# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000170
**Filing Date:** 2023-3
**Character Count:** 196915
**Document Hash:** 75f3282e44c7b7206eafda17bb0d380a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000170.hdr.sgml**: 20230317

**ACCESSION NUMBER**: 0001004726-23-000170

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20180731

**FILED AS OF DATE**: 20230317

**DATE AS OF CHANGE**: 20230317

**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:** 23741567

**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):** 2018-07-31

**EDGAR Series Identifier:** S000028293

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

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

**Is Fund Liquidating?:** —

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **A.11 - WAM:** 26 days

- **A.12 - WAL:** 43 days

- **Total Value of Portfolio Securities:** $22149075126.13

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

- **Cash:** $789649192.29

- **Total Other Assets:** $8126183.32

- **Total Liabilities:** $142135799.39

- **Net Assets of Series:** $22804714702.35

- **Number of Shares Outstanding (Series):** 1970830748.88

- **7-Day Gross Yield:** 2.1000%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $9504561191.73             |  | 39.7700%                   |
| Friday, Week 2 |  | $9435838025.53             |  | 38.9000%                   |
| Friday, Week 3 |  | $8726518526.57             |  | 38.7200%                   |
| Friday, Week 4 |  | $8751175172.53             |  | 38.4200%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $22804714702.35

- **B.4 - Shares Outstanding:** 1970830748.88

- **B.7.7 - 7-Day Net Yield:** 2.0500%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $827816799.51             | $2343346879.42          |
| Week 2   | $1780692846.69            | $1383665146.13          |
| Week 3   | $825175812.83             | $2452483582.24          |
| Week 4   | $1598768398.66            | $1370591818.54          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $5670229135.68

- **Gross Redemptions for month:** $8121480376.06

## Part C: Schedule of Portfolio Securities

### Security 1: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 2.6631%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 037833AP5, C.4 - ISIN: US037833AP55, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $20047667.20
- **C.18.a - Value (excl. sponsor support):** $20047667.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 2.6600%
- **C.11 - Maturity Date (WAM):** 2018-08-06
- **C.12 - Maturity Date (WAL):** 2019-05-06
- **C.13 - Final Legal Maturity Date:** 2019-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 1.9200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785EHE7, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $74944029.00
- **C.18.a - Value (excl. sponsor support):** $74944029.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-08-14
- **C.12 - Maturity Date (WAL):** 2018-08-14
- **C.13 - Final Legal Maturity Date:** 2018-08-14
- **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 3: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785EHH0, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $49954501.50
- **C.18.a - Value (excl. sponsor support):** $49954501.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-17
- **C.12 - Maturity Date (WAL):** 2018-08-17
- **C.13 - Final Legal Maturity Date:** 2018-08-17
- **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 4: ARCHER DANIELS MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HH79, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $52828167.20
- **C.18.a - Value (excl. sponsor support):** $52828167.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: ARCHER DANIELS MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HH95, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $49975850.00
- **C.18.a - Value (excl. sponsor support):** $49975850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-09
- **C.12 - Maturity Date (WAL):** 2018-08-09
- **C.13 - Final Legal Maturity Date:** 2018-08-09
- **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 6: ARCHER DANIELS MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 1.9700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HHP9, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $149811496.50
- **C.18.a - Value (excl. sponsor support):** $149811496.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2018-08-23
- **C.12 - Maturity Date (WAL):** 2018-08-23
- **C.13 - Final Legal Maturity Date:** 2018-08-23
- **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 7: ARCHER DANIELS MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland, 1.9800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HHT1, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $74888625.00
- **C.18.a - Value (excl. sponsor support):** $74888625.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2018-08-27
- **C.12 - Maturity Date (WAL):** 2018-08-27
- **C.13 - Final Legal Maturity Date:** 2018-08-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 2.0200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CJ56, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $99798800.00
- **C.18.a - Value (excl. sponsor support):** $99798800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.0200%
- **C.11 - Maturity Date (WAM):** 2018-09-05
- **C.12 - Maturity Date (WAL):** 2018-09-05
- **C.13 - Final Legal Maturity Date:** 2018-09-05
- **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 9: AUSTRALIA & NEW ZEALAND BANKING GROUP

- **C.1 - Title:** Australia & New Zealand Banking Group, 2.2571%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MHF4, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $60003420.00
- **C.18.a - Value (excl. sponsor support):** $60003420.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 2.2600%
- **C.11 - Maturity Date (WAM):** 2018-08-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, 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, 2.2716%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MJF2, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $100012700.00
- **C.18.a - Value (excl. sponsor support):** $100012700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-08-29
- **C.12 - Maturity Date (WAL):** 2018-11-29
- **C.13 - Final Legal Maturity Date:** 2018-11-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BANK NEDERLANDSE GEMEENTEN N.V.

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.9900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944HHA2, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $69711463.13
- **C.18.a - Value (excl. sponsor support):** $69711463.13
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2018-08-10
- **C.12 - Maturity Date (WAL):** 2018-08-10
- **C.13 - Final Legal Maturity Date:** 2018-08-10
- **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 12: BANK NEDERLANDSE GEMEENTEN N.V.

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.9300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944HH12, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $199989262.00
- **C.18.a - Value (excl. sponsor support):** $199989262.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: BANK OF AMERICA CORP.

- **C.1 - Title:** Bank of America Corp., 1.9100%
- **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: BAC118801
- **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:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de I'Etat, 2.1100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1JR3, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $109640153.70
- **C.18.a - Value (excl. sponsor support):** $109640153.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.1100%
- **C.11 - Maturity Date (WAM):** 2018-09-25
- **C.12 - Maturity Date (WAL):** 2018-09-25
- **C.13 - Final Legal Maturity Date:** 2018-09-25
- **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 15: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de I'Etat, 2.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1K42, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $126507452.09
- **C.18.a - Value (excl. sponsor support):** $126507452.09
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 2.1600%
- **C.11 - Maturity Date (WAM):** 2018-10-04
- **C.12 - Maturity Date (WAL):** 2018-10-04
- **C.13 - Final Legal Maturity Date:** 2018-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de I'Etat, 2.2100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1KH3, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $16919114.00
- **C.18.a - Value (excl. sponsor support):** $16919114.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 2.2100%
- **C.11 - Maturity Date (WAM):** 2018-10-17
- **C.12 - Maturity Date (WAL):** 2018-10-17
- **C.13 - Final Legal Maturity Date:** 2018-10-17
- **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 17: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de I'Etat, 1.9200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1H12, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $127993166.08
- **C.18.a - Value (excl. sponsor support):** $127993166.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de I'Etat, 2.0600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1JH5, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $149590000.50
- **C.18.a - Value (excl. sponsor support):** $149590000.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.0600%
- **C.11 - Maturity Date (WAM):** 2018-09-17
- **C.12 - Maturity Date (WAL):** 2018-09-17
- **C.13 - Final Legal Maturity Date:** 2018-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de I'Etat, 2.0800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1JL6, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $64809387.50
- **C.18.a - Value (excl. sponsor support):** $64809387.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2018-09-20
- **C.12 - Maturity Date (WAL):** 2018-09-20
- **C.13 - Final Legal Maturity Date:** 2018-09-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BARCLAYS PLC

- **C.1 - Title:** Barclays PLC, 1.9100%
- **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: BCG218801
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: CHEVRON CORP

- **C.1 - Title:** Chevron Corp., 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677KHN6, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $42711721.30
- **C.18.a - Value (excl. sponsor support):** $42711721.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-22
- **C.12 - Maturity Date (WAL):** 2018-08-22
- **C.13 - Final Legal Maturity Date:** 2018-08-22
- **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 22: CHEVRON CORP

- **C.1 - Title:** Chevron Corp., 1.9800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677KJC8, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $69834533.30
- **C.18.a - Value (excl. sponsor support):** $69834533.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2018-09-12
- **C.12 - Maturity Date (WAL):** 2018-09-12
- **C.13 - Final Legal Maturity Date:** 2018-09-12
- **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 23: CHEVRON CORP

- **C.1 - Title:** Chevron Corp., 1.8900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677KH71, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $82169727.38
- **C.18.a - Value (excl. sponsor support):** $82169727.38
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2018-08-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: CHEVRON CORP

- **C.1 - Title:** Chevron Corp., 1.9200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677KHH9, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $49954808.50
- **C.18.a - Value (excl. sponsor support):** $49954808.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-08-17
- **C.12 - Maturity Date (WAL):** 2018-08-17
- **C.13 - Final Legal Maturity Date:** 2018-08-17
- **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 25: CHEVRON CORP

- **C.1 - Title:** Chevron Corp., 1.9200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677KHM8, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $70840486.62
- **C.18.a - Value (excl. sponsor support):** $70840486.62
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-08-21
- **C.12 - Maturity Date (WAL):** 2018-08-21
- **C.13 - Final Legal Maturity Date:** 2018-08-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: COCA-COLA CO.

