# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000200
**Filing Date:** 2023-3
**Character Count:** 210581
**Document Hash:** 297c63cf38a2936dd36799ebaf130025
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000200.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001004726-23-000200

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20170731

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230323

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 23757223

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

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

**Live/Test Flag:** —

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

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2017-07-31

**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:** 23 days

- **A.12 - WAL:** 64 days

- **Total Value of Portfolio Securities:** $24831916481.06

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

- **Cash:** $1419230527.82

- **Total Other Assets:** $11036619.34

- **Total Liabilities:** $28323266.50

- **Net Assets of Series:** $26233860361.72

- **Number of Shares Outstanding (Series):** 2266928281.07

- **7-Day Gross Yield:** 1.2300%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $9608286404.01             |  | 36.2700%                   |
| Friday, Week 2 |  | $9871674686.94             |  | 36.8200%                   |
| Friday, Week 3 |  | $9483424047.46             |  | 35.4800%                   |
| Friday, Week 4 |  | $9852736304.37             |  | 36.8100%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $26233860361.72

- **B.4 - Shares Outstanding:** 2266928281.07

- **B.7.7 - 7-Day Net Yield:** 1.1700%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2042527723.02            | $2611678653.19          |
| Week 2   | $1994629030.15            | $1890768287.11          |
| Week 3   | $1810166990.44            | $1676673083.36          |
| Week 4   | $1668771983.00            | $1637607277.50          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $8139926275.61

- **Gross Redemptions for month:** $8948621867.66

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Australia & New Zealand International, Ltd., 1.3872%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00182HFG2, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $99978900.00
- **C.18.a - Value (excl. sponsor support):** $99978900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.3900%
- **C.11 - Maturity Date (WAM):** 2017-08-26
- **C.12 - Maturity Date (WAL):** 2018-05-24
- **C.13 - Final Legal Maturity Date:** 2018-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 1.4223%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 037833AG5, C.4 - ISIN: US037833AG56, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $231439269.98
- **C.18.a - Value (excl. sponsor support):** $231439269.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2018-05-03
- **C.13 - Final Legal Maturity Date:** 2018-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785DWD4, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $99865678.00
- **C.18.a - Value (excl. sponsor support):** $99865678.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-09-13
- **C.12 - Maturity Date (WAL):** 2017-09-13
- **C.13 - Final Legal Maturity Date:** 2017-09-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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, 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948GV34, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $99990875.00
- **C.18.a - Value (excl. sponsor support):** $99990875.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2017-08-03
- **C.13 - Final Legal Maturity Date:** 2017-08-03
- **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.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, 1.1100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948GVF7, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $79963000.00
- **C.18.a - Value (excl. sponsor support):** $79963000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2017-08-15
- **C.12 - Maturity Date (WAL):** 2017-08-15
- **C.13 - Final Legal Maturity Date:** 2017-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: AUSTRALIA & NEW ZEALAND BANKING GROUP

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AW55, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $99879800.00
- **C.18.a - Value (excl. sponsor support):** $99879800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-09-05
- **C.12 - Maturity Date (WAL):** 2017-09-05
- **C.13 - Final Legal Maturity Date:** 2017-09-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.7418%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05253JAD3, C.4 - ISIN: US05253JAD37, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $5320765.40
- **C.18.a - Value (excl. sponsor support):** $5320765.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2017-08-15
- **C.12 - Maturity Date (WAL):** 2018-05-15
- **C.13 - Final Legal Maturity Date:** 2018-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.7436%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05252BCG2, C.4 - ISIN: US05252BCG23, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $11208306.84
- **C.18.a - Value (excl. sponsor support):** $11208306.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2017-10-17
- **C.12 - Maturity Date (WAL):** 2018-01-16
- **C.13 - Final Legal Maturity Date:** 2018-01-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.7064%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00182HEQ1, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $30015330.00
- **C.18.a - Value (excl. sponsor support):** $30015330.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.7100%
- **C.11 - Maturity Date (WAM):** 2017-09-13
- **C.12 - Maturity Date (WAL):** 2017-09-13
- **C.13 - Final Legal Maturity Date:** 2017-09-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 1.7436%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05252ACG4, C.4 - ISIN: US05252ACG40, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $14022904.00
- **C.18.a - Value (excl. sponsor support):** $14022904.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.7400%
- **C.11 - Maturity Date (WAM):** 2017-10-17
- **C.12 - Maturity Date (WAL):** 2018-01-16
- **C.13 - Final Legal Maturity Date:** 2018-01-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: AUTOMATIC DATA PROCESSING INC.

- **C.1 - Title:** Automatic Data Processing Inc., 1.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2V31, C.3 - LEI: HGBOLILQXWER4SAL2I23, CIK: 0000008670
- **C.18 - Value (incl. sponsor support):** $249977812.50
- **C.18.a - Value (excl. sponsor support):** $249977812.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2017-08-03
- **C.13 - Final Legal Maturity Date:** 2017-08-03
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GV42, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99986711.00
- **C.18.a - Value (excl. sponsor support):** $99986711.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GV34, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $44795538.82
- **C.18.a - Value (excl. sponsor support):** $44795538.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2017-08-03
- **C.13 - Final Legal Maturity Date:** 2017-08-03
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.2500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GVX8, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $367104110.63
- **C.18.a - Value (excl. sponsor support):** $367104110.63
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2017-08-31
- **C.12 - Maturity Date (WAL):** 2017-08-31
- **C.13 - Final Legal Maturity Date:** 2017-08-31
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK NEDERLAND

- **C.1 - Title:** Bank Nederlandse Gemeent, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62944GV75, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $199953334.00
- **C.18.a - Value (excl. sponsor support):** $199953334.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-08-07
- **C.12 - Maturity Date (WAL):** 2017-08-07
- **C.13 - Final Legal Maturity Date:** 2017-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: BANK OF AMERICA CORP.

- **C.1 - Title:** Bank of America Corp., 1.0400%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 9DJT3UXIJIZJI4WXO774, CIK: 0000070858, C.5 - Other ID: BAC117801
- **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:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.7663%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427KPJ0, C.4 - ISIN: US06427KPJ06, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $100185800.00
- **C.18.a - Value (excl. sponsor support):** $100185800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.7700%
- **C.11 - Maturity Date (WAM):** 2017-08-11
- **C.12 - Maturity Date (WAL):** 2018-01-11
- **C.13 - Final Legal Maturity Date:** 2018-01-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal, 1.5044%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06427KWB9, C.4 - ISIN: US06427KWB96, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $100095000.00
- **C.18.a - Value (excl. sponsor support):** $100095000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5000%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2018-05-08
- **C.13 - Final Legal Maturity Date:** 2018-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.4336%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GUB2, C.4 - ISIN: US06417GUB21, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100049400.00
- **C.18.a - Value (excl. sponsor support):** $100049400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2017-09-20
- **C.12 - Maturity Date (WAL):** 2018-03-20
- **C.13 - Final Legal Maturity Date:** 2018-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.7233%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GPQ5, C.4 - ISIN: US06417GPQ54, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100078800.00
- **C.18.a - Value (excl. sponsor support):** $100078800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.7200%
- **C.11 - Maturity Date (WAM):** 2017-09-27
- **C.12 - Maturity Date (WAL):** 2017-09-27
- **C.13 - Final Legal Maturity Date:** 2017-09-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.7321%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GQH4, C.4 - ISIN: US06417GQH47, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $50045150.00
- **C.18.a - Value (excl. sponsor support):** $50045150.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2017-10-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.5490%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GRK6, C.4 - ISIN: US06417GRK66, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100093700.00
- **C.18.a - Value (excl. sponsor support):** $100093700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2017-09-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.3256%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LEP8, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $50007600.00
- **C.18.a - Value (excl. sponsor support):** $50007600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2017-08-17
- **C.12 - Maturity Date (WAL):** 2017-10-17
- **C.13 - Final Legal Maturity Date:** 2017-10-17
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 1.4452%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LEM5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $100038400.00
- **C.18.a - Value (excl. sponsor support):** $100038400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2017-10-11
- **C.12 - Maturity Date (WAL):** 2018-04-11
- **C.13 - Final Legal Maturity Date:** 2018-04-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de l'Etat, 1.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0V42, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $99987600.00
- **C.18.a - Value (excl. sponsor support):** $99987600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de l'Etat, 1.1600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0WJ8, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $74881277.25
- **C.18.a - Value (excl. sponsor support):** $74881277.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-09-18
- **C.12 - Maturity Date (WAL):** 2017-09-18
- **C.13 - Final Legal Maturity Date:** 2017-09-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de l'Etat, 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0XC2, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $36886302.15
- **C.18.a - Value (excl. sponsor support):** $36886302.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-10-12
- **C.12 - Maturity Date (WAL):** 2017-10-12
- **C.13 - Final Legal Maturity Date:** 2017-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BARCLAYS BANK PLC

