N-MFP: Filer Information

Submission Type

N-MFP2

N-MFP2/A

CIK

0000857156

CCC

xxxxxxxx

Test or Live

LIVE

TEST

Contact Information - Name

Contact Information - Phone Number

Notification Email Address

Is this an electronic copy of an official filing submitted in paper format?

Yes

N-MFP: Filing Information

General Information

Item 1. Report for [YYYY-MM-DD]:

2017-12-31

Item 2. CIK Number of Registrant.

0000857156

Item 3. LEI of Registrant (if available) (See General Instructions E.)

Item 4. EDGAR Series Identifier.

S000004504

Item 5. Total number of share classes in the series.

Item 6. Do you anticipate that this will be the fund's final filing on Form N-MFP? If Yes, answer Items 6.a - 6.c.

Yes

Item 7. Has the fund acquired or merged with another fund since the last filing?

Yes

If Yes, answer Item 7.a.

Item 8. Provide the name, e-mail address, and telephone number of the person authorized to receive information and respond to questions about this Form N-MFP

Name

Phone Number

Email Address

Part A: Series-Level Information about the Fund

Item A.1 Securities Act File Number.

033-31894

Item A.2 Investment Adviser

Charles Schwab Investment Management, Inc.

a. SEC file number of investment adviser

801-35905

Item A.4 Independent Public Accountant.

PricewaterhouseCoopers LLP

a. City and state of independent public accountant.

City of independent public accountant

San Francisco

State/Province/Country of independent public accountant

CALIFORNIA

Item A.5 Administrator. If a fund has one or more administrators, disclose the name of each administrator.

Charles Schwab Investment Management, Inc.

Item A.6 Transfer Agent.

Boston Financial Data Services, Inc.

a. CIK Number

0000275143

b. SEC file number of transfer agent.

084-00896

Item A.7 Master-Feeder Funds. Is this a Feeder Fund? If Yes, answer Items A.7.a - 7.c.

Yes

a. Identify the Master Fund by CIK or, if the fund does not have a CIK, by name.

Item A.8 Master-Feeder Funds. Is this a Master Fund? If Yes, answer Items A.8.a - 8.c.

Yes

Item A.9 Is this series primarily used to fund insurance company separate accounts?

Yes

Item A.10 Category. Indicate the category that identifies the money market fund from among the following:

Treasury

Government/Agency
Checkbox not checked

Exempt Government
Checkbox checked

Prime

Single State
Checkbox not checked

Other Tax Exempt

a. Is this fund an exempt retail fund as defined in 270.2a-7(a)(25)?

Yes

Item A.11 Dollar-weighted average portfolio maturity ("WAM" as defined in rule 2a-7(d)(1)(ii)).

Item A.12 Dollar-weighted average life maturity ("WAL" as defined in rule 2a-7(d)(1)(iii)). Calculate WAL without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments.

Item A.13 Liquidity. Provide the following, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the daily or weekly liquidity, provide the value as of the close of business on the date in that week last calculated):

a. Total Value of Daily Liquid Assets to the nearest cent:

i. Friday, day 1:

$7,002,428,937.09

ii. Friday, day 2:

$9,046,405,067.51

iii. Friday, day 3:

$9,356,139,377.08

iv. Friday, day 4:

$8,702,163,390.16

v. Friday, day 5 (if applicable):

$12,665,175,215.07

b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:

i. Friday, week 1:

$19,012,046,815.54

ii. Friday, week 2:

$20,151,790,905.81

iii. Friday, week 3:

$20,297,297,133.57

iv. Friday, week 4:

$18,592,253,949.40

v. Friday, week 5 (if applicable):

$20,933,903,625.57

c. Percentage of Total Assets invested in Daily Liquid Assets:

i. Friday, day 1:

19.39%

ii. Friday, day 2:

25.02%

iii. Friday, day 3:

25.84%

iv. Friday, day 4:

24.21%

v. Friday, day 5 (if applicable):

35.27%

d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):

i. Friday, week 1:

52.65%

ii. Friday, week 2:

55.74%

iii. Friday, week 3:

56.06%

iv. Friday, week 4:

51.72%

v. Friday, week 5 (if applicable):

58.30%

Item A.14 Provide the following, to the nearest cent:

a. Cash. (See General Instructions E.)

$9,702.84

b. Total Value of portfolio securities. (See General Instructions E.)

$35,875,000,405.24

i. If any portfolio securities are valued using amortized cost, the total value of the portfolio securities valued at amortized cost.

$35,876,709,112.16

c. Total Value of other assets (excluding amounts provided in A.14.a-b.)

$30,452,136.90

Item A.15 Total value of liabilities, to the nearest cent.

$46,537,131.46

Item A.16 Net assets of the series, to the nearest cent.

$35,860,633,820.44

Item A.17 Number of shares outstanding, to the nearest hundredth.

$35,858,820,429.00

Item A.18 If the fund seeks to maintain a stable price per share, state the price the fund seeks to maintain.

$1.0000

Item A.19 7-day gross yield. Based on the 7 days ended on the last day of the prior month, calculate the fund's yield by determining the net change, exclusive of capital changes and income other than investment income, in the value of a hypothetical pre-existing account having a balance of one share at the beginning of the period and dividing the difference by the value of the account at the beginning of the base period to obtain the base period return, and then multiplying the base period return by (365/7) with the resulting yield figure carried to the nearest hundredth of one percent. The 7-day gross yield should not reflect a deduction of shareholders fees and fund operating expenses. For master funds and feeder funds, report the 7-day gross yield at the master-fund level.

1.47%

Item A.20 Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions) rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):

i. Friday, week 1:

$1.0001

ii. Friday, week 2:

$1.0001

iii. Friday, week 3:

$1.0000

iv. Friday, week 4:

$1.0000

v. Friday, week 5 (if applicable):

$1.0000

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.

C000012378

Item B.2 Minimum initial investment.

$0.00

Item B.3 Net assets of the Class, to the nearest cent.

$35,860,633,820.44

Item B.4 Number of shares outstanding, to the nearest hundredth.

$35,858,820,429.00

Item B.5 Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):

i. Friday, week 1:

$1.0001

ii. Friday, week 2:

$1.0001

iii. Friday, week 3:

$1.0000

iv. Friday, week 4:

$1.0000

v. Friday, week 5 (if applicable):

$1.0000

Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):

a. Friday, week 1:

i. Weekly gross subscriptions (including dividend reinvestments):

$1,251,737,602.49

ii. Weekly gross redemptions:

$1,577,879,769.26

b. Friday, week 2:

i. Weekly gross subscriptions (including dividend reinvestments):

$1,835,608,699.96

ii. Weekly gross redemptions:

$1,751,755,958.75

c. Friday, week 3:

i. Weekly gross subscriptions (including dividend reinvestments):

$1,693,695,363.39

ii. Weekly gross redemptions:

$1,767,554,439.95

d. Friday, week 4:

i. Weekly gross subscriptions (including dividend reinvestments):

$1,968,116,299.64

ii. Weekly gross redemptions:

$2,091,618,867.11

e. Friday, week 5:

i. Weekly gross subscriptions (including dividend reinvestments):

$1,507,124,208.82

ii. Weekly gross redemptions:

$1,552,543,392.53

f. Total for the month reported:

i. Monthly gross subscriptions (including dividend reinvestments):

$7,384,582,876.71

ii. Monthly gross redemptions:

$7,518,914,128.26

Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).

0.88%

Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a.

Yes

a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).

Investment Advisor and its affiliates Voluntary 519,361

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) 0.000000%

Item C.3 The CUSIP.

0018A3B78

Item C.4 The LEI (if available). (See General Instruction E.)

213800VD256NU2D97H12

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?

Yes

Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).

If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.

Item C.9 Is the security an Eligible Security?

Yes

Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-07

Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).

2018-02-07

Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).

2018-02-07

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

ANZ BANK NEW ZEALAND LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.41%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$85,865,074.60

b. Excluding the value of any sponsor support:

$85,865,074.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.24%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.420000%

Item C.3 The CUSIP.

00279JRZ7

Item C.4 The LEI (if available). (See General Instruction E.)

R83QYRLEMH4ZSHI0L097

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000931061

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Santander UK Plc

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$107,984,232.00

b. Excluding the value of any sponsor support:

$107,984,232.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.30%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.530000%

Item C.3 The CUSIP.

00279JTQ5

Item C.4 The LEI (if available). (See General Instruction E.)

R83QYRLEMH4ZSHI0L097

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000931061

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-31

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Santander UK Plc

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$24,999,607.50

b. Excluding the value of any sponsor support:

$24,999,607.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.07%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.370000%

Item C.3 The CUSIP.

00279JTS1

Item C.4 The LEI (if available). (See General Instruction E.)

R83QYRLEMH4ZSHI0L097

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000931061

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Santander UK Plc

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.44%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$144,998,289.00

b. Excluding the value of any sponsor support:

$144,998,289.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.40%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ALPINE SECURITIZATION LTD

Item C.2 The title of the issue (including coupon, if applicable).

ALPINE SECURITIZATION LTD 0.000000%

Item C.3 The CUSIP.

02088XBF4

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-15

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Credit Suisse AG

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.66%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$6,984,478.90

b. Excluding the value of any sponsor support:

$6,984,478.90

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.02%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ALPINE SECURITIZATION LTD

Item C.2 The title of the issue (including coupon, if applicable).

ALPINE SECURITIZATION LTD 0.000000%

Item C.3 The CUSIP.

02089FAW6

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-30

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Credit Suisse AG

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.63%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$217,684,532.20

b. Excluding the value of any sponsor support:

$217,684,532.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.61%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ATLANTIC ASSET SECURITIZATION LLC

Item C.2 The title of the issue (including coupon, if applicable).

ATLANTIC ASSET SECURITIZATION LLC 0.000000%

Item C.3 The CUSIP.

04821UAN2

Item C.4 The LEI (if available). (See General Instruction E.)

549300BUNY5BIX4CVW20

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-22

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Credit Agricole Corporate and Investment Bank SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.59%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$49,947,065.00

b. Excluding the value of any sponsor support:

$49,947,065.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ATLANTIC ASSET SECURITIZATION LLC

Item C.2 The title of the issue (including coupon, if applicable).

ATLANTIC ASSET SECURITIZATION LLC 0.000000%

Item C.3 The CUSIP.

04821UB50

Item C.4 The LEI (if available). (See General Instruction E.)

549300BUNY5BIX4CVW20

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Credit Agricole Corporate and Investment Bank SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.65%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$10,980,807.20

b. Excluding the value of any sponsor support:

$10,980,807.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.03%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ATLANTIC ASSET SECURITIZATION LLC

Item C.2 The title of the issue (including coupon, if applicable).

ATLANTIC ASSET SECURITIZATION LLC 0.000000%

Item C.3 The CUSIP.

04821UBC5

Item C.4 The LEI (if available). (See General Instruction E.)

549300BUNY5BIX4CVW20

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-12

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Credit Agricole Corporate and Investment Bank SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.66%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$99,792,500.00

b. Excluding the value of any sponsor support:

$99,792,500.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.28%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BMW US CAPITAL LLC

Item C.2 The title of the issue (including coupon, if applicable).

BMW US CAPITAL LLC 0.000000%

Item C.3 The CUSIP.

0556C3A50

Item C.4 The LEI (if available). (See General Instruction E.)

KK5MZM9DIXLXZL9DZL15

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Bayerische Motoren Werke AG

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.50%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$30,990,988.30

b. Excluding the value of any sponsor support:

$30,990,988.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.09%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BPCE SA

Item C.2 The title of the issue (including coupon, if applicable).

BPCE SA 0.000000%

Item C.3 The CUSIP.

05571CA43

Item C.4 The LEI (if available). (See General Instruction E.)

9695005MSX1OYEMGDF46

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.41%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$291,931,321.60

b. Excluding the value of any sponsor support:

$291,931,321.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.81%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF AMERICA NA

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF AMERICA NA 1.400000%

Item C.3 The CUSIP.

06053PXT9

Item C.4 The LEI (if available). (See General Instruction E.)

B4TYDEB6GKMZO031MB27

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001102113

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button checked

Other Instrument

Brief Description

Bank Note

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-22

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.37%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$166,001,910.66

b. Excluding the value of any sponsor support:

$166,001,910.66

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.46%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF AMERICA NA

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF AMERICA NA 1.513200%

Item C.3 The CUSIP.

06053PYB7

Item C.4 The LEI (if available). (See General Instruction E.)

B4TYDEB6GKMZO031MB27

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001102113

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button checked

Other Instrument

Brief Description

Bank Note

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

2018-02-07

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.67%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$98,000,461.58

b. Excluding the value of any sponsor support:

$98,000,461.58

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.27%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF AMERICA NA

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF AMERICA NA 1.541900%

Item C.3 The CUSIP.

06053PYD3

Item C.4 The LEI (if available). (See General Instruction E.)

B4TYDEB6GKMZO031MB27

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001102113

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button checked

Other Instrument

Brief Description

Bank Note

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-09

2018-02-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.67%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$61,000,299.51

b. Excluding the value of any sponsor support:

$61,000,299.51

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.17%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF AMERICA NA

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF AMERICA NA 1.400000%

Item C.3 The CUSIP.

06053PYG6

Item C.4 The LEI (if available). (See General Instruction E.)

B4TYDEB6GKMZO031MB27

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001102113

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button checked

Other Instrument

Brief Description

Bank Note

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-16

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.41%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$251,995,665.60

b. Excluding the value of any sponsor support:

$251,995,665.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.70%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF AMERICA NA

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF AMERICA NA 1.500000%

Item C.3 The CUSIP.

06053PZZ3

Item C.4 The LEI (if available). (See General Instruction E.)

B4TYDEB6GKMZO031MB27

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001102113

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button checked

Other Instrument

Brief Description

Bank Note

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-04-12

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$73,987,782.60

b. Excluding the value of any sponsor support:

$73,987,782.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.21%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF MONTREAL (CHICAGO BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF MONTREAL (CHICAGO BRANCH) 1.370000%

Item C.3 The CUSIP.

06371EKV8

Item C.4 The LEI (if available). (See General Instruction E.)

NQQ6HPCNCCU6TUTQYE16

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-22

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$1,499,814.60

b. Excluding the value of any sponsor support:

$1,499,814.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.00%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF MONTREAL (CHICAGO BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF MONTREAL (CHICAGO BRANCH) 1.350000%

Item C.3 The CUSIP.

06371ERZ2

Item C.4 The LEI (if available). (See General Instruction E.)

NQQ6HPCNCCU6TUTQYE16

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-18

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.54%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$46,994,933.40

b. Excluding the value of any sponsor support:

$46,994,933.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.13%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF MONTREAL (CHICAGO BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF MONTREAL (CHICAGO BRANCH) 1.550000%

Item C.3 The CUSIP.

06371EWM5

Item C.4 The LEI (if available). (See General Instruction E.)

NQQ6HPCNCCU6TUTQYE16

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.64%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$1,999,679.20

b. Excluding the value of any sponsor support:

$1,999,679.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.01%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF MONTREAL (CHICAGO BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF MONTREAL (CHICAGO BRANCH) 1.420000%

Item C.3 The CUSIP.

06371EYJ0

Item C.4 The LEI (if available). (See General Instruction E.)

NQQ6HPCNCCU6TUTQYE16

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.51%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$466,995,376.70

b. Excluding the value of any sponsor support:

$466,995,376.70

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.30%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MERRILL LYNCH PIERCE FENNER & SMITH INC

Item C.2 The title of the issue (including coupon, if applicable).

MERRILL LYNCH PIERCE FENNER & SMITH INC 1.410000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

8NAV47T0Y26Q87Y0QP81

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000065100

c. Other unique identifier.

06399U000_1.41_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

FNMS 03.500 CLBM3237

d. Maturity date.

2048-01-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$24,519,067.00

g. Value of collateral, to the nearest cent.

$25,351,080.89

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 04.000 CLAS8960

d. Maturity date.

2047-03-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$64,443,190.00

g. Value of collateral, to the nearest cent.

$64,258,919.82

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.41%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$87,000,000.00

b. Excluding the value of any sponsor support:

$87,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.24%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF NOVA SCOTIA (HOUSTON BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.713800%

Item C.3 The CUSIP.

06417GVU9

Item C.4 The LEI (if available). (See General Instruction E.)

L3I9ZG2KFGXZ61BMYR72

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-29

2018-03-28

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.54%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$95,019,855.95

b. Excluding the value of any sponsor support:

$95,019,855.95

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.26%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF NOVA SCOTIA

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF NOVA SCOTIA 0.000000%

Item C.3 The CUSIP.

06417KCK3

Item C.4 The LEI (if available). (See General Instruction E.)

L3I9ZG2KFGXZ61BMYR72

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001041839

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-19

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.69%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$100,621,138.90

b. Excluding the value of any sponsor support:

$100,621,138.90

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.28%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF NOVA SCOTIA

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF NOVA SCOTIA 1.909500%

Item C.3 The CUSIP.

06417LDX2

Item C.4 The LEI (if available). (See General Instruction E.)

L3I9ZG2KFGXZ61BMYR72

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001041839

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-16

2018-02-13

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.46%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$288,168,770.88

b. Excluding the value of any sponsor support:

$288,168,770.88

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.80%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.420000%

Item C.3 The CUSIP.

06539RCG0

Item C.4 The LEI (if available). (See General Instruction E.)

C3GTMMZIHMY46P4OIX74

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-20

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.62%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$135,958,737.60

b. Excluding the value of any sponsor support:

$135,958,737.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.38%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.440000%

Item C.3 The CUSIP.

06539RDJ3

Item C.4 The LEI (if available). (See General Instruction E.)

C3GTMMZIHMY46P4OIX74

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.63%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$136,953,899.50

b. Excluding the value of any sponsor support:

$136,953,899.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.38%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.450000%

Item C.3 The CUSIP.

06539REC7

Item C.4 The LEI (if available). (See General Instruction E.)

C3GTMMZIHMY46P4OIX74

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.64%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$118,956,981.50

b. Excluding the value of any sponsor support:

$118,956,981.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.33%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.410000%

Item C.3 The CUSIP.

06539RMG9

Item C.4 The LEI (if available). (See General Instruction E.)

C3GTMMZIHMY46P4OIX74

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-16

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.54%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$71,995,442.40

b. Excluding the value of any sponsor support:

$71,995,442.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.20%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.560000%

Item C.3 The CUSIP.

06539RNH6

Item C.4 The LEI (if available). (See General Instruction E.)

C3GTMMZIHMY46P4OIX74

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-19

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$280,001,514.80

b. Excluding the value of any sponsor support:

$280,001,514.80

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.78%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BARCLAYS BANK PLC (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BARCLAYS BANK PLC (NEW YORK BRANCH) 1.600000%

Item C.3 The CUSIP.

06742TAX4

Item C.4 The LEI (if available). (See General Instruction E.)

G5GSEF7VJP5I7OUK5573

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-22

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$109,005,483.79

b. Excluding the value of any sponsor support:

$109,005,483.79

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.30%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BARCLAYS BANK PLC (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BARCLAYS BANK PLC (NEW YORK BRANCH) 1.430000%

Item C.3 The CUSIP.

06742TCZ7

Item C.4 The LEI (if available). (See General Instruction E.)

G5GSEF7VJP5I7OUK5573

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.46%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$609,996,828.00

b. Excluding the value of any sponsor support:

$609,996,828.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.70%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BARTON CAPITAL SA

Item C.2 The title of the issue (including coupon, if applicable).

BARTON CAPITAL SA 0.000000%

Item C.3 The CUSIP.

06945MA89

Item C.4 The LEI (if available). (See General Instruction E.)

549300KOFKIMD0C37W24

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Societe Generale SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$47,679,331.59

b. Excluding the value of any sponsor support:

$47,679,331.59

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.13%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BARTON CAPITAL SA

Item C.2 The title of the issue (including coupon, if applicable).

BARTON CAPITAL SA 0.000000%

Item C.3 The CUSIP.

06945MA97

Item C.4 The LEI (if available). (See General Instruction E.)

549300KOFKIMD0C37W24

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US06945MA971

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Societe Generale SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.57%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$99,952,180.00

b. Excluding the value of any sponsor support:

$99,952,180.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.28%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BARTON CAPITAL SA

Item C.2 The title of the issue (including coupon, if applicable).

BARTON CAPITAL SA 0.000000%

Item C.3 The CUSIP.

06945MB62

Item C.4 The LEI (if available). (See General Instruction E.)

549300KOFKIMD0C37W24

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Societe Generale SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.65%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$34,937,325.50

b. Excluding the value of any sponsor support:

$34,937,325.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BARTON CAPITAL SA

Item C.2 The title of the issue (including coupon, if applicable).

BARTON CAPITAL SA 0.000000%

Item C.3 The CUSIP.

06945MBL9

Item C.4 The LEI (if available). (See General Instruction E.)

549300KOFKIMD0C37W24

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-20

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Societe Generale SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.70%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$49,875,080.00

b. Excluding the value of any sponsor support:

$49,875,080.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BEDFORD ROW FUNDING CORP

Item C.2 The title of the issue (including coupon, if applicable).

BEDFORD ROW FUNDING CORP 0.000000%

Item C.3 The CUSIP.

07644BA85

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Royal Bank of Canada

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$24,989,652.50

b. Excluding the value of any sponsor support:

$24,989,652.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.07%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BEDFORD ROW FUNDING CORP

Item C.2 The title of the issue (including coupon, if applicable).

BEDFORD ROW FUNDING CORP 0.000000%

Item C.3 The CUSIP.

07644BDA7

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-04-10

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Royal Bank of Canada

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.76%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$9,452,734.65

b. Excluding the value of any sponsor support:

$9,452,734.65

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.03%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BEDFORD ROW FUNDING CORP

Item C.2 The title of the issue (including coupon, if applicable).

BEDFORD ROW FUNDING CORP 1.685600%

Item C.3 The CUSIP.

07644CCG3

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Royal Bank of Canada

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.38%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$70,503,525.71

b. Excluding the value of any sponsor support:

$70,503,525.71

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.20%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BENNINGTON STARK CAPITAL COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%

Item C.3 The CUSIP.

08224MA46

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Societe Generale SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$44,988,826.50

b. Excluding the value of any sponsor support:

$44,988,826.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.13%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BENNINGTON STARK CAPITAL COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%

Item C.3 The CUSIP.

08224MAG9

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-16

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Societe Generale SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$13,989,171.00

b. Excluding the value of any sponsor support:

$13,989,171.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.04%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BENNINGTON STARK CAPITAL COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%

Item C.3 The CUSIP.

08224MB52

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Societe Generale SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.64%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$120,790,536.90

b. Excluding the value of any sponsor support:

$120,790,536.90

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.34%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.000000%

Item C.3 The CUSIP.

09659KA26

Item C.4 The LEI (if available). (See General Instruction E.)

KGCEPHLVVKVRZYO1T647

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.30%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$29,995,023.30

b. Excluding the value of any sponsor support:

$29,995,023.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.08%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CAFCO LLC

Item C.2 The title of the issue (including coupon, if applicable).

CAFCO LLC 0.000000%

Item C.3 The CUSIP.

1247P3B68

Item C.4 The LEI (if available). (See General Instruction E.)

8O46YQAGJ63WE5QHIG35

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Citibank NA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.53%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$49,917,070.00

b. Excluding the value of any sponsor support:

$49,917,070.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CAFCO LLC

Item C.2 The title of the issue (including coupon, if applicable).

CAFCO LLC 0.000000%

Item C.3 The CUSIP.

1247P3CF7

Item C.4 The LEI (if available). (See General Instruction E.)

8O46YQAGJ63WE5QHIG35

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-15

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Citibank NA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.70%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$48,823,732.30

b. Excluding the value of any sponsor support:

$48,823,732.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CRC FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

CRC FUNDING LLC 0.000000%

Item C.3 The CUSIP.

12619UAA9

Item C.4 The LEI (if available). (See General Instruction E.)

549300HKCCNTZDBBEN75

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-10

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Citibank NA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.50%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$82,958,607.90

b. Excluding the value of any sponsor support:

$82,958,607.90

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.23%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CRC FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

CRC FUNDING LLC 0.000000%

Item C.3 The CUSIP.

12619UB67

Item C.4 The LEI (if available). (See General Instruction E.)

549300HKCCNTZDBBEN75

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Citibank NA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.59%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$9,982,775.00

b. Excluding the value of any sponsor support:

$9,982,775.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.03%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.684900%

Item C.3 The CUSIP.

13606BJT4

Item C.4 The LEI (if available). (See General Instruction E.)

2IGI19DL77OX0HC3ZE78

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000800030

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-22

2018-03-22

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.53%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$175,038,676.75

b. Excluding the value of any sponsor support:

$175,038,676.75

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.49%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.660800%

Item C.3 The CUSIP.

13606BLG9

Item C.4 The LEI (if available). (See General Instruction E.)

2IGI19DL77OX0HC3ZE78

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000800030

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-17

2018-04-17

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$163,039,284.63

b. Excluding the value of any sponsor support:

$163,039,284.63

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.45%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.526900%

Item C.3 The CUSIP.

13606BMD5

Item C.4 The LEI (if available). (See General Instruction E.)

2IGI19DL77OX0HC3ZE78

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000800030

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

2018-02-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.45%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$30,004,320.30

b. Excluding the value of any sponsor support:

$30,004,320.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.08%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CANCARA ASSET SECURITISATION LLC

Item C.2 The title of the issue (including coupon, if applicable).

CANCARA ASSET SECURITISATION LLC 0.000000%

Item C.3 The CUSIP.

13738KB14

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Lloyds Bank Plc

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.58%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$54,917,929.00

b. Excluding the value of any sponsor support:

$54,917,929.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.15%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CANCARA ASSET SECURITISATION LLC

Item C.2 The title of the issue (including coupon, if applicable).

CANCARA ASSET SECURITISATION LLC 0.000000%

Item C.3 The CUSIP.

13738KC70

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-07

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Lloyds Bank Plc

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.69%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$996,807.80

b. Excluding the value of any sponsor support:

$996,807.80

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.00%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CARGILL INC

Item C.2 The title of the issue (including coupon, if applicable).

CARGILL INC 0.000000%

Item C.3 The CUSIP.

14178MA32

Item C.4 The LEI (if available). (See General Instruction E.)

QXZYQNMR4JZ5RIRN4T31

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.45%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$149,969,730.00

b. Excluding the value of any sponsor support:

$149,969,730.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.42%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CHARTA LLC

Item C.2 The title of the issue (including coupon, if applicable).

CHARTA LLC 0.000000%

Item C.3 The CUSIP.

16115WB63

Item C.4 The LEI (if available). (See General Instruction E.)

5493000FNFK79LCM6M65

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Citibank NA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.60%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$90,841,869.30

b. Excluding the value of any sponsor support:

$90,841,869.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.25%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CHARTA LLC

Item C.2 The title of the issue (including coupon, if applicable).

CHARTA LLC 0.000000%

Item C.3 The CUSIP.

16115WC13

Item C.4 The LEI (if available). (See General Instruction E.)

5493000FNFK79LCM6M65

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Citibank NA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.67%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$36,893,902.50

b. Excluding the value of any sponsor support:

$36,893,902.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CHARTA LLC

Item C.2 The title of the issue (including coupon, if applicable).

CHARTA LLC 0.000000%

Item C.3 The CUSIP.

16115WD95

Item C.4 The LEI (if available). (See General Instruction E.)

5493000FNFK79LCM6M65

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-04-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Citibank NA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.81%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$16,665,037.30

b. Excluding the value of any sponsor support:

$16,665,037.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.05%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

COLLATERALIZED COMMERCIAL PAPER II CO LLC

Item C.2 The title of the issue (including coupon, if applicable).

COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%

Item C.3 The CUSIP.

19422DAB7

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-11

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

JP Morgan Securities LLC

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.52%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$32,981,863.20

b. Excluding the value of any sponsor support:

$32,981,863.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.09%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

COLLATERALIZED COMMERCIAL PAPER CO LLC

Item C.2 The title of the issue (including coupon, if applicable).

COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%

Item C.3 The CUSIP.

19422GB11

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

JP Morgan Securities LLC

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.60%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$122,015,111.40

b. Excluding the value of any sponsor support:

$122,015,111.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.34%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

COLLATERALIZED COMMERCIAL PAPER CO LLC

Item C.2 The title of the issue (including coupon, if applicable).

COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%

Item C.3 The CUSIP.

19422GC51

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

JP Morgan Securities LLC

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.67%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$10,966,342.20

b. Excluding the value of any sponsor support:

$10,966,342.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.03%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

COLLATERALIZED COMMERCIAL PAPER CO LLC

Item C.2 The title of the issue (including coupon, if applicable).

COLLATERALIZED COMMERCIAL PAPER CO LLC 1.712100%

Item C.3 The CUSIP.

19423ECU0

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-24

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

JP Morgan Securities LLC

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.42%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$200,030,602.00

b. Excluding the value of any sponsor support:

$200,030,602.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.56%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

COLLATERALIZED COMMERCIAL PAPER CO LLC

Item C.2 The title of the issue (including coupon, if applicable).

COLLATERALIZED COMMERCIAL PAPER CO LLC 1.722100%

Item C.3 The CUSIP.

19423EDM7

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-26

2018-04-26

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

JP Morgan Securities LLC

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.59%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$31,005,084.31

b. Excluding the value of any sponsor support:

$31,005,084.31

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.09%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

COMMONWEALTH BANK OF AUSTRALIA

Item C.2 The title of the issue (including coupon, if applicable).

COMMONWEALTH BANK OF AUSTRALIA 0.000000%

Item C.3 The CUSIP.

20272EBT4

Item C.4 The LEI (if available). (See General Instruction E.)

MSFSBD3QN1GSN7Q6C537

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000008565

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-27

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.65%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$194,465,368.50

b. Excluding the value of any sponsor support:

$194,465,368.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.54%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.000000%

Item C.3 The CUSIP.

22533UA29

Item C.4 The LEI (if available). (See General Instruction E.)

1VUV7VQFKUOQSJ21A208

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.35%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$189,969,873.60

b. Excluding the value of any sponsor support:

$189,969,873.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.53%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.350000%

Item C.3 The CUSIP.

22534HY62

Item C.4 The LEI (if available). (See General Instruction E.)

1VUV7VQFKUOQSJ21A208

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.43%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$167,997,900.00

b. Excluding the value of any sponsor support:

$167,997,900.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.47%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CREDIT SUISSE AG (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

CREDIT SUISSE AG (NEW YORK BRANCH) 1.500000%

Item C.3 The CUSIP.

22549LCW3

Item C.4 The LEI (if available). (See General Instruction E.)

ANGGYXNX0JLX3X63JN86

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.54%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$318,996,682.40

b. Excluding the value of any sponsor support:

$318,996,682.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.89%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

DNB BANK ASA

Item C.2 The title of the issue (including coupon, if applicable).

DNB BANK ASA 0.000000%

Item C.3 The CUSIP.

2332K1A26

Item C.4 The LEI (if available). (See General Instruction E.)

549300GKFG0RYRRQ1414

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001498632

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.39%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$179,972,280.00

b. Excluding the value of any sponsor support:

$179,972,280.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.50%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

DNB BANK ASA

Item C.2 The title of the issue (including coupon, if applicable).

DNB BANK ASA 0.000000%

Item C.3 The CUSIP.

2332K1A59

Item C.4 The LEI (if available). (See General Instruction E.)

549300GKFG0RYRRQ1414

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001498632

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.40%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$98,973,151.20

b. Excluding the value of any sponsor support:

$98,973,151.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.28%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

DEUTSCHE BANK AG (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

DEUTSCHE BANK AG (NEW YORK BRANCH) 1.440000%

Item C.3 The CUSIP.

25158BB76

Item C.4 The LEI (if available). (See General Instruction E.)

7LTWFZYICNSX8D621K86

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.51%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$358,995,620.20

b. Excluding the value of any sponsor support:

$358,995,620.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.00%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ERSTE ABWICKLUNGSANSTALT

Item C.2 The title of the issue (including coupon, if applicable).

ERSTE ABWICKLUNGSANSTALT 0.000000%

Item C.3 The CUSIP.

29604DAJ9

Item C.4 The LEI (if available). (See General Instruction E.)

7TG4VWERK338227TR435

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001560283

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-18

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.52%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$49,957,695.00

b. Excluding the value of any sponsor support:

$49,957,695.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ERSTE ABWICKLUNGSANSTALT

Item C.2 The title of the issue (including coupon, if applicable).

ERSTE ABWICKLUNGSANSTALT 0.000000%

Item C.3 The CUSIP.

29604DAR1

Item C.4 The LEI (if available). (See General Instruction E.)

7TG4VWERK338227TR435

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001560283

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-25

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.58%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$49,940,750.00

b. Excluding the value of any sponsor support:

$49,940,750.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ERSTE ABWICKLUNGSANSTALT

Item C.2 The title of the issue (including coupon, if applicable).

ERSTE ABWICKLUNGSANSTALT 0.000000%

Item C.3 The CUSIP.

29604DAW0

Item C.4 The LEI (if available). (See General Instruction E.)

7TG4VWERK338227TR435

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001560283

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-30

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.61%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$28,659,053.71

b. Excluding the value of any sponsor support:

$28,659,053.71

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.08%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

GE CAPITAL TREASURY SERVICES (US) LLC

Item C.2 The title of the issue (including coupon, if applicable).

GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%

Item C.3 The CUSIP.

36164KA27

Item C.4 The LEI (if available). (See General Instruction E.)

549300WQ8JPKVFVYEF86

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

General Electric Co

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.44%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$14,997,660.00

b. Excluding the value of any sponsor support:

$14,997,660.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.04%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

GFRE HOLDINGS, LLC

Item C.2 The title of the issue (including coupon, if applicable).

VARIABLE RATE DEMAND NOTES SERIES 2009A 1.560000%

Item C.3 The CUSIP.

36169XAA6

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US36169XAA63

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2049-12-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

FEDERAL HOME LOAN BANKS

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$2,885,000.00

b. Excluding the value of any sponsor support:

$2,885,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.01%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

GENERAL ELECTRIC CO

Item C.2 The title of the issue (including coupon, if applicable).

GENERAL ELECTRIC CO 0.000000%

Item C.3 The CUSIP.

36960MA29

Item C.4 The LEI (if available). (See General Instruction E.)

3C7474T6CDKPR9K6YT90

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000040554

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.44%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$35,994,319.92

b. Excluding the value of any sponsor support:

$35,994,319.92

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

GOTHAM FUNDING CORP

Item C.2 The title of the issue (including coupon, if applicable).

GOTHAM FUNDING CORP 0.000000%

Item C.3 The CUSIP.

38346MA95

Item C.4 The LEI (if available). (See General Instruction E.)

549300Z2ZR7VTUMRPR17

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.48%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$59,972,868.00

b. Excluding the value of any sponsor support:

$59,972,868.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.17%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

GOTHAM FUNDING CORP

Item C.2 The title of the issue (including coupon, if applicable).

GOTHAM FUNDING CORP 0.000000%

Item C.3 The CUSIP.

38346MAB0

Item C.4 The LEI (if available). (See General Instruction E.)

549300Z2ZR7VTUMRPR17

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-11

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$99,946,270.00

b. Excluding the value of any sponsor support:

$99,946,270.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.28%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

GOTHAM FUNDING CORP

Item C.2 The title of the issue (including coupon, if applicable).

GOTHAM FUNDING CORP 0.000000%

Item C.3 The CUSIP.

38346MB11

Item C.4 The LEI (if available). (See General Instruction E.)

549300Z2ZR7VTUMRPR17

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.60%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$10,983,336.10

b. Excluding the value of any sponsor support:

$10,983,336.10

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.03%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

GOTHAM FUNDING CORP

Item C.2 The title of the issue (including coupon, if applicable).

GOTHAM FUNDING CORP 0.000000%

Item C.3 The CUSIP.

38346MBP8

Item C.4 The LEI (if available). (See General Instruction E.)

549300Z2ZR7VTUMRPR17

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-23

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.68%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$72,809,455.40

b. Excluding the value of any sponsor support:

$72,809,455.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.20%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

GOLDMAN SACHS & CO LLC

Item C.2 The title of the issue (including coupon, if applicable).

GOLDMAN SACHS & CO LLC 1.300000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

FOR8UP27PHTHYVLBNG30

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000769993

c. Other unique identifier.

38399H002_1.30_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2036-09-15

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$4,320,000.00

g. Value of collateral, to the nearest cent.

