# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0002071691-25-002435
**Filing Date:** 2025-10
**Character Count:** 341764
**Document Hash:** 773f3e823eeabfa862448ec9af59b365
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-002435.hdr.sgml**: 20251006

**ACCESSION NUMBER**: 0002071691-25-002435

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251006

**DATE AS OF CHANGE**: 20251006

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779

**ORGANIZATION NAME:**
- **EIN:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS CAPITAL FUNDS\
- **DATE OF NAME CHANGE:** 19961114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PNC FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NCP FUNDS
- **DATE OF NAME CHANGE:** 19890511

## Series and Classes Contracts Data

### BLACKROCK WEALTH LIQUID ENVIRONMENTALLY AWARE FUND (Series ID: S000001503)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000004025 | INSTITUTIONAL | PNIXX           |
| C000004026 | SERVICE       | PNPXX           |
| C000004027 | INVESTOR A    | PINXX           |
| C000004029 | INVESTOR C    | BMCXX           |
| C000213745 | Premier       |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000844779

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**Registrant Full Name:** BlackRock Funds

**CIK Number of Registrant:** 0000844779

**LEI of Registrant:** 549300OZUEVJZHOBFP42

**Name of Series:** BLACKROCK WEALTH LIQUID ENVIRONMENTALLY AWARE FUND

**LEI of Series:** 549300IKI54WE3ESWO88

**EDGAR Series Identifier:** S000001503

**Total number of share classes in the series:** 5

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

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

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-26305

- **Is this a Feeder Fund?:** No

- **Is this a Master Fund?:** No

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Prime

- **Is this a Retail Money Market Fund?:** Yes

- **WAM:** 41 days

- **WAL:** 63 days

- **Total Value of Portfolio Securities:** $5436369368.98

- **Amortized Cost of Portfolio Securities:** $5435019438.33

- **Cash:** $125982158.77

- **Total Other Assets:** $28073280.10

- **Total Liabilities:** $70843990.80

- **Net Assets of Series:** $5518230886.40

- **Number of Shares Outstanding (Series):** 5518377438.6300

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $2719810874.65            | $2872610191.69             | 49.6600%                  | 52.4500%                   |
| 2025-09-03 | $2722626976.14            | $2875440095.43             | 49.2400%                  | 52.0100%                   |
| 2025-09-04 | $2735416633.45            | $2874245225.69             | 49.4800%                  | 51.9900%                   |
| 2025-09-05 | $2729673136.61            | $2855019721.16             | 49.6100%                  | 51.8900%                   |
| 2025-09-08 | $2796311738.32            | $2857646574.34             | 50.6900%                  | 51.8100%                   |
| 2025-09-09 | $2648047372.55            | $2874293222.49             | 47.8600%                  | 51.9500%                   |
| 2025-09-10 | $2647108397.77            | $2894755224.97             | 47.6000%                  | 52.0500%                   |
| 2025-09-11 | $2645297580.24            | $2885470569.56             | 47.6400%                  | 51.9700%                   |
| 2025-09-12 | $2619366936.81            | $2885115485.93             | 47.2700%                  | 52.0700%                   |
| 2025-09-15 | $2747737469.76            | $2858651457.24             | 49.6500%                  | 51.6600%                   |
| 2025-09-16 | $2601827010.98            | $2855267385.06             | 46.8400%                  | 51.4000%                   |
| 2025-09-17 | $2594759238.84            | $2848224785.69             | 46.7700%                  | 51.3400%                   |
| 2025-09-18 | $2606505140.82            | $2878672857.85             | 46.9300%                  | 51.8300%                   |
| 2025-09-19 | $2615875508.11            | $2894441213.78             | 46.5600%                  | 51.5200%                   |
| 2025-09-22 | $2701152747.49            | $2841052064.85             | 48.7500%                  | 51.2800%                   |
| 2025-09-23 | $2604861370.00            | $2872733289.78             | 46.8500%                  | 51.6700%                   |
| 2025-09-24 | $2518657502.43            | $2901809652.37             | 45.5500%                  | 52.4700%                   |
| 2025-09-25 | $2555409489.57            | $2922103060.29             | 46.0400%                  | 52.6500%                   |
| 2025-09-26 | $2674692006.99            | $2926199934.43             | 47.8000%                  | 52.2900%                   |
| 2025-09-29 | $2537526374.69            | $2903080767.71             | 45.8000%                  | 52.4000%                   |
| 2025-09-30 | $2705172885.13            | $2952642788.26             | 48.4000%                  | 52.8300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.4600%             |
| 2025-09-03 | 4.4600%             |
| 2025-09-04 | 4.4600%             |
| 2025-09-05 | 4.4700%             |
| 2025-09-08 | 4.4800%             |
| 2025-09-09 | 4.4800%             |
| 2025-09-10 | 4.4800%             |
| 2025-09-11 | 4.4800%             |
| 2025-09-12 | 4.4800%             |
| 2025-09-15 | 4.4800%             |
| 2025-09-16 | 4.4800%             |
| 2025-09-17 | 4.4800%             |
| 2025-09-18 | 4.4600%             |
| 2025-09-19 | 4.4300%             |
| 2025-09-22 | 4.3600%             |
| 2025-09-23 | 4.3300%             |
| 2025-09-24 | 4.3100%             |
| 2025-09-25 | 4.3100%             |
| 2025-09-29 | 4.3000%             |
| 2025-09-30 | 4.3100%             |
| 2025-09-26 | 4.3000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0001                      |
|  |  |
| 2025-09-03 | 1.0001                      |
|  |  |
| 2025-09-04 | 1.0001                      |
|  |  |
| 2025-09-05 | 1.0002                      |
|  |  |
| 2025-09-08 | 1.0002                      |
|  |  |
| 2025-09-09 | 1.0002                      |
|  |  |
| 2025-09-10 | 1.0002                      |
|  |  |
| 2025-09-11 | 1.0003                      |
|  |  |
| 2025-09-12 | 1.0003                      |
|  |  |
| 2025-09-15 | 1.0003                      |
|  |  |
| 2025-09-16 | 1.0003                      |
|  |  |
| 2025-09-17 | 1.0003                      |
|  |  |
| 2025-09-18 | 1.0003                      |
|  |  |
| 2025-09-19 | 1.0002                      |
|  |  |
| 2025-09-22 | 1.0002                      |
|  |  |
| 2025-09-23 | 1.0002                      |
|  |  |
| 2025-09-24 | 1.0002                      |
|  |  |
| 2025-09-25 | 1.0002                      |
|  |  |
| 2025-09-29 | 1.0002                      |
|  |  |
| 2025-09-30 | 1.0002                      |
|  |  |
| 2025-09-26 | 1.0002                      |
|  |  |

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

### Class: Investor C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $5203664.28

- **Number of Shares Outstanding:** 5203802.1600

- **Expense Reimbursement/Waiver:** 1132.52

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $7103.07                |
| 2025-09-03 | $0.00                     | $348.36                 |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $1440.00                |
| 2025-09-08 | $0.00                     | $1517.64                |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $176549.35                | $42355.15               |
| 2025-09-15 | $0.00                     | $55693.04               |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $5972.92                |
| 2025-09-18 | $0.00                     | $4361.55                |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $818.44                 |
| 2025-09-23 | $0.00                     | $94561.47               |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $7316.70                |
| 2025-09-29 | $0.00                     | $5000.00                |
| 2025-09-30 | $13115.14                 | $3247.64                |
| 2025-09-26 | $124441.94                | $0.00                   |

**Total Gross Subscriptions (Month):** $314106.43

**Total Gross Redemptions (Month):** $229735.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.1600%           |
| 2025-09-03 | 3.1600%           |
| 2025-09-04 | 3.1600%           |
| 2025-09-05 | 3.1700%           |
| 2025-09-08 | 3.1800%           |
| 2025-09-09 | 3.1800%           |
| 2025-09-10 | 3.1800%           |
| 2025-09-11 | 3.1800%           |
| 2025-09-12 | 3.1800%           |
| 2025-09-15 | 3.1800%           |
| 2025-09-16 | 3.1800%           |
| 2025-09-17 | 3.1800%           |
| 2025-09-18 | 3.1600%           |
| 2025-09-19 | 3.1300%           |
| 2025-09-22 | 3.0600%           |
| 2025-09-23 | 3.0300%           |
| 2025-09-24 | 3.0100%           |
| 2025-09-25 | 3.0100%           |
| 2025-09-29 | 3.0000%           |
| 2025-09-30 | 3.0100%           |
| 2025-09-26 | 3.0000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 7.8800%          | 0.0000%              |
| Broker-dealer |  | 9.7600%          | 0.0000%              |
| Broker-dealer |  | 21.0200%         | 0.0000%              |
| Broker-dealer |  | 13.2000%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $2000000.00

- **Net Assets of Class:** $21076197.44

- **Number of Shares Outstanding:** 21076757.8500

- **Expense Reimbursement/Waiver:** 4227.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $424.00                   | $0.00                   |
| 2025-09-03 | $1395.00                  | $0.00                   |
| 2025-09-04 | $2517.00                  | $201.00                 |
| 2025-09-05 | $28958.23                 | $7984.00                |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $4410.00                  | $1396.00                |
| 2025-09-10 | $13624.00                 | $51699.62               |
| 2025-09-11 | $244.00                   | $0.00                   |
| 2025-09-12 | $1828.00                  | $11863.00               |
| 2025-09-15 | $0.00                     | $18431.00               |
| 2025-09-16 | $49.50                    | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $71.00                    | $0.00                   |
| 2025-09-19 | $19916.00                 | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $158356.00                | $26738.00               |
| 2025-09-24 | $660396.00                | $31.00                  |
| 2025-09-25 | $0.00                     | $14487.00               |
| 2025-09-29 | $15808.00                 | $120000.00              |
| 2025-09-30 | $76214.40                 | $50142.25               |
| 2025-09-26 | $166204.00                | $0.00                   |

**Total Gross Subscriptions (Month):** $1150415.13

**Total Gross Redemptions (Month):** $302972.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2600%           |
| 2025-09-03 | 4.2600%           |
| 2025-09-04 | 4.2600%           |
| 2025-09-05 | 4.2700%           |
| 2025-09-08 | 4.2800%           |
| 2025-09-09 | 4.2800%           |
| 2025-09-10 | 4.2800%           |
| 2025-09-11 | 4.2800%           |
| 2025-09-12 | 4.2800%           |
| 2025-09-15 | 4.2800%           |
| 2025-09-16 | 4.2800%           |
| 2025-09-17 | 4.2800%           |
| 2025-09-18 | 4.2600%           |
| 2025-09-19 | 4.2300%           |
| 2025-09-22 | 4.1600%           |
| 2025-09-23 | 4.1300%           |
| 2025-09-24 | 4.1100%           |
| 2025-09-25 | 4.1100%           |
| 2025-09-29 | 4.1000%           |
| 2025-09-30 | 4.1100%           |
| 2025-09-26 | 4.1000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 8.3500%          | 0.0000%              |
| Broker-dealer |  | 91.4800%         | 0.0000%              |