- **C.1 - Title:** Coca-Cola Co., 1.9900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121BHU6, C.3 - LEI: UWJKFUJFZ02DKWI3RY53, CIK: 0000021344
- **C.18 - Value (incl. sponsor support):** $29005195.31
- **C.18.a - Value (excl. sponsor support):** $29005195.31
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2018-08-28
- **C.12 - Maturity Date (WAL):** 2018-08-28
- **C.13 - Final Legal Maturity Date:** 2018-08-28
- **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 27: COCA-COLA CO.

- **C.1 - Title:** Coca-Cola Co., 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121BH36, C.3 - LEI: UWJKFUJFZ02DKWI3RY53, CIK: 0000021344
- **C.18 - Value (incl. sponsor support):** $64216696.70
- **C.18.a - Value (excl. sponsor support):** $64216696.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-03
- **C.12 - Maturity Date (WAL):** 2018-08-03
- **C.13 - Final Legal Maturity Date:** 2018-08-03
- **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: COCA-COLA CO.

- **C.1 - Title:** Coca-Cola Co., 1.9500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121BHH5, C.3 - LEI: UWJKFUJFZ02DKWI3RY53, CIK: 0000021344
- **C.18 - Value (incl. sponsor support):** $24977014.50
- **C.18.a - Value (excl. sponsor support):** $24977014.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-08-17
- **C.12 - Maturity Date (WAL):** 2018-08-17
- **C.13 - Final Legal Maturity Date:** 2018-08-17
- **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 29: COLGATE-PALMOLIVE CO.

- **C.1 - Title:** Colgate-Palmolive Co., 1.9100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19416FH64, C.3 - LEI: YMEGZFW4SBUSS5BQXF88, CIK: 0000021665
- **C.18 - Value (incl. sponsor support):** $29990454.90
- **C.18.a - Value (excl. sponsor support):** $29990454.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-08-06
- **C.12 - Maturity Date (WAL):** 2018-08-06
- **C.13 - Final Legal Maturity Date:** 2018-08-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 2.3042%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AZK5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $150029100.00
- **C.18.a - Value (excl. sponsor support):** $150029100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.3000%
- **C.11 - Maturity Date (WAM):** 2018-08-14
- **C.12 - Maturity Date (WAL):** 2018-12-13
- **C.13 - Final Legal Maturity Date:** 2018-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 2.0700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272EJ74, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $99782133.00
- **C.18.a - Value (excl. sponsor support):** $99782133.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.0700%
- **C.11 - Maturity Date (WAM):** 2018-09-07
- **C.12 - Maturity Date (WAL):** 2018-09-07
- **C.13 - Final Legal Maturity Date:** 2018-09-07
- **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 32: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 2.2759%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AYS9, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $120035280.00
- **C.18.a - Value (excl. sponsor support):** $120035280.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-08-05
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: EMERSON ELECTRIC CO.

- **C.1 - Title:** Emerson Electric Co., 1.9400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29101BHA3, C.3 - LEI: FGLT0EWZSUIRRITFOA30, CIK: 0000032604
- **C.18 - Value (incl. sponsor support):** $10169533.79
- **C.18.a - Value (excl. sponsor support):** $10169533.79
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-08-10
- **C.12 - Maturity Date (WAL):** 2018-08-10
- **C.13 - Final Legal Maturity Date:** 2018-08-10
- **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 34: EQUINOR ASA

- **C.1 - Title:** Equinor ASA, 2.8231%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 85771PAS1, C.4 - ISIN: US85771PAS11, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $29854055.65
- **C.18.a - Value (excl. sponsor support):** $29854055.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 2.8200%
- **C.11 - Maturity Date (WAM):** 2018-08-08
- **C.12 - Maturity Date (WAL):** 2018-11-08
- **C.13 - Final Legal Maturity Date:** 2018-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 2.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DJD3, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49871850.00
- **C.18.a - Value (excl. sponsor support):** $49871850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 2.1000%
- **C.11 - Maturity Date (WAM):** 2018-09-13
- **C.12 - Maturity Date (WAL):** 2018-09-13
- **C.13 - Final Legal Maturity Date:** 2018-09-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Germany

- **Amount Provided:** 1.0000

### Security 36: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 2.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DHN3, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $31961006.08
- **C.18.a - Value (excl. sponsor support):** $31961006.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2018-08-22
- **C.12 - Maturity Date (WAL):** 2018-08-22
- **C.13 - Final Legal Maturity Date:** 2018-08-22
- **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 Germany

- **Amount Provided:** 1.0000

### Security 37: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 2.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DKK5, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $82588688.52
- **C.18.a - Value (excl. sponsor support):** $82588688.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2018-10-19
- **C.12 - Maturity Date (WAL):** 2018-10-19
- **C.13 - Final Legal Maturity Date:** 2018-10-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 38: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 2.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DJM3, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99693344.00
- **C.18.a - Value (excl. sponsor support):** $99693344.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **C.11 - Maturity Date (WAM):** 2018-09-21
- **C.12 - Maturity Date (WAL):** 2018-09-21
- **C.13 - Final Legal Maturity Date:** 2018-09-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 39: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 1.8800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229BH91, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $64969482.50
- **C.18.a - Value (excl. sponsor support):** $64969482.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.8800%
- **C.11 - Maturity Date (WAM):** 2018-08-09
- **C.12 - Maturity Date (WAL):** 2018-08-09
- **C.13 - Final Legal Maturity Date:** 2018-08-09
- **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 40: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 1.9600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229BJC2, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $29929802.40
- **C.18.a - Value (excl. sponsor support):** $29929802.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2018-09-12
- **C.12 - Maturity Date (WAL):** 2018-09-12
- **C.13 - Final Legal Maturity Date:** 2018-09-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.8300%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385D29, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $144823100.00
- **C.18.a - Value (excl. sponsor support):** $144823100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **C.11 - Maturity Date (WAM):** 2018-08-24
- **C.12 - Maturity Date (WAL):** 2018-08-24
- **C.13 - Final Legal Maturity Date:** 2018-08-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.8900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385G67, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74796000.00
- **C.18.a - Value (excl. sponsor support):** $74796000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2018-09-21
- **C.12 - Maturity Date (WAL):** 2018-09-21
- **C.13 - Final Legal Maturity Date:** 2018-09-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.8500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74880600.00
- **C.18.a - Value (excl. sponsor support):** $74880600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2018-08-31
- **C.12 - Maturity Date (WAL):** 2018-08-31
- **C.13 - Final Legal Maturity Date:** 2018-08-31
- **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? Yes, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.8800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385F76, C.4 - ISIN: US313385F763, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99765300.00
- **C.18.a - Value (excl. sponsor support):** $99765300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.8800%
- **C.11 - Maturity Date (WAM):** 2018-09-14
- **C.12 - Maturity Date (WAL):** 2018-09-14
- **C.13 - Final Legal Maturity Date:** 2018-09-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.8900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385H33, C.4 - ISIN: US313385H330, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $98681355.70
- **C.18.a - Value (excl. sponsor support):** $98681355.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2018-09-26
- **C.12 - Maturity Date (WAL):** 2018-09-26
- **C.13 - Final Legal Maturity Date:** 2018-09-26
- **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 46: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.8900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385H58, C.4 - ISIN: US313385H587, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $30305972.80
- **C.18.a - Value (excl. sponsor support):** $30305972.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2018-09-28
- **C.12 - Maturity Date (WAL):** 2018-09-28
- **C.13 - Final Legal Maturity Date:** 2018-09-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.9800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385K39, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99600000.00
- **C.18.a - Value (excl. sponsor support):** $99600000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2018-10-12
- **C.12 - Maturity Date (WAL):** 2018-10-12
- **C.13 - Final Legal Maturity Date:** 2018-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.9900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385M60, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99494400.00
- **C.18.a - Value (excl. sponsor support):** $99494400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2018-10-31
- **C.12 - Maturity Date (WAL):** 2018-10-31
- **C.13 - Final Legal Maturity Date:** 2018-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.9700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385H82, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99661100.00
- **C.18.a - Value (excl. sponsor support):** $99661100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2018-10-01
- **C.12 - Maturity Date (WAL):** 2018-10-01
- **C.13 - Final Legal Maturity Date:** 2018-10-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.9800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385K88, C.4 - ISIN: US313385K888, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $33635489.16
- **C.18.a - Value (excl. sponsor support):** $33635489.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2018-10-17
- **C.12 - Maturity Date (WAL):** 2018-10-17
- **C.13 - Final Legal Maturity Date:** 2018-10-17
- **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 51: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.9900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385L95, C.4 - ISIN: US313385L951, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149283300.00
- **C.18.a - Value (excl. sponsor support):** $149283300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2018-10-26
- **C.12 - Maturity Date (WAL):** 2018-10-26
- **C.13 - Final Legal Maturity Date:** 2018-10-26
- **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 52: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.8200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74920425.00
- **C.18.a - Value (excl. sponsor support):** $74920425.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.8200%
- **C.11 - Maturity Date (WAM):** 2018-08-21
- **C.12 - Maturity Date (WAL):** 2018-08-21
- **C.13 - Final Legal Maturity Date:** 2018-08-21
- **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 53: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.6400%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385A97, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99968200.00
- **C.18.a - Value (excl. sponsor support):** $99968200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2018-08-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.2700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385A55, C.4 - ISIN: US313385A558, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149984100.00
- **C.18.a - Value (excl. sponsor support):** $149984100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2018-08-03
- **C.12 - Maturity Date (WAL):** 2018-08-03
- **C.13 - Final Legal Maturity Date:** 2018-08-03
- **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 55: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.9900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385L79, C.4 - ISIN: US313385L795, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49766650.00
- **C.18.a - Value (excl. sponsor support):** $49766650.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2018-10-24
- **C.12 - Maturity Date (WAL):** 2018-10-24
- **C.13 - Final Legal Maturity Date:** 2018-10-24
- **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 56: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.7200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385B47, C.4 - ISIN: US313385B473, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99952200.00
- **C.18.a - Value (excl. sponsor support):** $99952200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.7200%
- **C.11 - Maturity Date (WAM):** 2018-08-10
- **C.12 - Maturity Date (WAL):** 2018-08-10
- **C.13 - Final Legal Maturity Date:** 2018-08-10
- **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 57: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.8000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385C38, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $71938872.00
- **C.18.a - Value (excl. sponsor support):** $71938872.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2018-08-17
- **C.12 - Maturity Date (WAL):** 2018-08-17
- **C.13 - Final Legal Maturity Date:** 2018-08-17
- **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 58: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.7800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385B96, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99925700.00
- **C.18.a - Value (excl. sponsor support):** $99925700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2018-08-15
- **C.12 - Maturity Date (WAL):** 2018-08-15
- **C.13 - Final Legal Maturity Date:** 2018-08-15
- **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 59: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.7800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385B88, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99931000.00
- **C.18.a - Value (excl. sponsor support):** $99931000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2018-08-14
- **C.12 - Maturity Date (WAL):** 2018-08-14
- **C.13 - Final Legal Maturity Date:** 2018-08-14
- **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? Yes, C.23 Categorized at Level 3? No

