# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000183
**Filing Date:** 2023-3
**Character Count:** 261423
**Document Hash:** 293ecb07ac33ac2394fc3f16271af938
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000183.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001004726-23-000183

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20170228

**FILED AS OF DATE**: 20230323

**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:** 23757129

**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):** 2017-02-28

**EDGAR Series Identifier:** S000028293

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

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

**Is Fund Liquidating?:** —

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

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

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

- **Total Value of Portfolio Securities:** $26927894137.40

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

- **Cash:** $986877977.24

- **Total Other Assets:** $7116963.47

- **Total Liabilities:** $18896791.57

- **Net Assets of Series:** $27902992286.54

- **Number of Shares Outstanding (Series):** 2410969299.62

- **7-Day Gross Yield:** 0.8400%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $8059824803.03             |  | 35.2000%                   |
| Friday, Week 2 |  | $8820887910.50             |  | 36.2800%                   |
| Friday, Week 3 |  | $9573780047.04             |  | 36.4600%                   |
| Friday, Week 4 |  | $9741146974.15             |  | 34.7500%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $27902992286.54

- **B.4 - Shares Outstanding:** 2410969299.62

- **B.7.7 - 7-Day Net Yield:** 0.7800%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1487770903.47            | $1705307219.11          |
| Week 2   | $3254810974.27            | $1795844851.50          |
| Week 3   | $3483124573.75            | $1811459645.00          |
| Week 4   | $3296166341.75            | $1205117631.75          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $12382950492.40

- **Gross Redemptions for month:** $7051845111.22

## Part C: Schedule of Portfolio Securities

### Security 1: 3M CO.

- **C.1 - Title:** 3M Co., 0.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88580CQT6, C.3 - LEI: LUZQVYP4VS22CLWDAR65, CIK: 0000066740
- **C.18 - Value (incl. sponsor support):** $49975362.50
- **C.18.a - Value (excl. sponsor support):** $49975362.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2017-03-27
- **C.12 - Maturity Date (WAL):** 2017-03-27
- **C.13 - Final Legal Maturity Date:** 2017-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 0.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785DQD1, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $199951538.00
- **C.18.a - Value (excl. sponsor support):** $199951538.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2017-03-13
- **C.12 - Maturity Date (WAL):** 2017-03-13
- **C.13 - Final Legal Maturity Date:** 2017-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 0.7500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785DRR9, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $44947710.00
- **C.18.a - Value (excl. sponsor support):** $44947710.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **C.11 - Maturity Date (WAM):** 2017-04-25
- **C.12 - Maturity Date (WAL):** 2017-04-25
- **C.13 - Final Legal Maturity Date:** 2017-04-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 0.7900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785DSP2, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $50426874.97
- **C.18.a - Value (excl. sponsor support):** $50426874.97
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.7900%
- **C.11 - Maturity Date (WAM):** 2017-05-23
- **C.12 - Maturity Date (WAL):** 2017-05-23
- **C.13 - Final Legal Maturity Date:** 2017-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 1.0500%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 037833AM2, C.4 - ISIN: US037833AM25, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $3601612.80
- **C.18.a - Value (excl. sponsor support):** $3601612.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-05-05
- **C.12 - Maturity Date (WAL):** 2017-05-05
- **C.13 - Final Legal Maturity Date:** 2017-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 1.1037%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 037833AN0, C.4 - ISIN: US037833AN08, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $1700902.70
- **C.18.a - Value (excl. sponsor support):** $1700902.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-05-05
- **C.12 - Maturity Date (WAL):** 2017-05-05
- **C.13 - Final Legal Maturity Date:** 2017-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Archer-Daniels-Midland, 0.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948GQ63, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $71439033.66
- **C.18.a - Value (excl. sponsor support):** $71439033.66
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **C.12 - Maturity Date (WAL):** 2017-03-06
- **C.13 - Final Legal Maturity Date:** 2017-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Archer-Daniels-Midland, 0.6800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948GQG1, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $96870801.12
- **C.18.a - Value (excl. sponsor support):** $96870801.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **C.12 - Maturity Date (WAL):** 2017-03-16
- **C.13 - Final Legal Maturity Date:** 2017-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: ARCHER-DANIELS-MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 0.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948GQ14, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $17999667.54
- **C.18.a - Value (excl. sponsor support):** $17999667.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 0.8400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253ASF8, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $140002770.11
- **C.18.a - Value (excl. sponsor support):** $140002770.11
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.8400%
- **C.11 - Maturity Date (WAM):** 2017-05-15
- **C.12 - Maturity Date (WAL):** 2017-05-15
- **C.13 - Final Legal Maturity Date:** 2017-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 0.9300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AT26, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $99758472.00
- **C.18.a - Value (excl. sponsor support):** $99758472.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.9300%
- **C.11 - Maturity Date (WAM):** 2017-06-02
- **C.12 - Maturity Date (WAL):** 2017-06-02
- **C.13 - Final Legal Maturity Date:** 2017-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.1800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00182HEU2, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $150092250.00
- **C.18.a - Value (excl. sponsor support):** $150092250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-03-03
- **C.12 - Maturity Date (WAL):** 2017-05-03
- **C.13 - Final Legal Maturity Date:** 2017-05-03
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 0.7800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AS43, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $99859708.00
- **C.18.a - Value (excl. sponsor support):** $99859708.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2017-05-04
- **C.12 - Maturity Date (WAL):** 2017-05-04
- **C.13 - Final Legal Maturity Date:** 2017-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: AUSTRALIA & NEW ZEALAND INTERNATIONAL LTD.

- **C.1 - Title:** Australia & New Zealand International, Ltd., 1.4265%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00182HEQ1, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $30018450.00
- **C.18.a - Value (excl. sponsor support):** $30018450.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2017-03-13
- **C.12 - Maturity Date (WAL):** 2017-09-13
- **C.13 - Final Legal Maturity Date:** 2017-09-13
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GT52, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99710886.00
- **C.18.a - Value (excl. sponsor support):** $99710886.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-06-05
- **C.12 - Maturity Date (WAL):** 2017-06-05
- **C.13 - Final Legal Maturity Date:** 2017-06-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 0.7500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GQE6, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $149956483.50
- **C.18.a - Value (excl. sponsor support):** $149956483.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **C.11 - Maturity Date (WAM):** 2017-03-14
- **C.12 - Maturity Date (WAL):** 2017-03-14
- **C.13 - Final Legal Maturity Date:** 2017-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 0.7000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GQ14, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $199996122.00
- **C.18.a - Value (excl. sponsor support):** $199996122.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 0.7600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GQG1, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $199932622.00
- **C.18.a - Value (excl. sponsor support):** $199932622.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.7600%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **C.12 - Maturity Date (WAL):** 2017-03-16
- **C.13 - Final Legal Maturity Date:** 2017-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GT11, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $109698783.70
- **C.18.a - Value (excl. sponsor support):** $109698783.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2017-06-01
- **C.12 - Maturity Date (WAL):** 2017-06-01
- **C.13 - Final Legal Maturity Date:** 2017-06-01
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANK OF AMERICA CORP.

- **C.1 - Title:** Bank of America Corp., 0.5200%
- **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: BAC117301
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.5200%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.4382%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427EQ20, C.4 - ISIN: US06427EQ205, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $120134400.00
- **C.18.a - Value (excl. sponsor support):** $120134400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2017-05-09
- **C.12 - Maturity Date (WAL):** 2017-05-09
- **C.13 - Final Legal Maturity Date:** 2017-05-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.3106%
- **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):** $100113100.00
- **C.18.a - Value (excl. sponsor support):** $100113100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2017-03-13
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.3481%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427EW98, C.4 - ISIN: US06427EW989, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $40055160.00
- **C.18.a - Value (excl. sponsor support):** $40055160.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2017-03-07
- **C.12 - Maturity Date (WAL):** 2017-06-07
- **C.13 - Final Legal Maturity Date:** 2017-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.2017%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427KJH1, C.4 - ISIN: US06427KJH14, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $150250050.00
- **C.18.a - Value (excl. sponsor support):** $150250050.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-03-10
- **C.12 - Maturity Date (WAL):** 2017-07-10
- **C.13 - Final Legal Maturity Date:** 2017-07-10
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.4146%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427EM73, C.4 - ISIN: US06427EM733, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $25025250.00
- **C.18.a - Value (excl. sponsor support):** $25025250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2017-05-02
- **C.12 - Maturity Date (WAL):** 2017-05-02
- **C.13 - Final Legal Maturity Date:** 2017-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.4879%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427E6X4, C.4 - ISIN: US06427E6X49, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $100182200.00
- **C.18.a - Value (excl. sponsor support):** $100182200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2017-04-25
- **C.12 - Maturity Date (WAL):** 2017-07-25
- **C.13 - Final Legal Maturity Date:** 2017-07-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.3000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GFF0, C.4 - ISIN: US06417GFF00, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100005400.00
- **C.18.a - Value (excl. sponsor support):** $100005400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2017-03-03
- **C.12 - Maturity Date (WAL):** 2017-03-03
- **C.13 - Final Legal Maturity Date:** 2017-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.3608%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GKP2, C.4 - ISIN: US06417GKP27, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $90121590.00
- **C.18.a - Value (excl. sponsor support):** $90121590.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2017-03-09
- **C.12 - Maturity Date (WAL):** 2017-06-09
- **C.13 - Final Legal Maturity Date:** 2017-06-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.4271%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GPQ5, C.4 - ISIN: US06417GPQ54, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100190300.00
- **C.18.a - Value (excl. sponsor support):** $100190300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2017-03-28
- **C.12 - Maturity Date (WAL):** 2017-09-27
- **C.13 - Final Legal Maturity Date:** 2017-09-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.4179%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GHM3, C.4 - ISIN: US06417GHM33, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $125095750.00
- **C.18.a - Value (excl. sponsor support):** $125095750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2017-04-12
- **C.12 - Maturity Date (WAL):** 2017-04-12
- **C.13 - Final Legal Maturity Date:** 2017-04-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.4801%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GLK2, C.4 - ISIN: US06417GLK21, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100158600.00
- **C.18.a - Value (excl. sponsor support):** $100158600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2017-04-20
- **C.12 - Maturity Date (WAL):** 2017-07-20
- **C.13 - Final Legal Maturity Date:** 2017-07-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.4537%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LBS5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $25029525.00
- **C.18.a - Value (excl. sponsor support):** $25029525.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2017-05-12
- **C.12 - Maturity Date (WAL):** 2017-05-12
- **C.13 - Final Legal Maturity Date:** 2017-05-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 0.6700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417JQF2, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $74979219.00
- **C.18.a - Value (excl. sponsor support):** $74979219.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2017-03-15
- **C.12 - Maturity Date (WAL):** 2017-03-15
- **C.13 - Final Legal Maturity Date:** 2017-03-15
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.4351%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GQH4, C.4 - ISIN: US06417GQH47, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $50100600.00
- **C.18.a - Value (excl. sponsor support):** $50100600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2017-04-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2017-10-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.2831%
- **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):** $100171700.00
- **C.18.a - Value (excl. sponsor support):** $100171700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2017-03-08
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de l'Etat, 0.6400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0Q30, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $18499019.50
- **C.18.a - Value (excl. sponsor support):** $18499019.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-03-03
- **C.12 - Maturity Date (WAL):** 2017-03-03
- **C.13 - Final Legal Maturity Date:** 2017-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de l'Etat, 0.6500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0QP1, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $19991643.40
- **C.18.a - Value (excl. sponsor support):** $19991643.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-23
- **C.12 - Maturity Date (WAL):** 2017-03-23
- **C.13 - Final Legal Maturity Date:** 2017-03-23
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de l'Etat, 0.6700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0R39, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $28681920.72
- **C.18.a - Value (excl. sponsor support):** $28681920.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2017-04-03
- **C.12 - Maturity Date (WAL):** 2017-04-03
- **C.13 - Final Legal Maturity Date:** 2017-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de l'Etat, 1.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0V42, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $99522894.00
- **C.18.a - Value (excl. sponsor support):** $99522894.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays Capital, Inc., 0.5200%
- **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: BCG117301
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.8700%
- **C.17 - Yield as of Reporting Date:** 0.5200%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: BERKSHIRE HATHAWAY FINANCE

