# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001004726-23-000177
**Filing Date:** 2023-3
**Character Count:** 179606
**Document Hash:** 82193cef23ce3deaa527c5d379c6596a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-23-000177.hdr.sgml**: 20230317

**ACCESSION NUMBER**: 0001004726-23-000177

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20181130

**FILED AS OF DATE**: 20230317

**DATE AS OF CHANGE**: 20230317

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 23741692

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

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

**Live/Test Flag:** —

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

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2018-11-30

**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:** 27 days

- **A.12 - WAL:** 48 days

- **Total Value of Portfolio Securities:** $20099070766.29

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

- **Cash:** $891123751.12

- **Total Other Assets:** $10887455.35

- **Total Liabilities:** $42182400.04

- **Net Assets of Series:** $20958899572.72

- **Number of Shares Outstanding (Series):** 1811437213.49

- **7-Day Gross Yield:** 2.3900%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $8985052811.74             |  | 42.4200%                   |
| Friday, Week 2 |  | $8740643184.97             |  | 39.7100%                   |
| Friday, Week 3 |  | $8222372748.13             |  | 38.7600%                   |
| Friday, Week 4 |  | $9061099490.42             |  | 42.1800%                   |
| Friday, Week 5 |  | $8730963606.30             |  | 41.5700%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $20958899572.72

- **B.4 - Shares Outstanding:** 1811437213.49

- **B.7.7 - 7-Day Net Yield:** 2.3400%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2521106414.07            | $1505908585.31          |
| Week 2   | $2255169504.72            | $1336120817.40          |
| Week 3   | $1169309319.41            | $1976347301.78          |
| Week 4   | $1868765703.90            | $1610253080.65          |
| Week 5   | $1513548325.03            | $2001629391.39          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $7793683552.91

- **Gross Redemptions for month:** $7612239011.78

## Part C: Schedule of Portfolio Securities

### Security 1: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 2.2500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03785EMB7, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $185371469.44
- **C.18.a - Value (excl. sponsor support):** $185371469.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2018-12-11
- **C.12 - Maturity Date (WAL):** 2018-12-11
- **C.13 - Final Legal Maturity Date:** 2018-12-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: APPLE COMPUTER INC.

- **C.1 - Title:** Apple, Inc., 2.8924%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 037833AP5, C.4 - ISIN: US037833AP55, C.3 - LEI: HWUPKR0MPOU8FGXBT394, CIK: 0000320193
- **C.18 - Value (incl. sponsor support):** $20019729.80
- **C.18.a - Value (excl. sponsor support):** $20019729.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 2.8900%
- **C.11 - Maturity Date (WAM):** 2019-02-06
- **C.12 - Maturity Date (WAL):** 2019-05-06
- **C.13 - Final Legal Maturity Date:** 2019-05-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ARCHER DANIELS MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland Co., 2.2700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HMA6, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $29981124.90
- **C.18.a - Value (excl. sponsor support):** $29981124.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-10
- **C.12 - Maturity Date (WAL):** 2018-12-10
- **C.13 - Final Legal Maturity Date:** 2018-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: ARCHER DANIELS MIDLAND CO.

- **C.1 - Title:** Archer-Daniels-Midland Co., 2.2300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HM32, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $37686995.32
- **C.18.a - Value (excl. sponsor support):** $37686995.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 2.2300%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, 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 Co., 2.2800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03948HMC2, C.3 - LEI: 549300LO13MQ9HYSTR83, CIK: 0000007084
- **C.18 - Value (incl. sponsor support):** $41968150.14
- **C.18.a - Value (excl. sponsor support):** $41968150.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-12
- **C.12 - Maturity Date (WAL):** 2018-12-12
- **C.13 - Final Legal Maturity Date:** 2018-12-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, 2.1700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CM45, C.3 - LEI: JHE42UYNWWTJB8YTTU19, CIK: 0001300064
- **C.18 - Value (incl. sponsor support):** $99975844.00
- **C.18.a - Value (excl. sponsor support):** $99975844.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.1700%
- **C.11 - Maturity Date (WAM):** 2018-12-04
- **C.12 - Maturity Date (WAL):** 2018-12-04
- **C.13 - Final Legal Maturity Date:** 2018-12-04
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: BANK OF AMERICA CORP.

- **C.1 - Title:** Bank of America Corp., 2.2700%
- **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: BAC118C03
- **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:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 2.6479%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RNK1, C.4 - ISIN: US06370RNK13, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $99999985.00
- **C.18.a - Value (excl. sponsor support):** $99999985.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.6500%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2019-08-06
- **C.13 - Final Legal Maturity Date:** 2019-08-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 2.5336%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RLX5, C.4 - ISIN: US06370RLX51, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $199840672.00
- **C.18.a - Value (excl. sponsor support):** $199840672.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 2.5400%
- **C.11 - Maturity Date (WAM):** 2018-12-05
- **C.12 - Maturity Date (WAL):** 2019-10-04
- **C.13 - Final Legal Maturity Date:** 2019-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 2.7192%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RNU9, C.4 - ISIN: US06370RNU94, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $100007938.00
- **C.18.a - Value (excl. sponsor support):** $100007938.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.7200%
- **C.11 - Maturity Date (WAM):** 2019-02-07
- **C.12 - Maturity Date (WAL):** 2019-05-07
- **C.13 - Final Legal Maturity Date:** 2019-05-07
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BANK OF MONTREAL CHICAGO

- **C.1 - Title:** Bank of Montreal Chicago, 2.5779%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370RNL9, C.4 - ISIN: US06370RNL95, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0001018949
- **C.18 - Value (incl. sponsor support):** $149999976.00
- **C.18.a - Value (excl. sponsor support):** $149999976.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.5800%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2019-05-03
- **C.13 - Final Legal Maturity Date:** 2019-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 2.5209%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417G2B3, C.4 - ISIN: US06417G2B37, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $99936901.00
- **C.18.a - Value (excl. sponsor support):** $99936901.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.5200%
- **C.11 - Maturity Date (WAM):** 2018-12-20
- **C.12 - Maturity Date (WAL):** 2019-09-20
- **C.13 - Final Legal Maturity Date:** 2019-09-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 2.5760%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417G2Z0, C.4 - ISIN: US06417G2Z05, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $29999993.70
- **C.18.a - Value (excl. sponsor support):** $29999993.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 2.5800%
- **C.11 - Maturity Date (WAM):** 2018-12-07
- **C.12 - Maturity Date (WAL):** 2019-05-07
- **C.13 - Final Legal Maturity Date:** 2019-05-07
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 2.4127%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417GY85, C.4 - ISIN: US06417GY858, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $149888227.50
- **C.18.a - Value (excl. sponsor support):** $149888227.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.4100%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2019-09-06
- **C.13 - Final Legal Maturity Date:** 2019-09-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 2.5353%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LJV0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $99925200.00
- **C.18.a - Value (excl. sponsor support):** $99925200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.5400%
- **C.11 - Maturity Date (WAM):** 2018-12-09
- **C.12 - Maturity Date (WAL):** 2019-10-09
- **C.13 - Final Legal Maturity Date:** 2019-10-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BANK OF NOVA SCOTIA

- **C.1 - Title:** Bank of Nova Scotia, 2.5000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KP45, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, CIK: 0001503461
- **C.18 - Value (incl. sponsor support):** $248857832.50
- **C.18.a - Value (excl. sponsor support):** $248857832.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **C.11 - Maturity Date (WAM):** 2019-02-04
- **C.12 - Maturity Date (WAL):** 2019-02-04
- **C.13 - Final Legal Maturity Date:** 2019-02-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de I'Etat, 2.2400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1M32, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $34993481.25
- **C.18.a - Value (excl. sponsor support):** $34993481.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: BANQUE ET CAISSE

- **C.1 - Title:** Banque Et Caisse d'Epargne de I'Etat, 2.2500%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K1M65, C.3 - LEI: R7CQUF1DQM73HUTV1078, CIK: 0001399253
- **C.18 - Value (incl. sponsor support):** $39985026.80
- **C.18.a - Value (excl. sponsor support):** $39985026.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2018-12-06
- **C.13 - Final Legal Maturity Date:** 2018-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: BARCLAYS PLC

- **C.1 - Title:** Barclays Capital, Inc., 2.2700%
- **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: BCG118C03
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.0600%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** Caisse Des Depots Et Consignations, 2.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BML3, C.3 - LEI: 969500Q2PFTTP0Y5QL44, CIK: 0001056947
- **C.18 - Value (incl. sponsor support):** $87592908.65
- **C.18.a - Value (excl. sponsor support):** $87592908.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 2.2000%
- **C.11 - Maturity Date (WAM):** 2018-12-20
- **C.12 - Maturity Date (WAL):** 2018-12-20
- **C.13 - Final Legal Maturity Date:** 2018-12-20
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 2.5725%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BH33, C.4 - ISIN: US13606BH333, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $99981364.00
- **C.18.a - Value (excl. sponsor support):** $99981364.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.5700%
- **C.11 - Maturity Date (WAM):** 2018-12-19
- **C.12 - Maturity Date (WAL):** 2019-07-19
- **C.13 - Final Legal Maturity Date:** 2019-07-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 2.4800%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BJ80, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $200044670.00
- **C.18.a - Value (excl. sponsor support):** $200044670.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 2.2600%
- **C.11 - Maturity Date (WAM):** 2019-01-07
- **C.12 - Maturity Date (WAL):** 2019-01-07
- **C.13 - Final Legal Maturity Date:** 2019-01-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 2.2700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BN75, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $49880511.00
- **C.18.a - Value (excl. sponsor support):** $49880511.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2019-01-07
- **C.12 - Maturity Date (WAL):** 2019-01-07
- **C.13 - Final Legal Maturity Date:** 2019-01-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** Canadian Imperial Bank of Commerce, 2.1500%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606BC20, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, CIK: 0000016847
- **C.18 - Value (incl. sponsor support):** $199998494.00
- **C.18.a - Value (excl. sponsor support):** $199998494.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 2.1800%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2018-12-06
- **C.13 - Final Legal Maturity Date:** 2018-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: CHEVRON CORP.