$4,055,299.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2036-02-15

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$4,000,000.00

g. Value of collateral, to the nearest cent.

$2,816,426.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2040-11-15

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$115,000.00

g. Value of collateral, to the nearest cent.

$54,195.92

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2024-04-15

e. Coupon or yield.

3.750000

f. The principal amount, to the nearest cent.

$11,466,592.00

g. Value of collateral, to the nearest cent.

$116,485.96

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNRM RC051PA R17F051

d. Maturity date.

2047-07-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$43,585,088.00

g. Value of collateral, to the nearest cent.

$43,005,765.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNRM RC051BK R17F051

d. Maturity date.

2047-07-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$461,380.00

g. Value of collateral, to the nearest cent.

$452,816.24

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2055-01-15

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$7,000,000.00

g. Value of collateral, to the nearest cent.

$6,776,815.66

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2044-08-15

e. Coupon or yield.

2.250000

f. The principal amount, to the nearest cent.

$4,227,900.00

g. Value of collateral, to the nearest cent.

$2,685,731.76

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2041-05-15

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$39,355,712.00

g. Value of collateral, to the nearest cent.

$6,336,463.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.30%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$65,000,000.00

b. Excluding the value of any sponsor support:

$65,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.18%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

HSBC USA INC

Item C.2 The title of the issue (including coupon, if applicable).

HSBC USA INC 1.652100%

Item C.3 The CUSIP.

40434WBY6

Item C.4 The LEI (if available). (See General Instruction E.)

549300LBOHZ4QSIWU288

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000083246

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-24

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.42%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$25,002,725.25

b. Excluding the value of any sponsor support:

$25,002,725.25

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.07%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

HARTFORD HEALTHCARE CORP

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE BONDS SERIES C 1.650000%

Item C.3 The CUSIP.

41652PAA7

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US41652PAA75

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2049-07-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

JPMorgan Chase Bank NA

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.65%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$36,000,000.00

b. Excluding the value of any sponsor support:

$36,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

HOWARD UNIV

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE BONDS SERIES 2016 1.700000%

Item C.3 The CUSIP.

442851AA9

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US442851AA93

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2031-08-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

Barclays Bank PLC

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.70%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$56,000,000.00

b. Excluding the value of any sponsor support:

$56,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.16%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ING US FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

ING US FUNDING LLC 0.000000%

Item C.3 The CUSIP.

4497W1B54

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

ING Bank NV

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$181,700,300.60

b. Excluding the value of any sponsor support:

$181,700,300.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.51%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ING US FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

ING US FUNDING LLC 0.000000%

Item C.3 The CUSIP.

4497W1B62

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

ING Bank NV

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$21,962,795.80

b. Excluding the value of any sponsor support:

$21,962,795.80

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.06%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ING US FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

ING US FUNDING LLC 1.526900%

Item C.3 The CUSIP.

44988KCJ6

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

2018-02-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

ING Bank NV

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.45%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$50,007,200.50

b. Excluding the value of any sponsor support:

$50,007,200.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

JP MORGAN SECURITIES LLC

Item C.2 The title of the issue (including coupon, if applicable).

JP MORGAN SECURITIES LLC 1.566900%

Item C.3 The CUSIP.

46640EES3

Item C.4 The LEI (if available). (See General Instruction E.)

ZBUT11V806EZRVTWT807

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001168163

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.39%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$149,007,302.49

b. Excluding the value of any sponsor support:

$149,007,302.49

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.42%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

JP MORGAN SECURITIES LLC

Item C.2 The title of the issue (including coupon, if applicable).

JP MORGAN SECURITIES LLC 0.000000%

Item C.3 The CUSIP.

46640QA43

Item C.4 The LEI (if available). (See General Instruction E.)

ZBUT11V806EZRVTWT807

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001168163

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.50%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$123,404,054.85

b. Excluding the value of any sponsor support:

$123,404,054.85

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.34%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

JOHNSON CITY HEALTH & EDUCATIONAL FACILITIES BOARD

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE HOSPITAL REFUNDING RB (MOUNTAIN STATES) SERIES 2013B 1.650000%

Item C.3 The CUSIP.

478271KA6

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US478271KA63

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2043-08-15

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

US Bank NA

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.65%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$6,700,000.00

b. Excluding the value of any sponsor support:

$6,700,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.02%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

KELLS FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

KELLS FUNDING LLC 0.000000%

Item C.3 The CUSIP.

48802WZ43

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-19

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.52%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$24,981,037.50

b. Excluding the value of any sponsor support:

$24,981,037.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.07%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

KELLS FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

KELLS FUNDING LLC 0.000000%

Item C.3 The CUSIP.

48803MFJ3

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-17

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$115,937,800.80

b. Excluding the value of any sponsor support:

$115,937,800.80

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.32%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

KELLS FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

KELLS FUNDING LLC 0.000000%

Item C.3 The CUSIP.

48803MFK0

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.67%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$6,979,819.00

b. Excluding the value of any sponsor support:

$6,979,819.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.02%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

KELLS FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

KELLS FUNDING LLC 0.000000%

Item C.3 The CUSIP.

48803MFX2

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-07

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.60%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$88,861,293.50

b. Excluding the value of any sponsor support:

$88,861,293.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.25%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

KELLS FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

KELLS FUNDING LLC 0.000000%

Item C.3 The CUSIP.

48803MFY0

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.61%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$77,863,952.40

b. Excluding the value of any sponsor support:

$77,863,952.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.22%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

KELLS FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

KELLS FUNDING LLC 0.000000%

Item C.3 The CUSIP.

48803MFZ7

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-14

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.62%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$54,896,369.00

b. Excluding the value of any sponsor support:

$54,896,369.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.15%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.440000%

Item C.3 The CUSIP.

51489NP30

Item C.4 The LEI (if available). (See General Instruction E.)

ZUHK7JXNDU6FLQ1O6482

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.46%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$149,999,625.00

b. Excluding the value of any sponsor support:

$149,999,625.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.42%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.390000%

Item C.3 The CUSIP.

51489NP48

Item C.4 The LEI (if available). (See General Instruction E.)

ZUHK7JXNDU6FLQ1O6482

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.46%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$84,998,895.00

b. Excluding the value of any sponsor support:

$84,998,895.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.24%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.410000%

Item C.3 The CUSIP.

51500LTP6

Item C.4 The LEI (if available). (See General Instruction E.)

B81CK4ESI35472RHJ606

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$61,999,026.60

b. Excluding the value of any sponsor support:

$61,999,026.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.17%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.410000%

Item C.3 The CUSIP.

51500LTR2

Item C.4 The LEI (if available). (See General Instruction E.)

B81CK4ESI35472RHJ606

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$130,997,956.40

b. Excluding the value of any sponsor support:

$130,997,956.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.37%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.420000%

Item C.3 The CUSIP.

51500LTS0

Item C.4 The LEI (if available). (See General Instruction E.)

B81CK4ESI35472RHJ606

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.50%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$66,998,398.70

b. Excluding the value of any sponsor support:

$66,998,398.70

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.19%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.560000%

Item C.3 The CUSIP.

51500LUL3

Item C.4 The LEI (if available). (See General Instruction E.)

B81CK4ESI35472RHJ606

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-16

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.51%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$61,001,464.61

b. Excluding the value of any sponsor support:

$61,001,464.61

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.17%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.460000%

Item C.3 The CUSIP.

51500LUU3

Item C.4 The LEI (if available). (See General Instruction E.)

B81CK4ESI35472RHJ606

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.48%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$36,999,903.80

b. Excluding the value of any sponsor support:

$36,999,903.80

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LMA AMERICAS LLC

Item C.2 The title of the issue (including coupon, if applicable).

LMA AMERICAS LLC 0.000000%

Item C.3 The CUSIP.

53944RA24

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Credit Agricole Corporate and Investment Bank SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.34%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$54,991,499.20

b. Excluding the value of any sponsor support:

$54,991,499.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.15%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LMA AMERICAS LLC

Item C.2 The title of the issue (including coupon, if applicable).

LMA AMERICAS LLC 0.000000%

Item C.3 The CUSIP.

53944RA40

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Credit Agricole Corporate and Investment Bank SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.42%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$26,693,685.45

b. Excluding the value of any sponsor support:

$26,693,685.45

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.07%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LMA AMERICAS LLC

Item C.2 The title of the issue (including coupon, if applicable).

LMA AMERICAS LLC 0.000000%

Item C.3 The CUSIP.

53944RAB4

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-11

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Credit Agricole Corporate and Investment Bank SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.53%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$103,942,467.20

b. Excluding the value of any sponsor support:

$103,942,467.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.29%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LMA AMERICAS LLC

Item C.2 The title of the issue (including coupon, if applicable).

LMA AMERICAS LLC 0.000000%

Item C.3 The CUSIP.

53944RC71

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-07

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Credit Agricole Corporate and Investment Bank SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.69%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$996,817.20

b. Excluding the value of any sponsor support:

$996,817.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.00%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MACQUARIE BANK LTD

Item C.2 The title of the issue (including coupon, if applicable).

MACQUARIE BANK LTD 0.000000%

Item C.3 The CUSIP.

55607LAJ3

Item C.4 The LEI (if available). (See General Instruction E.)

4ZHCHI4KYZG2WVRT8631

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-18

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.58%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$130,885,230.90

b. Excluding the value of any sponsor support:

$130,885,230.90

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.36%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MACQUARIE BANK LTD

Item C.2 The title of the issue (including coupon, if applicable).

MACQUARIE BANK LTD 0.000000%

Item C.3 The CUSIP.

55607LB29

Item C.4 The LEI (if available). (See General Instruction E.)

4ZHCHI4KYZG2WVRT8631

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.63%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$50,918,981.40

b. Excluding the value of any sponsor support:

$50,918,981.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MAINE STATE HOUSING AUTH

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE MORTGAGE PURCHASE RB SERIES 2017C 1.600000%

Item C.3 The CUSIP.

56052FGQ2

Item C.4 The LEI (if available). (See General Instruction E.)

549300SO05LH6D240016

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US56052FGQ28

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2047-11-15

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

Citibank NA

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.60%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$39,585,000.00

b. Excluding the value of any sponsor support:

$39,585,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.11%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MAINE STATE HOUSING AUTH

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE MORTGAGE PURCHASE RB SERIES 2017E 1.700000%

Item C.3 The CUSIP.

56052FHZ1

Item C.4 The LEI (if available). (See General Instruction E.)

549300SO05LH6D240016

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US56052FHZ18

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2052-11-15

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

Barclays Bank PLC

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.70%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$30,000,000.00

b. Excluding the value of any sponsor support:

$30,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.08%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MANHATTAN ASSET FUNDING COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%

Item C.3 The CUSIP.

56274MAH5

Item C.4 The LEI (if available). (See General Instruction E.)

549300S0NSJYSOB32S63

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-17

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

SUMITOMO MITSUI BANKING CORPORATION

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$51,957,516.00

b. Excluding the value of any sponsor support:

$51,957,516.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MANHATTAN ASSET FUNDING COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%

Item C.3 The CUSIP.

56274MAN2

Item C.4 The LEI (if available). (See General Instruction E.)

549300S0NSJYSOB32S63

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-22

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

SUMITOMO MITSUI BANKING CORPORATION

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.58%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$149,841,600.00

b. Excluding the value of any sponsor support:

$149,841,600.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.42%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MANHATTAN ASSET FUNDING COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%

Item C.3 The CUSIP.

56274MAP7

Item C.4 The LEI (if available). (See General Instruction E.)

549300S0NSJYSOB32S63

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-23

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

SUMITOMO MITSUI BANKING CORPORATION

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.59%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$48,945,796.20

b. Excluding the value of any sponsor support:

$48,945,796.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

METLIFE SHORT TERM FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

METLIFE SHORT TERM FUNDING LLC 0.000000%

Item C.3 The CUSIP.

59157UA34

Item C.4 The LEI (if available). (See General Instruction E.)

54930024MDLTV1K1YL10

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

METROPOLITAN LIFE INSURANCE COMPANY

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.43%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$97,980,576.40

b. Excluding the value of any sponsor support:

$97,980,576.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.27%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

METLIFE SHORT TERM FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

METLIFE SHORT TERM FUNDING LLC 0.000000%

Item C.3 The CUSIP.

59157UBS8

Item C.4 The LEI (if available). (See General Instruction E.)

54930024MDLTV1K1YL10

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-26

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

METROPOLITAN LIFE INSURANCE COMPANY

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.63%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$15,957,153.60

b. Excluding the value of any sponsor support:

$15,957,153.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.04%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

METLIFE SHORT TERM FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

METLIFE SHORT TERM FUNDING LLC 0.000000%

Item C.3 The CUSIP.

59157UC57

Item C.4 The LEI (if available). (See General Instruction E.)

54930024MDLTV1K1YL10

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

METROPOLITAN LIFE INSURANCE COMPANY

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.66%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$32,899,871.40

b. Excluding the value of any sponsor support:

$32,899,871.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.09%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.742100%

Item C.3 The CUSIP.

60682A7H3

Item C.4 The LEI (if available). (See General Instruction E.)

JBONEPAGQXF4QP29B387

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001021565

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-23

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.42%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$62,510,500.63

b. Excluding the value of any sponsor support:

$62,510,500.63

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.17%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.480000%

Item C.3 The CUSIP.

60683BBM4

Item C.4 The LEI (if available). (See General Instruction E.)

JBONEPAGQXF4QP29B387

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001021565

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-04-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.68%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$4,997,321.50

b. Excluding the value of any sponsor support:

$4,997,321.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.01%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.580000%

Item C.3 The CUSIP.

60683BDG5

Item C.4 The LEI (if available). (See General Instruction E.)

JBONEPAGQXF4QP29B387

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001021565

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-23

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.59%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$81,999,393.20

b. Excluding the value of any sponsor support:

$81,999,393.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.23%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.600000%

Item C.3 The CUSIP.

60683BDJ9

Item C.4 The LEI (if available). (See General Instruction E.)

JBONEPAGQXF4QP29B387

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001021565

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.60%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$136,000,108.80

b. Excluding the value of any sponsor support:

$136,000,108.80

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.38%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MIZUHO SECURITIES USA LLC

Item C.2 The title of the issue (including coupon, if applicable).

MIZUHO SECURITIES USA LLC 1.410000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

7TK5RJIZDFROZCA6XF66

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000812291

c. Other unique identifier.

60686N005_1.41_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

GNMI SF BC0387 X

d. Maturity date.

2047-07-15

e. Coupon or yield.

4.500000

f. The principal amount, to the nearest cent.

$4,897,471.00

g. Value of collateral, to the nearest cent.

$5,148,794.03

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNII SF BC1348 C

d. Maturity date.

2047-08-20

e. Coupon or yield.

4.500000

f. The principal amount, to the nearest cent.

$1,009,067.00

g. Value of collateral, to the nearest cent.

$1,060,767.69

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNII SF MA4901 M

d. Maturity date.

2047-12-20

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$52,880,832.00

g. Value of collateral, to the nearest cent.

$55,505,366.45

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 04.000 CLMA3239

d. Maturity date.

2047-12-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$20,704,517.00

g. Value of collateral, to the nearest cent.

$21,739,765.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

04.000 FGPC Q50259 G

d. Maturity date.

2047-08-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$7,813,285.00

g. Value of collateral, to the nearest cent.

$8,215,306.68

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.41%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$89,000,000.00

b. Excluding the value of any sponsor support:

$89,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.25%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MIZUHO BANK LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MIZUHO BANK LTD (NEW YORK BRANCH) 1.400000%

Item C.3 The CUSIP.

60700ACE2

Item C.4 The LEI (if available). (See General Instruction E.)

RB0PEZSDGCO3JS6CEU02

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.50%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$34,999,485.50

b. Excluding the value of any sponsor support:

$34,999,485.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MIZUHO BANK LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MIZUHO BANK LTD (NEW YORK BRANCH) 1.621900%

Item C.3 The CUSIP.

60700ACU6

Item C.4 The LEI (if available). (See General Instruction E.)

RB0PEZSDGCO3JS6CEU02

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-10

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.39%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$10,000,760.10

b. Excluding the value of any sponsor support:

$10,000,760.10

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.03%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MIZUHO BANK LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MIZUHO BANK LTD (NEW YORK BRANCH) 1.644400%

Item C.3 The CUSIP.

60700ACW2

Item C.4 The LEI (if available). (See General Instruction E.)

RB0PEZSDGCO3JS6CEU02

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-12

2018-02-12

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.46%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$128,033,153.28

b. Excluding the value of any sponsor support:

$128,033,153.28

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.36%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MIZUHO BANK LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MIZUHO BANK LTD (NEW YORK BRANCH) 1.742100%

Item C.3 The CUSIP.

60700ADM3

Item C.4 The LEI (if available). (See General Instruction E.)

RB0PEZSDGCO3JS6CEU02

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US60700ADM36

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-24

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.42%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$23,004,002.23

b. Excluding the value of any sponsor support:

$23,004,002.23

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.06%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MIZUHO BANK LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MIZUHO BANK LTD (NEW YORK BRANCH) 1.420000%

Item C.3 The CUSIP.

60700AEW0

Item C.4 The LEI (if available). (See General Instruction E.)

RB0PEZSDGCO3JS6CEU02

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-20

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.64%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$31,989,206.40

b. Excluding the value of any sponsor support:

$31,989,206.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.09%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MIZUHO BANK LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MIZUHO BANK LTD (NEW YORK BRANCH) 1.540700%

Item C.3 The CUSIP.

60700AFH2

Item C.4 The LEI (if available). (See General Instruction E.)

RB0PEZSDGCO3JS6CEU02

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

2018-03-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$36,009,828.36

b. Excluding the value of any sponsor support:

$36,009,828.36

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MIZUHO BANK LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MIZUHO BANK LTD (NEW YORK BRANCH) 1.370000%

Item C.3 The CUSIP.

60700AJJ4

Item C.4 The LEI (if available). (See General Instruction E.)

RB0PEZSDGCO3JS6CEU02

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-25

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.58%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$158,974,067.10

b. Excluding the value of any sponsor support:

$158,974,067.10

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.44%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MIZUHO BANK LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

MIZUHO BANK LTD (NEW YORK BRANCH) 1.380000%

Item C.3 The CUSIP.

60700AJS4

Item C.4 The LEI (if available). (See General Instruction E.)

RB0PEZSDGCO3JS6CEU02

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-31

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.60%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$47,990,097.60

b. Excluding the value of any sponsor support:

$47,990,097.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.13%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NRW BANK

Item C.2 The title of the issue (including coupon, if applicable).

NRW BANK 0.000000%

Item C.3 The CUSIP.

62939MA56

Item C.4 The LEI (if available). (See General Instruction E.)

52990002O5KK6XOGJ020

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.50%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$349,897,905.00

b. Excluding the value of any sponsor support:

$349,897,905.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.98%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NRW BANK

Item C.2 The title of the issue (including coupon, if applicable).

NRW BANK 0.000000%

Item C.3 The CUSIP.

62939MBM8

Item C.4 The LEI (if available). (See General Instruction E.)

52990002O5KK6XOGJ020

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-21

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.57%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$24,941,087.50

b. Excluding the value of any sponsor support:

$24,941,087.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.07%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NRW BANK

Item C.2 The title of the issue (including coupon, if applicable).

NRW BANK 0.000000%

Item C.3 The CUSIP.

62939MC54

Item C.4 The LEI (if available). (See General Instruction E.)

52990002O5KK6XOGJ020

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.59%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$3,988,347.20

b. Excluding the value of any sponsor support:

$3,988,347.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.01%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NATIONWIDE BUILDING SOCIETY

Item C.2 The title of the issue (including coupon, if applicable).

NATIONWIDE BUILDING SOCIETY 0.000000%

Item C.3 The CUSIP.

6385E1AP6

Item C.4 The LEI (if available). (See General Instruction E.)

549300XFX12G42QIKN82

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000070696

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-23

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.61%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$142,839,925.80

b. Excluding the value of any sponsor support:

$142,839,925.80

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.40%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NATIONWIDE BUILDING SOCIETY

Item C.2 The title of the issue (including coupon, if applicable).

NATIONWIDE BUILDING SOCIETY 0.000000%

Item C.3 The CUSIP.

6385E1B18

Item C.4 The LEI (if available). (See General Instruction E.)

549300XFX12G42QIKN82

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000070696

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.63%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$220,660,190.40

b. Excluding the value of any sponsor support:

$220,660,190.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.62%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NATIXIS (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

NATIXIS (NEW YORK BRANCH) 1.400000%

Item C.3 The CUSIP.

63873NMY4

Item C.4 The LEI (if available). (See General Instruction E.)

KX1WK48MPD4Y2NCUIZ63

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001503859

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.42%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$27,999,412.00

b. Excluding the value of any sponsor support:

$27,999,412.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.08%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NATIXIS (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

NATIXIS (NEW YORK BRANCH) 1.600000%

Item C.3 The CUSIP.

63873NNT4

Item C.4 The LEI (if available). (See General Instruction E.)

KX1WK48MPD4Y2NCUIZ63

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001503859

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-07

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.50%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$6,001,158.66

b. Excluding the value of any sponsor support:

$6,001,158.66

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.02%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

New York State HFA

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.580000%

Item C.3 The CUSIP.

64986U6L6

Item C.4 The LEI (if available). (See General Instruction E.)

5493000LS7KCDB02O506

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US64986U6L68

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2049-11-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

LANDESBANK HESSEN THUERINGEN GIROZENTRALE

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.58%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$9,000,000.00

b. Excluding the value of any sponsor support:

$9,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.03%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

New York State HFA

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.700000%

Item C.3 The CUSIP.

64987BKN7

Item C.4 The LEI (if available). (See General Instruction E.)

5493000LS7KCDB02O506

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US64987BKN72

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2049-11-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

LANDESBANK HESSEN THUERINGEN GIROZENTRALE

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.70%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$100,000,000.00

b. Excluding the value of any sponsor support:

$100,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.28%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

New York State HFA

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.550000%

Item C.3 The CUSIP.

64987BML9

Item C.4 The LEI (if available). (See General Instruction E.)

5493000LS7KCDB02O506

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US64987BML98

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2049-05-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

BANK OF NEW YORK MELLON/THE

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$19,000,000.00

b. Excluding the value of any sponsor support:

$19,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.05%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NIEUW AMSTERDAM RECEIVABLES CORP

Item C.2 The title of the issue (including coupon, if applicable).

NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%

Item C.3 The CUSIP.

65409SAB4

Item C.4 The LEI (if available). (See General Instruction E.)

54930052Z500U6IGFJ82

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-11

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

COOPERATIEVE RABOBANK UA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.53%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$49,972,340.00

b. Excluding the value of any sponsor support:

$49,972,340.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NIEUW AMSTERDAM RECEIVABLES CORP

Item C.2 The title of the issue (including coupon, if applicable).

NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%

Item C.3 The CUSIP.

65409SAP3

Item C.4 The LEI (if available). (See General Instruction E.)

54930052Z500U6IGFJ82

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-23

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

COOPERATIEVE RABOBANK UA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.59%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$13,984,590.20

b. Excluding the value of any sponsor support:

$13,984,590.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.04%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NIEUW AMSTERDAM RECEIVABLES CORP

Item C.2 The title of the issue (including coupon, if applicable).

NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%

Item C.3 The CUSIP.

65409SBN7

Item C.4 The LEI (if available). (See General Instruction E.)

54930052Z500U6IGFJ82

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-22

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

COOPERATIEVE RABOBANK UA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.73%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$74,801,430.00

b. Excluding the value of any sponsor support:

$74,801,430.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.21%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NORDEA BANK AB (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

NORDEA BANK AB (NEW YORK BRANCH) 1.390000%

Item C.3 The CUSIP.

65590AKX3

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001002614

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.52%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$36,991,293.90

b. Excluding the value of any sponsor support:

$36,991,293.90

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

OLD LINE FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

OLD LINE FUNDING LLC 0.000000%

Item C.3 The CUSIP.

67983UAG8

Item C.4 The LEI (if available). (See General Instruction E.)

5493004QSN8OZAIU2J90

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-16

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Royal Bank of Canada

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$92,927,832.00

b. Excluding the value of any sponsor support:

$92,927,832.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.26%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

OLD LINE FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

OLD LINE FUNDING LLC 1.682100%

Item C.3 The CUSIP.

67984REW5

Item C.4 The LEI (if available). (See General Instruction E.)

5493004QSN8OZAIU2J90

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-29

2018-03-27

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Royal Bank of Canada

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.57%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$9,000,765.09

b. Excluding the value of any sponsor support:

$9,000,765.09

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.03%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.400000%

Item C.3 The CUSIP.

69033LK57

Item C.4 The LEI (if available). (See General Instruction E.)

5493007O3QFXCPOGWK22

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$58,993,710.60

b. Excluding the value of any sponsor support:

$58,993,710.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.16%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.360000%

Item C.3 The CUSIP.

69033LK65

Item C.4 The LEI (if available). (See General Instruction E.)

5493007O3QFXCPOGWK22

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-11

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.42%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$199,995,300.00

b. Excluding the value of any sponsor support:

$199,995,300.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.56%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.360000%

Item C.3 The CUSIP.

69033LR27

Item C.4 The LEI (if available). (See General Instruction E.)

5493007O3QFXCPOGWK22

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.41%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$13,999,886.60

b. Excluding the value of any sponsor support:

$13,999,886.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.04%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.360000%

Item C.3 The CUSIP.

69033LR68

Item C.4 The LEI (if available). (See General Instruction E.)

5493007O3QFXCPOGWK22

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.41%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$46,999,619.30

b. Excluding the value of any sponsor support:

$46,999,619.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.13%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

OVERSEA-CHINESE BANKING CORPORATION LTD

Item C.2 The title of the issue (including coupon, if applicable).

OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%

Item C.3 The CUSIP.

69034BAR1

Item C.4 The LEI (if available). (See General Instruction E.)

5493007O3QFXCPOGWK22

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-25

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.45%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$132,855,668.40

b. Excluding the value of any sponsor support:

$132,855,668.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.37%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

RIDGEFIELD FUNDING COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

RIDGEFIELD FUNDING COMPANY LLC 0.000000%

Item C.3 The CUSIP.

76582KA84

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BNP Paribas SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$176,859,572.81

b. Excluding the value of any sponsor support:

$176,859,572.81

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.49%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

RIDGEFIELD FUNDING COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

RIDGEFIELD FUNDING COMPANY LLC 0.000000%

Item C.3 The CUSIP.

76582KAJ0

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-18

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BNP Paribas SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.58%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$103,908,823.20

b. Excluding the value of any sponsor support:

$103,908,823.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.29%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ROYAL BANK OF CANADA (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.680000%

Item C.3 The CUSIP.

78009N5R3

Item C.4 The LEI (if available). (See General Instruction E.)

ES7IP3U3RHIGC71XBU11

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-20

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.64%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$195,012,696.45

b. Excluding the value of any sponsor support:

$195,012,696.45

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.54%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ROYAL BANK OF CANADA (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.753200%

Item C.3 The CUSIP.

78009NR65

Item C.4 The LEI (if available). (See General Instruction E.)

ES7IP3U3RHIGC71XBU11

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

2018-03-07

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.50%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$25,014,775.25

b. Excluding the value of any sponsor support:

$25,014,775.25

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.07%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ROYAL BANK OF CANADA (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.763800%

Item C.3 The CUSIP.

78009NV78

Item C.4 The LEI (if available). (See General Instruction E.)

ES7IP3U3RHIGC71XBU11

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-29

2018-06-28

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.68%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$133,997,320.00

b. Excluding the value of any sponsor support:

$133,997,320.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.37%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ROYAL BANK OF CANADA (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.529400%

Item C.3 The CUSIP.

78009NW36

Item C.4 The LEI (if available). (See General Instruction E.)

ES7IP3U3RHIGC71XBU11

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2018-04-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$22,003,740.22

b. Excluding the value of any sponsor support:

$22,003,740.22

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.06%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ROYAL BANK OF CANADA (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.541900%

Item C.3 The CUSIP.

78009NY67

Item C.4 The LEI (if available). (See General Instruction E.)

ES7IP3U3RHIGC71XBU11

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US78009NY670

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-09

2018-02-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.45%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$240,533,912.91

b. Excluding the value of any sponsor support:

$240,533,912.91

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.67%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SHEFFIELD RECEIVABLES COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%

Item C.3 The CUSIP.

82124MA83

Item C.4 The LEI (if available). (See General Instruction E.)

549300MYF6MOTU9T3G29

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Barclays Bank Plc

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.53%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$28,987,675.00

b. Excluding the value of any sponsor support:

$28,987,675.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.08%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SHEFFIELD RECEIVABLES COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%

Item C.3 The CUSIP.

82124MA91

Item C.4 The LEI (if available). (See General Instruction E.)

549300MYF6MOTU9T3G29

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Barclays Bank Plc

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.54%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$102,951,693.00

b. Excluding the value of any sponsor support:

$102,951,693.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.29%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SHEFFIELD RECEIVABLES COMPANY LLC

Item C.2 The title of the issue (including coupon, if applicable).

SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%

Item C.3 The CUSIP.

82124MAA8

Item C.4 The LEI (if available). (See General Instruction E.)

549300MYF6MOTU9T3G29

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-10

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Barclays Bank Plc

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.54%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$32,983,061.10

b. Excluding the value of any sponsor support:

$32,983,061.10

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.09%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SMITHSONIAN INSTITUTION

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE RB SERIES 2013B 1.700000%

Item C.3 The CUSIP.

832432AA6

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US832432AA69

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2018-09-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

NORTHERN TRUST COMPANY (THE)

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.70%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$27,500,000.00

b. Excluding the value of any sponsor support:

$27,500,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.08%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SOCIETE GENERALE (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SOCIETE GENERALE (NEW YORK BRANCH) 1.590000%

Item C.3 The CUSIP.

83369YJQ0

Item C.4 The LEI (if available). (See General Instruction E.)

O2RNE8IBXP4R0TD8PU41

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-18

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$12,500,522.63

b. Excluding the value of any sponsor support:

$12,500,522.63

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.03%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

STARBIRD FUNDING CORP

Item C.2 The title of the issue (including coupon, if applicable).

STARBIRD FUNDING CORP 0.000000%

Item C.3 The CUSIP.

85520MA94

Item C.4 The LEI (if available). (See General Instruction E.)

549300A8DDPP6QJBB522

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BNP Paribas SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.52%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$92,956,950.30

b. Excluding the value of any sponsor support:

$92,956,950.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.26%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.580000%

Item C.3 The CUSIP.

86563Y3K7

Item C.4 The LEI (if available). (See General Instruction E.)

5U0XI89JRFVHWIBS4F54

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-18

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.54%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$150,003,691.50

b. Excluding the value of any sponsor support:

$150,003,691.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.42%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.729000%

Item C.3 The CUSIP.

86563YC50

Item C.4 The LEI (if available). (See General Instruction E.)

5U0XI89JRFVHWIBS4F54

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-29

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.44%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$5,000,825.05

b. Excluding the value of any sponsor support:

$5,000,825.05

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.01%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.520700%

Item C.3 The CUSIP.

86563YD67

Item C.4 The LEI (if available). (See General Instruction E.)

5U0XI89JRFVHWIBS4F54

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

2018-02-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.44%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$35,005,845.35

b. Excluding the value of any sponsor support:

$35,005,845.35

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.571800%

Item C.3 The CUSIP.

86563YJ20

Item C.4 The LEI (if available). (See General Instruction E.)

5U0XI89JRFVHWIBS4F54

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

2018-03-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.52%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$218,048,616.18

b. Excluding the value of any sponsor support:

$218,048,616.18

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.61%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.724900%

Item C.3 The CUSIP.

86563YZX4

Item C.4 The LEI (if available). (See General Instruction E.)

5U0XI89JRFVHWIBS4F54

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-22

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.43%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$86,013,416.86

b. Excluding the value of any sponsor support:

$86,013,416.86

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.24%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.400000%

Item C.3 The CUSIP.

86564E3B0

Item C.4 The LEI (if available). (See General Instruction E.)

5493006GGLR4BTEL8O61

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.48%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$126,998,679.20

b. Excluding the value of any sponsor support:

$126,998,679.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.35%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.350000%

Item C.3 The CUSIP.

86564EQ25

Item C.4 The LEI (if available). (See General Instruction E.)

5493006GGLR4BTEL8O61

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-16

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.53%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$124,988,637.50

b. Excluding the value of any sponsor support:

$124,988,637.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.35%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.355000%

Item C.3 The CUSIP.

86564ER24

Item C.4 The LEI (if available). (See General Instruction E.)

5493006GGLR4BTEL8O61

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-24

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$155,976,522.00

b. Excluding the value of any sponsor support:

$155,976,522.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.43%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.621100%

Item C.3 The CUSIP.

86564ES49

Item C.4 The LEI (if available). (See General Instruction E.)

5493006GGLR4BTEL8O61

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-22

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.43%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$228,025,082.28

b. Excluding the value of any sponsor support:

$228,025,082.28

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.64%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.519400%

Item C.3 The CUSIP.

86958JQT9

Item C.4 The LEI (if available). (See General Instruction E.)

NHBDILHZTYCNBV5UYZ31

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001448613

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2018-04-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.54%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$185,032,006.85

b. Excluding the value of any sponsor support:

$185,032,006.85

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.52%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.672100%

Item C.3 The CUSIP.

86958JRS0

Item C.4 The LEI (if available). (See General Instruction E.)

NHBDILHZTYCNBV5UYZ31

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001448613

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-26

2018-02-26

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.50%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$29,004,321.29

b. Excluding the value of any sponsor support:

$29,004,321.29

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.08%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SWEDBANK AB

Item C.2 The title of the issue (including coupon, if applicable).

SWEDBANK AB 0.000000%

Item C.3 The CUSIP.

87019SB94

Item C.4 The LEI (if available). (See General Instruction E.)

M312WZV08Y7LYUC71685

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001367624

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.39%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$90,852,743.80

b. Excluding the value of any sponsor support:

$90,852,743.80

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.25%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SWEDBANK AB (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SWEDBANK AB (NEW YORK BRANCH) 1.330000%

Item C.3 The CUSIP.

87019VAU1

Item C.4 The LEI (if available). (See General Instruction E.)

M312WZV08Y7LYUC71685

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001367624

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.35%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$392,999,614.86

b. Excluding the value of any sponsor support:

$392,999,614.86

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TENDERFOOT SEASONAL HOUSING, LLC

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE NOTES SERIES 2000B 1.660000%

Item C.3 The CUSIP.

88033VAB3

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US88033VAB36

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2035-07-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

Wells Fargo Bank NA

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.66%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$3,000,000.00

b. Excluding the value of any sponsor support:

$3,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.01%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

THUNDER BAY FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

THUNDER BAY FUNDING LLC 0.000000%

Item C.3 The CUSIP.

88602UAG5

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-16

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Royal Bank of Canada

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$20,983,756.50

b. Excluding the value of any sponsor support:

$20,983,756.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.06%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

THUNDER BAY FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

THUNDER BAY FUNDING LLC 0.000000%

Item C.3 The CUSIP.

88602UBC3

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-12

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Royal Bank of Canada

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.62%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$37,923,050.00

b. Excluding the value of any sponsor support:

$37,923,050.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.11%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

THUNDER BAY FUNDING LLC

Item C.2 The title of the issue (including coupon, if applicable).

THUNDER BAY FUNDING LLC 0.000000%

Item C.3 The CUSIP.

88602UC65

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Royal Bank of Canada

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.67%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$113,645,049.60

b. Excluding the value of any sponsor support:

$113,645,049.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.32%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TORONTO-DOMINION BANK (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.491900%

Item C.3 The CUSIP.

89113XAE4

Item C.4 The LEI (if available). (See General Instruction E.)

PT3QB789TSUIDF371261

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US89113XAE40

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

2018-03-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$4,000,680.04

b. Excluding the value of any sponsor support:

$4,000,680.04

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.01%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TORONTO-DOMINION BANK (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000%

Item C.3 The CUSIP.

89113XCT9

Item C.4 The LEI (if available). (See General Instruction E.)

PT3QB789TSUIDF371261

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.64%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$1,999,171.60

b. Excluding the value of any sponsor support:

$1,999,171.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.01%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TORONTO-DOMINION BANK (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000%

Item C.3 The CUSIP.

89113XHH0

Item C.4 The LEI (if available). (See General Instruction E.)

PT3QB789TSUIDF371261

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-12

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.60%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$139,966,834.00

b. Excluding the value of any sponsor support:

$139,966,834.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.39%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TORONTO-DOMINION BANK (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000%

Item C.3 The CUSIP.

