# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000203
**Filing Date:** 2023-3
**Character Count:** 209161
**Document Hash:** 4778a6d55bed9905d25b364d93b2e064
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000203.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001004726-23-000203

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20171031

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230323

**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:** 23757230

**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):** 2017-10-31

**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:** 22 days

- **A.12 - WAL:** 59 days

- **Total Value of Portfolio Securities:** $24943168387.38

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

- **Cash:** $471484878.38

- **Total Other Assets:** $10925238.66

- **Total Liabilities:** $149132499.10

- **Net Assets of Series:** $25276446005.32

- **Number of Shares Outstanding (Series):** 2184375569.83

- **7-Day Gross Yield:** 1.2600%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $10904498847.18            |  | 39.7100%                   |
| Friday, Week 2 |  | $10565050432.66            |  | 37.4100%                   |
| Friday, Week 3 |  | $9883803121.85             |  | 37.0800%                   |
| Friday, Week 4 |  | $9443921012.34             |  | 36.7200%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $25276446005.32

- **B.4 - Shares Outstanding:** 2184375569.83

- **B.7.7 - 7-Day Net Yield:** 1.2100%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2471014304.30            | $1957208862.28          |
| Week 2   | $2270081959.79            | $1569373372.63          |
| Week 3   | $2571178292.05            | $3960500808.73          |
| Week 4   | $1394669054.48            | $2341241477.48          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $9347576074.11

- **Gross Redemptions for month:** $10882586335.20

## Part C: Schedule of Portfolio Securities

### Security 1: ANZ NEW ZEALAND INTERNATIONAL LTD.

- **C.1 - Title:** ANZ New Zealand International, Ltd., 1.4150%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00182HFY3, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $50001400.00
- **C.18.a - Value (excl. sponsor support):** $50001400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2017-11-10
- **C.12 - Maturity Date (WAL):** 2018-07-10
- **C.13 - Final Legal Maturity Date:** 2018-07-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785DY83, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $149963299.50
- **C.18.a - Value (excl. sponsor support):** $149963299.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2017-11-08
- **C.13 - Final Legal Maturity Date:** 2017-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 1.5606%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 037833AG5, C.4 - ISIN: US037833AG56, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $231718858.84
- **C.18.a - Value (excl. sponsor support):** $231718858.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2018-05-03
- **C.13 - Final Legal Maturity Date:** 2018-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785DZJ8, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $149772400.50
- **C.18.a - Value (excl. sponsor support):** $149772400.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-12-18
- **C.12 - Maturity Date (WAL):** 2017-12-18
- **C.13 - Final Legal Maturity Date:** 2017-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Archer-Daniels-Midland, 1.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948GY23, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $99993756.00
- **C.18.a - Value (excl. sponsor support):** $99993756.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-11-02
- **C.12 - Maturity Date (WAL):** 2017-11-02
- **C.13 - Final Legal Maturity Date:** 2017-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Archer-Daniels-Midland, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948GY64, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $79984946.40
- **C.18.a - Value (excl. sponsor support):** $79984946.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: AUSTRALIA & NEW ZEALAND BANKING GROUP

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.2100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AYE4, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $79962386.40
- **C.18.a - Value (excl. sponsor support):** $79962386.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-11-14
- **C.12 - Maturity Date (WAL):** 2017-11-14
- **C.13 - Final Legal Maturity Date:** 2017-11-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: AUSTRALIA & NEW ZEALAND BANKING GROUP

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.8750%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05253JAD3, C.4 - ISIN: US05253JAD37, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $8319561.61
- **C.18.a - Value (excl. sponsor support):** $8319561.61
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.8700%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2018-05-15
- **C.13 - Final Legal Maturity Date:** 2018-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.3978%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MHF4, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $59996820.00
- **C.18.a - Value (excl. sponsor support):** $59996820.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.3979%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00182HFG2, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $100015100.00
- **C.18.a - Value (excl. sponsor support):** $100015100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2017-11-24
- **C.12 - Maturity Date (WAL):** 2018-05-24
- **C.13 - Final Legal Maturity Date:** 2018-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.7992%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05252ACG4, C.4 - ISIN: US05252ACG40, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $14012223.82
- **C.18.a - Value (excl. sponsor support):** $14012223.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2018-01-16
- **C.12 - Maturity Date (WAL):** 2018-01-16
- **C.13 - Final Legal Maturity Date:** 2018-01-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.7992%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05252BCG2, C.4 - ISIN: US05252BCG23, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $11199770.32
- **C.18.a - Value (excl. sponsor support):** $11199770.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2018-01-16
- **C.12 - Maturity Date (WAL):** 2018-01-16
- **C.13 - Final Legal Maturity Date:** 2018-01-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: AUTOMATIC DATA PROCESSING INC.

- **C.1 - Title:** Automatic Data Processing, Inc., 1.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2Y20, C.3 - LEI: HGBOLILQXWER4SAL2I23, CIK: 0000008670
- **C.18 - Value (incl. sponsor support):** $99993756.00
- **C.18.a - Value (excl. sponsor support):** $99993756.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-11-02
- **C.12 - Maturity Date (WAL):** 2017-11-02
- **C.13 - Final Legal Maturity Date:** 2017-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.2200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GY80, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $44987790.15
- **C.18.a - Value (excl. sponsor support):** $44987790.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2017-11-08
- **C.13 - Final Legal Maturity Date:** 2017-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.2200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GY64, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $174964445.25
- **C.18.a - Value (excl. sponsor support):** $174964445.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.2300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GYD9, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $199911312.00
- **C.18.a - Value (excl. sponsor support):** $199911312.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-11-13
- **C.12 - Maturity Date (WAL):** 2017-11-13
- **C.13 - Final Legal Maturity Date:** 2017-11-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.2200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GYA5, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $229921800.00
- **C.18.a - Value (excl. sponsor support):** $229921800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-11-10
- **C.12 - Maturity Date (WAL):** 2017-11-10
- **C.13 - Final Legal Maturity Date:** 2017-11-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANK OF AMERICA CORP.

- **C.1 - Title:** Bank of America Corp., 1.0500%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 9DJT3UXIJIZJI4WXO774, CIK: 0000070858, C.5 - Other ID: BAC117B01
- **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:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.5150%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427KWB9, C.4 - ISIN: US06427KWB96, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $100058100.00
- **C.18.a - Value (excl. sponsor support):** $100058100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.5100%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2018-05-08
- **C.13 - Final Legal Maturity Date:** 2018-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.7772%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427KPJ0, C.4 - ISIN: US06427KPJ06, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $100104700.00
- **C.18.a - Value (excl. sponsor support):** $100104700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2017-11-11
- **C.12 - Maturity Date (WAL):** 2018-01-11
- **C.13 - Final Legal Maturity Date:** 2018-01-11
- **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.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, 1.6472%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GRK6, C.4 - ISIN: US06417GRK66, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100046200.00
- **C.18.a - Value (excl. sponsor support):** $100046200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2017-12-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **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.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, 1.4964%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LEM5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100054100.00
- **C.18.a - Value (excl. sponsor support):** $100054100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.5000%
- **C.11 - Maturity Date (WAM):** 2018-01-11
- **C.12 - Maturity Date (WAL):** 2018-04-11
- **C.13 - Final Legal Maturity Date:** 2018-04-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.4850%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GUB2, C.4 - ISIN: US06417GUB21, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100058300.00
- **C.18.a - Value (excl. sponsor support):** $100058300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2017-12-20
- **C.12 - Maturity Date (WAL):** 2018-03-20
- **C.13 - Final Legal Maturity Date:** 2018-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de l'Etat, 1.2800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1AP6, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $29561722.17
- **C.18.a - Value (excl. sponsor support):** $29561722.17
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2018-01-23
- **C.12 - Maturity Date (WAL):** 2018-01-23
- **C.13 - Final Legal Maturity Date:** 2018-01-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Capital, Inc., 1.0500%
- **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: BCG317B01
- **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:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: BERKSHIRE HATHAWAY FINANCE

- **C.1 - Title:** Berkshire Hathaway Finance, 1.6567%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 084664CD1, C.4 - ISIN: US084664CD12, C.3 - LEI: 5493000C01ZX7D35SD85, CIK: 0001456061
- **C.18 - Value (incl. sponsor support):** $34313684.85
- **C.18.a - Value (excl. sponsor support):** $34313684.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2018-01-12
- **C.12 - Maturity Date (WAL):** 2018-01-12
- **C.13 - Final Legal Maturity Date:** 2018-01-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BRISTOL-MYERS SQUIBB CO.

