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P-1 Standard and Poor's Ratings Services A-1+ 2017-02-28 2017-06-29 2017-06-29 N N N 0.0119 1000122.98 1000122.98 0.0028 N N N N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES LLC 0.810000% 931ALT006 VYVVCKR63DVZZN70PB21 0001488662 BRT56D607 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y WOART_14-A 2020-06-15 1.530000 32000.00 32062.56 Asset-Backed Securities JDOT_15-A 2021-12-15 1.650000 2094505.00 2098606.74 Asset-Backed Securities FORD CREDIT FLOORPLAN MASTER OWN 2019-09-15 1.490000 3213328.00 3219331.21 Asset-Backed Securities Y DBRS Ltd. NR Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2017-02-01 2017-02-01 2017-02-01 N N N 0.0081 5000000.00 5000000.00 0.0141 N Y Y N ` BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.760000% R0MUWSFPU8MPRO8K5P83 0000872786 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SLMA_05-A 2038-12-15 1.243440 199390.00 92804.64 Asset-Backed Securities TPCLO_13-1A 2025-07-15 4.523170 165.00 163.32 Asset-Backed Securities TRAL_14-3A 2026-07-20 2.380110 6045.00 6021.13 Asset-Backed Securities SYMP_12-8AR 2023-01-09 4.060110 8271.00 8272.73 Asset-Backed Securities CORP 110AB7 2038-04-08 9.250000 1513000.00 2139434.54 Corporate Debt Securities JPMORGAN CHASE & CO 2049-12-31 7.900000 2848000.00 3004552.98 Corporate Debt Securities LMT_07-5 2036-08-25 1.091110 6520.00 899.47 Private Label Collateralized Mortgage Obligations Y DBRS Ltd. NR Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-01 2017-02-01 N N N 0.0076 5000000.00 5000000.00 0.0141 N Y Y N CREDIT SUISSE SECURITIES (USA) LLC TRI-PARTY CREDIT SUISSE SECURITIES 1.010000% 1V8Y6QCX6YMJ2OELII46 0001230485 BRT7EP6U1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y DRB PRIME STUDENT LOAN TRUST DRB 2040-06-25 2.890000 4225000.00 3757884.00 Asset-Backed Securities CRART_14-3 2020-08-17 2.660000 75000.00 75471.20 Asset-Backed Securities Countrywide Home Equity Loan Trust 2036-02-25 1.491110 4700000.00 1092673.53 Asset-Backed Securities MORGAN STANLEY CAPITAL I MSC_07-HQ11 2044-02-12 5.478000 50000.00 14328.46 Private Label Collateralized Mortgage Obligations Morgan Stanley Capital I 2044-12-15 5.569000 500000.00 410522.07 Private Label Collateralized Mortgage Obligations Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-01 2017-02-01 N N N 0.0101 5000000.00 5000000.00 0.0141 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) INC 0.780000% 0000853784 BRT7EQNZ9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y LANCASTER CALIF REDEV AGY 2037-02-01 3.000000 500000.00 432906.66 Other Instrument MUNI CFGN 001AP7 2033-11-21 8.750000 3220000.00 4819601.78 Corporate Debt Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2017-02-01 2017-02-01 2017-02-01 N N N 0.0078 5000000.00 5000000.00 0.0141 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES LLC 0.840000% ZBUT11V806EZRVTWT807 0000782124 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y WSLT_05-1 2040-10-25 1.227890 5695000.00 5352321.02 Asset-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-01 2017-02-01 N N N 0.0084 5000000.00 5000000.00 0.0141 N Y Y N ANZ BANK NEW ZEALAND LTD ANZ BANK NEW ZEALAND LTD 0.690000% HZSN7FQBPO5IEWYIGC72 BRT88T9R2 Non-Negotiable Time Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-02 2017-02-02 2017-02-02 N N N 0.0069 8000000.00 8000000.00 0.0225 N N Y N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 0.720000% 0001017255 BRT89HS70 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-03 2017-02-03 2017-02-03 N N N 0.0072 10000000.00 10000000.00 0.0281 N N Y N SWEDBANK AB NEW YORK BRANCH SWEDBANK AB NEW YORK BRANCH 0.560000% 0001633050 BRT8BJ2Y2 Non-Negotiable Time Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-01 2017-02-01 2017-02-01 N N N 0.0057 10000000.00 10000000.00 0.0281 N Y Y N DNB BANK ASA DNB BANK ASA 0.560000% 549300GKFG0RYRRQ1414 0001498632 BRT8BLWN8 Non-Negotiable Time Deposit Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-01 2017-02-01 N N N 0.0057 15000000.00 15000000.00 0.0422 N Y Y N SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.560000% NHBDILHZTYCNBV5UYZ31 0001448613 BRT8BLWP3 Non-Negotiable Time Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-01 2017-02-01 2017-02-01 N N N 0.0057 15000000.00 15000000.00 0.0422 N Y Y N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH DZ BANK AG DEUTSCHE ZENTRAL GENOSS 0.560000% 5493005PGG4HB3CD7345 0001083675 BRT8BLWQ1 Non-Negotiable Time Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-01 2017-02-01 2017-02-01 N N N 0.0057 5000000.00 5000000.00 0.0141 N Y Y N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.570000% F3JS33DEI6XQ4ZBPTN86 0001534653 BRT8BLWS7 Non-Negotiable Time Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-01 2017-02-01 N N N 0.0058 15000000.00 15000000.00 0.0422 N Y Y N NORDEA BANK AB NORDEA BANK AB 0.560000% 6SCPQ280AIY8EP3XFW53 0001002614 BRT8BLWT5 Non-Negotiable Time Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-01 2017-02-01 2017-02-01 N N N 0.0057 15000000.00 15000000.00 0.0422 N Y Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 0.570000% N4JDFKKH2FTD8RKFXO39 0001274419 BRT8BLWU2 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-01 2017-02-01 N N N 0.0058 15000000.00 15000000.00 0.0422 N Y Y N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.560000% BSGEFEIOM18Y80CKCV46 BRT8BLWV0 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-01 2017-02-01 N N N 0.0057 10000000.00 10000000.00 0.0281 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVE 0.560000% 1VUV7VQFKUOQSJ21A208 0001335241 BRT8BMLQ1 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-01 2017-02-01 N N N 0.0057 5000000.00 5000000.00 0.0141 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.540000% 173992009 MBNUM2BPBDO7JBLYG310 0000091154 BRT8BNLM8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-01-31 2.250000 5398918.00 5387952.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 2.000000 11154188.00 10932049.90 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-01 2017-02-01 N N N 0.0055 16000000.00 16000000.00 0.0450 N Y Y N NATIXIS SA NATIXIS SA 0.560000% KX1WK48MPD4Y2NCUIZ63 0001456764 BRT8CAGX7 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-01 2017-02-01 N N N 0.0057 12344000.00 12344000.00 0.0347 N Y Y N Master Investment Portfolio 2017-02-07 /s/ Neal J. Andrews Neal J. Andrews Chief Financial Officer