89113XHV9

Item C.4 The LEI (if available). (See General Instruction E.)

PT3QB789TSUIDF371261

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-16

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.61%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$495,871,536.00

b. Excluding the value of any sponsor support:

$495,871,536.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.38%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TORONTO-DOMINION BANK (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000%

Item C.3 The CUSIP.

89113XJE5

Item C.4 The LEI (if available). (See General Instruction E.)

PT3QB789TSUIDF371261

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-20

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.62%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$9,997,053.00

b. Excluding the value of any sponsor support:

$9,997,053.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.03%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TORONTO-DOMINION BANK (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.430000%

Item C.3 The CUSIP.

89113XNJ9

Item C.4 The LEI (if available). (See General Instruction E.)

PT3QB789TSUIDF371261

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-29

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$110,987,556.90

b. Excluding the value of any sponsor support:

$110,987,556.90

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.31%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TOTAL CAPITAL CANADA LTD

Item C.2 The title of the issue (including coupon, if applicable).

TOTAL CAPITAL CANADA LTD 0.000000%

Item C.3 The CUSIP.

89153QA34

Item C.4 The LEI (if available). (See General Instruction E.)

5299005IX98ZZ9LSGK46

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Total SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$340,929,515.30

b. Excluding the value of any sponsor support:

$340,929,515.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.95%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TOYOTA MOTOR CREDIT CORP

Item C.2 The title of the issue (including coupon, if applicable).

TOYOTA MOTOR CREDIT CORP 1.511900%

Item C.3 The CUSIP.

89233AVR7

Item C.4 The LEI (if available). (See General Instruction E.)

Z2VZBHUMB7PWWJ63I008

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

2018-02-23

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.48%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$107,521,286.08

b. Excluding the value of any sponsor support:

$107,521,286.08

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.30%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TOYOTA MOTOR CREDIT CORP

Item C.2 The title of the issue (including coupon, if applicable).

TOYOTA MOTOR CREDIT CORP 1.511900%

Item C.3 The CUSIP.

89233AVS5

Item C.4 The LEI (if available). (See General Instruction E.)

Z2VZBHUMB7PWWJ63I008

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

2018-02-26

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.48%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$100,020,101.00

b. Excluding the value of any sponsor support:

$100,020,101.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.28%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TOYOTA MOTOR CREDIT CORP

Item C.2 The title of the issue (including coupon, if applicable).

TOYOTA MOTOR CREDIT CORP 1.665000%

Item C.3 The CUSIP.

89233AWE5

Item C.4 The LEI (if available). (See General Instruction E.)

Z2VZBHUMB7PWWJ63I008

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-19

2018-03-16

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.51%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$50,013,550.50

b. Excluding the value of any sponsor support:

$50,013,550.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TOYOTA MOTOR CREDIT CORP

Item C.2 The title of the issue (including coupon, if applicable).

TOYOTA MOTOR CREDIT CORP 0.000000%

Item C.3 The CUSIP.

89233HAB0

Item C.4 The LEI (if available). (See General Instruction E.)

Z2VZBHUMB7PWWJ63I008

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-11

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.37%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$14,992,606.50

b. Excluding the value of any sponsor support:

$14,992,606.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.04%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TOYOTA MOTOR CREDIT CORP

Item C.2 The title of the issue (including coupon, if applicable).

TOYOTA MOTOR CREDIT CORP 0.000000%

Item C.3 The CUSIP.

89233HC10

Item C.4 The LEI (if available). (See General Instruction E.)

Z2VZBHUMB7PWWJ63I008

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.53%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$120,680,959.30

b. Excluding the value of any sponsor support:

$120,680,959.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.34%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TOYOTA MOTOR CREDIT CORP

Item C.2 The title of the issue (including coupon, if applicable).

TOYOTA MOTOR CREDIT CORP 0.000000%

Item C.3 The CUSIP.

89233HC85

Item C.4 The LEI (if available). (See General Instruction E.)

Z2VZBHUMB7PWWJ63I008

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$24,925,632.50

b. Excluding the value of any sponsor support:

$24,925,632.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.07%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

UBS AG (LONDON BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

UBS AG (LONDON BRANCH) 1.546900%

Item C.3 The CUSIP.

90276JAX4

Item C.4 The LEI (if available). (See General Instruction E.)

BFM8T61CT2L1QCEMIK50

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

2018-02-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.45%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$145,024,216.45

b. Excluding the value of any sponsor support:

$145,024,216.45

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.40%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

UBS AG (LONDON BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

UBS AG (LONDON BRANCH) 1.510700%

Item C.3 The CUSIP.

90276JBE5

Item C.4 The LEI (if available). (See General Instruction E.)

BFM8T61CT2L1QCEMIK50

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

2018-03-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$164,036,245.64

b. Excluding the value of any sponsor support:

$164,036,245.64

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.46%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

UBS AG (LONDON BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

UBS AG (LONDON BRANCH) 0.000000%

Item C.3 The CUSIP.

90351XBE2

Item C.4 The LEI (if available). (See General Instruction E.)

BFM8T61CT2L1QCEMIK50

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-14

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.59%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$102,786,728.20

b. Excluding the value of any sponsor support:

$102,786,728.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.29%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

JP MORGAN SECURITIES LLC

Item C.2 The title of the issue (including coupon, if applicable).

JP MORGAN SECURITIES LLC 1.960000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

ZBUT11V806EZRVTWT807

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001168163

c. Other unique identifier.

921ACP006_1.96_0529

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

COLLEGIATE FDG LN TR 2005-A B 20371228 FLT

d. Maturity date.

2037-12-28

e. Coupon or yield.

1.985800

f. The principal amount, to the nearest cent.

$18,000,000.00

g. Value of collateral, to the nearest cent.

$8,104,671.28

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALESCO PREFERRED FDG II 2003-2 A-2 20340130 FLT

d. Maturity date.

2034-01-30

e. Coupon or yield.

2.220000

f. The principal amount, to the nearest cent.

$207,734.00

g. Value of collateral, to the nearest cent.

$196,025.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CITIBANK CCIT 2017-A6 A 20290514 FLT

c. LEI (if available).

R8AG6FXVDQAMDKCSJJ64

d. Maturity date.

2029-05-14

e. Coupon or yield.

2.242000

f. The principal amount, to the nearest cent.

$11,938,445.00

g. Value of collateral, to the nearest cent.

$12,060,154.98

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BLUEMOUNTAIN CLO 2013-2R A-1-R 20301022 FLT

d. Maturity date.

2030-10-22

e. Coupon or yield.

2.539200

f. The principal amount, to the nearest cent.

$2,942,594.00

g. Value of collateral, to the nearest cent.

$2,974,567.28

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK AMER STUDENT LN TR 2010-1 A 20430225 FLT

d. Maturity date.

2043-02-25

e. Coupon or yield.

2.167400

f. The principal amount, to the nearest cent.

$10,399,800.00

g. Value of collateral, to the nearest cent.

$1,817,775.88

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT

d. Maturity date.

2029-02-25

e. Coupon or yield.

1.812100

f. The principal amount, to the nearest cent.

$388,624.00

g. Value of collateral, to the nearest cent.

$217,373.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT

d. Maturity date.

2037-08-25

e. Coupon or yield.

1.662100

f. The principal amount, to the nearest cent.

$14,169,920.00

g. Value of collateral, to the nearest cent.

$13,253,049.02

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GOAL CAP FDG TR 2005-2 A-4 20440825 FLT

d. Maturity date.

2044-08-25

e. Coupon or yield.

1.662100

f. The principal amount, to the nearest cent.

$13,898,302.00

g. Value of collateral, to the nearest cent.

$13,548,204.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GCO ELF TRUST 2006-1 A-9L 20260525 FLT

d. Maturity date.

2026-05-25

e. Coupon or yield.

1.622100

f. The principal amount, to the nearest cent.

$3,465,582.00

g. Value of collateral, to the nearest cent.

$3,451,843.01

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT

d. Maturity date.

2021-07-25

e. Coupon or yield.

1.497400

f. The principal amount, to the nearest cent.

$25,470,274.00

g. Value of collateral, to the nearest cent.

$23,850,662.66

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDNET LOAN TR 2006-3 B 20270125 FLT

d. Maturity date.

2027-01-25

e. Coupon or yield.

1.567400

f. The principal amount, to the nearest cent.

$3,770,816.00

g. Value of collateral, to the nearest cent.

$3,466,568.94

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT

d. Maturity date.

2021-01-25

e. Coupon or yield.

1.467400

f. The principal amount, to the nearest cent.

$754,699.00

g. Value of collateral, to the nearest cent.

$751,840.60

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLC STUDENT LN TR 2004-1 A-6 20230515 FLT

d. Maturity date.

2023-05-15

e. Coupon or yield.

1.575900

f. The principal amount, to the nearest cent.

$6,295,308.00

g. Value of collateral, to the nearest cent.

$4,691,551.72

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NELNET ST LN TR 2008-4 A-4 20240425 FLT

d. Maturity date.

2024-04-25

e. Coupon or yield.

2.847400

f. The principal amount, to the nearest cent.

$2,697,000.00

g. Value of collateral, to the nearest cent.

$2,027,506.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM PRIVATE ST LN TR 2005-B C 20390615 FLT

c. LEI (if available).

549300FE2YWO5PJ3Q820

d. Maturity date.

2039-06-15

e. Coupon or yield.

2.288500

f. The principal amount, to the nearest cent.

$700,296.00

g. Value of collateral, to the nearest cent.

$186,665.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2003-7 A-5A 20331215 FLT

c. LEI (if available).

549300IWUQEXD0TZWG69

d. Maturity date.

2033-12-15

e. Coupon or yield.

2.788500

f. The principal amount, to the nearest cent.

$36,846,840.00

g. Value of collateral, to the nearest cent.

$20,890,560.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2003-1 A-5A 20321215 2.2

d. Maturity date.

2032-12-15

e. Coupon or yield.

1.698500

f. The principal amount, to the nearest cent.

$3,700,000.00

g. Value of collateral, to the nearest cent.

$1,633,106.90

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2005-10 B 20261025 FLT

d. Maturity date.

2026-10-25

e. Coupon or yield.

1.637400

f. The principal amount, to the nearest cent.

$6,527,483.00

g. Value of collateral, to the nearest cent.

$6,317,871.61

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2003-14 A-6 20250725 FLT

c. LEI (if available).

5493001IJLRQI58G5Z31

d. Maturity date.

2025-07-25

e. Coupon or yield.

1.667400

f. The principal amount, to the nearest cent.

$21,107,903.00

g. Value of collateral, to the nearest cent.

$21,110,955.26

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT

d. Maturity date.

2021-07-25

e. Coupon or yield.

1.477400

f. The principal amount, to the nearest cent.

$6,881,507.00

g. Value of collateral, to the nearest cent.

$6,781,615.56

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT

c. LEI (if available).

ZRVUPOA27EDLVJ4VN175

d. Maturity date.

2042-01-25

e. Coupon or yield.

1.497400

f. The principal amount, to the nearest cent.

$10,577,774.00

g. Value of collateral, to the nearest cent.

$9,655,862.61

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT

d. Maturity date.

2042-01-25

e. Coupon or yield.

1.507400

f. The principal amount, to the nearest cent.

$12,822,707.00

g. Value of collateral, to the nearest cent.

$12,276,906.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT

d. Maturity date.

2041-01-25

e. Coupon or yield.

1.527400

f. The principal amount, to the nearest cent.

$19,141,028.00

g. Value of collateral, to the nearest cent.

$17,910,103.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2006-7 B 20420125 FLT

d. Maturity date.

2042-01-25

e. Coupon or yield.

1.567400

f. The principal amount, to the nearest cent.

$8,091,893.00

g. Value of collateral, to the nearest cent.

$4,503,983.42

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM PRIVATE ST LN TR 2006-B B 20391215 FLT

c. LEI (if available).

549300MJYMBTZU2FTV38

d. Maturity date.

2039-12-15

e. Coupon or yield.

1.878500

f. The principal amount, to the nearest cent.

$2,611,404.00

g. Value of collateral, to the nearest cent.

$1,189,530.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM PRIVATE ST LN TR 2006-A A-4 20231215 FLT

c. LEI (if available).

549300I2YWZ9E1B0EY33

d. Maturity date.

2023-12-15

e. Coupon or yield.

1.778500

f. The principal amount, to the nearest cent.

$1,072,870.00

g. Value of collateral, to the nearest cent.

$35,392.30

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CENT CDO 14 2007-14 SUB NT 20210415 FLT

d. Maturity date.

2021-04-15

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$1.00

g. Value of collateral, to the nearest cent.

$0.66

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

STUDENT LOAN CON CEN 2011-1 NOTES 20271025 FLT

c. LEI (if available).

5493008KMDJ3GC7JUA63

d. Maturity date.

2027-10-25

e. Coupon or yield.

2.772100

f. The principal amount, to the nearest cent.

$13,175,000.00

g. Value of collateral, to the nearest cent.

$4,226,966.25

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2011-1 A-2 20341025 FLT

d. Maturity date.

2034-10-25

e. Coupon or yield.

2.477500

f. The principal amount, to the nearest cent.

$4,697,844.00

g. Value of collateral, to the nearest cent.

$4,809,451.52

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TRUST 2009-3 A 20450125 FLT

d. Maturity date.

2045-01-25

e. Coupon or yield.

2.077500

f. The principal amount, to the nearest cent.

$1,550,000.00

g. Value of collateral, to the nearest cent.

$783,298.53

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AT&T INC SR GLBL NT 42

c. LEI (if available).

549300Z40J86GGSTL398

d. Maturity date.

2042-03-15

e. Coupon or yield.

5.150000

f. The principal amount, to the nearest cent.

$43,000.00

g. Value of collateral, to the nearest cent.

$45,158.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WESTPAC BNKING CRP ECN

c. LEI (if available).

EN5TNI6CI43VEPAMHL14

d. Maturity date.

2019-08-01

e. Coupon or yield.

2.126800

f. The principal amount, to the nearest cent.

$395.00

g. Value of collateral, to the nearest cent.

$398.28

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SUNCOR ENERGY INC NEW SR NT 3.6%24

c. LEI (if available).

549300W70ZOQDVLCHY06

d. Maturity date.

2024-12-01

e. Coupon or yield.

3.600000

f. The principal amount, to the nearest cent.

$6,029,000.00

g. Value of collateral, to the nearest cent.

$6,170,380.05

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

EXELON CORP JR SB GLBL STP22

c. LEI (if available).

3SOUA6IRML7435B56G12

d. Maturity date.

2022-06-01

e. Coupon or yield.

3.497000

f. The principal amount, to the nearest cent.

$15,000.00

g. Value of collateral, to the nearest cent.

$15,317.85

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GENERAL MTRS CO SR GLBL NT 46

c. LEI (if available).

54930070NSV60J38I987

d. Maturity date.

2046-04-01

e. Coupon or yield.

6.750000

f. The principal amount, to the nearest cent.

$86,000.00

g. Value of collateral, to the nearest cent.

$109,465.10

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CLECO CORPORATE HLDGS LLC SR SEC GLBL NT26

c. LEI (if available).

5493002H80P81B3HXL31

d. Maturity date.

2026-05-01

e. Coupon or yield.

3.743000

f. The principal amount, to the nearest cent.

$5,308.00

g. Value of collateral, to the nearest cent.

$5,351.69

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BOSTON SCIENTIFIC CORP SR NT 2.65%18

c. LEI (if available).

Y6ZDD9FP4P8JSSJMW954

d. Maturity date.

2018-10-01

e. Coupon or yield.

2.650000

f. The principal amount, to the nearest cent.

$981,000.00

g. Value of collateral, to the nearest cent.

$991,210.03

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BOEING CO SR GLBL NT 26

c. LEI (if available).

RVHJWBXLJ1RFUBSY1F30

d. Maturity date.

2026-06-15

e. Coupon or yield.

2.250000

f. The principal amount, to the nearest cent.

$59,000.00

g. Value of collateral, to the nearest cent.

$56,016.08

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MARRIOTT INTL INC NEW SR GLBL -W NT 34

c. LEI (if available).

225YDZ14ZO8E1TXUSU86

d. Maturity date.

2034-10-01

e. Coupon or yield.

4.500000

f. The principal amount, to the nearest cent.

$2,000.00

g. Value of collateral, to the nearest cent.

$2,143.16

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MANULIFE FINL CORP SB NT FXD/FLT 32

d. Maturity date.

2032-02-24

e. Coupon or yield.

4.061000

f. The principal amount, to the nearest cent.

$3,000.00

g. Value of collateral, to the nearest cent.

$3,059.91

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INTESA SANPAOLO S P A SR GLBL-X 144A27

c. LEI (if available).

2W8N8UU78PMDQKZENC08

d. Maturity date.

2027-07-14

e. Coupon or yield.

3.875000

f. The principal amount, to the nearest cent.

$31,949.00

g. Value of collateral, to the nearest cent.

$32,446.14

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INTESA SANPAOLO S P A FR 5.25%011224

c. LEI (if available).

2W8N8UU78PMDQKZENC08

d. Maturity date.

2024-01-12

e. Coupon or yield.

5.250000

f. The principal amount, to the nearest cent.

$233,000.00

g. Value of collateral, to the nearest cent.

$260,660.40

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GREAT RIV ENERGY 1ST MTG7A 144A38

c. LEI (if available).

5493007CIM8IF8LIUC91

d. Maturity date.

2038-07-01

e. Coupon or yield.

6.254000

f. The principal amount, to the nearest cent.

$7,000.00

g. Value of collateral, to the nearest cent.

$8,468.97

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PSEG PWR LLC SR NT 5.125%20

d. Maturity date.

2020-04-15

e. Coupon or yield.

5.125000

f. The principal amount, to the nearest cent.

$8,680,000.00

g. Value of collateral, to the nearest cent.

$9,262,642.59

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CNH INDUSTRIAL N.V. SR GLBL NT4.5%23

c. LEI (if available).

549300WGC2HZ5J67V817

d. Maturity date.

2023-08-15

e. Coupon or yield.

4.500000

f. The principal amount, to the nearest cent.

$2,467,000.00

g. Value of collateral, to the nearest cent.

$2,607,002.25

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALLSTATE CORP SR GLBL NT4.2%46

c. LEI (if available).

OBT0W1ED8G0NWVOLOJ77

d. Maturity date.

2046-12-15

e. Coupon or yield.

4.200000

f. The principal amount, to the nearest cent.

$21,000.00

g. Value of collateral, to the nearest cent.

$22,886.71

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BX TRUST 2017-SLCT B 20340717 FLT

d. Maturity date.

2034-07-17

e. Coupon or yield.

2.677000

f. The principal amount, to the nearest cent.

$847,975.00

g. Value of collateral, to the nearest cent.

$849,129.58

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BBCMS TR 2014-BXO

d. Maturity date.

2027-08-16

e. Coupon or yield.

4.477000

f. The principal amount, to the nearest cent.

$8,000,000.00

g. Value of collateral, to the nearest cent.

$3,863,375.55

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

COLONY MTG CAP SER 2014-FL1 D 20310408 FLT

d. Maturity date.

2031-04-08

e. Coupon or yield.

5.106900

f. The principal amount, to the nearest cent.

$3,325,000.00

g. Value of collateral, to the nearest cent.

$3,334,890.59

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-29

2018-05-29

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

JP MORGAN SECURITIES LLC

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.96%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$199,928,960.00

b. Excluding the value of any sponsor support:

$199,928,960.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.56%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

JP MORGAN SECURITIES LLC

Item C.2 The title of the issue (including coupon, if applicable).

JP MORGAN SECURITIES LLC 2.160000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

ZBUT11V806EZRVTWT807

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001168163

c. Other unique identifier.

921ACP006_2.16_0627

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

BLUEMOUNTAIN CLO 2013-2R A-1-R 20301022 FLT

d. Maturity date.

2030-10-22

e. Coupon or yield.

2.539200

f. The principal amount, to the nearest cent.

$52,716.00

g. Value of collateral, to the nearest cent.

$53,288.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALESCO PREFERRED FDG II 2003-2 A-2 20340130 FLT

d. Maturity date.

2034-01-30

e. Coupon or yield.

2.220000

f. The principal amount, to the nearest cent.

$28,547.00

g. Value of collateral, to the nearest cent.

$26,938.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CITIBANK CCIT 2017-A6 A 20290514 FLT

c. LEI (if available).

R8AG6FXVDQAMDKCSJJ64

d. Maturity date.

2029-05-14

e. Coupon or yield.

2.242000

f. The principal amount, to the nearest cent.

$10,958,621.00

g. Value of collateral, to the nearest cent.

$11,070,341.87

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT

d. Maturity date.

2021-01-25

e. Coupon or yield.

1.467400

f. The principal amount, to the nearest cent.

$2,417,255.00

g. Value of collateral, to the nearest cent.

$2,408,099.73

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NELNET ED LN FDG 2005-2 A-5 20370322 FLT

d. Maturity date.

2037-03-22

e. Coupon or yield.

1.757900

f. The principal amount, to the nearest cent.

$700,000.00

g. Value of collateral, to the nearest cent.

$597,435.99

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4

d. Maturity date.

2018-10-15

e. Coupon or yield.

6.400000

f. The principal amount, to the nearest cent.

$2,949,961.00

g. Value of collateral, to the nearest cent.

$2,739.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT

d. Maturity date.

2041-01-25

e. Coupon or yield.

1.527400

f. The principal amount, to the nearest cent.

$7,858,502.00

g. Value of collateral, to the nearest cent.

$7,353,135.99

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2006-7 B 20420125 FLT

d. Maturity date.

2042-01-25

e. Coupon or yield.

1.567400

f. The principal amount, to the nearest cent.

$89,841.00

g. Value of collateral, to the nearest cent.

$50,005.90

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2005-5 A-4 20281025 FLT

d. Maturity date.

2028-10-25

e. Coupon or yield.

1.507400

f. The principal amount, to the nearest cent.

$1,604,664.00

g. Value of collateral, to the nearest cent.

$1,598,638.42

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2003-14 A-6 20250725 FLT

c. LEI (if available).

5493001IJLRQI58G5Z31

d. Maturity date.

2025-07-25

e. Coupon or yield.

1.667400

f. The principal amount, to the nearest cent.

$254.00

g. Value of collateral, to the nearest cent.

$254.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT

d. Maturity date.

2021-07-25

e. Coupon or yield.

1.497400

f. The principal amount, to the nearest cent.

$30,967.00

g. Value of collateral, to the nearest cent.

$28,997.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDNET LOAN TR 2006-3 B 20270125 FLT

d. Maturity date.

2027-01-25

e. Coupon or yield.

1.567400

f. The principal amount, to the nearest cent.

$1,371,998.00

g. Value of collateral, to the nearest cent.

$1,261,298.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT

c. LEI (if available).

ZRVUPOA27EDLVJ4VN175

d. Maturity date.

2042-01-25

e. Coupon or yield.

1.497400

f. The principal amount, to the nearest cent.

$136,655.00

g. Value of collateral, to the nearest cent.

$124,744.76

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT

d. Maturity date.

2042-01-25

e. Coupon or yield.

1.507400

f. The principal amount, to the nearest cent.

$5,719,071.00

g. Value of collateral, to the nearest cent.

$5,475,637.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT

d. Maturity date.

2037-08-25

e. Coupon or yield.

1.662100

f. The principal amount, to the nearest cent.

$24,816.00

g. Value of collateral, to the nearest cent.

$23,210.27

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GCO ELF TRUST 2006-1 A-9L 20260525 FLT

d. Maturity date.

2026-05-25

e. Coupon or yield.

1.622100

f. The principal amount, to the nearest cent.

$26,087.00

g. Value of collateral, to the nearest cent.

$25,983.58

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CENT CDO 14 2007-14 SUB NT 20210415 FLT

d. Maturity date.

2021-04-15

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$3,546,162.00

g. Value of collateral, to the nearest cent.

$2,358,197.73

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM STUDENT LOAN TR 2008-5 B 20730725 FLT

d. Maturity date.

2073-07-25

e. Coupon or yield.

3.217400

f. The principal amount, to the nearest cent.

$770,990.00

g. Value of collateral, to the nearest cent.

$777,324.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT

d. Maturity date.

2029-02-25

e. Coupon or yield.

1.812100

f. The principal amount, to the nearest cent.

$18,094,758.00

g. Value of collateral, to the nearest cent.

$10,121,149.53

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT

d. Maturity date.

2034-02-25

e. Coupon or yield.

2.332100

f. The principal amount, to the nearest cent.

$1,863,731.00

g. Value of collateral, to the nearest cent.

$998,402.25

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INTESA SANPAOLO S P A SR GLBL-X 144A27

c. LEI (if available).

2W8N8UU78PMDQKZENC08

d. Maturity date.

2027-07-14

e. Coupon or yield.

3.875000

f. The principal amount, to the nearest cent.

$1,365,885.00

g. Value of collateral, to the nearest cent.

$1,387,138.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WESTPAC BNKING CRP ECN

c. LEI (if available).

EN5TNI6CI43VEPAMHL14

d. Maturity date.

2019-08-01

e. Coupon or yield.

2.126800

f. The principal amount, to the nearest cent.

$1,554.00

g. Value of collateral, to the nearest cent.

$1,566.90

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CLECO CORPORATE HLDGS LLC SR SEC GLBL NT26

c. LEI (if available).

5493002H80P81B3HXL31

d. Maturity date.

2026-05-01

e. Coupon or yield.

3.743000

f. The principal amount, to the nearest cent.

$2,284,901.00

g. Value of collateral, to the nearest cent.

$2,303,706.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GREAT RIV ENERGY 1ST MTG7A 144A38

c. LEI (if available).

5493007CIM8IF8LIUC91

d. Maturity date.

2038-07-01

e. Coupon or yield.

6.254000

f. The principal amount, to the nearest cent.

$2,273,000.00

g. Value of collateral, to the nearest cent.

$2,749,994.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CNH INDUSTRIAL N.V. SR GLBL NT4.5%23

c. LEI (if available).

549300WGC2HZ5J67V817

d. Maturity date.

2023-08-15

e. Coupon or yield.

4.500000

f. The principal amount, to the nearest cent.

$37,000.00

g. Value of collateral, to the nearest cent.

$39,099.75

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TELEFONICA EMISIONES S A U SR GLBL NT 47

c. LEI (if available).

549300Y5MFC4SW5Z3K71

d. Maturity date.

2047-03-08

e. Coupon or yield.

5.213000

f. The principal amount, to the nearest cent.

$798,000.00

g. Value of collateral, to the nearest cent.

$912,667.35

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-29

2018-06-27

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

JP MORGAN SECURITIES LLC

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

2.16%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$45,006,475.50

b. Excluding the value of any sponsor support:

$45,006,475.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.13%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

MERRILL LYNCH PIERCE FENNER & SMITH INC

Item C.2 The title of the issue (including coupon, if applicable).

MERRILL LYNCH PIERCE FENNER & SMITH INC 1.750000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

8NAV47T0Y26Q87Y0QP81

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000065100

c. Other unique identifier.

921ACQ004_1.75_0306

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT

d. Maturity date.

2025-05-27

e. Coupon or yield.

5.552100

f. The principal amount, to the nearest cent.

$45,343,990.00

g. Value of collateral, to the nearest cent.

$39,100,000.45

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-02

2018-03-06

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

Merrill Lynch, Pierce, Fenner & Smith, Inc.

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.75%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$33,991,887.60

b. Excluding the value of any sponsor support:

$33,991,887.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.09%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CREDIT SUISSE SECURITIES (USA) LLC

Item C.2 The title of the issue (including coupon, if applicable).

CREDIT SUISSE SECURITIES (USA) LLC 1.620000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

1V8Y6QCX6YMJ2OELII46

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001230485

c. Other unique identifier.

921AER000_1.62_0103

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

ALESCO FLT 09/36

d. Maturity date.

2036-09-23

e. Coupon or yield.

2.578300

f. The principal amount, to the nearest cent.

$932,000.00

g. Value of collateral, to the nearest cent.

$520,060.47

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A TRAP 2004-7A B1

d. Maturity date.

2035-01-25

e. Coupon or yield.

2.015600

f. The principal amount, to the nearest cent.

$405,000.00

g. Value of collateral, to the nearest cent.

$297,670.71

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TRAPEZA CDO IX FLT 01/40

d. Maturity date.

2040-01-27

e. Coupon or yield.

2.520300

f. The principal amount, to the nearest cent.

$229,000.00

g. Value of collateral, to the nearest cent.

$63,569.71

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HMBT 2005-4 A1

d. Maturity date.

2035-10-25

e. Coupon or yield.

2.092100

f. The principal amount, to the nearest cent.

$9,500,000.00

g. Value of collateral, to the nearest cent.

$1,416,996.48

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NYMT 2005-2 A

d. Maturity date.

2035-08-25

e. Coupon or yield.

2.212100

f. The principal amount, to the nearest cent.

$11,275,000.00

g. Value of collateral, to the nearest cent.

$1,176,875.31

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ONE MARKET 4.0163% 02/32

d. Maturity date.

2032-02-10

e. Coupon or yield.

4.016300

f. The principal amount, to the nearest cent.

$365,000.00

g. Value of collateral, to the nearest cent.

$375,512.92

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A JPMCC 2012-CBX D

d. Maturity date.

2045-06-15

e. Coupon or yield.

5.211800

f. The principal amount, to the nearest cent.

$3,500,000.00

g. Value of collateral, to the nearest cent.

$3,530,909.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NATIXIS VAR 04/37

d. Maturity date.

2037-04-09

e. Coupon or yield.

4.193100

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$3,082,123.16

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BAMLL VAR 08/34

d. Maturity date.

2034-08-14

e. Coupon or yield.

3.606300

f. The principal amount, to the nearest cent.

$1,475,000.00

g. Value of collateral, to the nearest cent.

$1,488,486.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FREMF 2016-K56 VAR 06/49

d. Maturity date.

2049-06-25

e. Coupon or yield.

3.938000

f. The principal amount, to the nearest cent.

$8,209,000.00

g. Value of collateral, to the nearest cent.

$8,430,787.42

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FREMF 4.0048% 02/50

d. Maturity date.

2050-02-25

e. Coupon or yield.

3.872500

f. The principal amount, to the nearest cent.

$10,560,000.00

g. Value of collateral, to the nearest cent.

$10,667,796.59

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.62%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$26,999,775.90

b. Excluding the value of any sponsor support:

$26,999,775.90

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.08%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BANK OF NOVA SCOTIA

Item C.2 The title of the issue (including coupon, if applicable).

BANK OF NOVA SCOTIA 1.350000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

L3I9ZG2KFGXZ61BMYR72

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001041839

c. Other unique identifier.

924HZZ001_1.35_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2029-08-15

e. Coupon or yield.

6.125000

f. The principal amount, to the nearest cent.

$14,000,400.00

g. Value of collateral, to the nearest cent.

$19,497,459.23

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2045-05-15

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$26,862,500.00

g. Value of collateral, to the nearest cent.

$28,228,093.03

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2028-04-15

e. Coupon or yield.

3.625000

f. The principal amount, to the nearest cent.

$600.00

g. Value of collateral, to the nearest cent.

$1,203.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2043-02-15

e. Coupon or yield.

0.625000

f. The principal amount, to the nearest cent.

$17,366,100.00

g. Value of collateral, to the nearest cent.

$18,144,955.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2040-02-15

e. Coupon or yield.

2.125000

f. The principal amount, to the nearest cent.

$26,041,000.00

g. Value of collateral, to the nearest cent.

$38,680,004.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2020-07-31

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$96,509,700.00

g. Value of collateral, to the nearest cent.

$97,392,186.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2019-04-15

e. Coupon or yield.

0.125000

f. The principal amount, to the nearest cent.

$60,301,800.00

g. Value of collateral, to the nearest cent.

$63,295,891.94

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.35%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$260,000,000.00

b. Excluding the value of any sponsor support:

$260,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.73%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

VERSAILLES COMMERCIAL PAPER LLC

Item C.2 The title of the issue (including coupon, if applicable).

VERSAILLES COMMERCIAL PAPER LLC 0.000000%

Item C.3 The CUSIP.

92512MA82

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Natixis SA

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.49%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$30,987,135.00

b. Excluding the value of any sponsor support:

$30,987,135.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.09%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

VICTORY RECEIVABLES CORP

Item C.2 The title of the issue (including coupon, if applicable).

VICTORY RECEIVABLES CORP 0.000000%

Item C.3 The CUSIP.

92646LA59

Item C.4 The LEI (if available). (See General Instruction E.)

549300D0F37QF0LP7F94

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.50%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$170,950,290.30

b. Excluding the value of any sponsor support:

$170,950,290.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.48%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

VICTORY RECEIVABLES CORP

Item C.2 The title of the issue (including coupon, if applicable).

VICTORY RECEIVABLES CORP 0.000000%

Item C.3 The CUSIP.

92646LA83

Item C.4 The LEI (if available). (See General Instruction E.)

549300D0F37QF0LP7F94

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-08

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.51%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$99,958,060.00

b. Excluding the value of any sponsor support:

$99,958,060.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.28%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

VICTORY RECEIVABLES CORP

Item C.2 The title of the issue (including coupon, if applicable).

VICTORY RECEIVABLES CORP 0.000000%

Item C.3 The CUSIP.

92646LA91

Item C.4 The LEI (if available). (See General Instruction E.)

549300D0F37QF0LP7F94

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-09

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.52%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$39,981,484.00

b. Excluding the value of any sponsor support:

$39,981,484.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.11%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

VICTORY RECEIVABLES CORP

Item C.2 The title of the issue (including coupon, if applicable).

VICTORY RECEIVABLES CORP 0.000000%

Item C.3 The CUSIP.

92646LAH3

Item C.4 The LEI (if available). (See General Instruction E.)

549300D0F37QF0LP7F94

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-17

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.55%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$24,979,535.00

b. Excluding the value of any sponsor support:

$24,979,535.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.07%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

VICTORY RECEIVABLES CORP

Item C.2 The title of the issue (including coupon, if applicable).

VICTORY RECEIVABLES CORP 0.000000%

Item C.3 The CUSIP.

92646LAJ9

Item C.4 The LEI (if available). (See General Instruction E.)

549300D0F37QF0LP7F94

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-18

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$25,977,538.60

b. Excluding the value of any sponsor support:

$25,977,538.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.07%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

VICTORY RECEIVABLES CORP

Item C.2 The title of the issue (including coupon, if applicable).

VICTORY RECEIVABLES CORP 0.000000%

Item C.3 The CUSIP.

92646LB25

Item C.4 The LEI (if available). (See General Instruction E.)

549300D0F37QF0LP7F94

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.65%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$36,409,498.03

b. Excluding the value of any sponsor support:

$36,409,498.03

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.10%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

VICTORY RECEIVABLES CORP

Item C.2 The title of the issue (including coupon, if applicable).

VICTORY RECEIVABLES CORP 0.000000%

Item C.3 The CUSIP.

92646LBP4

Item C.4 The LEI (if available). (See General Instruction E.)

549300D0F37QF0LP7F94

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-23

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

BANK OF TOKYO-MITSUBISHI UFJ LTD

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.70%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$70,812,247.60

b. Excluding the value of any sponsor support:

$70,812,247.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.20%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WELLS FARGO SECURITIES LLC

Item C.2 The title of the issue (including coupon, if applicable).

WELLS FARGO SECURITIES LLC 1.880000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

VYVVCKR63DVZZN70PB21

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000827124

c. Other unique identifier.

927CYE007_1.88_0416

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

FLAGSHIP CR AUTO TR 2016-2 D 20231115 8.5

d. Maturity date.

2023-11-15

e. Coupon or yield.

8.560000

f. The principal amount, to the nearest cent.

$300,000.00

g. Value of collateral, to the nearest cent.

$325,903.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CONTINENTAL AIRLINES 2000-2 B 20191002 8.3

d. Maturity date.

2019-10-02

e. Coupon or yield.

8.307000

f. The principal amount, to the nearest cent.

$15,500,000.00

g. Value of collateral, to the nearest cent.

$561,262.29

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GSAMO TRUST 2004 OPT

d. Maturity date.

2022-01-18

e. Coupon or yield.

9.130000

f. The principal amount, to the nearest cent.

$779,908.00

g. Value of collateral, to the nearest cent.

$846,273.46

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2017-3 B-2 20470425 FLT

d. Maturity date.

2047-04-25

e. Coupon or yield.