- **C.1 - Title:** Barclays PLC, 1.0400%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: AC28XWWI3WIBK2824319, CIK: 0000312069, C.5 - Other ID: BCG217801
- **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:** 3.0500%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: BERKSHIRE HATHAWAY FINANCE

- **C.1 - Title:** Berkshire Hathaway Finance, 1.3068%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 084664CB5, C.4 - ISIN: US084664CB55, C.3 - LEI: 5493000C01ZX7D35SD85, CIK: 0001456061
- **C.18 - Value (incl. sponsor support):** $10020330.66
- **C.18.a - Value (excl. sponsor support):** $10020330.66
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2017-08-14
- **C.12 - Maturity Date (WAL):** 2017-08-14
- **C.13 - Final Legal Maturity Date:** 2017-08-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BERKSHIRE HATHAWAY FINANCE

- **C.1 - Title:** Berkshire Hathaway Finance, 1.6041%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 084664CD1, C.4 - ISIN: US084664CD12, C.3 - LEI: 5493000C01ZX7D35SD85, CIK: 0001456061
- **C.18 - Value (incl. sponsor support):** $34344302.33
- **C.18.a - Value (excl. sponsor support):** $34344302.33
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.6000%
- **C.11 - Maturity Date (WAM):** 2017-10-12
- **C.12 - Maturity Date (WAL):** 2018-01-12
- **C.13 - Final Legal Maturity Date:** 2018-01-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.2600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AX66, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $149648250.00
- **C.18.a - Value (excl. sponsor support):** $149648250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2017-10-06
- **C.12 - Maturity Date (WAL):** 2017-10-06
- **C.13 - Final Legal Maturity Date:** 2017-10-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.1600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AVM3, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $24983054.25
- **C.18.a - Value (excl. sponsor support):** $24983054.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-08-21
- **C.12 - Maturity Date (WAL):** 2017-08-21
- **C.13 - Final Legal Maturity Date:** 2017-08-21
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.2500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AX33, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $99777600.00
- **C.18.a - Value (excl. sponsor support):** $99777600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2017-10-03
- **C.12 - Maturity Date (WAL):** 2017-10-03
- **C.13 - Final Legal Maturity Date:** 2017-10-03
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.2300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AWN0, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $199639012.00
- **C.18.a - Value (excl. sponsor support):** $199639012.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-09-22
- **C.12 - Maturity Date (WAL):** 2017-09-22
- **C.13 - Final Legal Maturity Date:** 2017-09-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse des Depots et Consignations, 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AVB7, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $199930212.00
- **C.18.a - Value (excl. sponsor support):** $199930212.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-08-11
- **C.12 - Maturity Date (WAL):** 2017-08-11
- **C.13 - Final Legal Maturity Date:** 2017-08-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: CHEVRONTEXACO CORP.

- **C.1 - Title:** Chevron Corp., 1.5404%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 166764AX8, C.4 - ISIN: US166764AX89, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $13233299.32
- **C.18.a - Value (excl. sponsor support):** $13233299.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.5400%
- **C.11 - Maturity Date (WAM):** 2017-08-09
- **C.12 - Maturity Date (WAL):** 2017-11-09
- **C.13 - Final Legal Maturity Date:** 2017-11-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: COCA-COLA CO. (THE)

- **C.1 - Title:** Coca-Cola Co., 1.0900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121AVQ1, C.3 - LEI: UWJKFUJFZ02DKWI3RY53, CIK: 0000021344
- **C.18 - Value (incl. sponsor support):** $49963800.00
- **C.18.a - Value (excl. sponsor support):** $49963800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2017-08-24
- **C.12 - Maturity Date (WAL):** 2017-08-24
- **C.13 - Final Legal Maturity Date:** 2017-08-24
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: COLGATE-PALMOLIVE CO.

- **C.1 - Title:** Colgate-Palmolive Co., 1.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19416EV46, C.3 - LEI: YMEGZFW4SBUSS5BQXF88, CIK: 0000021665
- **C.18 - Value (incl. sponsor support):** $4458471.88
- **C.18.a - Value (excl. sponsor support):** $4458471.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.3172%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWP7, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $44006292.00
- **C.18.a - Value (excl. sponsor support):** $44006292.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2017-10-03
- **C.13 - Final Legal Maturity Date:** 2017-10-03
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.4072%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWZ5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $29015544.00
- **C.18.a - Value (excl. sponsor support):** $29015544.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2017-08-02
- **C.12 - Maturity Date (WAL):** 2018-05-02
- **C.13 - Final Legal Maturity Date:** 2018-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.3972%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AXG6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $45019935.00
- **C.18.a - Value (excl. sponsor support):** $45019935.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2018-06-01
- **C.13 - Final Legal Maturity Date:** 2018-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.5272%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWJ1, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $75096525.00
- **C.18.a - Value (excl. sponsor support):** $75096525.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.5300%
- **C.11 - Maturity Date (WAM):** 2017-08-24
- **C.12 - Maturity Date (WAL):** 2018-03-23
- **C.13 - Final Legal Maturity Date:** 2018-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.6233%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AVD5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $10000520.00
- **C.18.a - Value (excl. sponsor support):** $10000520.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.7483%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AUZ7, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $150247350.00
- **C.18.a - Value (excl. sponsor support):** $150247350.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2017-08-19
- **C.12 - Maturity Date (WAL):** 2017-12-14
- **C.13 - Final Legal Maturity Date:** 2017-12-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.7036%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272ATV8, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100091000.00
- **C.18.a - Value (excl. sponsor support):** $100091000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2017-10-12
- **C.12 - Maturity Date (WAL):** 2017-10-12
- **C.13 - Final Legal Maturity Date:** 2017-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.6844%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AVQ6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100190600.00
- **C.18.a - Value (excl. sponsor support):** $100190600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2017-08-09
- **C.12 - Maturity Date (WAL):** 2018-02-02
- **C.13 - Final Legal Maturity Date:** 2018-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.5456%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWC6, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $70097160.00
- **C.18.a - Value (excl. sponsor support):** $70097160.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2017-08-21
- **C.12 - Maturity Date (WAL):** 2018-03-16
- **C.13 - Final Legal Maturity Date:** 2018-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.5672%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AWA0, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $100144200.00
- **C.18.a - Value (excl. sponsor support):** $100144200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2017-08-07
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 1.6356%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AVV5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $120209520.00
- **C.18.a - Value (excl. sponsor support):** $120209520.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2017-08-22
- **C.12 - Maturity Date (WAL):** 2018-02-15
- **C.13 - Final Legal Maturity Date:** 2018-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: CPPIB CAPITAL INC.

- **C.1 - Title:** CPPIB Capital, Inc., 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CVN1, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $149895591.00
- **C.18.a - Value (excl. sponsor support):** $149895591.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-08-22
- **C.12 - Maturity Date (WAL):** 2017-08-22
- **C.13 - Final Legal Maturity Date:** 2017-08-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 51: CPPIB CAPITAL INC.