- **C.1 - Title:** Berkshire Hathaway Finance, 1.1612%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 084664CB5, C.4 - ISIN: US084664CB55, C.3 - LEI: 5493000C01ZX7D35SD85, CIK: 0001456061
- **C.18 - Value (incl. sponsor support):** $10023957.90
- **C.18.a - Value (excl. sponsor support):** $10023957.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-05-14
- **C.12 - Maturity Date (WAL):** 2017-08-14
- **C.13 - Final Legal Maturity Date:** 2017-08-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BERKSHIRE HATHAWAY FINANCE

- **C.1 - Title:** Berkshire Hathaway Finance, 1.3179%
- **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):** $33387219.19
- **C.18.a - Value (excl. sponsor support):** $33387219.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2017-04-12
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BNZ INTERNATIONAL FUNDING

- **C.1 - Title:** BNZ International Funding, 0.7100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0556X0RS5, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $36034731.28
- **C.18.a - Value (excl. sponsor support):** $36034731.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2017-04-26
- **C.12 - Maturity Date (WAL):** 2017-04-26
- **C.13 - Final Legal Maturity Date:** 2017-04-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 0.8800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AS88, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $99831333.00
- **C.18.a - Value (excl. sponsor support):** $99831333.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.8800%
- **C.11 - Maturity Date (WAM):** 2017-05-08
- **C.12 - Maturity Date (WAL):** 2017-05-08
- **C.13 - Final Legal Maturity Date:** 2017-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 0.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AQE7, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $29993139.90
- **C.18.a - Value (excl. sponsor support):** $29993139.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2017-03-14
- **C.12 - Maturity Date (WAL):** 2017-03-14
- **C.13 - Final Legal Maturity Date:** 2017-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 0.6300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AQN7, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $199922878.00
- **C.18.a - Value (excl. sponsor support):** $199922878.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.6300%
- **C.11 - Maturity Date (WAM):** 2017-03-22
- **C.12 - Maturity Date (WAL):** 2017-03-22
- **C.13 - Final Legal Maturity Date:** 2017-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imp BK Comm NY, 1.4234%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606AJA7, C.4 - ISIN: US13606AJA79, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $9161044.05
- **C.18.a - Value (excl. sponsor support):** $9161044.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2017-05-23
- **C.12 - Maturity Date (WAL):** 2017-05-23
- **C.13 - Final Legal Maturity Date:** 2017-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: CHEVRONTEXACO CORP.

- **C.1 - Title:** Chevron Corp., 0.5600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677JQP4, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $153345509.25
- **C.18.a - Value (excl. sponsor support):** $153345509.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 0.5600%
- **C.11 - Maturity Date (WAM):** 2017-03-23
- **C.12 - Maturity Date (WAL):** 2017-03-23
- **C.13 - Final Legal Maturity Date:** 2017-03-23
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: CHEVRONTEXACO CORP.

- **C.1 - Title:** Chevron Corp., 0.5500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677JQL3, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $99969556.00
- **C.18.a - Value (excl. sponsor support):** $99969556.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.5500%
- **C.11 - Maturity Date (WAM):** 2017-03-20
- **C.12 - Maturity Date (WAL):** 2017-03-20
- **C.13 - Final Legal Maturity Date:** 2017-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: CHEVRONTEXACO CORP.

- **C.1 - Title:** Chevron Corp., 1.3982%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 166764AX8, C.4 - ISIN: US166764AX89, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $13255799.76
- **C.18.a - Value (excl. sponsor support):** $13255799.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2017-05-09
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.1872%
- **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):** $120004800.00
- **C.18.a - Value (excl. sponsor support):** $120004800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-03-22
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.2328%
- **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):** $100050700.00
- **C.18.a - Value (excl. sponsor support):** $100050700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-03-09
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.3056%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AQP4, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100003700.00
- **C.18.a - Value (excl. sponsor support):** $100003700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2017-03-02
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 0.5400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272DQD5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $49990340.50
- **C.18.a - Value (excl. sponsor support):** $49990340.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2017-03-13
- **C.12 - Maturity Date (WAL):** 2017-03-13
- **C.13 - Final Legal Maturity Date:** 2017-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.1767%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AVD5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $50026550.00
- **C.18.a - Value (excl. sponsor support):** $50026550.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.4232%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272ATV8, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100212800.00
- **C.18.a - Value (excl. sponsor support):** $100212800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2017-04-17
- **C.12 - Maturity Date (WAL):** 2017-10-12
- **C.13 - Final Legal Maturity Date:** 2017-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.3122%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272ATW6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100094300.00
- **C.18.a - Value (excl. sponsor support):** $100094300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2017-03-17
- **C.12 - Maturity Date (WAL):** 2017-05-17
- **C.13 - Final Legal Maturity Date:** 2017-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.2922%
- **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):** $150153000.00
- **C.18.a - Value (excl. sponsor support):** $150153000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2017-03-19
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: CPPIB CAPITAL INC.

- **C.1 - Title:** CPPIB Capital, Inc., 0.7700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CS88, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $118626037.60
- **C.18.a - Value (excl. sponsor support):** $118626037.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.7700%
- **C.11 - Maturity Date (WAM):** 2017-05-08
- **C.12 - Maturity Date (WAL):** 2017-05-08
- **C.13 - Final Legal Maturity Date:** 2017-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 60: CPPIB CAPITAL INC.

- **C.1 - Title:** CPPIB Capital, Inc., 0.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CR55, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $99933000.00
- **C.18.a - Value (excl. sponsor support):** $99933000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2017-04-05
- **C.12 - Maturity Date (WAL):** 2017-04-05
- **C.13 - Final Legal Maturity Date:** 2017-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 61: CPPIB CAPITAL INC.

- **C.1 - Title:** CPPIB Capital, Inc., 0.8600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CSQ8, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $199593888.00
- **C.18.a - Value (excl. sponsor support):** $199593888.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.8600%
- **C.11 - Maturity Date (WAM):** 2017-05-24
- **C.12 - Maturity Date (WAL):** 2017-05-24
- **C.13 - Final Legal Maturity Date:** 2017-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 62: CPPIB CAPITAL INC.

- **C.1 - Title:** CPPIB Capital, Inc., 0.7800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CSB1, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $49921800.00
- **C.18.a - Value (excl. sponsor support):** $49921800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2017-05-11
- **C.12 - Maturity Date (WAL):** 2017-05-11
- **C.13 - Final Legal Maturity Date:** 2017-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 63: CPPIB CAPITAL INC.

- **C.1 - Title:** CPPIB Capital, Inc., 0.8600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CSP0, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $99800733.00
- **C.18.a - Value (excl. sponsor support):** $99800733.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.8600%
- **C.11 - Maturity Date (WAM):** 2017-05-23
- **C.12 - Maturity Date (WAL):** 2017-05-23
- **C.13 - Final Legal Maturity Date:** 2017-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 64: CPPIB CAPITAL INC.

- **C.1 - Title:** CPPIB Capital, Inc., 0.8200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CSH8, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $74867075.25
- **C.18.a - Value (excl. sponsor support):** $74867075.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2017-05-17
- **C.12 - Maturity Date (WAL):** 2017-05-17
- **C.13 - Final Legal Maturity Date:** 2017-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 65: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 0.7100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DRA5, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $86530171.82
- **C.18.a - Value (excl. sponsor support):** $86530171.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2017-04-10
- **C.12 - Maturity Date (WAL):** 2017-04-10
- **C.13 - Final Legal Maturity Date:** 2017-04-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 0.6800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DQH1, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $68379067.90
- **C.18.a - Value (excl. sponsor support):** $68379067.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2017-03-17
- **C.12 - Maturity Date (WAL):** 2017-03-17
- **C.13 - Final Legal Maturity Date:** 2017-03-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** European Investment Bank, 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29878RSF6, C.3 - LEI: 5493006YXS1U5GIHE750, CIK: 0000033745
- **C.18 - Value (incl. sponsor support):** $98366500.00
- **C.18.a - Value (excl. sponsor support):** $98366500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-05-15
- **C.12 - Maturity Date (WAL):** 2017-05-15
- **C.13 - Final Legal Maturity Date:** 2017-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: EXPORT DEVELOPMENT CORP.

