# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001145549-23-009676
**Filing Date:** 2023-2
**Character Count:** 235106
**Document Hash:** ba3cd85252d3f1892f65958e8be6c12e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009676.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009676

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20200630

**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:** 23664721

**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):** 2020-06-30

**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:** 43 days

- **A.12 - WAL:** 74 days

- **Total Value of Portfolio Securities:** $56604938658.89

- **Amortized Cost of Portfolio Securities:** $16594616000.00

- **Cash:** $281164632.75

- **Total Other Assets:** $40812702.91

- **Total Liabilities:** $89344856.25

- **Net Assets of Series:** $56837571138.30

- **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 |  | $30492588145.47            |  | 51.5700%                   |
| Friday, Week 2 |  | $27799359844.06            |  | 49.0000%                   |
| Friday, Week 3 |  | $29347454135.66            |  | 50.8800%                   |
| Friday, Week 4 |  | $30099941284.73            |  | 51.3200%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $56837571138.30

- **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- $1,472,317

**Monthly Shareholder Flow Activity:**

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

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

## Part C: Schedule of Portfolio Securities

### Security 1: ALASKA HOUSING FINANCE CORP

- **C.1 - Title:** ALASKA HSG FIN CORP HOME MTG R 0.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 01170PBX3, C.4 - ISIN: US01170PBX33, C.3 - LEI: 549300HJ8NOJNYW6ER36
- **C.18 - Value (incl. sponsor support):** $48400000.00
- **C.18.a - Value (excl. sponsor support):** $48400000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2041-12-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: ALASKA HOUSING FINANCE CORP

- **C.1 - Title:** ALASKA HSG FIN CORP HOME MTG R 0.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 01170PDX1, C.4 - ISIN: US01170PDX15, C.3 - LEI: 549300HJ8NOJNYW6ER36
- **C.18 - Value (incl. sponsor support):** $44270000.00
- **C.18.a - Value (excl. sponsor support):** $44270000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2040-12-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ANTALIS SA (ILE-DE-FRANCE)

- **C.1 - Title:** ANTALIS SA 0.173000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AGN2, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $39995771.20
- **C.18.a - Value (excl. sponsor support):** $39995771.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2020-07-22
- **C.12 - Maturity Date (WAL):** 2020-07-22
- **C.13 - Final Legal Maturity Date:** 2020-07-22
- **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 4: BNZ INTERNATIONAL FUNDING LTD (LONDON BRANCH)

- **C.1 - Title:** BNZ INTERNATIONAL 0.268000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0556X0LL6, C.3 - LEI: 549300HVMZ89HDMELW08
- **C.18 - Value (incl. sponsor support):** $84909512.40
- **C.18.a - Value (excl. sponsor support):** $84909512.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.2700%
- **C.11 - Maturity Date (WAM):** 2020-11-20
- **C.12 - Maturity Date (WAL):** 2020-11-20
- **C.13 - Final Legal Maturity Date:** 2020-11-20
- **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:** BANK OF NEW ZEALAND

- **Amount Provided:** 1.0000

### Security 5: BPCE SA

- **C.1 - Title:** BPCE SA 0.131000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BGX5, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $196977776.43
- **C.18.a - Value (excl. sponsor support):** $196977776.43
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-07-31
- **C.12 - Maturity Date (WAL):** 2020-07-31
- **C.13 - Final Legal Maturity Date:** 2020-07-31
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BPCE SA

- **C.1 - Title:** BPCE SA 0.231000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BM18, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $99901183.00
- **C.18.a - Value (excl. sponsor support):** $99901183.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2020-12-01
- **C.12 - Maturity Date (WAL):** 2020-12-01
- **C.13 - Final Legal Maturity Date:** 2020-12-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BPCE SA

- **C.1 - Title:** BPCE SA 0.239000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BMP5, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $255950587.25
- **C.18.a - Value (excl. sponsor support):** $255950587.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.2400%
- **C.11 - Maturity Date (WAM):** 2020-12-23
- **C.12 - Maturity Date (WAL):** 2020-12-23
- **C.13 - Final Legal Maturity Date:** 2020-12-23
- **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 8: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 1.520000%
- **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):** $327944129.60
- **C.18.a - Value (excl. sponsor support):** $327944129.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-09
- **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 9: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 1.325000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05586FJB4, C.4 - ISIN: US05586FJB40, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200123560.00
- **C.18.a - Value (excl. sponsor support):** $200123560.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-20
- **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 10: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 1.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05586FTK3, C.4 - ISIN: US05586FTK39, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $99920681.00
- **C.18.a - Value (excl. sponsor support):** $99920681.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2021-02-05
- **C.13 - Final Legal Maturity Date:** 2021-02-05
- **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 11: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 0.455000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TMR0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $158499974.64
- **C.18.a - Value (excl. sponsor support):** $158499974.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **C.11 - Maturity Date (WAM):** 2020-10-06
- **C.12 - Maturity Date (WAL):** 2021-07-06
- **C.13 - Final Legal Maturity Date:** 2021-07-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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) 1.503000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367BBM0, C.4 - ISIN: US06367BBM00, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $150084228.00
- **C.18.a - Value (excl. sponsor support):** $150084228.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2020-07-06
- **C.12 - Maturity Date (WAL):** 2021-01-04
- **C.13 - Final Legal Maturity Date:** 2021-01-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 0.110000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367BMX4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000280.00
- **C.18.a - Value (excl. sponsor support):** $500000280.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 0.110000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367BMY2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000555.00
- **C.18.a - Value (excl. sponsor support):** $500000555.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-02
- **C.12 - Maturity Date (WAL):** 2020-07-02
- **C.13 - Final Legal Maturity Date:** 2020-07-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 0.526000%
- **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):** $75039912.00
- **C.18.a - Value (excl. sponsor support):** $75039912.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2020-08-18
- **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 16: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 0.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RY29, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100009420.00
- **C.18.a - Value (excl. sponsor support):** $100009420.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **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 17: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA 0.525000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LPL5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001041839
- **C.18 - Value (incl. sponsor support):** $150036760.50
- **C.18.a - Value (excl. sponsor support):** $150036760.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2020-08-12
- **C.12 - Maturity Date (WAL):** 2021-02-12
- **C.13 - Final Legal Maturity Date:** 2021-02-12
- **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 18: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.548000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MHC2, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $350105406.00
- **C.18.a - Value (excl. sponsor support):** $350105406.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2020-08-11
- **C.12 - Maturity Date (WAL):** 2021-02-08
- **C.13 - Final Legal Maturity Date:** 2021-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MHM0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $150037756.50
- **C.18.a - Value (excl. sponsor support):** $150037756.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2020-08-18
- **C.12 - Maturity Date (WAL):** 2021-02-16
- **C.13 - Final Legal Maturity Date:** 2021-02-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 1.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TRZ1, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $285872393.55
- **C.18.a - Value (excl. sponsor support):** $285872393.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2020-10-21
- **C.12 - Maturity Date (WAL):** 2020-10-21
- **C.13 - Final Legal Maturity Date:** 2020-10-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 0.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TTG1, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $380424285.20
- **C.18.a - Value (excl. sponsor support):** $380424285.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2020-11-20
- **C.12 - Maturity Date (WAL):** 2020-11-20
- **C.13 - Final Legal Maturity Date:** 2020-11-20
- **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 22: BATTERY PARK CITY AUTHORITY N Y