- **C.1 - Title:** Bristol-Myers Squibb Co., 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11012LZ58, C.3 - LEI: HLYYNH7UQUORYSJQCN42, CIK: 0000014272
- **C.18 - Value (incl. sponsor support):** $69923437.50
- **C.18.a - Value (excl. sponsor support):** $69923437.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-12-05
- **C.12 - Maturity Date (WAL):** 2017-12-05
- **C.13 - Final Legal Maturity Date:** 2017-12-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AZ56, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $99881681.00
- **C.18.a - Value (excl. sponsor support):** $99881681.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-12-05
- **C.12 - Maturity Date (WAL):** 2017-12-05
- **C.13 - Final Legal Maturity Date:** 2017-12-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AYM0, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $99930117.00
- **C.18.a - Value (excl. sponsor support):** $99930117.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-11-21
- **C.12 - Maturity Date (WAL):** 2017-11-21
- **C.13 - Final Legal Maturity Date:** 2017-11-21
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AY32, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $99990225.00
- **C.18.a - Value (excl. sponsor support):** $99990225.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2017-11-03
- **C.13 - Final Legal Maturity Date:** 2017-11-03
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: CHEVRONTEXACO CORP.

- **C.1 - Title:** Chevron Corp., 1.6714%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 166764AX8, C.4 - ISIN: US166764AX89, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $13220980.13
- **C.18.a - Value (excl. sponsor support):** $13220980.13
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2017-11-09
- **C.12 - Maturity Date (WAL):** 2017-11-09
- **C.13 - Final Legal Maturity Date:** 2017-11-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: COLGATE-PALMOLIVE CO.

- **C.1 - Title:** Colgate-Palmolive Co., 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19416EY68, C.3 - LEI: YMEGZFW4SBUSS5BQXF88, CIK: 0000021665
- **C.18 - Value (incl. sponsor support):** $49990841.50
- **C.18.a - Value (excl. sponsor support):** $49990841.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.4250%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AYS9, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $119986560.00
- **C.18.a - Value (excl. sponsor support):** $119986560.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.4050%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AXG6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $45011430.00
- **C.18.a - Value (excl. sponsor support):** $45011430.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2018-06-01
- **C.13 - Final Legal Maturity Date:** 2018-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.6489%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AVV5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $120123360.00
- **C.18.a - Value (excl. sponsor support):** $120123360.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2017-11-22
- **C.12 - Maturity Date (WAL):** 2018-02-15
- **C.13 - Final Legal Maturity Date:** 2018-02-15
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.6978%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AVQ6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100107500.00
- **C.18.a - Value (excl. sponsor support):** $100107500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2017-11-09
- **C.12 - Maturity Date (WAL):** 2018-02-02
- **C.13 - Final Legal Maturity Date:** 2018-02-02
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.7578%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AUZ7, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $150099900.00
- **C.18.a - Value (excl. sponsor support):** $150099900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2017-11-19
- **C.12 - Maturity Date (WAL):** 2017-12-14
- **C.13 - Final Legal Maturity Date:** 2017-12-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.5750%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWA0, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100088200.00
- **C.18.a - Value (excl. sponsor support):** $100088200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.4150%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWZ5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $29009135.00
- **C.18.a - Value (excl. sponsor support):** $29009135.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2017-11-02
- **C.12 - Maturity Date (WAL):** 2018-05-02
- **C.13 - Final Legal Maturity Date:** 2018-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.5389%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWJ1, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $75062250.00
- **C.18.a - Value (excl. sponsor support):** $75062250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2017-11-23
- **C.12 - Maturity Date (WAL):** 2018-03-23
- **C.13 - Final Legal Maturity Date:** 2018-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.5589%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWC6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $70061600.00
- **C.18.a - Value (excl. sponsor support):** $70061600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2017-11-21
- **C.12 - Maturity Date (WAL):** 2018-03-16
- **C.13 - Final Legal Maturity Date:** 2018-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.2300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DY17, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $72697510.03
- **C.18.a - Value (excl. sponsor support):** $72697510.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: ELI LILLY & CO.

- **C.1 - Title:** ELI Lilly & Co., 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53245PY69, C.3 - LEI: FRDRIPF3EKNDJ2CQJL29, CIK: 0000059478
- **C.18 - Value (incl. sponsor support):** $99981683.00
- **C.18.a - Value (excl. sponsor support):** $99981683.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CYH9, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $19988921.60
- **C.18.a - Value (excl. sponsor support):** $19988921.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 45: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.3500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DAG5, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $43375138.04
- **C.18.a - Value (excl. sponsor support):** $43375138.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2018-01-16
- **C.12 - Maturity Date (WAL):** 2018-01-16
- **C.13 - Final Legal Maturity Date:** 2018-01-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 46: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CZ62, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $149820600.00
- **C.18.a - Value (excl. sponsor support):** $149820600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-12-06
- **C.12 - Maturity Date (WAL):** 2017-12-06
- **C.13 - Final Legal Maturity Date:** 2017-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 47: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CZ47, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $149830849.50
- **C.18.a - Value (excl. sponsor support):** $149830849.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-12-04
- **C.12 - Maturity Date (WAL):** 2017-12-04
- **C.13 - Final Legal Maturity Date:** 2017-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 48: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** European Investment Bank, 1.2578%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 29878TCT9, C.4 - ISIN: US29878TCT97, C.3 - LEI: 5493006YXS1U5GIHE750, CIK: 0000033745
- **C.18 - Value (incl. sponsor support):** $23575205.01
- **C.18.a - Value (excl. sponsor support):** $23575205.01
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2018-07-06
- **C.13 - Final Legal Maturity Date:** 2018-07-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: EXPORT DEVELOPMENT CANADA CORP.