- **C.1 - Title:** Export Development Canada, 0.9700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30215GVF6, C.3 - LEI: Z6MHCSLXHKYG4B6PHW02, CIK: 0000276328
- **C.18 - Value (incl. sponsor support):** $49775533.50
- **C.18.a - Value (excl. sponsor support):** $49775533.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2017-08-15
- **C.12 - Maturity Date (WAL):** 2017-08-15
- **C.13 - Final Legal Maturity Date:** 2017-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** Canada

- **Amount Provided:** 1.0000

### Security 69: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 0.7200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229ASN0, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $49916769.50
- **C.18.a - Value (excl. sponsor support):** $49916769.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.7200%
- **C.11 - Maturity Date (WAM):** 2017-05-22
- **C.12 - Maturity Date (WAL):** 2017-05-22
- **C.13 - Final Legal Maturity Date:** 2017-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 0.5000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AQ28, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $49998608.50
- **C.18.a - Value (excl. sponsor support):** $49998608.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2017-03-02
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 0.5800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229ARA9, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $74950287.75
- **C.18.a - Value (excl. sponsor support):** $74950287.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2017-04-10
- **C.12 - Maturity Date (WAL):** 2017-04-10
- **C.13 - Final Legal Maturity Date:** 2017-04-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 0.5500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AQN2, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $49983072.00
- **C.18.a - Value (excl. sponsor support):** $49983072.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.5500%
- **C.11 - Maturity Date (WAM):** 2017-03-22
- **C.12 - Maturity Date (WAL):** 2017-03-22
- **C.13 - Final Legal Maturity Date:** 2017-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.4700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385EQ5, C.4 - ISIN: US313385EQ57, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49966000.00
- **C.18.a - Value (excl. sponsor support):** $49966000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-21
- **C.12 - Maturity Date (WAL):** 2017-04-21
- **C.13 - Final Legal Maturity Date:** 2017-04-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.4700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385EV4, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99925300.00
- **C.18.a - Value (excl. sponsor support):** $99925300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-26
- **C.12 - Maturity Date (WAL):** 2017-04-26
- **C.13 - Final Legal Maturity Date:** 2017-04-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.4700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385EX0, C.4 - ISIN: US313385EX09, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49961350.00
- **C.18.a - Value (excl. sponsor support):** $49961350.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-28
- **C.12 - Maturity Date (WAL):** 2017-04-28
- **C.13 - Final Legal Maturity Date:** 2017-04-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.4700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385EN2, C.4 - ISIN: US313385EN27, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99934700.00
- **C.18.a - Value (excl. sponsor support):** $99934700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-19
- **C.12 - Maturity Date (WAL):** 2017-04-19
- **C.13 - Final Legal Maturity Date:** 2017-04-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.4700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385EA0, C.4 - ISIN: US313385EA06, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149926050.00
- **C.18.a - Value (excl. sponsor support):** $149926050.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-07
- **C.12 - Maturity Date (WAL):** 2017-04-07
- **C.13 - Final Legal Maturity Date:** 2017-04-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.4700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385EF9, C.4 - ISIN: US313385EF92, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $2998320.00
- **C.18.a - Value (excl. sponsor support):** $2998320.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-12
- **C.12 - Maturity Date (WAL):** 2017-04-12
- **C.13 - Final Legal Maturity Date:** 2017-04-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.4700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385EL6, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99937300.00
- **C.18.a - Value (excl. sponsor support):** $99937300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-17
- **C.12 - Maturity Date (WAL):** 2017-04-17
- **C.13 - Final Legal Maturity Date:** 2017-04-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.5300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385FU5, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99881500.00
- **C.18.a - Value (excl. sponsor support):** $99881500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-05-19
- **C.12 - Maturity Date (WAL):** 2017-05-19
- **C.13 - Final Legal Maturity Date:** 2017-05-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.5300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385FZ4, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74905500.00
- **C.18.a - Value (excl. sponsor support):** $74905500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-05-24
- **C.12 - Maturity Date (WAL):** 2017-05-24
- **C.13 - Final Legal Maturity Date:** 2017-05-24
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.5300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385GB6, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49935500.00
- **C.18.a - Value (excl. sponsor support):** $49935500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-05-26
- **C.12 - Maturity Date (WAL):** 2017-05-26
- **C.13 - Final Legal Maturity Date:** 2017-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.5300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385FM3, C.4 - ISIN: US313385FM35, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49946000.00
- **C.18.a - Value (excl. sponsor support):** $49946000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-05-12
- **C.12 - Maturity Date (WAL):** 2017-05-12
- **C.13 - Final Legal Maturity Date:** 2017-05-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.5300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385FB7, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49953500.00
- **C.18.a - Value (excl. sponsor support):** $49953500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-05-02
- **C.12 - Maturity Date (WAL):** 2017-05-02
- **C.13 - Final Legal Maturity Date:** 2017-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.5300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385FC5, C.4 - ISIN: US313385FC52, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49952750.00
- **C.18.a - Value (excl. sponsor support):** $49952750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-05-03
- **C.12 - Maturity Date (WAL):** 2017-05-03
- **C.13 - Final Legal Maturity Date:** 2017-05-03
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.5300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385FE1, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49951250.00
- **C.18.a - Value (excl. sponsor support):** $49951250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-05-05
- **C.12 - Maturity Date (WAL):** 2017-05-05
- **C.13 - Final Legal Maturity Date:** 2017-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.4700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385DY9, C.4 - ISIN: US313385DY90, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99953300.00
- **C.18.a - Value (excl. sponsor support):** $99953300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-05
- **C.12 - Maturity Date (WAL):** 2017-04-05
- **C.13 - Final Legal Maturity Date:** 2017-04-05
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3400%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385CT1, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74994975.00
- **C.18.a - Value (excl. sponsor support):** $74994975.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2017-03-07
- **C.12 - Maturity Date (WAL):** 2017-03-07
- **C.13 - Final Legal Maturity Date:** 2017-03-07
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385CU8, C.4 - ISIN: US313385CU87, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99992200.00
- **C.18.a - Value (excl. sponsor support):** $99992200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.3500%
- **C.11 - Maturity Date (WAM):** 2017-03-08
- **C.12 - Maturity Date (WAL):** 2017-03-08
- **C.13 - Final Legal Maturity Date:** 2017-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385CW4, C.4 - ISIN: US313385CW44, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74992500.00
- **C.18.a - Value (excl. sponsor support):** $74992500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2017-03-10
- **C.12 - Maturity Date (WAL):** 2017-03-10
- **C.13 - Final Legal Maturity Date:** 2017-03-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385DB9, C.4 - ISIN: US313385DB97, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99984400.00
- **C.18.a - Value (excl. sponsor support):** $99984400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2017-03-15
- **C.12 - Maturity Date (WAL):** 2017-03-15
- **C.13 - Final Legal Maturity Date:** 2017-03-15
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.5277%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385CM6, 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:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.2600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385CP9, C.4 - ISIN: US313385CP92, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99997800.00
- **C.18.a - Value (excl. sponsor support):** $99997800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.2600%
- **C.11 - Maturity Date (WAM):** 2017-03-03
- **C.12 - Maturity Date (WAL):** 2017-03-03
- **C.13 - Final Legal Maturity Date:** 2017-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385DA1, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74989200.00
- **C.18.a - Value (excl. sponsor support):** $74989200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.3700%
- **C.11 - Maturity Date (WAM):** 2017-03-14
- **C.12 - Maturity Date (WAL):** 2017-03-14
- **C.13 - Final Legal Maturity Date:** 2017-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385DL7, C.4 - ISIN: US313385DL79, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74980800.00
- **C.18.a - Value (excl. sponsor support):** $74980800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2017-03-24
- **C.12 - Maturity Date (WAL):** 2017-03-24
- **C.13 - Final Legal Maturity Date:** 2017-03-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385DR4, C.4 - ISIN: US313385DR40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $124861156.10
- **C.18.a - Value (excl. sponsor support):** $124861156.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2017-03-29
- **C.12 - Maturity Date (WAL):** 2017-03-29
- **C.13 - Final Legal Maturity Date:** 2017-03-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385DJ2, C.4 - ISIN: US313385DJ24, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99976700.00
- **C.18.a - Value (excl. sponsor support):** $99976700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2017-03-22
- **C.12 - Maturity Date (WAL):** 2017-03-22
- **C.13 - Final Legal Maturity Date:** 2017-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385DP8, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199942200.00
- **C.18.a - Value (excl. sponsor support):** $199942200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2017-03-27
- **C.12 - Maturity Date (WAL):** 2017-03-27
- **C.13 - Final Legal Maturity Date:** 2017-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 0.3800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385DD5, C.4 - ISIN: US313385DD53, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $13997508.00
- **C.18.a - Value (excl. sponsor support):** $13997508.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2017-03-17
- **C.12 - Maturity Date (WAL):** 2017-03-17
- **C.13 - Final Legal Maturity Date:** 2017-03-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 0.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JRC0, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $99919733.00
- **C.18.a - Value (excl. sponsor support):** $99919733.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2017-04-12
- **C.12 - Maturity Date (WAL):** 2017-04-12
- **C.13 - Final Legal Maturity Date:** 2017-04-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JR55, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $74951700.00
- **C.18.a - Value (excl. sponsor support):** $74951700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-04-05
- **C.12 - Maturity Date (WAL):** 2017-04-05
- **C.13 - Final Legal Maturity Date:** 2017-04-05
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JR48, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $74953333.50
- **C.18.a - Value (excl. sponsor support):** $74953333.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-04-04
- **C.12 - Maturity Date (WAL):** 2017-04-04
- **C.13 - Final Legal Maturity Date:** 2017-04-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 0.6800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JRD8, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $134888460.30
- **C.18.a - Value (excl. sponsor support):** $134888460.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2017-04-13
- **C.12 - Maturity Date (WAL):** 2017-04-13
- **C.13 - Final Legal Maturity Date:** 2017-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: GENERAL ELECTRIC CO. (U.S.)

- **C.1 - Title:** General Electric Co., 0.5800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36960LQG3, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $99974089.00
- **C.18.a - Value (excl. sponsor support):** $99974089.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **C.12 - Maturity Date (WAL):** 2017-03-16
- **C.13 - Final Legal Maturity Date:** 2017-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: GENERAL ELECTRIC CO. (U.S.)

- **C.1 - Title:** General Electric Co., 0.6200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36960LQV0, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $199900594.00
- **C.18.a - Value (excl. sponsor support):** $199900594.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.6200%
- **C.11 - Maturity Date (WAM):** 2017-03-29
- **C.12 - Maturity Date (WAL):** 2017-03-29
- **C.13 - Final Legal Maturity Date:** 2017-03-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: GOLDMAN SACHS GROUP  INC.