- **C.1 - Title:** CPPIB Capital, Inc., 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12624CVQ4, C.3 - LEI: 4BFD7AQU0A75QLAHK410, CIK: 0001283718
- **C.18 - Value (incl. sponsor support):** $99923867.00
- **C.18.a - Value (excl. sponsor support):** $99923867.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-08-24
- **C.12 - Maturity Date (WAL):** 2017-08-24
- **C.13 - Final Legal Maturity Date:** 2017-08-24
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 52: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DWS0, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $99810317.00
- **C.18.a - Value (excl. sponsor support):** $99810317.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-09-26
- **C.12 - Maturity Date (WAL):** 2017-09-26
- **C.13 - Final Legal Maturity Date:** 2017-09-26
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.2200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DXC4, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $74815523.25
- **C.18.a - Value (excl. sponsor support):** $74815523.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-10-12
- **C.12 - Maturity Date (WAL):** 2017-10-12
- **C.13 - Final Legal Maturity Date:** 2017-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.1500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DV77, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $70984123.69
- **C.18.a - Value (excl. sponsor support):** $70984123.69
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-08-07
- **C.12 - Maturity Date (WAL):** 2017-08-07
- **C.13 - Final Legal Maturity Date:** 2017-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.1500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DV85, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $149961633.00
- **C.18.a - Value (excl. sponsor support):** $149961633.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2017-08-08
- **C.13 - Final Legal Maturity Date:** 2017-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DW68, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $99878208.00
- **C.18.a - Value (excl. sponsor support):** $99878208.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-09-06
- **C.12 - Maturity Date (WAL):** 2017-09-06
- **C.13 - Final Legal Maturity Date:** 2017-09-06
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 1.1800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DVV4, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $24976256.25
- **C.18.a - Value (excl. sponsor support):** $24976256.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-08-29
- **C.12 - Maturity Date (WAL):** 2017-08-29
- **C.13 - Final Legal Maturity Date:** 2017-08-29
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: ELI LILLY & CO.

- **C.1 - Title:** ELI Lilly & Co., 1.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53245PVE5, C.3 - LEI: FRDRIPF3EKNDJ2CQJL29, CIK: 0000059478
- **C.18 - Value (incl. sponsor support):** $86213808.64
- **C.18.a - Value (excl. sponsor support):** $86213808.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-08-14
- **C.12 - Maturity Date (WAL):** 2017-08-14
- **C.13 - Final Legal Maturity Date:** 2017-08-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.1800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CXB3, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49881800.00
- **C.18.a - Value (excl. sponsor support):** $49881800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-10-11
- **C.12 - Maturity Date (WAL):** 2017-10-11
- **C.13 - Final Legal Maturity Date:** 2017-10-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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 60: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CVJ8, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99943300.00
- **C.18.a - Value (excl. sponsor support):** $99943300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-08-18
- **C.12 - Maturity Date (WAL):** 2017-08-18
- **C.13 - Final Legal Maturity Date:** 2017-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 61: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CVB5, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $149948437.50
- **C.18.a - Value (excl. sponsor support):** $149948437.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-08-11
- **C.12 - Maturity Date (WAL):** 2017-08-11
- **C.13 - Final Legal Maturity Date:** 2017-08-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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 62: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CV90, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $74978962.50
- **C.18.a - Value (excl. sponsor support):** $74978962.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-08-09
- **C.12 - Maturity Date (WAL):** 2017-08-09
- **C.13 - Final Legal Maturity Date:** 2017-08-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 63: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 1.1500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604CW16, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99897689.00
- **C.18.a - Value (excl. sponsor support):** $99897689.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-09-01
- **C.12 - Maturity Date (WAL):** 2017-09-01
- **C.13 - Final Legal Maturity Date:** 2017-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 64: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** European Investment Bank, 1.2433%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 29878TCT9, C.4 - ISIN: US29878TCT97, C.3 - LEI: 5493006YXS1U5GIHE750, CIK: 0000033745
- **C.18 - Value (incl. sponsor support):** $23573444.76
- **C.18.a - Value (excl. sponsor support):** $23573444.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2017-08-06
- **C.12 - Maturity Date (WAL):** 2018-07-06
- **C.13 - Final Legal Maturity Date:** 2018-07-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: EXPORT DEVELOPMENT CORP.

- **C.1 - Title:** Export Development Canada, 1.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30215GVF6, C.3 - LEI: Z6MHCSLXHKYG4B6PHW02, CIK: 0000276328
- **C.18 - Value (incl. sponsor support):** $49977500.00
- **C.18.a - Value (excl. sponsor support):** $49977500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-08-15
- **C.12 - Maturity Date (WAL):** 2017-08-15
- **C.13 - Final Legal Maturity Date:** 2017-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Identity of Guarantor:** Canada

- **Amount Provided:** 1.0000

### Security 66: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 1.0500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AV22, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $74995608.00
- **C.18.a - Value (excl. sponsor support):** $74995608.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-08-02
- **C.12 - Maturity Date (WAL):** 2017-08-02
- **C.13 - Final Legal Maturity Date:** 2017-08-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 1.0600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AV30, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $229979778.40
- **C.18.a - Value (excl. sponsor support):** $229979778.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2017-08-03
- **C.13 - Final Legal Maturity Date:** 2017-08-03
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385LY0, C.4 - ISIN: US313385LY09, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $71898984.00
- **C.18.a - Value (excl. sponsor support):** $71898984.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 0.9900%
- **C.11 - Maturity Date (WAM):** 2017-09-20
- **C.12 - Maturity Date (WAL):** 2017-09-20
- **C.13 - Final Legal Maturity Date:** 2017-09-20
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385LX2, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99862500.00
- **C.18.a - Value (excl. sponsor support):** $99862500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.9900%
- **C.11 - Maturity Date (WAM):** 2017-09-19
- **C.12 - Maturity Date (WAL):** 2017-09-19
- **C.13 - Final Legal Maturity Date:** 2017-09-19
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385LT1, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74905275.00
- **C.18.a - Value (excl. sponsor support):** $74905275.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.9900%
- **C.11 - Maturity Date (WAM):** 2017-09-15
- **C.12 - Maturity Date (WAL):** 2017-09-15
- **C.13 - Final Legal Maturity Date:** 2017-09-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385MA1, C.4 - ISIN: US313385MA14, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $130808871.00
- **C.18.a - Value (excl. sponsor support):** $130808871.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.9900%
- **C.11 - Maturity Date (WAM):** 2017-09-22
- **C.12 - Maturity Date (WAL):** 2017-09-22
- **C.13 - Final Legal Maturity Date:** 2017-09-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.0400%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385NE2, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99766700.00
- **C.18.a - Value (excl. sponsor support):** $99766700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-10-20
- **C.12 - Maturity Date (WAL):** 2017-10-20
- **C.13 - Final Legal Maturity Date:** 2017-10-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.0400%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385NC6, C.4 - ISIN: US313385NC60, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99772500.00
- **C.18.a - Value (excl. sponsor support):** $99772500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-10-18
- **C.12 - Maturity Date (WAL):** 2017-10-18
- **C.13 - Final Legal Maturity Date:** 2017-10-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.0400%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385MN3, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99813300.00
- **C.18.a - Value (excl. sponsor support):** $99813300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-10-04
- **C.12 - Maturity Date (WAL):** 2017-10-04
- **C.13 - Final Legal Maturity Date:** 2017-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9400%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385KM7, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $174927025.00
- **C.18.a - Value (excl. sponsor support):** $174927025.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.9400%
- **C.11 - Maturity Date (WAM):** 2017-08-16
- **C.12 - Maturity Date (WAL):** 2017-08-16
- **C.13 - Final Legal Maturity Date:** 2017-08-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9400%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385KP0, C.4 - ISIN: US313385KP01, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99952800.00
- **C.18.a - Value (excl. sponsor support):** $99952800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.9400%
- **C.11 - Maturity Date (WAM):** 2017-08-18
- **C.12 - Maturity Date (WAL):** 2017-08-18
- **C.13 - Final Legal Maturity Date:** 2017-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385KG0, C.4 - ISIN: US313385KG02, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74979150.00
- **C.18.a - Value (excl. sponsor support):** $74979150.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **C.11 - Maturity Date (WAM):** 2017-08-11
- **C.12 - Maturity Date (WAL):** 2017-08-11
- **C.13 - Final Legal Maturity Date:** 2017-08-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.7500%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385JZ0, C.4 - ISIN: US313385JZ02, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49995850.00
- **C.18.a - Value (excl. sponsor support):** $49995850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.8900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385KE5, C.4 - ISIN: US313385KE53, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99977800.00
- **C.18.a - Value (excl. sponsor support):** $99977800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.8900%
- **C.11 - Maturity Date (WAM):** 2017-08-09
- **C.12 - Maturity Date (WAL):** 2017-08-09
- **C.13 - Final Legal Maturity Date:** 2017-08-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9800%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385LJ3, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49949500.00
- **C.18.a - Value (excl. sponsor support):** $49949500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.9800%
- **C.11 - Maturity Date (WAM):** 2017-09-06
- **C.12 - Maturity Date (WAL):** 2017-09-06
- **C.13 - Final Legal Maturity Date:** 2017-09-06
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385LL8, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $20977614.00
- **C.18.a - Value (excl. sponsor support):** $20977614.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.9900%
- **C.11 - Maturity Date (WAM):** 2017-09-08
- **C.12 - Maturity Date (WAL):** 2017-09-08
- **C.13 - Final Legal Maturity Date:** 2017-09-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9700%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385LB0, C.4 - ISIN: US313385LB06, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $92925042.00
- **C.18.a - Value (excl. sponsor support):** $92925042.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2017-08-30
- **C.12 - Maturity Date (WAL):** 2017-08-30
- **C.13 - Final Legal Maturity Date:** 2017-08-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385KU9, C.4 - ISIN: US313385KU95, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99938900.00
- **C.18.a - Value (excl. sponsor support):** $99938900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.9600%
- **C.11 - Maturity Date (WAM):** 2017-08-23
- **C.12 - Maturity Date (WAL):** 2017-08-23
- **C.13 - Final Legal Maturity Date:** 2017-08-23
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 0.9600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385KW5, C.4 - ISIN: US313385KW51, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199866600.00
- **C.18.a - Value (excl. sponsor support):** $199866600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.9600%
- **C.11 - Maturity Date (WAM):** 2017-08-25
- **C.12 - Maturity Date (WAL):** 2017-08-25
- **C.13 - Final Legal Maturity Date:** 2017-08-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** GE Capital Treasury LLC, 1.0933%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164LED7, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $75016950.00
- **C.18.a - Value (excl. sponsor support):** $75016950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2017-08-05
- **C.12 - Maturity Date (WAL):** 2017-12-20
- **C.13 - Final Legal Maturity Date:** 2017-12-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 1.2500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JZ72, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $74664331.50
- **C.18.a - Value (excl. sponsor support):** $74664331.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2017-12-07
- **C.12 - Maturity Date (WAL):** 2017-12-07
- **C.13 - Final Legal Maturity Date:** 2017-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 1.2600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JZC1, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $74649924.75
- **C.18.a - Value (excl. sponsor support):** $74649924.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2017-12-12
- **C.12 - Maturity Date (WAL):** 2017-12-12
- **C.13 - Final Legal Maturity Date:** 2017-12-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 1.1800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164JXJ8, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $99748681.00
- **C.18.a - Value (excl. sponsor support):** $99748681.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-10-16
- **C.12 - Maturity Date (WAL):** 2017-10-16
- **C.13 - Final Legal Maturity Date:** 2017-10-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: GE CAPITAL TREASURY SERVICES US LLC