### Class: Service

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $182954721.45

- **Number of Shares Outstanding:** 182959577.1800

- **Expense Reimbursement/Waiver:** 34617.26

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $1131014.85               | $982957.45              |
| 2025-09-03 | $736301.30                | $876815.96              |
| 2025-09-04 | $909477.33                | $709467.17              |
| 2025-09-05 | $1425519.50               | $926080.68              |
| 2025-09-08 | $1056142.89               | $417115.05              |
| 2025-09-09 | $1324056.84               | $340007.18              |
| 2025-09-10 | $361713.13                | $775339.00              |
| 2025-09-11 | $922448.88                | $134771.16              |
| 2025-09-12 | $1222477.71               | $629978.65              |
| 2025-09-15 | $582651.40                | $1200986.82             |
| 2025-09-16 | $479991.76                | $362213.81              |
| 2025-09-17 | $876957.44                | $318720.21              |
| 2025-09-18 | $460187.32                | $351927.05              |
| 2025-09-19 | $714355.36                | $331925.93              |
| 2025-09-22 | $530450.51                | $400747.43              |
| 2025-09-23 | $949249.57                | $1392510.42             |
| 2025-09-24 | $791576.69                | $398263.90              |
| 2025-09-25 | $854312.07                | $307418.01              |
| 2025-09-29 | $79118.79                 | $975806.94              |
| 2025-09-30 | $973806.04                | $1142069.19             |
| 2025-09-26 | $423931.51                | $548869.40              |

**Total Gross Subscriptions (Month):** $16805740.89

**Total Gross Redemptions (Month):** $13523991.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9900%           |
| 2025-09-03 | 3.9900%           |
| 2025-09-04 | 3.9900%           |
| 2025-09-05 | 3.9900%           |
| 2025-09-08 | 4.0100%           |
| 2025-09-09 | 4.0100%           |
| 2025-09-10 | 4.0100%           |
| 2025-09-11 | 4.0100%           |
| 2025-09-12 | 4.0100%           |
| 2025-09-15 | 4.0000%           |
| 2025-09-16 | 4.0000%           |
| 2025-09-17 | 4.0000%           |
| 2025-09-18 | 3.9800%           |
| 2025-09-19 | 3.9600%           |
| 2025-09-22 | 3.8900%           |
| 2025-09-23 | 3.8600%           |
| 2025-09-24 | 3.8400%           |
| 2025-09-25 | 3.8300%           |
| 2025-09-29 | 3.8300%           |
| 2025-09-30 | 3.8400%           |
| 2025-09-26 | 3.8300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.3300%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $2000000.00

- **Net Assets of Class:** $698055818.81

- **Number of Shares Outstanding:** 698074358.6900

- **Expense Reimbursement/Waiver:** 153290.79

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $6309195.93               | $4163530.30             |
| 2025-09-03 | $1190990.44               | $4142354.47             |
| 2025-09-04 | $703856.30                | $1882517.77             |
| 2025-09-05 | $1586944.43               | $2104317.58             |
| 2025-09-08 | $3644280.36               | $1470402.98             |
| 2025-09-09 | $7403747.01               | $1304262.49             |
| 2025-09-10 | $3821916.43               | $3795006.20             |
| 2025-09-11 | $457902.08                | $4071331.53             |
| 2025-09-12 | $855626.74                | $1714504.13             |
| 2025-09-15 | $1146250.22               | $3724137.23             |
| 2025-09-16 | $11742846.08              | $3228001.13             |
| 2025-09-17 | $1445307.18               | $1659970.71             |
| 2025-09-18 | $3731401.00               | $3495535.05             |
| 2025-09-19 | $1695929.57               | $10181070.50            |
| 2025-09-22 | $4472076.58               | $2264535.85             |
| 2025-09-23 | $2128105.46               | $3571774.12             |
| 2025-09-24 | $1789392.74               | $19804972.88            |
| 2025-09-25 | $5654847.99               | $2415756.88             |
| 2025-09-29 | $912870.56                | $977265.37              |
| 2025-09-30 | $4729384.80               | $1790631.23             |
| 2025-09-26 | $3439402.86               | $4356040.96             |

**Total Gross Subscriptions (Month):** $68862274.76

**Total Gross Redemptions (Month):** $82117919.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2600%           |
| 2025-09-03 | 4.2600%           |
| 2025-09-04 | 4.2600%           |
| 2025-09-05 | 4.2700%           |
| 2025-09-08 | 4.2800%           |
| 2025-09-09 | 4.2800%           |
| 2025-09-10 | 4.2800%           |
| 2025-09-11 | 4.2800%           |
| 2025-09-12 | 4.2800%           |
| 2025-09-15 | 4.2800%           |
| 2025-09-16 | 4.2800%           |
| 2025-09-17 | 4.2800%           |
| 2025-09-18 | 4.2600%           |
| 2025-09-19 | 4.2300%           |
| 2025-09-22 | 4.1600%           |
| 2025-09-23 | 4.1300%           |
| 2025-09-24 | 4.1100%           |
| 2025-09-25 | 4.1100%           |
| 2025-09-29 | 4.1000%           |
| 2025-09-30 | 4.1100%           |
| 2025-09-26 | 4.1000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 54.7300%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.9400%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.6400%         | 0.0000%              |

### Class: Investor A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $4610940484.42

- **Number of Shares Outstanding:** 4611062942.7500

- **Expense Reimbursement/Waiver:** 873864.70

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-26 | $21759001.56              | $11724646.24            |
| 2025-09-02 | $23787538.95              | $16716940.19            |
| 2025-09-03 | $23940436.80              | $20362667.43            |
| 2025-09-04 | $35723108.43              | $11638807.42            |
| 2025-09-05 | $25087709.49              | $10398850.49            |
| 2025-09-08 | $18303114.39              | $18599268.79            |
| 2025-09-09 | $20506659.44              | $22917651.03            |
| 2025-09-10 | $21958283.50              | $21123875.09            |
| 2025-09-11 | $16402021.77              | $12952584.60            |
| 2025-09-12 | $20254640.02              | $14826679.45            |
| 2025-09-15 | $16942965.80              | $20842101.27            |
| 2025-09-16 | $19156895.59              | $18148908.34            |
| 2025-09-17 | $17188841.69              | $15329978.27            |
| 2025-09-18 | $22387748.47              | $16686930.12            |
| 2025-09-19 | $33353134.17              | $24128812.91            |
| 2025-09-22 | $16431212.27              | $29078050.65            |
| 2025-09-23 | $16973768.66              | $15829787.88            |
| 2025-09-24 | $11398493.25              | $14148556.14            |
| 2025-09-25 | $17172314.31              | $18869708.64            |
| 2025-09-29 | $11392537.67              | $17009350.03            |
| 2025-09-30 | $35511901.32              | $16730328.57            |

**Total Gross Subscriptions (Month):** $445632327.55

**Total Gross Redemptions (Month):** $368064483.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-26 | 3.8300%           |
| 2025-09-02 | 3.9800%           |
| 2025-09-03 | 3.9800%           |
| 2025-09-04 | 3.9800%           |
| 2025-09-05 | 3.9900%           |
| 2025-09-08 | 4.0000%           |
| 2025-09-09 | 4.0000%           |
| 2025-09-10 | 4.0000%           |
| 2025-09-11 | 4.0000%           |
| 2025-09-12 | 4.0000%           |
| 2025-09-15 | 4.0000%           |
| 2025-09-16 | 4.0000%           |
| 2025-09-17 | 4.0000%           |
| 2025-09-18 | 3.9800%           |
| 2025-09-19 | 3.9500%           |
| 2025-09-22 | 3.8800%           |
| 2025-09-23 | 3.8500%           |
| 2025-09-24 | 3.8300%           |
| 2025-09-25 | 3.8300%           |
| 2025-09-29 | 3.8200%           |
| 2025-09-30 | 3.8300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 16.5900%         | 0.0000%              |
| Broker-dealer |  | 5.0600%          | 0.0000%              |
| Broker-dealer |  | 68.6300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Credit Agricole Corporate & Investment Bank, New York

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JLE3, C.4 - ISIN: US22536JLE37, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $24006907.20
- **C.18.a - Value (excl. sponsor support):** $24006907.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Colorado Housing & Finance Authority

- **C.1 - Title:** Colorado Housing & Finance Authority
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480WH6, C.4 - ISIN: US196480WH67, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $7230000.00
- **C.18.a - Value (excl. sponsor support):** $7230000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2051-11-01
- **C.10 - Ratings:** Moody's: VMIG1; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFE3, C.4 - ISIN: US44988GFE35, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $5000920.00
- **C.18.a - Value (excl. sponsor support):** $5000920.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Nederlandse Waterschapsbank NV

- **C.1 - Title:** Nederlandse Waterschapsbank NV
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63975UX64, C.4 - ISIN: US63975UX643, C.3 - LEI: JLP5FSPH9WPSHY3NIM24
- **C.18 - Value (incl. sponsor support):** $29979222.00
- **C.18.a - Value (excl. sponsor support):** $29979222.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: Sumitomo Mitsui Banking Corp., New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPQ7, C.4 - ISIN: US86565GPQ72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $7609132.16
- **C.18.a - Value (excl. sponsor support):** $7609132.16
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPE1, C.4 - ISIN: US78014XPE12, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $10005041.00
- **C.18.a - Value (excl. sponsor support):** $10005041.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Bank of Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3K8, C.4 - ISIN: US06370B3K86, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $11616068.20
- **C.18.a - Value (excl. sponsor support):** $11616068.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C46L0, C.4 - ISIN: US9612C46L00, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $15506038.80
- **C.18.a - Value (excl. sponsor support):** $15506038.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WKM9, C.4 - ISIN: US65558WKM90, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $12005202.00
- **C.18.a - Value (excl. sponsor support):** $12005202.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LGL2, C.4 - ISIN: US55607LGL27, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $22272661.80
- **C.18.a - Value (excl. sponsor support):** $22272661.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327BBA2, C.4 - ISIN: US17327BBA26, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $12807553.20
- **C.18.a - Value (excl. sponsor support):** $12807553.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607KYK6, C.4 - ISIN: US55607KYK68, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $22869134.60
- **C.18.a - Value (excl. sponsor support):** $22869134.60
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJF0, C.4 - ISIN: US13606DJF06, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $13522495.59
- **C.18.a - Value (excl. sponsor support):** $13522495.59
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CEB8, C.4 - ISIN: US05253CEB81, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $19522160.00
- **C.18.a - Value (excl. sponsor support):** $19522160.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1CJ7, C.4 - ISIN: US2332K1CJ70, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $15704345.60
- **C.18.a - Value (excl. sponsor support):** $15704345.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Lloyds Bank plc

- **C.1 - Title:** Lloyds Bank plc
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SBH9, C.4 - ISIN: US53943SBH94, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $16736216.10
- **C.18.a - Value (excl. sponsor support):** $16736216.10
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DND0, C.4 - ISIN: US13606DND02, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $27038294.10
- **C.18.a - Value (excl. sponsor support):** $27038294.10
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NZL7, C.4 - ISIN: US55607NZL71, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $11002326.50
- **C.18.a - Value (excl. sponsor support):** $11002326.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMF2, C.4 - ISIN: US65558WMF22, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $17005907.50
- **C.18.a - Value (excl. sponsor support):** $17005907.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Swedbank AB, New York