- **C.1 - Title:** Goldman Sachs & Co., 0.5300%
- **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: GOL117301
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: GOVERNMENT OF CANADA

- **C.1 - Title:** Government of Canada, 0.3900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13508TQQ2, CIK: 0000230098
- **C.18 - Value (incl. sponsor support):** $99973867.00
- **C.18.a - Value (excl. sponsor support):** $99973867.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2017-03-24
- **C.12 - Maturity Date (WAL):** 2017-03-24
- **C.13 - Final Legal Maturity Date:** 2017-03-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: HSBC USA INC

- **C.1 - Title:** HSBC Securities (USA), Inc., 0.5000%
- **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: HSB217301
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 0.7700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881LS89, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $31953141.44
- **C.18.a - Value (excl. sponsor support):** $31953141.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.7700%
- **C.11 - Maturity Date (WAM):** 2017-05-08
- **C.12 - Maturity Date (WAL):** 2017-05-08
- **C.13 - Final Legal Maturity Date:** 2017-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** Province of Quebec Canada

- **Amount Provided:** 1.0000

### Security 110: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 0.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881LQT5, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $39430561.01
- **C.18.a - Value (excl. sponsor support):** $39430561.01
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2017-03-27
- **C.12 - Maturity Date (WAL):** 2017-03-27
- **C.13 - Final Legal Maturity Date:** 2017-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** Province of Quebec Canada

- **Amount Provided:** 1.0000

### Security 111: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 0.7400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881LS48, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $99866389.00
- **C.18.a - Value (excl. sponsor support):** $99866389.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.7400%
- **C.11 - Maturity Date (WAM):** 2017-05-04
- **C.12 - Maturity Date (WAL):** 2017-05-04
- **C.13 - Final Legal Maturity Date:** 2017-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** Province of Quebec Canada

- **Amount Provided:** 1.0000

### Security 112: INTER-AMERICAN DEVELOPMENT BANK

- **C.1 - Title:** Inter-American Development Bank, 0.3600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 45818LCV0, C.3 - LEI: VKU1UKDS9E7LYLMACP54, CIK: 0000311670
- **C.18 - Value (incl. sponsor support):** $24997775.00
- **C.18.a - Value (excl. sponsor support):** $24997775.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.3600%
- **C.11 - Maturity Date (WAM):** 2017-03-09
- **C.12 - Maturity Date (WAL):** 2017-03-09
- **C.13 - Final Legal Maturity Date:** 2017-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: INTERNATIONAL BANK FOR RECONSTRUCTION

- **C.1 - Title:** International Bank For Reconstruction, 0.3900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 459053DP6, C.3 - LEI: ZTMSNXROF84AHWJNKQ93, CIK: 0000051120
- **C.18 - Value (incl. sponsor support):** $99971100.00
- **C.18.a - Value (excl. sponsor support):** $99971100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.3900%
- **C.11 - Maturity Date (WAM):** 2017-03-27
- **C.12 - Maturity Date (WAL):** 2017-03-27
- **C.13 - Final Legal Maturity Date:** 2017-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: INTERNATIONAL BANK FOR RECONSTRUCTION

- **C.1 - Title:** International Bank For Reconstruction, 0.4700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 459053EG5, C.3 - LEI: ZTMSNXROF84AHWJNKQ93, CIK: 0000051120
- **C.18 - Value (incl. sponsor support):** $99942700.00
- **C.18.a - Value (excl. sponsor support):** $99942700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-13
- **C.12 - Maturity Date (WAL):** 2017-04-13
- **C.13 - Final Legal Maturity Date:** 2017-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: INTERNATIONAL BANK FOR RECONSTRUCTION

- **C.1 - Title:** International Bank For Reconstruction, 0.3400%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 459053CS1, C.3 - LEI: ZTMSNXROF84AHWJNKQ93, CIK: 0000051120
- **C.18 - Value (incl. sponsor support):** $49997200.00
- **C.18.a - Value (excl. sponsor support):** $49997200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.3400%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **C.12 - Maturity Date (WAL):** 2017-03-06
- **C.13 - Final Legal Maturity Date:** 2017-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: INTERNATIONAL BANK FOR RECONSTRUCTION

- **C.1 - Title:** International Bank For Reconstruction, 0.3800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 459053DC5, C.3 - LEI: ZTMSNXROF84AHWJNKQ93, CIK: 0000051120
- **C.18 - Value (incl. sponsor support):** $99983300.00
- **C.18.a - Value (excl. sponsor support):** $99983300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **C.12 - Maturity Date (WAL):** 2017-03-16
- **C.13 - Final Legal Maturity Date:** 2017-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: INTERNATIONAL BANK FOR RECONSTRUCTION

- **C.1 - Title:** International Bank For Reconstruction, 0.3800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 459053DJ0, C.3 - LEI: ZTMSNXROF84AHWJNKQ93, CIK: 0000051120
- **C.18 - Value (incl. sponsor support):** $49988350.00
- **C.18.a - Value (excl. sponsor support):** $49988350.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2017-03-22
- **C.12 - Maturity Date (WAL):** 2017-03-22
- **C.13 - Final Legal Maturity Date:** 2017-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: JOHN DEERE CAPITAL CORP.

- **C.1 - Title:** John Deere Capital Corp., 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24422LQP1, C.3 - LEI: E0KSF7PFQ210NWI8Z391, CIK: 0000315189
- **C.18 - Value (incl. sponsor support):** $78317362.52
- **C.18.a - Value (excl. sponsor support):** $78317362.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-23
- **C.12 - Maturity Date (WAL):** 2017-03-23
- **C.13 - Final Legal Maturity Date:** 2017-03-23
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: JOHN DEERE CAPITAL CORP.

- **C.1 - Title:** John Deere Capital Corp., 0.6200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24422LQ22, C.3 - LEI: E0KSF7PFQ210NWI8Z391, CIK: 0000315189
- **C.18 - Value (incl. sponsor support):** $49998266.50
- **C.18.a - Value (excl. sponsor support):** $49998266.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6200%
- **C.11 - Maturity Date (WAM):** 2017-03-02
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: JOHNSON & JOHNSON

- **C.1 - Title:** Johnson & Johnson, 0.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 47816FQ20, C.3 - LEI: 549300G0CFPGEF6X2043, CIK: 0000200406
- **C.18 - Value (incl. sponsor support):** $99996700.00
- **C.18.a - Value (excl. sponsor support):** $99996700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2017-03-02
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: JOHNSON & JOHNSON

- **C.1 - Title:** Johnson & Johnson, 0.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 47816FQ12, C.3 - LEI: 549300G0CFPGEF6X2043, CIK: 0000200406
- **C.18 - Value (incl. sponsor support):** $99998353.00
- **C.18.a - Value (excl. sponsor support):** $99998353.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: JOHNSON & JOHNSON

- **C.1 - Title:** Johnson & Johnson, 0.6000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 47816FQ79, C.3 - LEI: 549300G0CFPGEF6X2043, CIK: 0000200406
- **C.18 - Value (incl. sponsor support):** $49994166.50
- **C.18.a - Value (excl. sponsor support):** $49994166.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2017-03-07
- **C.12 - Maturity Date (WAL):** 2017-03-07
- **C.13 - Final Legal Maturity Date:** 2017-03-07
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: JOHNSON & JOHNSON

- **C.1 - Title:** Johnson & Johnson, 0.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 47816FQ38, C.3 - LEI: 549300G0CFPGEF6X2043, CIK: 0000200406
- **C.18 - Value (incl. sponsor support):** $209989588.20
- **C.18.a - Value (excl. sponsor support):** $209989588.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2017-03-03
- **C.12 - Maturity Date (WAL):** 2017-03-03
- **C.13 - Final Legal Maturity Date:** 2017-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: JPMORGAN CHASE & CO.

- **C.1 - Title:** JPMorgan Securities, 0.5300%
- **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: JPM217301
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.7600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TRQ4, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $39953800.00
- **C.18.a - Value (excl. sponsor support):** $39953800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.7600%
- **C.11 - Maturity Date (WAM):** 2017-04-24
- **C.12 - Maturity Date (WAL):** 2017-04-24
- **C.13 - Final Legal Maturity Date:** 2017-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 126: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TQE2, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $74986729.50
- **C.18.a - Value (excl. sponsor support):** $74986729.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.4600%
- **C.11 - Maturity Date (WAM):** 2017-03-14
- **C.12 - Maturity Date (WAL):** 2017-03-14
- **C.13 - Final Legal Maturity Date:** 2017-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 127: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 0.7600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TRR2, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $195269179.02
- **C.18.a - Value (excl. sponsor support):** $195269179.02
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 0.7600%
- **C.11 - Maturity Date (WAM):** 2017-04-25
- **C.12 - Maturity Date (WAL):** 2017-04-25
- **C.13 - Final Legal Maturity Date:** 2017-04-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 128: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AQM7, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $124952458.75
- **C.18.a - Value (excl. sponsor support):** $124952458.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-21
- **C.12 - Maturity Date (WAL):** 2017-03-21
- **C.13 - Final Legal Maturity Date:** 2017-03-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AQV7, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $60967617.54
- **C.18.a - Value (excl. sponsor support):** $60967617.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2017-03-29
- **C.12 - Maturity Date (WAL):** 2017-03-29
- **C.13 - Final Legal Maturity Date:** 2017-03-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AQ21, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $124995583.75
- **C.18.a - Value (excl. sponsor support):** $124995583.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-03-02
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AQA3, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49991069.50
- **C.18.a - Value (excl. sponsor support):** $49991069.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-03-10
- **C.12 - Maturity Date (WAL):** 2017-03-10
- **C.13 - Final Legal Maturity Date:** 2017-03-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AQ62, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49994675.00
- **C.18.a - Value (excl. sponsor support):** $49994675.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **C.12 - Maturity Date (WAL):** 2017-03-06
- **C.13 - Final Legal Maturity Date:** 2017-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AQ88, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49992878.00
- **C.18.a - Value (excl. sponsor support):** $49992878.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-03-08
- **C.12 - Maturity Date (WAL):** 2017-03-08
- **C.13 - Final Legal Maturity Date:** 2017-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AQ96, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49991975.00
- **C.18.a - Value (excl. sponsor support):** $49991975.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-03-09
- **C.12 - Maturity Date (WAL):** 2017-03-09
- **C.13 - Final Legal Maturity Date:** 2017-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AQE5, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $24993719.50
- **C.18.a - Value (excl. sponsor support):** $24993719.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-14
- **C.12 - Maturity Date (WAL):** 2017-03-14
- **C.13 - Final Legal Maturity Date:** 2017-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AQL9, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $24990958.25
- **C.18.a - Value (excl. sponsor support):** $24990958.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-20
- **C.12 - Maturity Date (WAL):** 2017-03-20
- **C.13 - Final Legal Maturity Date:** 2017-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 0.7200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GRA7, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $99918342.00
- **C.18.a - Value (excl. sponsor support):** $99918342.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.7200%
- **C.11 - Maturity Date (WAM):** 2017-04-10
- **C.12 - Maturity Date (WAL):** 2017-04-10
- **C.13 - Final Legal Maturity Date:** 2017-04-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 0.7000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GQ75, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $74989864.50
- **C.18.a - Value (excl. sponsor support):** $74989864.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2017-03-07
- **C.12 - Maturity Date (WAL):** 2017-03-07
- **C.13 - Final Legal Maturity Date:** 2017-03-07
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 0.7100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GR58, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $93333312.40
- **C.18.a - Value (excl. sponsor support):** $93333312.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2017-04-05
- **C.12 - Maturity Date (WAL):** 2017-04-05
- **C.13 - Final Legal Maturity Date:** 2017-04-05
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 0.8900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GSQ1, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $199580666.00
- **C.18.a - Value (excl. sponsor support):** $199580666.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.8900%
- **C.11 - Maturity Date (WAM):** 2017-05-24
- **C.12 - Maturity Date (WAL):** 2017-05-24
- **C.13 - Final Legal Maturity Date:** 2017-05-24
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: L'OREAL

- **C.1 - Title:** L'Oreal USA, Inc., 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50211TQ82, C.3 - LEI: 529900MBZ0PRAP172T60, CIK: 0001219156
- **C.18 - Value (incl. sponsor support):** $99985756.00
- **C.18.a - Value (excl. sponsor support):** $99985756.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-03-08
- **C.12 - Maturity Date (WAL):** 2017-03-08
- **C.13 - Final Legal Maturity Date:** 2017-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: MASSACHUSETTS MUTUAL LIFE INSURANCE CO.