- **C.1 - Title:** BATTERY PK CITY AUTH N Y REV 0.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 07133AJC7, C.4 - ISIN: US07133AJC71, C.3 - LEI: 549300RF3SFDOWRHVM56
- **C.18 - Value (incl. sponsor support):** $98300000.00
- **C.18.a - Value (excl. sponsor support):** $98300000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2038-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 0.120000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LG18, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $839997202.80
- **C.18.a - Value (excl. sponsor support):** $839997202.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 24: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 0.120000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LG26, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $310997925.63
- **C.18.a - Value (excl. sponsor support):** $310997925.63
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-02
- **C.12 - Maturity Date (WAL):** 2020-07-02
- **C.13 - Final Legal Maturity Date:** 2020-07-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 25: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 0.207000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LGT7, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $238962895.25
- **C.18.a - Value (excl. sponsor support):** $238962895.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2020-07-27
- **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? 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 26: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE DAMORTISSEMENT DE LA DETTE 0.348000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802VTF3, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $94778245.32
- **C.18.a - Value (excl. sponsor support):** $94778245.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2021-06-15
- **C.12 - Maturity Date (WAL):** 2021-06-15
- **C.13 - Final Legal Maturity Date:** 2021-06-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: CALIFORNIA (STATE OF)

- **C.1 - Title:** CALIFORNIA ST 0.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13063BHR6, C.4 - ISIN: US13063BHR69
- **C.18 - Value (incl. sponsor support):** $81390000.00
- **C.18.a - Value (excl. sponsor support):** $81390000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2040-05-01
- **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 28: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.429000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606C5A8, C.4 - ISIN: US13606C5A82, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $100097380.00
- **C.18.a - Value (excl. sponsor support):** $100097380.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2020-07-06
- **C.12 - Maturity Date (WAL):** 2021-01-04
- **C.13 - Final Legal Maturity Date:** 2021-01-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.091000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608AG26, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $949995193.00
- **C.18.a - Value (excl. sponsor support):** $949995193.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-02
- **C.12 - Maturity Date (WAL):** 2020-07-02
- **C.13 - Final Legal Maturity Date:** 2020-07-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.120000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608AG75, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $299993001.00
- **C.18.a - Value (excl. sponsor support):** $299993001.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2020-07-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.428000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CJL7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $100098041.00
- **C.18.a - Value (excl. sponsor support):** $100098041.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2020-07-31
- **C.12 - Maturity Date (WAL):** 2020-12-31
- **C.13 - Final Legal Maturity Date:** 2020-12-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.424000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CKS0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $369999974.10
- **C.18.a - Value (excl. sponsor support):** $369999974.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2020-09-25
- **C.12 - Maturity Date (WAL):** 2021-06-28
- **C.13 - Final Legal Maturity Date:** 2021-06-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 0.120000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HG79
- **C.18 - Value (incl. sponsor support):** $399990668.00
- **C.18.a - Value (excl. sponsor support):** $399990668.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2020-07-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: CHEVRON CORP

- **C.1 - Title:** CHEVRON CORP 0.186000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677JJE7
- **C.18 - Value (incl. sponsor support):** $294884162.35
- **C.18.a - Value (excl. sponsor support):** $294884162.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2020-09-14
- **C.12 - Maturity Date (WAL):** 2020-09-14
- **C.13 - Final Legal Maturity Date:** 2020-09-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: CHEVRON CORP

- **C.1 - Title:** CHEVRON CORP 0.200000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677JJU1
- **C.18 - Value (incl. sponsor support):** $289855000.00
- **C.18.a - Value (excl. sponsor support):** $289855000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-09-28
- **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 36: COCA-COLA CO

- **C.1 - Title:** COCA-COLA COMPANY (THE) 0.150000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121AJ10, C.3 - LEI: UWJKFUJFZ02DKWI3RY53
- **C.18 - Value (incl. sponsor support):** $249934375.00
- **C.18.a - Value (excl. sponsor support):** $249934375.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2020-09-01
- **C.12 - Maturity Date (WAL):** 2020-09-01
- **C.13 - Final Legal Maturity Date:** 2020-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 0.455000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AN51, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $248111518.16
- **C.18.a - Value (excl. sponsor support):** $248111518.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2020-09-21
- **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 38: CPPIB CAPITAL INC

- **C.1 - Title:** CPPIB CAPITAL INC          144A 0.400000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 22411VAL2, C.4 - ISIN: US22411VAL27, C.3 - LEI: 549300KW9NB55HTDK075
- **C.18 - Value (incl. sponsor support):** $92714486.03
- **C.18.a - Value (excl. sponsor support):** $92714486.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-12-10
- **C.13 - Final Legal Maturity Date:** 2020-12-10
- **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 39: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA 0.410000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22536LL24, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $84878993.15
- **C.18.a - Value (excl. sponsor support):** $84878993.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2020-11-02
- **C.12 - Maturity Date (WAL):** 2020-11-02
- **C.13 - Final Legal Maturity Date:** 2020-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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 INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA 0.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536UYJ3, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $246126116.82
- **C.18.a - Value (excl. sponsor support):** $246126116.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2020-09-04
- **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 41: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA 1.493000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536UYQ7, C.4 - ISIN: US22536UYQ74, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $87044410.89
- **C.18.a - Value (excl. sponsor support):** $87044410.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2020-07-06
- **C.12 - Maturity Date (WAL):** 2021-01-04
- **C.13 - Final Legal Maturity Date:** 2021-01-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 1.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22549LQ57, C.3 - LEI: ANGGYXNX0JLX3X63JN86
- **C.18 - Value (incl. sponsor support):** $402898036.00
- **C.18.a - Value (excl. sponsor support):** $402898036.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2021-01-07
- **C.12 - Maturity Date (WAL):** 2021-01-07
- **C.13 - Final Legal Maturity Date:** 2021-01-07
- **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 43: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 0.293000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2254EAJM6, C.3 - LEI: ANGGYXNX0JLX3X63JN86
- **C.18 - Value (incl. sponsor support):** $199864894.00
- **C.18.a - Value (excl. sponsor support):** $199864894.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.2900%
- **C.11 - Maturity Date (WAM):** 2020-09-21
- **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? 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 (NEW YORK BRANC

- **Amount Provided:** 1.0000

### Security 44: CROWN POINT CAPITAL COMPANY LLC

- **C.1 - Title:** CROWN POINT CAPITAL LLC 0.564000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22845ANU0, C.3 - LEI: 549300LXH4KLRKIKII81
- **C.18 - Value (incl. sponsor support):** $90051965.10
- **C.18.a - Value (excl. sponsor support):** $90051965.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-07-28
- **C.12 - Maturity Date (WAL):** 2020-08-28
- **C.13 - Final Legal Maturity Date:** 2020-08-28
- **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 45: CROWN POINT CAPITAL COMPANY LLC

- **C.1 - Title:** CROWN POINT CAPITAL LLC 0.505000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22845APY0, C.3 - LEI: 549300LXH4KLRKIKII81
- **C.18 - Value (incl. sponsor support):** $490061994.80
- **C.18.a - Value (excl. sponsor support):** $490061994.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2020-07-08
- **C.12 - Maturity Date (WAL):** 2021-01-08
- **C.13 - Final Legal Maturity Date:** 2021-01-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 46: CROWN POINT CAPITAL COMPANY LLC

- **C.1 - Title:** CROWN POINT CAPITAL LLC 0.120000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2284K0G17, C.3 - LEI: 549300LXH4KLRKIKII81
- **C.18 - Value (incl. sponsor support):** $399998668.00
- **C.18.a - Value (excl. sponsor support):** $399998668.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 47: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.412000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DR15, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $69779694.60
- **C.18.a - Value (excl. sponsor support):** $69779694.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2021-04-01
- **C.12 - Maturity Date (WAL):** 2021-04-01
- **C.13 - Final Legal Maturity Date:** 2021-04-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.397000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K4KU7, C.3 - LEI: 549300GKFG0RYRRQ1414, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $187999990.60
- **C.18.a - Value (excl. sponsor support):** $187999990.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2020-09-25
- **C.12 - Maturity Date (WAL):** 2021-06-25
- **C.13 - Final Legal Maturity Date:** 2021-06-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 0.741000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23341VL74
- **C.18 - Value (incl. sponsor support):** $260763383.74
- **C.18.a - Value (excl. sponsor support):** $260763383.74
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2020-08-05
- **C.12 - Maturity Date (WAL):** 2021-05-05
- **C.13 - Final Legal Maturity Date:** 2021-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: EDWARD-ELMHURST HEALTHCARE

