# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000217
**Filing Date:** 2023-3
**Character Count:** 219906
**Document Hash:** 95965e71a577429f0c517489cd4d36e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000217.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001004726-23-000217

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20161031

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 23785830

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

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

**Live/Test Flag:** —

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

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2016-10-31

**EDGAR Series Identifier:** S000028293

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

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

**Is Fund Liquidating?:** —

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **A.11 - WAM:** 34 days

- **A.12 - WAL:** 62 days

- **Total Value of Portfolio Securities:** $21534742242.81

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

- **Cash:** $904969341.56

- **Total Other Assets:** $5484641.76

- **Total Liabilities:** $12511844.01

- **Net Assets of Series:** $22432684382.12

- **Number of Shares Outstanding (Series):** 1938477269.54

- **7-Day Gross Yield:** 0.6200%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $9159684039.54             |  | 39.1400%                   |
| Friday, Week 2 |  | $8892249874.17             |  | 36.8000%                   |
| Friday, Week 3 |  | $9744790905.02             |  | 40.7200%                   |
| Friday, Week 4 |  | $8093751410.20             |  | 36.4700%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $22432684382.12

- **B.4 - Shares Outstanding:** 1938477269.54

- **B.7.7 - 7-Day Net Yield:** 0.5300%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1445081825.09            | $1993570925.04          |
| Week 2   | $2428168754.18            | $1868409278.82          |
| Week 3   | $1441344854.52            | $1473659142.49          |
| Week 4   | $673983454.60             | $2415351828.32          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $6576859620.60

- **Gross Redemptions for month:** $8091044581.67

## Part C: Schedule of Portfolio Securities

### Security 1: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 0.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785DMF0, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $99950625.00
- **C.18.a - Value (excl. sponsor support):** $99950625.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2016-12-15
- **C.12 - Maturity Date (WAL):** 2016-12-15
- **C.13 - Final Legal Maturity Date:** 2016-12-15
- **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 2: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 0.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785DMG8, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $99949144.00
- **C.18.a - Value (excl. sponsor support):** $99949144.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2016-12-16
- **C.12 - Maturity Date (WAL):** 2016-12-16
- **C.13 - Final Legal Maturity Date:** 2016-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 0.3900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785DMC7, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $14513461.21
- **C.18.a - Value (excl. sponsor support):** $14513461.21
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2016-12-12
- **C.12 - Maturity Date (WAL):** 2016-12-12
- **C.13 - Final Legal Maturity Date:** 2016-12-12
- **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 4: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 0.8576%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 037833AN0, C.4 - ISIN: US037833AN08, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $1700530.40
- **C.18.a - Value (excl. sponsor support):** $1700530.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.8600%
- **C.11 - Maturity Date (WAM):** 2016-11-06
- **C.12 - Maturity Date (WAL):** 2017-05-05
- **C.13 - Final Legal Maturity Date:** 2017-05-05
- **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 5: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 0.3500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785DLV6, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $69980376.90
- **C.18.a - Value (excl. sponsor support):** $69980376.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2016-11-29
- **C.12 - Maturity Date (WAL):** 2016-11-29
- **C.13 - Final Legal Maturity Date:** 2016-11-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 0.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GL19, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $249996875.00
- **C.18.a - Value (excl. sponsor support):** $249996875.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **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 7: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 0.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GMC4, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $199845066.00
- **C.18.a - Value (excl. sponsor support):** $199845066.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2016-12-12
- **C.12 - Maturity Date (WAL):** 2016-12-12
- **C.13 - Final Legal Maturity Date:** 2016-12-12
- **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 8: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GL76, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $44995800.15
- **C.18.a - Value (excl. sponsor support):** $44995800.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2016-11-07
- **C.12 - Maturity Date (WAL):** 2016-11-07
- **C.13 - Final Legal Maturity Date:** 2016-11-07
- **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 9: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 0.5600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GLN1, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99965533.00
- **C.18.a - Value (excl. sponsor support):** $99965533.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5600%
- **C.11 - Maturity Date (WAM):** 2016-11-22
- **C.12 - Maturity Date (WAL):** 2016-11-22
- **C.13 - Final Legal Maturity Date:** 2016-11-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 0.5300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GLG6, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99976578.00
- **C.18.a - Value (excl. sponsor support):** $99976578.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2016-11-16
- **C.12 - Maturity Date (WAL):** 2016-11-16
- **C.13 - Final Legal Maturity Date:** 2016-11-16
- **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 11: BANK OF AMERICA CORP.

- **C.1 - Title:** Bank of America Corp., 0.3100%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 9DJT3UXIJIZJI4WXO774, CIK: 0001085917, C.5 - Other ID: BAC116B01
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **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 12: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.1923%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427EQ20, C.4 - ISIN: US06427EQ205, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $120126720.00
- **C.18.a - Value (excl. sponsor support):** $120126720.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2016-11-09
- **C.12 - Maturity Date (WAL):** 2017-05-09
- **C.13 - Final Legal Maturity Date:** 2017-05-09
- **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 13: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.1391%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427EM73, C.4 - ISIN: US06427EM733, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $25024000.00
- **C.18.a - Value (excl. sponsor support):** $25024000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2016-11-02
- **C.12 - Maturity Date (WAL):** 2017-05-02
- **C.13 - Final Legal Maturity Date:** 2017-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.1754%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427EVD0, C.4 - ISIN: US06427EVD02, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $100124700.00
- **C.18.a - Value (excl. sponsor support):** $100124700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2016-11-24
- **C.12 - Maturity Date (WAL):** 2017-02-24
- **C.13 - Final Legal Maturity Date:** 2017-02-24
- **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 15: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.2334%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427EW98, C.4 - ISIN: US06427EW989, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $40041280.00
- **C.18.a - Value (excl. sponsor support):** $40041280.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2016-12-07
- **C.12 - Maturity Date (WAL):** 2017-06-07
- **C.13 - Final Legal Maturity Date:** 2017-06-07
- **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 16: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.3318%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427E6X4, C.4 - ISIN: US06427E6X49, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $100137500.00
- **C.18.a - Value (excl. sponsor support):** $100137500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2017-01-25
- **C.12 - Maturity Date (WAL):** 2017-07-25
- **C.13 - Final Legal Maturity Date:** 2017-07-25
- **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 17: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.2943%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GQH4, C.4 - ISIN: US06417GQH47, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $50034000.00
- **C.18.a - Value (excl. sponsor support):** $50034000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2017-01-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2017-10-06
- **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 18: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.3312%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GLK2, C.4 - ISIN: US06417GLK21, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100138500.00
- **C.18.a - Value (excl. sponsor support):** $100138500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2017-01-20
- **C.12 - Maturity Date (WAL):** 2017-07-20
- **C.13 - Final Legal Maturity Date:** 2017-07-20
- **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 19: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.4000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417JL26, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $24999450.00
- **C.18.a - Value (excl. sponsor support):** $24999450.00
- **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):** 2016-11-02
- **C.12 - Maturity Date (WAL):** 2016-11-02
- **C.13 - Final Legal Maturity Date:** 2016-11-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 20: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.0472%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GFF0, C.4 - ISIN: US06417GFF00, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100067700.00
- **C.18.a - Value (excl. sponsor support):** $100067700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2016-11-03
- **C.12 - Maturity Date (WAL):** 2017-03-03
- **C.13 - Final Legal Maturity Date:** 2017-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.2739%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GHM3, C.4 - ISIN: US06417GHM33, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $125176250.00
- **C.18.a - Value (excl. sponsor support):** $125176250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-01-12
- **C.12 - Maturity Date (WAL):** 2017-04-12
- **C.13 - Final Legal Maturity Date:** 2017-04-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.2436%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GKP2, C.4 - ISIN: US06417GKP27, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $90098730.00
- **C.18.a - Value (excl. sponsor support):** $90098730.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2016-12-09
- **C.12 - Maturity Date (WAL):** 2017-06-09
- **C.13 - Final Legal Maturity Date:** 2017-06-09
- **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 23: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.2376%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LBS5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $25029300.00
- **C.18.a - Value (excl. sponsor support):** $25029300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2016-11-12
- **C.12 - Maturity Date (WAL):** 2017-05-12
- **C.13 - Final Legal Maturity Date:** 2017-05-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.2829%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GPQ5, C.4 - ISIN: US06417GPQ54, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100075800.00
- **C.18.a - Value (excl. sponsor support):** $100075800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2016-12-28
- **C.12 - Maturity Date (WAL):** 2017-09-27
- **C.13 - Final Legal Maturity Date:** 2017-09-27
- **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 25: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.9346%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LBN6, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $40010960.00
- **C.18.a - Value (excl. sponsor support):** $40010960.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.9300%
- **C.11 - Maturity Date (WAM):** 2016-11-21
- **C.12 - Maturity Date (WAL):** 2016-11-21
- **C.13 - Final Legal Maturity Date:** 2016-11-21
- **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 26: BANQUE ET CAISSE

- **C.1 - Title:** Banque et Caisse d'Epargne de l'Etat, 0.6000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0ND1, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $149816541.00
- **C.18.a - Value (excl. sponsor support):** $149816541.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2017-01-13
- **C.12 - Maturity Date (WAL):** 2017-01-13
- **C.13 - Final Legal Maturity Date:** 2017-01-13
- **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 27: BANQUE ET CAISSE

- **C.1 - Title:** Banque et Caisse d'Epargne de l'Etat, 0.6800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0P64, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $99814072.00
- **C.18.a - Value (excl. sponsor support):** $99814072.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2017-02-06
- **C.12 - Maturity Date (WAL):** 2017-02-06
- **C.13 - Final Legal Maturity Date:** 2017-02-06
- **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 28: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Capital Inc., 0.3200%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: AC28XWWI3WIBK2824319, CIK: 0000312069, C.5 - Other ID: BCG216B01
- **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:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: BRITISH COLUMBIA PROVINCE