- **C.1 - Title:** Massachusetts Mutual Life, 0.6500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57576JQN5, C.3 - LEI: R6ZXK5P01NP6HXSY1S07, CIK: 0000225602
- **C.18 - Value (incl. sponsor support):** $24990023.50
- **C.18.a - Value (excl. sponsor support):** $24990023.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-22
- **C.12 - Maturity Date (WAL):** 2017-03-22
- **C.13 - Final Legal Maturity Date:** 2017-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: MERCK & CO. INC.

- **C.1 - Title:** Merck & Co., Inc., 0.6000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 58934AQ66, C.3 - LEI: 4YV9Y5M8S0BRK1RP0397, CIK: 0001220372
- **C.18 - Value (incl. sponsor support):** $14998502.55
- **C.18.a - Value (excl. sponsor support):** $14998502.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **C.12 - Maturity Date (WAL):** 2017-03-06
- **C.13 - Final Legal Maturity Date:** 2017-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: MIZUHO SECURITIES USA INC

- **C.1 - Title:** Mizuho Securities USA, Inc., 0.5300%
- **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: MIZ217301
- **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:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.1000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EVG2, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $99487836.00
- **C.18.a - Value (excl. sponsor support):** $99487836.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-08-16
- **C.12 - Maturity Date (WAL):** 2017-08-16
- **C.13 - Final Legal Maturity Date:** 2017-08-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.0100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EU65, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $99643733.00
- **C.18.a - Value (excl. sponsor support):** $99643733.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2017-07-06
- **C.12 - Maturity Date (WAL):** 2017-07-06
- **C.13 - Final Legal Maturity Date:** 2017-07-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.4837%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GCK9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $50092700.00
- **C.18.a - Value (excl. sponsor support):** $50092700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2017-05-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.2881%
- **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):** $50086600.00
- **C.18.a - Value (excl. sponsor support):** $50086600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.2684%
- **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):** $200127800.00
- **C.18.a - Value (excl. sponsor support):** $200127800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-05-08
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EW14, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $84509467.55
- **C.18.a - Value (excl. sponsor support):** $84509467.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-09-01
- **C.12 - Maturity Date (WAL):** 2017-09-01
- **C.13 - Final Legal Maturity Date:** 2017-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.1800%
- **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):** $99977400.00
- **C.18.a - Value (excl. sponsor support):** $99977400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.2782%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 6325C0CZ2, C.4 - ISIN: US6325C0CZ29, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $27997672.19
- **C.18.a - Value (excl. sponsor support):** $27997672.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2017-03-31
- **C.12 - Maturity Date (WAL):** 2017-06-30
- **C.13 - Final Legal Maturity Date:** 2017-06-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: NATIONAL RURAL UTILITIES CFC

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp., 0.6800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63743CQL0, C.3 - LEI: 4NYF266XZC35SCTGX023, CIK: 0000070502
- **C.18 - Value (incl. sponsor support):** $49981083.50
- **C.18.a - Value (excl. sponsor support):** $49981083.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2017-03-20
- **C.12 - Maturity Date (WAL):** 2017-03-20
- **C.13 - Final Legal Maturity Date:** 2017-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UQG0, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $111967744.00
- **C.18.a - Value (excl. sponsor support):** $111967744.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **C.12 - Maturity Date (WAL):** 2017-03-16
- **C.13 - Final Legal Maturity Date:** 2017-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UQF2, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $199946084.00
- **C.18.a - Value (excl. sponsor support):** $199946084.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-15
- **C.12 - Maturity Date (WAL):** 2017-03-15
- **C.13 - Final Legal Maturity Date:** 2017-03-15
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 0.7700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975US94, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $99850278.00
- **C.18.a - Value (excl. sponsor support):** $99850278.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.7700%
- **C.11 - Maturity Date (WAM):** 2017-05-09
- **C.12 - Maturity Date (WAL):** 2017-05-09
- **C.13 - Final Legal Maturity Date:** 2017-05-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: NESTLE S.A.

- **C.1 - Title:** Nestle Finance International, Ltd., 0.7600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105RSF8, C.3 - LEI: 0KLLMNHINTFDRMU6DI05, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $49919461.00
- **C.18.a - Value (excl. sponsor support):** $49919461.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.7600%
- **C.11 - Maturity Date (WAM):** 2017-05-15
- **C.12 - Maturity Date (WAL):** 2017-05-15
- **C.13 - Final Legal Maturity Date:** 2017-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 0.7800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105GSR6, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $49907191.50
- **C.18.a - Value (excl. sponsor support):** $49907191.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2017-05-25
- **C.12 - Maturity Date (WAL):** 2017-05-25
- **C.13 - Final Legal Maturity Date:** 2017-05-25
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: NESTLE S.A.

- **C.1 - Title:** Nestle Finance International, Ltd., 0.7800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105RSP6, C.3 - LEI: 0KLLMNHINTFDRMU6DI05, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $49909700.00
- **C.18.a - Value (excl. sponsor support):** $49909700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2017-05-23
- **C.12 - Maturity Date (WAL):** 2017-05-23
- **C.13 - Final Legal Maturity Date:** 2017-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 0.7700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FS22, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $74899725.00
- **C.18.a - Value (excl. sponsor support):** $74899725.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.7700%
- **C.11 - Maturity Date (WAM):** 2017-05-02
- **C.12 - Maturity Date (WAL):** 2017-05-02
- **C.13 - Final Legal Maturity Date:** 2017-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 0.7200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FR56, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $199856400.00
- **C.18.a - Value (excl. sponsor support):** $199856400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.7200%
- **C.11 - Maturity Date (WAM):** 2017-04-05
- **C.12 - Maturity Date (WAL):** 2017-04-05
- **C.13 - Final Legal Maturity Date:** 2017-04-05
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.4523%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LQL9, C.4 - ISIN: US65558LQL98, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $100129600.00
- **C.18.a - Value (excl. sponsor support):** $100129600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-05-26
- **C.13 - Final Legal Maturity Date:** 2017-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.3481%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LQM7, C.4 - ISIN: US65558LQM71, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $100137900.00
- **C.18.a - Value (excl. sponsor support):** $100137900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-06-07
- **C.13 - Final Legal Maturity Date:** 2017-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 0.8000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FS97, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $39139250.98
- **C.18.a - Value (excl. sponsor support):** $39139250.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2017-05-09
- **C.12 - Maturity Date (WAL):** 2017-05-09
- **C.13 - Final Legal Maturity Date:** 2017-05-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.2806%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LPM8, C.4 - ISIN: US65558LPM80, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $50031450.00
- **C.18.a - Value (excl. sponsor support):** $50031450.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2017-03-13
- **C.12 - Maturity Date (WAL):** 2017-04-13
- **C.13 - Final Legal Maturity Date:** 2017-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.3579%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 65557CAK9, C.4 - ISIN: US65557CAK99, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $36758013.91
- **C.18.a - Value (excl. sponsor support):** $36758013.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2017-04-04
- **C.12 - Maturity Date (WAL):** 2017-04-04
- **C.13 - Final Legal Maturity Date:** 2017-04-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.5123%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LRW4, C.4 - ISIN: US65558LRW45, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $75153450.00
- **C.18.a - Value (excl. sponsor support):** $75153450.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.5100%
- **C.11 - Maturity Date (WAM):** 2017-05-18
- **C.12 - Maturity Date (WAL):** 2017-08-18
- **C.13 - Final Legal Maturity Date:** 2017-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.3565%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LQN5, C.4 - ISIN: US65558LQN54, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $20027840.00
- **C.18.a - Value (excl. sponsor support):** $20027840.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2017-03-13
- **C.12 - Maturity Date (WAL):** 2017-06-13
- **C.13 - Final Legal Maturity Date:** 2017-06-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4QN5, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $14244313.40
- **C.18.a - Value (excl. sponsor support):** $14244313.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-22
- **C.12 - Maturity Date (WAL):** 2017-03-22
- **C.13 - Final Legal Maturity Date:** 2017-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4QL9, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $149945749.50
- **C.18.a - Value (excl. sponsor support):** $149945749.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-20
- **C.12 - Maturity Date (WAL):** 2017-03-20
- **C.13 - Final Legal Maturity Date:** 2017-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 0.6900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4RH7, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $49954000.00
- **C.18.a - Value (excl. sponsor support):** $49954000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6900%
- **C.11 - Maturity Date (WAM):** 2017-04-17
- **C.12 - Maturity Date (WAL):** 2017-04-17
- **C.13 - Final Legal Maturity Date:** 2017-04-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 0.7100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4RU8, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $19976793.40
- **C.18.a - Value (excl. sponsor support):** $19976793.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2017-04-28
- **C.12 - Maturity Date (WAL):** 2017-04-28
- **C.13 - Final Legal Maturity Date:** 2017-04-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 0.6900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4RK0, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $55396629.38
- **C.18.a - Value (excl. sponsor support):** $55396629.38
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.6900%
- **C.11 - Maturity Date (WAM):** 2017-04-19
- **C.12 - Maturity Date (WAL):** 2017-04-19
- **C.13 - Final Legal Maturity Date:** 2017-04-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.7300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LQU6, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $21987491.68
- **C.18.a - Value (excl. sponsor support):** $21987491.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.7300%
- **C.11 - Maturity Date (WAM):** 2017-03-28
- **C.12 - Maturity Date (WAL):** 2017-03-28
- **C.13 - Final Legal Maturity Date:** 2017-03-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 175: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.7500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LRD3, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99908700.00
- **C.18.a - Value (excl. sponsor support):** $99908700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **C.11 - Maturity Date (WAM):** 2017-04-13
- **C.12 - Maturity Date (WAL):** 2017-04-13
- **C.13 - Final Legal Maturity Date:** 2017-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 176: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.7400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LR50, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $54959135.00
- **C.18.a - Value (excl. sponsor support):** $54959135.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.7400%
- **C.11 - Maturity Date (WAM):** 2017-04-05
- **C.12 - Maturity Date (WAL):** 2017-04-05
- **C.13 - Final Legal Maturity Date:** 2017-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 177: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.7400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LQV4, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99940711.00
- **C.18.a - Value (excl. sponsor support):** $99940711.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.7400%
- **C.11 - Maturity Date (WAM):** 2017-03-29
- **C.12 - Maturity Date (WAL):** 2017-03-29
- **C.13 - Final Legal Maturity Date:** 2017-03-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 178: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LQ36, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $199988766.00
- **C.18.a - Value (excl. sponsor support):** $199988766.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2017-03-03
- **C.12 - Maturity Date (WAL):** 2017-03-03
- **C.13 - Final Legal Maturity Date:** 2017-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 179: NRW.BANK