3.822900

f. The principal amount, to the nearest cent.

$3,798,000.00

g. Value of collateral, to the nearest cent.

$3,015,524.37

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2016-2 A-19 20460825 FLT

c. LEI (if available).

549300F4LYZVC2F50F67

d. Maturity date.

2046-08-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$115,000.00

g. Value of collateral, to the nearest cent.

$98,828.55

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2016-3 A-10 20461125 FLT

d. Maturity date.

2046-11-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$368,000.00

g. Value of collateral, to the nearest cent.

$325,288.16

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2015-4 B-3 20301125 FLT

d. Maturity date.

2030-11-25

e. Coupon or yield.

3.198800

f. The principal amount, to the nearest cent.

$1,685,000.00

g. Value of collateral, to the nearest cent.

$1,249,561.32

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WINWATER MTG LN TR 2015-5 A-3 20450820 FLT

d. Maturity date.

2045-08-20

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$441,000.00

g. Value of collateral, to the nearest cent.

$277,140.72

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WELLS FARGO COML TR 2016-C34 D 20490617 FLT

c. LEI (if available).

549300FWFHJGIW2B2U59

d. Maturity date.

2049-06-17

e. Coupon or yield.

5.029400

f. The principal amount, to the nearest cent.

$10,000,000.00

g. Value of collateral, to the nearest cent.

$8,103,634.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WFCG COML MTG TR 2015-BXRP B 20291115 FLT

c. LEI (if available).

54930087MY3N74IIK897

d. Maturity date.

2029-11-15

e. Coupon or yield.

2.948800

f. The principal amount, to the nearest cent.

$4,000,000.00

g. Value of collateral, to the nearest cent.

$3,219,412.70

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2015-3 A-7 20450425 FLT

c. LEI (if available).

549300GXWD0QSMEEID35

d. Maturity date.

2045-04-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$6,187,730.00

g. Value of collateral, to the nearest cent.

$2,876,129.24

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-1 B-3 20451225 FLT

c. LEI (if available).

549300SCHQRABPDKYY47

d. Maturity date.

2045-12-25

e. Coupon or yield.

3.791900

f. The principal amount, to the nearest cent.

$3,891,000.00

g. Value of collateral, to the nearest cent.

$3,349,378.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-2 A-5 20460325 FLT

c. LEI (if available).

549300TSTBCBQ5EBD390

d. Maturity date.

2046-03-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$2,000,000.00

g. Value of collateral, to the nearest cent.

$1,135,587.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-2 B-3 20460325 FLT

c. LEI (if available).

549300TSTBCBQ5EBD390

d. Maturity date.

2046-03-25

e. Coupon or yield.

3.810000

f. The principal amount, to the nearest cent.

$3,454,000.00

g. Value of collateral, to the nearest cent.

$3,046,406.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2015-6 B-3 20450925 FLT

c. LEI (if available).

549300LRONE82VI44B39

d. Maturity date.

2045-09-25

e. Coupon or yield.

3.615300

f. The principal amount, to the nearest cent.

$3,226,000.00

g. Value of collateral, to the nearest cent.

$2,599,290.55

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2015-7 B-3 20451025 FLT

c. LEI (if available).

549300LK2ZDVY7I44B84

d. Maturity date.

2045-10-25

e. Coupon or yield.

3.763600

f. The principal amount, to the nearest cent.

$4,326,000.00

g. Value of collateral, to the nearest cent.

$3,611,178.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2015-5 A-5 20450725 FLT

c. LEI (if available).

549300RM62GNIVQ1WJ04

d. Maturity date.

2045-07-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$2,000,000.00

g. Value of collateral, to the nearest cent.

$1,205,683.81

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSMC TRUST 2013-IVR5 A-3 20431025 FLT

d. Maturity date.

2043-10-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$75,051,000.00

g. Value of collateral, to the nearest cent.

$37,600,344.02

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSMC TRUST 2013-IVR2 A-8 20430425 FLT

d. Maturity date.

2043-04-25

e. Coupon or yield.

3.428800

f. The principal amount, to the nearest cent.

$750,000.00

g. Value of collateral, to the nearest cent.

$404,902.44

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-3 A-5 20460825 FLT

d. Maturity date.

2046-08-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$1,600,000.00

g. Value of collateral, to the nearest cent.

$1,156,209.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-1 A-3 20451225 FLT

c. LEI (if available).

549300SCHQRABPDKYY47

d. Maturity date.

2045-12-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$201,000.00

g. Value of collateral, to the nearest cent.

$123,833.08

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CITIGROUP COML MTG TR 2017-B1 D 20500817 3.0

d. Maturity date.

2050-08-17

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$1,500,000.00

g. Value of collateral, to the nearest cent.

$1,163,723.35

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CITIGROUP COML MTG TR 2017-P7 D 20500415 3.2

d. Maturity date.

2050-04-15

e. Coupon or yield.

3.250000

f. The principal amount, to the nearest cent.

$3,500,000.00

g. Value of collateral, to the nearest cent.

$2,819,404.23

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CITIGRP COML MTG TR 2016-P5 D 20491013 3.0

d. Maturity date.

2049-10-13

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$4,000,000.00

g. Value of collateral, to the nearest cent.

$3,070,987.73

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSMC TRUST 2015-1 A-1 20450125 FLT

d. Maturity date.

2045-01-25

e. Coupon or yield.

2.500000

f. The principal amount, to the nearest cent.

$60,000,000.00

g. Value of collateral, to the nearest cent.

$28,585,268.08

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GS MTG SECS TR 2016-GS3 D 20491013 2.6

d. Maturity date.

2049-10-13

e. Coupon or yield.

2.620000

f. The principal amount, to the nearest cent.

$4,323,000.00

g. Value of collateral, to the nearest cent.

$3,395,323.44

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FIRSTKEY MTG TR 2015-1 A-3 20450325 FLT

d. Maturity date.

2045-03-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$250,000.00

g. Value of collateral, to the nearest cent.

$125,998.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

EVERBANK MTG LN TR 2013-1 B-4 20430325 FLT

d. Maturity date.

2043-03-25

e. Coupon or yield.

3.482500

f. The principal amount, to the nearest cent.

$3,535,000.00

g. Value of collateral, to the nearest cent.

$2,565,576.84

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

J.P. MORGAN MTG TR 2014-5 A-1 20291025 FLT

d. Maturity date.

2029-10-25

e. Coupon or yield.

2.999900

f. The principal amount, to the nearest cent.

$10,000,000.00

g. Value of collateral, to the nearest cent.

$5,267,862.56

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JP MORGAN MTG TR 2014-2 B-2 20290625 FLT

c. LEI (if available).

549300BV8AJIRLDGMR51

d. Maturity date.

2029-06-25

e. Coupon or yield.

3.427000

f. The principal amount, to the nearest cent.

$149,000.00

g. Value of collateral, to the nearest cent.

$109,294.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JPMDB COML MTG SEC TR 2016-C2 D 20490617 FLT

d. Maturity date.

2049-06-17

e. Coupon or yield.

3.400900

f. The principal amount, to the nearest cent.

$4,500,000.00

g. Value of collateral, to the nearest cent.

$3,743,507.07

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GALTON FD MTG TR 2017-1 A22 20560725 FLT

d. Maturity date.

2056-07-25

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$4,798,000.00

g. Value of collateral, to the nearest cent.

$3,561,283.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GS MTG SECS TR 2017-GS6 D 20500512 3.2

d. Maturity date.

2050-05-12

e. Coupon or yield.

3.243000

f. The principal amount, to the nearest cent.

$4,250,000.00

g. Value of collateral, to the nearest cent.

$3,458,776.15

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEW RESI MTG LN TR 2015-2 A-1 20550825 FLT

d. Maturity date.

2055-08-25

e. Coupon or yield.

3.750000

f. The principal amount, to the nearest cent.

$1,550,000.00

g. Value of collateral, to the nearest cent.

$949,586.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JP MORGAN MTG TR 2015-5 A-9 20450525 FLT

d. Maturity date.

2045-05-25

e. Coupon or yield.

2.863800

f. The principal amount, to the nearest cent.

$2,300,000.00

g. Value of collateral, to the nearest cent.

$1,183,330.13

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2014-4 A-6 20441125 FLT

c. LEI (if available).

549300BU8OEB78D7JI24

d. Maturity date.

2044-11-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$34,344,370.00

g. Value of collateral, to the nearest cent.

$19,561,601.96

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2013-4 A-2 20430425 FLT

d. Maturity date.

2043-04-25

e. Coupon or yield.

2.500000

f. The principal amount, to the nearest cent.

$1,680,000.00

g. Value of collateral, to the nearest cent.

$937,583.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2013-1 B-3 20430225 FLT

d. Maturity date.

2043-02-25

e. Coupon or yield.

3.638700

f. The principal amount, to the nearest cent.

$4,576,000.00

g. Value of collateral, to the nearest cent.

$3,819,652.71

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2015-4 B-1 20301125 FLT

d. Maturity date.

2030-11-25

e. Coupon or yield.

3.198800

f. The principal amount, to the nearest cent.

$6,573,000.00

g. Value of collateral, to the nearest cent.

$5,408,115.10

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2017-2 B-2 20470225 FLT

d. Maturity date.

2047-02-25

e. Coupon or yield.

3.650700

f. The principal amount, to the nearest cent.

$3,821,000.00

g. Value of collateral, to the nearest cent.

$3,111,474.17

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2017-5 B-3 20470825 FLT

d. Maturity date.

2047-08-25

e. Coupon or yield.

3.891800

f. The principal amount, to the nearest cent.

$5,806,000.00

g. Value of collateral, to the nearest cent.

$4,806,408.66

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2017-3 A-19 20470425 FLT

d. Maturity date.

2047-04-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$100,000.00

g. Value of collateral, to the nearest cent.

$88,995.90

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2015-4 B-2 20301125 FLT

d. Maturity date.

2030-11-25

e. Coupon or yield.

3.198800

f. The principal amount, to the nearest cent.

$2,528,000.00

g. Value of collateral, to the nearest cent.

$2,033,545.87

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

EVERBANK MTG LN TR 2013 2

d. Maturity date.

2043-06-25

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$590,000.00

g. Value of collateral, to the nearest cent.

$353,330.92

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2015-2 B-3 20450525 FLT

d. Maturity date.

2045-05-25

e. Coupon or yield.

3.745700

f. The principal amount, to the nearest cent.

$4,277,000.00

g. Value of collateral, to the nearest cent.

$3,781,781.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEW RESIDENTIAL MTG LN TR 2017 1

d. Maturity date.

2057-02-25

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$1,417,000.00

g. Value of collateral, to the nearest cent.

$1,180,079.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

LB-UBS CMBS 2006-C4 C 20380615 FLT

d. Maturity date.

2038-06-15

e. Coupon or yield.

5.792700

f. The principal amount, to the nearest cent.

$2,000,000.00

g. Value of collateral, to the nearest cent.

$1,527,586.72

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

LCCM MORTGAGE TR 2017-LC26 D 20500712 3.3

d. Maturity date.

2050-07-12

e. Coupon or yield.

3.327000

f. The principal amount, to the nearest cent.

$28,071,000.00

g. Value of collateral, to the nearest cent.

$21,301,883.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2013-7 A-2 20430625 FLT

c. LEI (if available).

549300DFASAA48I36408

d. Maturity date.

2043-06-25

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$1,000,000.00

g. Value of collateral, to the nearest cent.

$574,029.16

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TRUST 2012-1 B-2 20420125 FLT

d. Maturity date.

2042-01-25

e. Coupon or yield.

4.251900

f. The principal amount, to the nearest cent.

$8,315,000.00

g. Value of collateral, to the nearest cent.

$6,106,224.58

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2015-2 A-1 20450525 FLT

d. Maturity date.

2045-05-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$320,000.00

g. Value of collateral, to the nearest cent.

$205,919.22

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2015-3 B-3 20450725 FLT

d. Maturity date.

2045-07-25

e. Coupon or yield.

3.714000

f. The principal amount, to the nearest cent.

$4,119,000.00

g. Value of collateral, to the nearest cent.

$3,533,406.22

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2017-CH2 B-4 20471225 FLT

d. Maturity date.

2047-12-25

e. Coupon or yield.

4.646700

f. The principal amount, to the nearest cent.

$7,625,000.00

g. Value of collateral, to the nearest cent.

$6,787,823.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2013-2 B-3 20430225 FLT

d. Maturity date.

2043-02-25

e. Coupon or yield.

3.642400

f. The principal amount, to the nearest cent.

$6,661,000.00

g. Value of collateral, to the nearest cent.

$5,794,819.56

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A CSMC 2013-TH1 B4

d. Maturity date.

2043-02-25

e. Coupon or yield.

3.644800

f. The principal amount, to the nearest cent.

$3,799,000.00

g. Value of collateral, to the nearest cent.

$3,362,781.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JP MORGAN MTG TR 2013-1 B-4 20430325 FLT

c. LEI (if available).

5493002WZI1ZSAEIE710

d. Maturity date.

2043-03-25

e. Coupon or yield.

3.486800

f. The principal amount, to the nearest cent.

$1,309,000.00

g. Value of collateral, to the nearest cent.

$1,034,774.99

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WELLS FARGO 3.25% 01/60

d. Maturity date.

2060-01-16

e. Coupon or yield.

3.250000

f. The principal amount, to the nearest cent.

$9,469,000.00

g. Value of collateral, to the nearest cent.

$7,389,783.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WELLS FARGO COML TR 2016-C37 D 20491217 FLT

c. LEI (if available).

549300TRQQDPEF728F16

d. Maturity date.

2049-12-17

e. Coupon or yield.

3.194200

f. The principal amount, to the nearest cent.

$20,000,000.00

g. Value of collateral, to the nearest cent.

$14,604,093.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WELLS FARGO COML TR 2015-C26 D 20480218 3.5

c. LEI (if available).

549300DT2BKPLXAJ4C66

d. Maturity date.

2048-02-18

e. Coupon or yield.

3.586000

f. The principal amount, to the nearest cent.

$11,365,000.00

g. Value of collateral, to the nearest cent.

$8,929,492.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2015-4 A-19 20450625 FLT

d. Maturity date.

2045-06-25

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$1,984,629.00

g. Value of collateral, to the nearest cent.

$1,324,960.05

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A CSMC 2014-OAK1 B3

d. Maturity date.

2044-11-25

e. Coupon or yield.

3.730800

f. The principal amount, to the nearest cent.

$2,252,335.00

g. Value of collateral, to the nearest cent.

$2,012,742.36

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK OF AMER MERRILL LYNCH COML MTG TR 2017 BNK

d. Maturity date.

2050-02-17

e. Coupon or yield.

3.250000

f. The principal amount, to the nearest cent.

$4,250,000.00

g. Value of collateral, to the nearest cent.

$3,456,395.33

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-04-03

2018-04-16

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

WELLS FARGO SECURITIES LLC

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.88%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$230,890,806.30

b. Excluding the value of any sponsor support:

$230,890,806.30

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.64%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BNP PARIBAS SA

Item C.2 The title of the issue (including coupon, if applicable).

BNP PARIBAS SA 1.880000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

R0MUWSFPU8MPRO8K5P83

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001197610

c. Other unique identifier.

928DGC008_1.88_0402

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

PARK PLACE SECURITIES INC ASSET BACKED PASS THRU

c. LEI (if available).

549300ZWX1MRCB6KO574

d. Maturity date.

2029-11-14

e. Coupon or yield.

7.632900

f. The principal amount, to the nearest cent.

$12,299.00

g. Value of collateral, to the nearest cent.

$12,439.71

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AMMC CLO XII 2013-12R E-R 20301111 FLT

c. LEI (if available).

549300YZO1X7UK2OVY35

d. Maturity date.

2030-11-11

e. Coupon or yield.

7.589800

f. The principal amount, to the nearest cent.

$60,262.00

g. Value of collateral, to the nearest cent.

$61,071.35

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

OHA LOAN FUND LTD 2016-1 B-1 20280120 FLT

d. Maturity date.

2028-01-20

e. Coupon or yield.

3.162600

f. The principal amount, to the nearest cent.

$23,917,719.00

g. Value of collateral, to the nearest cent.

$24,093,896.17

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GTL TRADE FIN INC SR REGS BD 24

d. Maturity date.

2024-04-29

e. Coupon or yield.

5.893000

f. The principal amount, to the nearest cent.

$34,952,000.00

g. Value of collateral, to the nearest cent.

$37,829,306.92

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WAL-MART STORES INC SR GLBL NT1.9%20

c. LEI (if available).

Y87794H0US1R65VBXU25

d. Maturity date.

2020-12-15

e. Coupon or yield.

1.900000

f. The principal amount, to the nearest cent.

$46,181.00

g. Value of collateral, to the nearest cent.

$46,023.73

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SORENSON COMMUNICATIONS INC SR PIK 144A NT20

c. LEI (if available).

549300H02Z2SUR0GB419

d. Maturity date.

2020-10-31

e. Coupon or yield.

9.000000

f. The principal amount, to the nearest cent.

$877,299.00

g. Value of collateral, to the nearest cent.

$881,466.17

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

QCP SNF WEST REIT LLC/QCP SNF 2LIEN SR 144A 23

d. Maturity date.

2023-11-01

e. Coupon or yield.

8.125000

f. The principal amount, to the nearest cent.

$990,000.00

g. Value of collateral, to the nearest cent.

$1,032,659.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SOUTHWESTERN ENERGY CO SR GLBL NT 27

c. LEI (if available).

EFWMP121W54QV9MGOP87

d. Maturity date.

2027-10-01

e. Coupon or yield.

7.750000

f. The principal amount, to the nearest cent.

$696,952.00

g. Value of collateral, to the nearest cent.

$758,249.90

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-02

2018-04-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

BNP Paribas SA

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.88%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$56,005,034.40

b. Excluding the value of any sponsor support:

$56,005,034.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.16%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BNP PARIBAS SA

Item C.2 The title of the issue (including coupon, if applicable).

BNP PARIBAS SA 1.400000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

R0MUWSFPU8MPRO8K5P83

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001197610

c. Other unique identifier.

928DZM005_1.40_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2027-11-25

e. Coupon or yield.

1.500000

f. The principal amount, to the nearest cent.

$1,607.00

g. Value of collateral, to the nearest cent.

$637.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Farm Federal Credit Bank

d. Maturity date.

2032-09-21

e. Coupon or yield.

3.080000

f. The principal amount, to the nearest cent.

$1,097,000.00

g. Value of collateral, to the nearest cent.

$1,076,512.92

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2028-03-23

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$986,000.00

g. Value of collateral, to the nearest cent.

$729,709.02

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2042-07-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$1,312.00

g. Value of collateral, to the nearest cent.

$617.75

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNMA

d. Maturity date.

2045-04-20

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$1,259.00

g. Value of collateral, to the nearest cent.

$711.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2041-02-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$2,938.00

g. Value of collateral, to the nearest cent.

$792.46

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 03.000 CKMA3228

d. Maturity date.

2047-11-01

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$6,597,649.00

g. Value of collateral, to the nearest cent.

$6,560,042.84

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2040-01-01

e. Coupon or yield.

3.445000

f. The principal amount, to the nearest cent.

$1,169.00

g. Value of collateral, to the nearest cent.

$70.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2037-04-01

e. Coupon or yield.

3.317000

f. The principal amount, to the nearest cent.

$7,573,363.00

g. Value of collateral, to the nearest cent.

$463,761.21

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNMA

d. Maturity date.

2038-10-20

e. Coupon or yield.

2.750000

f. The principal amount, to the nearest cent.

$1,187.00

g. Value of collateral, to the nearest cent.

$26.26

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNMA

d. Maturity date.

2038-10-20

e. Coupon or yield.

3.125000

f. The principal amount, to the nearest cent.

$1,215.00

g. Value of collateral, to the nearest cent.

$31.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2040-11-20

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$1,900.00

g. Value of collateral, to the nearest cent.

$510.47

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2041-10-20

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$6,676,333.00

g. Value of collateral, to the nearest cent.

$1,714,791.78

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNII SF MA4003 M

d. Maturity date.

2046-10-20

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$71,113.00

g. Value of collateral, to the nearest cent.

$65,266.45

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2042-12-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$2,405,146.00

g. Value of collateral, to the nearest cent.

$1,236,914.53

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNII SF MA3596 M

d. Maturity date.

2046-04-20

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$1,704,214.00

g. Value of collateral, to the nearest cent.

$1,356,012.94

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2036-10-01

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$1,191.00

g. Value of collateral, to the nearest cent.

$28.66

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 04.000 CIAE7495

d. Maturity date.

2025-10-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$2,140.00

g. Value of collateral, to the nearest cent.

$590.94

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

03.500 FGPC C04180 G

d. Maturity date.

2042-08-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$1,510.00

g. Value of collateral, to the nearest cent.

$918.61

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

07.000 FGPC G06042 G

d. Maturity date.

2033-11-01

e. Coupon or yield.

7.000000

f. The principal amount, to the nearest cent.

$1,657.00

g. Value of collateral, to the nearest cent.

$397.34

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

03.500 FGPC Q51178 G

d. Maturity date.

2047-10-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$1,650,000.00

g. Value of collateral, to the nearest cent.

$1,681,071.81

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2018-04-30

e. Coupon or yield.

0.625000

f. The principal amount, to the nearest cent.

$35,634,700.00

g. Value of collateral, to the nearest cent.

$35,573,716.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2023-07-31

e. Coupon or yield.

1.250000

f. The principal amount, to the nearest cent.

$100.00

g. Value of collateral, to the nearest cent.

$95.14

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2020-05-15

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$130,970,400.00

g. Value of collateral, to the nearest cent.

$136,254,779.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2020-02-15

e. Coupon or yield.

3.625000

f. The principal amount, to the nearest cent.

$29,101,400.00

g. Value of collateral, to the nearest cent.

$30,523,454.15

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2024-01-15

e. Coupon or yield.

0.625000

f. The principal amount, to the nearest cent.

$2,207,400.00

g. Value of collateral, to the nearest cent.

$2,375,704.61

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2026-01-15

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$2,066,800.00

g. Value of collateral, to the nearest cent.

$2,904,540.14

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.40%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$218,000,000.00

b. Excluding the value of any sponsor support:

$218,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.61%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BNP PARIBAS SA

Item C.2 The title of the issue (including coupon, if applicable).

BNP PARIBAS SA 1.530000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

R0MUWSFPU8MPRO8K5P83

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001197610

c. Other unique identifier.

928EDV007_1.53_0104

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

ICG US CLO 2015 2 LTD ICG USCL0 2015 2

d. Maturity date.

2028-01-16

e. Coupon or yield.

1.843200

f. The principal amount, to the nearest cent.

$609,077.00

g. Value of collateral, to the nearest cent.

$602,393.96

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CPS AUTO RECV TR 2014-D B 20201116 2.9

d. Maturity date.

2020-11-16

e. Coupon or yield.

2.950000

f. The principal amount, to the nearest cent.

$1.00

g. Value of collateral, to the nearest cent.

$0.76

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC

d. Maturity date.

2027-10-18

e. Coupon or yield.

3.153890

f. The principal amount, to the nearest cent.

$14,519,619.00

g. Value of collateral, to the nearest cent.

$14,579,585.03

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DRIVE AUTO RECV TR 2016-A D 20230515 4.8

d. Maturity date.

2023-05-15

e. Coupon or yield.

4.850000

f. The principal amount, to the nearest cent.

$1,518,178.00

g. Value of collateral, to the nearest cent.

$1,540,907.72

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SANTANDER DRIVE AUTO 2014-4 E 20220118 4.1

c. LEI (if available).

549300DU4YUH6HNZIN98

d. Maturity date.

2022-01-18

e. Coupon or yield.

4.120000

f. The principal amount, to the nearest cent.

$26,082,167.00

g. Value of collateral, to the nearest cent.

$26,335,545.40

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT

d. Maturity date.

2032-06-15

e. Coupon or yield.

1.260000

f. The principal amount, to the nearest cent.

$514,933.00

g. Value of collateral, to the nearest cent.

$498,148.01

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PETROLEOS MEXICANOS MTN REG S SR GLBL REGS 27

c. LEI (if available).

549300CAZKPF4HKMPX17

d. Maturity date.

2027-03-13

e. Coupon or yield.

6.500000

f. The principal amount, to the nearest cent.

$13,867,000.00

g. Value of collateral, to the nearest cent.

$15,426,190.08

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PEMEX PROJ FDG MASTER TR SR GLBL 13 BD 35

c. LEI (if available).

549300CAZKPF4HKMPX17

d. Maturity date.

2035-06-15

e. Coupon or yield.

6.625000

f. The principal amount, to the nearest cent.

$17,278,000.00

g. Value of collateral, to the nearest cent.

$18,402,389.85

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ONEOK INC NEW SR NT 4.95%47

c. LEI (if available).

2T3D6M0JSY48PSZI1Q41

d. Maturity date.

2047-07-13

e. Coupon or yield.

4.950000

f. The principal amount, to the nearest cent.

$13,331,934.00

g. Value of collateral, to the nearest cent.

$14,141,249.01

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CREDIT SUISSE GROUP SR GLBL 144A 28

c. LEI (if available).

549300506SI9CRFV9Z86

d. Maturity date.

2028-01-09

e. Coupon or yield.

4.282000

f. The principal amount, to the nearest cent.

$34,418,000.00

g. Value of collateral, to the nearest cent.

$36,521,647.27

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CITIGROUP INC SR NT FXD/FLT 28

c. LEI (if available).

6SHGI4ZSSLCXXQSBB395

d. Maturity date.

2028-07-24

e. Coupon or yield.

3.668000

f. The principal amount, to the nearest cent.

$1,708,000.00

g. Value of collateral, to the nearest cent.

$1,755,828.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TELEFONICA EMISIONES S A U SR NT 5.462%21

c. LEI (if available).

549300Y5MFC4SW5Z3K71

d. Maturity date.

2021-02-16

e. Coupon or yield.

5.462000

f. The principal amount, to the nearest cent.

$2,808,000.00

g. Value of collateral, to the nearest cent.

$3,092,925.11

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SOCIETE GENERALE MTN 144A FR 2.5%040821

c. LEI (if available).

O2RNE8IBXP4R0TD8PU41

d. Maturity date.

2021-04-08

e. Coupon or yield.

2.500000

f. The principal amount, to the nearest cent.

$200,000.00

g. Value of collateral, to the nearest cent.

$200,123.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ENEL FIN INTL N.V. SR GLBL 144A 27

c. LEI (if available).

0YQH6LCEF474UTUV4B96

d. Maturity date.

2027-05-25

e. Coupon or yield.

3.625000

f. The principal amount, to the nearest cent.

$2,277,511.00

g. Value of collateral, to the nearest cent.

$2,268,135.88

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

KINDER MORGAN INC DEL SR 144A NT 23

c. LEI (if available).

549300WR7IX8XE0TBO16

d. Maturity date.

2023-11-15

e. Coupon or yield.

5.625000

f. The principal amount, to the nearest cent.

$948,000.00

g. Value of collateral, to the nearest cent.

$1,052,455.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ARCH CAPITAL FINANCE LLC SR NT 4.011%26

d. Maturity date.

2026-12-15

e. Coupon or yield.

4.011000

f. The principal amount, to the nearest cent.

$667,000.00

g. Value of collateral, to the nearest cent.

$694,360.23

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

IMPERIAL TOB FIN PLC SR 144A NT 20

c. LEI (if available).

2138008L3B3MCG1DFS50

d. Maturity date.

2020-07-21

e. Coupon or yield.

2.950000

f. The principal amount, to the nearest cent.

$11,980,000.00

g. Value of collateral, to the nearest cent.

$12,246,282.12

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

IMPERIAL TOB FIN PLC SR 144A NT 22

c. LEI (if available).

2138008L3B3MCG1DFS50

d. Maturity date.

2022-07-21

e. Coupon or yield.

3.750000

f. The principal amount, to the nearest cent.

$200,000.00

g. Value of collateral, to the nearest cent.

$209,845.67

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CVS HEALTH CORP SR GLBL NT2.8%20

c. LEI (if available).

549300EJG376EN5NQE29

d. Maturity date.

2020-07-20

e. Coupon or yield.

2.800000

f. The principal amount, to the nearest cent.

$2,068,000.00

g. Value of collateral, to the nearest cent.

$2,097,710.27

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NOVARTIS CAPITAL CORP SR GLBL NT 4%45

d. Maturity date.

2045-11-20

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$11,842,000.00

g. Value of collateral, to the nearest cent.

$12,881,293.40

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

KRAFT HEINZ FOODS CO SR NT 4.375%46

c. LEI (if available).

5493003STKEZ2S0RNU91

d. Maturity date.

2046-06-01

e. Coupon or yield.

4.375000

f. The principal amount, to the nearest cent.

$2,924,000.00

g. Value of collateral, to the nearest cent.

$2,898,569.32

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANQUE FED DU CRED MUTUEL FR 2.2%072020

c. LEI (if available).

VBHFXSYT7OG62HNT8T76

d. Maturity date.

2020-07-20

e. Coupon or yield.

2.200000

f. The principal amount, to the nearest cent.

$380,000.00

g. Value of collateral, to the nearest cent.

$381,039.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 42

c. LEI (if available).

549300CRGMZK3K53BF92

d. Maturity date.

2042-01-15

e. Coupon or yield.

4.950000

f. The principal amount, to the nearest cent.

$377,000.00

g. Value of collateral, to the nearest cent.

$443,894.88

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AT&T INC SR GLBL NT5.3%58

c. LEI (if available).

549300Z40J86GGSTL398

d. Maturity date.

2058-08-14

e. Coupon or yield.

5.300000

f. The principal amount, to the nearest cent.

$485.00

g. Value of collateral, to the nearest cent.

$499.10

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DEUTSCHE TELEKOM INTL FIN B V SR REGS NT1.5%19

c. LEI (if available).

529900ERDFHS6C1M4U58

d. Maturity date.

2019-09-19

e. Coupon or yield.

1.500000

f. The principal amount, to the nearest cent.

$83,000.00

g. Value of collateral, to the nearest cent.

$82,117.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UBS AG SR REGS 20

c. LEI (if available).

BFM8T61CT2L1QCEMIK50

d. Maturity date.

2020-12-01

e. Coupon or yield.

2.450000

f. The principal amount, to the nearest cent.

$60,341.00

g. Value of collateral, to the nearest cent.

$60,285.22

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JPMORGAN CHASE & CO SR FLT NT 23

c. LEI (if available).

8I5DZWZKVSZI1NUHU748

d. Maturity date.

2023-10-24

e. Coupon or yield.

2.594800

f. The principal amount, to the nearest cent.

$3,265,000.00

g. Value of collateral, to the nearest cent.

$3,364,859.97

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GOLDMAN SACHS GROUP INC SR NT FXD/FLT23

c. LEI (if available).

784F5XWPLTWKTBV3E584

d. Maturity date.

2023-07-24

e. Coupon or yield.

2.905000

f. The principal amount, to the nearest cent.

$553,000.00

g. Value of collateral, to the nearest cent.

$555,686.27

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC STACR 2017-HRP1 B-1D 20421226 FLT

d. Maturity date.

2042-12-26

e. Coupon or yield.

3.906900

f. The principal amount, to the nearest cent.

$460.00

g. Value of collateral, to the nearest cent.

$403.24

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC STACR 2016-HQA4 M-3 20290425 FLT

d. Maturity date.

2029-04-25

e. Coupon or yield.

5.452100

f. The principal amount, to the nearest cent.

$13,807,104.00

g. Value of collateral, to the nearest cent.

$15,318,865.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2014-4 B-3 20441125 FLT

c. LEI (if available).

549300BU8OEB78D7JI24

d. Maturity date.

2044-11-25

e. Coupon or yield.

3.870400

f. The principal amount, to the nearest cent.

$533,457.00

g. Value of collateral, to the nearest cent.

$494,782.10

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT

d. Maturity date.

2025-07-25

e. Coupon or yield.

6.552100

f. The principal amount, to the nearest cent.

$5,664,000.00

g. Value of collateral, to the nearest cent.

$5,491,782.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03

d. Maturity date.

2024-07-25

e. Coupon or yield.

4.452100

f. The principal amount, to the nearest cent.

$17,015,693.00

g. Value of collateral, to the nearest cent.

$17,114,436.08

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI

d. Maturity date.

2024-02-26

e. Coupon or yield.

6.052100

f. The principal amount, to the nearest cent.

$14,250,000.00

g. Value of collateral, to the nearest cent.

$16,572,531.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC STACR 2015-DN1 M-3 20250127 FLT

d. Maturity date.

2025-01-27

e. Coupon or yield.

5.702100

f. The principal amount, to the nearest cent.

$556,000.00

g. Value of collateral, to the nearest cent.

$570,746.82

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT

d. Maturity date.

2029-11-26

e. Coupon or yield.

4.402100

f. The principal amount, to the nearest cent.

$8,043,032.00

g. Value of collateral, to the nearest cent.

$8,347,280.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FANNIE MAE FLT 10/28

d. Maturity date.

2028-10-25

e. Coupon or yield.

7.452100

f. The principal amount, to the nearest cent.

$7,043,666.00

g. Value of collateral, to the nearest cent.

$8,156,907.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT

d. Maturity date.

2028-10-25

e. Coupon or yield.

6.852100

f. The principal amount, to the nearest cent.

$18,000,000.00

g. Value of collateral, to the nearest cent.

$21,005,820.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2029-09-25

e. Coupon or yield.

7.052100

f. The principal amount, to the nearest cent.

$150,000.00

g. Value of collateral, to the nearest cent.

$165,109.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI

d. Maturity date.

2028-04-25

e. Coupon or yield.

6.252100

f. The principal amount, to the nearest cent.

$5,270,912.00

g. Value of collateral, to the nearest cent.

$6,169,851.71

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC STACR 2015-HQA1 M-3 20280327 FLT

d. Maturity date.

2028-03-27

e. Coupon or yield.

6.252100

f. The principal amount, to the nearest cent.

$8,986,610.00

g. Value of collateral, to the nearest cent.

$10,237,329.37

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC REMIC SERIES 0% BDS 25/03/2029 USD

d. Maturity date.

2029-03-26

e. Coupon or yield.

5.402100

f. The principal amount, to the nearest cent.

$4,550,000.00

g. Value of collateral, to the nearest cent.

$5,045,026.97

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC STACR 2016-DNA4 M-3 20290325 FLT

d. Maturity date.

2029-03-25

e. Coupon or yield.

5.352100

f. The principal amount, to the nearest cent.

$6,000,000.00

g. Value of collateral, to the nearest cent.

$6,673,741.09

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI

d. Maturity date.

2025-03-25

e. Coupon or yield.

5.352100

f. The principal amount, to the nearest cent.

$2,000,000.00

g. Value of collateral, to the nearest cent.

$2,162,821.96

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC STACR 2016-HQA1 M-3 20280925 FLT

d. Maturity date.

2028-09-25

e. Coupon or yield.

7.902100

f. The principal amount, to the nearest cent.

$2,649,000.00

g. Value of collateral, to the nearest cent.

$3,243,327.03

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2025-02-25

e. Coupon or yield.

5.852100

f. The principal amount, to the nearest cent.

$6,000,000.00

g. Value of collateral, to the nearest cent.

$5,009,253.29

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI

d. Maturity date.

2024-09-25

e. Coupon or yield.

5.302100

f. The principal amount, to the nearest cent.

$25,754,000.00

g. Value of collateral, to the nearest cent.

$29,307,262.01

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI

d. Maturity date.

2029-08-27

e. Coupon or yield.

5.102100

f. The principal amount, to the nearest cent.

$2,011,000.00

g. Value of collateral, to the nearest cent.

$2,161,552.92

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC STACR 2016-DNA1 M-3 20280725 FLT

d. Maturity date.

2028-07-25

e. Coupon or yield.

7.102100

f. The principal amount, to the nearest cent.

$14,842,206.00

g. Value of collateral, to the nearest cent.

$17,743,816.09

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI

d. Maturity date.

2023-07-25

e. Coupon or yield.

4.952100

f. The principal amount, to the nearest cent.

$35,300,000.00

g. Value of collateral, to the nearest cent.

$3,966,156.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC STACR 2017-HQA3 M-1 20300425 FLT

d. Maturity date.

2030-04-25

e. Coupon or yield.

2.102100

f. The principal amount, to the nearest cent.

$80,511.00

g. Value of collateral, to the nearest cent.

$79,187.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC STACR 2017-HQA2 B-1 20291226 FLT

d. Maturity date.