- **C.1 - Title:** Province of British Columbia, 0.4100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11070JM23, C.3 - LEI: 54930058TO7MEKUHWL16, CIK: 0000014306
- **C.18 - Value (incl. sponsor support):** $20192584.38
- **C.18.a - Value (excl. sponsor support):** $20192584.38
- **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):** 2016-12-02
- **C.12 - Maturity Date (WAL):** 2016-12-02
- **C.13 - Final Legal Maturity Date:** 2016-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Con, 0.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AL28, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $99997283.00
- **C.18.a - Value (excl. sponsor support):** $99997283.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2016-11-02
- **C.12 - Maturity Date (WAL):** 2016-11-02
- **C.13 - Final Legal Maturity Date:** 2016-11-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 31: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imp BK Comm NY, 1.1871%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606AJA7, C.4 - ISIN: US13606AJA79, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $9158052.00
- **C.18.a - Value (excl. sponsor support):** $9158052.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2016-11-23
- **C.12 - Maturity Date (WAL):** 2017-05-23
- **C.13 - Final Legal Maturity Date:** 2017-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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 Imp BK Comm NY, 0.9359%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606AYZ5, C.4 - ISIN: US13606AYZ55, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $50026100.00
- **C.18.a - Value (excl. sponsor support):** $50026100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.9400%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-12-27
- **C.13 - Final Legal Maturity Date:** 2016-12-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imp BK Comm NY, 0.9740%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606AH84, C.4 - ISIN: US13606AH848, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $100063000.00
- **C.18.a - Value (excl. sponsor support):** $100063000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2016-11-25
- **C.12 - Maturity Date (WAL):** 2017-01-23
- **C.13 - Final Legal Maturity Date:** 2017-01-23
- **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 34: CATERPILLAR FINANCIAL SERVICES CORP.

- **C.1 - Title:** Caterpillar Financial Services Corp., 0.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14912DLF4, C.3 - LEI: WRJR7GS4GTRECRRTVX92, CIK: 0000764764
- **C.18 - Value (incl. sponsor support):** $73987666.42
- **C.18.a - Value (excl. sponsor support):** $73987666.42
- **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):** 2016-11-15
- **C.12 - Maturity Date (WAL):** 2016-11-15
- **C.13 - Final Legal Maturity Date:** 2016-11-15
- **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 35: CATERPILLAR FINANCIAL SERVICES CORP.

- **C.1 - Title:** Caterpillar Financial Services Corp., 0.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14912DLG2, C.3 - LEI: WRJR7GS4GTRECRRTVX92, CIK: 0000764764
- **C.18 - Value (incl. sponsor support):** $42242432.60
- **C.18.a - Value (excl. sponsor support):** $42242432.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2016-11-16
- **C.12 - Maturity Date (WAL):** 2016-11-16
- **C.13 - Final Legal Maturity Date:** 2016-11-16
- **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 36: CATERPILLAR FINANCIAL SERVICES CORP.

- **C.1 - Title:** Caterpillar Financial Services Corp., 0.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14912DM71, C.3 - LEI: WRJR7GS4GTRECRRTVX92, CIK: 0000764764
- **C.18 - Value (incl. sponsor support):** $49642081.09
- **C.18.a - Value (excl. sponsor support):** $49642081.09
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **C.11 - Maturity Date (WAM):** 2016-12-07
- **C.12 - Maturity Date (WAL):** 2016-12-07
- **C.13 - Final Legal Maturity Date:** 2016-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: CHEVRONTEXACO CORP.

- **C.1 - Title:** Chevron Corp., 0.9110%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 166764AS9, C.4 - ISIN: US166764AS94, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $25009500.00
- **C.18.a - Value (excl. sponsor support):** $25009500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **C.11 - Maturity Date (WAM):** 2016-11-22
- **C.12 - Maturity Date (WAL):** 2017-02-22
- **C.13 - Final Legal Maturity Date:** 2017-02-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: CHEVRONTEXACO CORP.

- **C.1 - Title:** Chevron Corp., 0.5000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677JNL6, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $24972156.25
- **C.18.a - Value (excl. sponsor support):** $24972156.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2017-01-20
- **C.12 - Maturity Date (WAL):** 2017-01-20
- **C.13 - Final Legal Maturity Date:** 2017-01-20
- **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 39: COCA-COLA CO. (THE)

- **C.1 - Title:** Coca-Cola Co., 0.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121AMG3, C.3 - LEI: UWJKFUJFZ02DKWI3RY53, CIK: 0000021344
- **C.18 - Value (incl. sponsor support):** $49972272.00
- **C.18.a - Value (excl. sponsor support):** $49972272.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2016-12-16
- **C.12 - Maturity Date (WAL):** 2016-12-16
- **C.13 - Final Legal Maturity Date:** 2016-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: COCA-COLA CO. (THE)

- **C.1 - Title:** Coca-Cola Co., 0.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121AMC2, C.3 - LEI: UWJKFUJFZ02DKWI3RY53, CIK: 0000021344
- **C.18 - Value (incl. sponsor support):** $24987575.00
- **C.18.a - Value (excl. sponsor support):** $24987575.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2016-12-12
- **C.12 - Maturity Date (WAL):** 2016-12-12
- **C.13 - Final Legal Maturity Date:** 2016-12-12
- **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 41: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.0557%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AQP4, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100070800.00
- **C.18.a - Value (excl. sponsor support):** $100070800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2016-11-07
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **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 42: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.2829%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272ATV8, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100050100.00
- **C.18.a - Value (excl. sponsor support):** $100050100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2017-01-17
- **C.12 - Maturity Date (WAL):** 2017-10-12
- **C.13 - Final Legal Maturity Date:** 2017-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.0746%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272ATW6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $99992800.00
- **C.18.a - Value (excl. sponsor support):** $99992800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2016-11-17
- **C.12 - Maturity Date (WAL):** 2017-05-17
- **C.13 - Final Legal Maturity Date:** 2017-05-17
- **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 44: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.1110%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272APT7, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $50018850.00
- **C.18.a - Value (excl. sponsor support):** $50018850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2016-11-21
- **C.12 - Maturity Date (WAL):** 2016-11-21
- **C.13 - Final Legal Maturity Date:** 2016-11-21
- **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 45: COOPERATIEVE RABOBANK UA

- **C.1 - Title:** Cooperatieve Rabobank UA, 3.3750%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 21686CAD2, C.4 - ISIN: US21686CAD20, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $65331500.00
- **C.18.a - Value (excl. sponsor support):** $65331500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2017-01-19
- **C.12 - Maturity Date (WAL):** 2017-01-19
- **C.13 - Final Legal Maturity Date:** 2017-01-19
- **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 46: CPPIB CAPITAL INC.

- **C.1 - Title:** CPPIB Capital, Inc., 0.3800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CL36, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $54998258.15
- **C.18.a - Value (excl. sponsor support):** $54998258.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2016-11-03
- **C.12 - Maturity Date (WAL):** 2016-11-03
- **C.13 - Final Legal Maturity Date:** 2016-11-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 47: CPPIB CAPITAL INC.

- **C.1 - Title:** CPPIB Capital, Inc., 0.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CMD3, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $99941831.00
- **C.18.a - Value (excl. sponsor support):** $99941831.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2016-12-13
- **C.12 - Maturity Date (WAL):** 2016-12-13
- **C.13 - Final Legal Maturity Date:** 2016-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 48: EMERSON ELECTRIC CO.