### Security 60: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** Federal National Mortgage Association, 1.8500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313589D75, CIK: 0000310522
- **C.18 - Value (incl. sponsor support):** $99851400.00
- **C.18.a - Value (excl. sponsor support):** $99851400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2018-08-29
- **C.12 - Maturity Date (WAL):** 2018-08-29
- **C.13 - Final Legal Maturity Date:** 2018-08-29
- **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 61: GENERAL ELECTRIC CO. (U.S)

- **C.1 - Title:** General Electric Capital Corp., 2.6331%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 36962GX66, C.4 - ISIN: US36962GX669, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $1000074.34
- **C.18.a - Value (excl. sponsor support):** $1000074.34
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 2.6300%
- **C.11 - Maturity Date (WAM):** 2018-08-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: GENERAL ELECTRIC CO. (U.S)

- **C.1 - Title:** General Electric Capital Corp., 1.9500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36960MHF3, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $299756250.00
- **C.18.a - Value (excl. sponsor support):** $299756250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-08-15
- **C.12 - Maturity Date (WAL):** 2018-08-15
- **C.13 - Final Legal Maturity Date:** 2018-08-15
- **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 63: GOLDMAN SACHS GROUP INC.

- **C.1 - Title:** Goldman Sachs & Co., 1.9000%
- **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: GOL118801
- **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:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: HONEYWELL INTERNATIONAL INC.

- **C.1 - Title:** Honeywell International, Inc., 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 43851UH89, C.3 - LEI: ISRPG12PN4EIEOEMW547, CIK: 0000773840
- **C.18 - Value (incl. sponsor support):** $42500754.67
- **C.18.a - Value (excl. sponsor support):** $42500754.67
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-08
- **C.12 - Maturity Date (WAL):** 2018-08-08
- **C.13 - Final Legal Maturity Date:** 2018-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: HONEYWELL INTERNATIONAL INC.

- **C.1 - Title:** Honeywell International, Inc., 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 43851UH97, C.3 - LEI: ISRPG12PN4EIEOEMW547, CIK: 0000773840
- **C.18 - Value (incl. sponsor support):** $99951700.00
- **C.18.a - Value (excl. sponsor support):** $99951700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-09
- **C.12 - Maturity Date (WAL):** 2018-08-09
- **C.13 - Final Legal Maturity Date:** 2018-08-09
- **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 66: HSBC USA INC.

- **C.1 - Title:** HSBC Securities (USA), Inc., 1.9100%
- **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: HSB218801
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 2.0300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881MJQ7, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $149535250.50
- **C.18.a - Value (excl. sponsor support):** $149535250.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.0300%
- **C.11 - Maturity Date (WAM):** 2018-09-24
- **C.12 - Maturity Date (WAL):** 2018-09-24
- **C.13 - Final Legal Maturity Date:** 2018-09-24
- **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:** Province of Quebec Canada

- **Amount Provided:** 1.0000

### Security 68: HYDRO-QUEBEC

- **C.1 - Title:** Hydro-Quebec, 2.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44881MJA2, C.3 - LEI: 6THEVG93PYJH84S4D167, CIK: 0000049448
- **C.18 - Value (incl. sponsor support):** $149659017.00
- **C.18.a - Value (excl. sponsor support):** $149659017.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2018-09-10
- **C.12 - Maturity Date (WAL):** 2018-09-10
- **C.13 - Final Legal Maturity Date:** 2018-09-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 69: IBM INTERNATIONAL GROUP

- **C.1 - Title:** IBM Corp., 2.0400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45920GJR8, C.3 - LEI: VGRQXHF3J8VDLUA7XE92, CIK: 0000051143
- **C.18 - Value (incl. sponsor support):** $247216486.16
- **C.18.a - Value (excl. sponsor support):** $247216486.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 2.0400%
- **C.11 - Maturity Date (WAM):** 2018-09-25
- **C.12 - Maturity Date (WAL):** 2018-09-25
- **C.13 - Final Legal Maturity Date:** 2018-09-25
- **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 70: INTEL CORP.

- **C.1 - Title:** Intel Corp., 1.9400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45826FHL0, C.3 - LEI: KNX4USFCNGPY45LOCE31, CIK: 0000050863
- **C.18 - Value (incl. sponsor support):** $63931128.96
- **C.18.a - Value (excl. sponsor support):** $63931128.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-08-20
- **C.12 - Maturity Date (WAL):** 2018-08-20
- **C.13 - Final Legal Maturity Date:** 2018-08-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: INTEL CORP.

- **C.1 - Title:** Intel Corp., 1.9700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45826FHU0, C.3 - LEI: KNX4USFCNGPY45LOCE31, CIK: 0000050863
- **C.18 - Value (incl. sponsor support):** $48660592.38
- **C.18.a - Value (excl. sponsor support):** $48660592.38
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2018-08-28
- **C.12 - Maturity Date (WAL):** 2018-08-28
- **C.13 - Final Legal Maturity Date:** 2018-08-28
- **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 72: INTEL CORP.

- **C.1 - Title:** Intel Corp., 1.9500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45826FHN6, C.3 - LEI: KNX4USFCNGPY45LOCE31, CIK: 0000050863
- **C.18 - Value (incl. sponsor support):** $40511839.46
- **C.18.a - Value (excl. sponsor support):** $40511839.46
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-08-22
- **C.12 - Maturity Date (WAL):** 2018-08-22
- **C.13 - Final Legal Maturity Date:** 2018-08-22
- **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 73: INTEL CORP.