2029-12-26

e. Coupon or yield.

6.302100

f. The principal amount, to the nearest cent.

$2,000,000.00

g. Value of collateral, to the nearest cent.

$2,093,014.87

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Freddie Mac

c. LEI (if available).

S6XOOCT0IEG5ABCC6L87

d. Maturity date.

2023-11-27

e. Coupon or yield.

5.802100

f. The principal amount, to the nearest cent.

$6,370,000.00

g. Value of collateral, to the nearest cent.

$7,074,829.55

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

STACR 2015-DNA1 M3

d. Maturity date.

2027-10-25

e. Coupon or yield.

4.852100

f. The principal amount, to the nearest cent.

$4,000,000.00

g. Value of collateral, to the nearest cent.

$4,483,249.30

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2015-1 B-3 20450125 FLT

c. LEI (if available).

5493007E0SBYHIR7SU85

d. Maturity date.

2045-01-25

e. Coupon or yield.

3.874100

f. The principal amount, to the nearest cent.

$99,560.00

g. Value of collateral, to the nearest cent.

$88,041.11

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03

d. Maturity date.

2024-07-25

e. Coupon or yield.

4.552100

f. The principal amount, to the nearest cent.

$18,576,165.00

g. Value of collateral, to the nearest cent.

$19,687,398.89

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2024-05-28

e. Coupon or yield.

4.152100

f. The principal amount, to the nearest cent.

$16,090,226.00

g. Value of collateral, to the nearest cent.

$17,074,105.47

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT

d. Maturity date.

2025-05-27

e. Coupon or yield.

5.552100

f. The principal amount, to the nearest cent.

$3,120,000.00

g. Value of collateral, to the nearest cent.

$2,690,367.60

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2029-04-25

e. Coupon or yield.

5.802100

f. The principal amount, to the nearest cent.

$17,943,000.00

g. Value of collateral, to the nearest cent.

$20,312,101.87

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT

d. Maturity date.

2028-04-25

e. Coupon or yield.

7.102100

f. The principal amount, to the nearest cent.

$100,000.00

g. Value of collateral, to the nearest cent.

$104,905.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2028-04-25

e. Coupon or yield.

7.252100

f. The principal amount, to the nearest cent.

$4,680,000.00

g. Value of collateral, to the nearest cent.

$5,088,186.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT

d. Maturity date.

2028-09-25

e. Coupon or yield.

7.552100

f. The principal amount, to the nearest cent.

$410,815.00

g. Value of collateral, to the nearest cent.

$484,328.05

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2028-08-25

e. Coupon or yield.

8.302100

f. The principal amount, to the nearest cent.

$5,000,000.00

g. Value of collateral, to the nearest cent.

$5,957,206.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2028-08-25

e. Coupon or yield.

8.502100

f. The principal amount, to the nearest cent.

$8,000,000.00

g. Value of collateral, to the nearest cent.

$9,470,523.85

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2029-07-25

e. Coupon or yield.

5.102100

f. The principal amount, to the nearest cent.

$3,662,801.00

g. Value of collateral, to the nearest cent.

$3,944,511.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.53%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$406,992,022.80

b. Excluding the value of any sponsor support:

$406,992,022.80

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.13%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BNP PARIBAS SA

Item C.2 The title of the issue (including coupon, if applicable).

BNP PARIBAS SA 1.570000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

R0MUWSFPU8MPRO8K5P83

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001197610

c. Other unique identifier.

928EDV007_1.57_0103

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

AMMC CLO XII 2013-12R E-R 20301111 FLT

c. LEI (if available).

549300YZO1X7UK2OVY35

d. Maturity date.

2030-11-11

e. Coupon or yield.

7.589800

f. The principal amount, to the nearest cent.

$8,368.00

g. Value of collateral, to the nearest cent.

$8,480.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ACIS CLO 2013-1 LTD

d. Maturity date.

2024-04-18

e. Coupon or yield.

6.232800

f. The principal amount, to the nearest cent.

$4,500,000.00

g. Value of collateral, to the nearest cent.

$4,564,267.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BARINGS CLO LTD 2013 I BARINGS CLO 2013 I L

d. Maturity date.

2028-01-20

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$34,306.00

g. Value of collateral, to the nearest cent.

$34,288.85

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

VOYA CLO LTD 2017-4 C-2 20301015 FLT

d. Maturity date.

2030-10-15

e. Coupon or yield.

3.133700

f. The principal amount, to the nearest cent.

$259,892.00

g. Value of collateral, to the nearest cent.

$267,920.06

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MAGNETITE XIV LTD

d. Maturity date.

2028-07-18

e. Coupon or yield.

6.603900

f. The principal amount, to the nearest cent.

$360,179.00

g. Value of collateral, to the nearest cent.

$367,276.09

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PALMER SQUARE CLO 2014 1 LTD

d. Maturity date.

2027-01-17

e. Coupon or yield.

8.253300

f. The principal amount, to the nearest cent.

$1,672,213.00

g. Value of collateral, to the nearest cent.

$1,699,815.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWABS INC 2007-7 2-A-4 20351225 FLT

d. Maturity date.

2035-12-25

e. Coupon or yield.

1.842100

f. The principal amount, to the nearest cent.

$2,569,366.00

g. Value of collateral, to the nearest cent.

$2,218,935.26

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT

d. Maturity date.

2037-01-25

e. Coupon or yield.

1.742100

f. The principal amount, to the nearest cent.

$6,447,742.00

g. Value of collateral, to the nearest cent.

$4,438,117.44

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

COVERIS HLDGS S A SR 144A NT 19

c. LEI (if available).

549300N263GYIVPVLC38

d. Maturity date.

2019-11-01

e. Coupon or yield.

7.875000

f. The principal amount, to the nearest cent.

$2,000,000.00

g. Value of collateral, to the nearest cent.

$2,020,375.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GOGO INTER HLDGS LLC/GOGO FIN SR SEC 144A NT22

d. Maturity date.

2022-07-01

e. Coupon or yield.

12.500000

f. The principal amount, to the nearest cent.

$3,000.00

g. Value of collateral, to the nearest cent.

$3,571.67

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES STL CORP NEW SR GLBL NT 25

c. LEI (if available).

JNLUVFYJT1OZSIQ24U47

d. Maturity date.

2025-08-15

e. Coupon or yield.

6.875000

f. The principal amount, to the nearest cent.

$349,000.00

g. Value of collateral, to the nearest cent.

$374,083.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PPL CAPITAL FUNDING, INC.

d. Maturity date.

2067-03-30

e. Coupon or yield.

4.358400

f. The principal amount, to the nearest cent.

$4,330,000.00

g. Value of collateral, to the nearest cent.

$4,275,875.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CNOOC NEXEN FINANCE ULC SR NT 4.25%24

d. Maturity date.

2024-04-30

e. Coupon or yield.

4.250000

f. The principal amount, to the nearest cent.

$228,000.00

g. Value of collateral, to the nearest cent.

$241,895.52

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 23

d. Maturity date.

2023-03-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$859,829.00

g. Value of collateral, to the nearest cent.

$858,204.88

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ONEOK INC NEW SR NT 4.95%47

c. LEI (if available).

2T3D6M0JSY48PSZI1Q41

d. Maturity date.

2047-07-13

e. Coupon or yield.

4.950000

f. The principal amount, to the nearest cent.

$1,963,147.00

g. Value of collateral, to the nearest cent.

$2,082,319.83

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SLM CORP FR 5.5%011519

c. LEI (if available).

54930067J0ZNOEBRW338

d. Maturity date.

2019-01-15

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$15,000.00

g. Value of collateral, to the nearest cent.

$15,660.83

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

REYNOLDS AMERICAN INC SR GLBL NT 25

c. LEI (if available).

02S2RPPVO9RP4NEU2740

d. Maturity date.

2025-06-12

e. Coupon or yield.

4.450000

f. The principal amount, to the nearest cent.

$1,841,000.00

g. Value of collateral, to the nearest cent.

$1,964,220.69

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MGM RESORTS INTERNATIONAL SR NT 6.625%21

c. LEI (if available).

54930066VBP7DZEGGJ87

d. Maturity date.

2021-12-15

e. Coupon or yield.

6.625000

f. The principal amount, to the nearest cent.

$500,000.00

g. Value of collateral, to the nearest cent.

$550,038.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ING U S INC FIX/FLT JR SB 53

c. LEI (if available).

549300T065Z4KJ686G75

d. Maturity date.

2053-05-15

e. Coupon or yield.

5.650000

f. The principal amount, to the nearest cent.

$6,000.00

g. Value of collateral, to the nearest cent.

$6,438.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PEMEX PROJ FDG MASTER TR SR GLBL 13 BD 35

c. LEI (if available).

549300CAZKPF4HKMPX17

d. Maturity date.

2035-06-15

e. Coupon or yield.

6.625000

f. The principal amount, to the nearest cent.

$25,000.00

g. Value of collateral, to the nearest cent.

$26,626.91

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK AMER CORP DEP SHS 1/25 PFD

c. LEI (if available).

9DJT3UXIJIZJI4WXO774

d. Maturity date.

2049-01-01

e. Coupon or yield.

6.250000

f. The principal amount, to the nearest cent.

$160,000.00

g. Value of collateral, to the nearest cent.

$179,974.67

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TESORO LOGISTICS LP / FIN CORP SR GLBL NT 27

d. Maturity date.

2027-12-01

e. Coupon or yield.

4.250000

f. The principal amount, to the nearest cent.

$29,000.00

g. Value of collateral, to the nearest cent.

$29,304.78

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

STENA INTL SA SR SEC 144A BD24

c. LEI (if available).

213800A4LTGG4W55QP46

d. Maturity date.

2024-03-01

e. Coupon or yield.

5.750000

f. The principal amount, to the nearest cent.

$661,000.00

g. Value of collateral, to the nearest cent.

$634,624.26

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SORENSON COMMUNICATIONS INC SR PIK 144A NT20

c. LEI (if available).

549300H02Z2SUR0GB419

d. Maturity date.

2020-10-31

e. Coupon or yield.

9.000000

f. The principal amount, to the nearest cent.

$658,317.00

g. Value of collateral, to the nearest cent.

$661,444.01

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FREEPORT-MCMORAN INC SR NT 3.1%20

d. Maturity date.

2020-03-15

e. Coupon or yield.

3.100000

f. The principal amount, to the nearest cent.

$500,000.00

g. Value of collateral, to the nearest cent.

$504,477.78

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FORD MOTOR CREDIT CO LLC GLBL NT 3.815%27

c. LEI (if available).

UDSQCVRUX5BONN0VY111

d. Maturity date.

2027-11-02

e. Coupon or yield.

3.815000

f. The principal amount, to the nearest cent.

$733,113.00

g. Value of collateral, to the nearest cent.

$736,426.98

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FORD MTR CO DEL SR GLBL NT 46

c. LEI (if available).

20S05OYHG0MQM4VUIC57

d. Maturity date.

2046-12-08

e. Coupon or yield.

5.291000

f. The principal amount, to the nearest cent.

$2,000.00

g. Value of collateral, to the nearest cent.

$2,177.49

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PROVIDENT FIN TR I

d. Maturity date.

2038-03-15

e. Coupon or yield.

7.405000

f. The principal amount, to the nearest cent.

$3,000.00

g. Value of collateral, to the nearest cent.

$3,469.18

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PILGRIMS PRIDE CORP NEW SR GLBL 144A 27

c. LEI (if available).

549300ZSLGV64ZL3HD75

d. Maturity date.

2027-09-30

e. Coupon or yield.

5.875000

f. The principal amount, to the nearest cent.

$806,566.00

g. Value of collateral, to the nearest cent.

$842,741.05

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PETROBRAS GLBL FIN B V SR GLBL NT 22

c. LEI (if available).

549300FNENFFSMO3GT38

d. Maturity date.

2022-01-17

e. Coupon or yield.

6.125000

f. The principal amount, to the nearest cent.

$8,000.00

g. Value of collateral, to the nearest cent.

$8,710.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TELECOM ITALIA CAP GTD SR NT 6%34

c. LEI (if available).

549300777DJZOR5C4L39

d. Maturity date.

2034-09-30

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$1,000.00

g. Value of collateral, to the nearest cent.

$1,137.33

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WARRIOR MET COAL INC SR SEC GLBL 24

c. LEI (if available).

549300152B1S9YKBYV79

d. Maturity date.

2024-11-01

e. Coupon or yield.

8.000000

f. The principal amount, to the nearest cent.

$1,499,943.00

g. Value of collateral, to the nearest cent.

$1,567,690.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TESORO LOGISTICS LP / CORP SR GLBL NT 22

d. Maturity date.

2022-10-15

e. Coupon or yield.

6.250000

f. The principal amount, to the nearest cent.

$3,109,000.00

g. Value of collateral, to the nearest cent.

$3,338,497.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CVS HEALTH CORP SR GLBL NT2.8%20

c. LEI (if available).

549300EJG376EN5NQE29

d. Maturity date.

2020-07-20

e. Coupon or yield.

2.800000

f. The principal amount, to the nearest cent.

$655,000.00

g. Value of collateral, to the nearest cent.

$664,410.17

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 28

d. Maturity date.

2028-01-15

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$3,182,901.00

g. Value of collateral, to the nearest cent.

$3,186,879.63

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

KRAFT HEINZ FOODS CO SR NT 2.8%20

c. LEI (if available).

5493003STKEZ2S0RNU91

d. Maturity date.

2020-07-02

e. Coupon or yield.

2.800000

f. The principal amount, to the nearest cent.

$214,000.00

g. Value of collateral, to the nearest cent.

$218,067.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ACE CASH EXPRESS INC 12%22

d. Maturity date.

2022-12-15

e. Coupon or yield.

12.000000

f. The principal amount, to the nearest cent.

$1.00

g. Value of collateral, to the nearest cent.

$1.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2005-1CB 1-A-4 20350325 5.5

d. Maturity date.

2035-03-25

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$14,300,000.00

g. Value of collateral, to the nearest cent.

$3,335,665.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SAMI 2006-AR2 A2

d. Maturity date.

2036-02-25

e. Coupon or yield.

1.862100

f. The principal amount, to the nearest cent.

$77,323,000.00

g. Value of collateral, to the nearest cent.

$4,258,383.31

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEW RESI MTG TR 2017-3 B-6 20570425 FLT

d. Maturity date.

2057-04-25

e. Coupon or yield.

5.448600

f. The principal amount, to the nearest cent.

$25,772,997.00

g. Value of collateral, to the nearest cent.

$7,823,682.63

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MASTR ALTERNATIVE LOAN TRUST 2002 1

d. Maturity date.

2036-02-25

e. Coupon or yield.

2.252100

f. The principal amount, to the nearest cent.

$26,199,000.00

g. Value of collateral, to the nearest cent.

$2,830,864.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2015-1 B-3 20450125 FLT

c. LEI (if available).

5493007E0SBYHIR7SU85

d. Maturity date.

2045-01-25

e. Coupon or yield.

3.874100

f. The principal amount, to the nearest cent.

$8.00

g. Value of collateral, to the nearest cent.

$7.07

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GSR MTG TR 2005-9F 5A-1 20351225 6.0

d. Maturity date.

2035-12-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$41,154,496.00

g. Value of collateral, to the nearest cent.

$6,525,547.70

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AMERICAN HOME MTG 2004-4 M-1 20450225 FLT

d. Maturity date.

2045-02-25

e. Coupon or yield.

2.377100

f. The principal amount, to the nearest cent.

$9,983,893.00

g. Value of collateral, to the nearest cent.

$6,129,396.55

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALT LOAN TR

d. Maturity date.

2046-09-25

e. Coupon or yield.

1.802100

f. The principal amount, to the nearest cent.

$36,112.00

g. Value of collateral, to the nearest cent.

$20,196.63

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2005 13CB

d. Maturity date.

2035-08-25

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$11,795,000.00

g. Value of collateral, to the nearest cent.

$3,809,664.69

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2004-8CB

d. Maturity date.

2034-06-25

e. Coupon or yield.

2.052100

f. The principal amount, to the nearest cent.

$15,766,000.00

g. Value of collateral, to the nearest cent.

$10,635,487.48

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WAMU 2006-AR1 1A1B

d. Maturity date.

2046-01-25

e. Coupon or yield.

2.132900

f. The principal amount, to the nearest cent.

$1,194,364.00

g. Value of collateral, to the nearest cent.

$191,011.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEW RESI MTG TR 2017-4 B-6 20570525 FLT

d. Maturity date.

2057-05-25

e. Coupon or yield.

5.328600

f. The principal amount, to the nearest cent.

$9,366,000.00

g. Value of collateral, to the nearest cent.

$5,474,633.28

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEQUOIA MTG TR 2014-4 B-3 20441125 FLT

c. LEI (if available).

549300BU8OEB78D7JI24

d. Maturity date.

2044-11-25

e. Coupon or yield.

3.870400

f. The principal amount, to the nearest cent.

$641.00

g. Value of collateral, to the nearest cent.

$594.53

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHAMS 2006

d. Maturity date.

2037-02-25

e. Coupon or yield.

2.052100

f. The principal amount, to the nearest cent.

$24,230,099.00

g. Value of collateral, to the nearest cent.

$2,932,216.73

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BSARM 2007-4 22A1

d. Maturity date.

2047-06-25

e. Coupon or yield.

3.618700

f. The principal amount, to the nearest cent.

$583,732.00

g. Value of collateral, to the nearest cent.

$94,050.97

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PMT CR RISK TRANSFER TR 2015-1

d. Maturity date.

2025-08-25

e. Coupon or yield.

6.552100

f. The principal amount, to the nearest cent.

$504.00

g. Value of collateral, to the nearest cent.

$458.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHLMC STACR 2015-HQA1 M-3 20280327 FLT

d. Maturity date.

2028-03-27

e. Coupon or yield.

6.252100

f. The principal amount, to the nearest cent.

$823.00

g. Value of collateral, to the nearest cent.

$937.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT

d. Maturity date.

2029-11-26

e. Coupon or yield.

4.402100

f. The principal amount, to the nearest cent.

$803.00

g. Value of collateral, to the nearest cent.

$833.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2005-80CB 2-A-1 20360225 6.0

d. Maturity date.

2036-02-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$52,325,088.00

g. Value of collateral, to the nearest cent.

$7,596,242.40

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.57%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$87,999,023.20

b. Excluding the value of any sponsor support:

$87,999,023.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.25%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

DANSKE BANK A/S (LONDON BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

DANSKE BANK A/S (LONDON BRANCH) 1.390000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

MAES062Z21O4RZ2U7M96

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001142175

c. Other unique identifier.

931WXW008

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-07

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.56%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$103,979,938.40

b. Excluding the value of any sponsor support:

$103,979,938.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.29%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.390000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

JHE42UYNWWTJB8YTTU19

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000859994

c. Other unique identifier.

931YLF004

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-22

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.39%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$283,999,326.92

b. Excluding the value of any sponsor support:

$283,999,326.92

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.79%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BARCLAYS BANK PLC

Item C.2 The title of the issue (including coupon, if applicable).

BARCLAYS BANK PLC 1.300000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

G5GSEF7VJP5I7OUK5573

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001484212

c. Other unique identifier.

932BDJ004_1.30_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2023-02-15

e. Coupon or yield.

7.125000

f. The principal amount, to the nearest cent.

$22,572,300.00

g. Value of collateral, to the nearest cent.

$28,492,315.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2020-02-15

e. Coupon or yield.

8.500000

f. The principal amount, to the nearest cent.

$100.00

g. Value of collateral, to the nearest cent.

$116.95

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2024-06-30

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$111,440,000.00

g. Value of collateral, to the nearest cent.

$110,235,478.96

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2021-06-30

e. Coupon or yield.

1.125000

f. The principal amount, to the nearest cent.

$20,189,000.00

g. Value of collateral, to the nearest cent.

$19,648,340.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2019-06-30

e. Coupon or yield.

1.250000

f. The principal amount, to the nearest cent.

$4,599,800.00

g. Value of collateral, to the nearest cent.

$4,585,826.11

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2022-05-31

e. Coupon or yield.

1.875000

f. The principal amount, to the nearest cent.

$100,000,000.00

g. Value of collateral, to the nearest cent.

$98,880,381.87

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2025-05-15

e. Coupon or yield.

2.125000

f. The principal amount, to the nearest cent.

$100.00

g. Value of collateral, to the nearest cent.

$98.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2022-01-31

e. Coupon or yield.

1.875000

f. The principal amount, to the nearest cent.

$100.00

g. Value of collateral, to the nearest cent.

$99.64

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2019-11-30

e. Coupon or yield.

1.750000

f. The principal amount, to the nearest cent.

$37,480,000.00

g. Value of collateral, to the nearest cent.

$37,426,843.27

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2019-11-15

e. Coupon or yield.

1.000000

f. The principal amount, to the nearest cent.

$26,514,300.00

g. Value of collateral, to the nearest cent.

$26,110,632.23

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2027-08-15

e. Coupon or yield.

2.250000

f. The principal amount, to the nearest cent.

$2,401,800.00

g. Value of collateral, to the nearest cent.

$2,383,390.73

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2024-07-31

e. Coupon or yield.

2.125000

f. The principal amount, to the nearest cent.

$520,900.00

g. Value of collateral, to the nearest cent.

$518,523.75

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2023-07-31

e. Coupon or yield.

1.250000

f. The principal amount, to the nearest cent.

$3,875,000.00

g. Value of collateral, to the nearest cent.

$3,686,593.92

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2018-05-10

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$151,805,600.00

g. Value of collateral, to the nearest cent.

$151,003,602.58

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.30%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$473,427,478.67

b. Excluding the value of any sponsor support:

$473,427,478.67

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.32%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

BARCLAYS BANK PLC

Item C.2 The title of the issue (including coupon, if applicable).

BARCLAYS BANK PLC 1.370000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

G5GSEF7VJP5I7OUK5573

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001484212

c. Other unique identifier.

932BDJ004_1.37_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2018-02-28

e. Coupon or yield.

0.750000

f. The principal amount, to the nearest cent.

$210,649,200.00

g. Value of collateral, to the nearest cent.

$210,968,583.76

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2022-08-31

e. Coupon or yield.

1.625000

f. The principal amount, to the nearest cent.

$42,008,400.00

g. Value of collateral, to the nearest cent.

$41,145,095.47

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2022-08-31

e. Coupon or yield.

1.875000

f. The principal amount, to the nearest cent.

$60,000,000.00

g. Value of collateral, to the nearest cent.

$59,472,928.18

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2022-06-30

e. Coupon or yield.

2.125000

f. The principal amount, to the nearest cent.

$1,911,000.00

g. Value of collateral, to the nearest cent.

$1,925,410.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2020-05-15

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$251,300.00

g. Value of collateral, to the nearest cent.

$261,439.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2019-03-31

e. Coupon or yield.

1.625000

f. The principal amount, to the nearest cent.

$1,960,200.00

g. Value of collateral, to the nearest cent.

$1,961,950.18

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2019-03-31

e. Coupon or yield.

1.500000

f. The principal amount, to the nearest cent.

$8,100,000.00

g. Value of collateral, to the nearest cent.

$8,093,996.21

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2020-11-30

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$25,190,000.00

g. Value of collateral, to the nearest cent.

$25,235,931.61

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2027-11-15

e. Coupon or yield.

2.250000

f. The principal amount, to the nearest cent.

$4,622,400.00

g. Value of collateral, to the nearest cent.

$4,560,990.52

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2025-11-15

e. Coupon or yield.

2.250000

f. The principal amount, to the nearest cent.

$60,830,000.00

g. Value of collateral, to the nearest cent.

$60,369,048.91

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2022-10-31

e. Coupon or yield.

1.875000

f. The principal amount, to the nearest cent.

$2,340,000.00

g. Value of collateral, to the nearest cent.

$2,310,763.90

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2018-10-31

e. Coupon or yield.

1.242900

f. The principal amount, to the nearest cent.

$200,000.00

g. Value of collateral, to the nearest cent.

$200,804.90

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2041-11-15

e. Coupon or yield.

3.125000

f. The principal amount, to the nearest cent.

$7,284,100.00

g. Value of collateral, to the nearest cent.

$7,838,699.30

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2046-05-15

e. Coupon or yield.

2.500000

f. The principal amount, to the nearest cent.

$4,889,900.00

g. Value of collateral, to the nearest cent.

$4,652,623.34

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2043-05-15

e. Coupon or yield.

2.875000

f. The principal amount, to the nearest cent.

$13,460,000.00

g. Value of collateral, to the nearest cent.

$13,849,323.44

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2018-03-08

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$61,900,000.00

g. Value of collateral, to the nearest cent.

$61,742,326.94

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2021-12-31

e. Coupon or yield.

2.125000

f. The principal amount, to the nearest cent.

$7,799,900.00

g. Value of collateral, to the nearest cent.

$7,876,998.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2018-12-31

e. Coupon or yield.

1.375000

f. The principal amount, to the nearest cent.

$2,100,000.00

g. Value of collateral, to the nearest cent.

$2,104,436.82

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2018-03-15

e. Coupon or yield.

1.000000

f. The principal amount, to the nearest cent.

$2,500,000.00

g. Value of collateral, to the nearest cent.

$2,505,401.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2020-02-28

e. Coupon or yield.

1.250000

f. The principal amount, to the nearest cent.

$21,306,800.00

g. Value of collateral, to the nearest cent.

$21,095,460.97

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2023-02-15

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$12,210,000.00

g. Value of collateral, to the nearest cent.

$12,160,977.51

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2020-02-15

e. Coupon or yield.

1.375000

f. The principal amount, to the nearest cent.

$4,560,000.00

g. Value of collateral, to the nearest cent.

$4,530,446.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2020-01-31

e. Coupon or yield.

1.375000

f. The principal amount, to the nearest cent.

$35,999,900.00

g. Value of collateral, to the nearest cent.

$35,806,291.95

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.37%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$579,000,000.00

b. Excluding the value of any sponsor support:

$579,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.61%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

DANSKE BANK A/S (LONDON BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

DANSKE BANK A/S (LONDON BRANCH) 1.505000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

MAES062Z21O4RZ2U7M96

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001142175

c. Other unique identifier.

932GDB000

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-03-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.60%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$20,996,407.32

b. Excluding the value of any sponsor support:

$20,996,407.32

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.06%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WELLS FARGO BANK NA

Item C.2 The title of the issue (including coupon, if applicable).

WELLS FARGO BANK NA 1.702500%

Item C.3 The CUSIP.

94989RFQ6

Item C.4 The LEI (if available). (See General Instruction E.)

KB1H1DSPRFMYMCUFXT09

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000827124

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-19

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.41%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$250,042,002.50

b. Excluding the value of any sponsor support:

$250,042,002.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.70%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WELLS FARGO BANK NA

Item C.2 The title of the issue (including coupon, if applicable).

WELLS FARGO BANK NA 1.400000%

Item C.3 The CUSIP.

94989RNR5

Item C.4 The LEI (if available). (See General Instruction E.)

KB1H1DSPRFMYMCUFXT09

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000827124

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-07

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.54%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$159,973,760.00

b. Excluding the value of any sponsor support:

$159,973,760.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.45%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WELLS FARGO BANK NA

Item C.2 The title of the issue (including coupon, if applicable).

WELLS FARGO BANK NA 1.410000%

Item C.3 The CUSIP.

94989RNU8

Item C.4 The LEI (if available). (See General Instruction E.)

KB1H1DSPRFMYMCUFXT09

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000827124

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.53%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$411,947,305.20

b. Excluding the value of any sponsor support:

$411,947,305.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.15%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WELLS FARGO BANK NA

Item C.2 The title of the issue (including coupon, if applicable).

WELLS FARGO BANK NA 1.671100%

Item C.3 The CUSIP.

94989RNV6

Item C.4 The LEI (if available). (See General Instruction E.)

KB1H1DSPRFMYMCUFXT09

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000827124

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-22

2018-04-20

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.58%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$168,032,257.68

b. Excluding the value of any sponsor support:

$168,032,257.68

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.47%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WESTPAC BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

WESTPAC BANKING CORP (NEW YORK BRANCH) 1.742100%

Item C.3 The CUSIP.

96121T3L0

Item C.4 The LEI (if available). (See General Instruction E.)

EN5TNI6CI43VEPAMHL14

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-29

2018-04-27

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.59%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$165,037,456.65

b. Excluding the value of any sponsor support:

$165,037,456.65

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.46%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WESTPAC BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

WESTPAC BANKING CORP (NEW YORK BRANCH) 1.660000%

Item C.3 The CUSIP.

96121T5F1

Item C.4 The LEI (if available). (See General Instruction E.)

EN5TNI6CI43VEPAMHL14

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-20

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.62%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$200,010,962.00

b. Excluding the value of any sponsor support:

$200,010,962.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.56%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WESTPAC BANKING CORP (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

WESTPAC BANKING CORP (NEW YORK BRANCH) 1.660000%

Item C.3 The CUSIP.

96121T5J3

Item C.4 The LEI (if available). (See General Instruction E.)

EN5TNI6CI43VEPAMHL14

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-21

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.63%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$148,007,179.48

b. Excluding the value of any sponsor support:

$148,007,179.48

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.41%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WESTPAC BANKING CORP

Item C.2 The title of the issue (including coupon, if applicable).

WESTPAC BANKING CORP 0.000000%

Item C.3 The CUSIP.

9612C1BP1

Item C.4 The LEI (if available). (See General Instruction E.)

EN5TNI6CI43VEPAMHL14

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-23

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.64%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$124,681,887.50

b. Excluding the value of any sponsor support:

$124,681,887.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.35%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

RBC CAPITAL MARKETS LLC

Item C.2 The title of the issue (including coupon, if applicable).

RBC CAPITAL MARKETS LLC 1.520000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

549300LCO2FLSSVFFR64

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000050916

c. Other unique identifier.

964FUM000_1.52_0103

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

AT&T INC SR GLBL NT3.9%27

c. LEI (if available).

549300Z40J86GGSTL398

d. Maturity date.

2027-08-14

e. Coupon or yield.

3.900000

f. The principal amount, to the nearest cent.

$422.00

g. Value of collateral, to the nearest cent.

$429.35

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AT&T INC SR GLBL NT 46

c. LEI (if available).

549300Z40J86GGSTL398

d. Maturity date.

2046-05-15

e. Coupon or yield.

4.750000

f. The principal amount, to the nearest cent.

$123,000.00

g. Value of collateral, to the nearest cent.

$120,728.87

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AT&T INC SR GLBL NT 5%21

c. LEI (if available).

549300Z40J86GGSTL398

d. Maturity date.

2021-03-01

e. Coupon or yield.

5.000000

f. The principal amount, to the nearest cent.

$175,000.00

g. Value of collateral, to the nearest cent.

$190,212.56

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CAPITAL ONE BK USA NATL ASSN SUB NT 3.375%23

d. Maturity date.

2023-02-15

e. Coupon or yield.

3.375000

f. The principal amount, to the nearest cent.

$2,000,000.00

g. Value of collateral, to the nearest cent.

$2,040,465.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK NEW YORK MTN BK ENT FR 3.4%051524

c. LEI (if available).

WFLLPEPC7FZXENRZV188

d. Maturity date.

2024-05-15

e. Coupon or yield.

3.400000

f. The principal amount, to the nearest cent.

$4,000.00

g. Value of collateral, to the nearest cent.

$4,162.26

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WELLS FARGO CO MTN BE FR 3.9%050145

c. LEI (if available).

PBLD0EJDB5FWOLXP3B76

d. Maturity date.

2045-05-01

e. Coupon or yield.

3.900000

f. The principal amount, to the nearest cent.

$1,529,000.00

g. Value of collateral, to the nearest cent.

$1,591,373.01

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

VERIZON COMMUNICATIONS INC SR GLBL NT 55

c. LEI (if available).

2S72QS2UO2OESLG6Y829

d. Maturity date.

2055-03-15

e. Coupon or yield.

4.672000

f. The principal amount, to the nearest cent.

$3,238,000.00

g. Value of collateral, to the nearest cent.

$3,166,073.95

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ABB FIN USA INC SR NT 4.375%42

c. LEI (if available).

5493002Y01YAFV45F528

d. Maturity date.

2042-05-08

e. Coupon or yield.

4.375000

f. The principal amount, to the nearest cent.

$95,000.00

g. Value of collateral, to the nearest cent.

$102,814.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CONOCOPHILLIPS CO SR GLBL NT4.3%44

c. LEI (if available).

6VJJ5GQWIRDQ06DUXG89

d. Maturity date.

2044-11-15

e. Coupon or yield.

4.300000

f. The principal amount, to the nearest cent.

$2,240,000.00

g. Value of collateral, to the nearest cent.

$2,455,276.44

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MEDTRONIC INC SR GLBL NT 45

c. LEI (if available).

D56MRZY2INAN94ZONZ37

d. Maturity date.

2045-03-15

e. Coupon or yield.

4.625000

f. The principal amount, to the nearest cent.

$1,795,000.00

g. Value of collateral, to the nearest cent.

$2,109,988.60

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JPMORGAN CHASE & CO SR NT 1.625%18

c. LEI (if available).

8I5DZWZKVSZI1NUHU748

d. Maturity date.

2018-05-15

e. Coupon or yield.

1.625000

f. The principal amount, to the nearest cent.

$2,605,000.00

g. Value of collateral, to the nearest cent.

$2,608,636.87

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PEPSICO INC SR GLBL NT4.6%45

c. LEI (if available).

FJSUNZKFNQ5YPJ5OT455

d. Maturity date.

2045-07-17

e. Coupon or yield.

4.600000

f. The principal amount, to the nearest cent.

$2,860,000.00

g. Value of collateral, to the nearest cent.

$3,372,798.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY FR 4.1%052223

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2023-05-22

e. Coupon or yield.

4.100000

f. The principal amount, to the nearest cent.

$2,630,000.00

g. Value of collateral, to the nearest cent.

$2,749,096.63

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY FR 4.35%090826

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2026-09-08

e. Coupon or yield.

4.350000

f. The principal amount, to the nearest cent.

$3,437,000.00

g. Value of collateral, to the nearest cent.

$3,641,922.53

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

USB CPTL IX

d. Maturity date.

2049-01-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$395,000.00

g. Value of collateral, to the nearest cent.

$360,316.81

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HEINZ H J CO SR SEC 144A NT25

c. LEI (if available).

5493003STKEZ2S0RNU91

d. Maturity date.

2025-02-15

e. Coupon or yield.

4.875000

f. The principal amount, to the nearest cent.

$2,838,000.00

g. Value of collateral, to the nearest cent.

$3,059,039.99

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GOLDMAN SACHS GRP INC MTN BE VR 111513-111518

c. LEI (if available).

784F5XWPLTWKTBV3E584

d. Maturity date.

2018-11-15

e. Coupon or yield.

2.515900

f. The principal amount, to the nearest cent.

$2,802,000.00

g. Value of collateral, to the nearest cent.

$2,828,016.40

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GENERAL MTRS CO SR GLBL NT3.5%18

c. LEI (if available).

54930070NSV60J38I987

d. Maturity date.

2018-10-02

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$2,353,000.00

g. Value of collateral, to the nearest cent.

$2,397,397.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

EDF S A SR 144A NT 45

c. LEI (if available).

549300X3UK4GG3FNMO06

d. Maturity date.

2045-10-13

e. Coupon or yield.

4.950000

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$3,387,240.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

THOMSON REUTERS CORP SR NT 3.85%24

c. LEI (if available).

549300561UZND4C7B569

d. Maturity date.

2024-09-29

e. Coupon or yield.

3.850000

f. The principal amount, to the nearest cent.

$200,000.00

g. Value of collateral, to the nearest cent.

$208,648.78

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROGERS COMMUNICATIONS INC SR NT 3.625%25

c. LEI (if available).

54930030NVF3Y2OL0A78

d. Maturity date.

2025-12-15

e. Coupon or yield.

3.625000

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$3,063,869.17

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RAYTHEON CO FR 4.2%121544

c. LEI (if available).

YR6K3WJN0KKLUPZSNL57

d. Maturity date.

2044-12-15

e. Coupon or yield.

4.200000

f. The principal amount, to the nearest cent.

$2,800,000.00

g. Value of collateral, to the nearest cent.

$3,110,389.33

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

COMCAST CORP NEW SR NT 4.5%43

c. LEI (if available).

51M0QTTNCGUN7KFCFZ59

d. Maturity date.

2043-01-15

e. Coupon or yield.

4.500000

f. The principal amount, to the nearest cent.