- **C.1 - Title:** Emerson Electric Co., 0.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29101ALE2, C.3 - LEI: FGLT0EWZSUIRRITFOA30, CIK: 0000032604
- **C.18 - Value (incl. sponsor support):** $29995391.70
- **C.18.a - Value (excl. sponsor support):** $29995391.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2016-11-14
- **C.12 - Maturity Date (WAL):** 2016-11-14
- **C.13 - Final Legal Maturity Date:** 2016-11-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 0.3200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AL80, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $124991055.00
- **C.18.a - Value (excl. sponsor support):** $124991055.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2016-11-08
- **C.12 - Maturity Date (WAL):** 2016-11-08
- **C.13 - Final Legal Maturity Date:** 2016-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 0.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229ANJ4, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $124864767.50
- **C.18.a - Value (excl. sponsor support):** $124864767.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2017-01-18
- **C.12 - Maturity Date (WAL):** 2017-01-18
- **C.13 - Final Legal Maturity Date:** 2017-01-18
- **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 51: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384U49, C.4 - ISIN: US313384U492, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49984850.00
- **C.18.a - Value (excl. sponsor support):** $49984850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2016-12-23
- **C.12 - Maturity Date (WAL):** 2016-12-23
- **C.13 - Final Legal Maturity Date:** 2016-12-23
- **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? Yes, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384U98, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99966700.00
- **C.18.a - Value (excl. sponsor support):** $99966700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2016-12-28
- **C.12 - Maturity Date (WAL):** 2016-12-28
- **C.13 - Final Legal Maturity Date:** 2016-12-28
- **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? Yes, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385AD8, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99943100.00
- **C.18.a - Value (excl. sponsor support):** $99943100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2017-01-04
- **C.12 - Maturity Date (WAL):** 2017-01-04
- **C.13 - Final Legal Maturity Date:** 2017-01-04
- **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 54: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384U23, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99970800.00
- **C.18.a - Value (excl. sponsor support):** $99970800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2016-12-21
- **C.12 - Maturity Date (WAL):** 2016-12-21
- **C.13 - Final Legal Maturity Date:** 2016-12-21
- **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? Yes, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384T33, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $41989458.00
- **C.18.a - Value (excl. sponsor support):** $41989458.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2016-12-14
- **C.12 - Maturity Date (WAL):** 2016-12-14
- **C.13 - Final Legal Maturity Date:** 2016-12-14
- **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? Yes, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384T41, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99974300.00
- **C.18.a - Value (excl. sponsor support):** $99974300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2016-12-15
- **C.12 - Maturity Date (WAL):** 2016-12-15
- **C.13 - Final Legal Maturity Date:** 2016-12-15
- **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? Yes, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384T58, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99973700.00
- **C.18.a - Value (excl. sponsor support):** $99973700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.2100%
- **C.11 - Maturity Date (WAM):** 2016-12-16
- **C.12 - Maturity Date (WAL):** 2016-12-16
- **C.13 - Final Legal Maturity Date:** 2016-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385AE6, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99942200.00
- **C.18.a - Value (excl. sponsor support):** $99942200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2017-01-05
- **C.12 - Maturity Date (WAL):** 2017-01-05
- **C.13 - Final Legal Maturity Date:** 2017-01-05
- **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 59: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385AV8, C.4 - ISIN: US313385AV88, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99928900.00
- **C.18.a - Value (excl. sponsor support):** $99928900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2017-01-20
- **C.12 - Maturity Date (WAL):** 2017-01-20
- **C.13 - Final Legal Maturity Date:** 2017-01-20
- **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 60: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385BA3, C.4 - ISIN: US313385BA33, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99924400.00
- **C.18.a - Value (excl. sponsor support):** $99924400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2017-01-25
- **C.12 - Maturity Date (WAL):** 2017-01-25
- **C.13 - Final Legal Maturity Date:** 2017-01-25
- **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 61: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385BC9, C.4 - ISIN: US313385BC98, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74942025.00
- **C.18.a - Value (excl. sponsor support):** $74942025.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2017-01-27
- **C.12 - Maturity Date (WAL):** 2017-01-27
- **C.13 - Final Legal Maturity Date:** 2017-01-27
- **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 62: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385AT3, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99930700.00
- **C.18.a - Value (excl. sponsor support):** $99930700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2017-01-18
- **C.12 - Maturity Date (WAL):** 2017-01-18
- **C.13 - Final Legal Maturity Date:** 2017-01-18
- **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 63: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385AF3, C.4 - ISIN: US313385AF39, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99941300.00
- **C.18.a - Value (excl. sponsor support):** $99941300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2017-01-06
- **C.12 - Maturity Date (WAL):** 2017-01-06
- **C.13 - Final Legal Maturity Date:** 2017-01-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385AL0, C.4 - ISIN: US313385AL07, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99936900.00
- **C.18.a - Value (excl. sponsor support):** $99936900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2017-01-11
- **C.12 - Maturity Date (WAL):** 2017-01-11
- **C.13 - Final Legal Maturity Date:** 2017-01-11
- **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 65: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385AN6, C.4 - ISIN: US313385AN62, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99935100.00
- **C.18.a - Value (excl. sponsor support):** $99935100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2017-01-13
- **C.12 - Maturity Date (WAL):** 2017-01-13
- **C.13 - Final Legal Maturity Date:** 2017-01-13
- **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 66: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384S91, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49988050.00
- **C.18.a - Value (excl. sponsor support):** $49988050.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2016-12-12
- **C.12 - Maturity Date (WAL):** 2016-12-12
- **C.13 - Final Legal Maturity Date:** 2016-12-12
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.1800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384N88, C.4 - ISIN: US313384N885, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99995600.00
- **C.18.a - Value (excl. sponsor support):** $99995600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2016-11-09
- **C.12 - Maturity Date (WAL):** 2016-11-09
- **C.13 - Final Legal Maturity Date:** 2016-11-09
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.1800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384N70, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49998050.00
- **C.18.a - Value (excl. sponsor support):** $49998050.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2016-11-08
- **C.12 - Maturity Date (WAL):** 2016-11-08
- **C.13 - Final Legal Maturity Date:** 2016-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.1900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384P52, C.4 - ISIN: US313384P526, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99992800.00
- **C.18.a - Value (excl. sponsor support):** $99992800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2016-11-14
- **C.12 - Maturity Date (WAL):** 2016-11-14
- **C.13 - Final Legal Maturity Date:** 2016-11-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.1800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384N96, C.4 - ISIN: US313384N968, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99995000.00
- **C.18.a - Value (excl. sponsor support):** $99995000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1800%
- **C.11 - Maturity Date (WAM):** 2016-11-10
- **C.12 - Maturity Date (WAL):** 2016-11-10
- **C.13 - Final Legal Maturity Date:** 2016-11-10
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.1100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384M97, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149999100.00
- **C.18.a - Value (excl. sponsor support):** $149999100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2016-11-02
- **C.12 - Maturity Date (WAL):** 2016-11-02
- **C.13 - Final Legal Maturity Date:** 2016-11-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.1300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384N21, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99998900.00
- **C.18.a - Value (excl. sponsor support):** $99998900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2016-11-03
- **C.12 - Maturity Date (WAL):** 2016-11-03
- **C.13 - Final Legal Maturity Date:** 2016-11-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.1700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384N62, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99996700.00
- **C.18.a - Value (excl. sponsor support):** $99996700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2016-11-07
- **C.12 - Maturity Date (WAL):** 2016-11-07
- **C.13 - Final Legal Maturity Date:** 2016-11-07
- **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 74: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.1500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384N39, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $103998232.00
- **C.18.a - Value (excl. sponsor support):** $103998232.00
- **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):** 2016-11-04
- **C.12 - Maturity Date (WAL):** 2016-11-04
- **C.13 - Final Legal Maturity Date:** 2016-11-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.1900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384P78, C.4 - ISIN: US313384P781, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99991700.00
- **C.18.a - Value (excl. sponsor support):** $99991700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2016-11-16
- **C.12 - Maturity Date (WAL):** 2016-11-16
- **C.13 - Final Legal Maturity Date:** 2016-11-16
- **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? Yes, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384R76, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99981900.00
- **C.18.a - Value (excl. sponsor support):** $99981900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2016-12-02
- **C.12 - Maturity Date (WAL):** 2016-12-02
- **C.13 - Final Legal Maturity Date:** 2016-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.1900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384R50, C.4 - ISIN: US313384R50, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49991950.00
- **C.18.a - Value (excl. sponsor support):** $49991950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2016-11-30
- **C.12 - Maturity Date (WAL):** 2016-11-30
- **C.13 - Final Legal Maturity Date:** 2016-11-30
- **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? Yes, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384S42, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99979000.00
- **C.18.a - Value (excl. sponsor support):** $99979000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2016-12-07
- **C.12 - Maturity Date (WAL):** 2016-12-07
- **C.13 - Final Legal Maturity Date:** 2016-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384S67, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99977800.00
- **C.18.a - Value (excl. sponsor support):** $99977800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.2000%
- **C.11 - Maturity Date (WAM):** 2016-12-09
- **C.12 - Maturity Date (WAL):** 2016-12-09
- **C.13 - Final Legal Maturity Date:** 2016-12-09
- **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? Yes, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.1900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384Q51, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $124985375.00
- **C.18.a - Value (excl. sponsor support):** $124985375.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2016-11-22
- **C.12 - Maturity Date (WAL):** 2016-11-22
- **C.13 - Final Legal Maturity Date:** 2016-11-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.1900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384P94, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149985900.00
- **C.18.a - Value (excl. sponsor support):** $149985900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2016-11-18
- **C.12 - Maturity Date (WAL):** 2016-11-18
- **C.13 - Final Legal Maturity Date:** 2016-11-18
- **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? Yes, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.1900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384Q85, C.4 - ISIN: US313384Q854, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99986700.00
- **C.18.a - Value (excl. sponsor support):** $99986700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2016-11-25
- **C.12 - Maturity Date (WAL):** 2016-11-25
- **C.13 - Final Legal Maturity Date:** 2016-11-25
- **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? Yes, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.1900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384Q69, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99987800.00
- **C.18.a - Value (excl. sponsor support):** $99987800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1900%
- **C.11 - Maturity Date (WAM):** 2016-11-23
- **C.12 - Maturity Date (WAL):** 2016-11-23
- **C.13 - Final Legal Maturity Date:** 2016-11-23
- **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? Yes, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN MORTGAGE Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp., 0.1600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313396N74, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49998050.00
- **C.18.a - Value (excl. sponsor support):** $49998050.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2016-11-09
- **C.12 - Maturity Date (WAL):** 2016-11-09
- **C.13 - Final Legal Maturity Date:** 2016-11-09
- **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? Yes, C.23 Categorized at Level 3? No

### Security 85: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JMF8, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $99940000.00
- **C.18.a - Value (excl. sponsor support):** $99940000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2016-12-15
- **C.12 - Maturity Date (WAL):** 2016-12-15
- **C.13 - Final Legal Maturity Date:** 2016-12-15
- **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 86: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 0.5300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JN59, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $49951050.00
- **C.18.a - Value (excl. sponsor support):** $49951050.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-01-05
- **C.12 - Maturity Date (WAL):** 2017-01-05
- **C.13 - Final Legal Maturity Date:** 2017-01-05
- **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 87: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 0.3700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JLA0, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $49994930.50
- **C.18.a - Value (excl. sponsor support):** $49994930.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2016-11-10
- **C.12 - Maturity Date (WAL):** 2016-11-10
- **C.13 - Final Legal Maturity Date:** 2016-11-10
- **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 88: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 0.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JLN2, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $199948912.00
- **C.18.a - Value (excl. sponsor support):** $199948912.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2016-11-22
- **C.12 - Maturity Date (WAL):** 2016-11-22
- **C.13 - Final Legal Maturity Date:** 2016-11-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: GENERAL ELECTRIC CO. (U.S.)