- **C.1 - Title:** Intel Corp., 1.9000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45826FH14, C.3 - LEI: KNX4USFCNGPY45LOCE31, CIK: 0000050863
- **C.18 - Value (incl. sponsor support):** $77495905.68
- **C.18.a - Value (excl. sponsor support):** $77495905.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: INTERNATIONAL BANK FOR RECONSTRUCTION

- **C.1 - Title:** International Bank For Reconstruction, 1.7700%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 459053B78, C.3 - LEI: ZTMSNXROF84AHWJNKQ93, CIK: 0000051120
- **C.18 - Value (incl. sponsor support):** $299808900.00
- **C.18.a - Value (excl. sponsor support):** $299808900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 1.7700%
- **C.11 - Maturity Date (WAM):** 2018-08-13
- **C.12 - Maturity Date (WAL):** 2018-08-13
- **C.13 - Final Legal Maturity Date:** 2018-08-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: JOHN DEERE CAPITAL CORP.

- **C.1 - Title:** John Deere Capital Corp., 1.9400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24422MHG9, C.3 - LEI: E0KSF7PFQ210NWI8Z391, CIK: 0000315189
- **C.18 - Value (incl. sponsor support):** $70558016.26
- **C.18.a - Value (excl. sponsor support):** $70558016.26
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-08-16
- **C.12 - Maturity Date (WAL):** 2018-08-16
- **C.13 - Final Legal Maturity Date:** 2018-08-16
- **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 76: JP MORGAN CHASE & CO.

- **C.1 - Title:** JPMorgan Securities, 1.9200%
- **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: JPM218801
- **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:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 2.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UK54, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $59766910.20
- **C.18.a - Value (excl. sponsor support):** $59766910.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **C.11 - Maturity Date (WAM):** 2018-10-05
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 78: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 2.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UJL1, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $99705758.00
- **C.18.a - Value (excl. sponsor support):** $99705758.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2018-09-20
- **C.12 - Maturity Date (WAL):** 2018-09-20
- **C.13 - Final Legal Maturity Date:** 2018-09-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 79: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 2.1600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UKG0, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $79632111.20
- **C.18.a - Value (excl. sponsor support):** $79632111.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.1600%
- **C.11 - Maturity Date (WAM):** 2018-10-16
- **C.12 - Maturity Date (WAL):** 2018-10-16
- **C.13 - Final Legal Maturity Date:** 2018-10-16
- **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:** Federal Republic of Germany

- **Amount Provided:** 1.0000

### Security 80: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 2.1500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UKC9, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $149349691.50
- **C.18.a - Value (excl. sponsor support):** $149349691.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 2.1500%
- **C.11 - Maturity Date (WAM):** 2018-10-12
- **C.12 - Maturity Date (WAL):** 2018-10-12
- **C.13 - Final Legal Maturity Date:** 2018-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 81: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.9500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UH33, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $35669199.96
- **C.18.a - Value (excl. sponsor support):** $35669199.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-08-03
- **C.12 - Maturity Date (WAL):** 2018-08-03
- **C.13 - Final Legal Maturity Date:** 2018-08-03
- **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:** Federal Republic of Germany

- **Amount Provided:** 1.0000

### Security 82: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 2.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UJD9, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $33914478.78
- **C.18.a - Value (excl. sponsor support):** $33914478.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 2.0600%
- **C.11 - Maturity Date (WAM):** 2018-09-13
- **C.12 - Maturity Date (WAL):** 2018-09-13
- **C.13 - Final Legal Maturity Date:** 2018-09-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 83: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 2.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UJJ6, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $199435956.00
- **C.18.a - Value (excl. sponsor support):** $199435956.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2018-09-18
- **C.12 - Maturity Date (WAL):** 2018-09-18
- **C.13 - Final Legal Maturity Date:** 2018-09-18
- **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 84: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 2.0300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HJB2, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $199526334.00
- **C.18.a - Value (excl. sponsor support):** $199526334.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 2.0300%
- **C.11 - Maturity Date (WAM):** 2018-09-11
- **C.12 - Maturity Date (WAL):** 2018-09-11
- **C.13 - Final Legal Maturity Date:** 2018-09-11
- **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 85: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 2.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HKH7, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $99540667.00
- **C.18.a - Value (excl. sponsor support):** $99540667.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **C.11 - Maturity Date (WAM):** 2018-10-17
- **C.12 - Maturity Date (WAL):** 2018-10-17
- **C.13 - Final Legal Maturity Date:** 2018-10-17
- **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 86: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 2.1700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HKV6, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $99460000.00
- **C.18.a - Value (excl. sponsor support):** $99460000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.1700%
- **C.11 - Maturity Date (WAM):** 2018-10-29
- **C.12 - Maturity Date (WAL):** 2018-10-29
- **C.13 - Final Legal Maturity Date:** 2018-10-29
- **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 87: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 2.0300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HJA4, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $84803678.05
- **C.18.a - Value (excl. sponsor support):** $84803678.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 2.0300%
- **C.11 - Maturity Date (WAM):** 2018-09-10
- **C.12 - Maturity Date (WAL):** 2018-09-10
- **C.13 - Final Legal Maturity Date:** 2018-09-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.9600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HH24, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $149983633.50
- **C.18.a - Value (excl. sponsor support):** $149983633.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2018-08-02
- **C.12 - Maturity Date (WAL):** 2018-08-02
- **C.13 - Final Legal Maturity Date:** 2018-08-02
- **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 89: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.9800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HHD0, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $24982107.00
- **C.18.a - Value (excl. sponsor support):** $24982107.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2018-08-13
- **C.12 - Maturity Date (WAL):** 2018-08-13
- **C.13 - Final Legal Maturity Date:** 2018-08-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: MERCK & CO INC.

- **C.1 - Title:** Merck & Co., Inc., 1.9100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 58934BH80, C.3 - LEI: 4YV9Y5M8S0BRK1RP0397, CIK: 0001220372
- **C.18 - Value (incl. sponsor support):** $99957533.00
- **C.18.a - Value (excl. sponsor support):** $99957533.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-08-08
- **C.12 - Maturity Date (WAL):** 2018-08-08
- **C.13 - Final Legal Maturity Date:** 2018-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** Mizuho Securities USA, Inc., 1.9300%
- **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: MIZ218801
- **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:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.0800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254FJB4, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $99757800.00
- **C.18.a - Value (excl. sponsor support):** $99757800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2018-09-11
- **C.12 - Maturity Date (WAL):** 2018-09-11
- **C.13 - Final Legal Maturity Date:** 2018-09-11
- **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 93: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.0600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254FJ57, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $149691300.00
- **C.18.a - Value (excl. sponsor support):** $149691300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.0600%
- **C.11 - Maturity Date (WAM):** 2018-09-05
- **C.12 - Maturity Date (WAL):** 2018-09-05
- **C.13 - Final Legal Maturity Date:** 2018-09-05
- **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 94: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254FK55, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $19921166.60
- **C.18.a - Value (excl. sponsor support):** $19921166.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 2.1600%
- **C.11 - Maturity Date (WAM):** 2018-10-05
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.2465%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GFK6, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $40010440.00
- **C.18.a - Value (excl. sponsor support):** $40010440.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2018-08-13
- **C.12 - Maturity Date (WAL):** 2018-10-12
- **C.13 - Final Legal Maturity Date:** 2018-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.2543%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GFJ9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $150037500.00
- **C.18.a - Value (excl. sponsor support):** $150037500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2018-08-13
- **C.12 - Maturity Date (WAL):** 2018-09-13
- **C.13 - Final Legal Maturity Date:** 2018-09-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: NATIONAL RURAL UTILITIES CFC

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp., 1.9800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63743DHN4, C.3 - LEI: 4NYF266XZC35SCTGX023, CIK: 0000070502
- **C.18 - Value (incl. sponsor support):** $19975812.20
- **C.18.a - Value (excl. sponsor support):** $19975812.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2018-08-22
- **C.12 - Maturity Date (WAL):** 2018-08-22
- **C.13 - Final Legal Maturity Date:** 2018-08-22
- **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 98: NATIONAL RURAL UTILITIES CFC

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp., 1.9600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63743DHF1, C.3 - LEI: 4NYF266XZC35SCTGX023, CIK: 0000070502
- **C.18 - Value (incl. sponsor support):** $49959166.50
- **C.18.a - Value (excl. sponsor support):** $49959166.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2018-08-15
- **C.12 - Maturity Date (WAL):** 2018-08-15
- **C.13 - Final Legal Maturity Date:** 2018-08-15
- **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 99: NATIONAL RURAL UTILITIES CFC

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp., 1.9400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63743DH12, C.3 - LEI: 4NYF266XZC35SCTGX023, CIK: 0000070502
- **C.18 - Value (incl. sponsor support):** $19998920.60
- **C.18.a - Value (excl. sponsor support):** $19998920.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 2.0500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975VJ50, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $199590000.00
- **C.18.a - Value (excl. sponsor support):** $199590000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 2.0500%
- **C.11 - Maturity Date (WAM):** 2018-09-05
- **C.12 - Maturity Date (WAL):** 2018-09-05
- **C.13 - Final Legal Maturity Date:** 2018-09-05
- **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 101: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 2.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HKC5, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $199157256.00
- **C.18.a - Value (excl. sponsor support):** $199157256.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 2.0900%
- **C.11 - Maturity Date (WAM):** 2018-10-12
- **C.12 - Maturity Date (WAL):** 2018-10-12
- **C.13 - Final Legal Maturity Date:** 2018-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 2.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HKA9, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $99591750.00
- **C.18.a - Value (excl. sponsor support):** $99591750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2018-10-10
- **C.12 - Maturity Date (WAL):** 2018-10-10
- **C.13 - Final Legal Maturity Date:** 2018-10-10
- **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 103: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 1.9000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HH70, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $49981528.00
- **C.18.a - Value (excl. sponsor support):** $49981528.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2018-08-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: NESTLE S.A.