- **C.1 - Title:** NRW.Bank, 0.7000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LQN2, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $74967733.50
- **C.18.a - Value (excl. sponsor support):** $74967733.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2017-03-22
- **C.12 - Maturity Date (WAL):** 2017-03-22
- **C.13 - Final Legal Maturity Date:** 2017-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 180: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking, 0.7400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034ARA2, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $26977306.50
- **C.18.a - Value (excl. sponsor support):** $26977306.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.7400%
- **C.11 - Maturity Date (WAM):** 2017-04-10
- **C.12 - Maturity Date (WAL):** 2017-04-10
- **C.13 - Final Legal Maturity Date:** 2017-04-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking, 0.7600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034ARL8, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99893042.00
- **C.18.a - Value (excl. sponsor support):** $99893042.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.7600%
- **C.11 - Maturity Date (WAM):** 2017-04-20
- **C.12 - Maturity Date (WAL):** 2017-04-20
- **C.13 - Final Legal Maturity Date:** 2017-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking, 0.7300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AR46, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $199858444.00
- **C.18.a - Value (excl. sponsor support):** $199858444.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.7300%
- **C.11 - Maturity Date (WAM):** 2017-04-04
- **C.12 - Maturity Date (WAL):** 2017-04-04
- **C.13 - Final Legal Maturity Date:** 2017-04-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking, 0.7300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AR79, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99922628.00
- **C.18.a - Value (excl. sponsor support):** $99922628.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.7300%
- **C.11 - Maturity Date (WAM):** 2017-04-07
- **C.12 - Maturity Date (WAL):** 2017-04-07
- **C.13 - Final Legal Maturity Date:** 2017-04-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: PEPSICO INC.

- **C.1 - Title:** PepsiCo, Inc., 0.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71344TQT2, C.3 - LEI: FJSUNZKFNQ5YPJ5OT455, CIK: 0000077476
- **C.18 - Value (incl. sponsor support):** $32983739.25
- **C.18.a - Value (excl. sponsor support):** $32983739.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2017-03-27
- **C.12 - Maturity Date (WAL):** 2017-03-27
- **C.13 - Final Legal Maturity Date:** 2017-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: PEPSICO INC.

- **C.1 - Title:** PepsiCo, Inc., 0.7000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71344TRQ7, C.3 - LEI: FJSUNZKFNQ5YPJ5OT455, CIK: 0000077476
- **C.18 - Value (incl. sponsor support):** $29967779.10
- **C.18.a - Value (excl. sponsor support):** $29967779.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2017-04-24
- **C.12 - Maturity Date (WAL):** 2017-04-24
- **C.13 - Final Legal Maturity Date:** 2017-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: PEPSICO INC.

- **C.1 - Title:** PepsiCo, Inc., 0.6200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71344TQ21, C.3 - LEI: FJSUNZKFNQ5YPJ5OT455, CIK: 0000077476
- **C.18 - Value (incl. sponsor support):** $99996533.00
- **C.18.a - Value (excl. sponsor support):** $99996533.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.6200%
- **C.11 - Maturity Date (WAM):** 2017-03-02
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: PFIZER INC.

- **C.1 - Title:** Pfizer, Inc., 0.8100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71708ET70, C.3 - LEI: 765LHXWGK1KXCLTFYQ30, CIK: 0000078003
- **C.18 - Value (incl. sponsor support):** $41108453.60
- **C.18.a - Value (excl. sponsor support):** $41108453.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2017-06-07
- **C.12 - Maturity Date (WAL):** 2017-06-07
- **C.13 - Final Legal Maturity Date:** 2017-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: PROVINCE OF BRITISH COLUMBIA

- **C.1 - Title:** Province of British Columbia, 0.6300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11070JQX1, C.3 - LEI: 54930058TO7MEKUHWL16, CIK: 0000014306
- **C.18 - Value (incl. sponsor support):** $28201668.01
- **C.18.a - Value (excl. sponsor support):** $28201668.01
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.6300%
- **C.11 - Maturity Date (WAM):** 2017-03-31
- **C.12 - Maturity Date (WAL):** 2017-03-31
- **C.13 - Final Legal Maturity Date:** 2017-03-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AQE7, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $74981158.50
- **C.18.a - Value (excl. sponsor support):** $74981158.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-14
- **C.12 - Maturity Date (WAL):** 2017-03-14
- **C.13 - Final Legal Maturity Date:** 2017-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 190: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 0.8700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370ASR6, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49896561.00
- **C.18.a - Value (excl. sponsor support):** $49896561.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.8700%
- **C.11 - Maturity Date (WAM):** 2017-05-25
- **C.12 - Maturity Date (WAL):** 2017-05-25
- **C.13 - Final Legal Maturity Date:** 2017-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 191: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 0.8100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370ASF2, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49914922.00
- **C.18.a - Value (excl. sponsor support):** $49914922.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2017-05-15
- **C.12 - Maturity Date (WAL):** 2017-05-15
- **C.13 - Final Legal Maturity Date:** 2017-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 192: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AQG2, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $99971200.00
- **C.18.a - Value (excl. sponsor support):** $99971200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **C.12 - Maturity Date (WAL):** 2017-03-16
- **C.13 - Final Legal Maturity Date:** 2017-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 193: QUALCOMM INC.

- **C.1 - Title:** Qualcomm, Inc., 0.6700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74753CR41, C.3 - LEI: H1J8DDZKZP6H7RWC0H53, CIK: 0000804328
- **C.18 - Value (incl. sponsor support):** $74951292.00
- **C.18.a - Value (excl. sponsor support):** $74951292.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.6700%
- **C.11 - Maturity Date (WAM):** 2017-04-04
- **C.12 - Maturity Date (WAL):** 2017-04-04
- **C.13 - Final Legal Maturity Date:** 2017-04-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: QUALCOMM INC.

- **C.1 - Title:** Qualcomm, Inc., 0.7800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74753CSA6, C.3 - LEI: H1J8DDZKZP6H7RWC0H53, CIK: 0000804328
- **C.18 - Value (incl. sponsor support):** $31202173.75
- **C.18.a - Value (excl. sponsor support):** $31202173.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2017-05-10
- **C.12 - Maturity Date (WAL):** 2017-05-10
- **C.13 - Final Legal Maturity Date:** 2017-05-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 0.6600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800JQQ1, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $99956333.00
- **C.18.a - Value (excl. sponsor support):** $99956333.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2017-03-24
- **C.12 - Maturity Date (WAL):** 2017-03-24
- **C.13 - Final Legal Maturity Date:** 2017-03-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.2994%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BB94, C.4 - ISIN: US21684BB945, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50046600.00
- **C.18.a - Value (excl. sponsor support):** $50046600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2017-03-21
- **C.12 - Maturity Date (WAL):** 2017-05-22
- **C.13 - Final Legal Maturity Date:** 2017-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.4404%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BT87, C.4 - ISIN: US21684BT871, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50114900.00
- **C.18.a - Value (excl. sponsor support):** $50114900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-09-18
- **C.13 - Final Legal Maturity Date:** 2017-09-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.1417%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BK52, C.4 - ISIN: US21684BK524, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $100044500.00
- **C.18.a - Value (excl. sponsor support):** $100044500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-03-10
- **C.12 - Maturity Date (WAL):** 2017-07-10
- **C.13 - Final Legal Maturity Date:** 2017-07-10
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.2706%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BG40, C.4 - ISIN: US21684BG407, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50045800.00
- **C.18.a - Value (excl. sponsor support):** $50045800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-03-13
- **C.12 - Maturity Date (WAL):** 2017-06-13
- **C.13 - Final Legal Maturity Date:** 2017-06-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.3337%
- **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):** $75098775.00
- **C.18.a - Value (excl. sponsor support):** $75098775.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2017-05-06
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.5373%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BQ49, C.4 - ISIN: US21684BQ497, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50109100.00
- **C.18.a - Value (excl. sponsor support):** $50109100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2017-05-16
- **C.12 - Maturity Date (WAL):** 2017-08-16
- **C.13 - Final Legal Maturity Date:** 2017-08-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: ROCHE HOLDING LTD.

- **C.1 - Title:** Roche Holdings, Inc., 0.7000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LRQ4, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $42953882.50
- **C.18.a - Value (excl. sponsor support):** $42953882.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2017-04-24
- **C.12 - Maturity Date (WAL):** 2017-04-24
- **C.13 - Final Legal Maturity Date:** 2017-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: ROCHE HOLDING LTD.

- **C.1 - Title:** Roche Holdings, Inc., 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LQ69, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $49994675.00
- **C.18.a - Value (excl. sponsor support):** $49994675.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **C.12 - Maturity Date (WAL):** 2017-03-06
- **C.13 - Final Legal Maturity Date:** 2017-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: ROCHE HOLDING LTD.