- **C.1 - Title:** Chevron Corp., 2.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677KMC4, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $99925333.00
- **C.18.a - Value (excl. sponsor support):** $99925333.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2018-12-12
- **C.12 - Maturity Date (WAL):** 2018-12-12
- **C.13 - Final Legal Maturity Date:** 2018-12-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: CHEVRON CORP.

- **C.1 - Title:** Chevron Corp., 2.2500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677KME0, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $54951939.35
- **C.18.a - Value (excl. sponsor support):** $54951939.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2018-12-14
- **C.12 - Maturity Date (WAL):** 2018-12-14
- **C.13 - Final Legal Maturity Date:** 2018-12-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: CHEVRON CORP.

- **C.1 - Title:** Chevron Corp., 2.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677KMB6, CIK: 0000093410
- **C.18 - Value (incl. sponsor support):** $99931647.00
- **C.18.a - Value (excl. sponsor support):** $99931647.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2018-12-11
- **C.12 - Maturity Date (WAL):** 2018-12-11
- **C.13 - Final Legal Maturity Date:** 2018-12-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: COCA-COLA CO.

- **C.1 - Title:** Coca-Cola Co., 2.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121BM55, C.3 - LEI: UWJKFUJFZ02DKWI3RY53, CIK: 0000021344
- **C.18 - Value (incl. sponsor support):** $31990044.48
- **C.18.a - Value (excl. sponsor support):** $31990044.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2018-12-05
- **C.12 - Maturity Date (WAL):** 2018-12-05
- **C.13 - Final Legal Maturity Date:** 2018-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: COLGATE-PALMOLIVE CO.

- **C.1 - Title:** Colgate-Palmolive Co., 2.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19416FMB7, C.3 - LEI: YMEGZFW4SBUSS5BQXF88, CIK: 0000021665
- **C.18 - Value (incl. sponsor support):** $49965778.00
- **C.18.a - Value (excl. sponsor support):** $49965778.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2018-12-11
- **C.12 - Maturity Date (WAL):** 2018-12-11
- **C.13 - Final Legal Maturity Date:** 2018-12-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 2.5179%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AD78, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $24975825.00
- **C.18.a - Value (excl. sponsor support):** $24975825.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 2.5200%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2019-09-06
- **C.13 - Final Legal Maturity Date:** 2019-09-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 2.5444%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272AZK5, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $150015750.00
- **C.18.a - Value (excl. sponsor support):** $150015750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.5400%
- **C.11 - Maturity Date (WAM):** 2018-12-13
- **C.12 - Maturity Date (WAL):** 2018-12-13
- **C.13 - Final Legal Maturity Date:** 2018-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** Commonwealth Bank of Australia, 2.4900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272ENN4, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, CIK: 0001274624
- **C.18 - Value (incl. sponsor support):** $99635331.00
- **C.18.a - Value (excl. sponsor support):** $99635331.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.4900%
- **C.11 - Maturity Date (WAM):** 2019-01-22
- **C.12 - Maturity Date (WAL):** 2019-01-22
- **C.13 - Final Legal Maturity Date:** 2019-01-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 2.4649%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305GAR9, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $49995650.00
- **C.18.a - Value (excl. sponsor support):** $49995650.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.4700%
- **C.11 - Maturity Date (WAM):** 2018-12-25
- **C.12 - Maturity Date (WAL):** 2019-03-25
- **C.13 - Final Legal Maturity Date:** 2019-03-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: DBS BANK LTD.

- **C.1 - Title:** DBS Bank, Ltd., 2.4000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EMQ3, C.3 - LEI: ATUEL7OJR5057F2PV266, CIK: 0001501323
- **C.18 - Value (incl. sponsor support):** $69888140.00
- **C.18.a - Value (excl. sponsor support):** $69888140.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.4000%
- **C.11 - Maturity Date (WAM):** 2018-12-24
- **C.12 - Maturity Date (WAL):** 2018-12-24
- **C.13 - Final Legal Maturity Date:** 2018-12-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: EMERSON ELECTRIC CO.

- **C.1 - Title:** Emerson Electric Co., 2.3000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29101BMJ8, C.3 - LEI: FGLT0EWZSUIRRITFOA30, CIK: 0000032604
- **C.18 - Value (incl. sponsor support):** $55735830.00
- **C.18.a - Value (excl. sponsor support):** $55735830.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 2.3000%
- **C.11 - Maturity Date (WAM):** 2018-12-18
- **C.12 - Maturity Date (WAL):** 2018-12-18
- **C.13 - Final Legal Maturity Date:** 2018-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: EMERSON ELECTRIC CO.

- **C.1 - Title:** Emerson Electric Co., 2.3100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29101BMK5, C.3 - LEI: FGLT0EWZSUIRRITFOA30, CIK: 0000032604
- **C.18 - Value (incl. sponsor support):** $88891823.17
- **C.18.a - Value (excl. sponsor support):** $88891823.17
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 2.3100%
- **C.11 - Maturity Date (WAM):** 2018-12-19
- **C.12 - Maturity Date (WAL):** 2018-12-19
- **C.13 - Final Legal Maturity Date:** 2018-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: EQUINOR ASA

- **C.1 - Title:** Equinor ASA, 2.4100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29447MP54, C.3 - LEI: OW6OFBNCKXC4US5C7523, CIK: 0001140625
- **C.18 - Value (incl. sponsor support):** $99552775.00
- **C.18.a - Value (excl. sponsor support):** $99552775.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 2.4100%
- **C.11 - Maturity Date (WAM):** 2019-02-05
- **C.12 - Maturity Date (WAL):** 2019-02-05
- **C.13 - Final Legal Maturity Date:** 2019-02-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 2.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DNA4, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99724844.00
- **C.18.a - Value (excl. sponsor support):** $99724844.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.4200%
- **C.11 - Maturity Date (WAM):** 2019-01-10
- **C.12 - Maturity Date (WAL):** 2019-01-10
- **C.13 - Final Legal Maturity Date:** 2019-01-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 39: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 2.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DNB2, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $149576850.00
- **C.18.a - Value (excl. sponsor support):** $149576850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 2.4200%
- **C.11 - Maturity Date (WAM):** 2019-01-11
- **C.12 - Maturity Date (WAL):** 2019-01-11
- **C.13 - Final Legal Maturity Date:** 2019-01-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 40: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 2.6100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DPE4, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $114370962.65
- **C.18.a - Value (excl. sponsor support):** $114370962.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 2.6100%
- **C.11 - Maturity Date (WAM):** 2019-02-14
- **C.12 - Maturity Date (WAL):** 2019-02-14
- **C.13 - Final Legal Maturity Date:** 2019-02-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 41: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 2.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DNR7, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $47217657.41
- **C.18.a - Value (excl. sponsor support):** $47217657.41
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 2.4800%
- **C.11 - Maturity Date (WAM):** 2019-01-25
- **C.12 - Maturity Date (WAL):** 2019-01-25
- **C.13 - Final Legal Maturity Date:** 2019-01-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 42: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 2.4351%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604BBV5, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $150001800.00
- **C.18.a - Value (excl. sponsor support):** $150001800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.4400%
- **C.11 - Maturity Date (WAM):** 2018-12-23
- **C.12 - Maturity Date (WAL):** 2019-03-01
- **C.13 - Final Legal Maturity Date:** 2019-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 43: ERSTE ABWICKLUNGSANSTALT

- **C.1 - Title:** Erste Abwicklungsanstalt, 2.5900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29604DPC8, C.3 - LEI: 7TG4VWERK338227TR435, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $99469872.00
- **C.18.a - Value (excl. sponsor support):** $99469872.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 2.5900%
- **C.11 - Maturity Date (WAM):** 2019-02-12
- **C.12 - Maturity Date (WAL):** 2019-02-12
- **C.13 - Final Legal Maturity Date:** 2019-02-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 44: EXXON MOBIL CORP.