- **C.1 - Title:** General Electric Co., 0.9870%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 36962G2F0, C.4 - ISIN: US36962G2F08, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $5002080.00
- **C.18.a - Value (excl. sponsor support):** $5002080.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 0.9900%
- **C.11 - Maturity Date (WAM):** 2016-11-16
- **C.12 - Maturity Date (WAL):** 2017-02-15
- **C.13 - Final Legal Maturity Date:** 2017-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: GOLDMAN SACHS GROUP  INC.

- **C.1 - Title:** Goldman Sachs & Co., 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: FOR8UP27PHTHYVLBNG30, CIK: 0000886982, C.5 - Other ID: GOL116B01
- **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:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **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 91: HSBC USA INC

- **C.1 - Title:** HSBC Securities (USA), Inc., 0.2800%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: MLU0ZO3ML4LN2LL2TL39, CIK: 0000798290, C.5 - Other ID: HSB116B01
- **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:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 0.2800%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **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 92: IBM INTERNATIONAL GROUP CAPITAL

- **C.1 - Title:** IBM Corp., 0.3700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45920FLG1, C.3 - LEI: VGRQXHF3J8VDLUA7XE92, CIK: 0000051143
- **C.18 - Value (incl. sponsor support):** $99983422.00
- **C.18.a - Value (excl. sponsor support):** $99983422.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2016-11-16
- **C.12 - Maturity Date (WAL):** 2016-11-16
- **C.13 - Final Legal Maturity Date:** 2016-11-16
- **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 93: IBM INTERNATIONAL GROUP CAPITAL

- **C.1 - Title:** IBM Corp., 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45920FMT2, C.3 - LEI: VGRQXHF3J8VDLUA7XE92, CIK: 0000051143
- **C.18 - Value (incl. sponsor support):** $99924317.00
- **C.18.a - Value (excl. sponsor support):** $99924317.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2016-12-27
- **C.12 - Maturity Date (WAL):** 2016-12-27
- **C.13 - Final Legal Maturity Date:** 2016-12-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: JP MORGAN CHASE & CO.

- **C.1 - Title:** JPMorgan Securities, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 8I5DZWZKVSZI1NUHU748, CIK: 0000019617, C.5 - Other ID: JPM216B01
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **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 95: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TN47, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $99879931.00
- **C.18.a - Value (excl. sponsor support):** $99879931.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2017-01-04
- **C.12 - Maturity Date (WAL):** 2017-01-04
- **C.13 - Final Legal Maturity Date:** 2017-01-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 96: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.4400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TL98, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $99989000.00
- **C.18.a - Value (excl. sponsor support):** $99989000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2016-11-09
- **C.12 - Maturity Date (WAL):** 2016-11-09
- **C.13 - Final Legal Maturity Date:** 2016-11-09
- **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:** Federal Republic of Germany

- **Amount Provided:** 1.0000

### Security 97: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.7100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TN96, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $149794375.50
- **C.18.a - Value (excl. sponsor support):** $149794375.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2017-01-09
- **C.12 - Maturity Date (WAL):** 2017-01-09
- **C.13 - Final Legal Maturity Date:** 2017-01-09
- **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:** Federal Republic of Germany

- **Amount Provided:** 1.0000

### Security 98: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.7900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TNL9, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $191732722.35
- **C.18.a - Value (excl. sponsor support):** $191732722.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 0.7900%
- **C.11 - Maturity Date (WAM):** 2017-01-20
- **C.12 - Maturity Date (WAL):** 2017-01-20
- **C.13 - Final Legal Maturity Date:** 2017-01-20
- **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:** Federal Republic of Germany

- **Amount Provided:** 1.0000

### Security 99: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.7100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TNA3, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $99859381.00
- **C.18.a - Value (excl. sponsor support):** $99859381.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2017-01-10
- **C.12 - Maturity Date (WAL):** 2017-01-10
- **C.13 - Final Legal Maturity Date:** 2017-01-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 100: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000ALH3, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49990154.00
- **C.18.a - Value (excl. sponsor support):** $49990154.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2016-11-17
- **C.12 - Maturity Date (WAL):** 2016-11-17
- **C.13 - Final Legal Maturity Date:** 2016-11-17
- **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 101: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AL91, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $74992593.75
- **C.18.a - Value (excl. sponsor support):** $74992593.75
- **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):** 2016-11-09
- **C.12 - Maturity Date (WAL):** 2016-11-09
- **C.13 - Final Legal Maturity Date:** 2016-11-09
- **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 102: L'OREAL

- **C.1 - Title:** L'Oreal USA, Inc., 0.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50211TLM6, C.3 - LEI: 529900MBZ0PRAP172T60, CIK: 0001336216
- **C.18 - Value (incl. sponsor support):** $38990217.63
- **C.18.a - Value (excl. sponsor support):** $38990217.63
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2016-11-21
- **C.12 - Maturity Date (WAL):** 2016-11-21
- **C.13 - Final Legal Maturity Date:** 2016-11-21
- **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 103: L'OREAL

- **C.1 - Title:** L'Oreal USA, Inc., 0.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50211TLH7, C.3 - LEI: 529900MBZ0PRAP172T60, CIK: 0001336216
- **C.18 - Value (incl. sponsor support):** $29011285.97
- **C.18.a - Value (excl. sponsor support):** $29011285.97
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2016-11-17
- **C.12 - Maturity Date (WAL):** 2016-11-17
- **C.13 - Final Legal Maturity Date:** 2016-11-17
- **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 104: L'OREAL

- **C.1 - Title:** L'Oreal USA, Inc., 0.4100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50211TLG9, C.3 - LEI: 529900MBZ0PRAP172T60, CIK: 0001336216
- **C.18 - Value (incl. sponsor support):** $52990271.32
- **C.18.a - Value (excl. sponsor support):** $52990271.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2016-11-16
- **C.12 - Maturity Date (WAL):** 2016-11-16
- **C.13 - Final Legal Maturity Date:** 2016-11-16
- **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 105: MICROSOFT CORP.

- **C.1 - Title:** Microsoft Corp., 0.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59515MNA9, C.3 - LEI: INR2EJN1ERAN0W5ZP974, CIK: 0000789019
- **C.18 - Value (incl. sponsor support):** $199775956.00
- **C.18.a - Value (excl. sponsor support):** $199775956.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 0.5700%
- **C.11 - Maturity Date (WAM):** 2017-01-10
- **C.12 - Maturity Date (WAL):** 2017-01-10
- **C.13 - Final Legal Maturity Date:** 2017-01-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: MICROSOFT CORP.

- **C.1 - Title:** Microsoft Corp., 0.5800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59515MNC5, C.3 - LEI: INR2EJN1ERAN0W5ZP974, CIK: 0000789019
- **C.18 - Value (incl. sponsor support):** $49941600.00
- **C.18.a - Value (excl. sponsor support):** $49941600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2017-01-12
- **C.12 - Maturity Date (WAL):** 2017-01-12
- **C.13 - Final Legal Maturity Date:** 2017-01-12
- **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 107: MICROSOFT CORP.

- **C.1 - Title:** Microsoft Corp., 0.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59515MLG8, C.3 - LEI: INR2EJN1ERAN0W5ZP974, CIK: 0000789019
- **C.18 - Value (incl. sponsor support):** $37993193.82
- **C.18.a - Value (excl. sponsor support):** $37993193.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2016-11-16
- **C.12 - Maturity Date (WAL):** 2016-11-16
- **C.13 - Final Legal Maturity Date:** 2016-11-16
- **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 108: MICROSOFT CORP.

- **C.1 - Title:** Microsoft Corp., 0.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59515MMF9, C.3 - LEI: INR2EJN1ERAN0W5ZP974, CIK: 0000789019
- **C.18 - Value (incl. sponsor support):** $249856250.00
- **C.18.a - Value (excl. sponsor support):** $249856250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2016-12-15
- **C.12 - Maturity Date (WAL):** 2016-12-15
- **C.13 - Final Legal Maturity Date:** 2016-12-15
- **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 109: MICROSOFT CORP.

- **C.1 - Title:** Microsoft Corp., 0.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59515MP25, C.3 - LEI: INR2EJN1ERAN0W5ZP974, CIK: 0000789019
- **C.18 - Value (incl. sponsor support):** $99828189.00
- **C.18.a - Value (excl. sponsor support):** $99828189.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2017-02-02
- **C.12 - Maturity Date (WAL):** 2017-02-02
- **C.13 - Final Legal Maturity Date:** 2017-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: MIZUHO SECURITIES USA INC

- **C.1 - Title:** Mizuho Securities USA, Inc., 0.3400%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, CIK: 0000812291, C.5 - Other ID: MIZ116B01
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **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 111: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.5000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EMG2, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $99936367.00
- **C.18.a - Value (excl. sponsor support):** $99936367.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2016-12-16
- **C.12 - Maturity Date (WAL):** 2016-12-16
- **C.13 - Final Legal Maturity Date:** 2016-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.1993%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GBQ7, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $100130500.00
- **C.18.a - Value (excl. sponsor support):** $100130500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2016-11-30
- **C.12 - Maturity Date (WAL):** 2017-02-28
- **C.13 - Final Legal Maturity Date:** 2017-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.2176%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GCK9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $50067000.00
- **C.18.a - Value (excl. sponsor support):** $50067000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2016-11-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank Ltd., 1.1177%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 6325C0CZ2, C.4 - ISIN: US6325C0CZ29, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $5001105.00
- **C.18.a - Value (excl. sponsor support):** $5001105.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2016-12-31
- **C.12 - Maturity Date (WAL):** 2017-06-30
- **C.13 - Final Legal Maturity Date:** 2017-06-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.4800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EMC1, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $99943883.00
- **C.18.a - Value (excl. sponsor support):** $99943883.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2016-12-12
- **C.12 - Maturity Date (WAL):** 2016-12-12
- **C.13 - Final Legal Maturity Date:** 2016-12-12
- **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 116: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 0.3100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EL16, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $99999150.00
- **C.18.a - Value (excl. sponsor support):** $99999150.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **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 117: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UM90, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $174908620.25
- **C.18.a - Value (excl. sponsor support):** $174908620.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2016-12-09
- **C.12 - Maturity Date (WAL):** 2016-12-09
- **C.13 - Final Legal Maturity Date:** 2016-12-09
- **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 118: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 0.4700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UM25, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $49978978.00
- **C.18.a - Value (excl. sponsor support):** $49978978.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2016-12-02
- **C.12 - Maturity Date (WAL):** 2016-12-02
- **C.13 - Final Legal Maturity Date:** 2016-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 0.4400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105GM92, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $49976221.00
- **C.18.a - Value (excl. sponsor support):** $49976221.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2016-12-09
- **C.12 - Maturity Date (WAL):** 2016-12-09
- **C.13 - Final Legal Maturity Date:** 2016-12-09
- **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 120: NESTLE S.A.