- **C.1 - Title:** Roche Holdings, Inc., 0.6800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LRD3, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $24979130.50
- **C.18.a - Value (excl. sponsor support):** $24979130.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2017-04-13
- **C.12 - Maturity Date (WAL):** 2017-04-13
- **C.13 - Final Legal Maturity Date:** 2017-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: ROYAL BANK OF CANADA

- **C.1 - Title:** Royal Bank of Canada, 0.5100%
- **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: RBC217301
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.5100%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.3506%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009ND60, C.4 - ISIN: US78009ND609, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $75084525.00
- **C.18.a - Value (excl. sponsor support):** $75084525.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2017-03-29
- **C.12 - Maturity Date (WAL):** 2017-06-29
- **C.13 - Final Legal Maturity Date:** 2017-06-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.2906%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NA89, C.4 - ISIN: US78009NA894, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100041900.00
- **C.18.a - Value (excl. sponsor support):** $100041900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2017-03-28
- **C.12 - Maturity Date (WAL):** 2017-03-28
- **C.13 - Final Legal Maturity Date:** 2017-03-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.4890%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NF92, C.4 - ISIN: US78009NF927, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100187600.00
- **C.18.a - Value (excl. sponsor support):** $100187600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4900%
- **C.11 - Maturity Date (WAM):** 2017-04-28
- **C.12 - Maturity Date (WAL):** 2017-07-28
- **C.13 - Final Legal Maturity Date:** 2017-07-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.2508%
- **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):** $100148200.00
- **C.18.a - Value (excl. sponsor support):** $100148200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2017-03-08
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.2932%
- **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):** $100145500.00
- **C.18.a - Value (excl. sponsor support):** $100145500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2017-03-20
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.4087%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NJ31, C.4 - ISIN: US78009NJ317, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100204000.00
- **C.18.a - Value (excl. sponsor support):** $100204000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2017-04-05
- **C.12 - Maturity Date (WAL):** 2017-10-05
- **C.13 - Final Legal Maturity Date:** 2017-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.2972%
- **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):** $100103400.00
- **C.18.a - Value (excl. sponsor support):** $100103400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2017-03-23
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 0.6200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2QQ8, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $128446630.10
- **C.18.a - Value (excl. sponsor support):** $128446630.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.6200%
- **C.11 - Maturity Date (WAM):** 2017-03-24
- **C.12 - Maturity Date (WAL):** 2017-03-24
- **C.13 - Final Legal Maturity Date:** 2017-03-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TQL4, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $83969619.72
- **C.18.a - Value (excl. sponsor support):** $83969619.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-20
- **C.12 - Maturity Date (WAL):** 2017-03-20
- **C.13 - Final Legal Maturity Date:** 2017-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TQD2, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $199953416.00
- **C.18.a - Value (excl. sponsor support):** $199953416.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-13
- **C.12 - Maturity Date (WAL):** 2017-03-13
- **C.13 - Final Legal Maturity Date:** 2017-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 0.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TQ91, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $189969505.00
- **C.18.a - Value (excl. sponsor support):** $189969505.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 0.6400%
- **C.11 - Maturity Date (WAM):** 2017-03-09
- **C.12 - Maturity Date (WAL):** 2017-03-09
- **C.13 - Final Legal Maturity Date:** 2017-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TQG5, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $79976960.00
- **C.18.a - Value (excl. sponsor support):** $79976960.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **C.12 - Maturity Date (WAL):** 2017-03-16
- **C.13 - Final Legal Maturity Date:** 2017-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.1756%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JGT0, C.4 - ISIN: US86958JGT07, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $155124620.00
- **C.18.a - Value (excl. sponsor support):** $155124620.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-03-07
- **C.12 - Maturity Date (WAL):** 2017-08-07
- **C.13 - Final Legal Maturity Date:** 2017-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.2882%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JFC8, C.4 - ISIN: US86958JFC80, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $50066050.00
- **C.18.a - Value (excl. sponsor support):** $50066050.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2017-05-09
- **C.12 - Maturity Date (WAL):** 2017-08-09
- **C.13 - Final Legal Maturity Date:** 2017-08-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.5000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JAJ8, C.4 - ISIN: US86958JAJ88, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $100215400.00
- **C.18.a - Value (excl. sponsor support):** $100215400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.5000%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.7500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JRD9, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99907967.00
- **C.18.a - Value (excl. sponsor support):** $99907967.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **C.11 - Maturity Date (WAM):** 2017-04-13
- **C.12 - Maturity Date (WAL):** 2017-04-13
- **C.13 - Final Legal Maturity Date:** 2017-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.9000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JSN6, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99791808.00
- **C.18.a - Value (excl. sponsor support):** $99791808.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.9000%
- **C.11 - Maturity Date (WAM):** 2017-05-22
- **C.12 - Maturity Date (WAL):** 2017-05-22
- **C.13 - Final Legal Maturity Date:** 2017-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.8700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JSG1, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99813703.00
- **C.18.a - Value (excl. sponsor support):** $99813703.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.8700%
- **C.11 - Maturity Date (WAM):** 2017-05-16
- **C.12 - Maturity Date (WAL):** 2017-05-16
- **C.13 - Final Legal Maturity Date:** 2017-05-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 0.8300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JS89, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $64896845.00
- **C.18.a - Value (excl. sponsor support):** $64896845.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2017-05-08
- **C.12 - Maturity Date (WAL):** 2017-05-08
- **C.13 - Final Legal Maturity Date:** 2017-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: SWEDBANK

- **C.1 - Title:** Swedbank, 0.6300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RQ66, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $399958132.00
- **C.18.a - Value (excl. sponsor support):** $399958132.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 0.6300%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **C.12 - Maturity Date (WAL):** 2017-03-06
- **C.13 - Final Legal Maturity Date:** 2017-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: SWEDBANK

- **C.1 - Title:** Swedbank, 0.9700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RTF3, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $199426362.00
- **C.18.a - Value (excl. sponsor support):** $199426362.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2017-06-15
- **C.12 - Maturity Date (WAL):** 2017-06-15
- **C.13 - Final Legal Maturity Date:** 2017-06-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: SWEDBANK

- **C.1 - Title:** Swedbank, 0.6600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RQT6, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $99950800.00
- **C.18.a - Value (excl. sponsor support):** $99950800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2017-03-27
- **C.12 - Maturity Date (WAL):** 2017-03-27
- **C.13 - Final Legal Maturity Date:** 2017-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: SWEDBANK

- **C.1 - Title:** Swedbank, 0.6500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RQL3, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $99964056.00
- **C.18.a - Value (excl. sponsor support):** $99964056.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-20
- **C.12 - Maturity Date (WAL):** 2017-03-20
- **C.13 - Final Legal Maturity Date:** 2017-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: SWEDISH EXPORT CREDIT CORP.

- **C.1 - Title:** Swedish Export Credit Corp., 0.6500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87030JQG7, C.3 - LEI: 1FOLRR5RWTWWI397R131, CIK: 0000352960
- **C.18 - Value (incl. sponsor support):** $345445483.04
- **C.18.a - Value (excl. sponsor support):** $345445483.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **C.12 - Maturity Date (WAL):** 2017-03-16
- **C.13 - Final Legal Maturity Date:** 2017-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: SWEDISH EXPORT CREDIT CORP.

- **C.1 - Title:** Swedish Export Credit Corp., 1.1100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87030JV89, C.3 - LEI: 1FOLRR5RWTWWI397R131, CIK: 0000352960
- **C.18 - Value (incl. sponsor support):** $99507161.00
- **C.18.a - Value (excl. sponsor support):** $99507161.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2017-08-08
- **C.13 - Final Legal Maturity Date:** 2017-08-08
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: SWEDISH EXPORT CREDIT CORP.

- **C.1 - Title:** Swedish Export Credit Corp., 0.7100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87030JRU5, C.3 - LEI: 1FOLRR5RWTWWI397R131, CIK: 0000352960
- **C.18 - Value (incl. sponsor support):** $152822469.51
- **C.18.a - Value (excl. sponsor support):** $152822469.51
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2017-04-28
- **C.12 - Maturity Date (WAL):** 2017-04-28
- **C.13 - Final Legal Maturity Date:** 2017-04-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: SWEDISH EXPORT CREDIT CORP.