- **C.1 - Title:** Exxon Mobil Corp., 2.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229BMC8, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91, CIK: 0000034088
- **C.18 - Value (incl. sponsor support):** $99925333.00
- **C.18.a - Value (excl. sponsor support):** $99925333.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2018-12-12
- **C.12 - Maturity Date (WAL):** 2018-12-12
- **C.13 - Final Legal Maturity Date:** 2018-12-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 2.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CK3, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $46135102.40
- **C.18.a - Value (excl. sponsor support):** $46135102.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 2.3200%
- **C.11 - Maturity Date (WAM):** 2019-02-27
- **C.12 - Maturity Date (WAL):** 2019-02-27
- **C.13 - Final Legal Maturity Date:** 2019-02-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 2.2900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BN8, C.4 - ISIN: US313384BN88, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99568500.00
- **C.18.a - Value (excl. sponsor support):** $99568500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.2900%
- **C.11 - Maturity Date (WAM):** 2019-02-06
- **C.12 - Maturity Date (WAL):** 2019-02-06
- **C.13 - Final Legal Maturity Date:** 2019-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 2.3100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BW8, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99515400.00
- **C.18.a - Value (excl. sponsor support):** $99515400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 2.3100%
- **C.11 - Maturity Date (WAM):** 2019-02-14
- **C.12 - Maturity Date (WAL):** 2019-02-14
- **C.13 - Final Legal Maturity Date:** 2019-02-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 2.3200%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CH0, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $149163450.00
- **C.18.a - Value (excl. sponsor support):** $149163450.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 2.3200%
- **C.11 - Maturity Date (WAM):** 2019-02-25
- **C.12 - Maturity Date (WAL):** 2019-02-25
- **C.13 - Final Legal Maturity Date:** 2019-02-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.7000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385S80, C.4 - ISIN: US313385S808, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99943200.00
- **C.18.a - Value (excl. sponsor support):** $99943200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 1.7000%
- **C.11 - Maturity Date (WAM):** 2018-12-12
- **C.12 - Maturity Date (WAL):** 2018-12-12
- **C.13 - Final Legal Maturity Date:** 2018-12-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: 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: 313385R99, C.4 - ISIN: US313385R990, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49993700.00
- **C.18.a - Value (excl. sponsor support):** $49993700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **C.11 - Maturity Date (WAM):** 2018-12-05
- **C.12 - Maturity Date (WAL):** 2018-12-05
- **C.13 - Final Legal Maturity Date:** 2018-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANK (FHLB)

- **C.1 - Title:** Federal Home Loan Bank, 1.7900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385T22, C.4 - ISIN: US313385T228, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99930600.00
- **C.18.a - Value (excl. sponsor support):** $99930600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2018-12-14
- **C.12 - Maturity Date (WAL):** 2018-12-14
- **C.13 - Final Legal Maturity Date:** 2018-12-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 1.9100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385T71, C.4 - ISIN: US313385T715, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $24974775.00
- **C.18.a - Value (excl. sponsor support):** $24974775.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.9100%
- **C.11 - Maturity Date (WAM):** 2018-12-19
- **C.12 - Maturity Date (WAL):** 2018-12-19
- **C.13 - Final Legal Maturity Date:** 2018-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 2.1688%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313385R73, C.4 - ISIN: US313385R735, CIK: 0001026214
- **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:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 2.2900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BL2, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $74686275.00
- **C.18.a - Value (excl. sponsor support):** $74686275.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.2900%
- **C.11 - Maturity Date (WAM):** 2019-02-04
- **C.12 - Maturity Date (WAL):** 2019-02-04
- **C.13 - Final Legal Maturity Date:** 2019-02-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 2.1900%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384AJ8, C.4 - ISIN: US313384AJ85, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $171582728.00
- **C.18.a - Value (excl. sponsor support):** $171582728.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 2.1900%
- **C.11 - Maturity Date (WAM):** 2019-01-09
- **C.12 - Maturity Date (WAL):** 2019-01-09
- **C.13 - Final Legal Maturity Date:** 2019-01-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 2.1600%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384AD1, C.4 - ISIN: US313384AD16, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $20734407.76
- **C.18.a - Value (excl. sponsor support):** $20734407.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 2.1600%
- **C.11 - Maturity Date (WAM):** 2019-01-04
- **C.12 - Maturity Date (WAL):** 2019-01-04
- **C.13 - Final Legal Maturity Date:** 2019-01-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 2.2100%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384AQ2, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49859050.00
- **C.18.a - Value (excl. sponsor support):** $49859050.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.2100%
- **C.11 - Maturity Date (WAM):** 2019-01-15
- **C.12 - Maturity Date (WAL):** 2019-01-15
- **C.13 - Final Legal Maturity Date:** 2019-01-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank, 2.2000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384AL3, C.4 - ISIN: US313384AL32, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $49872150.00
- **C.18.a - Value (excl. sponsor support):** $49872150.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.2000%
- **C.11 - Maturity Date (WAM):** 2019-01-11
- **C.12 - Maturity Date (WAL):** 2019-01-11
- **C.13 - Final Legal Maturity Date:** 2019-01-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: GOLDMAN SACHS GROUP INC.

- **C.1 - Title:** Goldman Sachs & Co., 2.2700%
- **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: GOL118C03
- **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:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: HONEYWELL INTERNATIONAL  INC.

- **C.1 - Title:** Honeywell International, 2.2800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 43851UMC4, C.3 - LEI: ISRPG12PN4EIEOEMW547, CIK: 0000773840
- **C.18 - Value (incl. sponsor support):** $84935541.95
- **C.18.a - Value (excl. sponsor support):** $84935541.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-12
- **C.12 - Maturity Date (WAL):** 2018-12-12
- **C.13 - Final Legal Maturity Date:** 2018-12-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: HSBC USA INC.

- **C.1 - Title:** HSBC Securities (USA), Inc., 2.2700%
- **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: HSB218C03
- **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:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: IBM INTERNATIONAL GROUP CAPITAL

- **C.1 - Title:** IBM Corp., 2.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45920GM52, C.3 - LEI: VGRQXHF3J8VDLUA7XE92, CIK: 0000051143
- **C.18 - Value (incl. sponsor support):** $106967008.69
- **C.18.a - Value (excl. sponsor support):** $106967008.69
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 2.2200%
- **C.11 - Maturity Date (WAM):** 2018-12-05
- **C.12 - Maturity Date (WAL):** 2018-12-05
- **C.13 - Final Legal Maturity Date:** 2018-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: IBM INTERNATIONAL GROUP CAPITAL

- **C.1 - Title:** IBM Corp., 2.2100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45920GM37, C.3 - LEI: VGRQXHF3J8VDLUA7XE92, CIK: 0000051143
- **C.18 - Value (incl. sponsor support):** $99981583.00
- **C.18.a - Value (excl. sponsor support):** $99981583.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.2100%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: IBM INTERNATIONAL GROUP CAPITAL

- **C.1 - Title:** IBM Corp., 2.2500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45920GMA1, C.3 - LEI: VGRQXHF3J8VDLUA7XE92, CIK: 0000051143
- **C.18 - Value (incl. sponsor support):** $64959465.35
- **C.18.a - Value (excl. sponsor support):** $64959465.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2018-12-10
- **C.12 - Maturity Date (WAL):** 2018-12-10
- **C.13 - Final Legal Maturity Date:** 2018-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: IBM INTERNATIONAL GROUP CAPITAL

- **C.1 - Title:** IBM Corp., 2.2800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45920GMH6, C.3 - LEI: VGRQXHF3J8VDLUA7XE92, CIK: 0000051143
- **C.18 - Value (incl. sponsor support):** $149838712.50
- **C.18.a - Value (excl. sponsor support):** $149838712.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-17
- **C.12 - Maturity Date (WAL):** 2018-12-17
- **C.13 - Final Legal Maturity Date:** 2018-12-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: JP MORGAN CHASE & CO.

- **C.1 - Title:** JPMorgan Securities, 2.2800%
- **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: JPM118C03
- **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:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 2.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UM78, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $121448024.73
- **C.18.a - Value (excl. sponsor support):** $121448024.73
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 2.2000%
- **C.11 - Maturity Date (WAM):** 2018-12-07
- **C.12 - Maturity Date (WAL):** 2018-12-07
- **C.13 - Final Legal Maturity Date:** 2018-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 68: KFW BANKENGRUPPE

- **C.1 - Title:** Kreditanstalt Fur Wiederaufbau, 2.2600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UMH6, C.3 - LEI: 549300GDPG70E3MBBU98, CIK: 0000821533
- **C.18 - Value (incl. sponsor support):** $194792167.05
- **C.18.a - Value (excl. sponsor support):** $194792167.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 2.2600%
- **C.11 - Maturity Date (WAM):** 2018-12-17
- **C.12 - Maturity Date (WAL):** 2018-12-17
- **C.13 - Final Legal Maturity Date:** 2018-12-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 69: KIMBERLY-CLARK CORP.