- **C.1 - Title:** EDWARD-ELMHURST HEALTHCARE 0.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 28167RAA8, C.4 - ISIN: US28167RAA86, C.3 - LEI: 549300HQM2YWM7SVJY37
- **C.18 - Value (incl. sponsor support):** $52065000.00
- **C.18.a - Value (excl. sponsor support):** $52065000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2048-01-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** EUROPEAN INVESTMENT BANK 0.103000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 29878RJ17, C.3 - LEI: 5493006YXS1U5GIHE750
- **C.18 - Value (incl. sponsor support):** $149972962.50
- **C.18.a - Value (excl. sponsor support):** $149972962.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2020-09-01
- **C.12 - Maturity Date (WAL):** 2020-09-01
- **C.13 - Final Legal Maturity Date:** 2020-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: EXXON MOBIL CORP

- **C.1 - Title:** EXXON MOBIL CORPORATION 0.184000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AJH3, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91
- **C.18 - Value (incl. sponsor support):** $299878866.00
- **C.18.a - Value (excl. sponsor support):** $299878866.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2020-09-17
- **C.12 - Maturity Date (WAL):** 2020-09-17
- **C.13 - Final Legal Maturity Date:** 2020-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: EXXON MOBIL CORP

- **C.1 - Title:** EXXON MOBIL CORPORATION 0.183000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AJJ9, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91
- **C.18 - Value (incl. sponsor support):** $190922326.03
- **C.18.a - Value (excl. sponsor support):** $190922326.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2020-09-18
- **C.12 - Maturity Date (WAL):** 2020-09-18
- **C.13 - Final Legal Maturity Date:** 2020-09-18
- **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 54: EXXON MOBIL CORP

- **C.1 - Title:** EXXON MOBIL CORPORATION 0.182000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AJP5, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91
- **C.18 - Value (incl. sponsor support):** $289875381.20
- **C.18.a - Value (excl. sponsor support):** $289875381.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2020-09-23
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: EXXON MOBIL CORP

- **C.1 - Title:** EXXON MOBIL CORPORATION 0.185000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AK16, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91
- **C.18 - Value (incl. sponsor support):** $274868572.00
- **C.18.a - Value (excl. sponsor support):** $274868572.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2020-10-01
- **C.12 - Maturity Date (WAL):** 2020-10-01
- **C.13 - Final Legal Maturity Date:** 2020-10-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB Discount NT 0.122000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384ZU6, C.4 - ISIN: US313384ZU65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198984742.67
- **C.18.a - Value (excl. sponsor support):** $198984742.67
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-24
- **C.12 - Maturity Date (WAL):** 2020-07-24
- **C.13 - Final Legal Maturity Date:** 2020-07-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: GAINESVILLE FLA

- **C.1 - Title:** GAINESVILLE FLA UTILS SYS REV 0.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 362848PQ0, C.4 - ISIN: US362848PQ03
- **C.18 - Value (incl. sponsor support):** $56985000.00
- **C.18.a - Value (excl. sponsor support):** $56985000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2036-10-01
- **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 58: GLENCOVE FUNDING LLC

- **C.1 - Title:** GLENCOVE FUNDING LLC 0.229000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37829ADY1, C.3 - LEI: 549300XUUQZO7I38ZR06
- **C.18 - Value (incl. sponsor support):** $265000000.00
- **C.18.a - Value (excl. sponsor support):** $265000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2020-07-02
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2020-07-10
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 59: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 0.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PEN1, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $50050098.00
- **C.18.a - Value (excl. sponsor support):** $50050098.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **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 60: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 1.024000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PER2, C.4 - ISIN: US40054PER29, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $100030499.00
- **C.18.a - Value (excl. sponsor support):** $100030499.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2021-02-05
- **C.13 - Final Legal Maturity Date:** 2021-02-05
- **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 61: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC              144A 0.575000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FPT0, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $233125531.08
- **C.18.a - Value (excl. sponsor support):** $233125531.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2020-07-06
- **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 62: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 1.613000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FPU7, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $50033919.00
- **C.18.a - Value (excl. sponsor support):** $50033919.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-06
- **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 63: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 1.449000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FPV5, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $284199030.04
- **C.18.a - Value (excl. sponsor support):** $284199030.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-15
- **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 64: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 0.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FQB8, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $142074038.80
- **C.18.a - Value (excl. sponsor support):** $142074038.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2020-07-21
- **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 65: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 0.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FQJ1, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $400284864.00
- **C.18.a - Value (excl. sponsor support):** $400284864.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2020-09-01
- **C.12 - Maturity Date (WAL):** 2020-12-01
- **C.13 - Final Legal Maturity Date:** 2020-12-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 0.468000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FQQ5, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $150017419.50
- **C.18.a - Value (excl. sponsor support):** $150017419.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2020-07-30
- **C.12 - Maturity Date (WAL):** 2020-12-30
- **C.13 - Final Legal Maturity Date:** 2020-12-30
- **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 67: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 0.466000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FQV4, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $249968495.00
- **C.18.a - Value (excl. sponsor support):** $249968495.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2020-08-18
- **C.12 - Maturity Date (WAL):** 2021-02-18
- **C.13 - Final Legal Maturity Date:** 2021-02-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 0.573000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FRE1, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $321999932.38
- **C.18.a - Value (excl. sponsor support):** $321999932.38
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 0.5600%
- **C.11 - Maturity Date (WAM):** 2020-09-09
- **C.12 - Maturity Date (WAL):** 2021-06-09
- **C.13 - Final Legal Maturity Date:** 2021-06-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 0.550000%
- **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):** $155132447.50
- **C.18.a - Value (excl. sponsor support):** $155132447.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2020-09-04
- **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 70: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 0.479000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RFR7, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $101526335.19
- **C.18.a - Value (excl. sponsor support):** $101526335.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2020-08-26
- **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 71: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 0.666000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RGR6, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $200011788.00
- **C.18.a - Value (excl. sponsor support):** $200011788.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2020-08-04
- **C.12 - Maturity Date (WAL):** 2021-02-04
- **C.13 - Final Legal Maturity Date:** 2021-02-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.475000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GAZ1
- **C.18 - Value (incl. sponsor support):** $441223538.49
- **C.18.a - Value (excl. sponsor support):** $441223538.49
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2020-09-23
- **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 73: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 1.309000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GBT4
- **C.18 - Value (incl. sponsor support):** $274124294.62
- **C.18.a - Value (excl. sponsor support):** $274124294.62
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2020-07-21
- **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 74: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 1.380000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GBV9
- **C.18 - Value (incl. sponsor support):** $196005270.44
- **C.18.a - Value (excl. sponsor support):** $196005270.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2020-07-09
- **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? 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 75: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 0.330000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AJ0, C.4 - ISIN: US477181AJ00
- **C.18 - Value (incl. sponsor support):** $39555000.00
- **C.18.a - Value (excl. sponsor support):** $39555000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 0.330000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 0.330000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AL5, C.4 - ISIN: US477181AL55
- **C.18 - Value (incl. sponsor support):** $34400000.00
- **C.18.a - Value (excl. sponsor support):** $34400000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: JETS STADIUM FINANCE ISSUER 2015 LLC