- **C.1 - Title:** GE Capital Treasury LLC, 1.0833%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 36164LEB1, C.3 - LEI: 549300WQ8JPKVFVYEF86, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $75013200.00
- **C.18.a - Value (excl. sponsor support):** $75013200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-08-05
- **C.12 - Maturity Date (WAL):** 2017-12-04
- **C.13 - Final Legal Maturity Date:** 2017-12-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: GENERAL ELECTRIC CAPITAL CORP. (GECC)

- **C.1 - Title:** General Electric Captial Corp., 5.6250%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 36962G3H5, C.4 - ISIN: US36962G3H54, C.3 - LEI: 3C7474T6CDKPR9K6YT90, CIK: 0000040545
- **C.18 - Value (incl. sponsor support):** $502481.50
- **C.18.a - Value (excl. sponsor support):** $502481.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2017-09-15
- **C.12 - Maturity Date (WAL):** 2017-09-15
- **C.13 - Final Legal Maturity Date:** 2017-09-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: GOLDMAN SACHS GROUP INC.

- **C.1 - Title:** Goldman Sachs & Co., 1.0300%
- **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: GOL317801
- **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:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.0300%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: HSBC USA INC.

- **C.1 - Title:** HSBC Securities (USA), Inc., 1.0300%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: MLU0ZO3ML4LN2LL2TL39, CIK: 0001089113, C.5 - Other ID: HSB117801
- **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:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.0300%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: JPMORGAN CHASE & CO.

- **C.1 - Title:** JPMorgan Securities, 1.0500%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 8I5DZWZKVSZI1NUHU748, CIK: 0000019617, C.5 - Other ID: JPM317801
- **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:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TWC9, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $176911531.30
- **C.18.a - Value (excl. sponsor support):** $176911531.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-09-12
- **C.12 - Maturity Date (WAL):** 2017-09-12
- **C.13 - Final Legal Maturity Date:** 2017-09-12
- **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.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 95: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TWE5, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $49929250.00
- **C.18.a - Value (excl. sponsor support):** $49929250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-09-14
- **C.12 - Maturity Date (WAL):** 2017-09-14
- **C.13 - Final Legal Maturity Date:** 2017-09-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 96: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 1.1800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TX53, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $236040866.34
- **C.18.a - Value (excl. sponsor support):** $236040866.34
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-10-05
- **C.12 - Maturity Date (WAL):** 2017-10-05
- **C.13 - Final Legal Maturity Date:** 2017-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 97: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AVN9, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49965197.00
- **C.18.a - Value (excl. sponsor support):** $49965197.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-08-22
- **C.12 - Maturity Date (WAL):** 2017-08-22
- **C.13 - Final Legal Maturity Date:** 2017-08-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AVJ8, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $74957475.00
- **C.18.a - Value (excl. sponsor support):** $74957475.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-08-18
- **C.12 - Maturity Date (WAL):** 2017-08-18
- **C.13 - Final Legal Maturity Date:** 2017-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AV82, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49987544.50
- **C.18.a - Value (excl. sponsor support):** $49987544.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2017-08-08
- **C.13 - Final Legal Maturity Date:** 2017-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AVE9, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $46299662.74
- **C.18.a - Value (excl. sponsor support):** $46299662.74
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-08-14
- **C.12 - Maturity Date (WAL):** 2017-08-14
- **C.13 - Final Legal Maturity Date:** 2017-08-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AV17, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $74997683.25
- **C.18.a - Value (excl. sponsor support):** $74997683.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AV74, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49989111.00
- **C.18.a - Value (excl. sponsor support):** $49989111.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-08-07
- **C.12 - Maturity Date (WAL):** 2017-08-07
- **C.13 - Final Legal Maturity Date:** 2017-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AV41, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $56742963.00
- **C.18.a - Value (excl. sponsor support):** $56742963.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AVF6, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $124941146.25
- **C.18.a - Value (excl. sponsor support):** $124941146.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-08-15
- **C.12 - Maturity Date (WAL):** 2017-08-15
- **C.13 - Final Legal Maturity Date:** 2017-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: KOCH RESOURCES LLC

- **C.1 - Title:** Koch Resources LLC, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50000AVH2, C.3 - LEI: UDRKF4NTOOY4GOLNZS16, CIK: 0000923338
- **C.18 - Value (incl. sponsor support):** $49973248.50
- **C.18.a - Value (excl. sponsor support):** $49973248.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-08-17
- **C.12 - Maturity Date (WAL):** 2017-08-17
- **C.13 - Final Legal Maturity Date:** 2017-08-17
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GVQ7, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $399683732.00
- **C.18.a - Value (excl. sponsor support):** $399683732.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-08-24
- **C.12 - Maturity Date (WAL):** 2017-08-24
- **C.13 - Final Legal Maturity Date:** 2017-08-24
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GVP9, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $99924292.00
- **C.18.a - Value (excl. sponsor support):** $99924292.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-08-23
- **C.12 - Maturity Date (WAL):** 2017-08-23
- **C.13 - Final Legal Maturity Date:** 2017-08-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489GVU8, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $199815044.00
- **C.18.a - Value (excl. sponsor support):** $199815044.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-08-28
- **C.12 - Maturity Date (WAL):** 2017-08-28
- **C.13 - Final Legal Maturity Date:** 2017-08-28
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: MASSACHUSETTS MUTUAL LIFE INSURANCE CO.