- **C.1 - Title:** Kimberly-Clark Worldwide, 2.2600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 49436UM50, C.3 - LEI: 5493001TMCBEHPT4YE78, CIK: 0000055785
- **C.18 - Value (incl. sponsor support):** $10396732.63
- **C.18.a - Value (excl. sponsor support):** $10396732.63
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 2.2600%
- **C.11 - Maturity Date (WAM):** 2018-12-05
- **C.12 - Maturity Date (WAL):** 2018-12-05
- **C.13 - Final Legal Maturity Date:** 2018-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 2.4300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HP74, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $49768083.50
- **C.18.a - Value (excl. sponsor support):** $49768083.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.4300%
- **C.11 - Maturity Date (WAM):** 2019-02-07
- **C.12 - Maturity Date (WAL):** 2019-02-07
- **C.13 - Final Legal Maturity Date:** 2019-02-07
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 2.3700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HNV3, C.4 - ISIN: US51489HNV32, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $348623334.50
- **C.18.a - Value (excl. sponsor support):** $348623334.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 2.3700%
- **C.11 - Maturity Date (WAM):** 2019-01-29
- **C.12 - Maturity Date (WAL):** 2019-01-29
- **C.13 - Final Legal Maturity Date:** 2019-01-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: LANDESBANK HESSEN THURINGEN GIRONZENTALE

- **C.1 - Title:** Landesbank Hessen-Thuri, 2.4600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 51489HPB5, C.3 - LEI: DIZES5CFO5K3I5R58746
- **C.18 - Value (incl. sponsor support):** $149255704.50
- **C.18.a - Value (excl. sponsor support):** $149255704.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 2.4600%
- **C.11 - Maturity Date (WAM):** 2019-02-11
- **C.12 - Maturity Date (WAL):** 2019-02-11
- **C.13 - Final Legal Maturity Date:** 2019-02-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: L'OREAL USA INC.

- **C.1 - Title:** L'Oreal USA, Inc., 2.2300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50211UM67, C.3 - LEI: 529900MBZ0PRAP172T60, CIK: 0001219156
- **C.18 - Value (incl. sponsor support):** $34987020.95
- **C.18.a - Value (excl. sponsor support):** $34987020.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 2.2300%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2018-12-06
- **C.13 - Final Legal Maturity Date:** 2018-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: L'OREAL USA INC.

- **C.1 - Title:** L'Oreal USA, Inc., 2.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50211UM42, C.3 - LEI: 529900MBZ0PRAP172T60, CIK: 0001219156
- **C.18 - Value (incl. sponsor support):** $35991140.04
- **C.18.a - Value (excl. sponsor support):** $35991140.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 2.2200%
- **C.11 - Maturity Date (WAM):** 2018-12-04
- **C.12 - Maturity Date (WAL):** 2018-12-04
- **C.13 - Final Legal Maturity Date:** 2018-12-04
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** Mizuho Securities USA, Inc., 2.2800%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, CIK: 0001335730, C.5 - Other ID: MIZ218C03
- **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:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.4700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254FNR4, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $99617178.00
- **C.18.a - Value (excl. sponsor support):** $99617178.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.4700%
- **C.11 - Maturity Date (WAM):** 2019-01-25
- **C.12 - Maturity Date (WAL):** 2019-01-25
- **C.13 - Final Legal Maturity Date:** 2019-01-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.5600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254FPE1, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $49730939.00
- **C.18.a - Value (excl. sponsor support):** $49730939.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.5600%
- **C.11 - Maturity Date (WAM):** 2019-02-14
- **C.12 - Maturity Date (WAL):** 2019-02-14
- **C.13 - Final Legal Maturity Date:** 2019-02-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.5800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254FPK7, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $99422425.00
- **C.18.a - Value (excl. sponsor support):** $99422425.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 2.5800%
- **C.11 - Maturity Date (WAM):** 2019-02-19
- **C.12 - Maturity Date (WAL):** 2019-02-19
- **C.13 - Final Legal Maturity Date:** 2019-02-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: NATIONAL AUSTRALIA BANK LTD.

- **C.1 - Title:** National Australia Bank, Ltd., 2.6100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254FPS0, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, CIK: 0001414365
- **C.18 - Value (incl. sponsor support):** $163954157.40
- **C.18.a - Value (excl. sponsor support):** $163954157.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 2.6100%
- **C.11 - Maturity Date (WAM):** 2019-02-26
- **C.12 - Maturity Date (WAL):** 2019-02-26
- **C.13 - Final Legal Maturity Date:** 2019-02-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: NATIONAL RURAL UTILITIES CFC

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp., 2.2700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63743DM65, C.3 - LEI: 4NYF266XZC35SCTGX023, CIK: 0000070502
- **C.18 - Value (incl. sponsor support):** $74971674.75
- **C.18.a - Value (excl. sponsor support):** $74971674.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2018-12-06
- **C.13 - Final Legal Maturity Date:** 2018-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: NATIONAL RURAL UTILITIES CFC

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp., 2.3100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63743DMH1, C.3 - LEI: 4NYF266XZC35SCTGX023, CIK: 0000070502
- **C.18 - Value (incl. sponsor support):** $21876141.70
- **C.18.a - Value (excl. sponsor support):** $21876141.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 2.3100%
- **C.11 - Maturity Date (WAM):** 2018-12-17
- **C.12 - Maturity Date (WAL):** 2018-12-17
- **C.13 - Final Legal Maturity Date:** 2018-12-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschapsbank NV, 2.5000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975VP79, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $248806395.00
- **C.18.a - Value (excl. sponsor support):** $248806395.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **C.11 - Maturity Date (WAM):** 2019-02-07
- **C.12 - Maturity Date (WAL):** 2019-02-07
- **C.13 - Final Legal Maturity Date:** 2019-02-07
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: NEDERLANDSE WATERSCHAPSBANK N.V.

- **C.1 - Title:** Nederlandse Waterschapsbank NV, 2.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975VNE6, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $99696875.00
- **C.18.a - Value (excl. sponsor support):** $99696875.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.4300%
- **C.11 - Maturity Date (WAM):** 2019-01-14
- **C.12 - Maturity Date (WAL):** 2019-01-14
- **C.13 - Final Legal Maturity Date:** 2019-01-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: NESTLE S.A.

- **C.1 - Title:** Nestle Finance International, Ltd., 2.2300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105SMA3, C.3 - LEI: KY37LUS27QQX7BB93L28, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $40974591.48
- **C.18.a - Value (excl. sponsor support):** $40974591.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 2.2300%
- **C.11 - Maturity Date (WAM):** 2018-12-10
- **C.12 - Maturity Date (WAL):** 2018-12-10
- **C.13 - Final Legal Maturity Date:** 2018-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: NESTLE S.A.

- **C.1 - Title:** Nestle Finance International, Ltd., 2.2700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HMK5, C.3 - LEI: 549300VIRTXBZ81J0S95, CIK: 0000792990
- **C.18 - Value (incl. sponsor support):** $99880564.00
- **C.18.a - Value (excl. sponsor support):** $99880564.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-19
- **C.12 - Maturity Date (WAL):** 2018-12-19
- **C.13 - Final Legal Maturity Date:** 2018-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 2.2200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558GMH3, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $49947701.50
- **C.18.a - Value (excl. sponsor support):** $49947701.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.2200%
- **C.11 - Maturity Date (WAM):** 2018-12-17
- **C.12 - Maturity Date (WAL):** 2018-12-17
- **C.13 - Final Legal Maturity Date:** 2018-12-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 2.7200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KPT5, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $148999491.00
- **C.18.a - Value (excl. sponsor support):** $148999491.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 2.7200%
- **C.11 - Maturity Date (WAM):** 2019-02-27
- **C.12 - Maturity Date (WAL):** 2019-02-27
- **C.13 - Final Legal Maturity Date:** 2019-02-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 2.7000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KPS7, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $149015500.50
- **C.18.a - Value (excl. sponsor support):** $149015500.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 2.7000%
- **C.11 - Maturity Date (WAM):** 2019-02-26
- **C.12 - Maturity Date (WAL):** 2019-02-26
- **C.13 - Final Legal Maturity Date:** 2019-02-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: NORDEA BANK AB

- **C.1 - Title:** Nordea Bank AB, 2.2200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558GMJ9, C.3 - LEI: 6SCPQ280AIY8EP3XFW53, CIK: 0001002614
- **C.18 - Value (incl. sponsor support):** $14983365.00
- **C.18.a - Value (excl. sponsor support):** $14983365.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 2.2200%
- **C.11 - Maturity Date (WAM):** 2018-12-18
- **C.12 - Maturity Date (WAL):** 2018-12-18
- **C.13 - Final Legal Maturity Date:** 2018-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 2.2500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5MB2, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $39972500.00
- **C.18.a - Value (excl. sponsor support):** $39972500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2018-12-11
- **C.12 - Maturity Date (WAL):** 2018-12-11
- **C.13 - Final Legal Maturity Date:** 2018-12-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 2.2900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5MM8, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $19973283.40
- **C.18.a - Value (excl. sponsor support):** $19973283.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 2.2900%
- **C.11 - Maturity Date (WAM):** 2018-12-21
- **C.12 - Maturity Date (WAL):** 2018-12-21
- **C.13 - Final Legal Maturity Date:** 2018-12-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 2.2800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5MJ5, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $25970360.00
- **C.18.a - Value (excl. sponsor support):** $25970360.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-18
- **C.12 - Maturity Date (WAL):** 2018-12-18
- **C.13 - Final Legal Maturity Date:** 2018-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 2.2600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5MD8, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $39567682.04
- **C.18.a - Value (excl. sponsor support):** $39567682.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 2.2600%
- **C.11 - Maturity Date (WAM):** 2018-12-13
- **C.12 - Maturity Date (WAL):** 2018-12-13
- **C.13 - Final Legal Maturity Date:** 2018-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 2.2100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5M30, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $17496777.03
- **C.18.a - Value (excl. sponsor support):** $17496777.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 2.2100%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: NOVARTIS AG