- **C.1 - Title:** Swedbank AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WM93, C.4 - ISIN: US87019WM930, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $12504660.00
- **C.18.a - Value (excl. sponsor support):** $12504660.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSB1, C.4 - ISIN: US06051WSB18, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $10007400.00
- **C.18.a - Value (excl. sponsor support):** $10007400.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Cooperatieve Rabobank UA, New York

- **C.1 - Title:** Cooperatieve Rabobank UA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684XZ41, C.4 - ISIN: US21684XZ419, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $15501486.45
- **C.18.a - Value (excl. sponsor support):** $15501486.45
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc.
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12509RZ20, C.4 - ISIN: US12509RZ205, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $13403018.70
- **C.18.a - Value (excl. sponsor support):** $13403018.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JDU8, C.4 - ISIN: US78015JDU88, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $14007467.60
- **C.18.a - Value (excl. sponsor support):** $14007467.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGG5, C.4 - ISIN: US05253CGG50, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $15028657.40
- **C.18.a - Value (excl. sponsor support):** $15028657.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAT3, C.4 - ISIN: US89115DAT37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8000321.60
- **C.18.a - Value (excl. sponsor support):** $8000321.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Cooperatieve Rabobank UA, New York

- **C.1 - Title:** Cooperatieve Rabobank UA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LKA9, C.4 - ISIN: US21684LKA97, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $11004298.80
- **C.18.a - Value (excl. sponsor support):** $11004298.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Mizuho Bank Ltd., New York

- **C.1 - Title:** Mizuho Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TP96, C.4 - ISIN: US60710TP967, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $15003531.00
- **C.18.a - Value (excl. sponsor support):** $15003531.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LEL4, C.4 - ISIN: US55607LEL45, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $16568570.60
- **C.18.a - Value (excl. sponsor support):** $16568570.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KBL7, C.4 - ISIN: US65558KBL70, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $24606830.00
- **C.18.a - Value (excl. sponsor support):** $24606830.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DAC8, C.4 - ISIN: US19767DAC83, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $26684645.40
- **C.18.a - Value (excl. sponsor support):** $26684645.40
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821QFM8, C.4 - ISIN: US04821QFM87, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $27003103.65
- **C.18.a - Value (excl. sponsor support):** $27003103.65
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $38000000.00
- **C.18.a - Value (excl. sponsor support):** $38000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 2.5000%  | N/A     | $59730323.00       | $38760001.25       | Agency Mortgage-Backed Securities |

### Security 34: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MZY3, C.4 - ISIN: US05253MZY38, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $13997687.20
- **C.18.a - Value (excl. sponsor support):** $13997687.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQK9, C.4 - ISIN: US85325VQK97, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $14012803.00
- **C.18.a - Value (excl. sponsor support):** $14012803.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Lloyds Bank plc

- **C.1 - Title:** Lloyds Bank plc
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943FXV2, C.4 - ISIN: US53943FXV20, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $9966811.00
- **C.18.a - Value (excl. sponsor support):** $9966811.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NBF2, C.4 - ISIN: US11042NBF24, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $10000470.70
- **C.18.a - Value (excl. sponsor support):** $10000470.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BNP Paribas SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGN7, C.4 - ISIN: US05593DGN75, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $20004460.00
- **C.18.a - Value (excl. sponsor support):** $20004460.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAL0, C.4 - ISIN: US89115DAL01, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $10011805.00
- **C.18.a - Value (excl. sponsor support):** $10011805.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWX1, C.4 - ISIN: US78015JWX17, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $4000160.00
- **C.18.a - Value (excl. sponsor support):** $4000160.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: State Street Bank & Trust Co.

- **C.1 - Title:** State Street Bank & Trust Co.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PH3, C.4 - ISIN: US8574P1PH36, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $13003042.00
- **C.18.a - Value (excl. sponsor support):** $13003042.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKL1, C.4 - ISIN: US55381BKL17, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $8502171.75
- **C.18.a - Value (excl. sponsor support):** $8502171.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JLQ8, C.4 - ISIN: US78015JLQ84, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $11515688.30
- **C.18.a - Value (excl. sponsor support):** $11515688.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Pricoa Short Term Funding LLC

- **C.1 - Title:** Pricoa Short Term Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154HAX9, C.4 - ISIN: US74154HAX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15002827.50
- **C.18.a - Value (excl. sponsor support):** $15002827.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHP5, C.4 - ISIN: US17330QHP54, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $6005602.20
- **C.18.a - Value (excl. sponsor support):** $6005602.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNX8, C.4 - ISIN: US83050WNX82, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $12000274.80
- **C.18.a - Value (excl. sponsor support):** $12000274.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: Alinghi Funding Co. LLC

- **C.1 - Title:** Alinghi Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01626FXG8, C.4 - ISIN: US01626FXG89, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $24953647.50
- **C.18.a - Value (excl. sponsor support):** $24953647.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DAF1, C.4 - ISIN: US19767DAF15, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $22723719.40
- **C.18.a - Value (excl. sponsor support):** $22723719.40
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Bank of Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DPF6, C.4 - ISIN: US06367DPF68, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $17005594.70
- **C.18.a - Value (excl. sponsor support):** $17005594.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Bank of America Corp.