- **C.1 - Title:** Massachusetts Mutual Life Insurance Co., 1.1400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57576JVM1, C.3 - LEI: R6ZXK5P01NP6HXSY1S07, CIK: 0000225602
- **C.18 - Value (incl. sponsor support):** $24983404.25
- **C.18.a - Value (excl. sponsor support):** $24983404.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-08-21
- **C.12 - Maturity Date (WAL):** 2017-08-21
- **C.13 - Final Legal Maturity Date:** 2017-08-21
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** Mizuho Securities USA, Inc., 1.0500%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, CIK: 0001335730, C.5 - Other ID: MIZ117801
- **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:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.5625%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GDB8, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $50053200.00
- **C.18.a - Value (excl. sponsor support):** $50053200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2017-09-06
- **C.12 - Maturity Date (WAL):** 2017-12-06
- **C.13 - Final Legal Maturity Date:** 2017-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.6237%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GCK9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $50002600.00
- **C.18.a - Value (excl. sponsor support):** $50002600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.3363%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GES0, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $49996550.00
- **C.18.a - Value (excl. sponsor support):** $49996550.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.3400%
- **C.11 - Maturity Date (WAM):** 2017-08-14
- **C.12 - Maturity Date (WAL):** 2018-02-12
- **C.13 - Final Legal Maturity Date:** 2018-02-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.9525%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 6325C1CF4, C.4 - ISIN: US6325C1CF48, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $18086940.00
- **C.18.a - Value (excl. sponsor support):** $18086940.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2017-10-24
- **C.12 - Maturity Date (WAL):** 2018-07-23
- **C.13 - Final Legal Maturity Date:** 2018-07-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.5733%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GDX0, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $100134100.00
- **C.18.a - Value (excl. sponsor support):** $100134100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2017-08-06
- **C.12 - Maturity Date (WAL):** 2018-03-06
- **C.13 - Final Legal Maturity Date:** 2018-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.4093%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GDL6, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $200193000.00
- **C.18.a - Value (excl. sponsor support):** $200193000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2018-02-08
- **C.13 - Final Legal Maturity Date:** 2018-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.6356%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GDQ5, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $100158300.00
- **C.18.a - Value (excl. sponsor support):** $100158300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2017-08-16
- **C.12 - Maturity Date (WAL):** 2018-02-16
- **C.13 - Final Legal Maturity Date:** 2018-02-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EVG2, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $99946889.00
- **C.18.a - Value (excl. sponsor support):** $99946889.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-08-16
- **C.12 - Maturity Date (WAL):** 2017-08-16
- **C.13 - Final Legal Maturity Date:** 2017-08-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EW14, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $84909257.40
- **C.18.a - Value (excl. sponsor support):** $84909257.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-09-01
- **C.12 - Maturity Date (WAL):** 2017-09-01
- **C.13 - Final Legal Maturity Date:** 2017-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UVB5, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $199931250.00
- **C.18.a - Value (excl. sponsor support):** $199931250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-08-11
- **C.12 - Maturity Date (WAL):** 2017-08-11
- **C.13 - Final Legal Maturity Date:** 2017-08-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschaps, 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UVQ2, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $199847734.00
- **C.18.a - Value (excl. sponsor support):** $199847734.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-08-24
- **C.12 - Maturity Date (WAL):** 2017-08-24
- **C.13 - Final Legal Maturity Date:** 2017-08-24
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: NESTLE S.A.

- **C.1 - Title:** Nestle Finance International, Ltd., 1.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105RWB2, C.3 - LEI: 0KLLMNHINTFDRMU6DI05, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $99863967.00
- **C.18.a - Value (excl. sponsor support):** $99863967.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-09-11
- **C.12 - Maturity Date (WAL):** 2017-09-11
- **C.13 - Final Legal Maturity Date:** 2017-09-11
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FWC5, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $99857503.00
- **C.18.a - Value (excl. sponsor support):** $99857503.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-09-12
- **C.12 - Maturity Date (WAL):** 2017-09-12
- **C.13 - Final Legal Maturity Date:** 2017-09-12
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 1.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FW76, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $249686500.00
- **C.18.a - Value (excl. sponsor support):** $249686500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2017-09-07
- **C.12 - Maturity Date (WAL):** 2017-09-07
- **C.13 - Final Legal Maturity Date:** 2017-09-07
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 1.2300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558FXA8, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $46637053.40
- **C.18.a - Value (excl. sponsor support):** $46637053.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2017-10-10
- **C.12 - Maturity Date (WAL):** 2017-10-10
- **C.13 - Final Legal Maturity Date:** 2017-10-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank Finland NY, 1.6412%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558LRW4, C.4 - ISIN: US65558LRW45, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $75017325.00
- **C.18.a - Value (excl. sponsor support):** $75017325.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2017-08-18
- **C.12 - Maturity Date (WAL):** 2017-08-18
- **C.13 - Final Legal Maturity Date:** 2017-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4V41, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $34995854.60
- **C.18.a - Value (excl. sponsor support):** $34995854.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4VE9, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $25889132.10
- **C.18.a - Value (excl. sponsor support):** $25889132.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-08-14
- **C.12 - Maturity Date (WAL):** 2017-08-14
- **C.13 - Final Legal Maturity Date:** 2017-08-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4V90, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $59983920.00
- **C.18.a - Value (excl. sponsor support):** $59983920.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-08-09
- **C.12 - Maturity Date (WAL):** 2017-08-09
- **C.13 - Final Legal Maturity Date:** 2017-08-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 1.0800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4VH2, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $39979581.20
- **C.18.a - Value (excl. sponsor support):** $39979581.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2017-08-17
- **C.12 - Maturity Date (WAL):** 2017-08-17
- **C.13 - Final Legal Maturity Date:** 2017-08-17
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.1500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LVA4, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $199936000.00
- **C.18.a - Value (excl. sponsor support):** $199936000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-08-10
- **C.12 - Maturity Date (WAL):** 2017-08-10
- **C.13 - Final Legal Maturity Date:** 2017-08-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 132: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LV48, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49993655.50
- **C.18.a - Value (excl. sponsor support):** $49993655.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 133: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.2100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LWT2, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $149709033.00
- **C.18.a - Value (excl. sponsor support):** $149709033.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-09-27
- **C.12 - Maturity Date (WAL):** 2017-09-27
- **C.13 - Final Legal Maturity Date:** 2017-09-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 134: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LWM7, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99826522.00
- **C.18.a - Value (excl. sponsor support):** $99826522.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-09-21
- **C.12 - Maturity Date (WAL):** 2017-09-21
- **C.13 - Final Legal Maturity Date:** 2017-09-21
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 135: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LWL9, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99830000.00
- **C.18.a - Value (excl. sponsor support):** $99830000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-09-20
- **C.12 - Maturity Date (WAL):** 2017-09-20
- **C.13 - Final Legal Maturity Date:** 2017-09-20
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 136: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.1600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LVH9, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $29983524.30
- **C.18.a - Value (excl. sponsor support):** $29983524.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-08-17
- **C.12 - Maturity Date (WAL):** 2017-08-17
- **C.13 - Final Legal Maturity Date:** 2017-08-17
- **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.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 137: NRW.BANK