- **C.1 - Title:** Nestle Finance International, Ltd., 0.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105RNJ5, C.3 - LEI: 0KLLMNHINTFDRMU6DI05, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $99874039.00
- **C.18.a - Value (excl. sponsor support):** $99874039.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5700%
- **C.11 - Maturity Date (WAM):** 2017-01-18
- **C.12 - Maturity Date (WAL):** 2017-01-18
- **C.13 - Final Legal Maturity Date:** 2017-01-18
- **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 121: NESTLE S.A.

- **C.1 - Title:** Nestle Finance International, Ltd., 0.4400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105RM80, C.3 - LEI: 0KLLMNHINTFDRMU6DI05, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $99954083.00
- **C.18.a - Value (excl. sponsor support):** $99954083.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2016-12-08
- **C.12 - Maturity Date (WAL):** 2016-12-08
- **C.13 - Final Legal Maturity Date:** 2016-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: NESTLE S.A.

- **C.1 - Title:** Nestle Finance International, Ltd., 0.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105RM64, C.3 - LEI: 0KLLMNHINTFDRMU6DI05, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $99957200.00
- **C.18.a - Value (excl. sponsor support):** $99957200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2016-12-06
- **C.12 - Maturity Date (WAL):** 2016-12-06
- **C.13 - Final Legal Maturity Date:** 2016-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 0.4100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105GM19, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $24991152.00
- **C.18.a - Value (excl. sponsor support):** $24991152.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2016-12-01
- **C.12 - Maturity Date (WAL):** 2016-12-01
- **C.13 - Final Legal Maturity Date:** 2016-12-01
- **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 124: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.2254%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LQL9, C.4 - ISIN: US65558LQL98, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $100104600.00
- **C.18.a - Value (excl. sponsor support):** $100104600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2017-05-26
- **C.13 - Final Legal Maturity Date:** 2017-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.0407%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LPM8, C.4 - ISIN: US65558LPM80, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $50015800.00
- **C.18.a - Value (excl. sponsor support):** $50015800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2016-11-13
- **C.12 - Maturity Date (WAL):** 2017-04-13
- **C.13 - Final Legal Maturity Date:** 2017-04-13
- **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 126: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.2334%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LQM7, C.4 - ISIN: US65558LQM71, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $100103200.00
- **C.18.a - Value (excl. sponsor support):** $100103200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2017-06-07
- **C.13 - Final Legal Maturity Date:** 2017-06-07
- **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 127: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.2713%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LRW4, C.4 - ISIN: US65558LRW45, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $75097950.00
- **C.18.a - Value (excl. sponsor support):** $75097950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2016-11-18
- **C.12 - Maturity Date (WAL):** 2017-08-18
- **C.13 - Final Legal Maturity Date:** 2017-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.2522%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LQN5, C.4 - ISIN: US65558LQN54, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $20020760.00
- **C.18.a - Value (excl. sponsor support):** $20020760.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2016-12-13
- **C.12 - Maturity Date (WAL):** 2017-06-13
- **C.13 - Final Legal Maturity Date:** 2017-06-13
- **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 129: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.5800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FMG7, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $99926144.00
- **C.18.a - Value (excl. sponsor support):** $99926144.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2016-12-16
- **C.12 - Maturity Date (WAL):** 2016-12-16
- **C.13 - Final Legal Maturity Date:** 2016-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 1.2137%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 65557CAK9, C.4 - ISIN: US65557CAK99, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $36779295.06
- **C.18.a - Value (excl. sponsor support):** $36779295.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-01-04
- **C.12 - Maturity Date (WAL):** 2017-04-04
- **C.13 - Final Legal Maturity Date:** 2017-04-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 0.5500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FM51, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $49973507.00
- **C.18.a - Value (excl. sponsor support):** $49973507.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.5500%
- **C.11 - Maturity Date (WAM):** 2016-12-05
- **C.12 - Maturity Date (WAL):** 2016-12-05
- **C.13 - Final Legal Maturity Date:** 2016-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 0.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4M17, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $54977693.10
- **C.18.a - Value (excl. sponsor support):** $54977693.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2016-12-02
- **C.12 - Maturity Date (WAL):** 2016-12-02
- **C.13 - Final Legal Maturity Date:** 2016-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 0.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4MG4, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $19987401.20
- **C.18.a - Value (excl. sponsor support):** $19987401.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2016-12-16
- **C.12 - Maturity Date (WAL):** 2016-12-16
- **C.13 - Final Legal Maturity Date:** 2016-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 0.3800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4L26, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $12799731.97
- **C.18.a - Value (excl. sponsor support):** $12799731.97
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2016-11-02
- **C.12 - Maturity Date (WAL):** 2016-11-02
- **C.13 - Final Legal Maturity Date:** 2016-11-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 135: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.5500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LL31, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $199990884.00
- **C.18.a - Value (excl. sponsor support):** $199990884.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 0.5500%
- **C.11 - Maturity Date (WAM):** 2016-11-03
- **C.12 - Maturity Date (WAL):** 2016-11-03
- **C.13 - Final Legal Maturity Date:** 2016-11-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 136: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LM22, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99943200.00
- **C.18.a - Value (excl. sponsor support):** $99943200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2016-12-02
- **C.12 - Maturity Date (WAL):** 2016-12-02
- **C.13 - Final Legal Maturity Date:** 2016-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 137: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LLF4, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $199951250.00
- **C.18.a - Value (excl. sponsor support):** $199951250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2016-11-15
- **C.12 - Maturity Date (WAL):** 2016-11-15
- **C.13 - Final Legal Maturity Date:** 2016-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 138: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.5700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LL98, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99985850.00
- **C.18.a - Value (excl. sponsor support):** $99985850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5700%
- **C.11 - Maturity Date (WAM):** 2016-11-09
- **C.12 - Maturity Date (WAL):** 2016-11-09
- **C.13 - Final Legal Maturity Date:** 2016-11-09
- **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:** State of North Rhine-Westphalia

- **Amount Provided:** 1.0000

### Security 139: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 0.3900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616RL78, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $121990748.74
- **C.18.a - Value (excl. sponsor support):** $121990748.74
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2016-11-07
- **C.12 - Maturity Date (WAL):** 2016-11-07
- **C.13 - Final Legal Maturity Date:** 2016-11-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 140: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 0.4100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616RLF0, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $99982917.00
- **C.18.a - Value (excl. sponsor support):** $99982917.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2016-11-15
- **C.12 - Maturity Date (WAL):** 2016-11-15
- **C.13 - Final Legal Maturity Date:** 2016-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 141: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 0.5200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372AMG4, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $15089908.97
- **C.18.a - Value (excl. sponsor support):** $15089908.97
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.5200%
- **C.11 - Maturity Date (WAM):** 2016-12-16
- **C.12 - Maturity Date (WAL):** 2016-12-16
- **C.13 - Final Legal Maturity Date:** 2016-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: PEPSICO  INC.

- **C.1 - Title:** PepsiCo, Inc., 0.3800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71344TLA8, C.3 - LEI: FJSUNZKFNQ5YPJ5OT455, CIK: 0000077476
- **C.18 - Value (incl. sponsor support):** $49994791.50
- **C.18.a - Value (excl. sponsor support):** $49994791.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2016-11-10
- **C.12 - Maturity Date (WAL):** 2016-11-10
- **C.13 - Final Legal Maturity Date:** 2016-11-10
- **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 143: PFIZER  INC.

- **C.1 - Title:** Pfizer, Inc., 0.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71708ENS0, C.3 - LEI: 765LHXWGK1KXCLTFYQ30, CIK: 0000078003
- **C.18 - Value (incl. sponsor support):** $36725048.15
- **C.18.a - Value (excl. sponsor support):** $36725048.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.6100%
- **C.11 - Maturity Date (WAM):** 2017-01-26
- **C.12 - Maturity Date (WAL):** 2017-01-26
- **C.13 - Final Legal Maturity Date:** 2017-01-26
- **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 144: PFIZER  INC.

- **C.1 - Title:** Pfizer, Inc., 0.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71708EPH2, C.3 - LEI: 765LHXWGK1KXCLTFYQ30, CIK: 0000078003
- **C.18 - Value (incl. sponsor support):** $49900386.00
- **C.18.a - Value (excl. sponsor support):** $49900386.00
- **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):** 2017-02-17
- **C.12 - Maturity Date (WAL):** 2017-02-17
- **C.13 - Final Legal Maturity Date:** 2017-02-17
- **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 145: PFIZER  INC.