- **C.1 - Title:** Nestle Capital Corp., 2.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HKB7, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $74688900.00
- **C.18.a - Value (excl. sponsor support):** $74688900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2018-10-11
- **C.12 - Maturity Date (WAL):** 2018-10-11
- **C.13 - Final Legal Maturity Date:** 2018-10-11
- **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 105: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 2.0600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558GJL8, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $199416900.00
- **C.18.a - Value (excl. sponsor support):** $199416900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 2.0600%
- **C.11 - Maturity Date (WAM):** 2018-09-20
- **C.12 - Maturity Date (WAL):** 2018-09-20
- **C.13 - Final Legal Maturity Date:** 2018-09-20
- **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 106: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 2.0500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558GJH7, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $49863733.50
- **C.18.a - Value (excl. sponsor support):** $49863733.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 2.0500%
- **C.11 - Maturity Date (WAM):** 2018-09-17
- **C.12 - Maturity Date (WAL):** 2018-09-17
- **C.13 - Final Legal Maturity Date:** 2018-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.9100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5H77, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $66975116.87
- **C.18.a - Value (excl. sponsor support):** $66975116.87
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-08-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.9000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5H10, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $19698959.25
- **C.18.a - Value (excl. sponsor support):** $19698959.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.9700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MHH3, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $199813662.00
- **C.18.a - Value (excl. sponsor support):** $199813662.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2018-08-17
- **C.12 - Maturity Date (WAL):** 2018-08-17
- **C.13 - Final Legal Maturity Date:** 2018-08-17
- **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:** State of North Rhine-Westphalia Germany

- **Amount Provided:** 1.0000

### Security 110: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.9100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MH18, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $199989400.00
- **C.18.a - Value (excl. sponsor support):** $199989400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 111: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MH67, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99967900.00
- **C.18.a - Value (excl. sponsor support):** $99967900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-06
- **C.12 - Maturity Date (WAL):** 2018-08-06
- **C.13 - Final Legal Maturity Date:** 2018-08-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 112: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.9400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MHA8, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $149919124.50
- **C.18.a - Value (excl. sponsor support):** $149919124.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-08-10
- **C.12 - Maturity Date (WAL):** 2018-08-10
- **C.13 - Final Legal Maturity Date:** 2018-08-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 113: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SH63, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $12585952.32
- **C.18.a - Value (excl. sponsor support):** $12585952.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-06
- **C.12 - Maturity Date (WAL):** 2018-08-06
- **C.13 - Final Legal Maturity Date:** 2018-08-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 114: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 2.1500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SKG7, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $37080334.54
- **C.18.a - Value (excl. sponsor support):** $37080334.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 2.1500%
- **C.11 - Maturity Date (WAM):** 2018-10-16
- **C.12 - Maturity Date (WAL):** 2018-10-16
- **C.13 - Final Legal Maturity Date:** 2018-10-16
- **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:** Republic of Austria

- **Amount Provided:** 1.0000

### Security 115: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 2.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SK93, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $74691270.75
- **C.18.a - Value (excl. sponsor support):** $74691270.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **C.11 - Maturity Date (WAM):** 2018-10-09
- **C.12 - Maturity Date (WAL):** 2018-10-09
- **C.13 - Final Legal Maturity Date:** 2018-10-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 116: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 2.3659%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CFJ2, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $30013710.00
- **C.18.a - Value (excl. sponsor support):** $30013710.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 2.3600%
- **C.11 - Maturity Date (WAM):** 2018-08-05
- **C.12 - Maturity Date (WAL):** 2018-11-05
- **C.13 - Final Legal Maturity Date:** 2018-11-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: OVERSEA-CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.9300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BHM5, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $112872781.21
- **C.18.a - Value (excl. sponsor support):** $112872781.21
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-21
- **C.12 - Maturity Date (WAL):** 2018-08-21
- **C.13 - Final Legal Maturity Date:** 2018-08-21
- **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 118: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.9500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BH60, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $39987006.80
- **C.18.a - Value (excl. sponsor support):** $39987006.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-08-06
- **C.12 - Maturity Date (WAL):** 2018-08-06
- **C.13 - Final Legal Maturity Date:** 2018-08-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.9800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BHL7, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $29967116.70
- **C.18.a - Value (excl. sponsor support):** $29967116.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2018-08-20
- **C.12 - Maturity Date (WAL):** 2018-08-20
- **C.13 - Final Legal Maturity Date:** 2018-08-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.9800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BHM5, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $34959656.55
- **C.18.a - Value (excl. sponsor support):** $34959656.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2018-08-21
- **C.12 - Maturity Date (WAL):** 2018-08-21
- **C.13 - Final Legal Maturity Date:** 2018-08-21
- **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 121: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.9800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BHN3, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $20974602.81
- **C.18.a - Value (excl. sponsor support):** $20974602.81
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.9800%
- **C.11 - Maturity Date (WAM):** 2018-08-22
- **C.12 - Maturity Date (WAL):** 2018-08-22
- **C.13 - Final Legal Maturity Date:** 2018-08-22
- **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 122: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.9500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BH37, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $20496677.36
- **C.18.a - Value (excl. sponsor support):** $20496677.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-08-03
- **C.12 - Maturity Date (WAL):** 2018-08-03
- **C.13 - Final Legal Maturity Date:** 2018-08-03
- **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 123: PFIZER INC.

- **C.1 - Title:** Pfizer, Inc., 2.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71708FKF8, C.3 - LEI: 765LHXWGK1KXCLTFYQ30, CIK: 0000078003
- **C.18 - Value (incl. sponsor support):** $22450599.60
- **C.18.a - Value (excl. sponsor support):** $22450599.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 2.1000%
- **C.11 - Maturity Date (WAM):** 2018-10-15
- **C.12 - Maturity Date (WAL):** 2018-10-15
- **C.13 - Final Legal Maturity Date:** 2018-10-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: PROVINCE OF ALBERTA

- **C.1 - Title:** Alberta Province, 1.9200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306NHF8, C.3 - LEI: LQPXMHHNJKIPJYE53543, CIK: 0000810961
- **C.18 - Value (incl. sponsor support):** $49960000.00
- **C.18.a - Value (excl. sponsor support):** $49960000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-08-15
- **C.12 - Maturity Date (WAL):** 2018-08-15
- **C.13 - Final Legal Maturity Date:** 2018-08-15
- **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 125: PROVINCE OF ALBERTA

- **C.1 - Title:** Alberta Province, 1.9400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306NHM3, C.3 - LEI: LQPXMHHNJKIPJYE53543, CIK: 0000810961
- **C.18 - Value (incl. sponsor support):** $49943416.50
- **C.18.a - Value (excl. sponsor support):** $49943416.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-08-21
- **C.12 - Maturity Date (WAL):** 2018-08-21
- **C.13 - Final Legal Maturity Date:** 2018-08-21
- **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 126: PROVINCE OF ALBERTA

- **C.1 - Title:** Alberta Province, 2.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306NJA7, C.3 - LEI: LQPXMHHNJKIPJYE53543, CIK: 0000810961
- **C.18 - Value (incl. sponsor support):** $49886339.00
- **C.18.a - Value (excl. sponsor support):** $49886339.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2018-09-10
- **C.12 - Maturity Date (WAL):** 2018-09-10
- **C.13 - Final Legal Maturity Date:** 2018-09-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: PSP CAPITAL INC

- **C.1 - Title:** PSP Capital, Inc., 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BH88, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $124946361.25
- **C.18.a - Value (excl. sponsor support):** $124946361.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-08
- **C.12 - Maturity Date (WAL):** 2018-08-08
- **C.13 - Final Legal Maturity Date:** 2018-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 128: PSP CAPITAL INC