- **C.1 - Title:** JETS STADIUM FINANCE ISSUER 2015 L 144A 0.330000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73
- **C.18 - Value (incl. sponsor support):** $120495000.00
- **C.18.a - Value (excl. sponsor support):** $120495000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.097000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X0G17, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $1449996099.50
- **C.18.a - Value (excl. sponsor support):** $1449996099.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 0.1000%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 0.377000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53946BEY3, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $184999972.25
- **C.18.a - Value (excl. sponsor support):** $184999972.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2020-08-20
- **C.12 - Maturity Date (WAL):** 2020-08-20
- **C.13 - Final Legal Maturity Date:** 2020-08-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: LLOYDS BANK CORPORATE MARKETS PLC (NEW YORK)

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC 1.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947CEM6, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $281019855.20
- **C.18.a - Value (excl. sponsor support):** $281019855.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2020-10-05
- **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 82: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 1.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55379W4T0, C.4 - ISIN: US55379W4T00, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $100493617.00
- **C.18.a - Value (excl. sponsor support):** $100493617.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **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 83: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 0.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NHH6, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $248190721.92
- **C.18.a - Value (excl. sponsor support):** $248190721.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2020-09-04
- **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 84: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 0.456000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NHJ2, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $90471507.89
- **C.18.a - Value (excl. sponsor support):** $90471507.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2020-08-18
- **C.12 - Maturity Date (WAL):** 2021-02-16
- **C.13 - Final Legal Maturity Date:** 2021-02-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: MAINE STATE HOUSING AUTHORITY

- **C.1 - Title:** MAINE ST HSG AUTH MTG PUR 0.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56052FJB2, C.4 - ISIN: US56052FJB22, C.3 - LEI: 549300SO05LH6D240016
- **C.18 - Value (incl. sponsor support):** $51385000.00
- **C.18.a - Value (excl. sponsor support):** $51385000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **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: METROPOLITAN TRANSPORTATION AUTHORITY

- **C.1 - Title:** METROPOLITAN TRANSN AUTH N Y R 0.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59259Y7S2, C.4 - ISIN: US59259Y7S20, C.3 - LEI: 5493000TKYODLXADQD60
- **C.18 - Value (incl. sponsor support):** $56540000.00
- **C.18.a - Value (excl. sponsor support):** $56540000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2032-11-01
- **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 87: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 1.533000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710AHJ4, C.4 - ISIN: US60710AHJ43, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $300090933.00
- **C.18.a - Value (excl. sponsor support):** $300090933.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-10-01
- **C.13 - Final Legal Maturity Date:** 2020-10-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.426000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710ANF5, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $100009478.00
- **C.18.a - Value (excl. sponsor support):** $100009478.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2020-09-21
- **C.12 - Maturity Date (WAL):** 2020-12-21
- **C.13 - Final Legal Maturity Date:** 2020-12-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.426000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710ANG3, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $87508148.88
- **C.18.a - Value (excl. sponsor support):** $87508148.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2020-09-18
- **C.12 - Maturity Date (WAL):** 2020-12-18
- **C.13 - Final Legal Maturity Date:** 2020-12-18
- **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 90: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.580000%
- **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:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-08-04
- **C.12 - Maturity Date (WAL):** 2020-08-04
- **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 91: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.280000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36
- **C.18 - Value (incl. sponsor support):** $3270000.00
- **C.18.a - Value (excl. sponsor support):** $3270000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **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 92: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.280000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61
- **C.18 - Value (incl. sponsor support):** $73000000.00
- **C.18.a - Value (excl. sponsor support):** $73000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **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 93: CAPITAL TRUST AGENCY FLA MF

- **C.1 - Title:** CAPITAL TR AGY FLA SR LIVING R 144A 0.280000%
- **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):** $28825000.00
- **C.18.a - Value (excl. sponsor support):** $28825000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **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 94: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.580000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBA4, C.4 - ISIN: US62630WBA45
- **C.18 - Value (incl. sponsor support):** $81525000.00
- **C.18.a - Value (excl. sponsor support):** $81525000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **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 95: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.580000%
- **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:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **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 96: NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY

- **C.1 - Title:** NEW JERSEY ECONOMIC DEV AUTH R 144A 0.580000%
- **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):** $216350000.00
- **C.18.a - Value (excl. sponsor support):** $216350000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **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 0.280000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBW6, C.4 - ISIN: US62630WBW64
- **C.18 - Value (incl. sponsor support):** $17300000.00
- **C.18.a - Value (excl. sponsor support):** $17300000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **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 98: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.580000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCQ8, C.4 - ISIN: US62630WCQ87
- **C.18 - Value (incl. sponsor support):** $231955000.00
- **C.18.a - Value (excl. sponsor support):** $231955000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-07-02
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **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 99: PUBLIC FINANCE AUTHORITY WISCONSIN

- **C.1 - Title:** PUBLIC FIN AUTH WIS HEALTHCARE 144A 0.580000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCW5, C.4 - ISIN: US62630WCW55, C.3 - LEI: 5493004S6D3NA627K012
- **C.18 - Value (incl. sponsor support):** $6145000.00
- **C.18.a - Value (excl. sponsor support):** $6145000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2024-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.580000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCZ8, C.4 - ISIN: US62630WCZ86
- **C.18 - Value (incl. sponsor support):** $16935000.00
- **C.18.a - Value (excl. sponsor support):** $16935000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2025-01-16
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 0.580000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WDX2, C.4 - ISIN: US62630WDX20
- **C.18 - Value (incl. sponsor support):** $391145000.00
- **C.18.a - Value (excl. sponsor support):** $391145000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2023-04-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: NRW BANK

- **C.1 - Title:** NRW.BANK 0.120000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LG86, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $499986665.00
- **C.18.a - Value (excl. sponsor support):** $499986665.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-08
- **C.12 - Maturity Date (WAL):** 2020-07-08
- **C.13 - Final Legal Maturity Date:** 2020-07-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FIN AUTH N H INDL DEV 0.370000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **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 104: NATIONAL SECURITIES CLEARING CORP

- **C.1 - Title:** NATL SEC CLEARING CORP 0.661000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63763PPQ6, C.3 - LEI: 549300RYC9NELN2ICA34
- **C.18 - Value (incl. sponsor support):** $122958043.72
- **C.18.a - Value (excl. sponsor support):** $122958043.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2021-02-24
- **C.12 - Maturity Date (WAL):** 2021-02-24
- **C.13 - Final Legal Maturity Date:** 2021-02-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.107000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873JGT1, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $239980740.00
- **C.18.a - Value (excl. sponsor support):** $239980740.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2020-07-27
- **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 106: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.276000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873JMF4, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $199742400.00
- **C.18.a - Value (excl. sponsor support):** $199742400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-12-15
- **C.12 - Maturity Date (WAL):** 2020-12-15
- **C.13 - Final Legal Maturity Date:** 2020-12-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 0.385000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558TLB9, C.4 - ISIN: US65558TLB97, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $200015200.00
- **C.18.a - Value (excl. sponsor support):** $200015200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-08-07
- **C.13 - Final Legal Maturity Date:** 2020-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 0.446000%
- **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):** $300139242.00
- **C.18.a - Value (excl. sponsor support):** $300139242.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2020-09-28
- **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 109: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 1.336000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558TNE1, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $70036368.50
- **C.18.a - Value (excl. sponsor support):** $70036368.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-16
- **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 110: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 0.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558TZC2, C.4 - ISIN: US65558TZC25, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $64999990.25
- **C.18.a - Value (excl. sponsor support):** $64999990.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2020-09-08
- **C.12 - Maturity Date (WAL):** 2021-06-07
- **C.13 - Final Legal Maturity Date:** 2021-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: NORINCHUKIN BANK (NEW YORK BRANCH)