- **C.1 - Title:** Bank of America Corp.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBR3, C.4 - ISIN: US06053RBR30, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $10011478.00
- **C.18.a - Value (excl. sponsor support):** $10011478.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607KXQ4, C.4 - ISIN: US55607KXQ48, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $10720472.98
- **C.18.a - Value (excl. sponsor support):** $10720472.98
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDSDCCB2
- **C.18 - Value (incl. sponsor support):** $480000000.00
- **C.18.a - Value (excl. sponsor support):** $480000000.00
- **C.19 - Percentage of Net Assets:** 8.7000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_21-176L                                         | 2051-10-20      | 2.5000%  | N/A     | $600000.00         | $62980.38          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04D                                         | 2068-03-20      | 2.2640%  | N/A     | $73688000.00       | $949324.34         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128G                                         | 2049-10-20      | 0.2501%  | N/A     | $30000000.00       | $335495.79         | Agency Collateralized Mortgage Obligation |
| FHLMC_5482H                                          | 2051-12-25      | 2.5000%  | N/A     | $38256088.00       | $4740620.64        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22B                                          | 2052-02-20      | 0.0000%  | N/A     | $84088575.00       | $67519.11          | Agency Collateralized Mortgage Obligation |
| GNMA_13-39                                           | 2041-03-20      | 1.0002%  | N/A     | $1721553.00        | $264332.16         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97W                                          | 2053-10-20      | 0.2361%  | N/A     | $250240633.00      | $728944.73         | Agency Collateralized Mortgage Obligation |
| GNMA_19-79                                           | 2061-02-16      | 0.8744%  | N/A     | $83000000.00       | $880479.17         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 4.5000%  | N/A     | $8455804.00        | $801662.10         | Agency Collateralized Mortgage Obligation |
| GNMA_14-092IX                                        | 2054-05-16      | 0.0818%  | N/A     | $56721504.00       | $32395.25          | Agency Collateralized Mortgage Obligation |
| GNMA_20-155                                          | 2060-09-16      | 1.2711%  | N/A     | $5000000.00        | $393479.70         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H10C                                         | 2067-04-20      | 2.3662%  | N/A     | $84305309.00       | $788280.00         | Agency Collateralized Mortgage Obligation |
| GNMA_23-7A                                           | 2051-01-20      | 6.0000%  | N/A     | $2813676.00        | $179465.43         | Agency Collateralized Mortgage Obligation |
| GNMA_14-145D                                         | 2043-01-16      | 3.2266%  | N/A     | $507232.00         | $22853.53          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H16                                          | 2066-06-20      | 2.1411%  | N/A     | $50224650.00       | $349020.06         | Agency Collateralized Mortgage Obligation |
| GNMA_23-151D                                         | 2050-04-20      | 3.0000%  | N/A     | $3304881.00        | $399763.20         | Agency Collateralized Mortgage Obligation |
| GNMA_23-135G                                         | 2053-09-20      | 2.1612%  | N/A     | $65000000.00       | $1427446.74        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18F                                         | 2063-08-20      | 1.3513%  | N/A     | $26444871.00       | $27820.48          | Agency Collateralized Mortgage Obligation |
| GNMA_20-5E                                           | 2049-12-20      | 3.5000%  | N/A     | $2715715.00        | $28235.05          | Agency Collateralized Mortgage Obligation |
| GNMA_24-173B                                         | 2054-10-20      | 6.0000%  | N/A     | $833333.00         | $29858.42          | Agency Collateralized Mortgage Obligation |
| GNMA_25-62J                                          | 2065-04-20      | 1.1112%  | N/A     | $31026636.00       | $800405.18         | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                                          | 2054-12-20      | 2.2612%  | N/A     | $15293742.00       | $1233268.01        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $30595930.00       | $417036.12         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128G                                         | 2052-07-20      | 0.0000%  | N/A     | $50915713.00       | $928776.53         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H23B                                         | 2063-09-20      | 1.4404%  | N/A     | $104376410.00      | $80196.68          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12E                                         | 2070-07-20      | 1.0219%  | N/A     | $45898210.00       | $1287259.77        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H17                                          | 2063-07-20      | 1.6308%  | N/A     | $73549762.00       | $48807.49          | Agency Collateralized Mortgage Obligation |
| FHLMC_5024C                                          | 2050-10-25      | 2.0000%  | N/A     | $9375000.00        | $753798.78         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20D                                         | 2067-10-20      | 2.3179%  | N/A     | $61491000.00       | $1378405.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-85  | 2060-06-16      | 0.5520%  | N/A     | $100000000.00      | $1228706.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08B                                         | 2073-05-20      | 0.2621%  | N/A     | $55516908.00       | $538762.27         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H14B                                         | 2071-09-20      | 0.0475%  | N/A     | $44748423.00       | $1364504.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136B                                         | 2055-08-20      | 0.0000%  | N/A     | $250000.00         | $7.24              | Agency Collateralized Mortgage Obligation |
| GNMA_14-40                                           | 2054-01-16      | 0.2302%  | N/A     | $103923000.00      | $82009.21          | Agency Collateralized Mortgage Obligation |
| GNMA_20-154E                                         | 2050-10-20      | 2.0501%  | N/A     | $20513623.00       | $1521716.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05C                                         | 2075-02-20      | 2.2615%  | N/A     | $31122378.00       | $1075270.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89A                                          | 2055-05-20      | 0.1000%  | N/A     | $133333333.00      | $358593.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                          | 2050-04-25      | 3.5000%  | N/A     | $7254713.00        | $835445.81         | Agency Collateralized Mortgage Obligation |
| GNMA_23-146H                                         | 2053-10-20      | 1.2612%  | N/A     | $100000000.00      | $1554123.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96G                                          | 2051-06-20      | 0.0000%  | N/A     | $150000000.00      | $280964.23         | Agency Collateralized Mortgage Obligation |
| GNMA_08-25                                           | 2038-03-20      | 2.6501%  | N/A     | $92412000.00       | $26790.81          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05A                                         | 2070-02-20      | 1.3064%  | N/A     | $52840000.00       | $1633291.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5397F                                          | 2052-04-25      | 3.5000%  | N/A     | $1500000.00        | $223649.12         | Agency Collateralized Mortgage Obligation |
| GNMA_25-115L                                         | 2064-03-20      | 0.0300%  | N/A     | $20321073.00       | $18218.14          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-02-20      | 1.7854%  | N/A     | $31547250.00       | $367367.70         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15H                                         | 2069-09-20      | 1.4031%  | N/A     | $22582626.00       | $664393.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5499G                                          | 2038-06-25      | 6.0000%  | N/A     | $10623920.00       | $544751.51         | Agency Collateralized Mortgage Obligation |
| GNMA_18-161                                          | 2060-08-16      | 1.2012%  | N/A     | $101553292.00      | $532815.53         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18E                                         | 2069-11-20      | 2.2102%  | N/A     | $28716935.00       | $392627.47         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H17A                                         | 2066-07-20      | 2.0395%  | N/A     | $50801857.00       | $702408.61         | Agency Collateralized Mortgage Obligation |
| GNMA_25-115E                                         | 2055-07-20      | 0.0000%  | N/A     | $250000.00         | $38.32             | Agency Collateralized Mortgage Obligation |
| GNMA_10-20                                           | 2040-02-20      | 1.4301%  | N/A     | $150000000.00      | $524207.65         | Agency Collateralized Mortgage Obligation |
| GNMA_21-195                                          | 2063-08-16      | 0.2500%  | N/A     | $104436563.00      | $987062.78         | Agency Collateralized Mortgage Obligation |
| FHLMC_5402B                                          | 2054-04-25      | 6.0000%  | N/A     | $89468861.00       | $14613113.86       | Agency Collateralized Mortgage Obligation |
| GNMA_16-H07B                                         | 2066-03-20      | 1.7536%  | N/A     | $105662843.00      | $664386.85         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24F                                         | 2066-10-20      | 1.8661%  | N/A     | $49580631.00       | $326354.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-118A                                         | 2054-07-20      | 0.1500%  | N/A     | $100000000.00      | $391147.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_5238A                                          | 2049-09-25      | 4.5000%  | N/A     | $12000000.00       | $1366921.13        | Agency Collateralized Mortgage Obligation |
| GNMA_16-17M                                          | 2046-02-20      | 1.8501%  | N/A     | $39655507.00       | $1513389.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5194G                                          | 2051-08-25      | 3.0000%  | N/A     | $43257083.00       | $3590599.55        | Agency Collateralized Mortgage Obligation |
| GNMA_22-66D                                          | 2049-05-20      | 3.5000%  | N/A     | $1428571.00        | $75776.65          | Agency Collateralized Mortgage Obligation |
| FHLMC_5402A                                          | 2045-01-25      | 6.0000%  | N/A     | $9719801.00        | $679328.22         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H19C                                         | 2075-09-20      | 1.4137%  | N/A     | $22888138.00       | $1340393.77        | Agency Collateralized Mortgage Obligation |
| GNMA_16-91H                                          | 2043-05-20      | 0.3780%  | N/A     | $76062061.00       | $232008.88         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39J                                          | 2054-03-20      | 0.0500%  | N/A     | $60000000.00       | $76151.82          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-47  | 2058-02-16      | 0.5975%  | N/A     | $72336022.00       | $359970.19         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H07D                                         | 2069-04-20      | 2.2253%  | N/A     | $40368984.00       | $540917.37         | Agency Collateralized Mortgage Obligation |
| GNMA_25-85E                                          | 2055-05-20      | 6.5000%  | N/A     | $122256.00         | $26289.50          | Agency Collateralized Mortgage Obligation |
| GNMA_20-46F                                          | 2050-04-20      | 0.0000%  | N/A     | $75000000.00       | $389373.77         | Agency Collateralized Mortgage Obligation |
| GNMA_20-5A                                           | 2047-10-20      | 5.5000%  | N/A     | $3700239.00        | $175614.57         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15                                          | 2069-09-20      | 1.1343%  | N/A     | $50427236.00       | $1323155.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5150                                           | 2051-10-25      | 2.5000%  | N/A     | $11532800.00       | $917837.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-01-16      | 0.5572%  | N/A     | $132392642.00      | $795998.70         | Agency Collateralized Mortgage Obligation |
| GNMA_23-151G                                         | 2063-10-20      | 0.0000%  | N/A     | $7631983.00        | $1617800.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5085B                                          | 2051-03-25      | 1.5000%  | N/A     | $3333333.00        | $259194.31         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H02C                                         | 2070-01-20      | 1.8849%  | N/A     | $34503909.00       | $433262.04         | Agency Collateralized Mortgage Obligation |
| GNMA_25-84E                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1105586.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-06-20      | 0.0000%  | N/A     | $5468064.00        | $197148.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                          | 2051-03-25      | 2.5000%  | N/A     | $6437414.00        | $636923.68         | Agency Collateralized Mortgage Obligation |
| GNMA_19-29M                                          | 2048-04-20      | 4.5000%  | N/A     | $8553622.00        | $282634.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_10-9    | 2040-01-16      | 2.3386%  | N/A     | $1510000.00        | $4987.61           | Agency Collateralized Mortgage Obligation |
| GNMA_16-163E                                         | 2043-09-20      | 0.1263%  | N/A     | $28190974.00       | $123116.45         | Agency Collateralized Mortgage Obligation |
| GNMA_11-126                                          | 2053-04-16      | 0.0000%  | N/A     | $77501339.00       | $9.60              | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 2.0501%  | N/A     | $15798628.00       | $572773.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-23  | 2053-06-16      | 0.2361%  | N/A     | $49480000.00       | $33960.10          | Agency Collateralized Mortgage Obligation |
| GNMA_25-136A                                         | 2052-04-20      | 6.0000%  | N/A     | $12196268.00       | $1418420.57        | Agency Collateralized Mortgage Obligation |
| GNMA_23-18J                                          | 2053-02-20      | 0.0000%  | N/A     | $570392.00         | $352555.20         | Agency Collateralized Mortgage Obligation |