- **C.1 - Title:** NRW.Bank, 1.1800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LVQ9, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $49960766.50
- **C.18.a - Value (excl. sponsor support):** $49960766.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-08-24
- **C.12 - Maturity Date (WAL):** 2017-08-24
- **C.13 - Final Legal Maturity Date:** 2017-08-24
- **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.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 138: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 1.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616RWB7, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $120828059.00
- **C.18.a - Value (excl. sponsor support):** $120828059.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-09-11
- **C.12 - Maturity Date (WAL):** 2017-09-11
- **C.13 - Final Legal Maturity Date:** 2017-09-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.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 139: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 1.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616RVM4, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $72624212.53
- **C.18.a - Value (excl. sponsor support):** $72624212.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-08-21
- **C.12 - Maturity Date (WAL):** 2017-08-21
- **C.13 - Final Legal Maturity Date:** 2017-08-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 140: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 1.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616RW50, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $99878600.00
- **C.18.a - Value (excl. sponsor support):** $99878600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-09-05
- **C.12 - Maturity Date (WAL):** 2017-09-05
- **C.13 - Final Legal Maturity Date:** 2017-09-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 141: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.3000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AXD9, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99732983.00
- **C.18.a - Value (excl. sponsor support):** $99732983.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2017-10-13
- **C.12 - Maturity Date (WAL):** 2017-10-13
- **C.13 - Final Legal Maturity Date:** 2017-10-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.3563%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CCS5, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $76001140.00
- **C.18.a - Value (excl. sponsor support):** $76001140.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2017-08-14
- **C.12 - Maturity Date (WAL):** 2018-01-12
- **C.13 - Final Legal Maturity Date:** 2018-01-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.2800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AWM0, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99815833.00
- **C.18.a - Value (excl. sponsor support):** $99815833.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2017-09-21
- **C.12 - Maturity Date (WAL):** 2017-09-21
- **C.13 - Final Legal Maturity Date:** 2017-09-21
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.2700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AW57, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99873600.00
- **C.18.a - Value (excl. sponsor support):** $99873600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-09-05
- **C.12 - Maturity Date (WAL):** 2017-09-05
- **C.13 - Final Legal Maturity Date:** 2017-09-05
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.2200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AV17, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $42298563.07
- **C.18.a - Value (excl. sponsor support):** $42298563.07
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.2700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AW73, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $143997465.98
- **C.18.a - Value (excl. sponsor support):** $143997465.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-09-07
- **C.12 - Maturity Date (WAL):** 2017-09-07
- **C.13 - Final Legal Maturity Date:** 2017-09-07
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 1.2700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AW65, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $21631838.97
- **C.18.a - Value (excl. sponsor support):** $21631838.97
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2017-09-06
- **C.12 - Maturity Date (WAL):** 2017-09-06
- **C.13 - Final Legal Maturity Date:** 2017-09-06
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 1.1500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372AV74, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $19995527.80
- **C.18.a - Value (excl. sponsor support):** $19995527.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-08-07
- **C.12 - Maturity Date (WAL):** 2017-08-07
- **C.13 - Final Legal Maturity Date:** 2017-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AVF8, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49976458.50
- **C.18.a - Value (excl. sponsor support):** $49976458.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-08-15
- **C.12 - Maturity Date (WAL):** 2017-08-15
- **C.13 - Final Legal Maturity Date:** 2017-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 150: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 1.1400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AVM3, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $124917021.25
- **C.18.a - Value (excl. sponsor support):** $124917021.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-08-21
- **C.12 - Maturity Date (WAL):** 2017-08-21
- **C.13 - Final Legal Maturity Date:** 2017-08-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 151: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 1.3172%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69368EAK6, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $69014628.00
- **C.18.a - Value (excl. sponsor support):** $69014628.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2017-08-05
- **C.12 - Maturity Date (WAL):** 2017-11-03
- **C.13 - Final Legal Maturity Date:** 2017-11-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 1.1200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AV84, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49987544.50
- **C.18.a - Value (excl. sponsor support):** $49987544.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2017-08-08
- **C.13 - Final Legal Maturity Date:** 2017-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 153: PSP CAPITAL

- **C.1 - Title:** PSP Capital, Inc., 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370AVJ0, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $99943300.00
- **C.18.a - Value (excl. sponsor support):** $99943300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-08-18
- **C.12 - Maturity Date (WAL):** 2017-08-18
- **C.13 - Final Legal Maturity Date:** 2017-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 154: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800JWK7, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $149770209.00
- **C.18.a - Value (excl. sponsor support):** $149770209.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-09-19
- **C.12 - Maturity Date (WAL):** 2017-09-19
- **C.13 - Final Legal Maturity Date:** 2017-09-19
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.4737%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BF90, C.4 - ISIN: US21684BF904, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $75065475.00
- **C.18.a - Value (excl. sponsor support):** $75065475.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.4700%
- **C.11 - Maturity Date (WAM):** 2017-08-06
- **C.12 - Maturity Date (WAL):** 2017-11-06
- **C.13 - Final Legal Maturity Date:** 2017-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.3839%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B2F0, C.4 - ISIN: US21684B2F06, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $99992700.00
- **C.18.a - Value (excl. sponsor support):** $99992700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2017-08-14
- **C.12 - Maturity Date (WAL):** 2018-07-12
- **C.13 - Final Legal Maturity Date:** 2018-07-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.6796%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BQ49, C.4 - ISIN: US21684BQ497, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50011200.00
- **C.18.a - Value (excl. sponsor support):** $50011200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.6800%
- **C.11 - Maturity Date (WAM):** 2017-08-16
- **C.12 - Maturity Date (WAL):** 2017-08-16
- **C.13 - Final Legal Maturity Date:** 2017-08-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 1.7203%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684BT87, C.4 - ISIN: US21684BT871, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50033850.00
- **C.18.a - Value (excl. sponsor support):** $50033850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.7200%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-09-18
- **C.13 - Final Legal Maturity Date:** 2017-09-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: ROCHE HOLDING LTD.

- **C.1 - Title:** Roche Holdings, Inc., 1.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 77119LV30, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $29997337.50
- **C.18.a - Value (excl. sponsor support):** $29997337.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2017-08-03
- **C.13 - Final Legal Maturity Date:** 2017-08-03
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: ROYAL BANK OF CANADA

- **C.1 - Title:** Royal Bank of Canada, 1.0400%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275, C.5 - Other ID: RBC217801
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.5674%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NM60, C.4 - ISIN: US78009NM600, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100102900.00
- **C.18.a - Value (excl. sponsor support):** $100102900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2017-09-20
- **C.12 - Maturity Date (WAL):** 2017-12-19
- **C.13 - Final Legal Maturity Date:** 2017-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.4439%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NX76, C.4 - ISIN: US78009NX763, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2017-10-27
- **C.12 - Maturity Date (WAL):** 2018-07-27
- **C.13 - Final Legal Maturity Date:** 2018-07-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.7472%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NN36, C.4 - ISIN: US78009NN368, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100167000.00
- **C.18.a - Value (excl. sponsor support):** $100167000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2017-08-23
- **C.12 - Maturity Date (WAL):** 2017-12-22
- **C.13 - Final Legal Maturity Date:** 2017-12-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.4122%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NT89, C.4 - ISIN: US78009NT894, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $50002350.00
- **C.18.a - Value (excl. sponsor support):** $50002350.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.4100%
- **C.11 - Maturity Date (WAM):** 2017-08-25
- **C.12 - Maturity Date (WAL):** 2018-05-25
- **C.13 - Final Legal Maturity Date:** 2018-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.5478%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NS31, C.4 - ISIN: US78009NS318, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100106600.00
- **C.18.a - Value (excl. sponsor support):** $100106600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2017-08-20
- **C.12 - Maturity Date (WAL):** 2018-03-20
- **C.13 - Final Legal Maturity Date:** 2018-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.5733%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NR65, C.4 - ISIN: US78009NR658, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100121900.00
- **C.18.a - Value (excl. sponsor support):** $100121900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2017-08-07
- **C.12 - Maturity Date (WAL):** 2018-03-07
- **C.13 - Final Legal Maturity Date:** 2018-03-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.5190%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NL61, C.4 - ISIN: US78009NL610, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100092600.00
- **C.18.a - Value (excl. sponsor support):** $100092600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5200%
- **C.11 - Maturity Date (WAM):** 2017-09-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.3581%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NU46, C.4 - ISIN: US78009NU462, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $30005250.00
- **C.18.a - Value (excl. sponsor support):** $30005250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2017-09-12
- **C.12 - Maturity Date (WAL):** 2018-06-12
- **C.13 - Final Legal Maturity Date:** 2018-06-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 1.7107%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009NJ31, C.4 - ISIN: US78009NJ317, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $100085400.00
- **C.18.a - Value (excl. sponsor support):** $100085400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.7100%
- **C.11 - Maturity Date (WAM):** 2017-10-05
- **C.12 - Maturity Date (WAL):** 2017-10-05
- **C.13 - Final Legal Maturity Date:** 2017-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: SANOFI

- **C.1 - Title:** Sanofi, 1.1000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2WF5, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $132313595.03
- **C.18.a - Value (excl. sponsor support):** $132313595.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2017-09-15
- **C.12 - Maturity Date (WAL):** 2017-09-15
- **C.13 - Final Legal Maturity Date:** 2017-09-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 1.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TV46, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $199976312.00
- **C.18.a - Value (excl. sponsor support):** $199976312.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-08-04
- **C.12 - Maturity Date (WAL):** 2017-08-04
- **C.13 - Final Legal Maturity Date:** 2017-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: SIMON PROPERTY GROUP INC.

- **C.1 - Title:** Simon Property GRP, LP, 1.1700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880WVP4, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $15988029.76
- **C.18.a - Value (excl. sponsor support):** $15988029.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-08-23
- **C.12 - Maturity Date (WAL):** 2017-08-23
- **C.13 - Final Legal Maturity Date:** 2017-08-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: SIMON PROPERTY GROUP INC.