- **C.1 - Title:** Novartis Finance Corp., 2.2300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5M71, C.3 - LEI: 549300PEK0AU35HVR544, CIK: 0001443534
- **C.18 - Value (incl. sponsor support):** $29986991.70
- **C.18.a - Value (excl. sponsor support):** $29986991.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 2.2300%
- **C.11 - Maturity Date (WAM):** 2018-12-07
- **C.12 - Maturity Date (WAL):** 2018-12-07
- **C.13 - Final Legal Maturity Date:** 2018-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: NRW.BANK

- **C.1 - Title:** NRW.Bank, 2.6400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MP76, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $198994134.00
- **C.18.a - Value (excl. sponsor support):** $198994134.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 2.6400%
- **C.11 - Maturity Date (WAM):** 2019-02-07
- **C.12 - Maturity Date (WAL):** 2019-02-07
- **C.13 - Final Legal Maturity Date:** 2019-02-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 97: NRW.BANK

- **C.1 - Title:** NRW.Bank, 2.7600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MPS0, C.3 - LEI: 52990002O5KK6XOGJ020, CIK: 0001560283
- **C.18 - Value (incl. sponsor support):** $148996066.50
- **C.18.a - Value (excl. sponsor support):** $148996066.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 2.7600%
- **C.11 - Maturity Date (WAM):** 2019-02-26
- **C.12 - Maturity Date (WAL):** 2019-02-26
- **C.13 - Final Legal Maturity Date:** 2019-02-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 98: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 2.4000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SNN9, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $76728613.50
- **C.18.a - Value (excl. sponsor support):** $76728613.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 2.4000%
- **C.11 - Maturity Date (WAM):** 2019-01-22
- **C.12 - Maturity Date (WAL):** 2019-01-22
- **C.13 - Final Legal Maturity Date:** 2019-01-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 99: OESTERREICHISCHE KONTROLLBANK AG

- **C.1 - Title:** Oesterreich Kontrollbank, 2.5500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67616SPU1, C.3 - LEI: 5299000OVRLMF858L016, CIK: 0000202811
- **C.18 - Value (incl. sponsor support):** $198735000.00
- **C.18.a - Value (excl. sponsor support):** $198735000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 2.5500%
- **C.11 - Maturity Date (WAM):** 2019-02-28
- **C.12 - Maturity Date (WAL):** 2019-02-28
- **C.13 - Final Legal Maturity Date:** 2019-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 100: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 2.4649%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CGF9, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $100008500.00
- **C.18.a - Value (excl. sponsor support):** $100008500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.4600%
- **C.11 - Maturity Date (WAM):** 2018-12-25
- **C.12 - Maturity Date (WAL):** 2019-02-25
- **C.13 - Final Legal Maturity Date:** 2019-02-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 2.4669%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CGL6, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $54993785.00
- **C.18.a - Value (excl. sponsor support):** $54993785.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 2.4700%
- **C.11 - Maturity Date (WAM):** 2018-12-02
- **C.12 - Maturity Date (WAL):** 2019-04-02
- **C.13 - Final Legal Maturity Date:** 2019-04-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 2.2400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BM64, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99962717.00
- **C.18.a - Value (excl. sponsor support):** $99962717.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2018-12-06
- **C.13 - Final Legal Maturity Date:** 2018-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: OVERSEA CHINESE BANKING CORP.

- **C.1 - Title:** Oversea-Chinese Banking Corp., Ltd., 2.5679%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033MCW5, C.4 - ISIN: US69033MCW55, C.3 - LEI: 5493007O3QFXCPOGWK22, CIK: 0001448817
- **C.18 - Value (incl. sponsor support):** $99999984.00
- **C.18.a - Value (excl. sponsor support):** $99999984.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.5700%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2019-05-03
- **C.13 - Final Legal Maturity Date:** 2019-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 2.2600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BM49, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $24643812.85
- **C.18.a - Value (excl. sponsor support):** $24643812.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 2.2600%
- **C.11 - Maturity Date (WAM):** 2018-12-04
- **C.12 - Maturity Date (WAL):** 2018-12-04
- **C.13 - Final Legal Maturity Date:** 2018-12-04
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 2.2800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BMA5, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $9294107.43
- **C.18.a - Value (excl. sponsor support):** $9294107.43
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-10
- **C.12 - Maturity Date (WAL):** 2018-12-10
- **C.13 - Final Legal Maturity Date:** 2018-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: PACCAR FINANCIAL CORP.

- **C.1 - Title:** PACCAR Financial Corp., 2.3200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69372BMK3, C.3 - LEI: PH3S12DWZBHHQKVYZ297, CIK: 0000731288
- **C.18 - Value (incl. sponsor support):** $14981688.75
- **C.18.a - Value (excl. sponsor support):** $14981688.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 2.3200%
- **C.11 - Maturity Date (WAM):** 2018-12-19
- **C.12 - Maturity Date (WAL):** 2018-12-19
- **C.13 - Final Legal Maturity Date:** 2018-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: PROVINCE OF ALBERTA

- **C.1 - Title:** Alberta Province, 2.4600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306NPK8, C.3 - LEI: LQPXMHHNJKIPJYE53543, CIK: 0000810961
- **C.18 - Value (incl. sponsor support):** $59669250.00
- **C.18.a - Value (excl. sponsor support):** $59669250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 2.4600%
- **C.11 - Maturity Date (WAM):** 2019-02-19
- **C.12 - Maturity Date (WAL):** 2019-02-19
- **C.13 - Final Legal Maturity Date:** 2019-02-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: PROVINCE OF ALBERTA

- **C.1 - Title:** Alberta Province, 2.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306NM47, C.3 - LEI: LQPXMHHNJKIPJYE53543, CIK: 0000810961
- **C.18 - Value (incl. sponsor support):** $99975389.00
- **C.18.a - Value (excl. sponsor support):** $99975389.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.2200%
- **C.11 - Maturity Date (WAM):** 2018-12-04
- **C.12 - Maturity Date (WAL):** 2018-12-04
- **C.13 - Final Legal Maturity Date:** 2018-12-04
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: PROVINCE OF ALBERTA

- **C.1 - Title:** Alberta Province, 2.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306NM54, C.3 - LEI: LQPXMHHNJKIPJYE53543, CIK: 0000810961
- **C.18 - Value (incl. sponsor support):** $41987050.14
- **C.18.a - Value (excl. sponsor support):** $41987050.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 2.2200%
- **C.11 - Maturity Date (WAM):** 2018-12-05
- **C.12 - Maturity Date (WAL):** 2018-12-05
- **C.13 - Final Legal Maturity Date:** 2018-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: PROVINCE OF ALBERTA

- **C.1 - Title:** Alberta Province, 2.4200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306NP85, C.3 - LEI: LQPXMHHNJKIPJYE53543, CIK: 0000810961
- **C.18 - Value (incl. sponsor support):** $124413507.50
- **C.18.a - Value (excl. sponsor support):** $124413507.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 2.4200%
- **C.11 - Maturity Date (WAM):** 2019-02-08
- **C.12 - Maturity Date (WAL):** 2019-02-08
- **C.13 - Final Legal Maturity Date:** 2019-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 2.2600%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BMA7, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49968597.00
- **C.18.a - Value (excl. sponsor support):** $49968597.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.2600%
- **C.11 - Maturity Date (WAM):** 2018-12-10
- **C.12 - Maturity Date (WAL):** 2018-12-10
- **C.13 - Final Legal Maturity Date:** 2018-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 112: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 2.2500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BM74, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49978125.00
- **C.18.a - Value (excl. sponsor support):** $49978125.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2018-12-07
- **C.12 - Maturity Date (WAL):** 2018-12-07
- **C.13 - Final Legal Maturity Date:** 2018-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 113: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 2.5100%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BP55, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $79627331.20
- **C.18.a - Value (excl. sponsor support):** $79627331.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 2.5100%
- **C.11 - Maturity Date (WAM):** 2019-02-05
- **C.12 - Maturity Date (WAL):** 2019-02-05
- **C.13 - Final Legal Maturity Date:** 2019-02-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 114: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 2.2700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BMD1, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $69942543.30
- **C.18.a - Value (excl. sponsor support):** $69942543.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-13
- **C.12 - Maturity Date (WAL):** 2018-12-13
- **C.13 - Final Legal Maturity Date:** 2018-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 115: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 2.2700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BMB5, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $29979237.60
- **C.18.a - Value (excl. sponsor support):** $29979237.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-11
- **C.12 - Maturity Date (WAL):** 2018-12-11
- **C.13 - Final Legal Maturity Date:** 2018-12-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 116: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 2.2800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BME9, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $14986723.35
- **C.18.a - Value (excl. sponsor support):** $14986723.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-14
- **C.12 - Maturity Date (WAL):** 2018-12-14
- **C.13 - Final Legal Maturity Date:** 2018-12-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 117: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 2.3700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BNE8, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $39881750.00
- **C.18.a - Value (excl. sponsor support):** $39881750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 2.3700%
- **C.11 - Maturity Date (WAM):** 2019-01-14
- **C.12 - Maturity Date (WAL):** 2019-01-14
- **C.13 - Final Legal Maturity Date:** 2019-01-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 118: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 2.4300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BNN8, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $49821787.50
- **C.18.a - Value (excl. sponsor support):** $49821787.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.4300%
- **C.11 - Maturity Date (WAM):** 2019-01-22
- **C.12 - Maturity Date (WAL):** 2019-01-22
- **C.13 - Final Legal Maturity Date:** 2019-01-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 119: PSP CAPITAL INC.

