 - Maturity Date (WAL):** 2019-12-04
- **C.13 - Final Legal Maturity Date:** 2019-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 1.560000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRTZ6TBK6
- **C.18 - Value (incl. sponsor support):** $508000000.00
- **C.18.a - Value (excl. sponsor support):** $508000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 1.530000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, CIK: 0001456764, C.5 - Other ID: BRTZ6TBP5
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT SUISSE AG (NEW YORK BRANCH) 1.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ANGGYXNX0JLX3X63JN86, C.5 - Other ID: BRTZ6Y2P4
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.2300%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 1.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, CIK: 0001456764, C.5 - Other ID: BRTZ70FL2
- **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:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2019-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE 1.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, CIK: 0001456764, C.5 - Other ID: BRTZ70L19
- **C.18 - Value (incl. sponsor support):** $122000000.00
- **C.18.a - Value (excl. sponsor support):** $122000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE 1.640000%
- **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: 1VUV7VQFKUOQSJ21A208, CIK: 0001456764, C.5 - Other ID: BRTZ70L92
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 1.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRTZ70LC5
- **C.18 - Value (incl. sponsor support):** $79000000.00
- **C.18.a - Value (excl. sponsor support):** $79000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 1.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRTZ70LE1
- **C.18 - Value (incl. sponsor support):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: DEUTSCHE BANK SECURITIES INC

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK SECURITIES 1.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 9J6MBOOO7BECTDTUZW19, CIK: 0001093579, C.5 - Other ID: BRTZ70LJ0
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1500%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.650000%
- **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: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRTZ70LW1
- **C.18 - Value (incl. sponsor support):** $349000000.00
- **C.18.a - Value (excl. sponsor support):** $349000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRTZ70LX9
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 1.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRTZ70ML4
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 1.570000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275, C.5 - Other ID: BRTZ72NZ8
- **C.18 - Value (incl. sponsor support):** $533000000.00
- **C.18.a - Value (excl. sponsor support):** $533000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 1.570000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 51KMXRLB0RIEGI0WJN58, C.5 - Other ID: BRTZ73MV6
- **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:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** REP TREASURY BOND Fixed Income Clearing Corporation - JPM 1.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BRTZ749M9
- **C.18 - Value (incl. sponsor support):** $296125000.00
- **C.18.a - Value (excl. sponsor support):** $296125000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** REP TREASURY BOND Fixed Income Clearing Corporation - JPM 1.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BRTZ749T4
- **C.18 - Value (incl. sponsor support):** $93526828.43
- **C.18.a - Value (excl. sponsor support):** $93526828.43
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** REP TREASURY BOND Fixed Income Clearing Corporation - JPM 1.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BRTZ74AD7
- **C.18 - Value (incl. sponsor support):** $261948529.41
- **C.18.a - Value (excl. sponsor support):** $261948529.41
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** REP TREASURY BOND Fixed Income Clearing Corporation - JPM 1.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BRTZ74AH8
- **C.18 - Value (incl. sponsor support):** $349082965.69
- **C.18.a - Value (excl. sponsor support):** $349082965.69
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** REP TREASURY BOND Fixed Income Clearing Corporation - JPM 1.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BRTZ74AQ8
- **C.18 - Value (incl. sponsor support):** $597062705.88
- **C.18.a - Value (excl. sponsor support):** $597062705.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** REP TREASURY BOND Fixed Income Clearing Corporation - JPM 1.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BRTZ74AU9
- **C.18 - Value (incl. sponsor support):** $249045955.88
- **C.18.a - Value (excl. sponsor support):** $249045955.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** REP TREASURY BOND Fixed Income Clearing Corporation - JPM 1.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BRTZ74AW5
- **C.18 - Value (incl. sponsor support):** $630208333.33
- **C.18.a - Value (excl. sponsor support):** $630208333.33
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 1.570000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRTZ74C03
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 1.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRTZ77UL0
- **C.18 - Value (incl. sponsor support):** $71000000.00
- **C.18.a - Value (excl. sponsor support):** $71000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2019-12-06
- **C.12 - Maturity Date (WAL):** 2019-12-06
- **C.13 - Final Legal Maturity Date:** 2019-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: NATIXIS SA

- **C.1 - Title:** NATIXIS SA 1.530000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, CIK: 0001456764, C.5 - Other ID: BRTZ8D7F5
- **C.18 - Value (incl. sponsor support):** $668000000.00
- **C.18.a - Value (excl. sponsor support):** $668000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: NATIXIS SA

- **C.1 - Title:** NATIXIS SA 1.530000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, CIK: 0001456764, C.5 - Other ID: BRTZ8US80
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** COOPERATIEVE RABOBANK UA 1.550000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, C.5 - Other ID: BRTZ8UUF1
- **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:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2019-12-02
- **C.12 - Maturity Date (WAL):** 2019-12-02
- **C.13 - Final Legal Maturity Date:** 2019-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2019-12-06

**By:** /s/Neal J. Andrews

**Name of Signing Officer:** Ann Frechette

**Title of Signing Officer:** Assistant Treasurer