- **C.1 - Title:** Psp Capital, Inc., 2.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BKQ4, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $74625114.75
- **C.18.a - Value (excl. sponsor support):** $74625114.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **C.11 - Maturity Date (WAM):** 2018-10-24
- **C.12 - Maturity Date (WAL):** 2018-10-24
- **C.13 - Final Legal Maturity Date:** 2018-10-24
- **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:** Public Sector Pension Investment Board

- **Amount Provided:** 1.0000

### Security 129: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BH39, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49192107.34
- **C.18.a - Value (excl. sponsor support):** $49192107.34
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-03
- **C.12 - Maturity Date (WAL):** 2018-08-03
- **C.13 - Final Legal Maturity Date:** 2018-08-03
- **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:** Public Sector Pension Investment Board

- **Amount Provided:** 1.0000

### Security 130: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 1.9400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BHF2, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $99919167.00
- **C.18.a - Value (excl. sponsor support):** $99919167.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-08-15
- **C.12 - Maturity Date (WAL):** 2018-08-15
- **C.13 - Final Legal Maturity Date:** 2018-08-15
- **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:** Public Sector Pension Investment Board

- **Amount Provided:** 1.0000

### Security 131: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 1.9400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BHE5, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $84935904.90
- **C.18.a - Value (excl. sponsor support):** $84935904.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-08-14
- **C.12 - Maturity Date (WAL):** 2018-08-14
- **C.13 - Final Legal Maturity Date:** 2018-08-14
- **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 132: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 1.9600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BHQ8, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $199739466.00
- **C.18.a - Value (excl. sponsor support):** $199739466.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2018-08-24
- **C.12 - Maturity Date (WAL):** 2018-08-24
- **C.13 - Final Legal Maturity Date:** 2018-08-24
- **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:** Public Sector Pension Investment Board

- **Amount Provided:** 1.0000

### Security 133: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 2.0300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800KJT0, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $149509900.50
- **C.18.a - Value (excl. sponsor support):** $149509900.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.0300%
- **C.11 - Maturity Date (WAM):** 2018-09-27
- **C.12 - Maturity Date (WAL):** 2018-09-27
- **C.13 - Final Legal Maturity Date:** 2018-09-27
- **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 134: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 1.9600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800KHQ8, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $149803999.50
- **C.18.a - Value (excl. sponsor support):** $149803999.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2018-08-24
- **C.12 - Maturity Date (WAL):** 2018-08-24
- **C.13 - Final Legal Maturity Date:** 2018-08-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 2.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800KJ45, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $199612666.00
- **C.18.a - Value (excl. sponsor support):** $199612666.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2018-09-04
- **C.12 - Maturity Date (WAL):** 2018-09-04
- **C.13 - Final Legal Maturity Date:** 2018-09-04
- **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 136: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 2.5263%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B5B6, C.4 - ISIN: US21684B5B64, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $100072384.00
- **C.18.a - Value (excl. sponsor support):** $100072384.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.5200%
- **C.11 - Maturity Date (WAM):** 2018-09-12
- **C.12 - Maturity Date (WAL):** 2019-03-12
- **C.13 - Final Legal Maturity Date:** 2019-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 2.3059%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B4X9, C.4 - ISIN: US21684B4X93, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $100026300.00
- **C.18.a - Value (excl. sponsor support):** $100026300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.3100%
- **C.11 - Maturity Date (WAM):** 2018-08-04
- **C.12 - Maturity Date (WAL):** 2018-09-04
- **C.13 - Final Legal Maturity Date:** 2018-09-04
- **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 138: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 2.2785%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B4D3, C.4 - ISIN: US21684B4D30, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $75008025.00
- **C.18.a - Value (excl. sponsor support):** $75008025.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-08-18
- **C.12 - Maturity Date (WAL):** 2018-12-18
- **C.13 - Final Legal Maturity Date:** 2018-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 2.2659%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B3K8, C.4 - ISIN: US21684B3K81, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $100027500.00
- **C.18.a - Value (excl. sponsor support):** $100027500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-08-05
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 2.2721%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B3W2, C.4 - ISIN: US21684B3W20, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $75015450.00
- **C.18.a - Value (excl. sponsor support):** $75015450.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-08-04
- **C.12 - Maturity Date (WAL):** 2018-11-02
- **C.13 - Final Legal Maturity Date:** 2018-11-02
- **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 141: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 2.3475%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B5V2, C.4 - ISIN: US21684B5V29, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50023250.00
- **C.18.a - Value (excl. sponsor support):** $50023250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 2.3500%
- **C.11 - Maturity Date (WAM):** 2018-08-11
- **C.12 - Maturity Date (WAL):** 2019-02-11
- **C.13 - Final Legal Maturity Date:** 2019-02-11
- **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 142: RBC DOMINION SECURITIES

- **C.1 - Title:** RBC Dominion Securities, 1.9100%
- **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: RBC218801
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: ROCHE HOLDING INC.

- **C.1 - Title:** Roche Holdings, Inc., 1.9900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119MJ57, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $39920640.00
- **C.18.a - Value (excl. sponsor support):** $39920640.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2018-09-05
- **C.12 - Maturity Date (WAL):** 2018-09-05
- **C.13 - Final Legal Maturity Date:** 2018-09-05
- **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 144: ROCHE HOLDING INC.

- **C.1 - Title:** Roche Holdings, Inc., 1.9400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119MHL4, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $23974173.36
- **C.18.a - Value (excl. sponsor support):** $23974173.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-08-20
- **C.12 - Maturity Date (WAL):** 2018-08-20
- **C.13 - Final Legal Maturity Date:** 2018-08-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.3271%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N5B8, C.4 - ISIN: US78009N5B87, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $75015525.00
- **C.18.a - Value (excl. sponsor support):** $75015525.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.3300%
- **C.11 - Maturity Date (WAM):** 2018-08-08
- **C.12 - Maturity Date (WAL):** 2018-12-07
- **C.13 - Final Legal Maturity Date:** 2018-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.3372%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N2S4, C.4 - ISIN: US78009N2S40, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100037300.00
- **C.18.a - Value (excl. sponsor support):** $100037300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.3400%
- **C.11 - Maturity Date (WAM):** 2018-08-06
- **C.12 - Maturity Date (WAL):** 2018-11-06
- **C.13 - Final Legal Maturity Date:** 2018-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.4672%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N2M7, C.4 - ISIN: US78009N2M79, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $25016175.00
- **C.18.a - Value (excl. sponsor support):** $25016175.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 2.4700%
- **C.11 - Maturity Date (WAM):** 2018-10-04
- **C.12 - Maturity Date (WAL):** 2018-10-04
- **C.13 - Final Legal Maturity Date:** 2018-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.5133%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UBU8, C.4 - ISIN: US78012UBU88, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $200120400.00
- **C.18.a - Value (excl. sponsor support):** $200120400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 2.5100%
- **C.11 - Maturity Date (WAM):** 2018-08-17
- **C.12 - Maturity Date (WAL):** 2018-09-17
- **C.13 - Final Legal Maturity Date:** 2018-09-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.3716%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UBA2, C.4 - ISIN: US78012UBA25, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $60025680.00
- **C.18.a - Value (excl. sponsor support):** $60025680.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 2.3700%
- **C.11 - Maturity Date (WAM):** 2018-08-29
- **C.12 - Maturity Date (WAL):** 2018-11-29
- **C.13 - Final Legal Maturity Date:** 2018-11-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.7814%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 78012KYU5, C.4 - ISIN: US78012KYU59, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $5009331.50
- **C.18.a - Value (excl. sponsor support):** $5009331.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 2.7800%
- **C.11 - Maturity Date (WAM):** 2018-10-10
- **C.12 - Maturity Date (WAL):** 2019-01-10
- **C.13 - Final Legal Maturity Date:** 2019-01-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.3218%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N5M4, C.4 - ISIN: US78009N5M43, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $150035250.00
- **C.18.a - Value (excl. sponsor support):** $150035250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.3200%
- **C.11 - Maturity Date (WAM):** 2018-08-19
- **C.12 - Maturity Date (WAL):** 2018-12-19
- **C.13 - Final Legal Maturity Date:** 2018-12-19
- **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 152: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.5673%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UCT0, C.4 - ISIN: US78012UCT07, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $60048826.80
- **C.18.a - Value (excl. sponsor support):** $60048826.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 2.5700%
- **C.11 - Maturity Date (WAM):** 2018-10-05
- **C.12 - Maturity Date (WAL):** 2019-04-09
- **C.13 - Final Legal Maturity Date:** 2019-04-09
- **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 153: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 2.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3JE1, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $74807343.75
- **C.18.a - Value (excl. sponsor support):** $74807343.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.0600%
- **C.11 - Maturity Date (WAM):** 2018-09-14
- **C.12 - Maturity Date (WAL):** 2018-09-14
- **C.13 - Final Legal Maturity Date:** 2018-09-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.9100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UH72, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $104961004.05
- **C.18.a - Value (excl. sponsor support):** $104961004.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-08-07
- **C.12 - Maturity Date (WAL):** 2018-08-07
- **C.13 - Final Legal Maturity Date:** 2018-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.9700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UJ47, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $56087808.04
- **C.18.a - Value (excl. sponsor support):** $56087808.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.9700%
- **C.11 - Maturity Date (WAM):** 2018-09-04
- **C.12 - Maturity Date (WAL):** 2018-09-04
- **C.13 - Final Legal Maturity Date:** 2018-09-04
- **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 156: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.9400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UHU1, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $199698534.00
- **C.18.a - Value (excl. sponsor support):** $199698534.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2018-08-28
- **C.12 - Maturity Date (WAL):** 2018-08-28
- **C.13 - Final Legal Maturity Date:** 2018-08-28
- **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 157: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.9000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UH23, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $96989739.34
- **C.18.a - Value (excl. sponsor support):** $96989739.34
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2018-08-02
- **C.12 - Maturity Date (WAL):** 2018-08-02
- **C.13 - Final Legal Maturity Date:** 2018-08-02
- **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 158: SIMON PROPERTY GROUP INC.