- **C.1 - Title:** Export Development Canada Corp., 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30215GY30, C.3 - LEI: Z6MHCSLXHKYG4B6PHW02, CIK: 0000276328
- **C.18 - Value (incl. sponsor support):** $15648571.94
- **C.18.a - Value (excl. sponsor support):** $15648571.94
- **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):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2017-11-03
- **C.13 - Final Legal Maturity Date:** 2017-11-03
- **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.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 50: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 1.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AY37, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $49995579.00
- **C.18.a - Value (excl. sponsor support):** $49995579.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2017-11-03
- **C.13 - Final Legal Maturity Date:** 2017-11-03
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 1.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AY78, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $199958388.00
- **C.18.a - Value (excl. sponsor support):** $199958388.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2017-11-07
- **C.13 - Final Legal Maturity Date:** 2017-11-07
- **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.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, 1.1000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385RH1, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199608000.00
- **C.18.a - Value (excl. sponsor support):** $199608000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2018-01-03
- **C.12 - Maturity Date (WAL):** 2018-01-03
- **C.13 - Final Legal Maturity Date:** 2018-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.1100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385RQ1, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99782200.00
- **C.18.a - Value (excl. sponsor support):** $99782200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2018-01-10
- **C.12 - Maturity Date (WAL):** 2018-01-10
- **C.13 - Final Legal Maturity Date:** 2018-01-10
- **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.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, 1.0200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385RA6, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99838200.00
- **C.18.a - Value (excl. sponsor support):** $99838200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-12-27
- **C.12 - Maturity Date (WAL):** 2017-12-27
- **C.13 - Final Legal Maturity Date:** 2017-12-27
- **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.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, 1.0200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385QT6, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99858400.00
- **C.18.a - Value (excl. sponsor support):** $99858400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-12-20
- **C.12 - Maturity Date (WAL):** 2017-12-20
- **C.13 - Final Legal Maturity Date:** 2017-12-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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, 1.0200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385QV1, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $69896890.00
- **C.18.a - Value (excl. sponsor support):** $69896890.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-12-22
- **C.12 - Maturity Date (WAL):** 2017-12-22
- **C.13 - Final Legal Maturity Date:** 2017-12-22
- **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.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, 1.1100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99732400.00
- **C.18.a - Value (excl. sponsor support):** $99732400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2018-01-26
- **C.12 - Maturity Date (WAL):** 2018-01-26
- **C.13 - Final Legal Maturity Date:** 2018-01-26
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.1100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385SM9, C.4 - ISIN: US313385SM97, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74787675.00
- **C.18.a - Value (excl. sponsor support):** $74787675.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2018-01-31
- **C.12 - Maturity Date (WAL):** 2018-01-31
- **C.13 - Final Legal Maturity Date:** 2018-01-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.1100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385SE7, C.4 - ISIN: US313385SE71, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99738700.00
- **C.18.a - Value (excl. sponsor support):** $99738700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2018-01-24
- **C.12 - Maturity Date (WAL):** 2018-01-24
- **C.13 - Final Legal Maturity Date:** 2018-01-24
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.1100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385RX6, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199520800.00
- **C.18.a - Value (excl. sponsor support):** $199520800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2018-01-17
- **C.12 - Maturity Date (WAL):** 2018-01-17
- **C.13 - Final Legal Maturity Date:** 2018-01-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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, 1.1100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385SD9, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99741800.00
- **C.18.a - Value (excl. sponsor support):** $99741800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2018-01-23
- **C.12 - Maturity Date (WAL):** 2018-01-23
- **C.13 - Final Legal Maturity Date:** 2018-01-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.0200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385QL3, C.4 - ISIN: US313385QL33, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99878700.00
- **C.18.a - Value (excl. sponsor support):** $99878700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2017-12-13
- **C.12 - Maturity Date (WAL):** 2017-12-13
- **C.13 - Final Legal Maturity Date:** 2017-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.8800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385NZ5, C.4 - ISIN: US313385NZ55, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199960800.00
- **C.18.a - Value (excl. sponsor support):** $199960800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.8800%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2017-11-08
- **C.13 - Final Legal Maturity Date:** 2017-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PB6, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99974700.00
- **C.18.a - Value (excl. sponsor support):** $99974700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **C.11 - Maturity Date (WAM):** 2017-11-10
- **C.12 - Maturity Date (WAL):** 2017-11-10
- **C.13 - Final Legal Maturity Date:** 2017-11-10
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9400%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PG5, C.4 - ISIN: US313385PG56, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99960700.00
- **C.18.a - Value (excl. sponsor support):** $99960700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.9400%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.0769%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385NS1, C.4 - ISIN: US313385NS13, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.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, 0.6700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385NU6, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74995800.00
- **C.18.a - Value (excl. sponsor support):** $74995800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2017-11-03
- **C.13 - Final Legal Maturity Date:** 2017-11-03
- **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.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, 0.8600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385NY8, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99983200.00
- **C.18.a - Value (excl. sponsor support):** $99983200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.8600%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2017-11-07
- **C.13 - Final Legal Maturity Date:** 2017-11-07
- **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.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, 0.9800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PW0, C.4 - ISIN: US313385PW07, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149882100.00
- **C.18.a - Value (excl. sponsor support):** $149882100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 0.9800%
- **C.11 - Maturity Date (WAM):** 2017-11-29
- **C.12 - Maturity Date (WAL):** 2017-11-29
- **C.13 - Final Legal Maturity Date:** 2017-11-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.0100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385QF6, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49946550.00
- **C.18.a - Value (excl. sponsor support):** $49946550.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-12-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.0100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385QD1, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199797800.00
- **C.18.a - Value (excl. sponsor support):** $199797800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-12-06
- **C.12 - Maturity Date (WAL):** 2017-12-06
- **C.13 - Final Legal Maturity Date:** 2017-12-06
- **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.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, 0.9500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PJ9, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199910200.00
- **C.18.a - Value (excl. sponsor support):** $199910200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.9500%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **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.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, 0.9600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PP5, C.4 - ISIN: US313385PP55, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149911650.00
- **C.18.a - Value (excl. sponsor support):** $149911650.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 0.9600%
- **C.11 - Maturity Date (WAM):** 2017-11-22
- **C.12 - Maturity Date (WAL):** 2017-11-22
- **C.13 - Final Legal Maturity Date:** 2017-11-22
- **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.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, 0.9700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385PR1, C.4 - ISIN: US313385PR12, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99935500.00
- **C.18.a - Value (excl. sponsor support):** $99935500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2017-11-24
- **C.12 - Maturity Date (WAL):** 2017-11-24
- **C.13 - Final Legal Maturity Date:** 2017-11-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 1.3300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164LEB1, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $75009900.00
- **C.18.a - Value (excl. sponsor support):** $75009900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2017-11-05
- **C.12 - Maturity Date (WAL):** 2017-12-04
- **C.13 - Final Legal Maturity Date:** 2017-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** GE Capital Treasury LLC, 1.3478%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164LED7, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $75013575.00
- **C.18.a - Value (excl. sponsor support):** $75013575.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2017-11-05
- **C.12 - Maturity Date (WAL):** 2017-12-20
- **C.13 - Final Legal Maturity Date:** 2017-12-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** GE Capital Treasury LLC, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JZC1, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $74895000.00
- **C.18.a - Value (excl. sponsor support):** $74895000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-12-12
- **C.12 - Maturity Date (WAL):** 2017-12-12
- **C.13 - Final Legal Maturity Date:** 2017-12-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 1.1800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JZ72, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $74908810.50
- **C.18.a - Value (excl. sponsor support):** $74908810.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-12-07
- **C.12 - Maturity Date (WAL):** 2017-12-07
- **C.13 - Final Legal Maturity Date:** 2017-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 1.2300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JZK3, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $79866175.20
- **C.18.a - Value (excl. sponsor support):** $79866175.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-12-19
- **C.12 - Maturity Date (WAL):** 2017-12-19
- **C.13 - Final Legal Maturity Date:** 2017-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** General Electric Capital Corp., 1.2100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36960LZE8, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $199704956.00
- **C.18.a - Value (excl. sponsor support):** $199704956.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-12-14
- **C.12 - Maturity Date (WAL):** 2017-12-14
- **C.13 - Final Legal Maturity Date:** 2017-12-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** General Electric Capital Corp., 1.5817%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 36962GX66, C.4 - ISIN: US36962GX669, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $1001273.93
- **C.18.a - Value (excl. sponsor support):** $1001273.93
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: GENERAL ELECTRIC CO. (U.S.)

- **C.1 - Title:** General Electric Capital Corp., 2.0450%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 36962G6X7, C.4 - ISIN: US36962G6X77, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $9497963.87
- **C.18.a - Value (excl. sponsor support):** $9497963.87
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2018-01-02
- **C.12 - Maturity Date (WAL):** 2018-04-02
- **C.13 - Final Legal Maturity Date:** 2018-04-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: GENERAL ELECTRIC CO. (U.S.)

- **C.1 - Title:** General Electric Capital Corp., 1.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36960LZ40, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $199778434.00
- **C.18.a - Value (excl. sponsor support):** $199778434.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-12-04
- **C.12 - Maturity Date (WAL):** 2017-12-04
- **C.13 - Final Legal Maturity Date:** 2017-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: GOLDMAN SACHS GROUP INC.