| GNMA_23-70E                                          | 2053-05-20      | 1.0112%  | N/A     | $50000000.00       | $882348.41         | Agency Collateralized Mortgage Obligation |
| GNMA_12-76C                                          | 2042-06-16      | 2.4386%  | N/A     | $27991368.00       | $165788.26         | Agency Collateralized Mortgage Obligation |
| GNMA_21-196E                                         | 2051-11-20      | 0.0000%  | N/A     | $30654000.00       | $75607.25          | Agency Collateralized Mortgage Obligation |
| GNMA_10-87                                           | 2040-07-16      | 2.2386%  | N/A     | $131297989.00      | $549179.27         | Agency Collateralized Mortgage Obligation |
| GNMA_15-82E                                          | 2045-06-20      | 5.3817%  | N/A     | $528007.00         | $2138.25           | Agency Collateralized Mortgage Obligation |
| GNMA_18-97E                                          | 2048-07-16      | 1.9886%  | N/A     | $30451946.00       | $989619.23         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H12B                                         | 2071-09-20      | 0.4358%  | N/A     | $28898494.00       | $474197.83         | Agency Collateralized Mortgage Obligation |
| GNMA_22-172G                                         | 2052-10-20      | 1.2012%  | N/A     | $52749312.00       | $1733455.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-106D                                         | 2053-07-20      | 1.6112%  | N/A     | $45000000.00       | $1245247.54        | Agency Collateralized Mortgage Obligation |
| GNMA_22-174H                                         | 2052-10-20      | 0.3112%  | N/A     | $50000000.00       | $572330.53         | Agency Collateralized Mortgage Obligation |
| GNMA_07-25                                           | 2037-05-20      | 2.5501%  | N/A     | $130000000.00      | $111419.27         | Agency Collateralized Mortgage Obligation |
| GNMA_19-127                                          | 2058-09-16      | 0.6830%  | N/A     | $55000000.00       | $1538388.11        | Agency Collateralized Mortgage Obligation |
| GNMA_22-185                                          | 2064-05-16      | 2.5000%  | N/A     | $326043.00         | $85271.62          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-9   | 2060-01-16      | 0.4436%  | N/A     | $100000000.00      | $1495620.90        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17B                                         | 2071-04-20      | 0.0132%  | N/A     | $50000000.00       | $2242.27           | Agency Collateralized Mortgage Obligation |
| GNMA_17-H11J                                         | 2067-04-20      | 2.4396%  | N/A     | $43573800.00       | $563082.32         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120M                                         | 2052-06-20      | 4.5000%  | N/A     | $6989607.00        | $1328711.42        | Agency Collateralized Mortgage Obligation |
| GNMA_10-H17D                                         | 2060-04-20      | 2.0699%  | N/A     | $90682680.00       | $216937.78         | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 1.3312%  | N/A     | $70000000.00       | $1720339.14        | Agency Collateralized Mortgage Obligation |
| GNMA_21-119B                                         | 2051-07-20      | 3.0000%  | N/A     | $8583333.00        | $711142.29         | Agency Collateralized Mortgage Obligation |
| GNMA_19-85G                                          | 2049-07-20      | 0.0000%  | N/A     | $130000000.00      | $611966.08         | Agency Collateralized Mortgage Obligation |
| GNMA_19-42E                                          | 2049-04-20      | 1.8501%  | N/A     | $37820831.00       | $835687.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5061B                                          | 2051-01-25      | 2.0000%  | N/A     | $12500000.00       | $994555.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_5424A                                          | 2044-01-25      | 6.0000%  | N/A     | $5246197.00        | $264491.09         | Agency Collateralized Mortgage Obligation |
| GNMA_19-83                                           | 2046-06-20      | 0.1072%  | N/A     | $78080820.00       | $518623.14         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H23A                                         | 2066-10-20      | 2.4672%  | N/A     | $62741000.00       | $278179.03         | Agency Collateralized Mortgage Obligation |
| GNMA_22-185                                          | 2064-01-16      | 2.5000%  | N/A     | $5212200.00        | $522478.39         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H07A                                         | 2068-02-20      | 0.1083%  | N/A     | $345317551.00      | $1132565.14        | Agency Collateralized Mortgage Obligation |
| GNMA_22-103F                                         | 2052-06-20      | 0.0000%  | N/A     | $15000000.00       | $11927.41          | Agency Collateralized Mortgage Obligation |
| GNMA_21-25H                                          | 2051-02-20      | 2.5000%  | N/A     | $5000000.00        | $489753.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_5123G                                          | 2051-07-25      | 2.5000%  | N/A     | $4989853.00        | $412203.46         | Agency Collateralized Mortgage Obligation |
| GNMA_19-57H                                          | 2049-05-20      | 1.8001%  | N/A     | $67533929.00       | $1082959.61        | Agency Collateralized Mortgage Obligation |
| GNMA_18-138E                                         | 2048-10-20      | 1.9501%  | N/A     | $46351320.00       | $1532265.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08C                                         | 2075-02-20      | 0.4989%  | N/A     | $25000000.00       | $1363038.44        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H18C                                         | 2067-09-20      | 1.3609%  | N/A     | $61800000.00       | $588048.95         | Agency Collateralized Mortgage Obligation |
| GNMA_14-96C                                          | 2044-07-16      | 1.3386%  | N/A     | $42500768.00       | $555501.52         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.5000%  | N/A     | $3548218.00        | $217004.34         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11H                                         | 2066-05-20      | 2.0661%  | N/A     | $120644359.00      | $857104.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07C                                         | 2074-03-20      | 2.1468%  | N/A     | $44813108.00       | $1459469.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-15A                                          | 2065-10-16      | 0.7084%  | N/A     | $562430.00         | $35708.28          | Agency Collateralized Mortgage Obligation |
| GNMA_21-42                                           | 2051-03-20      | 2.1001%  | N/A     | $5046000.00        | $481585.89         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58E                                          | 2054-04-20      | 0.0500%  | N/A     | $129000000.00      | $116512.84         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173H                                         | 2053-11-20      | 1.1112%  | N/A     | $100000000.00      | $1335363.92        | Agency Collateralized Mortgage Obligation |
| GNMA_12-H26                                          | 2062-10-20      | 1.4149%  | N/A     | $20786617.00       | $20326.96          | Agency Collateralized Mortgage Obligation |
| FHLMC_5047A                                          | 2050-12-25      | 2.5000%  | N/A     | $50000000.00       | $4195491.15        | Agency Collateralized Mortgage Obligation |
| GNMA_19-42D                                          | 2049-04-20      | 5.0000%  | N/A     | $67500450.00       | $1575229.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-64H                                          | 2053-05-20      | 0.9812%  | N/A     | $40000000.00       | $1300522.17        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2049-02-20      | 1.7501%  | N/A     | $18566000.00       | $625088.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2051-04-16      | 0.5382%  | N/A     | $1765000.00        | $4776.16           | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $54906266.00       | $689916.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1022058.91        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H19A                                         | 2063-08-20      | 1.5610%  | N/A     | $76308109.00       | $102961.78         | Agency Collateralized Mortgage Obligation |
| GNMA_22-69C                                          | 2052-04-20      | 0.0000%  | N/A     | $58619846.00       | $1057316.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-16      | 2.3386%  | N/A     | $33333333.00       | $528262.08         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08A                                         | 2071-08-20      | 0.7114%  | N/A     | $10225639.00       | $262902.24         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H05D                                         | 2068-03-20      | 2.4113%  | N/A     | $49447817.00       | $769636.42         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H11                                          | 2065-05-20      | 1.9683%  | N/A     | $43358045.00       | $238572.50         | Agency Collateralized Mortgage Obligation |
| GNMA_17-49                                           | 2058-12-16      | 0.5579%  | N/A     | $94209686.00       | $1045092.13        | Agency Collateralized Mortgage Obligation |
| GNMA_21-221N                                         | 2051-12-20      | 0.0000%  | N/A     | $43152691.00       | $1113486.73        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H18F                                         | 2067-09-20      | 2.1491%  | N/A     | $46445192.00       | $1043703.73        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H14H                                         | 2067-06-20      | 1.6641%  | N/A     | $45839205.00       | $419254.05         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58E                                          | 2054-04-20      | 0.0500%  | N/A     | $29000000.00       | $26192.81          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05F                                         | 2073-01-20      | 1.3993%  | N/A     | $42088974.00       | $562234.83         | Agency Collateralized Mortgage Obligation |
| GNMA_14-18B                                          | 2041-03-20      | 0.6069%  | N/A     | $59421165.00       | $69119.38          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-162 | 2058-09-16      | 0.7635%  | N/A     | $190495167.00      | $1428854.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-28  | 2042-01-16      | 1.1060%  | N/A     | $1758402.00        | $0.92              | Agency Collateralized Mortgage Obligation |
| GNMA_24-H15C                                         | 2074-04-20      | 0.4351%  | N/A     | $26098475.00       | $1553682.82        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H11                                          | 2069-05-20      | 2.1762%  | N/A     | $56595666.00       | $750339.24         | Agency Collateralized Mortgage Obligation |
| GNMA_24-192B                                         | 2066-11-16      | 0.7472%  | N/A     | $1785839.00        | $110305.33         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146H                                         | 2051-08-20      | 3.5000%  | N/A     | $1390000.00        | $167447.12         | Agency Collateralized Mortgage Obligation |
| GNMA_14-155                                          | 2055-08-16      | 0.6593%  | N/A     | $155038000.00      | $112092.81         | Agency Collateralized Mortgage Obligation |
| GNMA_21-107B                                         | 2051-06-20      | 0.0000%  | N/A     | $30000000.00       | $274702.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5118    | 2051-02-25      | 2.0000%  | N/A     | $23667726.00       | $2399061.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5222A                                          | 2052-05-25      | 4.0000%  | N/A     | $12562499.00       | $744854.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5535D                                          | 2052-01-25      | 6.0000%  | N/A     | $9714500.00        | $883025.58         | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                          | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $610493.50         | Agency Collateralized Mortgage Obligation |
| GNMA_16-4D                                           | 2045-11-20      | 4.0000%  | N/A     | $2754000.00        | $52521.88          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2037-06-16      | 8.1055%  | N/A     | $10165768.00       | $360491.83         | Agency Collateralized Mortgage Obligation |
| FHLMC_5188B                                          | 2052-02-25      | 3.0000%  | N/A     | $32645833.00       | $2320955.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5548E                                          | 2052-01-25      | 3.0000%  | N/A     | $39771120.00       | $6978760.96        | Agency Collateralized Mortgage Obligation |
| OVERNMENT NATIONAL MORTGAGE ASSO                     | 2042-09-20      | 0.5501%  | N/A     | $50000000.00       | $74257.59          | Agency Collateralized Mortgage Obligation |
| GNMA_18-67                                           | 2048-05-20      | 1.9501%  | N/A     | $9517000.00        | $198684.84         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H16F                                         | 2071-09-20      | 2.5441%  | N/A     | $36183479.00       | $867440.06         | Agency Collateralized Mortgage Obligation |
| GNMA_25-109B                                         | 2066-12-16      | 0.5000%  | N/A     | $7500000.00        | $190833.49         | Agency Collateralized Mortgage Obligation |
| GNMA_25-152C                                         | 2055-09-20      | 0.0000%  | N/A     | $250000.00         | $624.25            | Agency Collateralized Mortgage Obligation |
| GNMA_24-113A                                         | 2054-07-20      | 0.7512%  | N/A     | $50000000.00       | $969635.30         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H16D                                         | 2066-06-20      | 1.9487%  | N/A     | $86468985.00       | $461863.74         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02F                                         | 2067-12-20      | 2.1658%  | N/A     | $66186619.00       | $1122953.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2046-02-20      | 1.8501%  | N/A     | $69088880.00       | $1653609.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-30  | 2046-05-16      | 2.7887%  | N/A     | $35000000.00       | $312.29            | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                           | 2058-08-16      | 0.6214%  | N/A     | $130000000.00      | $1124617.06        | Agency Collateralized Mortgage Obligation |
| GNMA_20-33C                                          | 2050-03-20      | 1.8501%  | N/A     | $16705945.00       | $671236.28         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H13A                                         | 2073-02-20      | 0.6523%  | N/A     | $45713541.00       | $1267303.44        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H09                                          | 2063-04-20      | 1.7033%  | N/A     | $20020231.00       | $38744.61          | Agency Collateralized Mortgage Obligation |