- **C.1 - Title:** Simon Property Group, LP, 2.0500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880XJC5, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $55115176.19
- **C.18.a - Value (excl. sponsor support):** $55115176.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.0500%
- **C.11 - Maturity Date (WAM):** 2018-09-12
- **C.12 - Maturity Date (WAL):** 2018-09-12
- **C.13 - Final Legal Maturity Date:** 2018-09-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 2.0600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UK56, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $99624533.00
- **C.18.a - Value (excl. sponsor support):** $99624533.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.0600%
- **C.11 - Maturity Date (WAM):** 2018-10-05
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.9200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UHT8, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $199711700.00
- **C.18.a - Value (excl. sponsor support):** $199711700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-08-27
- **C.12 - Maturity Date (WAL):** 2018-08-27
- **C.13 - Final Legal Maturity Date:** 2018-08-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: STATOIL ASA

- **C.1 - Title:** Statoil ASA, 1.9100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8577A3H38, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $199968250.00
- **C.18.a - Value (excl. sponsor support):** $199968250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-08-03
- **C.12 - Maturity Date (WAL):** 2018-08-03
- **C.13 - Final Legal Maturity Date:** 2018-08-03
- **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 162: STATOIL ASA

- **C.1 - Title:** Statoil ASA, 1.9000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8577A3H20, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $199978844.00
- **C.18.a - Value (excl. sponsor support):** $199978844.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2018-08-02
- **C.12 - Maturity Date (WAL):** 2018-08-02
- **C.13 - Final Legal Maturity Date:** 2018-08-02
- **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 163: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 1.9600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LH88, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $99956533.00
- **C.18.a - Value (excl. sponsor support):** $99956533.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2018-08-08
- **C.12 - Maturity Date (WAL):** 2018-08-08
- **C.13 - Final Legal Maturity Date:** 2018-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 2.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LHT2, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $49925225.00
- **C.18.a - Value (excl. sponsor support):** $49925225.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2018-08-27
- **C.12 - Maturity Date (WAL):** 2018-08-27
- **C.13 - Final Legal Maturity Date:** 2018-08-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 2.1800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LKF8, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $199082934.00
- **C.18.a - Value (excl. sponsor support):** $199082934.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 2.1800%
- **C.11 - Maturity Date (WAM):** 2018-10-15
- **C.12 - Maturity Date (WAL):** 2018-10-15
- **C.13 - Final Legal Maturity Date:** 2018-10-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: SUMITOMO MITSUI FINANCIAL

- **C.1 - Title:** Sumitomo Mitsui Bank NY, 2.0200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LJ60, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, CIK: 0001184915
- **C.18 - Value (incl. sponsor support):** $99793006.00
- **C.18.a - Value (excl. sponsor support):** $99793006.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.0200%
- **C.11 - Maturity Date (WAM):** 2018-09-06
- **C.12 - Maturity Date (WAL):** 2018-09-06
- **C.13 - Final Legal Maturity Date:** 2018-09-06
- **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 167: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 2.2265%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JWQ8, C.4 - ISIN: US86958JWQ83, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $150033000.00
- **C.18.a - Value (excl. sponsor support):** $150033000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.2300%
- **C.11 - Maturity Date (WAM):** 2018-08-12
- **C.12 - Maturity Date (WAL):** 2018-09-12
- **C.13 - Final Legal Maturity Date:** 2018-09-12
- **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 168: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 2.3862%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JZT9, C.4 - ISIN: US86958JZT95, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $75039975.00
- **C.18.a - Value (excl. sponsor support):** $75039975.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.3800%
- **C.11 - Maturity Date (WAM):** 2018-08-10
- **C.12 - Maturity Date (WAL):** 2018-12-10
- **C.13 - Final Legal Maturity Date:** 2018-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 2.2771%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JSR1, C.4 - ISIN: US86958JSR13, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $150010350.00
- **C.18.a - Value (excl. sponsor support):** $150010350.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-08-08
- **C.12 - Maturity Date (WAL):** 2018-08-08
- **C.13 - Final Legal Maturity Date:** 2018-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 2.2472%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JWM7, C.4 - ISIN: US86958JWM79, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $100021300.00
- **C.18.a - Value (excl. sponsor support):** $100021300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2018-08-06
- **C.12 - Maturity Date (WAL):** 2018-09-06
- **C.13 - Final Legal Maturity Date:** 2018-09-06
- **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 171: SWEDBANK

- **C.1 - Title:** Swedbank, 1.9500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SJQ8, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $199404778.00
- **C.18.a - Value (excl. sponsor support):** $199404778.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-09-24
- **C.12 - Maturity Date (WAL):** 2018-09-24
- **C.13 - Final Legal Maturity Date:** 2018-09-24
- **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 172: SWEDBANK

- **C.1 - Title:** Swedbank, 1.9900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SK37, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $49823733.50
- **C.18.a - Value (excl. sponsor support):** $49823733.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2018-10-03
- **C.12 - Maturity Date (WAL):** 2018-10-03
- **C.13 - Final Legal Maturity Date:** 2018-10-03
- **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 173: SWEDBANK

- **C.1 - Title:** Swedbank, 1.9500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SJK1, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $199459166.00
- **C.18.a - Value (excl. sponsor support):** $199459166.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-09-19
- **C.12 - Maturity Date (WAL):** 2018-09-19
- **C.13 - Final Legal Maturity Date:** 2018-09-19
- **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: SWEDISH EXPORT CREDIT CORP.

- **C.1 - Title:** Swedish Export Credit Corp., 1.9000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87030KH17, C.3 - LEI: 1FOLRR5RWTWWI397R131, CIK: 0000352960
- **C.18 - Value (incl. sponsor support):** $74996037.75
- **C.18.a - Value (excl. sponsor support):** $74996037.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.9000%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: TORONTO-DOMINION

- **C.1 - Title:** Toronto Dominion, 1.9200%
- **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: TOR318801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 3.1871%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89114QBF4, C.4 - ISIN: US89114QBF46, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $8014488.61
- **C.18.a - Value (excl. sponsor support):** $8014488.61
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.1800%
- **C.11 - Maturity Date (WAM):** 2018-10-23
- **C.12 - Maturity Date (WAL):** 2019-01-22
- **C.13 - Final Legal Maturity Date:** 2019-01-22
- **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 177: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.2716%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DBP3, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $150028950.00
- **C.18.a - Value (excl. sponsor support):** $150028950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-08-14
- **C.12 - Maturity Date (WAL):** 2018-11-14
- **C.13 - Final Legal Maturity Date:** 2018-11-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.4473%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113XGY4, C.4 - ISIN: US89113XGY40, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $25017225.00
- **C.18.a - Value (excl. sponsor support):** $25017225.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 2.4500%
- **C.11 - Maturity Date (WAM):** 2018-10-06
- **C.12 - Maturity Date (WAL):** 2018-11-06
- **C.13 - Final Legal Maturity Date:** 2018-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.5138%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113XZF4, C.4 - ISIN: US89113XZF40, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100144600.00
- **C.18.a - Value (excl. sponsor support):** $100144600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.5100%
- **C.11 - Maturity Date (WAM):** 2018-09-06
- **C.12 - Maturity Date (WAL):** 2019-03-06
- **C.13 - Final Legal Maturity Date:** 2019-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.3220%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DCA5, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $200042400.00
- **C.18.a - Value (excl. sponsor support):** $200042400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 2.3200%
- **C.11 - Maturity Date (WAM):** 2018-08-02
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.3902%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DDT3, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $50022900.00
- **C.18.a - Value (excl. sponsor support):** $50022900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 2.3900%
- **C.11 - Maturity Date (WAM):** 2018-08-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.6123%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DDZ9, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $45049152.60
- **C.18.a - Value (excl. sponsor support):** $45049152.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 2.6100%
- **C.11 - Maturity Date (WAM):** 2018-09-26
- **C.12 - Maturity Date (WAL):** 2019-03-26
- **C.13 - Final Legal Maturity Date:** 2019-03-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.3510%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DHW2, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $80003760.00
- **C.18.a - Value (excl. sponsor support):** $80003760.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.3500%
- **C.11 - Maturity Date (WAM):** 2018-08-25
- **C.12 - Maturity Date (WAL):** 2019-05-23
- **C.13 - Final Legal Maturity Date:** 2019-05-23
- **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 184: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.4716%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DDW6, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100112900.00
- **C.18.a - Value (excl. sponsor support):** $100112900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.4700%
- **C.11 - Maturity Date (WAM):** 2018-08-16
- **C.12 - Maturity Date (WAL):** 2019-03-15
- **C.13 - Final Legal Maturity Date:** 2019-03-15
- **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 185: TOTAL S.A