- **C.1 - Title:** Goldman Sachs & Co., 1.0400%
- **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: GOL217B01
- **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:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: HSBC USA INC.

- **C.1 - Title:** HSBC Securities (USA), Inc., 1.0300%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: MLU0ZO3ML4LN2LL2TL39, CIK: 0001089113, C.5 - Other ID: HSB117B01
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.0300%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: JPMORGAN CHASE & CO.

- **C.1 - Title:** JPMorgan Securities, 1.0600%
- **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: JPM317B01
- **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:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.3600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UAR7, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $169450124.80
- **C.18.a - Value (excl. sponsor support):** $169450124.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2018-01-25
- **C.12 - Maturity Date (WAL):** 2018-01-25
- **C.13 - Final Legal Maturity Date:** 2018-01-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 88: KIMBERLY-CLARK CORP.

- **C.1 - Title:** Kimberly-Clark Worldwide Corp., 1.1900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 49436TY68, C.3 - LEI: 5493001TMCBEHPT4YE78, CIK: 0000055785
- **C.18 - Value (incl. sponsor support):** $20595917.70
- **C.18.a - Value (excl. sponsor support):** $20595917.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AY97, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49985475.00
- **C.18.a - Value (excl. sponsor support):** $49985475.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-11-09
- **C.12 - Maturity Date (WAL):** 2017-11-09
- **C.13 - Final Legal Maturity Date:** 2017-11-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AY22, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49996794.50
- **C.18.a - Value (excl. sponsor support):** $49996794.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-11-02
- **C.12 - Maturity Date (WAL):** 2017-11-02
- **C.13 - Final Legal Maturity Date:** 2017-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.2100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GZ75, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $129838062.90
- **C.18.a - Value (excl. sponsor support):** $129838062.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-12-07
- **C.12 - Maturity Date (WAL):** 2017-12-07
- **C.13 - Final Legal Maturity Date:** 2017-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GY68, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $164966945.55
- **C.18.a - Value (excl. sponsor support):** $164966945.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GY19, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $199993334.00
- **C.18.a - Value (excl. sponsor support):** $199993334.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GY27, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $249983332.50
- **C.18.a - Value (excl. sponsor support):** $249983332.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-11-02
- **C.12 - Maturity Date (WAL):** 2017-11-02
- **C.13 - Final Legal Maturity Date:** 2017-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.2100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GYU5, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $29971790.10
- **C.18.a - Value (excl. sponsor support):** $29971790.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-11-28
- **C.12 - Maturity Date (WAL):** 2017-11-28
- **C.13 - Final Legal Maturity Date:** 2017-11-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: L'OREAL

- **C.1 - Title:** L'Oreal USA, Inc., 1.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50211TY26, C.3 - LEI: 529900MBZ0PRAP172T60, CIK: 0001219156
- **C.18 - Value (incl. sponsor support):** $59996353.20
- **C.18.a - Value (excl. sponsor support):** $59996353.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2017-11-02
- **C.12 - Maturity Date (WAL):** 2017-11-02
- **C.13 - Final Legal Maturity Date:** 2017-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: MASSACHUSETTS MUTUAL LIFE INSURANCE CO.

- **C.1 - Title:** Massachusetts Mutual Life Co., 1.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57576JYA4, C.3 - LEI: R6ZXK5P01NP6HXSY1S07, CIK: 0000225602
- **C.18 - Value (incl. sponsor support):** $24991916.75
- **C.18.a - Value (excl. sponsor support):** $24991916.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-11-10
- **C.12 - Maturity Date (WAL):** 2017-11-10
- **C.13 - Final Legal Maturity Date:** 2017-11-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: MASSACHUSETTS MUTUAL LIFE INSURANCE CO.

- **C.1 - Title:** Massachusetts Mutual Life Co., 1.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57576JY97, C.3 - LEI: R6ZXK5P01NP6HXSY1S07, CIK: 0000225602
- **C.18 - Value (incl. sponsor support):** $24992737.50
- **C.18.a - Value (excl. sponsor support):** $24992737.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-11-09
- **C.12 - Maturity Date (WAL):** 2017-11-09
- **C.13 - Final Legal Maturity Date:** 2017-11-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: MERCK & CO. INC.

- **C.1 - Title:** Merck & Co., Inc., 1.6767%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 58933YAH8, C.4 - ISIN: US58933YAH80, C.3 - LEI: 4YV9Y5M8S0BRK1RP0397, CIK: 0001220372
- **C.18 - Value (incl. sponsor support):** $26750573.27
- **C.18.a - Value (excl. sponsor support):** $26750573.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2017-11-18
- **C.12 - Maturity Date (WAL):** 2018-05-18
- **C.13 - Final Legal Maturity Date:** 2018-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: MERCK & CO. INC.

- **C.1 - Title:** Merck & Co., Inc., 1.1100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 58934AYF7, C.3 - LEI: 4YV9Y5M8S0BRK1RP0397, CIK: 0001220372
- **C.18 - Value (incl. sponsor support):** $274872812.50
- **C.18.a - Value (excl. sponsor support):** $274872812.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: MICROSOFT CORP.