- **C.1 - Title:** PSP Capital, Inc., 2.3500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BN81, C.3 - LEI: 3CCUJEU88P85MIG5R153, CIK: 0001396318
- **C.18 - Value (incl. sponsor support):** $39898296.80
- **C.18.a - Value (excl. sponsor support):** $39898296.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 2.3500%
- **C.11 - Maturity Date (WAM):** 2019-01-08
- **C.12 - Maturity Date (WAL):** 2019-01-08
- **C.13 - Final Legal Maturity Date:** 2019-01-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 120: QUEBEC PROVINCE

- **C.1 - Title:** Province of Quebec, 2.2700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74800KME9, C.3 - LEI: 549300WN65YFEQH74Y36, CIK: 0000722803
- **C.18 - Value (incl. sponsor support):** $149867875.50
- **C.18.a - Value (excl. sponsor support):** $149867875.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-14
- **C.12 - Maturity Date (WAL):** 2018-12-14
- **C.13 - Final Legal Maturity Date:** 2018-12-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 2.5844%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B5V2, C.4 - ISIN: US21684B5V29, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $50020850.00
- **C.18.a - Value (excl. sponsor support):** $50020850.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.5800%
- **C.11 - Maturity Date (WAM):** 2018-12-11
- **C.12 - Maturity Date (WAL):** 2019-02-11
- **C.13 - Final Legal Maturity Date:** 2019-02-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 2.5342%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B5B6, C.4 - ISIN: US21684B5B64, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $100040327.00
- **C.18.a - Value (excl. sponsor support):** $100040327.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.5300%
- **C.11 - Maturity Date (WAM):** 2018-12-12
- **C.12 - Maturity Date (WAL):** 2019-03-12
- **C.13 - Final Legal Maturity Date:** 2019-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: RABOBANK NEDERLAND NV/NEW YORK

- **C.1 - Title:** Rabobank Nederland NY, 2.5025%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684B4D3, C.4 - ISIN: US21684B4D30, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, CIK: 0001098062
- **C.18 - Value (incl. sponsor support):** $75009075.00
- **C.18.a - Value (excl. sponsor support):** $75009075.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **C.11 - Maturity Date (WAM):** 2018-12-18
- **C.12 - Maturity Date (WAL):** 2018-12-18
- **C.13 - Final Legal Maturity Date:** 2018-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: RBC DOMINION SECURITIES

- **C.1 - Title:** RBC Dominion Securities, 2.2700%
- **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: RBC118C03
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.2900%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: ROCHE HOLDING INC.

- **C.1 - Title:** Roche Holdings, Inc., 2.7261%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 771196AZ5, C.4 - ISIN: US771196AZ58, C.3 - LEI: PVJRP0EQNV6OGDPZGY95, CIK: 0000889131
- **C.18 - Value (incl. sponsor support):** $5859342.45
- **C.18.a - Value (excl. sponsor support):** $5859342.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 2.7200%
- **C.11 - Maturity Date (WAM):** 2018-12-28
- **C.12 - Maturity Date (WAL):** 2019-09-30
- **C.13 - Final Legal Maturity Date:** 2019-09-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.5460%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N5B8, C.4 - ISIN: US78009N5B87, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $75004575.00
- **C.18.a - Value (excl. sponsor support):** $75004575.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.5500%
- **C.11 - Maturity Date (WAM):** 2018-12-07
- **C.12 - Maturity Date (WAL):** 2018-12-07
- **C.13 - Final Legal Maturity Date:** 2018-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.8641%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 78010USP3, C.4 - ISIN: US78010USP39, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $1480524.05
- **C.18.a - Value (excl. sponsor support):** $1480524.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 2.8600%
- **C.11 - Maturity Date (WAM):** 2018-12-17
- **C.12 - Maturity Date (WAL):** 2019-03-15
- **C.13 - Final Legal Maturity Date:** 2019-03-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 3.0271%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 78012KKA4, C.4 - ISIN: US78012KKA42, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $20001696.60
- **C.18.a - Value (excl. sponsor support):** $20001696.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.0300%
- **C.11 - Maturity Date (WAM):** 2018-12-10
- **C.12 - Maturity Date (WAL):** 2018-12-10
- **C.13 - Final Legal Maturity Date:** 2018-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.5425%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78009N5M4, C.4 - ISIN: US78009N5M43, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $150022050.00
- **C.18.a - Value (excl. sponsor support):** $150022050.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.5400%
- **C.11 - Maturity Date (WAM):** 2018-12-19
- **C.12 - Maturity Date (WAL):** 2018-12-19
- **C.13 - Final Legal Maturity Date:** 2018-12-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.8643%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 78012KYU5, C.4 - ISIN: US78012KYU59, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $5001261.10
- **C.18.a - Value (excl. sponsor support):** $5001261.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 2.8600%
- **C.11 - Maturity Date (WAM):** 2019-01-10
- **C.12 - Maturity Date (WAL):** 2019-01-10
- **C.13 - Final Legal Maturity Date:** 2019-01-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.7600%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UJX4, C.4 - ISIN: US78012UJX46, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $99999560.00
- **C.18.a - Value (excl. sponsor support):** $99999560.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.7600%
- **C.11 - Maturity Date (WAM):** 2019-02-20
- **C.12 - Maturity Date (WAL):** 2019-05-20
- **C.13 - Final Legal Maturity Date:** 2019-05-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: ROYAL BANK OF CANADA NY

- **C.1 - Title:** Royal Bank of Canada NY, 2.6375%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012UCT0, C.4 - ISIN: US78012UCT07, C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275
- **C.18 - Value (incl. sponsor support):** $60024596.40
- **C.18.a - Value (excl. sponsor support):** $60024596.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 2.6400%
- **C.11 - Maturity Date (WAM):** 2019-01-05
- **C.12 - Maturity Date (WAL):** 2019-04-09
- **C.13 - Final Legal Maturity Date:** 2019-04-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: ROYAL DUTCH SHELL PLC

- **C.1 - Title:** Royal Dutch Shell PLC, 2.2800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78025MMJ4, C.3 - LEI: 21380068P1DRHMJ8KU70, CIK: 0001306965
- **C.18 - Value (incl. sponsor support):** $99886000.00
- **C.18.a - Value (excl. sponsor support):** $99886000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-18
- **C.12 - Maturity Date (WAL):** 2018-12-18
- **C.13 - Final Legal Maturity Date:** 2018-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: SANOFI-AVENTIS

- **C.1 - Title:** Sanofi-Aventis, 2.2900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3MM9, C.3 - LEI: 549300E9PC51EN656011, CIK: 0001121404
- **C.18 - Value (incl. sponsor support):** $64613571.80
- **C.18.a - Value (excl. sponsor support):** $64613571.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 2.2900%
- **C.11 - Maturity Date (WAM):** 2018-12-21
- **C.12 - Maturity Date (WAL):** 2018-12-21
- **C.13 - Final Legal Maturity Date:** 2018-12-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: SHELL INTERNATIONAL FINANCE BV

- **C.1 - Title:** Shell International Finance BV, 2.6843%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 822582BV3, C.4 - ISIN: US822582BV39, C.3 - LEI: 213800ITMMKU4Z7I4F78, CIK: 0001333621
- **C.18 - Value (incl. sponsor support):** $3502527.00
- **C.18.a - Value (excl. sponsor support):** $3502527.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 2.6800%
- **C.11 - Maturity Date (WAM):** 2018-12-12
- **C.12 - Maturity Date (WAL):** 2019-09-12
- **C.13 - Final Legal Maturity Date:** 2019-09-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: SHELL INTERNATIONAL FINANCE BV

- **C.1 - Title:** Shell International Finance BV, 2.2800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8225X3MJ8, C.3 - LEI: 213800ITMMKU4Z7I4F78, CIK: 0001333621
- **C.18 - Value (incl. sponsor support):** $199772000.00
- **C.18.a - Value (excl. sponsor support):** $199772000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-18
- **C.12 - Maturity Date (WAL):** 2018-12-18
- **C.13 - Final Legal Maturity Date:** 2018-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 2.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UM35, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $42817095.36
- **C.18.a - Value (excl. sponsor support):** $42817095.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 2.2200%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: SIEMENS AG

- **C.1 - Title:** Siemens Capital Co. LLC, 2.2300%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UM76, C.3 - LEI: EOSCVWUER252U910GR08, CIK: 0000940418
- **C.18 - Value (incl. sponsor support):** $149934958.50
- **C.18.a - Value (excl. sponsor support):** $149934958.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.2300%
- **C.11 - Maturity Date (WAM):** 2018-12-07
- **C.12 - Maturity Date (WAL):** 2018-12-07
- **C.13 - Final Legal Maturity Date:** 2018-12-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: SIMON PROPERTY GROUP INC.