- **C.1 - Title:** NORINCHUKIN BANK (NEW YORK BRANCH) 1.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65602VXJ0, C.3 - LEI: 5493007VSMFZCPV1NB83
- **C.18 - Value (incl. sponsor support):** $100069618.00
- **C.18.a - Value (excl. sponsor support):** $100069618.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-07-15
- **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 112: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION 0.230000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CKN7, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $30001539.60
- **C.18.a - Value (excl. sponsor support):** $30001539.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **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 113: PFIZER INC

- **C.1 - Title:** PFIZER INC. 0.193000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71708EK61, C.3 - LEI: 765LHXWGK1KXCLTFYQ30
- **C.18 - Value (incl. sponsor support):** $51972679.72
- **C.18.a - Value (excl. sponsor support):** $51972679.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2020-10-06
- **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 114: PITTSBURGH & ALLEGHENY CNTY PA SPORTS & EXHIB AUTH

- **C.1 - Title:** PITTSBURGH & ALLEGHENY CNTY PA SPO 0.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 724790AA8, C.4 - ISIN: US724790AA80
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2038-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** ASSURED GUARANTY MUNICIPAL CORP

- **Amount Provided:** 1.0000

### Security 115: SEATTLE WASHINGTON PORT OF

- **C.1 - Title:** PORT SEATTLE WASH REV 0.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 735389LY2, C.4 - ISIN: US735389LY25, C.3 - LEI: 549300T9UCDUJ3GZL429
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2033-07-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: RIB FLOATER TR VARIOUS STS

- **C.1 - Title:** RIB FLOATER TR VARIOUS STS 144A 0.580000%
- **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:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-08-04
- **C.12 - Maturity Date (WAL):** 2020-08-04
- **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 117: RIB FLOATER TR VARIOUS STS

- **C.1 - Title:** RIB FLOATER TR VARIOUS STS 144A 0.580000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 76252PHJ1, C.4 - ISIN: US76252PHJ12
- **C.18 - Value (incl. sponsor support):** $17035000.00
- **C.18.a - Value (excl. sponsor support):** $17035000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-08-04
- **C.12 - Maturity Date (WAL):** 2020-08-04
- **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 118: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UUV5, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $188070606.79
- **C.18.a - Value (excl. sponsor support):** $188070606.79
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2021-01-07
- **C.12 - Maturity Date (WAL):** 2021-01-07
- **C.13 - Final Legal Maturity Date:** 2021-01-07
- **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 119: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.493000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UVN2, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $280813064.00
- **C.18.a - Value (excl. sponsor support):** $280813064.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2020-07-23
- **C.12 - Maturity Date (WAL):** 2021-04-23
- **C.13 - Final Legal Maturity Date:** 2021-04-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: SHELL INTERNATIONAL FINANCE BV

- **C.1 - Title:** SHELL INTERNATIONAL FINANCE BV 0.330000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8225X2K52, C.3 - LEI: 213800ITMMKU4Z7I4F78
- **C.18 - Value (incl. sponsor support):** $199822166.00
- **C.18.a - Value (excl. sponsor support):** $199822166.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2020-10-05
- **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 121: SHELL INTERNATIONAL FINANCE BV

- **C.1 - Title:** SHELL INTERNATIONAL FINANCE BV 0.330000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8225X2K78, C.3 - LEI: 213800ITMMKU4Z7I4F78
- **C.18 - Value (incl. sponsor support):** $281244538.75
- **C.18.a - Value (excl. sponsor support):** $281244538.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2020-10-07
- **C.12 - Maturity Date (WAL):** 2020-10-07
- **C.13 - Final Legal Maturity Date:** 2020-10-07
- **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 122: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.384000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050PCP2, C.4 - ISIN: US83050PCP27, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $100007200.00
- **C.18.a - Value (excl. sponsor support):** $100007200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2020-07-06
- **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 123: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.601000%
- **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):** $25010853.25
- **C.18.a - Value (excl. sponsor support):** $25010853.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-02
- **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 124: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.523000%
- **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):** $200089652.00
- **C.18.a - Value (excl. sponsor support):** $200089652.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-06
- **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 125: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.483000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050PHM4, C.4 - ISIN: US83050PHM41, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $126057886.92
- **C.18.a - Value (excl. sponsor support):** $126057886.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2020-07-06
- **C.12 - Maturity Date (WAL):** 2021-01-04
- **C.13 - Final Legal Maturity Date:** 2021-01-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050PJM2, C.4 - ISIN: US83050PJM23, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $60162827.40
- **C.18.a - Value (excl. sponsor support):** $60162827.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2020-09-02
- **C.12 - Maturity Date (WAL):** 2020-09-02
- **C.13 - Final Legal Maturity Date:** 2020-09-02
- **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 127: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB MTN 144A 0.816000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 83051GAH1, C.4 - ISIN: US83051GAH11, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $51144412.62
- **C.18.a - Value (excl. sponsor support):** $51144412.62
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2020-08-17
- **C.12 - Maturity Date (WAL):** 2021-05-17
- **C.13 - Final Legal Maturity Date:** 2021-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.416000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83368YFA0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, CIK: 0001335977
- **C.18 - Value (incl. sponsor support):** $349874343.00
- **C.18.a - Value (excl. sponsor support):** $349874343.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **C.11 - Maturity Date (WAM):** 2020-09-19
- **C.12 - Maturity Date (WAL):** 2021-03-19
- **C.13 - Final Legal Maturity Date:** 2021-03-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 0.328000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325V4B3, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $195029546.40
- **C.18.a - Value (excl. sponsor support):** $195029546.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2020-09-18
- **C.12 - Maturity Date (WAL):** 2020-09-18
- **C.13 - Final Legal Maturity Date:** 2020-09-18
- **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 130: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 0.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325V4C1, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $148015023.48
- **C.18.a - Value (excl. sponsor support):** $148015023.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2020-09-01
- **C.12 - Maturity Date (WAL):** 2020-09-01
- **C.13 - Final Legal Maturity Date:** 2020-09-01
- **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 131: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 0.326000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325V4D9, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $200031472.00
- **C.18.a - Value (excl. sponsor support):** $200031472.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2020-09-21
- **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 132: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 1.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325V5A4, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $288435124.80
- **C.18.a - Value (excl. sponsor support):** $288435124.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.2700%
- **C.11 - Maturity Date (WAM):** 2020-08-24
- **C.12 - Maturity Date (WAL):** 2020-08-24
- **C.13 - Final Legal Maturity Date:** 2020-08-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 1.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325V5D8, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $300486117.00
- **C.18.a - Value (excl. sponsor support):** $300486117.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.2700%
- **C.11 - Maturity Date (WAM):** 2020-09-01
- **C.12 - Maturity Date (WAL):** 2020-09-01
- **C.13 - Final Legal Maturity Date:** 2020-09-01
- **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 134: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED 0.298000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86563GL26, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $99896528.00
- **C.18.a - Value (excl. sponsor support):** $99896528.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2020-11-02
- **C.12 - Maturity Date (WAL):** 2020-11-02
- **C.13 - Final Legal Maturity Date:** 2020-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.161000%
- **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):** $151427312.56
- **C.18.a - Value (excl. sponsor support):** $151427312.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2020-07-27
- **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 136: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.417000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564GEN7, C.4 - ISIN: US86564GEN79, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $94999989.55
- **C.18.a - Value (excl. sponsor support):** $94999989.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2020-09-03
- **C.12 - Maturity Date (WAL):** 2020-12-03
- **C.13 - Final Legal Maturity Date:** 2020-12-03
- **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? No, C.23 Categorized at Level 3? No