- **C.1 - Title:** Pfizer, Inc., 0.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71708EM51, C.3 - LEI: 765LHXWGK1KXCLTFYQ30, CIK: 0000078003
- **C.18 - Value (incl. sponsor support):** $99959458.00
- **C.18.a - Value (excl. sponsor support):** $99959458.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2016-12-05
- **C.12 - Maturity Date (WAL):** 2016-12-05
- **C.13 - Final Legal Maturity Date:** 2016-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: PROCTER & GAMBLE CO. (THE)

- **C.1 - Title:** Procter & Gamble Co., 0.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74271TM91, C.3 - LEI: 2572IBTT8CCZW6AU4141, CIK: 0000080424
- **C.18 - Value (incl. sponsor support):** $79863472.12
- **C.18.a - Value (excl. sponsor support):** $79863472.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2016-12-09
- **C.12 - Maturity Date (WAL):** 2016-12-09
- **C.13 - Final Legal Maturity Date:** 2016-12-09
- **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 147: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 0.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370ALA0, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $45954931.53
- **C.18.a - Value (excl. sponsor support):** $45954931.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2016-11-10
- **C.12 - Maturity Date (WAL):** 2016-11-10
- **C.13 - Final Legal Maturity Date:** 2016-11-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 148: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 0.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AME1, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49970116.50
- **C.18.a - Value (excl. sponsor support):** $49970116.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2016-12-14
- **C.12 - Maturity Date (WAL):** 2016-12-14
- **C.13 - Final Legal Maturity Date:** 2016-12-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 149: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 0.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370ANS9, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $24960366.75
- **C.18.a - Value (excl. sponsor support):** $24960366.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2017-01-26
- **C.12 - Maturity Date (WAL):** 2017-01-26
- **C.13 - Final Legal Maturity Date:** 2017-01-26
- **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:** Public Sector Pension Investment Board

- **Amount Provided:** 1.0000

### Security 150: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 0.5000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AMK7, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49965904.00
- **C.18.a - Value (excl. sponsor support):** $49965904.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2016-12-19
- **C.12 - Maturity Date (WAL):** 2016-12-19
- **C.13 - Final Legal Maturity Date:** 2016-12-19
- **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:** Public Sector Pension Investment Board

- **Amount Provided:** 1.0000

### Security 151: QUALCOMM  INC.

- **C.1 - Title:** Qualcomm, Inc., 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74753CM61, C.3 - LEI: H1J8DDZKZP6H7RWC0H53, CIK: 0000804328
- **C.18 - Value (incl. sponsor support):** $38481597.00
- **C.18.a - Value (excl. sponsor support):** $38481597.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2016-12-06
- **C.12 - Maturity Date (WAL):** 2016-12-06
- **C.13 - Final Legal Maturity Date:** 2016-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: QUALCOMM  INC.

- **C.1 - Title:** Qualcomm, Inc., 0.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74753CLH8, C.3 - LEI: H1J8DDZKZP6H7RWC0H53, CIK: 0000804328
- **C.18 - Value (incl. sponsor support):** $34993107.80
- **C.18.a - Value (excl. sponsor support):** $34993107.80
- **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):** 2016-11-17
- **C.12 - Maturity Date (WAL):** 2016-11-17
- **C.13 - Final Legal Maturity Date:** 2016-11-17
- **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 153: QUALCOMM  INC.

- **C.1 - Title:** Qualcomm, Inc., 0.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74753CL96, C.3 - LEI: H1J8DDZKZP6H7RWC0H53, CIK: 0000804328
- **C.18 - Value (incl. sponsor support):** $77992297.50
- **C.18.a - Value (excl. sponsor support):** $77992297.50
- **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):** 2016-11-09
- **C.12 - Maturity Date (WAL):** 2016-11-09
- **C.13 - Final Legal Maturity Date:** 2016-11-09
- **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 154: QUALCOMM  INC.

- **C.1 - Title:** Qualcomm, Inc., 0.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74753CLN5, C.3 - LEI: H1J8DDZKZP6H7RWC0H53, CIK: 0000804328
- **C.18 - Value (incl. sponsor support):** $21994165.16
- **C.18.a - Value (excl. sponsor support):** $21994165.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2016-11-22
- **C.12 - Maturity Date (WAL):** 2016-11-22
- **C.13 - Final Legal Maturity Date:** 2016-11-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 0.5100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800JMN2, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $124908097.50
- **C.18.a - Value (excl. sponsor support):** $124908097.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.5100%
- **C.11 - Maturity Date (WAM):** 2016-12-22
- **C.12 - Maturity Date (WAL):** 2016-12-22
- **C.13 - Final Legal Maturity Date:** 2016-12-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 0.5100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800JMM4, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $99928317.00
- **C.18.a - Value (excl. sponsor support):** $99928317.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5100%
- **C.11 - Maturity Date (WAM):** 2016-12-21
- **C.12 - Maturity Date (WAL):** 2016-12-21
- **C.13 - Final Legal Maturity Date:** 2016-12-21
- **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 157: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 0.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800JMG7, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $124921257.50
- **C.18.a - Value (excl. sponsor support):** $124921257.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2016-12-16
- **C.12 - Maturity Date (WAL):** 2016-12-16
- **C.13 - Final Legal Maturity Date:** 2016-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 0.3900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800JL86, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $99991289.00
- **C.18.a - Value (excl. sponsor support):** $99991289.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2016-11-08
- **C.12 - Maturity Date (WAL):** 2016-11-08
- **C.13 - Final Legal Maturity Date:** 2016-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 0.4700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800JM28, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $99957956.00
- **C.18.a - Value (excl. sponsor support):** $99957956.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2016-12-02
- **C.12 - Maturity Date (WAL):** 2016-12-02
- **C.13 - Final Legal Maturity Date:** 2016-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800JM85, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $99949228.00
- **C.18.a - Value (excl. sponsor support):** $99949228.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2016-12-08
- **C.12 - Maturity Date (WAL):** 2016-12-08
- **C.13 - Final Legal Maturity Date:** 2016-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: QUEENSLAND TREASURY CORP

- **C.1 - Title:** Queensland Treasury Corp., 0.5000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74830RM99, C.3 - LEI: 98INKCEEHOU5YJS0HQ88, CIK: 0000852555
- **C.18 - Value (incl. sponsor support):** $99945508.00
- **C.18.a - Value (excl. sponsor support):** $99945508.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2016-12-09
- **C.12 - Maturity Date (WAL):** 2016-12-09
- **C.13 - Final Legal Maturity Date:** 2016-12-09
- **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:** State of Queensland Australia

- **Amount Provided:** 1.0000

### Security 162: QUEENSLAND TREASURY CORP

- **C.1 - Title:** Queensland Treasury Corp., 0.5400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74830RMM0, C.3 - LEI: 98INKCEEHOU5YJS0HQ88, CIK: 0000852555
- **C.18 - Value (incl. sponsor support):** $99923642.00
- **C.18.a - Value (excl. sponsor support):** $99923642.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2016-12-21
- **C.12 - Maturity Date (WAL):** 2016-12-21
- **C.13 - Final Legal Maturity Date:** 2016-12-21
- **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:** State of Queensland Australia

- **Amount Provided:** 1.0000

### Security 163: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.0307%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BG40, C.4 - ISIN: US21684BG407, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $49999550.00
- **C.18.a - Value (excl. sponsor support):** $49999550.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.0300%
- **C.11 - Maturity Date (WAM):** 2016-11-13
- **C.12 - Maturity Date (WAL):** 2017-06-13
- **C.13 - Final Legal Maturity Date:** 2017-06-13
- **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 164: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.0457%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BB94, C.4 - ISIN: US21684BB945, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50012650.00
- **C.18.a - Value (excl. sponsor support):** $50012650.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2016-11-21
- **C.12 - Maturity Date (WAL):** 2017-05-22
- **C.13 - Final Legal Maturity Date:** 2017-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.3113%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BQ49, C.4 - ISIN: US21684BQ497, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50105800.00
- **C.18.a - Value (excl. sponsor support):** $50105800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2016-11-16
- **C.12 - Maturity Date (WAL):** 2017-08-16
- **C.13 - Final Legal Maturity Date:** 2017-08-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.0971%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21688AAC6, C.4 - ISIN: US21688AAC62, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $14003710.00
- **C.18.a - Value (excl. sponsor support):** $14003710.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2016-11-23
- **C.12 - Maturity Date (WAL):** 2016-11-23
- **C.13 - Final Legal Maturity Date:** 2016-11-23
- **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 167: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.3239%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BT87, C.4 - ISIN: US21684BT871, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50086100.00
- **C.18.a - Value (excl. sponsor support):** $50086100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2017-09-18
- **C.13 - Final Legal Maturity Date:** 2017-09-18
- **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 168: ROCHE HOLDING LTD.

- **C.1 - Title:** Roche Holdings, Inc., 0.3800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LL15, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $49999479.00
- **C.18.a - Value (excl. sponsor support):** $49999479.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **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 169: ROCHE HOLDING LTD.

- **C.1 - Title:** Roche Holdings, Inc., 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LM97, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $49973891.50
- **C.18.a - Value (excl. sponsor support):** $49973891.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2016-12-09
- **C.12 - Maturity Date (WAL):** 2016-12-09
- **C.13 - Final Legal Maturity Date:** 2016-12-09
- **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 170: ROCHE HOLDING LTD.

- **C.1 - Title:** Roche Holdings, Inc., 0.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LM71, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $29985230.70
- **C.18.a - Value (excl. sponsor support):** $29985230.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.4800%
- **C.11 - Maturity Date (WAM):** 2016-12-07
- **C.12 - Maturity Date (WAL):** 2016-12-07
- **C.13 - Final Legal Maturity Date:** 2016-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: ROCHE HOLDING LTD.

- **C.1 - Title:** Roche Holdings, Inc., 0.3800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LL49, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $24998939.00
- **C.18.a - Value (excl. sponsor support):** $24998939.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2016-11-04
- **C.12 - Maturity Date (WAL):** 2016-11-04
- **C.13 - Final Legal Maturity Date:** 2016-11-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: ROCHE HOLDING LTD.