- **C.1 - Title:** Microsoft Corp., 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59515MZE8, C.3 - LEI: INR2EJN1ERAN0W5ZP974, CIK: 0000789019
- **C.18 - Value (incl. sponsor support):** $229681220.00
- **C.18.a - Value (excl. sponsor support):** $229681220.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-12-14
- **C.12 - Maturity Date (WAL):** 2017-12-14
- **C.13 - Final Legal Maturity Date:** 2017-12-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** Mizuho Securities USA, Inc., 1.0500%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, CIK: 0001335730, C.5 - Other ID: MIZ117B01
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.6489%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GDQ5, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $100101600.00
- **C.18.a - Value (excl. sponsor support):** $100101600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2017-11-16
- **C.12 - Maturity Date (WAL):** 2018-02-16
- **C.13 - Final Legal Maturity Date:** 2018-02-16
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.5878%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GDX0, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $100089700.00
- **C.18.a - Value (excl. sponsor support):** $100089700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.3478%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GES0, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $50006700.00
- **C.18.a - Value (excl. sponsor support):** $50006700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2017-11-11
- **C.12 - Maturity Date (WAL):** 2018-02-12
- **C.13 - Final Legal Maturity Date:** 2018-02-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.4189%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GFK6, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $39994360.00
- **C.18.a - Value (excl. sponsor support):** $39994360.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2017-11-13
- **C.12 - Maturity Date (WAL):** 2018-10-12
- **C.13 - Final Legal Maturity Date:** 2018-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.0025%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 6325C0DD0, C.4 - ISIN: US6325C0DD08, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $1606307.20
- **C.18.a - Value (excl. sponsor support):** $1606307.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2018-01-23
- **C.12 - Maturity Date (WAL):** 2018-07-23
- **C.13 - Final Legal Maturity Date:** 2018-07-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.0025%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 6325C1CF4, C.4 - ISIN: US6325C1CF48, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $18070956.00
- **C.18.a - Value (excl. sponsor support):** $18070956.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2018-01-23
- **C.12 - Maturity Date (WAL):** 2018-07-23
- **C.13 - Final Legal Maturity Date:** 2018-07-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.3378%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GFA8, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $50005950.00
- **C.18.a - Value (excl. sponsor support):** $50005950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.3400%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2018-02-08
- **C.13 - Final Legal Maturity Date:** 2018-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.3772%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GFG5, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $49993200.00
- **C.18.a - Value (excl. sponsor support):** $49993200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2017-11-11
- **C.12 - Maturity Date (WAL):** 2018-06-11
- **C.13 - Final Legal Maturity Date:** 2018-06-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.4189%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GFJ9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $149985750.00
- **C.18.a - Value (excl. sponsor support):** $149985750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2017-11-13
- **C.12 - Maturity Date (WAL):** 2018-09-13
- **C.13 - Final Legal Maturity Date:** 2018-09-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.6561%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GDB8, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $50022500.00
- **C.18.a - Value (excl. sponsor support):** $50022500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2017-12-06
- **C.12 - Maturity Date (WAL):** 2017-12-06
- **C.13 - Final Legal Maturity Date:** 2017-12-06
- **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.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., 1.5419%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GDL6, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $200166800.00
- **C.18.a - Value (excl. sponsor support):** $200166800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2018-02-08
- **C.13 - Final Legal Maturity Date:** 2018-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 1.1900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UZ13, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $24974360.50
- **C.18.a - Value (excl. sponsor support):** $24974360.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-12-01
- **C.12 - Maturity Date (WAL):** 2017-12-01
- **C.13 - Final Legal Maturity Date:** 2017-12-01
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 1.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UYE6, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $99954539.00
- **C.18.a - Value (excl. sponsor support):** $99954539.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-11-14
- **C.12 - Maturity Date (WAL):** 2017-11-14
- **C.13 - Final Legal Maturity Date:** 2017-11-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschapsbank NV, 1.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UYD8, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $335901263.78
- **C.18.a - Value (excl. sponsor support):** $335901263.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-11-13
- **C.12 - Maturity Date (WAL):** 2017-11-13
- **C.13 - Final Legal Maturity Date:** 2017-11-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UZD7, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $199712616.00
- **C.18.a - Value (excl. sponsor support):** $199712616.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-12-13
- **C.12 - Maturity Date (WAL):** 2017-12-13
- **C.13 - Final Legal Maturity Date:** 2017-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 1.1500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UY14, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $99996800.00
- **C.18.a - Value (excl. sponsor support):** $99996800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 1.1600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105GZ56, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $46198064.95
- **C.18.a - Value (excl. sponsor support):** $46198064.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-12-05
- **C.12 - Maturity Date (WAL):** 2017-12-05
- **C.13 - Final Legal Maturity Date:** 2017-12-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 1.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FY33, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $99990308.00
- **C.18.a - Value (excl. sponsor support):** $99990308.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2017-11-03
- **C.13 - Final Legal Maturity Date:** 2017-11-03
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FYV1, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $99904219.00
- **C.18.a - Value (excl. sponsor support):** $99904219.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-11-29
- **C.12 - Maturity Date (WAL):** 2017-11-29
- **C.13 - Final Legal Maturity Date:** 2017-11-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 1.2100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FZK4, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $99835442.00
- **C.18.a - Value (excl. sponsor support):** $99835442.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-12-19
- **C.12 - Maturity Date (WAL):** 2017-12-19
- **C.13 - Final Legal Maturity Date:** 2017-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FZC2, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $99859767.00
- **C.18.a - Value (excl. sponsor support):** $99859767.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-12-12
- **C.12 - Maturity Date (WAL):** 2017-12-12
- **C.13 - Final Legal Maturity Date:** 2017-12-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4Y89, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $29992659.90
- **C.18.a - Value (excl. sponsor support):** $29992659.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2017-11-08
- **C.13 - Final Legal Maturity Date:** 2017-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4Y97, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $29991735.00
- **C.18.a - Value (excl. sponsor support):** $29991735.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-11-09
- **C.12 - Maturity Date (WAL):** 2017-11-09
- **C.13 - Final Legal Maturity Date:** 2017-11-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4Y14, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $16249507.14
- **C.18.a - Value (excl. sponsor support):** $16249507.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4Y63, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $19996336.60
- **C.18.a - Value (excl. sponsor support):** $19996336.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LY37, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99990008.00
- **C.18.a - Value (excl. sponsor support):** $99990008.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2017-11-03
- **C.13 - Final Legal Maturity Date:** 2017-11-03
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 129: NRW.BANK

- **C.1 - Title:** NRW Bank, 1.2600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LYN3, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $199845634.00
- **C.18.a - Value (excl. sponsor support):** $199845634.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2017-11-22
- **C.12 - Maturity Date (WAL):** 2017-11-22
- **C.13 - Final Legal Maturity Date:** 2017-11-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 130: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.2900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LZ10, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $30965510.64
- **C.18.a - Value (excl. sponsor support):** $30965510.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2017-12-01
- **C.12 - Maturity Date (WAL):** 2017-12-01
- **C.13 - Final Legal Maturity Date:** 2017-12-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 131: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.3100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LZ85, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $57146172.56
- **C.18.a - Value (excl. sponsor support):** $57146172.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2017-12-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 132: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.2600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LYM5, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $149889750.00
- **C.18.a - Value (excl. sponsor support):** $149889750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2017-11-21
- **C.12 - Maturity Date (WAL):** 2017-11-21
- **C.13 - Final Legal Maturity Date:** 2017-11-21
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 133: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LYE3, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99951894.00
- **C.18.a - Value (excl. sponsor support):** $99951894.00
- **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):** 2017-11-14
- **C.12 - Maturity Date (WAL):** 2017-11-14
- **C.13 - Final Legal Maturity Date:** 2017-11-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 134: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.2500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LYH6, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $94944058.30
- **C.18.a - Value (excl. sponsor support):** $94944058.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2017-11-17
- **C.12 - Maturity Date (WAL):** 2017-11-17
- **C.13 - Final Legal Maturity Date:** 2017-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 135: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.2600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LYL7, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99930167.00
- **C.18.a - Value (excl. sponsor support):** $99930167.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2017-11-20
- **C.12 - Maturity Date (WAL):** 2017-11-20
- **C.13 - Final Legal Maturity Date:** 2017-11-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 136: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 1.2700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616RZK4, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $136703470.39
- **C.18.a - Value (excl. sponsor support):** $136703470.39
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-12-19
- **C.12 - Maturity Date (WAL):** 2017-12-19
- **C.13 - Final Legal Maturity Date:** 2017-12-19
- **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.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 137: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 1.2300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616RYF6, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $84956437.50
- **C.18.a - Value (excl. sponsor support):** $84956437.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **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.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 138: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.2700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AZ70, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99869267.00
- **C.18.a - Value (excl. sponsor support):** $99869267.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-12-07
- **C.12 - Maturity Date (WAL):** 2017-12-07
- **C.13 - Final Legal Maturity Date:** 2017-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.3672%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CCS5, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $76017252.00
- **C.18.a - Value (excl. sponsor support):** $76017252.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2017-11-11
- **C.12 - Maturity Date (WAL):** 2018-01-12
- **C.13 - Final Legal Maturity Date:** 2018-01-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.3000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033LF53, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $200002940.00
- **C.18.a - Value (excl. sponsor support):** $200002940.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2017-11-07
- **C.13 - Final Legal Maturity Date:** 2017-11-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.2500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AYN6, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99923794.00
- **C.18.a - Value (excl. sponsor support):** $99923794.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2017-11-22
- **C.12 - Maturity Date (WAL):** 2017-11-22
- **C.13 - Final Legal Maturity Date:** 2017-11-22
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.2600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AYT3, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $22328963.06
- **C.18.a - Value (excl. sponsor support):** $22328963.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2017-11-27
- **C.12 - Maturity Date (WAL):** 2017-11-27
- **C.13 - Final Legal Maturity Date:** 2017-11-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: PFIZER INC.