### Security 137: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.416000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564GFG1, C.4 - ISIN: US86564GFG10, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $315999981.04
- **C.18.a - Value (excl. sponsor support):** $315999981.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2020-09-22
- **C.12 - Maturity Date (WAL):** 2020-12-23
- **C.13 - Final Legal Maturity Date:** 2020-12-23
- **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 138: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.441000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565B7H8, C.4 - ISIN: US86565B7H85, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $241908180.36
- **C.18.a - Value (excl. sponsor support):** $241908180.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2020-08-19
- **C.12 - Maturity Date (WAL):** 2021-02-19
- **C.13 - Final Legal Maturity Date:** 2021-02-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.825000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565BVG3, C.4 - ISIN: US86565BVG30, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $56801808.64
- **C.18.a - Value (excl. sponsor support):** $56801808.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2020-08-12
- **C.12 - Maturity Date (WAL):** 2021-02-12
- **C.13 - Final Legal Maturity Date:** 2021-02-12
- **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 140: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.405000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565CJP5, C.4 - ISIN: US86565CJP59, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $249999985.00
- **C.18.a - Value (excl. sponsor support):** $249999985.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2020-09-23
- **C.12 - Maturity Date (WAL):** 2020-12-23
- **C.13 - Final Legal Maturity Date:** 2020-12-23
- **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 141: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.601000%
- **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):** $200086826.00
- **C.18.a - Value (excl. sponsor support):** $200086826.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-02
- **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 142: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.431000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959RGY0, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $113999989.74
- **C.18.a - Value (excl. sponsor support):** $113999989.74
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2020-09-16
- **C.12 - Maturity Date (WAL):** 2021-06-16
- **C.13 - Final Legal Maturity Date:** 2021-06-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.116000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RGT7, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001633050
- **C.18 - Value (incl. sponsor support):** $79993040.00
- **C.18.a - Value (excl. sponsor support):** $79993040.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-27
- **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 144: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.155000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RJ23, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001633050
- **C.18 - Value (incl. sponsor support):** $204943510.20
- **C.18.a - Value (excl. sponsor support):** $204943510.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2020-09-02
- **C.12 - Maturity Date (WAL):** 2020-09-02
- **C.13 - Final Legal Maturity Date:** 2020-09-02
- **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 145: TEXAS (STATE OF)

- **C.1 - Title:** TEXAS ST 0.210000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882723J26, C.4 - ISIN: US882723J263, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $61040000.00
- **C.18.a - Value (excl. sponsor support):** $61040000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2044-06-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: TEXAS (STATE OF)

- **C.1 - Title:** TEXAS ST 0.210000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882723J34, C.4 - ISIN: US882723J347, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $56380000.00
- **C.18.a - Value (excl. sponsor support):** $56380000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2045-06-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: TEXAS (STATE OF)

- **C.1 - Title:** TEXAS ST 0.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882723J67, C.4 - ISIN: US882723J677, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $119450000.00
- **C.18.a - Value (excl. sponsor support):** $119450000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2046-12-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: TEXAS (STATE OF)

- **C.1 - Title:** TEXAS ST 0.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882723YT0, C.4 - ISIN: US882723YT06, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $60980000.00
- **C.18.a - Value (excl. sponsor support):** $60980000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2046-06-01
- **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 149: TEXAS (STATE OF)

- **C.1 - Title:** TEXAS ST 0.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724FK8, C.4 - ISIN: US882724FK80, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $198790000.00
- **C.18.a - Value (excl. sponsor support):** $198790000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2049-12-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: TEXAS (STATE OF)

- **C.1 - Title:** TEXAS ST 0.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724QQ3, C.4 - ISIN: US882724QQ32, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $213400000.00
- **C.18.a - Value (excl. sponsor support):** $213400000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-07
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2050-12-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: 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):** $265426806.35
- **C.18.a - Value (excl. sponsor support):** $265426806.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 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 152: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114M4X2, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $50004848.50
- **C.18.a - Value (excl. sponsor support):** $50004848.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **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 153: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.496000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114N5K7, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $589345307.14
- **C.18.a - Value (excl. sponsor support):** $589345307.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2020-09-28
- **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 154: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114NJ97, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $301362237.00
- **C.18.a - Value (excl. sponsor support):** $301362237.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.2200%
- **C.11 - Maturity Date (WAM):** 2020-09-30
- **C.12 - Maturity Date (WAL):** 2020-09-30
- **C.13 - Final Legal Maturity Date:** 2020-09-30
- **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 155: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.456000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114NMD4, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $58999979.35
- **C.18.a - Value (excl. sponsor support):** $58999979.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2020-10-19
- **C.12 - Maturity Date (WAL):** 2021-07-19
- **C.13 - Final Legal Maturity Date:** 2021-07-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK 0.090000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AG10, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $749998125.00
- **C.18.a - Value (excl. sponsor support):** $749998125.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: TOTAL CAPITAL CANADA LTD

- **C.1 - Title:** TOTAL CAPITAL CANADA LTD 0.357000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PK19, C.3 - LEI: 5299005IX98ZZ9LSGK46
- **C.18 - Value (incl. sponsor support):** $384644933.75
- **C.18.a - Value (excl. sponsor support):** $384644933.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2020-10-01
- **C.12 - Maturity Date (WAL):** 2020-10-01
- **C.13 - Final Legal Maturity Date:** 2020-10-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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. 0.436000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233A7G8, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $178046992.00
- **C.18.a - Value (excl. sponsor support):** $178046992.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2020-08-18
- **C.12 - Maturity Date (WAL):** 2020-11-12
- **C.13 - Final Legal Maturity Date:** 2020-11-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 0.123000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GGH3, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $299982576.00
- **C.18.a - Value (excl. sponsor support):** $299982576.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-17
- **C.12 - Maturity Date (WAL):** 2020-07-17
- **C.13 - Final Legal Maturity Date:** 2020-07-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 0.128000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GGL4, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $88993671.21
- **C.18.a - Value (excl. sponsor support):** $88993671.21
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-07-20
- **C.12 - Maturity Date (WAL):** 2020-07-20
- **C.13 - Final Legal Maturity Date:** 2020-07-20
- **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 161: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 0.130000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GGW0, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $149983750.50
- **C.18.a - Value (excl. sponsor support):** $149983750.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-07-30
- **C.12 - Maturity Date (WAL):** 2020-07-30
- **C.13 - Final Legal Maturity Date:** 2020-07-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 0.132000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GGX8, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $149982949.50
- **C.18.a - Value (excl. sponsor support):** $149982949.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-07-31
- **C.12 - Maturity Date (WAL):** 2020-07-31
- **C.13 - Final Legal Maturity Date:** 2020-07-31
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.