- **C.1 - Title:** Swedish Export Credit Corp., 0.7000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87030JRQ4, C.3 - LEI: 1FOLRR5RWTWWI397R131, CIK: 0000352960
- **C.18 - Value (incl. sponsor support):** $47748734.50
- **C.18.a - Value (excl. sponsor support):** $47748734.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2017-04-24
- **C.12 - Maturity Date (WAL):** 2017-04-24
- **C.13 - Final Legal Maturity Date:** 2017-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 0.5300%
- **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: TOR317301
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.2906%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113E5F9, C.4 - ISIN: US89113E5F97, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $50021900.00
- **C.18.a - Value (excl. sponsor support):** $50021900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2017-03-28
- **C.12 - Maturity Date (WAL):** 2017-03-28
- **C.13 - Final Legal Maturity Date:** 2017-03-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.3551%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113E5P7, C.4 - ISIN: US89113E5P79, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $95058425.00
- **C.18.a - Value (excl. sponsor support):** $95058425.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2017-04-06
- **C.12 - Maturity Date (WAL):** 2017-04-06
- **C.13 - Final Legal Maturity Date:** 2017-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.2994%
- **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):** $150166200.00
- **C.18.a - Value (excl. sponsor support):** $150166200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2017-03-19
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.2842%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113E4C7, C.4 - ISIN: US89113E4C75, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100003500.00
- **C.18.a - Value (excl. sponsor support):** $100003500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2017-03-02
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.5501%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WHB5, C.4 - ISIN: US89113WHB54, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $65159055.00
- **C.18.a - Value (excl. sponsor support):** $65159055.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-08-22
- **C.13 - Final Legal Maturity Date:** 2017-08-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.3384%
- **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):** $100145300.00
- **C.18.a - Value (excl. sponsor support):** $100145300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3400%
- **C.11 - Maturity Date (WAM):** 2017-05-08
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.4534%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WBA3, C.4 - ISIN: US89113WBA36, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $70089390.00
- **C.18.a - Value (excl. sponsor support):** $70089390.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2017-05-23
- **C.12 - Maturity Date (WAL):** 2017-05-23
- **C.13 - Final Legal Maturity Date:** 2017-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.4679%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WEC6, C.4 - ISIN: US89113WEC64, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100170600.00
- **C.18.a - Value (excl. sponsor support):** $100170600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-12
- **C.12 - Maturity Date (WAL):** 2017-07-12
- **C.13 - Final Legal Maturity Date:** 2017-07-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.7600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PRC8, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $199817966.00
- **C.18.a - Value (excl. sponsor support):** $199817966.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.7600%
- **C.11 - Maturity Date (WAM):** 2017-04-12
- **C.12 - Maturity Date (WAL):** 2017-04-12
- **C.13 - Final Legal Maturity Date:** 2017-04-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.8500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PSF0, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $25953509.14
- **C.18.a - Value (excl. sponsor support):** $25953509.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2017-05-15
- **C.12 - Maturity Date (WAL):** 2017-05-15
- **C.13 - Final Legal Maturity Date:** 2017-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.8500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PSH6, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $199631666.00
- **C.18.a - Value (excl. sponsor support):** $199631666.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2017-05-17
- **C.12 - Maturity Date (WAL):** 2017-05-17
- **C.13 - Final Legal Maturity Date:** 2017-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.7800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PRJ3, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $24973356.25
- **C.18.a - Value (excl. sponsor support):** $24973356.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2017-04-18
- **C.12 - Maturity Date (WAL):** 2017-04-18
- **C.13 - Final Legal Maturity Date:** 2017-04-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 0.8200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PRU8, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $49933051.50
- **C.18.a - Value (excl. sponsor support):** $49933051.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2017-04-28
- **C.12 - Maturity Date (WAL):** 2017-04-28
- **C.13 - Final Legal Maturity Date:** 2017-04-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.6600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GQN9, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $199919334.00
- **C.18.a - Value (excl. sponsor support):** $199919334.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.6600%
- **C.11 - Maturity Date (WAM):** 2017-03-22
- **C.12 - Maturity Date (WAL):** 2017-03-22
- **C.13 - Final Legal Maturity Date:** 2017-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.7100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GQU3, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $99945167.00
- **C.18.a - Value (excl. sponsor support):** $99945167.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.7100%
- **C.11 - Maturity Date (WAM):** 2017-03-28
- **C.12 - Maturity Date (WAL):** 2017-03-28
- **C.13 - Final Legal Maturity Date:** 2017-03-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.3734%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TDB8, C.4 - ISIN: US89236TDB89, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $150062400.00
- **C.18.a - Value (excl. sponsor support):** $150062400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2017-04-24
- **C.12 - Maturity Date (WAL):** 2017-04-24
- **C.13 - Final Legal Maturity Date:** 2017-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.2373%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TBG9, C.4 - ISIN: US89236TBG94, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $4782958.82
- **C.18.a - Value (excl. sponsor support):** $4782958.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2017-05-16
- **C.12 - Maturity Date (WAL):** 2017-05-16
- **C.13 - Final Legal Maturity Date:** 2017-05-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 0.8000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GRB4, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $124883187.50
- **C.18.a - Value (excl. sponsor support):** $124883187.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2017-04-11
- **C.12 - Maturity Date (WAL):** 2017-04-11
- **C.13 - Final Legal Maturity Date:** 2017-04-11
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 0.6800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PQE4, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $121967927.42
- **C.18.a - Value (excl. sponsor support):** $121967927.42
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2017-03-14
- **C.12 - Maturity Date (WAL):** 2017-03-14
- **C.13 - Final Legal Maturity Date:** 2017-03-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 0.7000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PR52, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $47966400.00
- **C.18.a - Value (excl. sponsor support):** $47966400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2017-04-05
- **C.12 - Maturity Date (WAL):** 2017-04-05
- **C.13 - Final Legal Maturity Date:** 2017-04-05
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 0.6800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PQL8, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $39984866.80
- **C.18.a - Value (excl. sponsor support):** $39984866.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2017-03-20
- **C.12 - Maturity Date (WAL):** 2017-03-20
- **C.13 - Final Legal Maturity Date:** 2017-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 255: UNITED PARCEL SERVICE (UPS)

- **C.1 - Title:** United Parcel Service, Inc., 0.6300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9113A2QA7, C.3 - LEI: D01LMJZU09ULLNCY6Z23, CIK: 0001090727
- **C.18 - Value (incl. sponsor support):** $49991194.50
- **C.18.a - Value (excl. sponsor support):** $49991194.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.6300%
- **C.11 - Maturity Date (WAM):** 2017-03-10
- **C.12 - Maturity Date (WAL):** 2017-03-10
- **C.13 - Final Legal Maturity Date:** 2017-03-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.4400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KQ1, C.4 - ISIN: US912796KQ10
- **C.18 - Value (incl. sponsor support):** $99955200.00
- **C.18.a - Value (excl. sponsor support):** $99955200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.4400%
- **C.11 - Maturity Date (WAM):** 2017-04-06
- **C.12 - Maturity Date (WAL):** 2017-04-06
- **C.13 - Final Legal Maturity Date:** 2017-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.4000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KN8, C.4 - ISIN: US912796KN88
- **C.18 - Value (incl. sponsor support):** $99982400.00
- **C.18.a - Value (excl. sponsor support):** $99982400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.4000%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **C.12 - Maturity Date (WAL):** 2017-03-16
- **C.13 - Final Legal Maturity Date:** 2017-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.5000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KT5, C.4 - ISIN: US912796KT58
- **C.18 - Value (incl. sponsor support):** $149894700.00
- **C.18.a - Value (excl. sponsor support):** $149894700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2017-04-20
- **C.12 - Maturity Date (WAL):** 2017-04-20
- **C.13 - Final Legal Maturity Date:** 2017-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.4700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KS7, C.4 - ISIN: US912796KS75
- **C.18 - Value (incl. sponsor support):** $99942500.00
- **C.18.a - Value (excl. sponsor support):** $99942500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.4700%
- **C.11 - Maturity Date (WAM):** 2017-04-13
- **C.12 - Maturity Date (WAL):** 2017-04-13
- **C.13 - Final Legal Maturity Date:** 2017-04-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.5100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796JP5, C.4 - ISIN: US912796JP55
- **C.18 - Value (incl. sponsor support):** $199837400.00
- **C.18.a - Value (excl. sponsor support):** $199837400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.5100%
- **C.11 - Maturity Date (WAM):** 2017-04-27
- **C.12 - Maturity Date (WAL):** 2017-04-27
- **C.13 - Final Legal Maturity Date:** 2017-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.2300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796JE0, C.4 - ISIN: US912796JE09
- **C.18 - Value (incl. sponsor support):** $99998700.00
- **C.18.a - Value (excl. sponsor support):** $99998700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.2300%
- **C.11 - Maturity Date (WAM):** 2017-03-02
- **C.12 - Maturity Date (WAL):** 2017-03-02
- **C.13 - Final Legal Maturity Date:** 2017-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.4100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KM0, C.4 - ISIN: US912796KM06
- **C.18 - Value (incl. sponsor support):** $99989800.00
- **C.18.a - Value (excl. sponsor support):** $99989800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.4100%
- **C.11 - Maturity Date (WAM):** 2017-03-09
- **C.12 - Maturity Date (WAL):** 2017-03-09
- **C.13 - Final Legal Maturity Date:** 2017-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.5400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796JX8, C.4 - ISIN: US912796JX89
- **C.18 - Value (incl. sponsor support):** $99828100.00
- **C.18.a - Value (excl. sponsor support):** $99828100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2017-06-22
- **C.12 - Maturity Date (WAL):** 2017-06-22
- **C.13 - Final Legal Maturity Date:** 2017-06-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.5200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KY4, C.4 - ISIN: US912796KY44
- **C.18 - Value (incl. sponsor support):** $99896000.00
- **C.18.a - Value (excl. sponsor support):** $99896000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.5200%
- **C.11 - Maturity Date (WAM):** 2017-05-11
- **C.12 - Maturity Date (WAL):** 2017-05-11
- **C.13 - Final Legal Maturity Date:** 2017-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.5400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796LE7, C.4 - ISIN: US912796LE70
- **C.18 - Value (incl. sponsor support):** $99838500.00
- **C.18.a - Value (excl. sponsor support):** $99838500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2017-06-15
- **C.12 - Maturity Date (WAL):** 2017-06-15
- **C.13 - Final Legal Maturity Date:** 2017-06-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.5300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796LD9, C.4 - ISIN: US912796LD97
- **C.18 - Value (incl. sponsor support):** $49926850.00
- **C.18.a - Value (excl. sponsor support):** $49926850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.5300%
- **C.11 - Maturity Date (WAM):** 2017-06-08
- **C.12 - Maturity Date (WAL):** 2017-06-08
- **C.13 - Final Legal Maturity Date:** 2017-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.5400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KZ1, C.4 - ISIN: US912796KZ19
- **C.18 - Value (incl. sponsor support):** $199764800.00
- **C.18.a - Value (excl. sponsor support):** $199764800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.5400%
- **C.11 - Maturity Date (WAM):** 2017-05-18
- **C.12 - Maturity Date (WAL):** 2017-05-18
- **C.13 - Final Legal Maturity Date:** 2017-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 0.6000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114EQ67, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $99990017.00
- **C.18.a - Value (excl. sponsor support):** $99990017.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **C.12 - Maturity Date (WAL):** 2017-03-06
- **C.13 - Final Legal Maturity Date:** 2017-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 0.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114EQ18, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $199996706.00
- **C.18.a - Value (excl. sponsor support):** $199996706.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **C.12 - Maturity Date (WAL):** 2017-03-01
- **C.13 - Final Legal Maturity Date:** 2017-03-01
- **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.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 0.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114EQD2, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $249945202.50
- **C.18.a - Value (excl. sponsor support):** $249945202.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 0.6100%
- **C.11 - Maturity Date (WAM):** 2017-03-13
- **C.12 - Maturity Date (WAL):** 2017-03-13
- **C.13 - Final Legal Maturity Date:** 2017-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 0.6000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114EQ75, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $129984832.90
- **C.18.a - Value (excl. sponsor support):** $129984832.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2017-03-07
- **C.12 - Maturity Date (WAL):** 2017-03-07
- **C.13 - Final Legal Maturity Date:** 2017-03-07
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.2894%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96121TP93, C.4 - ISIN: US96121TP932, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $76024852.00
- **C.18.a - Value (excl. sponsor support):** $76024852.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2017-03-18
- **C.12 - Maturity Date (WAL):** 2017-03-20
- **C.13 - Final Legal Maturity Date:** 2017-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.3346%
- **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):** $75114825.00
- **C.18.a - Value (excl. sponsor support):** $75114825.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2017-05-02
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.2767%
- **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):** $100081300.00
- **C.18.a - Value (excl. sponsor support):** $100081300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 275: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.1967%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4UT6, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100051900.00
- **C.18.a - Value (excl. sponsor support):** $100051900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-03-06
- **C.12 - Maturity Date (WAL):** 2017-10-05
- **C.13 - Final Legal Maturity Date:** 2017-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.3007%
- **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):** $11317074.30
- **C.18.a - Value (excl. sponsor support):** $11317074.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2017-03-01
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.1894%
- **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):** $100001400.00
- **C.18.a - Value (excl. sponsor support):** $100001400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-03-16
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-03-23

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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