$1,324,000.00

g. Value of collateral, to the nearest cent.

$1,486,626.92

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MASSMUTUAL GLBL FDG II MTN144A FR 2%041521

d. Maturity date.

2021-04-15

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$500,000.00

g. Value of collateral, to the nearest cent.

$494,020.56

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK MONTREAL MTN SR FR 1.8%073118

c. LEI (if available).

NQQ6HPCNCCU6TUTQYE16

d. Maturity date.

2018-07-31

e. Coupon or yield.

1.800000

f. The principal amount, to the nearest cent.

$1,859,000.00

g. Value of collateral, to the nearest cent.

$1,871,641.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

APPLE INC SR NT 3.45%45

d. Maturity date.

2045-02-09

e. Coupon or yield.

3.450000

f. The principal amount, to the nearest cent.

$994,000.00

g. Value of collateral, to the nearest cent.

$982,098.51

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NORDEA BK AB MTN 144A SR 144A NT 18

c. LEI (if available).

6SCPQ280AIY8EP3XFW53

d. Maturity date.

2018-09-17

e. Coupon or yield.

1.875000

f. The principal amount, to the nearest cent.

$7,650,000.00

g. Value of collateral, to the nearest cent.

$7,686,892.13

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEW YORK LIFE GBL FDG MTN 144A FR 1.95%021120

c. LEI (if available).

635400DPNHEAUHB7ZI15

d. Maturity date.

2020-02-11

e. Coupon or yield.

1.950000

f. The principal amount, to the nearest cent.

$705,000.00

g. Value of collateral, to the nearest cent.

$705,356.02

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BARD C R INC SR NT 1.375%18

c. LEI (if available).

549300XS4HD3R8MDYK78

d. Maturity date.

2018-01-15

e. Coupon or yield.

1.375000

f. The principal amount, to the nearest cent.

$25,000.00

g. Value of collateral, to the nearest cent.

$25,152.35

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WELLS FARGO CO MTN BE FR 3.45%021323

c. LEI (if available).

PBLD0EJDB5FWOLXP3B76

d. Maturity date.

2023-02-13

e. Coupon or yield.

3.450000

f. The principal amount, to the nearest cent.

$75,000.00

g. Value of collateral, to the nearest cent.

$77,343.25

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WELLS FARGO CO NEW SUB NT 5.606%44

c. LEI (if available).

PBLD0EJDB5FWOLXP3B76

d. Maturity date.

2044-01-15

e. Coupon or yield.

5.606000

f. The principal amount, to the nearest cent.

$2,645,000.00

g. Value of collateral, to the nearest cent.

$3,321,084.34

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HOST HOTELS & RESORTS LP SR -D NT 3.75%23

c. LEI (if available).

FXB7X4WXVA8QPMNOGS12

d. Maturity date.

2023-10-15

e. Coupon or yield.

3.750000

f. The principal amount, to the nearest cent.

$3,600,000.00

g. Value of collateral, to the nearest cent.

$3,689,490.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JPMORGAN CHASE & CO SR NT 4.625%21

c. LEI (if available).

8I5DZWZKVSZI1NUHU748

d. Maturity date.

2021-05-10

e. Coupon or yield.

4.625000

f. The principal amount, to the nearest cent.

$23,101,000.00

g. Value of collateral, to the nearest cent.

$24,798,811.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEW YORK PRESBYTERIAN HOSP TAX BD 4.024% 45

c. LEI (if available).

19EOSPKL8HML7MY3UE63

d. Maturity date.

2045-08-01

e. Coupon or yield.

4.024000

f. The principal amount, to the nearest cent.

$2,000.00

g. Value of collateral, to the nearest cent.

$2,143.61

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MICROSOFT CORP SR NT 3.5%42

c. LEI (if available).

INR2EJN1ERAN0W5ZP974

d. Maturity date.

2042-11-15

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$194,000.00

g. Value of collateral, to the nearest cent.

$195,033.59

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

APPLE INC SR GLBL NT 46

c. LEI (if available).

HWUPKR0MPOU8FGXBT394

d. Maturity date.

2046-02-23

e. Coupon or yield.

4.650000

f. The principal amount, to the nearest cent.

$1,946,000.00

g. Value of collateral, to the nearest cent.

$2,304,715.91

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AT&T INC SR GLBL 144A 46

c. LEI (if available).

549300Z40J86GGSTL398

d. Maturity date.

2046-11-15

e. Coupon or yield.

5.150000

f. The principal amount, to the nearest cent.

$291.00

g. Value of collateral, to the nearest cent.

$298.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AT&T INC SR GLBL 144A 48

c. LEI (if available).

549300Z40J86GGSTL398

d. Maturity date.

2048-03-09

e. Coupon or yield.

4.500000

f. The principal amount, to the nearest cent.

$1,297,000.00

g. Value of collateral, to the nearest cent.

$1,230,100.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CATERPILLAR FINL CORP PWRNTSBE FR 1.9%121519

c. LEI (if available).

EDBQKYOPJUCJKLOJDE72

d. Maturity date.

2019-12-15

e. Coupon or yield.

1.900000

f. The principal amount, to the nearest cent.

$1,000,000.00

g. Value of collateral, to the nearest cent.

$994,250.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CARDINAL HEALTH INC SR GLBL NT 47

c. LEI (if available).

CCU46N3GJMF4OK4N7U60

d. Maturity date.

2047-06-15

e. Coupon or yield.

4.368000

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$3,005,006.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BARCLAYS BANK PLC FR 3.5%111732

c. LEI (if available).

G5GSEF7VJP5I7OUK5573

d. Maturity date.

2032-11-17

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$174,000.00

g. Value of collateral, to the nearest cent.

$171,811.66

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AT&T INC SR GLBL REGS 30

c. LEI (if available).

549300Z40J86GGSTL398

d. Maturity date.

2030-02-15

e. Coupon or yield.

4.300000

f. The principal amount, to the nearest cent.

$2,453,614.00

g. Value of collateral, to the nearest cent.

$2,481,230.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ZOETIS INC SR NT 3%27

c. LEI (if available).

549300HD9Q1LOC9KLJ48

d. Maturity date.

2027-09-12

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$1,030.00

g. Value of collateral, to the nearest cent.

$1,013.49

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK AMER CORP SR GLBL 144A 28

c. LEI (if available).

9DJT3UXIJIZJI4WXO774

d. Maturity date.

2028-12-20

e. Coupon or yield.

3.419000

f. The principal amount, to the nearest cent.

$1,200,000.00

g. Value of collateral, to the nearest cent.

$1,198,781.70

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MONDELEZ INTL INC SR FLT NT 19

c. LEI (if available).

549300DV9GIB88LZ5P30

d. Maturity date.

2019-02-01

e. Coupon or yield.

1.896800

f. The principal amount, to the nearest cent.

$1,000,000.00

g. Value of collateral, to the nearest cent.

$1,005,555.92

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MACQUARIE GRP LTD SR MTN 144A FR 3.763%112828

c. LEI (if available).

ACMHD8HWFMFUIQQ8Y590

d. Maturity date.

2028-11-28

e. Coupon or yield.

3.763000

f. The principal amount, to the nearest cent.

$3,689,285.00

g. Value of collateral, to the nearest cent.

$3,677,333.05

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

LILLY ELI & CO SR NT 3.7%45

c. LEI (if available).

FRDRIPF3EKNDJ2CQJL29

d. Maturity date.

2045-03-01

e. Coupon or yield.

3.700000

f. The principal amount, to the nearest cent.

$3,250,000.00

g. Value of collateral, to the nearest cent.

$3,390,392.78

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

QUALCOMM INC FR 2.6%013023

c. LEI (if available).

H1J8DDZKZP6H7RWC0H53

d. Maturity date.

2023-01-30

e. Coupon or yield.

2.600000

f. The principal amount, to the nearest cent.

$10,000.00

g. Value of collateral, to the nearest cent.

$9,912.32

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY VR 021717-021420

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2020-02-14

e. Coupon or yield.

2.212900

f. The principal amount, to the nearest cent.

$30,000.00

g. Value of collateral, to the nearest cent.

$30,202.98

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY VR 012017-012022

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2022-01-20

e. Coupon or yield.

2.542600

f. The principal amount, to the nearest cent.

$3,184,000.00

g. Value of collateral, to the nearest cent.

$3,252,243.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNION PAC CORP SR GLBL NT 45

c. LEI (if available).

549300LMMRSZZCZ8CL11

d. Maturity date.

2045-11-15

e. Coupon or yield.

4.050000

f. The principal amount, to the nearest cent.

$2,200,000.00

g. Value of collateral, to the nearest cent.

$2,382,556.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BK ONT COCO 31

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2031-09-15

e. Coupon or yield.

3.625000

f. The principal amount, to the nearest cent.

$2,162,000.00

g. Value of collateral, to the nearest cent.

$2,172,101.34

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GOLDMAN SACHS GROUP INC SR GLBL E STP 29

c. LEI (if available).

784F5XWPLTWKTBV3E584

d. Maturity date.

2029-12-27

e. Coupon or yield.

3.250000

f. The principal amount, to the nearest cent.

$1,984,000.00

g. Value of collateral, to the nearest cent.

$1,981,485.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CENTRICA PLC SR REGS NT 43

c. LEI (if available).

E26EDV109X6EEPBKVH76

d. Maturity date.

2043-10-16

e. Coupon or yield.

5.375000

f. The principal amount, to the nearest cent.

$222,000.00

g. Value of collateral, to the nearest cent.

$256,132.35

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

EDF S A SR GLBL REGS 39

c. LEI (if available).

549300X3UK4GG3FNMO06

d. Maturity date.

2039-01-26

e. Coupon or yield.

6.950000

f. The principal amount, to the nearest cent.

$3,388,000.00

g. Value of collateral, to the nearest cent.

$4,732,282.17

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALIBABA GROUP HLDG LTD SR GLBL NT 4%37

c. LEI (if available).

5493001NTNQJDH60PM02

d. Maturity date.

2037-12-06

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$841,021.00

g. Value of collateral, to the nearest cent.

$870,158.64

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALIBABA GROUP HLDG LTD 2.8%23

c. LEI (if available).

5493001NTNQJDH60PM02

d. Maturity date.

2023-06-06

e. Coupon or yield.

2.800000

f. The principal amount, to the nearest cent.

$11,491,041.00

g. Value of collateral, to the nearest cent.

$11,469,884.72

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CREDIT AGRICOLE SA LONDON BRH FR 3.25%100424

c. LEI (if available).

969500TJ5KRTCJQWXH05

d. Maturity date.

2024-10-04

e. Coupon or yield.

3.250000

f. The principal amount, to the nearest cent.

$348,807.00

g. Value of collateral, to the nearest cent.

$348,588.51

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

COMMONWEALTH BK AUSTRALIA REGS FR 2%090621

c. LEI (if available).

MSFSBD3QN1GSN7Q6C537

d. Maturity date.

2021-09-06

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$149,000.00

g. Value of collateral, to the nearest cent.

$146,815.33

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CDP FINANCIAL INC. GTD SR NT 144A39

d. Maturity date.

2039-11-25

e. Coupon or yield.

5.600000

f. The principal amount, to the nearest cent.

$5,890,000.00

g. Value of collateral, to the nearest cent.

$7,791,874.45

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEW YORK PRESBYTERIAN HOSP TAX SR BD-16 36

c. LEI (if available).

19EOSPKL8HML7MY3UE63

d. Maturity date.

2036-08-01

e. Coupon or yield.

3.563000

f. The principal amount, to the nearest cent.

$1,475,000.00

g. Value of collateral, to the nearest cent.

$1,505,027.89

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NETAPP INC SR GLBL NT3.3%24

c. LEI (if available).

QTX3D84DZDD5JYOCYH15

d. Maturity date.

2024-09-29

e. Coupon or yield.

3.300000

f. The principal amount, to the nearest cent.

$4,971,806.00

g. Value of collateral, to the nearest cent.

$4,985,727.06

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MASS INST TECH MTN BE SR -E BD3.885%16

c. LEI (if available).

DLZO3A31IADZ27B62557

d. Maturity date.

2116-07-01

e. Coupon or yield.

3.885000

f. The principal amount, to the nearest cent.

$845,000.00

g. Value of collateral, to the nearest cent.

$842,582.59

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PEPSICO INC SR GLBL NT 2%21

c. LEI (if available).

FJSUNZKFNQ5YPJ5OT455

d. Maturity date.

2021-04-15

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$994,394.00

g. Value of collateral, to the nearest cent.

$987,010.07

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NOVARTIS CAPITAL CORP SR GLBL NT 4%45

d. Maturity date.

2045-11-20

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$7,984,000.00

g. Value of collateral, to the nearest cent.

$8,684,702.46

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

U S BANCORP MTNS BK ENT FR 2.375%072226

c. LEI (if available).

N1GZ7BBF3NP8GI976H15

d. Maturity date.

2026-07-22

e. Coupon or yield.

2.375000

f. The principal amount, to the nearest cent.

$8,800,000.00

g. Value of collateral, to the nearest cent.

$8,375,203.22

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK VR 071316-071321

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2021-07-13

e. Coupon or yield.

2.258600

f. The principal amount, to the nearest cent.

$85,000.00

g. Value of collateral, to the nearest cent.

$86,999.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TEXAS HEALTH RES -2015 SINK BD 55

c. LEI (if available).

54930008C10TUBW7Z611

d. Maturity date.

2055-11-15

e. Coupon or yield.

4.330000

f. The principal amount, to the nearest cent.

$505,000.00

g. Value of collateral, to the nearest cent.

$554,829.47

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TEACHERS INS & ANNUITY ASSN AM SR SURP 144A 47

c. LEI (if available).

O06XD7BJ4EPXNABVFN69

d. Maturity date.

2047-05-15

e. Coupon or yield.

4.270000

f. The principal amount, to the nearest cent.

$1,000,000.00

g. Value of collateral, to the nearest cent.

$1,060,008.89

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK OF MONTREAL VR 091117-091122

c. LEI (if available).

NQQ6HPCNCCU6TUTQYE16

d. Maturity date.

2022-09-11

e. Coupon or yield.

2.166100

f. The principal amount, to the nearest cent.

$850,000.00

g. Value of collateral, to the nearest cent.

$852,730.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NORTHWEST FLA TIMBER FIN LLC SR SEC 144A NT29

d. Maturity date.

2029-03-04

e. Coupon or yield.

4.750000

f. The principal amount, to the nearest cent.

$5,108,000.00

g. Value of collateral, to the nearest cent.

$4,909,196.64

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEW YORK PRESBYTERIAN HOSP SR -2016 BD 56

c. LEI (if available).

19EOSPKL8HML7MY3UE63

d. Maturity date.

2056-08-01

e. Coupon or yield.

4.063000

f. The principal amount, to the nearest cent.

$15,000.00

g. Value of collateral, to the nearest cent.

$15,957.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CISCO SYS INC SR NT 2.45%20

c. LEI (if available).

8E6NF1YAL0WT6CWXXV93

d. Maturity date.

2020-06-15

e. Coupon or yield.

2.450000

f. The principal amount, to the nearest cent.

$17,460,000.00

g. Value of collateral, to the nearest cent.

$17,581,395.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.52%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$183,997,442.40

b. Excluding the value of any sponsor support:

$183,997,442.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.51%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

RBC CAPITAL MARKETS LLC

Item C.2 The title of the issue (including coupon, if applicable).

RBC CAPITAL MARKETS LLC 1.400000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

549300LCO2FLSSVFFR64

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000050916

c. Other unique identifier.

964FUN008_1.40_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

FNRM CL106PY R17F106

d. Maturity date.

2048-01-25

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$82,657.00

g. Value of collateral, to the nearest cent.

$79,226.18

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNAR XX.XXX LBAE5892

d. Maturity date.

2040-10-01

e. Coupon or yield.

3.510000

f. The principal amount, to the nearest cent.

$2,777,818.00

g. Value of collateral, to the nearest cent.

$538,774.64

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

03.500 FGPC Q52162 G

d. Maturity date.

2047-11-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$39,003.00

g. Value of collateral, to the nearest cent.

$40,107.35

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 03.000 CIMA3247

d. Maturity date.

2032-12-01

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$12,118,526.00

g. Value of collateral, to the nearest cent.

$12,366,026.70

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 03.000 CI890822

d. Maturity date.

2032-12-01

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$4,749,555.00

g. Value of collateral, to the nearest cent.

$4,851,643.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 03.500 CLBE3767

d. Maturity date.

2047-07-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$21,653,913.00

g. Value of collateral, to the nearest cent.

$21,757,783.09

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 04.000 CLAS9598

d. Maturity date.

2047-05-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$1,969,611.00

g. Value of collateral, to the nearest cent.

$2,056,657.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

04.000 FGPC Q50416 G

d. Maturity date.

2047-09-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$50,007.00

g. Value of collateral, to the nearest cent.

$52,372.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 03.500 CLAS8804

d. Maturity date.

2047-02-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$118,402.00

g. Value of collateral, to the nearest cent.

$114,676.84

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

03.500 FGPC Q52307 G

d. Maturity date.

2047-11-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$4,525,000.00

g. Value of collateral, to the nearest cent.

$4,672,736.15

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

03.500 FGPC Q51775 G

d. Maturity date.

2047-11-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$4,302,625.00

g. Value of collateral, to the nearest cent.

$4,389,384.83

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 04.000 CLMA3149

d. Maturity date.

2047-10-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$120,794.00

g. Value of collateral, to the nearest cent.

$124,942.11

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

04.000 FGPC G67702 G

d. Maturity date.

2047-01-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$63,939,391.00

g. Value of collateral, to the nearest cent.

$60,227,124.44

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

02.500 FGPC G18669 G

d. Maturity date.

2032-12-01

e. Coupon or yield.

2.500000

f. The principal amount, to the nearest cent.

$16,511,493.00

g. Value of collateral, to the nearest cent.

$16,396,746.51

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

03.500 FGPC Q52638 G

d. Maturity date.

2047-12-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$69,452.00

g. Value of collateral, to the nearest cent.

$71,666.66

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.40%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$124,000,000.00

b. Excluding the value of any sponsor support:

$124,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.35%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

RBC DOMINION SECURITIES INC

Item C.2 The title of the issue (including coupon, if applicable).

RBC DOMINION SECURITIES INC 1.300000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

549300QJJX6CVVUXLE15

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000050916

c. Other unique identifier.

964FUR009_1.30_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2027-08-15

e. Coupon or yield.

2.250000

f. The principal amount, to the nearest cent.

$1,000.00

g. Value of collateral, to the nearest cent.

$992.34

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2025-07-15

e. Coupon or yield.

0.375000

f. The principal amount, to the nearest cent.

$45,454,100.00

g. Value of collateral, to the nearest cent.

$47,294,622.64

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2021-04-15

e. Coupon or yield.

0.125000

f. The principal amount, to the nearest cent.

$14,000.00

g. Value of collateral, to the nearest cent.

$14,486.05

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2023-01-15

e. Coupon or yield.

0.125000

f. The principal amount, to the nearest cent.

$3,674,800.00

g. Value of collateral, to the nearest cent.

$3,888,558.71

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2046-02-15

e. Coupon or yield.

1.000000

f. The principal amount, to the nearest cent.

$100.00

g. Value of collateral, to the nearest cent.

$110.78

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2024-11-15

e. Coupon or yield.

2.250000

f. The principal amount, to the nearest cent.

$300.00

g. Value of collateral, to the nearest cent.

$298.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2024-08-31

e. Coupon or yield.

1.875000

f. The principal amount, to the nearest cent.

$57,187,400.00

g. Value of collateral, to the nearest cent.

$55,916,436.89

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.30%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$105,000,000.00

b. Excluding the value of any sponsor support:

$105,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.29%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

RBC DOMINION SECURITIES INC

Item C.2 The title of the issue (including coupon, if applicable).

RBC DOMINION SECURITIES INC 1.350000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

549300QJJX6CVVUXLE15

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000050916

c. Other unique identifier.

964FUR009_1.35_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2019-02-15

e. Coupon or yield.

8.875000

f. The principal amount, to the nearest cent.

$855,500.00

g. Value of collateral, to the nearest cent.

$951,366.40

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2025-07-15

e. Coupon or yield.

0.375000

f. The principal amount, to the nearest cent.

$30,978,500.00

g. Value of collateral, to the nearest cent.

$32,232,878.16

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2046-08-15

e. Coupon or yield.

2.250000

f. The principal amount, to the nearest cent.

$1,800.00

g. Value of collateral, to the nearest cent.

$1,633.13

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2043-05-15

e. Coupon or yield.

2.875000

f. The principal amount, to the nearest cent.

$18,312,200.00

g. Value of collateral, to the nearest cent.

$18,841,870.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

United States Treasury Department

d. Maturity date.

2040-02-15

e. Coupon or yield.

4.625000

f. The principal amount, to the nearest cent.

$100.00

g. Value of collateral, to the nearest cent.

$134.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.35%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$51,000,000.00

b. Excluding the value of any sponsor support:

$51,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.14%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

RBC DOMINION SECURITIES INC

Item C.2 The title of the issue (including coupon, if applicable).

RBC DOMINION SECURITIES INC 1.400000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

549300QJJX6CVVUXLE15

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000050916

c. Other unique identifier.

964FUR009_1.40_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

GNII SF MA3597 M

d. Maturity date.

2046-04-20

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$186,052,784.00

g. Value of collateral, to the nearest cent.

$143,028,063.05

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

Fannie Mae

c. LEI (if available).

B1V7KEBTPIMZEU4LTD58

d. Maturity date.

2040-07-01

e. Coupon or yield.

5.000000

f. The principal amount, to the nearest cent.

$4,200.00

g. Value of collateral, to the nearest cent.

$1,014.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNII SF MA4778 M

d. Maturity date.

2047-10-20

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$999,200.00

g. Value of collateral, to the nearest cent.

$1,030,713.07

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNII SF MA4510 M

d. Maturity date.

2047-03-20

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$55,678,837.00

g. Value of collateral, to the nearest cent.

$56,124,436.07

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNII SF MA3736 M

d. Maturity date.

2046-06-20

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$10,229,000.00

g. Value of collateral, to the nearest cent.

$8,462,853.70

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNMA

d. Maturity date.

2045-05-20

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$50,000,000.00

g. Value of collateral, to the nearest cent.

$29,995,269.25

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 03.500 CIMA3180

d. Maturity date.

2032-11-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$323,412.00

g. Value of collateral, to the nearest cent.

$332,144.63

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 03.500 CIBM3075

d. Maturity date.

2032-07-01

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$74,660,096.00

g. Value of collateral, to the nearest cent.

$76,196,101.37

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GNII SF MA4586 M

d. Maturity date.

2047-07-20

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$9,787,381.00

g. Value of collateral, to the nearest cent.

$9,963,150.69

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2044-08-15

e. Coupon or yield.

3.125000

f. The principal amount, to the nearest cent.

$11,681,200.00

g. Value of collateral, to the nearest cent.

$12,651,544.59

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2019-02-15

e. Coupon or yield.

8.875000

f. The principal amount, to the nearest cent.

$122,800.00

g. Value of collateral, to the nearest cent.

$136,560.83

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2024-06-30

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$300.00

g. Value of collateral, to the nearest cent.

$296.76

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2026-05-15

e. Coupon or yield.

1.625000

f. The principal amount, to the nearest cent.

$100.00

g. Value of collateral, to the nearest cent.

$94.22

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2021-04-15

e. Coupon or yield.

0.125000

f. The principal amount, to the nearest cent.

$37,900.00

g. Value of collateral, to the nearest cent.

$39,215.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2046-11-15

e. Coupon or yield.

2.875000

f. The principal amount, to the nearest cent.

$5,951,400.00

g. Value of collateral, to the nearest cent.

$6,107,710.40

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2021-10-31

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$13,105,400.00

g. Value of collateral, to the nearest cent.

$13,082,592.26

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.40%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$347,000,000.00

b. Excluding the value of any sponsor support:

$347,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.97%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ING BANK NV (AMSTERDAM BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ING BANK NV (AMSTERDAM BRANCH) 1.540000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

3TK20IVIUJ8J3ZU0QE75

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000319432

c. Other unique identifier.

964GAF005

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-04-23

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.70%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$6,996,511.55

b. Excluding the value of any sponsor support:

$6,996,511.55

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.02%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WELLS FARGO SECURITIES LLC

Item C.2 The title of the issue (including coupon, if applicable).

WELLS FARGO SECURITIES LLC 1.570000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

VYVVCKR63DVZZN70PB21

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000827124

c. Other unique identifier.

976PTX002_1.57_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

UNITED AUTO CR SEC TR 2016-1 E 20220516 7.1

c. LEI (if available).

549300TR05IM7HW33255

d. Maturity date.

2022-05-16

e. Coupon or yield.

7.100000

f. The principal amount, to the nearest cent.

$7,000,000.00

g. Value of collateral, to the nearest cent.

$7,154,314.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DT AUTO OWNER TR 2015-3 D 20221017 4.5

d. Maturity date.

2022-10-17

e. Coupon or yield.

4.530000

f. The principal amount, to the nearest cent.

$982,078.00

g. Value of collateral, to the nearest cent.

$1,005,497.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FLAGSHIP CR AUTO TR 2016-2 B 20220915 3.8

d. Maturity date.

2022-09-15

e. Coupon or yield.

3.840000

f. The principal amount, to the nearest cent.

$1,802,669.00

g. Value of collateral, to the nearest cent.

$1,840,949.28

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FIGUEROA CLO 2014 1 LTD FIGUEROA CLO 2014 1

d. Maturity date.

2027-01-15

e. Coupon or yield.

5.259200

f. The principal amount, to the nearest cent.

$2,000,000.00

g. Value of collateral, to the nearest cent.

$2,046,848.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

EXETER AUTO RECV TR 2015-3 C 20210816 4.8

d. Maturity date.

2021-08-16

e. Coupon or yield.

4.830000

f. The principal amount, to the nearest cent.

$5,050,000.00

g. Value of collateral, to the nearest cent.

$5,164,640.72

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEUBERGER BERMAN CLO XXII LTD NEUBERGER BERMAN C

d. Maturity date.

2027-10-17

e. Coupon or yield.

5.203300

f. The principal amount, to the nearest cent.

$1,000,000.00

g. Value of collateral, to the nearest cent.

$1,020,186.66

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK SR IDX ZRO LKD18

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2018-11-30

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$295,000.00

g. Value of collateral, to the nearest cent.

$378,072.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK SR GLBL INDX 21

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2021-11-03

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$300,000.00

g. Value of collateral, to the nearest cent.

$339,210.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK SR GLBL EQTY 20

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2020-10-05

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$28,000.00

g. Value of collateral, to the nearest cent.

$33,264.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK SR GLBL INDX 20

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2020-08-03

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$139,000.00

g. Value of collateral, to the nearest cent.

$175,793.30

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK SR GLBL INDX 20

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2020-07-06

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$30,000.00

g. Value of collateral, to the nearest cent.

$36,750.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CANADIAN IMP BK COMM SR GLBL INDX 21

d. Maturity date.

2021-06-03

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$220,000.00

g. Value of collateral, to the nearest cent.

$263,604.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CANADIAN IMP BK COMM SR GLBL INDX 18

c. LEI (if available).

2IGI19DL77OX0HC3ZE78

d. Maturity date.

2018-05-30

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$583,000.00

g. Value of collateral, to the nearest cent.

$712,076.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CANADIAN IMP BK COMM SR IDX ZRO LKD21

d. Maturity date.

2021-04-05

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$284,000.00

g. Value of collateral, to the nearest cent.

$361,759.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK OF NOVA SCOTIA SR IDX ZRO LKD21

c. LEI (if available).

L3I9ZG2KFGXZ61BMYR72

d. Maturity date.

2021-03-03

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$140,000.00

g. Value of collateral, to the nearest cent.

$172,382.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CITIGROUP FDG INC MED TERM SR SR IDX ZRO LKD18

c. LEI (if available).

6SHGI4ZSSLCXXQSBB395

d. Maturity date.

2018-03-05

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$144,000.00

g. Value of collateral, to the nearest cent.

$184,161.60

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CANADIAN IMP BK COMM SR GLBL INDX 20

d. Maturity date.

2020-11-04

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$265,000.00

g. Value of collateral, to the nearest cent.

$317,894.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CANADIAN IMP BK COMM SR GLBL INDX 19

c. LEI (if available).

2IGI19DL77OX0HC3ZE78

d. Maturity date.

2019-10-07

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$19,000.00

g. Value of collateral, to the nearest cent.

$21,181.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CANADIAN IMP BK COMM SR GLBL INDX 18

c. LEI (if available).

2IGI19DL77OX0HC3ZE78

d. Maturity date.

2018-08-03

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$48,000.00

g. Value of collateral, to the nearest cent.

$60,460.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CANADIAN IMP BK COMM SR GLBL INDX 18

c. LEI (if available).

2IGI19DL77OX0HC3ZE78

d. Maturity date.

2018-07-05

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$37,000.00

g. Value of collateral, to the nearest cent.

$45,547.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR GLBL EQTY 20

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2020-03-03

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$174,000.00

g. Value of collateral, to the nearest cent.

$219,988.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR IDX ZRO LKD19

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2019-02-05

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$55,000.00

g. Value of collateral, to the nearest cent.

$67,908.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR IDX ZRO LKD19

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2019-01-07

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$14,000.00

g. Value of collateral, to the nearest cent.

$17,418.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR GLBL INDX 18

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2018-10-05

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$285,000.00

g. Value of collateral, to the nearest cent.

$341,772.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR GLBL INDX 18

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2018-09-04

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$272,000.00

g. Value of collateral, to the nearest cent.

$350,880.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR GLBL INDX 20

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2020-06-03

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$204,000.00

g. Value of collateral, to the nearest cent.

$244,432.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR GLBL INDX 20

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2020-04-06

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$270,000.00

g. Value of collateral, to the nearest cent.

$343,818.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR IDX ZRO LKD20

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2020-04-06

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$1,082,000.00

g. Value of collateral, to the nearest cent.

$1,340,381.60

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR IDX ZRO LKD20

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2020-03-04

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$305,000.00

g. Value of collateral, to the nearest cent.

$368,592.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK OF CDA BD CDS SR IDX ZRO LKD19

d. Maturity date.

2019-11-04

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$244,000.00

g. Value of collateral, to the nearest cent.

$309,953.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2020-03-04

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$325,000.00

g. Value of collateral, to the nearest cent.

$440,895.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2020-02-04

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$579,000.00

g. Value of collateral, to the nearest cent.

$802,436.10

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR GLBL INDX 18

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2018-12-31

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$12,000.00

g. Value of collateral, to the nearest cent.

$15,740.40

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY SR IDX ZRO LKD20

c. LEI (if available).

IGJSJL3JD5P30I6NJZ34

d. Maturity date.

2020-11-05

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$216,000.00

g. Value of collateral, to the nearest cent.

$270,108.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR GLBL INDX 21

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2021-02-03

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$20,000.00

g. Value of collateral, to the nearest cent.

$24,978.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR IDX ZRO LKD18

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2018-11-05

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$110,000.00

g. Value of collateral, to the nearest cent.

$140,085.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR IDX ZRO LKD18

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2018-09-04

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$435,000.00

g. Value of collateral, to the nearest cent.

$556,408.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR IDX ZRO LKD18

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2018-08-06

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$154,000.00

g. Value of collateral, to the nearest cent.

$203,387.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR IDX ZRO LKD18

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2018-02-05

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$150,000.00

g. Value of collateral, to the nearest cent.

$206,055.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR IDX ZRO LKD19

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2019-02-04

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$185,000.00

g. Value of collateral, to the nearest cent.

$218,614.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK SR IDX ZRO LKD18

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2018-05-04

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$2,729,000.00

g. Value of collateral, to the nearest cent.

$3,321,738.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR GLBL INDX 21

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2021-08-03

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$360,000.00

g. Value of collateral, to the nearest cent.

$407,052.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR GLBL INDX 21

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2021-07-06

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$160,000.00

g. Value of collateral, to the nearest cent.

$195,824.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR GLBL INDX 21

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2021-06-01

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$104,000.00

g. Value of collateral, to the nearest cent.

$125,808.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR GLBL INDX 21

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2021-04-05

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$85,000.00

g. Value of collateral, to the nearest cent.

$102,161.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ROYAL BK CDA SR GLBL INDX 21

c. LEI (if available).

ES7IP3U3RHIGC71XBU11

d. Maturity date.

2021-03-03

e. Coupon or yield.

0.00

f. The principal amount, to the nearest cent.

$191,000.00

g. Value of collateral, to the nearest cent.

$234,586.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TOYOTA MOTOR CREDIT CORP FR 2%102418

c. LEI (if available).

Z2VZBHUMB7PWWJ63I008

d. Maturity date.

2018-10-24

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$76,000.00

g. Value of collateral, to the nearest cent.

$76,421.88

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AMERICAN EXPRESS CR CORP MTNBE FR 2.2%030320

c. LEI (if available).

9ET6B8VCXWW51H8Z3M54

d. Maturity date.

2020-03-03

e. Coupon or yield.

2.200000

f. The principal amount, to the nearest cent.

$471,000.00

g. Value of collateral, to the nearest cent.

$472,685.66

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BB&T CORP SR MEDIUM TERM NTS FR 2.75%040122

c. LEI (if available).

549300DRQQI75D2JP341

d. Maturity date.

2022-04-01

e. Coupon or yield.

2.750000

f. The principal amount, to the nearest cent.

$3,043,000.00

g. Value of collateral, to the nearest cent.

$3,083,143.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BB&T CORP SR MEDIUM TERM NTS FR 2.45%011520

c. LEI (if available).

549300DRQQI75D2JP341

d. Maturity date.

2020-01-15

e. Coupon or yield.

2.450000

f. The principal amount, to the nearest cent.

$986,000.00

g. Value of collateral, to the nearest cent.

$999,844.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AMERICAN EXPRESS CR CORP MTNBE FR 2.6%091420

c. LEI (if available).

9ET6B8VCXWW51H8Z3M54

d. Maturity date.

2020-09-14

e. Coupon or yield.

2.600000

f. The principal amount, to the nearest cent.

$294,000.00

g. Value of collateral, to the nearest cent.

$297,549.56

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AMERICAN EXPRESS CR CORP MTNBE FR 2.125%072718

c. LEI (if available).

9ET6B8VCXWW51H8Z3M54

d. Maturity date.

2018-07-27

e. Coupon or yield.

2.125000

f. The principal amount, to the nearest cent.

$212,000.00

g. Value of collateral, to the nearest cent.

$214,148.03

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AMERICAN EXPRESS CR CORP MTNBE FR 2.125%031819

c. LEI (if available).

9ET6B8VCXWW51H8Z3M54

d. Maturity date.

2019-03-18

e. Coupon or yield.

2.125000

f. The principal amount, to the nearest cent.

$240,000.00

g. Value of collateral, to the nearest cent.

$241,385.23

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AMERICAN EXPRESS CR CORP MTNBE FR 2.7%030322

c. LEI (if available).

9ET6B8VCXWW51H8Z3M54

d. Maturity date.

2022-03-03

e. Coupon or yield.

2.700000

f. The principal amount, to the nearest cent.

$65,000.00

g. Value of collateral, to the nearest cent.

$65,737.10

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK AMER CORP FR 2.625%041921

c. LEI (if available).

9DJT3UXIJIZJI4WXO774

d. Maturity date.

2021-04-19

e. Coupon or yield.

2.625000

f. The principal amount, to the nearest cent.

$22,000.00

g. Value of collateral, to the nearest cent.

$22,254.85

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK AMER CORP FR 2.65%040119

c. LEI (if available).

9DJT3UXIJIZJI4WXO774

d. Maturity date.

2019-04-01

e. Coupon or yield.

2.650000

f. The principal amount, to the nearest cent.

$799,000.00

g. Value of collateral, to the nearest cent.

$809,561.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK AMER CORP FR 2.6%011519

c. LEI (if available).

9DJT3UXIJIZJI4WXO774

d. Maturity date.

2019-01-15

e. Coupon or yield.

2.600000

f. The principal amount, to the nearest cent.

$3,219,000.00

g. Value of collateral, to the nearest cent.

$3,274,477.68

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK AMER CORP FR 2%011118

c. LEI (if available).

9DJT3UXIJIZJI4WXO774

d. Maturity date.

2018-01-11

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$20,000.00

g. Value of collateral, to the nearest cent.

$20,187.27

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BB&T CORP SR MEDIUM TERM NTS VR 122716-061520

c. LEI (if available).