- **C.1 - Title:** Simon Property Group, LP, 2.2800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82880XMA5, C.3 - LEI: MR92GTD0MJTTTTQDVG45, CIK: 0001003023
- **C.18 - Value (incl. sponsor support):** $94440123.86
- **C.18.a - Value (excl. sponsor support):** $94440123.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-10
- **C.12 - Maturity Date (WAL):** 2018-12-10
- **C.13 - Final Legal Maturity Date:** 2018-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 2.5100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UNV6, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $99583333.00
- **C.18.a - Value (excl. sponsor support):** $99583333.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.5100%
- **C.11 - Maturity Date (WAM):** 2019-01-29
- **C.12 - Maturity Date (WAL):** 2019-01-29
- **C.13 - Final Legal Maturity Date:** 2019-01-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 2.5700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UP69, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $74638325.25
- **C.18.a - Value (excl. sponsor support):** $74638325.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.5700%
- **C.11 - Maturity Date (WAM):** 2019-02-06
- **C.12 - Maturity Date (WAL):** 2019-02-06
- **C.13 - Final Legal Maturity Date:** 2019-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 2.1800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UM54, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $74977323.00
- **C.18.a - Value (excl. sponsor support):** $74977323.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.1800%
- **C.11 - Maturity Date (WAM):** 2018-12-05
- **C.12 - Maturity Date (WAL):** 2018-12-05
- **C.13 - Final Legal Maturity Date:** 2018-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, 2.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UMH8, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $179813595.60
- **C.18.a - Value (excl. sponsor support):** $179813595.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 2.2000%
- **C.11 - Maturity Date (WAM):** 2018-12-17
- **C.12 - Maturity Date (WAL):** 2018-12-17
- **C.13 - Final Legal Maturity Date:** 2018-12-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 2.6025%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JY45, C.4 - ISIN: US86958JY452, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $39992680.00
- **C.18.a - Value (excl. sponsor support):** $39992680.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 2.6000%
- **C.11 - Maturity Date (WAM):** 2018-12-19
- **C.12 - Maturity Date (WAL):** 2019-08-19
- **C.13 - Final Legal Maturity Date:** 2019-08-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 2.6144%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JZT9, C.4 - ISIN: US86958JZT95, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $75007800.00
- **C.18.a - Value (excl. sponsor support):** $75007800.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.6100%
- **C.11 - Maturity Date (WAM):** 2018-12-10
- **C.12 - Maturity Date (WAL):** 2018-12-10
- **C.13 - Final Legal Maturity Date:** 2018-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 2.8241%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 86960BAH5, C.4 - ISIN: US86960BAH50, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $2002940.00
- **C.18.a - Value (excl. sponsor support):** $2002940.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 2.8200%
- **C.11 - Maturity Date (WAM):** 2018-12-17
- **C.12 - Maturity Date (WAL):** 2019-06-17
- **C.13 - Final Legal Maturity Date:** 2019-06-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 2.5549%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86958JX20, C.4 - ISIN: US86958JX207, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $49999977.50
- **C.18.a - Value (excl. sponsor support):** $49999977.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.5500%
- **C.11 - Maturity Date (WAM):** 2018-12-26
- **C.12 - Maturity Date (WAL):** 2019-04-26
- **C.13 - Final Legal Maturity Date:** 2019-04-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** Svenska Handelsbanken NY, 2.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KMD1, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, CIK: 0001448613
- **C.18 - Value (incl. sponsor support):** $149880670.50
- **C.18.a - Value (excl. sponsor support):** $149880670.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.2000%
- **C.11 - Maturity Date (WAM):** 2018-12-13
- **C.12 - Maturity Date (WAL):** 2018-12-13
- **C.13 - Final Legal Maturity Date:** 2018-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: SWEDBANK

- **C.1 - Title:** Swedbank, 2.5900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SPR9, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $99377708.00
- **C.18.a - Value (excl. sponsor support):** $99377708.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 2.5900%
- **C.11 - Maturity Date (WAM):** 2019-02-25
- **C.12 - Maturity Date (WAL):** 2019-02-25
- **C.13 - Final Legal Maturity Date:** 2019-02-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: SWEDBANK

- **C.1 - Title:** Swedbank, 2.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SMH4, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $32466328.05
- **C.18.a - Value (excl. sponsor support):** $32466328.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 2.2000%
- **C.11 - Maturity Date (WAM):** 2018-12-17
- **C.12 - Maturity Date (WAL):** 2018-12-17
- **C.13 - Final Legal Maturity Date:** 2018-12-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: SWEDBANK

- **C.1 - Title:** Swedbank, 2.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SMD3, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $124901055.00
- **C.18.a - Value (excl. sponsor support):** $124901055.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 2.1900%
- **C.11 - Maturity Date (WAM):** 2018-12-13
- **C.12 - Maturity Date (WAL):** 2018-12-13
- **C.13 - Final Legal Maturity Date:** 2018-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: SWEDBANK

- **C.1 - Title:** Swedbank, 2.2000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SMJ0, C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001497940
- **C.18 - Value (incl. sponsor support):** $124862875.00
- **C.18.a - Value (excl. sponsor support):** $124862875.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 2.2000%
- **C.11 - Maturity Date (WAM):** 2018-12-18
- **C.12 - Maturity Date (WAL):** 2018-12-18
- **C.13 - Final Legal Maturity Date:** 2018-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.2800%
- **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: TOR318C03
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 2.2800%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.6436%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DDZ9, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $45026165.70
- **C.18.a - Value (excl. sponsor support):** $45026165.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 2.6400%
- **C.11 - Maturity Date (WAM):** 2018-12-26
- **C.12 - Maturity Date (WAL):** 2019-03-26
- **C.13 - Final Legal Maturity Date:** 2019-03-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.7065%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DDW6, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100072500.00
- **C.18.a - Value (excl. sponsor support):** $100072500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.7000%
- **C.11 - Maturity Date (WAM):** 2018-12-15
- **C.12 - Maturity Date (WAL):** 2019-03-15
- **C.13 - Final Legal Maturity Date:** 2019-03-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.6709%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DLK3, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $44994420.00
- **C.18.a - Value (excl. sponsor support):** $44994420.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 2.6700%
- **C.11 - Maturity Date (WAM):** 2018-12-20
- **C.12 - Maturity Date (WAL):** 2019-11-20
- **C.13 - Final Legal Maturity Date:** 2019-11-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.5851%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DHW2, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $79980480.00
- **C.18.a - Value (excl. sponsor support):** $79980480.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 2.5900%
- **C.11 - Maturity Date (WAM):** 2018-12-23
- **C.12 - Maturity Date (WAL):** 2019-05-23
- **C.13 - Final Legal Maturity Date:** 2019-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 3.3090%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89114QBF4, C.4 - ISIN: US89114QBF46, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $7993198.68
- **C.18.a - Value (excl. sponsor support):** $7993198.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.3100%
- **C.11 - Maturity Date (WAM):** 2019-01-22
- **C.12 - Maturity Date (WAL):** 2019-01-22
- **C.13 - Final Legal Maturity Date:** 2019-01-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.5228%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89113XZF4, C.4 - ISIN: US89113XZF40, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $100117200.00
- **C.18.a - Value (excl. sponsor support):** $100117200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.5200%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2019-03-06
- **C.13 - Final Legal Maturity Date:** 2019-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.6136%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DDT3, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $50001600.00
- **C.18.a - Value (excl. sponsor support):** $50001600.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.6100%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: TORONTO-DOMINION BANK NY

- **C.1 - Title:** Toronto Dominion Bank NY, 2.5294%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DCA5, C.3 - LEI: PT3QB789TSUIDF371261, CIK: 0000947263
- **C.18 - Value (incl. sponsor support):** $200005000.00
- **C.18.a - Value (excl. sponsor support):** $200005000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 2.5300%
- **C.11 - Maturity Date (WAM):** 2018-12-02
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 2.1900%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QM31, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $84984523.20
- **C.18.a - Value (excl. sponsor support):** $84984523.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 2.1900%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 2.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QM64, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $199926034.00
- **C.18.a - Value (excl. sponsor support):** $199926034.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 2.2200%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2018-12-06
- **C.13 - Final Legal Maturity Date:** 2018-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 2.4500%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QNQ9, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $62765149.86
- **C.18.a - Value (excl. sponsor support):** $62765149.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 2.4500%
- **C.11 - Maturity Date (WAM):** 2019-01-24
- **C.12 - Maturity Date (WAL):** 2019-01-24
- **C.13 - Final Legal Maturity Date:** 2019-01-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 2.4800%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QP12, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $79654620.00
- **C.18.a - Value (excl. sponsor support):** $79654620.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 2.4800%
- **C.11 - Maturity Date (WAM):** 2019-02-01
- **C.12 - Maturity Date (WAL):** 2019-02-01
- **C.13 - Final Legal Maturity Date:** 2019-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 2.2000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QM49, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $149963400.00
- **C.18.a - Value (excl. sponsor support):** $149963400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.2000%
- **C.11 - Maturity Date (WAM):** 2018-12-04
- **C.12 - Maturity Date (WAL):** 2018-12-04
- **C.13 - Final Legal Maturity Date:** 2018-12-04
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: TOTAL S.A.