| GNMA_22-66A                                          | 2052-04-20      | 0.0000%  | N/A     | $30000000.00       | $97604.02          | Agency Collateralized Mortgage Obligation |
| GNMA_13-182B                                         | 2043-12-20      | 4.5000%  | N/A     | $61000000.00       | $1059866.89        | Agency Collateralized Mortgage Obligation |
| GNMA_21-86P                                          | 2051-05-20      | 0.0000%  | N/A     | $35546109.00       | $102510.14         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H25B                                         | 2067-12-20      | 2.2146%  | N/A     | $45000000.00       | $1185064.86        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16C                                         | 2069-10-20      | 1.7931%  | N/A     | $27600000.00       | $863607.52         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                         | 2063-08-20      | 6.5000%  | N/A     | $777590.00         | $49695.51          | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 0.1500%  | N/A     | $50000000.00       | $144948.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 0.1000%  | N/A     | $75000000.00       | $131891.42         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30R                                          | 2054-02-20      | 0.8112%  | N/A     | $100000000.00      | $1575772.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165A                                         | 2053-11-20      | 1.1112%  | N/A     | $100000000.00      | $1427831.65        | Agency Collateralized Mortgage Obligation |
| GNMA_06-69                                           | 2036-12-20      | 2.5501%  | N/A     | $83333333.00       | $6934.04           | Agency Collateralized Mortgage Obligation |
| GNMA_19-52L                                          | 2043-02-16      | 4.5000%  | N/A     | $2005888.00        | $36931.72          | Agency Collateralized Mortgage Obligation |
| GNMA_24-144L                                         | 2054-09-20      | 0.0000%  | N/A     | $46978723.00       | $1322326.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-65G                                          | 2053-05-20      | 0.0500%  | N/A     | $24969221.00       | $39529.92          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13E                                         | 2068-08-20      | 1.8380%  | N/A     | $26224679.00       | $339434.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                         | 2063-08-20      | 6.5000%  | N/A     | $777590.00         | $49707.38          | Agency Collateralized Mortgage Obligation |
| GNMA_21-105M                                         | 2051-06-20      | 2.5000%  | N/A     | $15000000.00       | $1245753.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H05A                                         | 2071-06-20      | 0.4158%  | N/A     | $23158643.00       | $446149.73         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H08C                                         | 2071-07-20      | 0.0000%  | N/A     | $74657124.00       | $136101.71         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06C                                         | 2072-03-20      | 0.0295%  | N/A     | $49000000.00       | $1294809.04        | Agency Collateralized Mortgage Obligation |
| GNMA_21-26                                           | 2051-02-20      | 2.5000%  | N/A     | $549984.00         | $47557.31          | Agency Collateralized Mortgage Obligation |
| GNMA_13-H22A                                         | 2063-07-20      | 2.3620%  | N/A     | $19015723.00       | $26139.54          | Agency Collateralized Mortgage Obligation |
| GNH_16-H6                                            | 2066-02-20      | 1.9309%  | N/A     | $55385800.00       | $488110.15         | Agency Collateralized Mortgage Obligation |
| GNMA_21-226D                                         | 2051-12-20      | 0.0000%  | N/A     | $100000000.00      | $220435.69         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H01                                          | 2063-01-20      | 1.7695%  | N/A     | $35250518.00       | $82407.24          | Agency Collateralized Mortgage Obligation |
| GNMA_09-66                                           | 2039-08-16      | 1.7386%  | N/A     | $153333333.00      | $204996.40         | Agency Collateralized Mortgage Obligation |
| GNMA_18-124N                                         | 2037-03-20      | 1.9501%  | N/A     | $18790181.00       | $268232.09         | Agency Collateralized Mortgage Obligation |
| GNMA_20-122A                                         | 2050-08-20      | 0.0000%  | N/A     | $39514522.00       | $808387.79         | Agency Collateralized Mortgage Obligation |
| GNMA_20-30D                                          | 2048-04-20      | 0.2334%  | N/A     | $32572799.00       | $296229.60         | Agency Collateralized Mortgage Obligation |
| GNMA_19-43C                                          | 2049-04-20      | 0.0000%  | N/A     | $20157487.00       | $7890.83           | Agency Collateralized Mortgage Obligation |
| GNMA_24-135A                                         | 2065-10-16      | 0.7418%  | N/A     | $3489000.00        | $220344.13         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H04C                                         | 2069-02-20      | 1.9524%  | N/A     | $36796905.00       | $403328.36         | Agency Collateralized Mortgage Obligation |
| GNMA_15-93                                           | 2054-09-16      | 0.3489%  | N/A     | $154228210.00      | $27717.29          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17 | 2067-09-20      | 1.4796%  | N/A     | $122489829.00      | $1152006.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-38                                           | 2062-01-16      | 0.6452%  | N/A     | $50000000.00       | $1738296.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                           | 2053-01-20      | 0.5112%  | N/A     | $22426123.00       | $556345.02         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05A                                         | 2071-03-20      | 0.2170%  | N/A     | $10732944.00       | $232413.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_5034C                                          | 2050-11-25      | 2.0000%  | N/A     | $6700000.00        | $696978.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-30                                           | 2055-02-20      | 0.0000%  | N/A     | $160349095.00      | $1599362.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-87                                           | 2053-06-20      | 3.3224%  | N/A     | $100000.00         | $41951.54          | Agency Collateralized Mortgage Obligation |
| GNMA_21-82                                           | 2061-04-16      | 0.2500%  | N/A     | $55000000.00       | $512157.22         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58B                                          | 2051-09-20      | 6.5000%  | N/A     | $384615.00         | $1894.95           | Agency Collateralized Mortgage Obligation |
| GNMA_22-H04B                                         | 2072-02-20      | 2.0216%  | N/A     | $46002049.00       | $1034301.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18B                                         | 2065-12-20      | 1.8929%  | N/A     | $54685147.00       | $1251832.19        | Agency Collateralized Mortgage Obligation |
| GNMA_09-66                                           | 2039-07-16      | 2.5386%  | N/A     | $300000.00         | $114.06            | Agency Collateralized Mortgage Obligation |
| GNMA_13-190                                          | 2041-05-20      | 0.1826%  | N/A     | $97967676.00       | $146760.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                                         | 2053-09-20      | 0.1500%  | N/A     | $74660210.00       | $287000.51         | Agency Collateralized Mortgage Obligation |
| GNMA_05-65                                           | 2035-08-20      | 6.8253%  | N/A     | $7267749.00        | $195395.74         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.1000%  | N/A     | $9000000.00        | $6047.77           | Agency Collateralized Mortgage Obligation |
| GNMA_17-77E                                          | 2047-05-20      | 3.5000%  | N/A     | $9835714.00        | $44295.15          | Agency Collateralized Mortgage Obligation |
| GNMA_16-68A                                          | 2040-05-20      | 5.0000%  | N/A     | $16533235.00       | $420535.91         | Agency Collateralized Mortgage Obligation |
| GNMA_20-46G                                          | 2050-04-20      | 0.0000%  | N/A     | $70000000.00       | $97561.12          | Agency Collateralized Mortgage Obligation |
| FHLMC_5154E                                          | 2042-03-25      | 2.0000%  | N/A     | $31928250.00       | $1167255.51        | Agency Collateralized Mortgage Obligation |
| GNMA_14-68                                           | 2041-10-20      | 0.3947%  | N/A     | $53418228.00       | $119568.80         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                         | 2051-08-20      | 4.5000%  | N/A     | $2234261.00        | $217607.39         | Agency Collateralized Mortgage Obligation |
| GNMA_08-43                                           | 2038-05-20      | 0.0000%  | N/A     | $50078.00          | $0.01              | Agency Collateralized Mortgage Obligation |
| FHLMC_5144B                                          | 2051-09-25      | 2.5000%  | N/A     | $30000000.00       | $2403841.78        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H03G                                         | 2071-02-20      | 0.3185%  | N/A     | $32671236.00       | $924522.99         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06D                                         | 2072-03-20      | 2.0755%  | N/A     | $33175328.00       | $1095188.85        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04B                                         | 2068-02-20      | 2.3400%  | N/A     | $55970020.00       | $956018.65         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 2.0501%  | N/A     | $6132501.00        | $362276.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_5342G                                          | 2051-09-25      | 2.5000%  | N/A     | $53439869.00       | $5506655.61        | Agency Collateralized Mortgage Obligation |
| GNMA_05-45B                                          | 2035-06-20      | 23.4010% | N/A     | $3233334.00        | $67697.97          | Agency Collateralized Mortgage Obligation |
| FHLMC_5036E                                          | 2050-11-25      | 3.5000%  | N/A     | $1080000.00        | $140664.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5202                                           | 2047-01-25      | 3.0000%  | N/A     | $900000.00         | $83966.18          | Agency Collateralized Mortgage Obligation |
| GNMA_14-H15                                          | 2064-07-20      | 1.7087%  | N/A     | $72744349.00       | $296153.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-118B                                         | 2055-07-20      | 0.0000%  | N/A     | $100000000.00      | $1111740.29        | Agency Collateralized Mortgage Obligation |
| GNMA_13-116                                          | 2043-08-20      | 1.8001%  | N/A     | $65000000.00       | $605096.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-62G                                          | 2055-04-20      | 0.3012%  | N/A     | $101000000.00      | $1638702.61        | Agency Collateralized Mortgage Obligation |
| GNMA_21-8R                                           | 2051-01-20      | 2.5000%  | N/A     | $1000000.00        | $78271.24          | Agency Collateralized Mortgage Obligation |
| GNMA_21-175N                                         | 2051-10-20      | 0.0000%  | N/A     | $25000000.00       | $116648.86         | Agency Collateralized Mortgage Obligation |
| GNMA_15-179D                                         | 2045-02-20      | 5.5000%  | N/A     | $2896118.00        | $36055.96          | Agency Collateralized Mortgage Obligation |
| GNMA_16-68B                                          | 2039-11-20      | 0.0000%  | N/A     | $453085.00         | $0.88              | Agency Collateralized Mortgage Obligation |
| FHLMC_5008E                                          | 2050-09-25      | 3.5000%  | N/A     | $707479.00         | $55706.69          | Agency Collateralized Mortgage Obligation |
| GNMA_20-133C                                         | 2049-10-20      | 0.0000%  | N/A     | $48426531.00       | $90662.76          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_14-47   | 2048-02-16      | 0.1632%  | N/A     | $97070000.00       | $16912.77          | Agency Collateralized Mortgage Obligation |
| GNMA_19-52B                                          | 2049-04-20      | 4.5000%  | N/A     | $23498296.00       | $100485.58         | Agency Collateralized Mortgage Obligation |
| GNMA_17-188C                                         | 2043-09-20      | 0.3476%  | N/A     | $51268769.00       | $260078.13         | Agency Collateralized Mortgage Obligation |
| GNMA_18-155                                          | 2048-11-20      | 0.0000%  | N/A     | $160104000.00      | $636651.25         | Agency Collateralized Mortgage Obligation |
| GNMA_24-170B                                         | 2066-03-16      | 0.8781%  | N/A     | $12190578.00       | $838550.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_5482G                                          | 2051-04-25      | 2.5000%  | N/A     | $17818571.00       | $2336528.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5040H                                          | 2050-11-25      | 3.5000%  | N/A     | $800000.00         | $80396.71          | Agency Collateralized Mortgage Obligation |
| GNMA_23-114C                                         | 2053-07-20      | 1.6612%  | N/A     | $52032447.00       | $752767.19         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H23A                                         | 2065-09-20      | 2.3848%  | N/A     | $34531002.00       | $394092.13         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H07A                                         | 2068-05-20      | 1.8636%  | N/A     | $50000000.00       | $1325012.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516D                                          | 2051-06-25      | 6.0000%  | N/A     | $5029682.00        | $426583.02         | Agency Collateralized Mortgage Obligation |
| GNMA_20-149U                                         | 2050-10-20      | 0.0000%  | N/A     | $31281637.00       | $131351.97         | Agency Collateralized Mortgage Obligation |
| GNMA_14-175                                          | 2056-04-16      | 0.4624%  | N/A     | $3000000.00        | $8347.86           | Agency Collateralized Mortgage Obligation |
| GNMA_22-207E                                         | 2051-08-20      | 3.0000%  | N/A     | $260000.00         | $32933.48          | Agency Collateralized Mortgage Obligation |