549300DRQQI75D2JP341

d. Maturity date.

2020-06-15

e. Coupon or yield.

2.158500

f. The principal amount, to the nearest cent.

$205,000.00

g. Value of collateral, to the nearest cent.

$206,344.68

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DISNEY WALT CO MTNS BE FR 3%021326

c. LEI (if available).

7260JQNI6SCF9FIV2392

d. Maturity date.

2026-02-13

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$50,000.00

g. Value of collateral, to the nearest cent.

$50,667.17

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK OF MONTREAL FR 2.375%012519

c. LEI (if available).

NQQ6HPCNCCU6TUTQYE16

d. Maturity date.

2019-01-25

e. Coupon or yield.

2.375000

f. The principal amount, to the nearest cent.

$63,000.00

g. Value of collateral, to the nearest cent.

$63,817.72

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK MONTREAL MTN SR FR 1.8%073118

c. LEI (if available).

NQQ6HPCNCCU6TUTQYE16

d. Maturity date.

2018-07-31

e. Coupon or yield.

1.800000

f. The principal amount, to the nearest cent.

$90,000.00

g. Value of collateral, to the nearest cent.

$90,612.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK AMER CORP FR 3.248%102127

c. LEI (if available).

9DJT3UXIJIZJI4WXO774

d. Maturity date.

2027-10-21

e. Coupon or yield.

3.248000

f. The principal amount, to the nearest cent.

$47,000.00

g. Value of collateral, to the nearest cent.

$46,800.49

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GOLDMAN SACHS GROUP INC FR 2.875%022521

c. LEI (if available).

784F5XWPLTWKTBV3E584

d. Maturity date.

2021-02-25

e. Coupon or yield.

2.875000

f. The principal amount, to the nearest cent.

$700,000.00

g. Value of collateral, to the nearest cent.

$712,188.94

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DISNEY WALT CO MTNS BE GLBL NT-E 3.7%42

c. LEI (if available).

7260JQNI6SCF9FIV2392

d. Maturity date.

2042-12-01

e. Coupon or yield.

3.700000

f. The principal amount, to the nearest cent.

$22,000.00

g. Value of collateral, to the nearest cent.

$22,223.25

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DISNEY WALT CO MTNS BE FR 2.15%091720

c. LEI (if available).

7260JQNI6SCF9FIV2392

d. Maturity date.

2020-09-17

e. Coupon or yield.

2.150000

f. The principal amount, to the nearest cent.

$6,000.00

g. Value of collateral, to the nearest cent.

$6,026.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DISNEY WALT CO MTNS BE FR 2.45%030422

c. LEI (if available).

7260JQNI6SCF9FIV2392

d. Maturity date.

2022-03-04

e. Coupon or yield.

2.450000

f. The principal amount, to the nearest cent.

$68,000.00

g. Value of collateral, to the nearest cent.

$68,416.59

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HYUNDAI CAP AMER INC FR 2%031918

c. LEI (if available).

549300RIPPWJB5Z0FK07

d. Maturity date.

2018-03-19

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$583,000.00

g. Value of collateral, to the nearest cent.

$586,052.33

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HYUNDAI CAP AMER INC FR 3%031821

c. LEI (if available).

549300RIPPWJB5Z0FK07

d. Maturity date.

2021-03-18

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$399,000.00

g. Value of collateral, to the nearest cent.

$401,233.07

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HYUNDAI CAP AMER INC FR 2.5%031819

c. LEI (if available).

549300RIPPWJB5Z0FK07

d. Maturity date.

2019-03-18

e. Coupon or yield.

2.500000

f. The principal amount, to the nearest cent.

$25,000.00

g. Value of collateral, to the nearest cent.

$25,109.60

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HYUNDAI CAP AMER INC FR 2.4%103018

c. LEI (if available).

549300RIPPWJB5Z0FK07

d. Maturity date.

2018-10-30

e. Coupon or yield.

2.400000

f. The principal amount, to the nearest cent.

$18,000.00

g. Value of collateral, to the nearest cent.

$18,052.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HYUNDAI CAP AMER INC FR 2%031918

c. LEI (if available).

549300RIPPWJB5Z0FK07

d. Maturity date.

2018-03-19

e. Coupon or yield.

2.000000

f. The principal amount, to the nearest cent.

$20,000.00

g. Value of collateral, to the nearest cent.

$20,104.71

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HYUNDAI CAP AMER INC FR 3%031821

c. LEI (if available).

549300RIPPWJB5Z0FK07

d. Maturity date.

2021-03-18

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$90,000.00

g. Value of collateral, to the nearest cent.

$90,503.70

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MOODYS CORP FR 2.75%071519

c. LEI (if available).

549300GCEDD8YCF5WU84

d. Maturity date.

2019-07-15

e. Coupon or yield.

2.750000

f. The principal amount, to the nearest cent.

$525,000.00

g. Value of collateral, to the nearest cent.

$534,685.08

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JACKSON NATL LIFE GBL FDG 144A FR 3.25%013024

c. LEI (if available).

635400PQXLYXWJI5QD78

d. Maturity date.

2024-01-30

e. Coupon or yield.

3.250000

f. The principal amount, to the nearest cent.

$100,000.00

g. Value of collateral, to the nearest cent.

$102,200.14

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HYUNDAI CAP AMER INC FR 2.4%103018

c. LEI (if available).

549300RIPPWJB5Z0FK07

d. Maturity date.

2018-10-30

e. Coupon or yield.

2.400000

f. The principal amount, to the nearest cent.

$84,000.00

g. Value of collateral, to the nearest cent.

$84,246.40

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PROGRESS ENERGY INC SR NT 3.15%22

c. LEI (if available).

549300FBMTW0JYWMNB26

d. Maturity date.

2022-04-01

e. Coupon or yield.

3.150000

f. The principal amount, to the nearest cent.

$37,000.00

g. Value of collateral, to the nearest cent.

$37,740.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PRINCIPAL LIFE GLOBAL FDG II FR 3%041826

d. Maturity date.

2026-04-18

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$247,000.00

g. Value of collateral, to the nearest cent.

$245,788.88

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEW YORK LIFE GBL FDG MTN 144A FR 2.9%011724

c. LEI (if available).

635400DPNHEAUHB7ZI15

d. Maturity date.

2024-01-17

e. Coupon or yield.

2.900000

f. The principal amount, to the nearest cent.

$500,000.00

g. Value of collateral, to the nearest cent.

$508,000.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK FR 2.5%121420

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2020-12-14

e. Coupon or yield.

2.500000

f. The principal amount, to the nearest cent.

$272,000.00

g. Value of collateral, to the nearest cent.

$272,903.49

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK FR 2.625%091018

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2018-09-10

e. Coupon or yield.

2.625000

f. The principal amount, to the nearest cent.

$35,000.00

g. Value of collateral, to the nearest cent.

$35,426.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK FR 1.75%072318

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2018-07-23

e. Coupon or yield.

1.750000

f. The principal amount, to the nearest cent.

$55,000.00

g. Value of collateral, to the nearest cent.

$55,371.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK FR 2.125%070219

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2019-07-02

e. Coupon or yield.

2.125000

f. The principal amount, to the nearest cent.

$85,000.00

g. Value of collateral, to the nearest cent.

$85,858.32

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK FR 1.4%043018

c. LEI (if available).

PT3QB789TSUIDF371261

d. Maturity date.

2018-04-30

e. Coupon or yield.

1.400000

f. The principal amount, to the nearest cent.

$487,000.00

g. Value of collateral, to the nearest cent.

$487,484.29

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TORONTO DOMINION BANK VR 043013-043018

d. Maturity date.

2018-04-30

e. Coupon or yield.

1.928000

f. The principal amount, to the nearest cent.

$5,250,000.00

g. Value of collateral, to the nearest cent.

$5,274,620.99

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TOYOTA MOTOR CREDIT CORP FR 2.125%071819

c. LEI (if available).

Z2VZBHUMB7PWWJ63I008

d. Maturity date.

2019-07-18

e. Coupon or yield.

2.125000

f. The principal amount, to the nearest cent.

$5,000.00

g. Value of collateral, to the nearest cent.

$5,046.47

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TOYOTA MOTOR CREDIT CORP FR 1.55%071318

c. LEI (if available).

Z2VZBHUMB7PWWJ63I008

d. Maturity date.

2018-07-13

e. Coupon or yield.

1.550000

f. The principal amount, to the nearest cent.

$10,000.00

g. Value of collateral, to the nearest cent.

$10,054.37

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TOYOTA MOTOR CREDIT CORP VR 010917-011122

c. LEI (if available).

Z2VZBHUMB7PWWJ63I008

d. Maturity date.

2022-01-11

e. Coupon or yield.

2.046400

f. The principal amount, to the nearest cent.

$900,000.00

g. Value of collateral, to the nearest cent.

$913,071.46

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TOYOTA MOTOR CREDIT CORP VR 010917-010919

c. LEI (if available).

Z2VZBHUMB7PWWJ63I008

d. Maturity date.

2019-01-09

e. Coupon or yield.

1.610300

f. The principal amount, to the nearest cent.

$720,000.00

g. Value of collateral, to the nearest cent.

$723,102.05

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TOYOTA MTR CRD CORP MTN BE FR 1.375%011018

c. LEI (if available).

Z2VZBHUMB7PWWJ63I008

d. Maturity date.

2018-01-10

e. Coupon or yield.

1.375000

f. The principal amount, to the nearest cent.

$44,000.00

g. Value of collateral, to the nearest cent.

$44,280.49

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GENERAL ELECTRIC CAPITAL CORP VR 010915-010920

c. LEI (if available).

3C7474T6CDKPR9K6YT90

d. Maturity date.

2020-01-09

e. Coupon or yield.

1.970300

f. The principal amount, to the nearest cent.

$400,000.00

g. Value of collateral, to the nearest cent.

$404,579.36

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JPMORGAN CHASE & CO VR 012814-012819

c. LEI (if available).

8I5DZWZKVSZI1NUHU748

d. Maturity date.

2019-01-28

e. Coupon or yield.

2.008000

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$3,024,019.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NOMURA HLDGS INC FR 2.75%031919

c. LEI (if available).

549300B3CEAHYG7K8164

d. Maturity date.

2019-03-19

e. Coupon or yield.

2.750000

f. The principal amount, to the nearest cent.

$148,000.00

g. Value of collateral, to the nearest cent.

$150,210.96

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TOYOTA MOTOR CREDIT CORP FR 2.15%031220

c. LEI (if available).

Z2VZBHUMB7PWWJ63I008

d. Maturity date.

2020-03-12

e. Coupon or yield.

2.150000

f. The principal amount, to the nearest cent.

$37,000.00

g. Value of collateral, to the nearest cent.

$37,101.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TOYOTA MOTOR CREDIT CORP FR 2.25%101823

c. LEI (if available).

Z2VZBHUMB7PWWJ63I008

d. Maturity date.

2023-10-18

e. Coupon or yield.

2.250000

f. The principal amount, to the nearest cent.

$4,107,000.00

g. Value of collateral, to the nearest cent.

$4,029,531.71

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AMERICAN EXPRESS CR CORP MTNBE VR 030317-030320

c. LEI (if available).

9ET6B8VCXWW51H8Z3M54

d. Maturity date.

2020-03-03

e. Coupon or yield.

1.917400

f. The principal amount, to the nearest cent.

$295,000.00

g. Value of collateral, to the nearest cent.

$296,079.18

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BB&T CORP SR MEDIUM TERM NTS FR 2.625%062920

c. LEI (if available).

549300DRQQI75D2JP341

d. Maturity date.

2020-06-29

e. Coupon or yield.

2.625000

f. The principal amount, to the nearest cent.

$6,783,000.00

g. Value of collateral, to the nearest cent.

$6,825,665.07

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

COMMONWEALTH BK AUSTRALIA 144A VR 110215-110218

c. LEI (if available).

MSFSBD3QN1GSN7Q6C537

d. Maturity date.

2018-11-02

e. Coupon or yield.

2.171200

f. The principal amount, to the nearest cent.

$130,000.00

g. Value of collateral, to the nearest cent.

$131,100.81

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANK AMER CORP SR FIX/FLT 23

c. LEI (if available).

9DJT3UXIJIZJI4WXO774

d. Maturity date.

2023-07-21

e. Coupon or yield.

2.816000

f. The principal amount, to the nearest cent.

$612,000.00

g. Value of collateral, to the nearest cent.

$617,960.34

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HARLEY DAVIDSON FINL SVCS INC VR 031017-030819

c. LEI (if available).

RLUFFFFW4GRYU77BTS24

d. Maturity date.

2019-03-08

e. Coupon or yield.

1.872600

f. The principal amount, to the nearest cent.

$4,420,000.00

g. Value of collateral, to the nearest cent.

$4,429,822.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

LOCKHEED MARTIN CORP FR 3.6%030135

c. LEI (if available).

DPRBOZP0K5RM2YE8UU08

d. Maturity date.

2035-03-01

e. Coupon or yield.

3.600000

f. The principal amount, to the nearest cent.

$1,260,000.00

g. Value of collateral, to the nearest cent.

$1,282,566.60

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

3M CO FR 3%080725

c. LEI (if available).

LUZQVYP4VS22CLWDAR65

d. Maturity date.

2025-08-07

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$5,127,000.00

g. Value of collateral, to the nearest cent.

$5,243,092.37

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PRINCIPAL LIFE GLOBAL FDG II FR 2.25%101518

d. Maturity date.

2018-10-15

e. Coupon or yield.

2.250000

f. The principal amount, to the nearest cent.

$425,000.00

g. Value of collateral, to the nearest cent.

$427,811.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HYUNDAI CAP AMER INC FR 3%103020

c. LEI (if available).

549300RIPPWJB5Z0FK07

d. Maturity date.

2020-10-30

e. Coupon or yield.

3.000000

f. The principal amount, to the nearest cent.

$10,000.00

g. Value of collateral, to the nearest cent.

$10,030.47

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.57%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$69,999,601.00

b. Excluding the value of any sponsor support:

$69,999,601.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.20%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WELLS FARGO SECURITIES LLC

Item C.2 The title of the issue (including coupon, if applicable).

WELLS FARGO SECURITIES LLC 1.580000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

VYVVCKR63DVZZN70PB21

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000827124

c. Other unique identifier.

976PTX002_1.58_0104

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

DENBURY RES INC DEL SR SB NT4.625%23

c. LEI (if available).

549300KCWA5W52MS5559

d. Maturity date.

2023-07-15

e. Coupon or yield.

4.625000

f. The principal amount, to the nearest cent.

$707,000.00

g. Value of collateral, to the nearest cent.

$463,841.10

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DENBURY RES INC SR SB NT 5.5%22

c. LEI (if available).

549300KCWA5W52MS5559

d. Maturity date.

2022-05-01

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$1,000,000.00

g. Value of collateral, to the nearest cent.

$692,611.11

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CONCORDIA HEALTHCARE CORP SR REGS NT 7%23

c. LEI (if available).

549300WZSXRSISJ4VI31

d. Maturity date.

2023-04-15

e. Coupon or yield.

7.000000

f. The principal amount, to the nearest cent.

$16,000.00

g. Value of collateral, to the nearest cent.

$1,630.22

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

STRUCTURED ADJUSTABLE RATE MORTGAGE

d. Maturity date.

2035-12-25

e. Coupon or yield.

3.407000

f. The principal amount, to the nearest cent.

$5,000,000.00

g. Value of collateral, to the nearest cent.

$858,072.67

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SARM 2005-19XS 1A1

d. Maturity date.

2035-10-25

e. Coupon or yield.

1.872100

f. The principal amount, to the nearest cent.

$1,200,000.00

g. Value of collateral, to the nearest cent.

$96,516.78

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI SERIES TRUST 2006-QA1 A-I-1 20360125 FLT

d. Maturity date.

2036-01-25

e. Coupon or yield.

3.962400

f. The principal amount, to the nearest cent.

$41,970,000.00

g. Value of collateral, to the nearest cent.

$4,010,359.15

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI 2006-QA1 A21

d. Maturity date.

2036-01-25

e. Coupon or yield.

4.391200

f. The principal amount, to the nearest cent.

$23,227,000.00

g. Value of collateral, to the nearest cent.

$4,779,729.30

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WELLS FARGO MBS 2006-3 A-11 20360325 5.5

d. Maturity date.

2036-03-25

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$10,000,000.00

g. Value of collateral, to the nearest cent.

$2,901,375.61

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WAMU PTC WMALT 2006-2 4-CB 20360225 6.0

d. Maturity date.

2036-02-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$4,375,000.00

g. Value of collateral, to the nearest cent.

$1,017,706.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WASHINGTON MUTUAL 2002-AR1 I-A-1 20310225 FLT

d. Maturity date.

2031-02-25

e. Coupon or yield.

3.210000

f. The principal amount, to the nearest cent.

$49,000,000.00

g. Value of collateral, to the nearest cent.

$480,804.27

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WACHOVIA CMBS 2007-C30 E 20431215 FLT

d. Maturity date.

2043-12-15

e. Coupon or yield.

5.553000

f. The principal amount, to the nearest cent.

$370,000.00

g. Value of collateral, to the nearest cent.

$258,644.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WAMU MTGE P/T TR

d. Maturity date.

2045-04-25

e. Coupon or yield.

2.292100

f. The principal amount, to the nearest cent.

$1,000,000.00

g. Value of collateral, to the nearest cent.

$249,819.16

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2015-6 B-5 20450925 FLT

c. LEI (if available).

549300LRONE82VI44B39

d. Maturity date.

2045-09-25

e. Coupon or yield.

3.615300

f. The principal amount, to the nearest cent.

$2,459,143.00

g. Value of collateral, to the nearest cent.

$1,017,523.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2015-7 B-5 20451025 FLT

c. LEI (if available).

549300LK2ZDVY7I44B84

d. Maturity date.

2045-10-25

e. Coupon or yield.

3.763600

f. The principal amount, to the nearest cent.

$2,663,105.00

g. Value of collateral, to the nearest cent.

$1,132,198.06

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2006-J4 2-A-13 20360725 6.0

d. Maturity date.

2036-07-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$20,000,000.00

g. Value of collateral, to the nearest cent.

$6,203,013.41

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSMC TRUST 2013-TH1 B-5 20430225 FLT

d. Maturity date.

2043-02-25

e. Coupon or yield.

3.644800

f. The principal amount, to the nearest cent.

$5,911,729.00

g. Value of collateral, to the nearest cent.

$3,549,593.82

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSMC SERIES 2009-2R 3-A-2 20351226 5.7

d. Maturity date.

2035-12-26

e. Coupon or yield.

5.750000

f. The principal amount, to the nearest cent.

$7,871,911.00

g. Value of collateral, to the nearest cent.

$5,128,318.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSMC SERIES 2009-3R 2-A-2 20370827 6.0

d. Maturity date.

2037-08-27

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$10,670,159.00

g. Value of collateral, to the nearest cent.

$5,837,397.44

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSFB COML MTG PTC 2005-C2 A-MFX 20370415 4.8

d. Maturity date.

2037-04-15

e. Coupon or yield.

4.877000

f. The principal amount, to the nearest cent.

$715,000.00

g. Value of collateral, to the nearest cent.

$163,263.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSFB MTG PTC 2003-29 D-B-2 20331225 FLT

d. Maturity date.

2033-12-25

e. Coupon or yield.

6.041900

f. The principal amount, to the nearest cent.

$8,000,000.00

g. Value of collateral, to the nearest cent.

$545,558.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FLAGSTAR MTG TR 2017-2 B-4 20471025 FLT

d. Maturity date.

2047-10-25

e. Coupon or yield.

4.153200

f. The principal amount, to the nearest cent.

$4,035,000.00

g. Value of collateral, to the nearest cent.

$2,244,039.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FDIC TRUST 2011-R1 A 20260725 2.6

d. Maturity date.

2026-07-25

e. Coupon or yield.

2.672000

f. The principal amount, to the nearest cent.

$690,000.00

g. Value of collateral, to the nearest cent.

$88,693.11

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-3 B-4 20460825 FLT

d. Maturity date.

2046-08-25

e. Coupon or yield.

3.839000

f. The principal amount, to the nearest cent.

$2,260,000.00

g. Value of collateral, to the nearest cent.

$1,256,308.14

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BCAP LLC TR 2012-RR10 I-II 2A1 20360926 FLT

d. Maturity date.

2036-09-26

e. Coupon or yield.

3.594800

f. The principal amount, to the nearest cent.

$250,000.00

g. Value of collateral, to the nearest cent.

$28,741.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2007-16CB 4-A-7 20370825 6.0

d. Maturity date.

2037-08-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$250,000.00

g. Value of collateral, to the nearest cent.

$46,999.20

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2007-HY7C A-1 20470825 FLT

c. LEI (if available).

549300ITE31DYFL2VK41

d. Maturity date.

2047-08-25

e. Coupon or yield.

1.692100

f. The principal amount, to the nearest cent.

$5,775,000.00

g. Value of collateral, to the nearest cent.

$1,230,639.88

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2006-OC9 A-2A 20461225 FLT

d. Maturity date.

2046-12-25

e. Coupon or yield.

1.712100

f. The principal amount, to the nearest cent.

$59,500,000.00

g. Value of collateral, to the nearest cent.

$7,223,604.15

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI SERIES TRUST 2006-QS4 A-2 20360425 6.0

d. Maturity date.

2036-04-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$2,200,000.00

g. Value of collateral, to the nearest cent.

$311,000.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

THORNBURG MTG TR 2004-2 B-1 20440625 FLT

d. Maturity date.

2044-06-25

e. Coupon or yield.

2.152100

f. The principal amount, to the nearest cent.

$7,187,000.00

g. Value of collateral, to the nearest cent.

$805,092.26

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWMBS INC 2005-9 1-A-1 20350525 FLT

d. Maturity date.

2035-05-25

e. Coupon or yield.

2.152100

f. The principal amount, to the nearest cent.

$1,400,000.00

g. Value of collateral, to the nearest cent.

$116,100.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2005-65CB 2-A-3 20351225 5.5

d. Maturity date.

2035-12-25

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$5,100,000.00

g. Value of collateral, to the nearest cent.

$534,233.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2005-54CB 1-A-11 20351125 5.5

d. Maturity date.

2035-11-25

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$1,540,000.00

g. Value of collateral, to the nearest cent.

$477,136.26

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RESIDENTIAL ACCREDIT 2003-QS18 A-1 20180925 5.0

d. Maturity date.

2018-09-25

e. Coupon or yield.

5.000000

f. The principal amount, to the nearest cent.

$8,303,000.00

g. Value of collateral, to the nearest cent.

$56,188.04

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WAMU MTG CERT 2005-AR18 1-A3A 20360125 FLT

d. Maturity date.

2036-01-25

e. Coupon or yield.

3.139200

f. The principal amount, to the nearest cent.

$300,000.00

g. Value of collateral, to the nearest cent.

$129,132.64

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2015-6 B-4 20450925 FLT

c. LEI (if available).

549300LRONE82VI44B39

d. Maturity date.

2045-09-25

e. Coupon or yield.

3.615300

f. The principal amount, to the nearest cent.

$1,690,000.00

g. Value of collateral, to the nearest cent.

$905,325.73

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2015-7 B-4 20451025 FLT

c. LEI (if available).

549300LK2ZDVY7I44B84

d. Maturity date.

2045-10-25

e. Coupon or yield.

3.763600

f. The principal amount, to the nearest cent.

$1,830,000.00

g. Value of collateral, to the nearest cent.

$992,455.08

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DSLA

d. Maturity date.

2045-09-19

e. Coupon or yield.

1.825000

f. The principal amount, to the nearest cent.

$68,540,000.00

g. Value of collateral, to the nearest cent.

$9,614,324.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MASTR ASSET TR 2004-5 1-A-5 20340525 5.2

d. Maturity date.

2034-05-25

e. Coupon or yield.

5.250000

f. The principal amount, to the nearest cent.

$4,000,000.00

g. Value of collateral, to the nearest cent.

$474,557.96

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JP MORGAN MTG TR 2014-IVR3 B-5 20440925 FLT

d. Maturity date.

2044-09-25

e. Coupon or yield.

3.040200

f. The principal amount, to the nearest cent.

$538,428.00

g. Value of collateral, to the nearest cent.

$354,873.53

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INDYMAC INDA 2007-AR7 1-A-1 20371125 FLT

d. Maturity date.

2037-11-25

e. Coupon or yield.

3.664300

f. The principal amount, to the nearest cent.

$20,290,000.00

g. Value of collateral, to the nearest cent.

$4,018,479.47

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INDYMAC INDX 2007-AR19 1-A-1 20370925 FLT

d. Maturity date.

2037-09-25

e. Coupon or yield.

6.792800

f. The principal amount, to the nearest cent.

$25,000,000.00

g. Value of collateral, to the nearest cent.

$6,893,751.83

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GSAA HOME EQUITY TRUST 2006 16

d. Maturity date.

2036-10-25

e. Coupon or yield.

1.722100

f. The principal amount, to the nearest cent.

$60,827,691.00

g. Value of collateral, to the nearest cent.

$17,133,909.99

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FLAGSTAR MTG TR 2017 2

d. Maturity date.

2047-10-25

e. Coupon or yield.

4.153200

f. The principal amount, to the nearest cent.

$1,153,000.00

g. Value of collateral, to the nearest cent.

$953,633.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RFMSI 2007-SA1 2A1

d. Maturity date.

2037-02-25

e. Coupon or yield.

4.080100

f. The principal amount, to the nearest cent.

$47,375,000.00

g. Value of collateral, to the nearest cent.

$6,310,448.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RFMSI SERIES TRUST 2006-S7 A-3 20360825 6.2

d. Maturity date.

2036-08-25

e. Coupon or yield.

6.250000

f. The principal amount, to the nearest cent.

$108,053,000.00

g. Value of collateral, to the nearest cent.

$5,346,367.02

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RBSSP RESEC TR 2010-4 11-A2 20371027 6.5

d. Maturity date.

2037-10-27

e. Coupon or yield.

6.500000

f. The principal amount, to the nearest cent.

$13,034,775.00

g. Value of collateral, to the nearest cent.

$6,490,672.94

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NATIONSTAR MTG LN TR 2013-A B-4 20521225 FLT

d. Maturity date.

2052-12-25

e. Coupon or yield.

5.691500

f. The principal amount, to the nearest cent.

$4,050,000.00

g. Value of collateral, to the nearest cent.

$2,980,201.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORTGAGEIT TRUST 2005-2

d. Maturity date.

2035-12-25

e. Coupon or yield.

1.862100

f. The principal amount, to the nearest cent.

$21,556,000.00

g. Value of collateral, to the nearest cent.

$3,771,906.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BA MTG TRUST 2006-2 A-15 20460725 6.0

d. Maturity date.

2046-07-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$57.00

g. Value of collateral, to the nearest cent.

$0.11

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CITICORP MORTGAGE SECS 2005-1 IA-3 20350225 5.2

c. LEI (if available).

549300ISEJNGWSXAKR30

d. Maturity date.

2035-02-25

e. Coupon or yield.

5.250000

f. The principal amount, to the nearest cent.

$256,000.00

g. Value of collateral, to the nearest cent.

$110,831.42

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CHASEFLEX TRUST 2005-1 2-A3 20350225 6.0

d. Maturity date.

2035-02-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$4,700,000.00

g. Value of collateral, to the nearest cent.

$2,315,712.76

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT 2005-17 2A1

d. Maturity date.

2035-07-25

e. Coupon or yield.

1.792100

f. The principal amount, to the nearest cent.

$65.00

g. Value of collateral, to the nearest cent.

$7.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSMC TR 2013-6

d. Maturity date.

2043-08-25

e. Coupon or yield.

3.302400

f. The principal amount, to the nearest cent.

$7,466,000.00

g. Value of collateral, to the nearest cent.

$5,763,730.56

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSMC SERIES 2010-7R 1-A-17 20370127 FLT

d. Maturity date.

2037-01-27

e. Coupon or yield.

7.899100

f. The principal amount, to the nearest cent.

$18,738,714.00

g. Value of collateral, to the nearest cent.

$8,683,659.14

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BEAR STEARNS ALT-A 2004-1 V-A-1 20340225 FLT

d. Maturity date.

2034-02-25

e. Coupon or yield.

3.648000

f. The principal amount, to the nearest cent.

$150,700,000.00

g. Value of collateral, to the nearest cent.

$6,501,357.66

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANC AMERICA FDG 2006-I 1-A-2 20360620 FLT

d. Maturity date.

2036-06-20

e. Coupon or yield.

3.373800

f. The principal amount, to the nearest cent.

$33,835,000.00

g. Value of collateral, to the nearest cent.

$3,746,157.91

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ADJUSTABLE RATE MTG 2005-11 2-A-3 20360225 FLT

d. Maturity date.

2036-02-25

e. Coupon or yield.

3.432800

f. The principal amount, to the nearest cent.

$10,380,000.00

g. Value of collateral, to the nearest cent.

$6,835,493.98

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-3 B-5 20460825 FLT

d. Maturity date.

2046-08-25

e. Coupon or yield.

3.839000

f. The principal amount, to the nearest cent.

$3,013,837.00

g. Value of collateral, to the nearest cent.

$1,322,307.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-1 B-4 20451225 FLT

c. LEI (if available).

549300SCHQRABPDKYY47

d. Maturity date.

2045-12-25

e. Coupon or yield.

3.791900

f. The principal amount, to the nearest cent.

$1,646,000.00

g. Value of collateral, to the nearest cent.

$919,767.22

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-1 B-5 20451225 FLT

c. LEI (if available).

549300SCHQRABPDKYY47

d. Maturity date.

2045-12-25

e. Coupon or yield.

3.791900

f. The principal amount, to the nearest cent.

$2,394,702.00

g. Value of collateral, to the nearest cent.

$1,039,126.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-2 B-4 20460325 FLT

c. LEI (if available).

549300TSTBCBQ5EBD390

d. Maturity date.

2046-03-25

e. Coupon or yield.

3.810000

f. The principal amount, to the nearest cent.

$2,139,000.00

g. Value of collateral, to the nearest cent.

$1,195,384.70

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AGATE BAY MTG TR 2016-2 B-5 20460325 FLT

c. LEI (if available).

549300TSTBCBQ5EBD390

d. Maturity date.

2046-03-25

e. Coupon or yield.

3.810000

f. The principal amount, to the nearest cent.

$2,796,601.00

g. Value of collateral, to the nearest cent.

$1,207,299.17

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BANC OF AMER ALT LOAN TR

d. Maturity date.

2046-06-25

e. Coupon or yield.

1.862100

f. The principal amount, to the nearest cent.

$32,182,000.00

g. Value of collateral, to the nearest cent.

$4,053,104.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BA MTG SECS INC 2004-H 2-A-2 20340925 FLT

d. Maturity date.

2034-09-25

e. Coupon or yield.

3.606500

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$159,177.31

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC 2006-41CB 2-A-13 20370125 5.7

d. Maturity date.

2037-01-25

e. Coupon or yield.

5.750000

f. The principal amount, to the nearest cent.

$200,000.00

g. Value of collateral, to the nearest cent.

$60,275.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A CSMC 2014-USA F

c. LEI (if available).

549300818AKCJ4Q9TD76

d. Maturity date.

2037-09-17

e. Coupon or yield.

4.373300

f. The principal amount, to the nearest cent.

$10,000,000.00

g. Value of collateral, to the nearest cent.

$8,462,807.28

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.58%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$149,997,690.00

b. Excluding the value of any sponsor support:

$149,997,690.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.42%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WELLS FARGO SECURITIES LLC

Item C.2 The title of the issue (including coupon, if applicable).

WELLS FARGO SECURITIES LLC 1.580000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

VYVVCKR63DVZZN70PB21

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000827124

c. Other unique identifier.

976PTX002_1.58_0105

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

VENTURE XVIII CLO LTD

d. Maturity date.

2029-10-15

e. Coupon or yield.

3.009200

f. The principal amount, to the nearest cent.

$2,400,000.00

g. Value of collateral, to the nearest cent.

$2,425,717.24

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

VOYA CLO 2014 3 LTD

c. LEI (if available).

5493000X4YEVJOIVRG48

d. Maturity date.

2026-07-25

e. Coupon or yield.

6.367400

f. The principal amount, to the nearest cent.

$2,500,000.00

g. Value of collateral, to the nearest cent.

$2,522,149.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

APIDOS CLO XVI 2014-16 D 20250121 FLT

c. LEI (if available).

549300SXGU1ZTWUMZ124

d. Maturity date.

2025-01-21

e. Coupon or yield.

5.857300

f. The principal amount, to the nearest cent.

$3,500,000.00

g. Value of collateral, to the nearest cent.

$3,532,687.38

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BENEFIT STR PARTNERS CLO V LTD

d. Maturity date.

2026-10-20

e. Coupon or yield.

6.512600

f. The principal amount, to the nearest cent.

$6,850,000.00

g. Value of collateral, to the nearest cent.

$6,915,216.73

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BABSON CLO LTD 2014-III E-1 20260115 FLT

d. Maturity date.

2026-01-15

e. Coupon or yield.

6.459200

f. The principal amount, to the nearest cent.

$5,750,000.00

g. Value of collateral, to the nearest cent.

$5,805,474.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INVITATION HOMES TR 2015-SFR3 E 20320819 FLT

d. Maturity date.

2032-08-19

e. Coupon or yield.

5.209500

f. The principal amount, to the nearest cent.

$3,586,000.00

g. Value of collateral, to the nearest cent.

$3,627,939.36

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INVITATION HOMES TR 2015-SFR1 F 20320318 FLT

d. Maturity date.

2032-03-18

e. Coupon or yield.

5.759500

f. The principal amount, to the nearest cent.

$5,000,000.00

g. Value of collateral, to the nearest cent.

$5,051,690.68

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INVITATION HOMES TR 2015-SFR1 E 20320318 FLT

d. Maturity date.

2032-03-18

e. Coupon or yield.

5.659500

f. The principal amount, to the nearest cent.

$5,480,000.00

g. Value of collateral, to the nearest cent.

$5,542,321.87

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INVITATION HOMES TR 2015-SFR2 F 20320617 FLT

d. Maturity date.

2032-06-17

e. Coupon or yield.

5.190800

f. The principal amount, to the nearest cent.

$2,100,000.00

g. Value of collateral, to the nearest cent.

$2,120,831.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ING IM CLO LTD 2014-1 D 20260418 FLT

d. Maturity date.

2026-04-18

e. Coupon or yield.

6.253900

f. The principal amount, to the nearest cent.

$5,000,000.00

g. Value of collateral, to the nearest cent.

$5,048,020.30

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PROGRESS RESI TR 2015-SFR2 F 20320614 5.0

d. Maturity date.

2032-06-14

e. Coupon or yield.

5.069000

f. The principal amount, to the nearest cent.

$15,661,802.00

g. Value of collateral, to the nearest cent.

$15,867,477.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

OCTAGON INV PTNRS XVI 2013-16 E 20250717 FLT

d. Maturity date.

2025-07-17

e. Coupon or yield.

5.853300

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$3,026,869.98

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MADISON PK FDG XII LTD

d. Maturity date.

2026-07-20

e. Coupon or yield.

6.462600

f. The principal amount, to the nearest cent.

$2,000,000.00

g. Value of collateral, to the nearest cent.

$2,019,315.27

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

OZLM VIII LTD

d. Maturity date.

2026-10-17

e. Coupon or yield.

5.973200

f. The principal amount, to the nearest cent.

$1,250,000.00

g. Value of collateral, to the nearest cent.

$1,260,695.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

VIBRANT CLO III LTD VIRBANT CLO LLI LLC

c. LEI (if available).

54930073XIEUISQCY218

d. Maturity date.

2026-04-20

e. Coupon or yield.

6.362600

f. The principal amount, to the nearest cent.

$3,951,531.00

g. Value of collateral, to the nearest cent.

$3,984,729.88

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

THL CR WIND RIVER CLO 2014-1 E 20260420 FLT

d. Maturity date.

2026-04-20

e. Coupon or yield.

6.303900

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$3,027,488.02

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SOUND PNT CLO VI LTD 2014-6 E 20261020 FLT

d. Maturity date.

2026-10-20

e. Coupon or yield.

6.412600

f. The principal amount, to the nearest cent.

$3,230,000.00

g. Value of collateral, to the nearest cent.

$3,259,084.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CATSKILL PK CLO LTD / CATSKILLPK CLO LLC

d. Maturity date.