- **C.1 - Title:** TOYOTA MOTOR FIN NETH BV 0.444000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233LCL7, C.4 - ISIN: US89233LCL71, C.3 - LEI: 724500OPA8GZSQUNSR96
- **C.18 - Value (incl. sponsor support):** $176058960.00
- **C.18.a - Value (excl. sponsor support):** $176058960.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2020-08-21
- **C.12 - Maturity Date (WAL):** 2020-11-16
- **C.13 - Final Legal Maturity Date:** 2020-11-16
- **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 164: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 2.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DKX7, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $404368504.00
- **C.18.a - Value (excl. sponsor support):** $404368504.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 0.5500%
- **C.11 - Maturity Date (WAM):** 2021-03-30
- **C.12 - Maturity Date (WAL):** 2021-03-30
- **C.13 - Final Legal Maturity Date:** 2021-03-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 1.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DKZ2, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $247491005.65
- **C.18.a - Value (excl. sponsor support):** $247491005.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.5500%
- **C.11 - Maturity Date (WAM):** 2021-03-30
- **C.12 - Maturity Date (WAL):** 2021-03-30
- **C.13 - Final Legal Maturity Date:** 2021-03-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 1.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DMG2, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $259494021.85
- **C.18.a - Value (excl. sponsor support):** $259494021.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.5600%
- **C.11 - Maturity Date (WAM):** 2021-04-16
- **C.12 - Maturity Date (WAL):** 2021-04-16
- **C.13 - Final Legal Maturity Date:** 2021-04-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JJT4
- **C.18 - Value (incl. sponsor support):** $166990349.07
- **C.18.a - Value (excl. sponsor support):** $166990349.07
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2020-07-30
- **C.12 - Maturity Date (WAL):** 2021-01-28
- **C.13 - Final Legal Maturity Date:** 2021-01-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.461000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JJV9
- **C.18 - Value (incl. sponsor support):** $149990497.50
- **C.18.a - Value (excl. sponsor support):** $149990497.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2020-08-19
- **C.12 - Maturity Date (WAL):** 2021-02-17
- **C.13 - Final Legal Maturity Date:** 2021-02-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 1.330000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JJY3
- **C.18 - Value (incl. sponsor support):** $149635200.00
- **C.18.a - Value (excl. sponsor support):** $149635200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2021-03-02
- **C.12 - Maturity Date (WAL):** 2021-03-02
- **C.13 - Final Legal Maturity Date:** 2021-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.297000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JKF2
- **C.18 - Value (incl. sponsor support):** $185999986.98
- **C.18.a - Value (excl. sponsor support):** $185999986.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2020-09-24
- **C.12 - Maturity Date (WAL):** 2021-06-23
- **C.13 - Final Legal Maturity Date:** 2021-06-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.459000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351WNR2
- **C.18 - Value (incl. sponsor support):** $237664990.08
- **C.18.a - Value (excl. sponsor support):** $237664990.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2021-01-25
- **C.12 - Maturity Date (WAL):** 2021-01-25
- **C.13 - Final Legal Maturity Date:** 2021-01-25
- **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 172: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 0.147000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127962G3, C.4 - ISIN: US9127962G32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $263917059.12
- **C.18.a - Value (excl. sponsor support):** $263917059.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.1500%
- **C.11 - Maturity Date (WAM):** 2020-09-17
- **C.12 - Maturity Date (WAL):** 2020-09-17
- **C.13 - Final Legal Maturity Date:** 2020-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 0.134000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127963G2, C.4 - ISIN: US9127963G23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1041469298.91
- **C.18.a - Value (excl. sponsor support):** $1041469298.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-07-28
- **C.12 - Maturity Date (WAL):** 2020-07-28
- **C.13 - Final Legal Maturity Date:** 2020-07-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 0.131000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9127963N7, C.4 - ISIN: US9127963N73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $463501363.83
- **C.18.a - Value (excl. sponsor support):** $463501363.83
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-08-11
- **C.12 - Maturity Date (WAL):** 2020-08-11
- **C.13 - Final Legal Maturity Date:** 2020-08-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 0.129000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796SZ3, C.4 - ISIN: US912796SZ37, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84755497.55
- **C.18.a - Value (excl. sponsor support):** $84755497.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-07-16
- **C.12 - Maturity Date (WAL):** 2020-07-16
- **C.13 - Final Legal Maturity Date:** 2020-07-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 0.137000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796TD1, C.4 - ISIN: US912796TD16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55421061.91
- **C.18.a - Value (excl. sponsor support):** $55421061.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2020-08-13
- **C.12 - Maturity Date (WAL):** 2020-08-13
- **C.13 - Final Legal Maturity Date:** 2020-08-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 0.137000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796TJ8, C.4 - ISIN: US912796TJ85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $140962458.75
- **C.18.a - Value (excl. sponsor support):** $140962458.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2020-09-10
- **C.12 - Maturity Date (WAL):** 2020-09-10
- **C.13 - Final Legal Maturity Date:** 2020-09-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 0.093000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796UB3, C.4 - ISIN: US912796UB31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $625998391.18
- **C.18.a - Value (excl. sponsor support):** $625998391.18
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-02
- **C.12 - Maturity Date (WAL):** 2020-07-02
- **C.13 - Final Legal Maturity Date:** 2020-07-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 0.124000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796WX3, C.4 - ISIN: US912796WX33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $641951939.88
- **C.18.a - Value (excl. sponsor support):** $641951939.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2020-07-23
- **C.12 - Maturity Date (WAL):** 2020-07-23
- **C.13 - Final Legal Maturity Date:** 2020-07-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 0.142000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796XG9, C.4 - ISIN: US912796XG90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $518884953.27
- **C.18.a - Value (excl. sponsor support):** $518884953.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 0.1400%
- **C.11 - Maturity Date (WAM):** 2020-08-27
- **C.12 - Maturity Date (WAL):** 2020-08-27
- **C.13 - Final Legal Maturity Date:** 2020-08-27
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 0.405000%
- **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):** $284494469.32
- **C.18.a - Value (excl. sponsor support):** $284494469.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2020-07-15
- **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 182: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 1.331000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214DV2, C.4 - ISIN: US961214DV21, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $44078451.56
- **C.18.a - Value (excl. sponsor support):** $44078451.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2020-07-27
- **C.12 - Maturity Date (WAL):** 2021-01-25
- **C.13 - Final Legal Maturity Date:** 2021-01-25
- **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 183: WESTPAC SECURITIES NZ LTD

- **C.1 - Title:** WESTPAC SECURITIES NZ LTD 1.496000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 96122JEX3, C.3 - LEI: 549300W0N3O6Q4RCKE25
- **C.18 - Value (incl. sponsor support):** $96001598.40
- **C.18.a - Value (excl. sponsor support):** $96001598.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2020-07-03
- **C.12 - Maturity Date (WAL):** 2020-07-06
- **C.13 - Final Legal Maturity Date:** 2020-07-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 184: WESTPAC SECURITIES NZ LTD

- **C.1 - Title:** WESTPAC SECURITIES NZ LTD 0.518000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 96122JFA2, C.3 - LEI: 549300W0N3O6Q4RCKE25
- **C.18 - Value (incl. sponsor support):** $100011364.00
- **C.18.a - Value (excl. sponsor support):** $100011364.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2020-08-10
- **C.12 - Maturity Date (WAL):** 2021-01-25
- **C.13 - Final Legal Maturity Date:** 2021-01-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 185: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 0.509000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4J36, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $400239720.00
- **C.18.a - Value (excl. sponsor support):** $400239720.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 0.3000%
- **C.11 - Maturity Date (WAM):** 2020-08-25
- **C.12 - Maturity Date (WAL):** 2020-11-25
- **C.13 - Final Legal Maturity Date:** 2020-11-25
- **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 186: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 0.331000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4L82, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $39999996.80
- **C.18.a - Value (excl. sponsor support):** $39999996.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2020-08-28
- **C.12 - Maturity Date (WAL):** 2021-05-28
- **C.13 - Final Legal Maturity Date:** 2021-05-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 0.463000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AEQ7, C.4 - ISIN: US96130AEQ76, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $200114686.00
- **C.18.a - Value (excl. sponsor support):** $200114686.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2020-09-09
- **C.12 - Maturity Date (WAL):** 2020-12-09
- **C.13 - Final Legal Maturity Date:** 2020-12-09
- **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 188: CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH) 1.317685%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.4 - ISIN: XS2101529035, CIK: 0001274419, C.5 - Other ID: BRW0QTBC5
- **C.18 - Value (incl. sponsor support):** $249579375.00
- **C.18.a - Value (excl. sponsor support):** $249579375.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2021-01-08
- **C.12 - Maturity Date (WAL):** 2021-01-08
- **C.13 - Final Legal Maturity Date:** 2021-01-08
- **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 189: CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH) 1.324750%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.4 - ISIN: XS2102400988, CIK: 0001274419, C.5 - Other ID: BRW0SBF46
- **C.18 - Value (incl. sponsor support):** $199650694.00
- **C.18.a - Value (excl. sponsor support):** $199650694.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2021-01-11
- **C.12 - Maturity Date (WAL):** 2021-01-11
- **C.13 - Final Legal Maturity Date:** 2021-01-11
- **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 190: CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH) 0.357021%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.4 - ISIN: XS2121417716, CIK: 0001274419, C.5 - Other ID: BRW1QL4F1
- **C.18 - Value (incl. sponsor support):** $299345025.00
- **C.18.a - Value (excl. sponsor support):** $299345025.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2021-02-12
- **C.12 - Maturity Date (WAL):** 2021-02-12
- **C.13 - Final Legal Maturity Date:** 2021-02-12
- **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 191: CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL (LONDON BRANCH) 0.575102%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.4 - ISIN: XS2180644853, CIK: 0001274419, C.5 - Other ID: BRW54HZX2
- **C.18 - Value (incl. sponsor support):** $215577018.00
- **C.18.a - Value (excl. sponsor support):** $215577018.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-11-02
- **C.12 - Maturity Date (WAL):** 2020-11-02
- **C.13 - Final Legal Maturity Date:** 2020-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.130000%
- **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:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 0.180000%
- **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:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 0.780000%
- **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:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-09-03
- **C.13 - Final Legal Maturity Date:** 2020-09-03
- **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 195: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 0.180000%
- **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:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.260000%
- **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:** 0.2600%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.180000%
- **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:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.200000%
- **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):** $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:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.430000%
- **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:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.602000%
- **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:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-09-29
- **C.13 - Final Legal Maturity Date:** 2020-09-29
- **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 201: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 0.200000%
- **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):** $324000000.00
- **C.18.a - Value (excl. sponsor support):** $324000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TRI-PARTY CREDIT SUISSE SECURITIES 0.612000%
- **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:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6100%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-08-04
- **C.13 - Final Legal Maturity Date:** 2020-08-04
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 0.230000%
- **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:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 0.200000%
- **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:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 0.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: AC28XWWI3WIBK2824319, CIK: 0001197490, C.5 - Other ID: BRTGD3391
- **C.18 - Value (incl. sponsor support):** $192000000.00
- **C.18.a - Value (excl. sponsor support):** $192000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-08-05
- **C.13 - Final Legal Maturity Date:** 2020-08-05
- **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 206: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.180000%
- **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:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 0.230000%
- **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:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: HSBC SECURITIES (USA) INC