- **C.1 - Title:** Simon Property GRP, LP, 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880WWR9, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $11526497.62
- **C.18.a - Value (excl. sponsor support):** $11526497.62
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-09-25
- **C.12 - Maturity Date (WAL):** 2017-09-25
- **C.13 - Final Legal Maturity Date:** 2017-09-25
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.1500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TVF5, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $199904584.00
- **C.18.a - Value (excl. sponsor support):** $199904584.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-08-15
- **C.12 - Maturity Date (WAL):** 2017-08-15
- **C.13 - Final Legal Maturity Date:** 2017-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.1400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TV73, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $14996683.80
- **C.18.a - Value (excl. sponsor support):** $14996683.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-08-07
- **C.12 - Maturity Date (WAL):** 2017-08-07
- **C.13 - Final Legal Maturity Date:** 2017-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: SKANDINAVISKA ENSKILDA BANKEN AB (SEB)

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.1800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TWM9, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $199658534.00
- **C.18.a - Value (excl. sponsor support):** $199658534.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2017-09-21
- **C.12 - Maturity Date (WAL):** 2017-09-21
- **C.13 - Final Legal Maturity Date:** 2017-09-21
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: SKANDINAVISKA ENSKILDA BANKEN AB (SEB)

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 1.1500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TVP3, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $99926336.00
- **C.18.a - Value (excl. sponsor support):** $99926336.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-08-23
- **C.12 - Maturity Date (WAL):** 2017-08-23
- **C.13 - Final Legal Maturity Date:** 2017-08-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: STATOIL ASA

- **C.1 - Title:** Statoil ASA, 1.3804%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 85771PAU6, C.4 - ISIN: US85771PAU66, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $6508953.72
- **C.18.a - Value (excl. sponsor support):** $6508953.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2017-08-09
- **C.12 - Maturity Date (WAL):** 2017-11-09
- **C.13 - Final Legal Maturity Date:** 2017-11-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: STATOIL ASA

- **C.1 - Title:** Statoil ASA, 1.1300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8577A2XA6, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $99778125.00
- **C.18.a - Value (excl. sponsor support):** $99778125.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-10-10
- **C.12 - Maturity Date (WAL):** 2017-10-10
- **C.13 - Final Legal Maturity Date:** 2017-10-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank AB., 1.2100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JWS0, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $49904287.50
- **C.18.a - Value (excl. sponsor support):** $49904287.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-09-26
- **C.12 - Maturity Date (WAL):** 2017-09-26
- **C.13 - Final Legal Maturity Date:** 2017-09-26
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.9472%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JAJ8, C.4 - ISIN: US86958JAJ88, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $100002200.00
- **C.18.a - Value (excl. sponsor support):** $100002200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.9500%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.3444%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JMW6, C.4 - ISIN: US86958JMW61, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $212042824.00
- **C.18.a - Value (excl. sponsor support):** $212042824.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 1.3400%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2017-12-08
- **C.13 - Final Legal Maturity Date:** 2017-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.6233%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JGT0, C.4 - ISIN: US86958JGT07, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $155013950.00
- **C.18.a - Value (excl. sponsor support):** $155013950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2017-08-07
- **C.12 - Maturity Date (WAL):** 2017-08-07
- **C.13 - Final Legal Maturity Date:** 2017-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 1.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JVP7, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99923461.00
- **C.18.a - Value (excl. sponsor support):** $99923461.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2017-08-23
- **C.12 - Maturity Date (WAL):** 2017-08-23
- **C.13 - Final Legal Maturity Date:** 2017-08-23
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 1.4304%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JFC8, C.4 - ISIN: US86958JFC80, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $50003300.00
- **C.18.a - Value (excl. sponsor support):** $50003300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2017-08-09
- **C.12 - Maturity Date (WAL):** 2017-08-09
- **C.13 - Final Legal Maturity Date:** 2017-08-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 1.2100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JWJ0, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $39934340.00
- **C.18.a - Value (excl. sponsor support):** $39934340.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-09-18
- **C.12 - Maturity Date (WAL):** 2017-09-18
- **C.13 - Final Legal Maturity Date:** 2017-09-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbank, Inc., 1.2100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JWD3, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $99852722.00
- **C.18.a - Value (excl. sponsor support):** $99852722.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2017-09-13
- **C.12 - Maturity Date (WAL):** 2017-09-13
- **C.13 - Final Legal Maturity Date:** 2017-09-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: SWEDBANK

- **C.1 - Title:** Swedbank, 1.1500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RVN3, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $199859566.00
- **C.18.a - Value (excl. sponsor support):** $199859566.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2017-08-22
- **C.12 - Maturity Date (WAL):** 2017-08-22
- **C.13 - Final Legal Maturity Date:** 2017-08-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: SWEDBANK

- **C.1 - Title:** Swedbank, 1.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RV37, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $274974265.50
- **C.18.a - Value (excl. sponsor support):** $274974265.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2017-08-03
- **C.13 - Final Legal Maturity Date:** 2017-08-03
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: SWEDBANK

- **C.1 - Title:** Swedbank, 1.1200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019RV29, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $299981301.00
- **C.18.a - Value (excl. sponsor support):** $299981301.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2017-08-02
- **C.12 - Maturity Date (WAL):** 2017-08-02
- **C.13 - Final Legal Maturity Date:** 2017-08-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: SWEDISH EXPORT CREDIT CORP.

- **C.1 - Title:** Swedish Export Credit Corp., 1.0700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87030JV89, C.3 - LEI: 1FOLRR5RWTWWI397R131, CIK: 0000352960
- **C.18 - Value (incl. sponsor support):** $99976200.00
- **C.18.a - Value (excl. sponsor support):** $99976200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2017-08-08
- **C.13 - Final Legal Maturity Date:** 2017-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.0500%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263, C.5 - Other ID: TOR217801
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-01
- **C.13 - Final Legal Maturity Date:** 2017-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.5639%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WYR1, C.4 - ISIN: US89113WYR14, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100125100.00
- **C.18.a - Value (excl. sponsor support):** $100125100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5600%
- **C.11 - Maturity Date (WAM):** 2017-08-13
- **C.12 - Maturity Date (WAL):** 2018-03-13
- **C.13 - Final Legal Maturity Date:** 2018-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.6717%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WHB5, C.4 - ISIN: US89113WHB54, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $65019370.00
- **C.18.a - Value (excl. sponsor support):** $65019370.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2017-08-22
- **C.13 - Final Legal Maturity Date:** 2017-08-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.3733%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WJ49, C.4 - ISIN: US89113WJ497, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $40010280.00
- **C.18.a - Value (excl. sponsor support):** $40010280.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2017-10-10
- **C.13 - Final Legal Maturity Date:** 2017-10-10
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.5672%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WYE0, C.4 - ISIN: US89113WYE01, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100121500.00
- **C.18.a - Value (excl. sponsor support):** $100121500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2018-03-05
- **C.13 - Final Legal Maturity Date:** 2018-03-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.4039%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113W6E1, C.4 - ISIN: US89113W6E16, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $54992300.00
- **C.18.a - Value (excl. sponsor support):** $54992300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2017-08-14
- **C.12 - Maturity Date (WAL):** 2018-07-12
- **C.13 - Final Legal Maturity Date:** 2018-07-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.7461%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WML7, C.4 - ISIN: US89113WML71, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $150209250.00
- **C.18.a - Value (excl. sponsor support):** $150209250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2017-08-19
- **C.12 - Maturity Date (WAL):** 2017-11-20
- **C.13 - Final Legal Maturity Date:** 2017-11-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.3972%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WX50, C.4 - ISIN: US89113WX506, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $79998880.00
- **C.18.a - Value (excl. sponsor support):** $79998880.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2017-08-23
- **C.12 - Maturity Date (WAL):** 2018-05-23
- **C.13 - Final Legal Maturity Date:** 2018-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.4833%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WJ56, C.4 - ISIN: US89113WJ562, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100079200.00
- **C.18.a - Value (excl. sponsor support):** $100079200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2018-05-07
- **C.13 - Final Legal Maturity Date:** 2018-05-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 1.4793%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113WLL8, C.4 - ISIN: US89113WLL80, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100086300.00
- **C.18.a - Value (excl. sponsor support):** $100086300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2017-08-08
- **C.12 - Maturity Date (WAL):** 2017-11-08
- **C.13 - Final Legal Maturity Date:** 2017-11-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.1600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PVF6, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $77462541.93
- **C.18.a - Value (excl. sponsor support):** $77462541.93
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-08-15
- **C.12 - Maturity Date (WAL):** 2017-08-15
- **C.13 - Final Legal Maturity Date:** 2017-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.1600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PVJ8, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $23986056.00
- **C.18.a - Value (excl. sponsor support):** $23986056.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-08-18
- **C.12 - Maturity Date (WAL):** 2017-08-18
- **C.13 - Final Legal Maturity Date:** 2017-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.1600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PVM1, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $199864200.00
- **C.18.a - Value (excl. sponsor support):** $199864200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-08-21
- **C.12 - Maturity Date (WAL):** 2017-08-21
- **C.13 - Final Legal Maturity Date:** 2017-08-21
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.1700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PVN9, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $199857612.00
- **C.18.a - Value (excl. sponsor support):** $199857612.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2017-08-22
- **C.12 - Maturity Date (WAL):** 2017-08-22
- **C.13 - Final Legal Maturity Date:** 2017-08-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: TOTAL SA