2029-04-20

e. Coupon or yield.

3.062600

f. The principal amount, to the nearest cent.

$1,300,000.00

g. Value of collateral, to the nearest cent.

$1,314,468.81

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CARLYE GLOBAL MKT

d. Maturity date.

2025-04-17

e. Coupon or yield.

5.803300

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$3,027,769.98

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ATRIUM X 2013-10 E 20250716 FLT

d. Maturity date.

2025-07-16

e. Coupon or yield.

5.859200

f. The principal amount, to the nearest cent.

$3,500,000.00

g. Value of collateral, to the nearest cent.

$3,531,713.83

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

EMERSON PK CLO LTD

d. Maturity date.

2025-07-15

e. Coupon or yield.

6.209200

f. The principal amount, to the nearest cent.

$2,000,000.00

g. Value of collateral, to the nearest cent.

$2,019,821.63

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SOUND PNT CLO III LTD 2013-3 E 20250715 FLT

d. Maturity date.

2025-07-15

e. Coupon or yield.

5.959200

f. The principal amount, to the nearest cent.

$784,000.00

g. Value of collateral, to the nearest cent.

$791,231.52

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

PINNACLE PK CLO LTD

d. Maturity date.

2026-04-15

e. Coupon or yield.

6.309200

f. The principal amount, to the nearest cent.

$2,625,000.00

g. Value of collateral, to the nearest cent.

$2,650,078.18

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INVITATION HOMES TR 2017-SFR2 E 20361219 FLT

d. Maturity date.

2036-12-19

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$1,754,000.00

g. Value of collateral, to the nearest cent.

$1,772,065.44

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CUTWATER LTD 2015-I E 20270715 FLT

d. Maturity date.

2027-07-15

e. Coupon or yield.

7.359200

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$3,033,758.28

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.58%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$80,998,380.00

b. Excluding the value of any sponsor support:

$80,998,380.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.23%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WELLS FARGO SECURITIES LLC

Item C.2 The title of the issue (including coupon, if applicable).

WELLS FARGO SECURITIES LLC 1.400000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

VYVVCKR63DVZZN70PB21

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000827124

c. Other unique identifier.

976PTZ007_1.40_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2024-02-29

e. Coupon or yield.

2.125000

f. The principal amount, to the nearest cent.

$121,926,400.00

g. Value of collateral, to the nearest cent.

$121,398,970.64

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.40%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$119,000,000.00

b. Excluding the value of any sponsor support:

$119,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.33%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

WELLS FARGO SECURITIES LLC

Item C.2 The title of the issue (including coupon, if applicable).

WELLS FARGO SECURITIES LLC 1.410000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

VYVVCKR63DVZZN70PB21

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000827124

c. Other unique identifier.

976PTZ007_1.41_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

FNMS 04.000 CLMA3211

d. Maturity date.

2047-12-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$212,670,726.00

g. Value of collateral, to the nearest cent.

$222,656,412.78

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 04.000 CLBJ1665

d. Maturity date.

2047-12-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$173,329,700.00

g. Value of collateral, to the nearest cent.

$181,473,830.68

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 04.000 CLBJ1643

d. Maturity date.

2047-11-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$73,251,216.00

g. Value of collateral, to the nearest cent.

$76,670,640.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FNMS 04.000 CLBJ1622

d. Maturity date.

2047-11-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$87,668,877.00

g. Value of collateral, to the nearest cent.

$91,758,785.34

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

04.000 FGPC Q52277 G

d. Maturity date.

2047-11-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$1,736,328.00

g. Value of collateral, to the nearest cent.

$1,817,638.79

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

04.000 FGPC Q52279 G

d. Maturity date.

2047-11-01

e. Coupon or yield.

4.000000

f. The principal amount, to the nearest cent.

$1,789,236.00

g. Value of collateral, to the nearest cent.

$1,872,957.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.41%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$554,000,000.00

b. Excluding the value of any sponsor support:

$554,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.54%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

YAVAPAI CNTY IDA

Item C.2 The title of the issue (including coupon, if applicable).

TAXABLE RB (DRAKE CEMENT) SERIES 2015 1.700000%

Item C.3 The CUSIP.

98521YAB5

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

US98521YAB56

b. The CIK; or

c. Other unique identifier.

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-05

2035-09-01

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

Bank of Nova Scotia

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.70%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$22,375,000.00

b. Excluding the value of any sponsor support:

$22,375,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.06%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

FEDERAL RESERVE BANK OF NEW YORK

Item C.2 The title of the issue (including coupon, if applicable).

FEDERAL RESERVE BANK OF NEW YORK 1.250000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

254900Y8NKGV541U8Q32

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001457970

c. Other unique identifier.

98599G006_1.25_0102

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2024-02-15

e. Coupon or yield.

2.750000

f. The principal amount, to the nearest cent.

$364,520,500.00

g. Value of collateral, to the nearest cent.

$377,225,148.84

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

UNITED STATES TREASURY

d. Maturity date.

2039-02-15

e. Coupon or yield.

3.500000

f. The principal amount, to the nearest cent.

$4,787,567,600.00

g. Value of collateral, to the nearest cent.

$5,516,593,415.52

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.25%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$5,893,000,000.00

b. Excluding the value of any sponsor support:

$5,893,000,000.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

16.43%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

CREDIT SUISSE SECURITIES (USA) LLC

Item C.2 The title of the issue (including coupon, if applicable).

CREDIT SUISSE SECURITIES (USA) LLC 1.640000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

1V8Y6QCX6YMJ2OELII46

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001230485

c. Other unique identifier.

988WZK004_1.64_0215

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button not checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

a. Is the repurchase agreement "open"?

Yes

b. The name of the collateral issuer.

TROPIC CDO III FLT 07/34

c. LEI (if available).

549300O5H1QVBMEOH520

d. Maturity date.

2034-07-15

e. Coupon or yield.

3.059100

f. The principal amount, to the nearest cent.

$4,983,000.00

g. Value of collateral, to the nearest cent.

$3,376,985.25

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TROPIC CDO III FLT 07/34

c. LEI (if available).

549300O5H1QVBMEOH520

d. Maturity date.

2034-07-15

e. Coupon or yield.

6.084000

f. The principal amount, to the nearest cent.

$1,935,000.00

g. Value of collateral, to the nearest cent.

$1,209,471.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TRAPEZA EDGE FLT 11/35

d. Maturity date.

2035-11-10

e. Coupon or yield.

2.709800

f. The principal amount, to the nearest cent.

$1,794,000.00

g. Value of collateral, to the nearest cent.

$1,117,403.06

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

TROPIC CDO III FLT 07/34

c. LEI (if available).

549300O5H1QVBMEOH520

d. Maturity date.

2034-07-15

e. Coupon or yield.

3.059100

f. The principal amount, to the nearest cent.

$1,215,000.00

g. Value of collateral, to the nearest cent.

$811,721.29

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A SASC 2006-GEL3 M1

d. Maturity date.

2036-07-25

e. Coupon or yield.

1.902100

f. The principal amount, to the nearest cent.

$1,750,000.00

g. Value of collateral, to the nearest cent.

$1,319,934.98

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button not checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WAMU MORTGAGE VAR 06/34

d. Maturity date.

2034-06-25

e. Coupon or yield.

2.863900

f. The principal amount, to the nearest cent.

$5,500,000.00

g. Value of collateral, to the nearest cent.

$1,864,740.88

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALBT 2007-OA1 A1

d. Maturity date.

2037-07-25

e. Coupon or yield.

1.792100

f. The principal amount, to the nearest cent.

$24,000,000.00

g. Value of collateral, to the nearest cent.

$6,935,847.76

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A CSMC 2009-12R 5A1

d. Maturity date.

2036-06-27

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$36,656,000.00

g. Value of collateral, to the nearest cent.

$11,946,917.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HVMLT 2005-11 2A1B

d. Maturity date.

2045-08-19

e. Coupon or yield.

1.875000

f. The principal amount, to the nearest cent.

$9,100,000.00

g. Value of collateral, to the nearest cent.

$822,656.03

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A CCMFC 2005-4A A2

c. LEI (if available).

5493000HGUJLFEQO2209

d. Maturity date.

2036-10-25

e. Coupon or yield.

1.802100

f. The principal amount, to the nearest cent.

$8,944,453.00

g. Value of collateral, to the nearest cent.

$727,823.63

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SARM 2007-1 1A1

d. Maturity date.

2037-02-25

e. Coupon or yield.

1.702100

f. The principal amount, to the nearest cent.

$73,100,000.00

g. Value of collateral, to the nearest cent.

$10,001,903.89

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

LMT 2006-1 3A5

d. Maturity date.

2036-02-25

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$1,279,000.00

g. Value of collateral, to the nearest cent.

$428,527.45

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INDYMAC INDX FLT 07/35

d. Maturity date.

2035-07-25

e. Coupon or yield.

1.812100

f. The principal amount, to the nearest cent.

$33,600,000.00

g. Value of collateral, to the nearest cent.

$3,456,827.12

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

FHAMS

d. Maturity date.

2037-01-25

e. Coupon or yield.

3.260500

f. The principal amount, to the nearest cent.

$17,500,000.00

g. Value of collateral, to the nearest cent.

$2,287,433.45

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SAMI 2004-AR3 M

d. Maturity date.

2034-07-19

e. Coupon or yield.

2.170000

f. The principal amount, to the nearest cent.

$19,947,500.00

g. Value of collateral, to the nearest cent.

$3,236,710.10

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT 2006-OA8 1A2

c. LEI (if available).

549300EBNJLBIQBKE071

d. Maturity date.

2046-07-25

e. Coupon or yield.

1.782100

f. The principal amount, to the nearest cent.

$46,340,000.00

g. Value of collateral, to the nearest cent.

$995,086.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT 2006-41CB 1A3

d. Maturity date.

2037-01-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$4,000,000.00

g. Value of collateral, to the nearest cent.

$391,033.53

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AHM 2007-1 GA1A

d. Maturity date.

2047-05-25

e. Coupon or yield.

1.487500

f. The principal amount, to the nearest cent.

$6,900,000.00

g. Value of collateral, to the nearest cent.

$2,239,747.89

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

AHM 2006-3 11A2

d. Maturity date.

2046-12-25

e. Coupon or yield.

1.782100

f. The principal amount, to the nearest cent.

$10,000,000.00

g. Value of collateral, to the nearest cent.

$448,381.90

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A ARMOR 2005-1A B1

c. LEI (if available).

549300R6YCKOB8RJNO42

d. Maturity date.

2037-12-10

e. Coupon or yield.

1.861800

f. The principal amount, to the nearest cent.

$12,810,000.00

g. Value of collateral, to the nearest cent.

$7,834,743.13

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BALTA 2006-1 11A1

d. Maturity date.

2036-02-25

e. Coupon or yield.

2.032100

f. The principal amount, to the nearest cent.

$16,700,000.00

g. Value of collateral, to the nearest cent.

$1,641,575.95

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A BAYC 2006-3A M2

d. Maturity date.

2036-10-25

e. Coupon or yield.

1.912100

f. The principal amount, to the nearest cent.

$3,796,000.00

g. Value of collateral, to the nearest cent.

$770,268.61

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BAYVIEW FLT 10/36

d. Maturity date.

2036-10-25

e. Coupon or yield.

1.922100

f. The principal amount, to the nearest cent.

$3,505,000.00

g. Value of collateral, to the nearest cent.

$703,912.59

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BSABS 2006-AC1 1A2

d. Maturity date.

2036-02-25

e. Coupon or yield.

6.250000

f. The principal amount, to the nearest cent.

$4,900,000.00

g. Value of collateral, to the nearest cent.

$1,083,246.39

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BEAR STEARNS ALT A TRUST 2002 1

d. Maturity date.

2036-04-25

e. Coupon or yield.

1.992100

f. The principal amount, to the nearest cent.

$40,600,000.00

g. Value of collateral, to the nearest cent.

$4,000,479.01

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BSMF 2006-SL6 1A

d. Maturity date.

2037-01-25

e. Coupon or yield.

1.892100

f. The principal amount, to the nearest cent.

$96,900,000.00

g. Value of collateral, to the nearest cent.

$11,559,373.71

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BSMF 2007-AR4 1A2

d. Maturity date.

2047-09-25

e. Coupon or yield.

1.792100

f. The principal amount, to the nearest cent.

$25,961,400.00

g. Value of collateral, to the nearest cent.

$4,239,356.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BSMF 2007-AR2 A2

d. Maturity date.

2037-03-25

e. Coupon or yield.

1.752100

f. The principal amount, to the nearest cent.

$177,289,720.00

g. Value of collateral, to the nearest cent.

$21,651,621.93

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BEAR STEARNS FLT 09/46

d. Maturity date.

2046-09-25

e. Coupon or yield.

1.792100

f. The principal amount, to the nearest cent.

$76,000,000.00

g. Value of collateral, to the nearest cent.

$3,301,879.91

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BSMF 2006-AR5 2A2

d. Maturity date.

2037-01-25

e. Coupon or yield.

1.782100

f. The principal amount, to the nearest cent.

$69,000,000.00

g. Value of collateral, to the nearest cent.

$7,994,506.58

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BSMF 2007-AR4 2A2A

d. Maturity date.

2037-06-25

e. Coupon or yield.

1.792100

f. The principal amount, to the nearest cent.

$23,722,800.00

g. Value of collateral, to the nearest cent.

$3,905,116.47

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

BSMF 2007-AR5 2A2

d. Maturity date.

2037-06-25

e. Coupon or yield.

1.782100

f. The principal amount, to the nearest cent.

$16,821,000.00

g. Value of collateral, to the nearest cent.

$4,375,830.51

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT INC

d. Maturity date.

2035-04-25

e. Coupon or yield.

2.002100

f. The principal amount, to the nearest cent.

$15,000,000.00

g. Value of collateral, to the nearest cent.

$1,437,076.40

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALTERNATIVE FLT 04/35

d. Maturity date.

2035-04-25

e. Coupon or yield.

2.002100

f. The principal amount, to the nearest cent.

$13,675,000.00

g. Value of collateral, to the nearest cent.

$1,471,202.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A CSMC 2014-USA F

c. LEI (if available).

549300818AKCJ4Q9TD76

d. Maturity date.

2037-09-15

e. Coupon or yield.

4.373300

f. The principal amount, to the nearest cent.

$1,325,000.00

g. Value of collateral, to the nearest cent.

$1,123,575.50

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALTERNATIVE FLT 02/35

d. Maturity date.

2035-02-25

e. Coupon or yield.

4.177100

f. The principal amount, to the nearest cent.

$1,000,000.00

g. Value of collateral, to the nearest cent.

$338,944.82

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT 2005-76 2A2

d. Maturity date.

2036-02-25

e. Coupon or yield.

2.701300

f. The principal amount, to the nearest cent.

$34,667,200.00

g. Value of collateral, to the nearest cent.

$715,337.83

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DEUTSCHE VAR 06/35

d. Maturity date.

2035-06-26

e. Coupon or yield.

0.320900

f. The principal amount, to the nearest cent.

$39,395,504.00

g. Value of collateral, to the nearest cent.

$13,388.63

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DBALT 2005-2 M

d. Maturity date.

2035-04-25

e. Coupon or yield.

5.464200

f. The principal amount, to the nearest cent.

$6,855,590.00

g. Value of collateral, to the nearest cent.

$223,884.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DBALT 2005-3 4A6

d. Maturity date.

2035-06-25

e. Coupon or yield.

5.250000

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$5,801,949.62

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

EMAC OWNER VAR 01/27

d. Maturity date.

2027-01-15

e. Coupon or yield.

7.920000

f. The principal amount, to the nearest cent.

$23,000,000.00

g. Value of collateral, to the nearest cent.

$734,079.65

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A EMAC 2000-1 A2

d. Maturity date.

2027-01-15

e. Coupon or yield.

8.210000

f. The principal amount, to the nearest cent.

$8,500,000.00

g. Value of collateral, to the nearest cent.

$346,734.75

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALTERNATIVE 5.5% 11/35

d. Maturity date.

2035-11-25

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$38,000,000.00

g. Value of collateral, to the nearest cent.

$6,849,689.84

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A GSMPS 1999-2 A

d. Maturity date.

2027-09-19

e. Coupon or yield.

8.000000

f. The principal amount, to the nearest cent.

$13,035,000.00

g. Value of collateral, to the nearest cent.

$381,895.89

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

GPMF 2006-OH1 A2

d. Maturity date.

2037-01-25

e. Coupon or yield.

1.782100

f. The principal amount, to the nearest cent.

$20,000,000.00

g. Value of collateral, to the nearest cent.

$221,342.13

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HASC

d. Maturity date.

2036-01-25

e. Coupon or yield.

2.092100

f. The principal amount, to the nearest cent.

$1,675,000.00

g. Value of collateral, to the nearest cent.

$752,196.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HVMLT 2007-2 2A1B

d. Maturity date.

2038-05-25

e. Coupon or yield.

1.752100

f. The principal amount, to the nearest cent.

$20,520,000.00

g. Value of collateral, to the nearest cent.

$131,221.31

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

HVMLT 2005-5 2A1B

d. Maturity date.

2045-07-19

e. Coupon or yield.

2.075000

f. The principal amount, to the nearest cent.

$1.00

g. Value of collateral, to the nearest cent.

$0.06

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

IMM

d. Maturity date.

2035-05-25

e. Coupon or yield.

2.242100

f. The principal amount, to the nearest cent.

$341,102.00

g. Value of collateral, to the nearest cent.

$20,124.41

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INDX 2006-AR6 2A1B

d. Maturity date.

2046-06-25

e. Coupon or yield.

1.802100

f. The principal amount, to the nearest cent.

$10,000,000.00

g. Value of collateral, to the nearest cent.

$4,667.11

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

INDY MAC BANK

d. Maturity date.

2034-06-25

e. Coupon or yield.

2.302100

f. The principal amount, to the nearest cent.

$10,090,000.00

g. Value of collateral, to the nearest cent.

$406,201.69

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT 2006-OA6 1A3

d. Maturity date.

2046-07-25

e. Coupon or yield.

1.822100

f. The principal amount, to the nearest cent.

$7,860,520.00

g. Value of collateral, to the nearest cent.

$719,623.70

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT 2005-56 5A3

d. Maturity date.

2035-11-25

e. Coupon or yield.

1.942100

f. The principal amount, to the nearest cent.

$29,658,000.00

g. Value of collateral, to the nearest cent.

$911,673.45

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWHL 2006-OA5 1A2

d. Maturity date.

2046-04-25

e. Coupon or yield.

1.852100

f. The principal amount, to the nearest cent.

$19,316,800.00

g. Value of collateral, to the nearest cent.

$55,428.74

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWHL 2005-7 IM1

d. Maturity date.

2035-03-25

e. Coupon or yield.

2.302100

f. The principal amount, to the nearest cent.

$8,413,000.00

g. Value of collateral, to the nearest cent.

$2,052,481.56

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT 2005-24 4A3

d. Maturity date.

2035-07-20

e. Coupon or yield.

2.241100

f. The principal amount, to the nearest cent.

$4,712,960.00

g. Value of collateral, to the nearest cent.

$3,185.24

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CWALT 2005-20CB 2A8

d. Maturity date.

2035-07-25

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$2,422,900.00

g. Value of collateral, to the nearest cent.

$22,680.41

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALTERNATIVE FLT 12/35

d. Maturity date.

2035-12-25

e. Coupon or yield.

1.972100

f. The principal amount, to the nearest cent.

$15,000,000.00

g. Value of collateral, to the nearest cent.

$909,890.29

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

ALTERNATIVE 5.5% 12/35

d. Maturity date.

2035-12-25

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$2,718,000.00

g. Value of collateral, to the nearest cent.

$28,649.77

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A CBAC 2006-1A A

d. Maturity date.

2038-06-25

e. Coupon or yield.

1.827500

f. The principal amount, to the nearest cent.

$27,004,436.00

g. Value of collateral, to the nearest cent.

$1,608,007.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A CCMFC 2005-1A B1

c. LEI (if available).

549300IPR6D6ZFC6NF33

d. Maturity date.

2036-01-25

e. Coupon or yield.

1.922100

f. The principal amount, to the nearest cent.

$20,472,800.00

g. Value of collateral, to the nearest cent.

$3,779,382.82

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CMLTI 2006-AR6 1A1

d. Maturity date.

2036-08-25

e. Coupon or yield.

3.502500

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$295,153.28

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSFB 2002-26 3M3

d. Maturity date.

2032-10-25

e. Coupon or yield.

5.197500

f. The principal amount, to the nearest cent.

$3,000,000.00

g. Value of collateral, to the nearest cent.

$2,384,227.75

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSFB VAR 11/33

d. Maturity date.

2033-11-25

e. Coupon or yield.

5.267700

f. The principal amount, to the nearest cent.

$2,741,515.00

g. Value of collateral, to the nearest cent.

$37,096.03

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

CSFB 2003-8 CB2

d. Maturity date.

2033-04-25

e. Coupon or yield.

5.659400

f. The principal amount, to the nearest cent.

$1,133,646.00

g. Value of collateral, to the nearest cent.

$151,642.12

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

DEUTSCHE ALT-A FLT 08/37

d. Maturity date.

2037-08-25

e. Coupon or yield.

1.712100

f. The principal amount, to the nearest cent.

$20,439,000.00

g. Value of collateral, to the nearest cent.

$1,173,839.54

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SAMI 2006-AR1 2A2

d. Maturity date.

2036-02-25

e. Coupon or yield.

1.862100

f. The principal amount, to the nearest cent.

$11,199,567.00

g. Value of collateral, to the nearest cent.

$245,588.00

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

STACS 2007-1 A

d. Maturity date.

2037-04-25

e. Coupon or yield.

2.192100

f. The principal amount, to the nearest cent.

$1.00

g. Value of collateral, to the nearest cent.

$0.03

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WAMU MORTGAGE 5.5% 06/33

d. Maturity date.

2033-06-25

e. Coupon or yield.

5.500000

f. The principal amount, to the nearest cent.

$32.00

g. Value of collateral, to the nearest cent.

$0.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SEMT 2003-5 B2

d. Maturity date.

2033-09-20

e. Coupon or yield.

2.645400

f. The principal amount, to the nearest cent.

$6,447,000.00

g. Value of collateral, to the nearest cent.

$586,383.21

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SARM 2007-2 1A1

d. Maturity date.

2037-03-25

e. Coupon or yield.

1.702100

f. The principal amount, to the nearest cent.

$141,656,000.00

g. Value of collateral, to the nearest cent.

$17,776,235.52

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

STRUCTURED FLT 10/36

d. Maturity date.

2036-10-25

e. Coupon or yield.

1.712100

f. The principal amount, to the nearest cent.

$9,754,000.00

g. Value of collateral, to the nearest cent.

$706,861.21

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SAMI 2007-AR2 1A2

d. Maturity date.

2037-02-25

e. Coupon or yield.

1.742100

f. The principal amount, to the nearest cent.

$74,159,000.00

g. Value of collateral, to the nearest cent.

$10,189,131.75

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SASC 2006-S2 A2

d. Maturity date.

2036-06-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$96,432,000.00

g. Value of collateral, to the nearest cent.

$40,408,927.97

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SAMI 2004-AR3 B1

d. Maturity date.

2034-07-19

e. Coupon or yield.

2.395000

f. The principal amount, to the nearest cent.

$10,498,700.00

g. Value of collateral, to the nearest cent.

$1,054,050.95

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SAMI 2005-AR5 B2

d. Maturity date.

2035-07-19

e. Coupon or yield.

2.545000

f. The principal amount, to the nearest cent.

$8,627,000.00

g. Value of collateral, to the nearest cent.

$2,059,254.12

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A SASC 1998-RF1 A

d. Maturity date.

2027-04-15

e. Coupon or yield.

5.580200

f. The principal amount, to the nearest cent.

$113,712,486.00

g. Value of collateral, to the nearest cent.

$1,910,984.57

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

SAMI 2006-AR2 A2

d. Maturity date.

2036-02-25

e. Coupon or yield.

1.862100

f. The principal amount, to the nearest cent.

$15,800,000.00

g. Value of collateral, to the nearest cent.

$870,066.94

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI 2006-QS6 1A11

d. Maturity date.

2036-06-25

e. Coupon or yield.

2.252130

f. The principal amount, to the nearest cent.

$46,729,000.00

g. Value of collateral, to the nearest cent.

$4,024,446.06

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI 2007-QS4 3A9

d. Maturity date.

2037-03-25

e. Coupon or yield.

6.000000

f. The principal amount, to the nearest cent.

$8,300,000.00

g. Value of collateral, to the nearest cent.

$2,659,390.25

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI 2006-QH1 A2

d. Maturity date.

2036-12-25

e. Coupon or yield.

1.782100

f. The principal amount, to the nearest cent.

$12,500,000.00

g. Value of collateral, to the nearest cent.

$551,947.81

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RAAC 2005-SP1 M1

d. Maturity date.

2034-09-25

e. Coupon or yield.

5.289200

f. The principal amount, to the nearest cent.

$1,150,000.00

g. Value of collateral, to the nearest cent.

$253,220.97

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI SERIES VAR 02/35

d. Maturity date.

2035-02-25

e. Coupon or yield.

3.823000

f. The principal amount, to the nearest cent.

$4,100,000.00

g. Value of collateral, to the nearest cent.

$102,535.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

LBUBS 2006-C6 D

d. Maturity date.

2039-09-15

e. Coupon or yield.

5.502000

f. The principal amount, to the nearest cent.

$400,000.00

g. Value of collateral, to the nearest cent.

$13,634.60

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

LUM 2006-7 2A2

d. Maturity date.

2036-12-25

e. Coupon or yield.

1.772100

f. The principal amount, to the nearest cent.

$28,000,000.00

g. Value of collateral, to the nearest cent.

$476,269.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MLMI 2005-A6 M2

d. Maturity date.

2035-08-25

e. Coupon or yield.

2.202100

f. The principal amount, to the nearest cent.

$6,682,203.00

g. Value of collateral, to the nearest cent.

$419,744.44

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MSC 2007-HQ11 C

c. LEI (if available).

5493004BO35O1811XR94

d. Maturity date.

2044-02-12

e. Coupon or yield.

5.558000

f. The principal amount, to the nearest cent.

$317,000.00

g. Value of collateral, to the nearest cent.

$33,545.86

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MORGAN STANLEY CAPITAL 1 TRUST 2006

d. Maturity date.

2043-12-15

e. Coupon or yield.

5.399000

f. The principal amount, to the nearest cent.

$750,000.00

g. Value of collateral, to the nearest cent.

$420,512.26

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

MHL

d. Maturity date.

2036-04-25

e. Coupon or yield.

1.832100

f. The principal amount, to the nearest cent.

$10,000,000.00

g. Value of collateral, to the nearest cent.

$208,247.12

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NEW RESIDENTIAL VAR 11/35

d. Maturity date.

2035-11-26

e. Coupon or yield.

5.678400

f. The principal amount, to the nearest cent.

$150,550.00

g. Value of collateral, to the nearest cent.

$134,671.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

NOMURA ASSET ACCEPT CORP

d. Maturity date.

2037-04-25

e. Coupon or yield.

1.832100

f. The principal amount, to the nearest cent.

$27,500,239.00

g. Value of collateral, to the nearest cent.

$5,192,966.11

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI 2007-QH2 A2

d. Maturity date.

2037-03-25

e. Coupon or yield.

1.722100

f. The principal amount, to the nearest cent.

$17,500,000.00

g. Value of collateral, to the nearest cent.

$23,752.70

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI 2007-QH3 A2

d. Maturity date.

2037-04-25

e. Coupon or yield.

1.762100

f. The principal amount, to the nearest cent.

$20,000,000.00

g. Value of collateral, to the nearest cent.

$212,728.36

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI 2006-QS4 A5

d. Maturity date.

2036-04-25

e. Coupon or yield.

2.052100

f. The principal amount, to the nearest cent.

$24,685,100.00

g. Value of collateral, to the nearest cent.

$2,431,014.06

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

RALI 2007-QS1 2A2

d. Maturity date.

2037-01-25

e. Coupon or yield.

1.912100

f. The principal amount, to the nearest cent.

$39,826,500.00

g. Value of collateral, to the nearest cent.

$6,587,961.19

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JPALT 2007-S1 M1

d. Maturity date.

2047-04-25

e. Coupon or yield.

1.932100

f. The principal amount, to the nearest cent.

$2,786,000.00

g. Value of collateral, to the nearest cent.

$1,556,119.80

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

JP MORGAN VAR 10/36

d. Maturity date.

2036-10-25

e. Coupon or yield.

3.462500

f. The principal amount, to the nearest cent.

$4,147,000.00

g. Value of collateral, to the nearest cent.

$852.92

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

144A WBCMT 2007-C31 K

d. Maturity date.

2047-04-15

e. Coupon or yield.

6.050500

f. The principal amount, to the nearest cent.

$5,000,000.00

g. Value of collateral, to the nearest cent.

$30,529.76

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WAMU 2006-AR5 A1B3

d. Maturity date.

2046-06-25

e. Coupon or yield.

1.902100

f. The principal amount, to the nearest cent.

$12,279,000.00

g. Value of collateral, to the nearest cent.

$473,765.18

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WFMBS2006-06

d. Maturity date.

2036-05-25

e. Coupon or yield.

1.952100

f. The principal amount, to the nearest cent.

$18,200,000.00

g. Value of collateral, to the nearest cent.

$1,080,997.21

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

b. The name of the collateral issuer.

WELLS FARGO 5.75% 06/37

d. Maturity date.

2037-06-25

e. Coupon or yield.

5.750000

f. The principal amount, to the nearest cent.

$91,000.00

g. Value of collateral, to the nearest cent.

$16,130.43

h. The category of investments that most closely represents the collateral, selected from among the following:

Asset-Backed Securities
Radio button not checked

Agency Collateralized Mortgage Obligations
Radio button not checked

Agency Debentures and Agency Strips
Radio button not checked

Agency Mortgage-Backed Securities
Radio button checked

Private Label Collateralized Mortgage Obligations
Radio button not checked

Corporate Debt Securities
Radio button not checked

Equities

Money Market
Radio button not checked

U.S. Treasuries (including strips)
Radio button not checked

Other Instrument

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-02-02

2018-02-15

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

a. The identity of the Demand Feature issuer(s).

Credit Suisse Securities (USA) LLC

b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.

100.00%

c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.

d. Is the demand feature conditional?

Yes

e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.64%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$229,933,714.00

b. Excluding the value of any sponsor support:

$229,933,714.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.64%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.420000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

B4TYDEB6GKMZO031MB27

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000947263

c. Other unique identifier.

ATD0O4KW6

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.42%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$96,999,296.75

b. Excluding the value of any sponsor support:

$96,999,296.75

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.27%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.370000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

F3JS33DEI6XQ4ZBPTN86

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000917311

c. Other unique identifier.

ATD0O4L21

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.37%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$232,997,996.20

b. Excluding the value of any sponsor support:

$232,997,996.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.65%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

DBS BANK LTD (SINGAPORE BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

DBS BANK LTD (SINGAPORE BRANCH) 1.450000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

ATUEL7OJR5057F2PV266

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000882617

c. Other unique identifier.

ATD0O4LA3

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.45%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$264,998,304.00

b. Excluding the value of any sponsor support:

$264,998,304.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.74%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

DNB BANK ASA (GRAND CAYMAN BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

DNB BANK ASA (GRAND CAYMAN BRANCH) 1.380000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001498632

c. Other unique identifier.

ATD0O58Z0

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.38%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$437,993,013.90

b. Excluding the value of any sponsor support:

$437,993,013.90

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.22%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NATIONAL BANK OF CANADA (MONTREAL BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.390000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000926171

c. Other unique identifier.

ATD0O5A38

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.39%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$120,998,142.65

b. Excluding the value of any sponsor support:

$120,998,142.65

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.34%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.370000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

F3JS33DEI6XQ4ZBPTN86

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000917311

c. Other unique identifier.

ATD0O5A95

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.37%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$304,997,377.00

b. Excluding the value of any sponsor support:

$304,997,377.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.85%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 1.380000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

JHE42UYNWWTJB8YTTU19

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000859994

c. Other unique identifier.

ATD0O5AB0

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.38%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$196,996,857.85

b. Excluding the value of any sponsor support:

$196,996,857.85

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.55%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NORDEA BANK AB (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

NORDEA BANK AB (NEW YORK BRANCH) 1.370000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001002614

c. Other unique identifier.

ATD0O5AF1

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.37%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$123,997,960.20

b. Excluding the value of any sponsor support:

$123,997,960.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.35%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.420000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

B4TYDEB6GKMZO031MB27

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000947263

c. Other unique identifier.

ATD0O5B37

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-03

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.42%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$253,996,507.50

b. Excluding the value of any sponsor support:

$253,996,507.50

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.71%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ROYAL BANK OF CANADA (TORONTO BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ROYAL BANK OF CANADA (TORONTO BRANCH) 1.440000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

ES7IP3U3RHIGC71XBU11

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000352613

c. Other unique identifier.

ATD0O5YG3

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.44%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$331,994,090.40

b. Excluding the value of any sponsor support:

$331,994,090.40

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.93%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.440000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

JHE42UYNWWTJB8YTTU19

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000859994

c. Other unique identifier.

ATD0O5YK4

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-04

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.44%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$507,990,957.60

b. Excluding the value of any sponsor support:

$507,990,957.60

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.42%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NORDEA BANK AB (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

NORDEA BANK AB (NEW YORK BRANCH) 1.300000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001002614

c. Other unique identifier.

ATD0O6MB5

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.30%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$399,995,780.00

b. Excluding the value of any sponsor support:

$399,995,780.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

1.12%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

LLOYDS BANK PLC (NEW YORK BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

LLOYDS BANK PLC (NEW YORK BRANCH) 1.300000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

H7FNTJ4851HG0EXQ1Z70

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0001167831

c. Other unique identifier.

ATD0O6MC3

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.30%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$179,998,101.00

b. Excluding the value of any sponsor support:

$179,998,101.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.50%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.350000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

R83QYRLEMH4ZSHI0L097

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000931061

c. Other unique identifier.

ATD0O6ME9

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

a. The identity of the Guarantor(s).

Santander UK Plc

b. The amount (i.e., percentage) of fractional support provided by each Guarantor.

100.00%

c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.35%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$79,999,268.00

b. Excluding the value of any sponsor support:

$79,999,268.00

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.22%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.340000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

B4TYDEB6GKMZO031MB27

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000947263

c. Other unique identifier.

ATD0O6MF6

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.34%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$162,998,459.65

b. Excluding the value of any sponsor support:

$162,998,459.65

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

0.45%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.

NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)

Item C.2 The title of the issue (including coupon, if applicable).

NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.300000%

Item C.3 The CUSIP.

Item C.4 The LEI (if available). (See General Instruction E.)

Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:

a. The ISIN;

b. The CIK; or

0000833029

c. Other unique identifier.

ATD0O6MH2

Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:

U.S. Treasury Debt
Radio button not checked

U.S. Government Agency Debt
Radio button not checked

Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked

Certificate of Deposit
Radio button checked

Non-Negotiable Time Deposit
Radio button not checked

Variable Rate Demand Note
Radio button not checked

Other Municipal Security
Radio button not checked

Asset Backed Commercial Paper
Radio button not checked

Other Asset Backed Securities
Radio button not checked

U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked

U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked

Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked

Insurance Company Funding Agreement
Radio button not checked

Investment Company
Radio button not checked

Financial Company Commercial Paper
Radio button not checked

Non-Financial Company Commercial Paper
Radio button not checked

Tender Option Bond
Radio button not checked

Other Instrument

Yes

Item C.9 Is the security an Eligible Security?

Yes

Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).

2018-01-02

Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security?

Yes

If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a

Yes

If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.

Yes

If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.

Item C.17 The yield of the security as of the reporting date.

1.30%

Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)

a. Including the value of any sponsor support:

$895,990,547.20

b. Excluding the value of any sponsor support:

$895,990,547.20

Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.

2.50%

Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?

Yes

Item C.21 Is the security a Daily Liquid Asset?

Yes

Item C.22 Is the security a Weekly Liquid Asset?

Yes

Item C.23 Is the security an Illiquid Security?

Yes

Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

N-MFP: Signatures

Pursuant to the requirements of the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

(Registrant)

The Charles Schwab Family of Funds

Date

2018-01-08

(Signature)*

Mark Fischer

Name of Signing Officer

Mark Fischer

Title of Signing Officer

Chief Financial Officer