- **C.1 - Title:** Roche Holdings, Inc., 0.3800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LL31, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $24999208.25
- **C.18.a - Value (excl. sponsor support):** $24999208.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2016-11-03
- **C.12 - Maturity Date (WAL):** 2016-11-03
- **C.13 - Final Legal Maturity Date:** 2016-11-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: ROYAL BANK OF CANADA

- **C.1 - Title:** RBC Capital Markets, 0.2900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0000352613, C.5 - Other ID: RBC116B01
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.2900%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **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 174: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.0448%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NA89, C.4 - ISIN: US78009NA894, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100062800.00
- **C.18.a - Value (excl. sponsor support):** $100062800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2016-11-28
- **C.12 - Maturity Date (WAL):** 2017-03-28
- **C.13 - Final Legal Maturity Date:** 2017-03-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.3404%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NF92, C.4 - ISIN: US78009NF927, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100137900.00
- **C.18.a - Value (excl. sponsor support):** $100137900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.3400%
- **C.11 - Maturity Date (WAM):** 2017-01-28
- **C.12 - Maturity Date (WAL):** 2017-07-28
- **C.13 - Final Legal Maturity Date:** 2017-07-28
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.1043%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009ND60, C.4 - ISIN: US78009ND609, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $74989425.00
- **C.18.a - Value (excl. sponsor support):** $74989425.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2016-11-29
- **C.12 - Maturity Date (WAL):** 2017-06-29
- **C.13 - Final Legal Maturity Date:** 2017-06-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.2679%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NJ31, C.4 - ISIN: US78009NJ317, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100048600.00
- **C.18.a - Value (excl. sponsor support):** $100048600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-01-05
- **C.12 - Maturity Date (WAL):** 2017-10-05
- **C.13 - Final Legal Maturity Date:** 2017-10-05
- **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 178: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.1239%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NA22, C.4 - ISIN: US78009NA225, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100071700.00
- **C.18.a - Value (excl. sponsor support):** $100071700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2016-12-16
- **C.12 - Maturity Date (WAL):** 2016-12-16
- **C.13 - Final Legal Maturity Date:** 2016-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 0.9672%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NXN1, C.4 - ISIN: US78009NXN10, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $50020700.00
- **C.18.a - Value (excl. sponsor support):** $50020700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2016-11-02
- **C.12 - Maturity Date (WAL):** 2016-12-02
- **C.13 - Final Legal Maturity Date:** 2016-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: SANOFI-AVENTISABO

- **C.1 - Title:** Sanofi-Aventis, 0.3700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2LE0, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $99985806.00
- **C.18.a - Value (excl. sponsor support):** $99985806.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2016-11-14
- **C.12 - Maturity Date (WAL):** 2016-11-14
- **C.13 - Final Legal Maturity Date:** 2016-11-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: SANOFI-AVENTISABO

- **C.1 - Title:** Sanofi-Aventis, 0.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2MN9, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $10313172.70
- **C.18.a - Value (excl. sponsor support):** $10313172.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2016-12-22
- **C.12 - Maturity Date (WAL):** 2016-12-22
- **C.13 - Final Legal Maturity Date:** 2016-12-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 0.4100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TLF2, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $274953021.75
- **C.18.a - Value (excl. sponsor support):** $274953021.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2016-11-15
- **C.12 - Maturity Date (WAL):** 2016-11-15
- **C.13 - Final Legal Maturity Date:** 2016-11-15
- **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 183: SIMON PROPERTY GROUP  INC.

- **C.1 - Title:** Simon Property GRP, LP, 0.5100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880WM66, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $31483998.00
- **C.18.a - Value (excl. sponsor support):** $31483998.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.5100%
- **C.11 - Maturity Date (WAM):** 2016-12-06
- **C.12 - Maturity Date (WAL):** 2016-12-06
- **C.13 - Final Legal Maturity Date:** 2016-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.5500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JM93, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99940850.00
- **C.18.a - Value (excl. sponsor support):** $99940850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5500%
- **C.11 - Maturity Date (WAM):** 2016-12-09
- **C.12 - Maturity Date (WAL):** 2016-12-09
- **C.13 - Final Legal Maturity Date:** 2016-12-09
- **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 185: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.2472%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JAJ8, C.4 - ISIN: US86958JAJ88, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $100074000.00
- **C.18.a - Value (excl. sponsor support):** $100074000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **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 186: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.7400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JNJ0, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $71634430.84
- **C.18.a - Value (excl. sponsor support):** $71634430.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 0.7400%
- **C.11 - Maturity Date (WAM):** 2017-01-18
- **C.12 - Maturity Date (WAL):** 2017-01-18
- **C.13 - Final Legal Maturity Date:** 2017-01-18
- **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 187: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.5900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JMM4, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99915850.00
- **C.18.a - Value (excl. sponsor support):** $99915850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2016-12-21
- **C.12 - Maturity Date (WAL):** 2016-12-21
- **C.13 - Final Legal Maturity Date:** 2016-12-21
- **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 188: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.1146%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JBG3, C.4 - ISIN: US86958JBG31, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $100097700.00
- **C.18.a - Value (excl. sponsor support):** $100097700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2017-02-17
- **C.13 - Final Legal Maturity Date:** 2017-02-17
- **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 189: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.4000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JL29, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99997789.00
- **C.18.a - Value (excl. sponsor support):** $99997789.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2016-11-02
- **C.12 - Maturity Date (WAL):** 2016-11-02
- **C.13 - Final Legal Maturity Date:** 2016-11-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 190: SWEDBANK

- **C.1 - Title:** Swedbank, 0.3100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RL46, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $99996522.00
- **C.18.a - Value (excl. sponsor support):** $99996522.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2016-11-04
- **C.12 - Maturity Date (WAL):** 2016-11-04
- **C.13 - Final Legal Maturity Date:** 2016-11-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: SWEDBANK

- **C.1 - Title:** Swedbank, 0.3100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RL20, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $199996600.00
- **C.18.a - Value (excl. sponsor support):** $199996600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2016-11-02
- **C.12 - Maturity Date (WAL):** 2016-11-02
- **C.13 - Final Legal Maturity Date:** 2016-11-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 192: SWEDBANK

- **C.1 - Title:** Swedbank, 0.4300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RM86, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $99954928.00
- **C.18.a - Value (excl. sponsor support):** $99954928.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4300%
- **C.11 - Maturity Date (WAM):** 2016-12-08
- **C.12 - Maturity Date (WAL):** 2016-12-08
- **C.13 - Final Legal Maturity Date:** 2016-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: SWEDBANK

- **C.1 - Title:** Swedbank, 0.4100%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019USS9, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $50000416.50
- **C.18.a - Value (excl. sponsor support):** $50000416.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.3100%
- **C.11 - Maturity Date (WAM):** 2016-11-03
- **C.12 - Maturity Date (WAL):** 2016-11-03
- **C.13 - Final Legal Maturity Date:** 2016-11-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: SWEDBANK

- **C.1 - Title:** Swedbank, 0.7600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RPN0, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $43894942.52
- **C.18.a - Value (excl. sponsor support):** $43894942.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.7600%
- **C.11 - Maturity Date (WAM):** 2017-02-22
- **C.12 - Maturity Date (WAL):** 2017-02-22
- **C.13 - Final Legal Maturity Date:** 2017-02-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: TORONTO-DOMINION BANK