- **C.1 - Title:** Total Capital Canada, Ltd., 1.9300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FH16, C.3 - LEI: 529900QI55ZLJVCMPA71, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $99994653.00
- **C.18.a - Value (excl. sponsor support):** $99994653.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2018-08-01
- **C.12 - Maturity Date (WAL):** 2018-08-01
- **C.13 - Final Legal Maturity Date:** 2018-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 1.9600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QH86, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $82963941.48
- **C.18.a - Value (excl. sponsor support):** $82963941.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2018-08-08
- **C.12 - Maturity Date (WAL):** 2018-08-08
- **C.13 - Final Legal Maturity Date:** 2018-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 1.9900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QHE3, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $99922806.00
- **C.18.a - Value (excl. sponsor support):** $99922806.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9900%
- **C.11 - Maturity Date (WAM):** 2018-08-14
- **C.12 - Maturity Date (WAL):** 2018-08-14
- **C.13 - Final Legal Maturity Date:** 2018-08-14
- **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 188: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 2.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QK41, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $49804819.50
- **C.18.a - Value (excl. sponsor support):** $49804819.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 2.1700%
- **C.11 - Maturity Date (WAM):** 2018-10-04
- **C.12 - Maturity Date (WAL):** 2018-10-04
- **C.13 - Final Legal Maturity Date:** 2018-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 2.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QK17, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $74720871.00
- **C.18.a - Value (excl. sponsor support):** $74720871.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.1700%
- **C.11 - Maturity Date (WAM):** 2018-10-01
- **C.12 - Maturity Date (WAL):** 2018-10-01
- **C.13 - Final Legal Maturity Date:** 2018-10-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 2.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QJ76, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $79825284.80
- **C.18.a - Value (excl. sponsor support):** $79825284.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.0700%
- **C.11 - Maturity Date (WAM):** 2018-09-07
- **C.12 - Maturity Date (WAL):** 2018-09-07
- **C.13 - Final Legal Maturity Date:** 2018-09-07
- **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 191: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 2.1800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QKQ2, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $198080829.00
- **C.18.a - Value (excl. sponsor support):** $198080829.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 2.1800%
- **C.11 - Maturity Date (WAM):** 2018-10-24
- **C.12 - Maturity Date (WAL):** 2018-10-24
- **C.13 - Final Legal Maturity Date:** 2018-10-24
- **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 192: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.4150%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TFB6, C.4 - ISIN: US89236TFB61, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $149987991.00
- **C.18.a - Value (excl. sponsor support):** $149987991.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.4200%
- **C.11 - Maturity Date (WAM):** 2018-08-15
- **C.12 - Maturity Date (WAL):** 2019-05-15
- **C.13 - Final Legal Maturity Date:** 2019-05-15
- **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 193: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.5725%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TDT9, C.4 - ISIN: US89236TDT97, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $30005569.50
- **C.18.a - Value (excl. sponsor support):** $30005569.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 2.5700%
- **C.11 - Maturity Date (WAM):** 2018-08-15
- **C.12 - Maturity Date (WAL):** 2018-08-15
- **C.13 - Final Legal Maturity Date:** 2018-08-15
- **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 194: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.8400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HH23, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $149984634.00
- **C.18.a - Value (excl. sponsor support):** $149984634.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **C.11 - Maturity Date (WAM):** 2018-08-02
- **C.12 - Maturity Date (WAL):** 2018-08-02
- **C.13 - Final Legal Maturity Date:** 2018-08-02
- **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 195: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.4174%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AF20, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $139971095.60
- **C.18.a - Value (excl. sponsor support):** $139971095.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 2.4200%
- **C.11 - Maturity Date (WAM):** 2018-10-12
- **C.12 - Maturity Date (WAL):** 2019-04-08
- **C.13 - Final Legal Maturity Date:** 2019-04-08
- **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 196: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.3116%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AD55, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $149995800.00
- **C.18.a - Value (excl. sponsor support):** $149995800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 2.3100%
- **C.11 - Maturity Date (WAM):** 2018-08-16
- **C.12 - Maturity Date (WAL):** 2019-03-12
- **C.13 - Final Legal Maturity Date:** 2019-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.9200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796NZ8, C.4 - ISIN: US912796NZ81
- **C.18 - Value (incl. sponsor support):** $99617635.00
- **C.18.a - Value (excl. sponsor support):** $99617635.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9200%
- **C.11 - Maturity Date (WAM):** 2018-10-11
- **C.12 - Maturity Date (WAL):** 2018-10-11
- **C.13 - Final Legal Maturity Date:** 2018-10-11
- **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 198: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.8600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796QA0, C.4 - ISIN: US912796QA04
- **C.18 - Value (incl. sponsor support):** $99701542.00
- **C.18.a - Value (excl. sponsor support):** $99701542.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.8600%
- **C.11 - Maturity Date (WAM):** 2018-09-27
- **C.12 - Maturity Date (WAL):** 2018-09-27
- **C.13 - Final Legal Maturity Date:** 2018-09-27
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.9500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796QE2, C.4 - ISIN: US912796QE26
- **C.18 - Value (incl. sponsor support):** $149305833.00
- **C.18.a - Value (excl. sponsor support):** $149305833.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2018-10-25
- **C.12 - Maturity Date (WAL):** 2018-10-25
- **C.13 - Final Legal Maturity Date:** 2018-10-25
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.8900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796QB8, C.4 - ISIN: US912796QB86
- **C.18 - Value (incl. sponsor support):** $99659111.00
- **C.18.a - Value (excl. sponsor support):** $99659111.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2018-10-04
- **C.12 - Maturity Date (WAL):** 2018-10-04
- **C.13 - Final Legal Maturity Date:** 2018-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.6400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796PU7, C.4 - ISIN: US912796PU76
- **C.18 - Value (incl. sponsor support):** $99958944.00
- **C.18.a - Value (excl. sponsor support):** $99958944.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2018-08-09
- **C.12 - Maturity Date (WAL):** 2018-08-09
- **C.13 - Final Legal Maturity Date:** 2018-08-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.9600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QHG7, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $99912756.00
- **C.18.a - Value (excl. sponsor support):** $99912756.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2018-08-16
- **C.12 - Maturity Date (WAL):** 2018-08-16
- **C.13 - Final Legal Maturity Date:** 2018-08-16
- **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 203: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 2.0200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QHV4, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $224634782.25
- **C.18.a - Value (excl. sponsor support):** $224634782.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 2.0200%
- **C.11 - Maturity Date (WAM):** 2018-08-29
- **C.12 - Maturity Date (WAL):** 2018-08-29
- **C.13 - Final Legal Maturity Date:** 2018-08-29
- **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 204: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 2.2716%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4XK2, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $50006350.00
- **C.18.a - Value (excl. sponsor support):** $50006350.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-08-29
- **C.12 - Maturity Date (WAL):** 2018-11-29
- **C.13 - Final Legal Maturity Date:** 2018-11-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 2.2759%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4XF3, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $25007425.00
- **C.18.a - Value (excl. sponsor support):** $25007425.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-08-05
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 2.4473%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4XE6, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100061100.00
- **C.18.a - Value (excl. sponsor support):** $100061100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 2.4500%
- **C.11 - Maturity Date (WAM):** 2018-10-05
- **C.12 - Maturity Date (WAL):** 2018-10-05
- **C.13 - Final Legal Maturity Date:** 2018-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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:** 2023-03-17

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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