- **C.1 - Title:** TRI-PARTY HSBC SECURITIES (USA) INC 0.200000%
- **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):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: HSBC SECURITIES (USA) INC

- **C.1 - Title:** TRI-PARTY HSBC SECURITIES (USA) INC 0.280000%
- **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:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 0.728000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTL107X2
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.7300%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-08-04
- **C.13 - Final Legal Maturity Date:** 2020-08-04
- **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 211: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 0.858000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTL11K23
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.8600%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-09-29
- **C.13 - Final Legal Maturity Date:** 2020-09-29
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 0.480000%
- **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):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-08-04
- **C.13 - Final Legal Maturity Date:** 2020-08-04
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 0.430000%
- **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:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.200000%
- **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:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 0.380000%
- **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:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 0.530000%
- **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:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-10-03
- **C.13 - Final Legal Maturity Date:** 2020-10-03
- **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 217: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.658000%
- **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:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-09-30
- **C.13 - Final Legal Maturity Date:** 2020-09-30
- **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 218: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 0.572000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, CIK: 0000753835, C.5 - Other ID: BRW1KYVX0
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.5700%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-10-03
- **C.13 - Final Legal Maturity Date:** 2020-10-03
- **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 219: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.652000%
- **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: BRW1ZAUR0
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-09-28
- **C.13 - Final Legal Maturity Date:** 2020-09-28
- **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 220: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.162000%
- **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: BRW20N7X1
- **C.18 - Value (incl. sponsor support):** $249000000.00
- **C.18.a - Value (excl. sponsor support):** $249000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2020-07-07
- **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 221: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.430000%
- **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: BRW2XJPL0
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2020-07-07
- **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 222: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 1.800000%
- **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: BRW3UF6G1
- **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:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 1.650000%
- **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: BRW3ZLZ48
- **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:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: CREDIT SUISSE SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY CREDIT SUISSE SECURITIES 0.852000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 1V8Y6QCX6YMJ2OELII46, CIK: 0001230485, C.5 - Other ID: BRW4JGBV1
- **C.18 - Value (incl. sponsor support):** $526000000.00
- **C.18.a - Value (excl. sponsor support):** $526000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-10-03
- **C.13 - Final Legal Maturity Date:** 2020-10-03
- **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 225: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.380000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRW4JJTB0
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-07
- **C.13 - Final Legal Maturity Date:** 2020-07-07
- **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 226: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 0.580000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: AC28XWWI3WIBK2824319, CIK: 0001197490, C.5 - Other ID: BRW562EW8
- **C.18 - Value (incl. sponsor support):** $143000000.00
- **C.18.a - Value (excl. sponsor support):** $143000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-10-03
- **C.13 - Final Legal Maturity Date:** 2020-10-03
- **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 227: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.570000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRW58ZBX4
- **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:** 0.5700%
- **C.11 - Maturity Date (WAM):** 2020-08-19
- **C.12 - Maturity Date (WAL):** 2020-08-19
- **C.13 - Final Legal Maturity Date:** 2020-08-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.530000%
- **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: BRW5L4JU6
- **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:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2020-09-01
- **C.12 - Maturity Date (WAL):** 2020-09-01
- **C.13 - Final Legal Maturity Date:** 2020-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 0.090000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275, C.5 - Other ID: BRW6CUZ87
- **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:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZENTRALE 0.090000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRW6CUZE4
- **C.18 - Value (incl. sponsor support):** $133000000.00
- **C.18.a - Value (excl. sponsor support):** $133000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.090000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: BRW6CUZG9
- **C.18 - Value (incl. sponsor support):** $1236000000.00
- **C.18.a - Value (excl. sponsor support):** $1236000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: SWEDBANK (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK (NEW YORK BRANCH) 0.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001633050, C.5 - Other ID: BRW6CUZL8
- **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:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653, C.5 - Other ID: BRW6CUZM6
- **C.18 - Value (incl. sponsor support):** $277000000.00
- **C.18.a - Value (excl. sponsor support):** $277000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 0.070000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRW6D04N3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 0.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRW6D11N4
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 0.090000%
- **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: BRW6D3860
- **C.18 - Value (incl. sponsor support):** $371216000.00
- **C.18.a - Value (excl. sponsor support):** $371216000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE 0.070000%
- **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: BRW6D38E3
- **C.18 - Value (incl. sponsor support):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.090000%
- **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: BRW6D38N3
- **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:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: DEUTSCHE BANK SECURITIES INC

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK SECURITIES 0.080000%
- **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: BRW6D38U7
- **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:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: DEUTSCHE BANK SECURITIES INC

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK SECURITIES 0.080000%
- **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: BRW6D38X1
- **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:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.070000%
- **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: BRW6D3928
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.070000%
- **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: BRW6D3993
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.090000%
- **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: BRW6D39D4
- **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:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 0.090000%
- **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: BRW6D3A00
- **C.18 - Value (incl. sponsor support):** $2775000000.00
- **C.18.a - Value (excl. sponsor support):** $2775000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.8800%
- **C.17 - Yield as of Reporting Date:** 0.0900%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 0.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, CIK: 0001456764, C.5 - Other ID: BRW6D4VD7
- **C.18 - Value (incl. sponsor support):** $481900000.00
- **C.18.a - Value (excl. sponsor support):** $481900000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 0.0800%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 0.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275, C.5 - Other ID: BRW6ESZB3
- **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:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.0500%
- **C.11 - Maturity Date (WAM):** 2020-07-01
- **C.12 - Maturity Date (WAL):** 2020-07-01
- **C.13 - Final Legal Maturity Date:** 2020-07-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2020-07-07

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

**Name of Signing Officer:** Ann Frechette

**Title of Signing Officer:** Assistant Treasurer