| GNMA_22-45F                                          | 2052-03-20      | 0.0000%  | N/A     | $30000000.00       | $218005.49         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64X                                          | 2054-04-20      | 0.8612%  | N/A     | $48772317.00       | $1330035.09        | Agency Collateralized Mortgage Obligation |
| GNMA_16-176                                          | 2058-08-16      | 0.8305%  | N/A     | $100000000.00      | $956738.03         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                         | 2074-08-20      | 0.6805%  | N/A     | $17790000.00       | $1143525.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67C                                          | 2053-05-20      | 1.1112%  | N/A     | $50000000.00       | $1413712.15        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06D                                         | 2068-04-20      | 1.9612%  | N/A     | $52421984.00       | $1673312.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-25E                                          | 2049-02-20      | 0.0033%  | N/A     | $8530883.00        | $9881.44           | Agency Collateralized Mortgage Obligation |
| GNMA_08-27C                                          | 2038-03-20      | 7.0000%  | N/A     | $14285714.00       | $151883.89         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H03A                                         | 2073-02-20      | 0.1304%  | N/A     | $6851664.00        | $36497.79          | Agency Collateralized Mortgage Obligation |
| GNMA_21-131C                                         | 2051-07-20      | 2.5000%  | N/A     | $3268294.00        | $328255.12         | Agency Collateralized Mortgage Obligation |
| GNMA_20-7F                                           | 2050-01-20      | 3.5000%  | N/A     | $9416164.00        | $206219.82         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20                                          | 2067-10-20      | 2.3802%  | N/A     | $115090218.00      | $1731315.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5190G                                          | 2052-02-25      | 3.0000%  | N/A     | $29316666.00       | $1892234.68        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H13A                                         | 2064-07-20      | 1.6479%  | N/A     | $22500000.00       | $134237.71         | Agency Collateralized Mortgage Obligation |
| GNMA_20-49                                           | 2062-07-16      | 1.0494%  | N/A     | $53000000.00       | $1684397.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 0.1000%  | N/A     | $100000000.00      | $175855.24         | Agency Collateralized Mortgage Obligation |
| GNMA_24-24C                                          | 2054-02-20      | 1.5112%  | N/A     | $50000000.00       | $1161665.37        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $13613510.00       | $133234.71         | Agency Collateralized Mortgage Obligation |
| GNMA_07-79                                           | 2037-12-20      | 8.0503%  | N/A     | $20000000.00       | $179961.08         | Agency Collateralized Mortgage Obligation |
| GNMA_23-112D                                         | 2050-06-20      | 7.0000%  | N/A     | $428571.00         | $3864.52           | Agency Collateralized Mortgage Obligation |
| GNMA_23-79F                                          | 2053-06-20      | 1.6612%  | N/A     | $51000000.00       | $1207752.91        | Agency Collateralized Mortgage Obligation |
| GNMA_21-213A                                         | 2051-12-20      | 0.0000%  | N/A     | $407300000.00      | $926526.48         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96G                                          | 2051-06-20      | 0.0000%  | N/A     | $102670443.00      | $142155.14         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05D                                         | 2072-04-20      | 0.5336%  | N/A     | $34452485.00       | $631537.26         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $28015543.00       | $324492.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003B                                          | 2050-08-25      | 2.5000%  | N/A     | $23381735.00       | $1485580.29        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02K                                         | 2068-02-20      | 2.2990%  | N/A     | $33908000.00       | $919102.41         | Agency Collateralized Mortgage Obligation |
| GNMA_22-216B                                         | 2048-10-16      | 0.5643%  | N/A     | $15665691.00       | $326677.72         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H23                                          | 2063-09-20      | 0.9268%  | N/A     | $100063974.00      | $40906.71          | Agency Collateralized Mortgage Obligation |
| GNMA_23-184E                                         | 2053-12-20      | 1.4112%  | N/A     | $50000000.00       | $1379603.65        | Agency Collateralized Mortgage Obligation |
| GNMA_20-5C                                           | 2047-06-16      | 4.5000%  | N/A     | $2927296.00        | $106595.04         | Agency Collateralized Mortgage Obligation |
| GNMA_18-83F                                          | 2043-07-20      | 0.4172%  | N/A     | $54424493.00       | $489670.93         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.1000%  | N/A     | $19000000.00       | $12767.52          | Agency Collateralized Mortgage Obligation |
| GNMA_19-23K                                          | 2041-11-20      | 1.8501%  | N/A     | $15277666.00       | $616304.61         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06K                                         | 2068-04-20      | 2.2520%  | N/A     | $60523175.00       | $721330.78         | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                          | 2055-07-25      | 6.0000%  | N/A     | $4166667.00        | $922867.06         | Agency Collateralized Mortgage Obligation |
| GNMA_20-195                                          | 2062-12-16      | 0.2500%  | N/A     | $164409580.00      | $1268805.20        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15E                                         | 2069-09-20      | 1.1269%  | N/A     | $40349673.00       | $1231135.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5548C                                          | 2051-12-25      | 2.0000%  | N/A     | $29411264.00       | $3768684.28        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41E                                          | 2051-03-20      | 3.0000%  | N/A     | $22099324.00       | $1469597.27        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13B                                         | 2068-06-20      | 1.6723%  | N/A     | $76072526.00       | $1750428.72        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H09E                                         | 2069-03-20      | 2.2794%  | N/A     | $48209126.00       | $546948.33         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05G                                         | 2070-03-20      | 1.1153%  | N/A     | $32018609.00       | $530339.65         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H08B                                         | 2071-08-20      | 0.3249%  | N/A     | $70902317.00       | $1150446.63        | Agency Collateralized Mortgage Obligation |
| GNMA_10-H17D                                         | 2060-03-20      | 2.4926%  | N/A     | $46313230.00       | $171060.19         | Agency Collateralized Mortgage Obligation |
| GNMA_14-107                                          | 2044-07-20      | 1.3501%  | N/A     | $27588059.00       | $644330.02         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24A                                         | 2066-11-20      | 2.2093%  | N/A     | $70668862.00       | $710330.03         | Agency Collateralized Mortgage Obligation |
| GNMA_16-142                                          | 2058-09-16      | 0.9672%  | N/A     | $100000000.00      | $772037.62         | Agency Collateralized Mortgage Obligation |
| GNMA_10-101                                          | 2040-08-20      | 1.7501%  | N/A     | $137447297.00      | $660928.80         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39F                                          | 2064-03-20      | 0.0700%  | N/A     | $75000000.00       | $117512.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5516A                                          | 2055-03-25      | 0.0000%  | N/A     | $17643892.00       | $11412243.54       | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08A                                         | 2074-05-20      | 1.1970%  | N/A     | $48032620.00       | $982284.34         | Agency Collateralized Mortgage Obligation |
| GNMA_17-167A                                         | 2047-11-20      | 1.9501%  | N/A     | $38234932.00       | $906891.39         | Agency Collateralized Mortgage Obligation |
| GNMA_20-95G                                          | 2050-04-20      | 0.0000%  | N/A     | $9236502.00        | $100556.85         | Agency Collateralized Mortgage Obligation |
| GNMA_19-6J                                           | 2049-01-20      | 1.8001%  | N/A     | $14442000.00       | $235662.04         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2054-06-20      | 1.0112%  | N/A     | $24637732.00       | $971217.96         | Agency Collateralized Mortgage Obligation |
| GNMA_24-40K                                          | 2053-11-20      | 7.0000%  | N/A     | $24336223.00       | $1212915.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-191                                          | 2051-10-20      | 3.0000%  | N/A     | $4125000.00        | $355182.90         | Agency Collateralized Mortgage Obligation |
| GNMA_18-148C                                         | 2046-02-16      | 1.8386%  | N/A     | $571000.00         | $16482.61          | Agency Collateralized Mortgage Obligation |
| GNMA_25-115E                                         | 2052-03-20      | 6.0000%  | N/A     | $12047977.00       | $1518201.05        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H09A                                         | 2070-05-20      | 1.3838%  | N/A     | $48110000.00       | $1593417.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147D                                         | 2053-10-20      | 1.0612%  | N/A     | $55000000.00       | $678069.34         | Agency Collateralized Mortgage Obligation |
| GNMA_19-151M                                         | 2049-11-20      | 4.5000%  | N/A     | $26325333.00       | $1276760.18        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H22B                                         | 2067-11-20      | 2.6233%  | N/A     | $82368698.00       | $1377340.99        | Agency Collateralized Mortgage Obligation |
| GNMA_19-43C                                          | 2049-04-20      | 5.0000%  | N/A     | $3247314.00        | $22578.48          | Agency Collateralized Mortgage Obligation |
| GNMA_21-H04A                                         | 2071-02-01      | 0.4924%  | N/A     | $49584253.00       | $1498474.85        | Agency Collateralized Mortgage Obligation |
| GNMA_21-193F                                         | 2051-11-20      | 0.0000%  | N/A     | $74747961.00       | $1409013.53        | Agency Collateralized Mortgage Obligation |
| GNMA_15-H29E                                         | 2065-11-20      | 1.8108%  | N/A     | $61741854.00       | $503971.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-26  | 2051-02-20      | 2.0000%  | N/A     | $17375000.00       | $1545615.01        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2066-12-20      | 2.2287%  | N/A     | $84223548.00       | $667648.79         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H16J                                         | 2067-07-20      | 1.8921%  | N/A     | $43404196.00       | $380401.39         | Agency Collateralized Mortgage Obligation |
| GNMA_25-115E                                         | 2051-06-20      | 6.0000%  | N/A     | $7279077.00        | $882995.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_5548D                                          | 2051-12-25      | 2.5000%  | N/A     | $26147553.00       | $3216246.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20  | 2040-02-20      | 2.0001%  | N/A     | $321777623.00      | $1248973.80        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24C                                         | 2066-11-20      | 2.8438%  | N/A     | $30000000.00       | $393964.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-12-20      | 2.5093%  | N/A     | $31712373.00       | $484095.07         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11                                          | 2066-05-20      | 1.7501%  | N/A     | $50498516.00       | $293150.88         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H33A                                         | 2065-12-20      | 1.9290%  | N/A     | $168998474.00      | $1476037.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H19C                                         | 2075-09-20      | 2.4821%  | N/A     | $9435329.00        | $676083.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $20750663.00       | $283510.88         | Agency Collateralized Mortgage Obligation |
| GNMA_19-11A                                          | 2049-01-20      | 1.8501%  | N/A     | $30250352.00       | $852447.92         | Agency Collateralized Mortgage Obligation |
| GNMA_25-80A                                          | 2054-07-20      | 0.1500%  | N/A     | $44682202.00       | $165092.26         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25M                                          | 2058-11-20      | 6.0000%  | N/A     | $2252800.00        | $213354.60         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H13A                                         | 2067-06-20      | 2.3239%  | N/A     | $136346184.00      | $1278026.72        | Agency Collateralized Mortgage Obligation |
| GNMA_22-51D                                          | 2052-03-20      | 0.0000%  | N/A     | $50000000.00       | $67600.48          | Agency Collateralized Mortgage Obligation |
| GNMA_08-27                                           | 2038-03-20      | 0.0000%  | N/A     | $200000.00         | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_17-H19                                          | 2067-04-20      | 2.0328%  | N/A     | $18988000.00       | $206827.76         | Agency Collateralized Mortgage Obligation |
| GNMA_23-190C                                         | 2053-12-20      | 0.8612%  | N/A     | $100000000.00      | $1490622.18        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26B                                         | 2071-08-20      | 0.5545%  | N/A     | $16618855.00       | $699941.82         | Agency Collateralized Mortgage Obligation |
| GNMA_23-103B                                         | 2053-07-20      | 0.7350%  | N/A     | $40000000.00       | $916628.18         | Agency Collateralized Mortgage Obligation |
| GNMA_22-36J                                          | 2052-02-20      | 0.0000%  | N/A     | $150000000.00      | $1602869.12        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16J                                         | 2069-10-20      | 2.1564%  | N/A     | $57500000.00       | $768162.54         | Agency Collateralized Mortgage Obligation |