- **C.1 - Title:** Total Capital Canada, Ltd., 1.1600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153PVG4, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $149922600.00
- **C.18.a - Value (excl. sponsor support):** $149922600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2017-08-16
- **C.12 - Maturity Date (WAL):** 2017-08-16
- **C.13 - Final Legal Maturity Date:** 2017-08-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.2596%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TDX0, C.4 - ISIN: US89236TDX00, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $300087900.00
- **C.18.a - Value (excl. sponsor support):** $300087900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2017-08-16
- **C.12 - Maturity Date (WAL):** 2018-05-17
- **C.13 - Final Legal Maturity Date:** 2018-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.1300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GWS1, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $149732100.00
- **C.18.a - Value (excl. sponsor support):** $149732100.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2017-09-26
- **C.12 - Maturity Date (WAL):** 2017-09-26
- **C.13 - Final Legal Maturity Date:** 2017-09-26
- **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.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.3472%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AVL0, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $199994800.00
- **C.18.a - Value (excl. sponsor support):** $199994800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.3500%
- **C.11 - Maturity Date (WAM):** 2017-08-26
- **C.12 - Maturity Date (WAL):** 2018-02-07
- **C.13 - Final Legal Maturity Date:** 2018-02-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 1.4333%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AUD9, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $150087300.00
- **C.18.a - Value (excl. sponsor support):** $150087300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.4300%
- **C.11 - Maturity Date (WAM):** 2017-08-28
- **C.12 - Maturity Date (WAL):** 2017-12-20
- **C.13 - Final Legal Maturity Date:** 2017-12-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 1.1400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127PV24, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $158439928.92
- **C.18.a - Value (excl. sponsor support):** $158439928.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2017-08-02
- **C.12 - Maturity Date (WAL):** 2017-08-02
- **C.13 - Final Legal Maturity Date:** 2017-08-02
- **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.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.9500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KL2, C.4 - ISIN: US912796KL23
- **C.18 - Value (incl. sponsor support):** $99880800.00
- **C.18.a - Value (excl. sponsor support):** $99880800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.9500%
- **C.11 - Maturity Date (WAM):** 2017-09-14
- **C.12 - Maturity Date (WAL):** 2017-09-14
- **C.13 - Final Legal Maturity Date:** 2017-09-14
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.0700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796LY3, C.4 - ISIN: US912796LY35
- **C.18 - Value (incl. sponsor support):** $199524400.00
- **C.18.a - Value (excl. sponsor support):** $199524400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-10-19
- **C.12 - Maturity Date (WAL):** 2017-10-19
- **C.13 - Final Legal Maturity Date:** 2017-10-19
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.0600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796LZ0, C.4 - ISIN: US912796LZ00
- **C.18 - Value (incl. sponsor support):** $149618400.00
- **C.18.a - Value (excl. sponsor support):** $149618400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2017-10-26
- **C.12 - Maturity Date (WAL):** 2017-10-26
- **C.13 - Final Legal Maturity Date:** 2017-10-26
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.9300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796LQ0, C.4 - ISIN: US912796LQ01
- **C.18 - Value (incl. sponsor support):** $99937900.00
- **C.18.a - Value (excl. sponsor support):** $99937900.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.9300%
- **C.11 - Maturity Date (WAM):** 2017-08-24
- **C.12 - Maturity Date (WAL):** 2017-08-24
- **C.13 - Final Legal Maturity Date:** 2017-08-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.0700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796KR9, C.4 - ISIN: US912796KR92
- **C.18 - Value (incl. sponsor support):** $199566000.00
- **C.18.a - Value (excl. sponsor support):** $199566000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2017-10-12
- **C.12 - Maturity Date (WAL):** 2017-10-12
- **C.13 - Final Legal Maturity Date:** 2017-10-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: US TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 0.6200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796LM9, C.4 - ISIN: US912796LM96
- **C.18 - Value (incl. sponsor support):** $99994800.00
- **C.18.a - Value (excl. sponsor support):** $99994800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.6200%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2017-08-03
- **C.13 - Final Legal Maturity Date:** 2017-08-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.6187%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214CN1, C.4 - ISIN: US961214CN14, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $1503784.50
- **C.18.a - Value (excl. sponsor support):** $1503784.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2017-08-25
- **C.12 - Maturity Date (WAL):** 2018-05-25
- **C.13 - Final Legal Maturity Date:** 2018-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.5718%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214CL5, C.4 - ISIN: US961214CL57, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $11311593.80
- **C.18.a - Value (excl. sponsor support):** $11311593.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2017-09-01
- **C.12 - Maturity Date (WAL):** 2017-12-01
- **C.13 - Final Legal Maturity Date:** 2017-12-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.3733%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4WD9, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $79997520.00
- **C.18.a - Value (excl. sponsor support):** $79997520.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2017-08-02
- **C.12 - Maturity Date (WAL):** 2018-07-02
- **C.13 - Final Legal Maturity Date:** 2018-07-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.4696%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4UG4, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $75063300.00
- **C.18.a - Value (excl. sponsor support):** $75063300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.4700%
- **C.11 - Maturity Date (WAM):** 2017-08-02
- **C.12 - Maturity Date (WAL):** 2017-11-02
- **C.13 - Final Legal Maturity Date:** 2017-11-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.6469%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4UT6, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100074700.00
- **C.18.a - Value (excl. sponsor support):** $100074700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2017-08-06
- **C.12 - Maturity Date (WAL):** 2017-10-05
- **C.13 - Final Legal Maturity Date:** 2017-10-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.7269%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96121T2F4, C.4 - ISIN: US96121T2F43, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100173800.00
- **C.18.a - Value (excl. sponsor support):** $100173800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2017-08-06
- **C.12 - Maturity Date (WAL):** 2018-01-05
- **C.13 - Final Legal Maturity Date:** 2018-01-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Securities NZ Ltd., 1.4363%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 96122JEE5, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $66544023.00
- **C.18.a - Value (excl. sponsor support):** $66544023.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.4400%
- **C.11 - Maturity Date (WAM):** 2017-08-11
- **C.12 - Maturity Date (WAL):** 2018-05-11
- **C.13 - Final Legal Maturity Date:** 2018-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.5472%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VK4, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $80101120.00
- **C.18.a - Value (excl. sponsor support):** $80101120.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.5500%
- **C.11 - Maturity Date (WAM):** 2017-08-03
- **C.12 - Maturity Date (WAL):** 2018-03-02
- **C.13 - Final Legal Maturity Date:** 2018-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.4174%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VP3, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $75052125.00
- **C.18.a - Value (excl. sponsor support):** $75052125.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2017-09-19
- **C.12 - Maturity Date (WAL):** 2018-03-19
- **C.13 - Final Legal Maturity Date:** 2018-03-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.6356%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VF5, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100169300.00
- **C.18.a - Value (excl. sponsor support):** $100169300.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2017-08-16
- **C.12 - Maturity Date (WAL):** 2018-02-16
- **C.13 - Final Legal Maturity Date:** 2018-02-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 1.5672%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4VJ7, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $100137600.00
- **C.18.a - Value (excl. sponsor support):** $100137600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2017-08-01
- **C.12 - Maturity Date (WAL):** 2018-03-01
- **C.13 - Final Legal Maturity Date:** 2018-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-03-23

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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