- **C.1 - Title:** Pfizer, Inc., 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71708EZC2, C.3 - LEI: 765LHXWGK1KXCLTFYQ30, CIK: 0000078003
- **C.18 - Value (incl. sponsor support):** $112850764.29
- **C.18.a - Value (excl. sponsor support):** $112850764.29
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-12-12
- **C.12 - Maturity Date (WAL):** 2017-12-12
- **C.13 - Final Legal Maturity Date:** 2017-12-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: PROCTER & GAMBLE CO. (THE)

- **C.1 - Title:** Procter & Gamble Co., 1.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74271TYU1, C.3 - LEI: 2572IBTT8CCZW6AU4141, CIK: 0000080424
- **C.18 - Value (incl. sponsor support):** $32630575.89
- **C.18.a - Value (excl. sponsor support):** $32630575.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-11-28
- **C.12 - Maturity Date (WAL):** 2017-11-28
- **C.13 - Final Legal Maturity Date:** 2017-11-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 1.1600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AY73, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $99977444.00
- **C.18.a - Value (excl. sponsor support):** $99977444.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2017-11-07
- **C.13 - Final Legal Maturity Date:** 2017-11-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 146: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 1.3222%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69368EAK6, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $69000966.00
- **C.18.a - Value (excl. sponsor support):** $69000966.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2017-11-03
- **C.13 - Final Legal Maturity Date:** 2017-11-03
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 147: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 1.1800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AYL2, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49967305.50
- **C.18.a - Value (excl. sponsor support):** $49967305.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-11-20
- **C.12 - Maturity Date (WAL):** 2017-11-20
- **C.13 - Final Legal Maturity Date:** 2017-11-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800JZ57, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $199781250.00
- **C.18.a - Value (excl. sponsor support):** $199781250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-12-05
- **C.12 - Maturity Date (WAL):** 2017-12-05
- **C.13 - Final Legal Maturity Date:** 2017-12-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Rabobank Nederland NY, 1.3978%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B2F0, C.4 - ISIN: US21684B2F06, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $99994400.00
- **C.18.a - Value (excl. sponsor support):** $99994400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2017-11-14
- **C.12 - Maturity Date (WAL):** 2018-07-12
- **C.13 - Final Legal Maturity Date:** 2018-07-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Rabobank Nederland NY, 1.3389%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B3C6, C.4 - ISIN: US21684B3C65, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $150002700.00
- **C.18.a - Value (excl. sponsor support):** $150002700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.3400%
- **C.11 - Maturity Date (WAM):** 2017-11-16
- **C.12 - Maturity Date (WAL):** 2018-03-15
- **C.13 - Final Legal Maturity Date:** 2018-03-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Rabobank Nederland NY, 1.4178%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B3K8, C.4 - ISIN: US21684B3K81, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $99981500.00
- **C.18.a - Value (excl. sponsor support):** $99981500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Rabobank Nederland NY, 1.3789%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B3D4, C.4 - ISIN: US21684B3D49, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $49994200.00
- **C.18.a - Value (excl. sponsor support):** $49994200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2017-11-20
- **C.12 - Maturity Date (WAL):** 2018-06-20
- **C.13 - Final Legal Maturity Date:** 2018-06-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Rabobank Nederland NY, 1.6128%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BF90, C.4 - ISIN: US21684BF904, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $75005625.00
- **C.18.a - Value (excl. sponsor support):** $75005625.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: ROCHE HOLDING INC.

- **C.1 - Title:** Roche Holdings, Inc., 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LY60, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $24995420.75
- **C.18.a - Value (excl. sponsor support):** $24995420.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: ROCHE HOLDING INC.

- **C.1 - Title:** Roche Holdings, Inc., 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LY78, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $49989305.50
- **C.18.a - Value (excl. sponsor support):** $49989305.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2017-11-07
- **C.13 - Final Legal Maturity Date:** 2017-11-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: ROYAL BANK OF CANADA

- **C.1 - Title:** Royal Bank of Canada, 1.0400%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275, C.5 - Other ID: RBC117B01
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.9700%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.5045%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NX76, C.4 - ISIN: US78009NX763, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $99936200.00
- **C.18.a - Value (excl. sponsor support):** $99936200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.5100%
- **C.11 - Maturity Date (WAM):** 2018-01-27
- **C.12 - Maturity Date (WAL):** 2018-07-27
- **C.13 - Final Legal Maturity Date:** 2018-07-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.6172%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NL61, C.4 - ISIN: US78009NL610, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100043100.00
- **C.18.a - Value (excl. sponsor support):** $100043100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2017-12-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.7589%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NN36, C.4 - ISIN: US78009NN368, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100076900.00
- **C.18.a - Value (excl. sponsor support):** $100076900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2017-11-23
- **C.12 - Maturity Date (WAL):** 2017-12-22
- **C.13 - Final Legal Maturity Date:** 2017-12-22
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.6239%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NM60, C.4 - ISIN: US78009NM600, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100054300.00
- **C.18.a - Value (excl. sponsor support):** $100054300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2017-12-19
- **C.12 - Maturity Date (WAL):** 2017-12-19
- **C.13 - Final Legal Maturity Date:** 2017-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.5589%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NS31, C.4 - ISIN: US78009NS318, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100083600.00
- **C.18.a - Value (excl. sponsor support):** $100083600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2017-11-20
- **C.12 - Maturity Date (WAL):** 2018-03-20
- **C.13 - Final Legal Maturity Date:** 2018-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.5850%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NR65, C.4 - ISIN: US78009NR658, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100090400.00
- **C.18.a - Value (excl. sponsor support):** $100090400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.4179%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NT89, C.4 - ISIN: US78009NT894, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $50002750.00
- **C.18.a - Value (excl. sponsor support):** $50002750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2017-11-25
- **C.12 - Maturity Date (WAL):** 2018-05-25
- **C.13 - Final Legal Maturity Date:** 2018-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.4403%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NU46, C.4 - ISIN: US78009NU462, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $30013080.00
- **C.18.a - Value (excl. sponsor support):** $30013080.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2017-12-12
- **C.12 - Maturity Date (WAL):** 2018-06-12
- **C.13 - Final Legal Maturity Date:** 2018-06-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.4878%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N2S4, C.4 - ISIN: US78009N2S40, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100000200.00
- **C.18.a - Value (excl. sponsor support):** $100000200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2018-11-06
- **C.13 - Final Legal Maturity Date:** 2018-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.4656%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N2M7, C.4 - ISIN: US78009N2M79, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $25006700.00
- **C.18.a - Value (excl. sponsor support):** $25006700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.4700%
- **C.11 - Maturity Date (WAM):** 2018-01-04
- **C.12 - Maturity Date (WAL):** 2018-10-04
- **C.13 - Final Legal Maturity Date:** 2018-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.1100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2YD8, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $149939983.50
- **C.18.a - Value (excl. sponsor support):** $149939983.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2017-11-13
- **C.12 - Maturity Date (WAL):** 2017-11-13
- **C.13 - Final Legal Maturity Date:** 2017-11-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2ZL9, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $74881250.25
- **C.18.a - Value (excl. sponsor support):** $74881250.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-12-20
- **C.12 - Maturity Date (WAL):** 2017-12-20
- **C.13 - Final Legal Maturity Date:** 2017-12-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2ZN5, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $29451337.98
- **C.18.a - Value (excl. sponsor support):** $29451337.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-12-22
- **C.12 - Maturity Date (WAL):** 2017-12-22
- **C.13 - Final Legal Maturity Date:** 2017-12-22
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TY76, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $99978611.00
- **C.18.a - Value (excl. sponsor support):** $99978611.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2017-11-07
- **C.13 - Final Legal Maturity Date:** 2017-11-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: SIMON PROPERTY GROUP INC.

- **C.1 - Title:** Simon Property GRP, LP, 1.2300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880WZB1, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $33180416.74
- **C.18.a - Value (excl. sponsor support):** $33180416.74
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-12-11
- **C.12 - Maturity Date (WAL):** 2017-12-11
- **C.13 - Final Legal Maturity Date:** 2017-12-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: SIMON PROPERTY GROUP INC.