- **C.1 - Title:** Toronto Dominion (USA) LLC, 0.3200%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263, C.5 - Other ID: TOR216B01
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 0.3200%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2016-11-01
- **C.13 - Final Legal Maturity Date:** 2016-11-01
- **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: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.2171%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WBA3, C.4 - ISIN: US89113WBA36, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $70073430.00
- **C.18.a - Value (excl. sponsor support):** $70073430.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2016-11-23
- **C.12 - Maturity Date (WAL):** 2017-05-23
- **C.13 - Final Legal Maturity Date:** 2017-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.1893%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113E4C7, C.4 - ISIN: US89113E4C75, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100125200.00
- **C.18.a - Value (excl. sponsor support):** $100125200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2016-12-02
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **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 198: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.8011%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113ED60, C.4 - ISIN: US89113ED605, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $50002250.00
- **C.18.a - Value (excl. sponsor support):** $50002250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2016-11-04
- **C.12 - Maturity Date (WAL):** 2016-11-04
- **C.13 - Final Legal Maturity Date:** 2016-11-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.2143%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113E5P7, C.4 - ISIN: US89113E5P79, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $95121600.00
- **C.18.a - Value (excl. sponsor support):** $95121600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-01-06
- **C.12 - Maturity Date (WAL):** 2017-04-06
- **C.13 - Final Legal Maturity Date:** 2017-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.0448%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113E5F9, C.4 - ISIN: US89113E5F97, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $50032000.00
- **C.18.a - Value (excl. sponsor support):** $50032000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2016-11-28
- **C.12 - Maturity Date (WAL):** 2017-03-28
- **C.13 - Final Legal Maturity Date:** 2017-03-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.3110%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WHB5, C.4 - ISIN: US89113WHB54, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $65104910.00
- **C.18.a - Value (excl. sponsor support):** $65104910.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2016-11-01
- **C.12 - Maturity Date (WAL):** 2017-08-22
- **C.13 - Final Legal Maturity Date:** 2017-08-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.3239%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WEC6, C.4 - ISIN: US89113WEC64, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100137800.00
- **C.18.a - Value (excl. sponsor support):** $100137800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2017-01-12
- **C.12 - Maturity Date (WAL):** 2017-07-12
- **C.13 - Final Legal Maturity Date:** 2017-07-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PLJ9, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $14696913.00
- **C.18.a - Value (excl. sponsor support):** $14696913.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.4200%
- **C.11 - Maturity Date (WAM):** 2016-11-18
- **C.12 - Maturity Date (WAL):** 2016-11-18
- **C.13 - Final Legal Maturity Date:** 2016-11-18
- **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 204: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.5000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PMK5, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $220279684.37
- **C.18.a - Value (excl. sponsor support):** $220279684.37
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2016-12-19
- **C.12 - Maturity Date (WAL):** 2016-12-19
- **C.13 - Final Legal Maturity Date:** 2016-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PMG4, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $24984251.50
- **C.18.a - Value (excl. sponsor support):** $24984251.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2016-12-16
- **C.12 - Maturity Date (WAL):** 2016-12-16
- **C.13 - Final Legal Maturity Date:** 2016-12-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.5600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PN65, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $49597976.23
- **C.18.a - Value (excl. sponsor support):** $49597976.23
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.5600%
- **C.11 - Maturity Date (WAM):** 2017-01-06
- **C.12 - Maturity Date (WAL):** 2017-01-06
- **C.13 - Final Legal Maturity Date:** 2017-01-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.4900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PME9, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $69958163.10
- **C.18.a - Value (excl. sponsor support):** $69958163.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2016-12-14
- **C.12 - Maturity Date (WAL):** 2016-12-14
- **C.13 - Final Legal Maturity Date:** 2016-12-14
- **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 208: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PNC2, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $199760316.00
- **C.18.a - Value (excl. sponsor support):** $199760316.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2017-01-12
- **C.12 - Maturity Date (WAL):** 2017-01-12
- **C.13 - Final Legal Maturity Date:** 2017-01-12
- **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 209: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.0082%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TCC7, C.4 - ISIN: US89236TCC71, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $75342921.00
- **C.18.a - Value (excl. sponsor support):** $75342921.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2016-11-16
- **C.12 - Maturity Date (WAL):** 2017-02-16
- **C.13 - Final Legal Maturity Date:** 2017-02-16
- **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 210: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.7100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GNQ5, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $74874801.75
- **C.18.a - Value (excl. sponsor support):** $74874801.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2017-01-24
- **C.12 - Maturity Date (WAL):** 2017-01-24
- **C.13 - Final Legal Maturity Date:** 2017-01-24
- **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 211: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.7200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GNS1, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $99826967.00
- **C.18.a - Value (excl. sponsor support):** $99826967.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.7200%
- **C.11 - Maturity Date (WAM):** 2017-01-26
- **C.12 - Maturity Date (WAL):** 2017-01-26
- **C.13 - Final Legal Maturity Date:** 2017-01-26
- **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 212: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.2118%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TDB8, C.4 - ISIN: US89236TDB89, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $149985600.00
- **C.18.a - Value (excl. sponsor support):** $149985600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-01-25
- **C.12 - Maturity Date (WAL):** 2017-04-24
- **C.13 - Final Legal Maturity Date:** 2017-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.2900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GL79, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $49997151.50
- **C.18.a - Value (excl. sponsor support):** $49997151.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.2900%
- **C.11 - Maturity Date (WAM):** 2016-11-07
- **C.12 - Maturity Date (WAL):** 2016-11-07
- **C.13 - Final Legal Maturity Date:** 2016-11-07
- **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 214: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.4700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GME3, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $99943167.00
- **C.18.a - Value (excl. sponsor support):** $99943167.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2016-12-14
- **C.12 - Maturity Date (WAL):** 2016-12-14
- **C.13 - Final Legal Maturity Date:** 2016-12-14
- **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 215: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.5200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GMM5, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $99926617.00
- **C.18.a - Value (excl. sponsor support):** $99926617.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5200%
- **C.11 - Maturity Date (WAM):** 2016-12-21
- **C.12 - Maturity Date (WAL):** 2016-12-21
- **C.13 - Final Legal Maturity Date:** 2016-12-21
- **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 216: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 0.4900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PL82, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $99989222.00
- **C.18.a - Value (excl. sponsor support):** $99989222.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.4900%
- **C.11 - Maturity Date (WAM):** 2016-11-08
- **C.12 - Maturity Date (WAL):** 2016-11-08
- **C.13 - Final Legal Maturity Date:** 2016-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.4700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KT5, C.4 - ISIN: US912796KT58
- **C.18 - Value (incl. sponsor support):** $149669250.00
- **C.18.a - Value (excl. sponsor support):** $149669250.00
- **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):** 2017-04-20
- **C.12 - Maturity Date (WAL):** 2017-04-20
- **C.13 - Final Legal Maturity Date:** 2017-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.3300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KH1, C.4 - ISIN: US912796KH11
- **C.18 - Value (incl. sponsor support):** $99902200.00
- **C.18.a - Value (excl. sponsor support):** $99902200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2017-02-16
- **C.12 - Maturity Date (WAL):** 2017-02-16
- **C.13 - Final Legal Maturity Date:** 2017-02-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.3400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796JA8, C.4 - ISIN: US912796JA86
- **C.18 - Value (incl. sponsor support):** $99910600.00
- **C.18.a - Value (excl. sponsor support):** $99910600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2017-02-02
- **C.12 - Maturity Date (WAL):** 2017-02-02
- **C.13 - Final Legal Maturity Date:** 2017-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.3300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KJ7, C.4 - ISIN: US912796KJ76
- **C.18 - Value (incl. sponsor support):** $99894900.00
- **C.18.a - Value (excl. sponsor support):** $99894900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3300%
- **C.11 - Maturity Date (WAM):** 2017-02-23
- **C.12 - Maturity Date (WAL):** 2017-02-23
- **C.13 - Final Legal Maturity Date:** 2017-02-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.3600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KM0, C.4 - ISIN: US912796KM06
- **C.18 - Value (incl. sponsor support):** $99871800.00
- **C.18.a - Value (excl. sponsor support):** $99871800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2017-03-09
- **C.12 - Maturity Date (WAL):** 2017-03-09
- **C.13 - Final Legal Maturity Date:** 2017-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.2300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796JZ3, C.4 - ISIN: US912796JZ38
- **C.18 - Value (incl. sponsor support):** $99966800.00
- **C.18.a - Value (excl. sponsor support):** $99966800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2016-12-22
- **C.12 - Maturity Date (WAL):** 2016-12-22
- **C.13 - Final Legal Maturity Date:** 2016-12-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.3500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796JE0, C.4 - ISIN: US912796JE09
- **C.18 - Value (incl. sponsor support):** $99881900.00
- **C.18.a - Value (excl. sponsor support):** $99881900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2017-03-02
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.1700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796JU4, C.4 - ISIN: US912796JU41
- **C.18 - Value (incl. sponsor support):** $99992100.00
- **C.18.a - Value (excl. sponsor support):** $99992100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1700%
- **C.11 - Maturity Date (WAM):** 2016-11-17
- **C.12 - Maturity Date (WAL):** 2016-11-17
- **C.13 - Final Legal Maturity Date:** 2016-11-17
- **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 225: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.1600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796JW0, C.4 - ISIN: US912796JW07
- **C.18 - Value (incl. sponsor support):** $99985900.00
- **C.18.a - Value (excl. sponsor support):** $99985900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.1600%
- **C.11 - Maturity Date (WAM):** 2016-12-01
- **C.12 - Maturity Date (WAL):** 2016-12-01
- **C.13 - Final Legal Maturity Date:** 2016-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.3700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KN8, C.4 - ISIN: US912796KN88
- **C.18 - Value (incl. sponsor support):** $99860100.00
- **C.18.a - Value (excl. sponsor support):** $99860100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **C.12 - Maturity Date (WAL):** 2017-03-16
- **C.13 - Final Legal Maturity Date:** 2017-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.4500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KS7, C.4 - ISIN: US912796KS75
- **C.18 - Value (incl. sponsor support):** $99796600.00
- **C.18.a - Value (excl. sponsor support):** $99796600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **C.11 - Maturity Date (WAM):** 2017-04-13
- **C.12 - Maturity Date (WAL):** 2017-04-13
- **C.13 - Final Legal Maturity Date:** 2017-04-13
- **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 228: WAL-MART STORES  INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 0.3300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114EL70, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $39997433.20
- **C.18.a - Value (excl. sponsor support):** $39997433.20
- **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):** 2016-11-07
- **C.12 - Maturity Date (WAL):** 2016-11-07
- **C.13 - Final Legal Maturity Date:** 2016-11-07
- **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 229: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.2554%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214CE1, C.4 - ISIN: US961214CE15, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $40259579.50
- **C.18.a - Value (excl. sponsor support):** $40259579.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2016-11-25
- **C.12 - Maturity Date (WAL):** 2016-11-25
- **C.13 - Final Legal Maturity Date:** 2016-11-25
- **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 230: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.0457%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96121TP93, C.4 - ISIN: US96121TP932, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $76048944.00
- **C.18.a - Value (excl. sponsor support):** $76048944.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2016-11-18
- **C.12 - Maturity Date (WAL):** 2017-03-20
- **C.13 - Final Legal Maturity Date:** 2017-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 0.4500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C0LG2, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $82283393.51
- **C.18.a - Value (excl. sponsor support):** $82283393.51
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.4500%
- **C.11 - Maturity Date (WAM):** 2016-11-16
- **C.12 - Maturity Date (WAL):** 2016-11-16
- **C.13 - Final Legal Maturity Date:** 2016-11-16
- **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 232: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.0048%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96121TH27, C.4 - ISIN: US96121TH277, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $50031850.00
- **C.18.a - Value (excl. sponsor support):** $50031850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2016-11-28
- **C.12 - Maturity Date (WAL):** 2016-12-28
- **C.13 - Final Legal Maturity Date:** 2016-12-28
- **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 233: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.1476%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96121TK23, C.4 - ISIN: US96121TK230, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $72593742.50
- **C.18.a - Value (excl. sponsor support):** $72593742.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2016-11-07
- **C.12 - Maturity Date (WAL):** 2017-02-06
- **C.13 - Final Legal Maturity Date:** 2017-02-06
- **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

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-03-31

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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