- **C.1 - Title:** Total Capital Canada, Ltd., 2.4700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89153QNW6, C.3 - LEI: 5299005IX98ZZ9LSGK46, CIK: 0001226646
- **C.18 - Value (incl. sponsor support):** $49791922.00
- **C.18.a - Value (excl. sponsor support):** $49791922.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.4700%
- **C.11 - Maturity Date (WAM):** 2019-01-30
- **C.12 - Maturity Date (WAL):** 2019-01-30
- **C.13 - Final Legal Maturity Date:** 2019-01-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.5465%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AD55, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $150041400.00
- **C.18.a - Value (excl. sponsor support):** $150041400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.5500%
- **C.11 - Maturity Date (WAM):** 2018-12-15
- **C.12 - Maturity Date (WAL):** 2019-03-12
- **C.13 - Final Legal Maturity Date:** 2019-03-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.5052%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AF20, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $139999216.00
- **C.18.a - Value (excl. sponsor support):** $139999216.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 2.5100%
- **C.11 - Maturity Date (WAM):** 2019-01-12
- **C.12 - Maturity Date (WAL):** 2019-04-08
- **C.13 - Final Legal Maturity Date:** 2019-04-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.6385%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233AH85, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $149999343.00
- **C.18.a - Value (excl. sponsor support):** $149999343.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.6400%
- **C.11 - Maturity Date (WAM):** 2019-02-02
- **C.12 - Maturity Date (WAL):** 2019-04-25
- **C.13 - Final Legal Maturity Date:** 2019-04-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.5899%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TEB7, C.4 - ISIN: US89236TEB70, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $74957189.25
- **C.18.a - Value (excl. sponsor support):** $74957189.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.5900%
- **C.11 - Maturity Date (WAM):** 2019-01-25
- **C.12 - Maturity Date (WAL):** 2019-07-25
- **C.13 - Final Legal Maturity Date:** 2019-07-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 2.6761%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TFB6, C.4 - ISIN: US89236TFB61, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $149976819.00
- **C.18.a - Value (excl. sponsor support):** $149976819.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.6800%
- **C.11 - Maturity Date (WAM):** 2019-02-15
- **C.12 - Maturity Date (WAL):** 2019-05-15
- **C.13 - Final Legal Maturity Date:** 2019-05-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: TOYOTA MOTOR CREDIT CORP.

- **C.1 - Title:** Toyota Motor Credit Corp., 3.4600%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TCV5, C.4 - ISIN: US89236TCV52, C.3 - LEI: Z2VZBHUMB7PWWJ63I008, CIK: 0000834071
- **C.18 - Value (incl. sponsor support):** $16925032.96
- **C.18.a - Value (excl. sponsor support):** $16925032.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2019-02-19
- **C.12 - Maturity Date (WAL):** 2019-02-19
- **C.13 - Final Legal Maturity Date:** 2019-02-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 2.0800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796UH0, C.4 - ISIN: US912796UH01
- **C.18 - Value (incl. sponsor support):** $199550500.00
- **C.18.a - Value (excl. sponsor support):** $199550500.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 2.0800%
- **C.11 - Maturity Date (WAM):** 2019-01-08
- **C.12 - Maturity Date (WAL):** 2019-01-08
- **C.13 - Final Legal Maturity Date:** 2019-01-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: U.S. TREASURY SECURITIES

- **C.1 - Title:** U.S. Treasury Bill, 1.0600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796PE3, C.4 - ISIN: US912796PE35
- **C.18 - Value (incl. sponsor support):** $149973577.50
- **C.18.a - Value (excl. sponsor support):** $149973577.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2018-12-06
- **C.12 - Maturity Date (WAL):** 2018-12-06
- **C.13 - Final Legal Maturity Date:** 2018-12-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 2.7400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QPT0, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $148990962.00
- **C.18.a - Value (excl. sponsor support):** $148990962.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 2.7400%
- **C.11 - Maturity Date (WAM):** 2019-02-27
- **C.12 - Maturity Date (WAL):** 2019-02-27
- **C.13 - Final Legal Maturity Date:** 2019-02-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 2.7200%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QPR4, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $66363484.04
- **C.18.a - Value (excl. sponsor support):** $66363484.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 2.7200%
- **C.11 - Maturity Date (WAM):** 2019-02-25
- **C.12 - Maturity Date (WAL):** 2019-02-25
- **C.13 - Final Legal Maturity Date:** 2019-02-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 2.6700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QPK9, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $149104950.00
- **C.18.a - Value (excl. sponsor support):** $149104950.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 2.6700%
- **C.11 - Maturity Date (WAM):** 2019-02-19
- **C.12 - Maturity Date (WAL):** 2019-02-19
- **C.13 - Final Legal Maturity Date:** 2019-02-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 2.5300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QP45, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $74653224.75
- **C.18.a - Value (excl. sponsor support):** $74653224.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 2.5300%
- **C.11 - Maturity Date (WAM):** 2019-02-04
- **C.12 - Maturity Date (WAL):** 2019-02-04
- **C.13 - Final Legal Maturity Date:** 2019-02-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 2.4100%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QN70, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $24936693.00
- **C.18.a - Value (excl. sponsor support):** $24936693.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 2.4100%
- **C.11 - Maturity Date (WAM):** 2019-01-07
- **C.12 - Maturity Date (WAL):** 2019-01-07
- **C.13 - Final Legal Maturity Date:** 2019-01-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: UNITED OVERSEAS BANK

- **C.1 - Title:** United Overseas Bank, 2.4800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QNU9, C.3 - LEI: IO66REGK3RCBAMA8HR66, CIK: 0000867530
- **C.18 - Value (incl. sponsor support):** $149393529.00
- **C.18.a - Value (excl. sponsor support):** $149393529.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 2.4800%
- **C.11 - Maturity Date (WAM):** 2019-01-28
- **C.12 - Maturity Date (WAL):** 2019-01-28
- **C.13 - Final Legal Maturity Date:** 2019-01-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 2.2400%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FM50, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $149953437.00
- **C.18.a - Value (excl. sponsor support):** $149953437.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 2.2400%
- **C.11 - Maturity Date (WAM):** 2018-12-05
- **C.12 - Maturity Date (WAL):** 2018-12-05
- **C.13 - Final Legal Maturity Date:** 2018-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 2.3200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FMH4, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $19978155.00
- **C.18.a - Value (excl. sponsor support):** $19978155.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 2.3200%
- **C.11 - Maturity Date (WAM):** 2018-12-17
- **C.12 - Maturity Date (WAL):** 2018-12-17
- **C.13 - Final Legal Maturity Date:** 2018-12-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 2.2700%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FMA9, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $39974744.40
- **C.18.a - Value (excl. sponsor support):** $39974744.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 2.2700%
- **C.11 - Maturity Date (WAM):** 2018-12-10
- **C.12 - Maturity Date (WAL):** 2018-12-10
- **C.13 - Final Legal Maturity Date:** 2018-12-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 2.3200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FML5, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $69909855.40
- **C.18.a - Value (excl. sponsor support):** $69909855.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.3200%
- **C.11 - Maturity Date (WAM):** 2018-12-20
- **C.12 - Maturity Date (WAL):** 2018-12-20
- **C.13 - Final Legal Maturity Date:** 2018-12-20
- **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.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: WAL-MART STORES INC.

- **C.1 - Title:** Wal-Mart Stores, Inc., 2.2200%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FM35, C.3 - LEI: Y87794H0US1R65VBXU25, CIK: 0000104169
- **C.18 - Value (incl. sponsor support):** $252453287.50
- **C.18.a - Value (excl. sponsor support):** $252453287.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 2.2200%
- **C.11 - Maturity Date (WAM):** 2018-12-03
- **C.12 - Maturity Date (WAL):** 2018-12-03
- **C.13 - Final Legal Maturity Date:** 2018-12-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: WESTPAC BANKING CORP.

- **C.1 - Title:** Westpac Banking Corp., 2.1900%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1MD6, C.3 - LEI: EN5TNI6CI43VEPAMHL14, CIK: 0000719245
- **C.18 - Value (incl. sponsor support):** $49960404.00
- **C.18.a - Value (excl. sponsor support):** $49960404.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.1900%
- **C.11 - Maturity Date (WAM):** 2018-12-13
- **C.12 - Maturity Date (WAL):** 2018-12-13
- **C.13 - Final Legal Maturity Date:** 2018-12-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** THE DFA INVESTMENT TRUST COMPANY

**Date:** 2023-03-17

**By:** /s/ Ryan Buechner

**Name of Signing Officer:** Ryan Buechner

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