- **C.1 - Title:** Simon Property GRP, LP, 1.2400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880WZJ4, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $14975239.95
- **C.18.a - Value (excl. sponsor support):** $14975239.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2017-12-18
- **C.12 - Maturity Date (WAL):** 2017-12-18
- **C.13 - Final Legal Maturity Date:** 2017-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: SKANDINAVISKA ENSKILDA BANKEN AB (SEB)

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TZC8, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $49930816.50
- **C.18.a - Value (excl. sponsor support):** $49930816.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-12-12
- **C.12 - Maturity Date (WAL):** 2017-12-12
- **C.13 - Final Legal Maturity Date:** 2017-12-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: SKANDINAVISKA ENSKILDA BANKEN AB (SEB)

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.1500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TYF2, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $99952083.00
- **C.18.a - Value (excl. sponsor support):** $99952083.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: SKANDINAVISKA ENSKILDA BANKEN AB (SEB)

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TZK0, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $199674694.00
- **C.18.a - Value (excl. sponsor support):** $199674694.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-12-19
- **C.12 - Maturity Date (WAL):** 2017-12-19
- **C.13 - Final Legal Maturity Date:** 2017-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: STATOIL ASA

- **C.1 - Title:** Statoil ASA, 1.5114%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 85771PAU6, C.4 - ISIN: US85771PAU66, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $6506276.77
- **C.18.a - Value (excl. sponsor support):** $6506276.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.5100%
- **C.11 - Maturity Date (WAM):** 2017-11-09
- **C.12 - Maturity Date (WAL):** 2017-11-09
- **C.13 - Final Legal Maturity Date:** 2017-11-09
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: STATOIL ASA

- **C.1 - Title:** Statoil ASA, 1.7719%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 85771PAS1, C.4 - ISIN: US85771PAS11, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $29022164.11
- **C.18.a - Value (excl. sponsor support):** $29022164.11
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2018-11-08
- **C.13 - Final Legal Maturity Date:** 2018-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KYF5, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $99950417.00
- **C.18.a - Value (excl. sponsor support):** $99950417.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KY24, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $34997752.30
- **C.18.a - Value (excl. sponsor support):** $34997752.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-11-02
- **C.12 - Maturity Date (WAL):** 2017-11-02
- **C.13 - Final Legal Maturity Date:** 2017-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.2600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562KZC1, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $74889575.25
- **C.18.a - Value (excl. sponsor support):** $74889575.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2017-12-12
- **C.12 - Maturity Date (WAL):** 2017-12-12
- **C.13 - Final Legal Maturity Date:** 2017-12-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.3850%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JSE0, C.4 - ISIN: US86958JSE00, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $50005650.00
- **C.18.a - Value (excl. sponsor support):** $50005650.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2017-11-05
- **C.12 - Maturity Date (WAL):** 2018-05-02
- **C.13 - Final Legal Maturity Date:** 2018-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.3550%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JMW6, C.4 - ISIN: US86958JMW61, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $212034556.00
- **C.18.a - Value (excl. sponsor support):** $212034556.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank AB, 1.2300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JZT5, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99805408.00
- **C.18.a - Value (excl. sponsor support):** $99805408.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-12-27
- **C.12 - Maturity Date (WAL):** 2017-12-27
- **C.13 - Final Legal Maturity Date:** 2017-12-27
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.3817%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JVP1, C.4 - ISIN: US86958JVP10, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $149967450.00
- **C.18.a - Value (excl. sponsor support):** $149967450.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2017-11-30
- **C.12 - Maturity Date (WAL):** 2018-07-30
- **C.13 - Final Legal Maturity Date:** 2018-07-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.4150%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JSR1, C.4 - ISIN: US86958JSR13, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $150003600.00
- **C.18.a - Value (excl. sponsor support):** $150003600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2018-08-08
- **C.13 - Final Legal Maturity Date:** 2018-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: SWEDBANK

- **C.1 - Title:** Swedbank, 1.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RY18, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $199993716.00
- **C.18.a - Value (excl. sponsor support):** $199993716.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: SWEDBANK

- **C.1 - Title:** Swedbank, 1.1700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RYT7, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $149868825.00
- **C.18.a - Value (excl. sponsor support):** $149868825.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-11-27
- **C.12 - Maturity Date (WAL):** 2017-11-27
- **C.13 - Final Legal Maturity Date:** 2017-11-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: SWEDBANK

- **C.1 - Title:** Swedbank, 1.1400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RY67, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $199962066.00
- **C.18.a - Value (excl. sponsor support):** $199962066.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: TORONTO-DOMINION BANK

- **C.1 - Title:** Toronto Dominion Bank NY, 1.0500%
- **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: TOR117B01
- **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:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: TORONTO-DOMINION BANK

- **C.1 - Title:** Toronto Dominion Bank, 1.9025%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89114QB72, C.4 - ISIN: US89114QB726, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $11034842.06
- **C.18.a - Value (excl. sponsor support):** $11034842.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2018-01-23
- **C.12 - Maturity Date (WAL):** 2018-07-23
- **C.13 - Final Legal Maturity Date:** 2018-07-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.7567%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WML7, C.4 - ISIN: US89113WML71, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $150048000.00
- **C.18.a - Value (excl. sponsor support):** $150048000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.7600%
- **C.11 - Maturity Date (WAM):** 2017-11-19
- **C.12 - Maturity Date (WAL):** 2017-11-20
- **C.13 - Final Legal Maturity Date:** 2017-11-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.4567%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113XGY4, C.4 - ISIN: US89113XGY40, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $24997950.00
- **C.18.a - Value (excl. sponsor support):** $24997950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-01-08
- **C.12 - Maturity Date (WAL):** 2018-11-06
- **C.13 - Final Legal Maturity Date:** 2018-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.4950%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WJ56, C.4 - ISIN: US89113WJ562, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100052600.00
- **C.18.a - Value (excl. sponsor support):** $100052600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2018-05-07
- **C.13 - Final Legal Maturity Date:** 2018-05-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.6119%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WLL8, C.4 - ISIN: US89113WLL80, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100009900.00
- **C.18.a - Value (excl. sponsor support):** $100009900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2017-11-08
- **C.12 - Maturity Date (WAL):** 2017-11-08
- **C.13 - Final Legal Maturity Date:** 2017-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.5789%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WYR1, C.4 - ISIN: US89113WYR14, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100085800.00
- **C.18.a - Value (excl. sponsor support):** $100085800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2017-11-13
- **C.12 - Maturity Date (WAL):** 2018-03-13
- **C.13 - Final Legal Maturity Date:** 2018-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.4178%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113W6E1, C.4 - ISIN: US89113W6E16, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $54996920.00
- **C.18.a - Value (excl. sponsor support):** $54996920.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2017-11-14
- **C.12 - Maturity Date (WAL):** 2018-07-12
- **C.13 - Final Legal Maturity Date:** 2018-07-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.4089%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WX50, C.4 - ISIN: US89113WX506, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $80003040.00
- **C.18.a - Value (excl. sponsor support):** $80003040.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2017-11-23
- **C.12 - Maturity Date (WAL):** 2018-05-23
- **C.13 - Final Legal Maturity Date:** 2018-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.5722%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WYE0, C.4 - ISIN: US89113WYE01, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100084800.00
- **C.18.a - Value (excl. sponsor support):** $100084800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.2100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PZ47, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $149829433.50
- **C.18.a - Value (excl. sponsor support):** $149829433.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-12-04
- **C.12 - Maturity Date (WAL):** 2017-12-04
- **C.13 - Final Legal Maturity Date:** 2017-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PYG1, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $149921866.50
- **C.18.a - Value (excl. sponsor support):** $149921866.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-11-16
- **C.12 - Maturity Date (WAL):** 2017-11-16
- **C.13 - Final Legal Maturity Date:** 2017-11-16
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PY14, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $199993788.00
- **C.18.a - Value (excl. sponsor support):** $199993788.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-11-01
- **C.12 - Maturity Date (WAL):** 2017-11-01
- **C.13 - Final Legal Maturity Date:** 2017-11-01
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.4417%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AUD9, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $150045300.00
- **C.18.a - Value (excl. sponsor support):** $150045300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2017-11-28
- **C.12 - Maturity Date (WAL):** 2017-12-20
- **C.13 - Final Legal Maturity Date:** 2017-12-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.3942%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TDX0, C.4 - ISIN: US89236TDX00, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $300126900.00
- **C.18.a - Value (excl. sponsor support):** $300126900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 1.3900%
- **C.11 - Maturity Date (WAM):** 2017-11-16
- **C.12 - Maturity Date (WAL):** 2018-05-17
- **C.13 - Final Legal Maturity Date:** 2018-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.1500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GZ66, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $149827800.00
- **C.18.a - Value (excl. sponsor support):** $149827800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-12-06
- **C.12 - Maturity Date (WAL):** 2017-12-06
- **C.13 - Final Legal Maturity Date:** 2017-12-06
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.3579%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AVL0, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $200041200.00
- **C.18.a - Value (excl. sponsor support):** $200041200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2017-11-24
- **C.12 - Maturity Date (WAL):** 2018-02-07
- **C.13 - Final Legal Maturity Date:** 2018-02-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.2300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PZ87, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $149804775.00
- **C.18.a - Value (excl. sponsor support):** $149804775.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-12-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PYF2, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $79960000.00
- **C.18.a - Value (excl. sponsor support):** $79960000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-11-15
- **C.12 - Maturity Date (WAL):** 2017-11-15
- **C.13 - Final Legal Maturity Date:** 2017-11-15
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.2400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PZE4, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $249620195.00
- **C.18.a - Value (excl. sponsor support):** $249620195.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2017-12-14
- **C.12 - Maturity Date (WAL):** 2017-12-14
- **C.13 - Final Legal Maturity Date:** 2017-12-14
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.2200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PYV7, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $49950901.50
- **C.18.a - Value (excl. sponsor support):** $49950901.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-11-29
- **C.12 - Maturity Date (WAL):** 2017-11-29
- **C.13 - Final Legal Maturity Date:** 2017-11-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PY70, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $199953722.00
- **C.18.a - Value (excl. sponsor support):** $199953722.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-11-07
- **C.12 - Maturity Date (WAL):** 2017-11-07
- **C.13 - Final Legal Maturity Date:** 2017-11-07
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.2200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PYT2, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $52951664.00
- **C.18.a - Value (excl. sponsor support):** $52951664.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-11-27
- **C.12 - Maturity Date (WAL):** 2017-11-27
- **C.13 - Final Legal Maturity Date:** 2017-11-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.9500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796MG1, C.4 - ISIN: US912796MG10
- **C.18 - Value (incl. sponsor support):** $99884437.00
- **C.18.a - Value (excl. sponsor support):** $99884437.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.9500%
- **C.11 - Maturity Date (WAM):** 2017-12-14
- **C.12 - Maturity Date (WAL):** 2017-12-14
- **C.13 - Final Legal Maturity Date:** 2017-12-14
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.0700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796NN5, C.4 - ISIN: US912796NN51
- **C.18 - Value (incl. sponsor support):** $99765458.00
- **C.18.a - Value (excl. sponsor support):** $99765458.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2018-01-18
- **C.12 - Maturity Date (WAL):** 2018-01-18
- **C.13 - Final Legal Maturity Date:** 2018-01-18
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.2200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796NY1, C.4 - ISIN: US912796NY17
- **C.18 - Value (incl. sponsor support):** $149212083.00
- **C.18.a - Value (excl. sponsor support):** $149212083.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2018-04-05
- **C.12 - Maturity Date (WAL):** 2018-04-05
- **C.13 - Final Legal Maturity Date:** 2018-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.0200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796RK7, C.4 - ISIN: US912796RK76
- **C.18 - Value (incl. sponsor support):** $199643500.00
- **C.18.a - Value (excl. sponsor support):** $199643500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2018-01-02
- **C.12 - Maturity Date (WAL):** 2018-01-02
- **C.13 - Final Legal Maturity Date:** 2018-01-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.4603%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4XE6, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100015000.00
- **C.18.a - Value (excl. sponsor support):** $100015000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.4600%
- **C.11 - Maturity Date (WAM):** 2018-01-05
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.4250%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4XF3, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $24991625.00
- **C.18.a - Value (excl. sponsor support):** $24991625.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2017-11-06
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.6861%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214CL5, C.4 - ISIN: US961214CL57, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $11303090.44
- **C.18.a - Value (excl. sponsor support):** $11303090.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.6900%
- **C.11 - Maturity Date (WAM):** 2017-12-01
- **C.12 - Maturity Date (WAL):** 2017-12-01
- **C.13 - Final Legal Maturity Date:** 2017-12-01
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Securities NZ Ltd., 1.4472%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 96122JEE5, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $66524006.50
- **C.18.a - Value (excl. sponsor support):** $66524006.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2017-11-11
- **C.12 - Maturity Date (WAL):** 2018-05-11
- **C.13 - Final Legal Maturity Date:** 2018-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.6106%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4UG4, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $75001875.00
- **C.18.a - Value (excl. sponsor support):** $75001875.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.6100%
- **C.11 - Maturity Date (WAM):** 2017-11-02
- **C.12 - Maturity Date (WAL):** 2017-11-02
- **C.13 - Final Legal Maturity Date:** 2017-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 2.1180%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214CB7, C.4 - ISIN: US961214CB75, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $4425388.06
- **C.18.a - Value (excl. sponsor support):** $4425388.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 2.1100%
- **C.11 - Maturity Date (WAM):** 2018-01-30
- **C.12 - Maturity Date (WAL):** 2018-07-30
- **C.13 - Final Legal Maturity Date:** 2018-07-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.7472%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214CN1, C.4 - ISIN: US961214CN14, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $1502674.19
- **C.18.a - Value (excl. sponsor support):** $1502674.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2017-11-25
- **C.12 - Maturity Date (WAL):** 2018-05-25
- **C.13 - Final Legal Maturity Date:** 2018-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.6489%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VF5, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100101900.00
- **C.18.a - Value (excl. sponsor support):** $100101900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2017-11-16
- **C.12 - Maturity Date (WAL):** 2018-02-16
- **C.13 - Final Legal Maturity Date:** 2018-02-16
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.3850%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4WD9, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $79991520.00
- **C.18.a - Value (excl. sponsor support):** $79991520.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.3900%
- **C.11 - Maturity Date (WAM):** 2017-11-02
- **C.12 - Maturity Date (WAL):** 2018-07-02
- **C.13 - Final Legal Maturity Date:** 2018-07-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.4739%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VP3, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $75047475.00
- **C.18.a - Value (excl. sponsor support):** $75047475.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.4700%
- **C.11 - Maturity Date (WAM):** 2017-12-19
- **C.12 - Maturity Date (WAL):** 2018-03-19
- **C.13 - Final Legal Maturity Date:** 2018-03-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.5750%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VJ7, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100084400.00
- **C.18.a - Value (excl. sponsor support):** $100084400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.5550%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VK4, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $80062480.00
- **C.18.a - Value (excl. sponsor support):** $80062480.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2017-11-03
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: WESTPAC BANKING CORP. NY

- **C.1 - Title:** Westpac Banking Corp. NY, 1.7378%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96121T2F4, C.4 - ISIN: US96121T2F43, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100090400.00
- **C.18.a - Value (excl. sponsor support):** $100090400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2017-11-05
- **C.12 - Maturity Date (WAL):** 2018-01-05
- **C.13 - Final Legal Maturity Date:** 2018-01-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-03-23

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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