| GNMA_23-64G                                          | 2053-05-20      | 1.1112%  | N/A     | $50000000.00       | $938118.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-153 | 2041-11-16      | 2.4386%  | N/A     | $51189624.00       | $653141.79         | Agency Collateralized Mortgage Obligation |
| GNMA_06-5                                            | 2046-01-16      | 0.7370%  | N/A     | $31502506.00       | $117.55            | Agency Collateralized Mortgage Obligation |
| FHLMC_5283A                                          | 2049-11-25      | 4.0000%  | N/A     | $28755679.00       | $1940454.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-42C                                          | 2053-03-20      | 6.0000%  | N/A     | $2582919.00        | $223513.77         | Agency Collateralized Mortgage Obligation |
| GNMA_19-48C                                          | 2045-06-20      | 0.2949%  | N/A     | $28211035.00       | $207126.93         | Agency Collateralized Mortgage Obligation |
| GNMA_10-50                                           | 2040-04-20      | 1.4801%  | N/A     | $200250000.00      | $735718.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_5206D                                          | 2050-01-25      | 4.0000%  | N/A     | $52307723.00       | $5515492.66        | Agency Collateralized Mortgage Obligation |
| GNMA REMIC TRUST GNMA_16-128                         | 2056-09-16      | 0.8215%  | N/A     | $190823480.00      | $1066320.41        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176K                                         | 2051-10-20      | 0.0000%  | N/A     | $149809589.00      | $598847.89         | Agency Collateralized Mortgage Obligation |
| GNMA_21-160N                                         | 2051-09-20      | 0.0000%  | N/A     | $127754768.00      | $1556055.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5187E                                          | 2052-01-25      | 4.5000%  | N/A     | $29126065.00       | $3415897.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5170D                                          | 2045-10-25      | 0.0000%  | N/A     | $4344464.00        | $2573662.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-188C                                         | 2051-10-20      | 0.0000%  | N/A     | $63959920.00       | $270885.51         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 2.0501%  | N/A     | $14586138.00       | $808078.63         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01A                                         | 2070-01-20      | 1.4010%  | N/A     | $33500000.00       | $1161124.47        | Agency Collateralized Mortgage Obligation |
| GNMA_23-84R                                          | 2053-06-20      | 1.7112%  | N/A     | $38833331.00       | $1486342.03        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02A                                         | 2068-01-20      | 2.5054%  | N/A     | $24837594.00       | $462366.76         | Agency Collateralized Mortgage Obligation |
| GNMA_25-136A                                         | 2051-09-20      | 6.0000%  | N/A     | $6250000.00        | $704987.27         | Agency Collateralized Mortgage Obligation |
| GNMA_25-115A                                         | 2055-07-20      | 0.0000%  | N/A     | $150000000.00      | $1668701.32        | Agency Collateralized Mortgage Obligation |
| GNMA_21-197D                                         | 2051-11-20      | 0.0000%  | N/A     | $300000000.00      | $89749.50          | Agency Collateralized Mortgage Obligation |
| GNMA_20-179                                          | 2062-09-16      | 0.2500%  | N/A     | $110300000.00      | $1324951.55        | Agency Collateralized Mortgage Obligation |
| GNMA_10-61                                           | 2040-05-16      | 1.7386%  | N/A     | $60000000.00       | $120435.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_4986C                                          | 2050-06-25      | 5.0000%  | N/A     | $80851779.00       | $4565996.35        | Agency Collateralized Mortgage Obligation |
| GNMA_21-57                                           | 2051-03-20      | 3.0000%  | N/A     | $15224171.00       | $1485950.81        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2067-01-20      | 2.4005%  | N/A     | $30750871.00       | $539908.96         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25J                                          | 2052-03-20      | 6.5000%  | N/A     | $1538461.00        | $23092.91          | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 2.0501%  | N/A     | $17579799.00       | $753487.95         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58L                                          | 2054-04-20      | 0.0500%  | N/A     | $50000000.00       | $51678.81          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06E                                         | 2068-04-20      | 1.7536%  | N/A     | $75000000.00       | $1529276.97        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                          | 2053-05-20      | 1.0612%  | N/A     | $50000000.00       | $916717.64         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 0.1000%  | N/A     | $50000000.00       | $90455.23          | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2053-03-20      | 1.8612%  | N/A     | $22785662.00       | $1404912.61        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.8001%  | N/A     | $32043075.00       | $725156.56         | Agency Collateralized Mortgage Obligation |
| GNMA_19-62A                                          | 2049-05-20      | 0.2201%  | N/A     | $40000000.00       | $335611.71         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.5000%  | N/A     | $2884614.00        | $228608.46         | Agency Collateralized Mortgage Obligation |
| GNMA_24-9F                                           | 2054-01-20      | 0.7112%  | N/A     | $40000000.00       | $1479143.90        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H20B                                         | 2070-03-20      | 2.5000%  | N/A     | $40521385.00       | $783935.92         | Agency Collateralized Mortgage Obligation |
| GNMA_23-152K                                         | 2053-10-20      | 1.8112%  | N/A     | $100000000.00      | $1460095.62        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137C                                         | 2051-08-20      | 7.5000%  | N/A     | $1426101.00        | $443276.29         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07B                                         | 2072-09-20      | 0.2128%  | N/A     | $51366432.00       | $470875.97         | Agency Collateralized Mortgage Obligation |
| GNMA_18-32B                                          | 2048-02-20      | 1.4501%  | N/A     | $31638377.00       | $1139378.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152L                                         | 2055-09-20      | 0.1500%  | N/A     | $65303762.00       | $328194.94         | Agency Collateralized Mortgage Obligation |
| GNMA_25-97B                                          | 2055-06-20      | 0.0000%  | N/A     | $250000.00         | $1.72              | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14C                                         | 2069-08-20      | 2.2786%  | N/A     | $39264290.00       | $590890.41         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H01B                                         | 2071-12-20      | 2.4558%  | N/A     | $37012804.00       | $972055.34         | Agency Collateralized Mortgage Obligation |
| GNMA_22-206                                          | 2052-12-20      | 1.1612%  | N/A     | $50000000.00       | $964620.61         | Agency Collateralized Mortgage Obligation |
| GNMA_24-91B                                          | 2064-05-20      | 0.7612%  | N/A     | $106613707.00      | $1230576.95        | Agency Collateralized Mortgage Obligation |
| GNMA_13-184A                                         | 2043-12-20      | 1.9001%  | N/A     | $101033250.00      | $1110784.45        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24D                                         | 2066-11-20      | 2.2572%  | N/A     | $52734805.00       | $631470.23         | Agency Collateralized Mortgage Obligation |
| GNMA_19-152                                          | 2049-12-20      | 4.5000%  | N/A     | $11249982.00       | $61899.69          | Agency Collateralized Mortgage Obligation |
| GNMA_24-26G                                          | 2054-02-20      | 0.9112%  | N/A     | $75000000.00       | $1273838.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5293B                                          | 2051-02-25      | 2.0000%  | N/A     | $7235000.00        | $826244.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-109D                                         | 2054-07-20      | 0.0050%  | N/A     | $43300000.00       | $821087.96         | Agency Collateralized Mortgage Obligation |
| GNMA_24-192A                                         | 2026-07-16      | 0.7550%  | N/A     | $12180308.00       | $826020.65         | Agency Collateralized Mortgage Obligation |
| GNMA_25-62H                                          | 2055-04-20      | 0.1112%  | N/A     | $116666667.00      | $1593548.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175D                                         | 2051-10-20      | 0.0000%  | N/A     | $125000000.00      | $1172094.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18H                                         | 2074-08-20      | 1.0553%  | N/A     | $15480384.00       | $645707.48         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18A                                         | 2063-08-20      | 1.8300%  | N/A     | $26066838.00       | $8267.76           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10B                                         | 2071-06-20      | 1.9404%  | N/A     | $37504519.00       | $722600.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_5228C                                          | 2051-01-25      | 4.5000%  | N/A     | $49199111.00       | $5187524.70        | Agency Collateralized Mortgage Obligation |
| GNMA_06-28                                           | 2036-06-20      | 31.8510% | N/A     | $1265154.00        | $50828.50          | Agency Collateralized Mortgage Obligation |
| GNMA_21-162B                                         | 2051-09-20      | 4.0000%  | N/A     | $3130000.00        | $269373.22         | Agency Collateralized Mortgage Obligation |
| GNMA_23-80D                                          | 2053-06-20      | 6.5000%  | N/A     | $500102.00         | $3252.30           | Agency Collateralized Mortgage Obligation |
| GNMA_11-H02                                          | 2060-12-20      | 1.2761%  | N/A     | $39862222.00       | $128446.60         | Agency Collateralized Mortgage Obligation |
| GNMA_12-033                                          | 2052-06-16      | 0.0000%  | N/A     | $401151813.00      | $174.64            | Agency Collateralized Mortgage Obligation |
| GNMA_23-147D                                         | 2053-10-20      | 0.9612%  | N/A     | $25000000.00       | $293455.61         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16F                                         | 2069-10-20      | 1.3103%  | N/A     | $49903469.00       | $1108500.59        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43C                                          | 2055-03-20      | 0.0000%  | N/A     | $398659.00         | $320084.57         | Agency Collateralized Mortgage Obligation |
| GNMA_24-9A                                           | 2054-01-20      | 6.0000%  | N/A     | $2499998.00        | $45768.81          | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26A                                         | 2071-07-20      | 0.1546%  | N/A     | $61561973.00       | $785490.38         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H14E                                         | 2072-07-20      | 0.5606%  | N/A     | $33279341.00       | $1585227.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136K                                         | 2065-06-20      | 6.5000%  | N/A     | $4533313.00        | $355900.53         | Agency Collateralized Mortgage Obligation |
| GNMA_13-116                                          | 2043-08-20      | 1.9001%  | N/A     | $52410000.00       | $501090.07         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20B                                         | 2069-09-20      | 2.1573%  | N/A     | $66304159.00       | $1735961.41        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H01                                          | 2066-12-20      | 1.9545%  | N/A     | $164959989.00      | $1321165.64        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135H                                         | 2053-09-20      | 1.3112%  | N/A     | $59830422.00       | $1072627.09        | Agency Collateralized Mortgage Obligation |
| GNMA_23-84N                                          | 2053-06-20      | 1.1112%  | N/A     | $60000000.00       | $1129715.35        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05D                                         | 2071-03-20      | 0.1980%  | N/A     | $28731101.00       | $738643.51         | Agency Collateralized Mortgage Obligation |
| GNMA_11-135                                          | 2041-10-16      | 1.8386%  | N/A     | $38948969.00       | $594028.40         | Agency Collateralized Mortgage Obligation |
| GNMA_11-72                                           | 2041-05-20      | 1.1301%  | N/A     | $154000000.00      | $516823.62         | Agency Collateralized Mortgage Obligation |
| GNMA_17-179D                                         | 2047-12-20      | 5.0000%  | N/A     | $1534000.00        | $73898.36          | Agency Collateralized Mortgage Obligation |
| GNMA_18-136                                          | 2060-04-16      | 1.2092%  | N/A     | $46393189.00       | $568770.93         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                                         | 2053-09-20      | 0.2000%  | N/A     | $84660210.00       | $347070.94         | Agency Collateralized Mortgage Obligation |
| GNMA_19-74C                                          | 2049-06-20      | 1.8501%  | N/A     | $28862988.00       | $876226.60         | Agency Collateralized Mortgage Obligation |
| GNMA_24-187K                                         | 2054-11-20      | 0.9612%  | N/A     | $25000000.00       | $1564128.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-80G                                          | 2055-01-20      | 7.0000%  | N/A     | $857142.00         | $33234.73          | Agency Collateralized Mortgage Obligation |
| GNMA_12-11                                           | 2042-01-20      | 0.5919%  | N/A     | $135000000.00      | $130350.24         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H17A                                         | 2064-08-20      | 1.6917%  | N/A     | $120096553.00      | $577629.49         | Agency Collateralized Mortgage Obligation |
| GNMA_18-160H                                         | 2048-01-20      | 5.0000%  | N/A     | $1500000.00        | $5167.03           | Agency Collateralized Mortgage Obligation |
| GNMA_08-4                                            | 2038-01-20      | 0.0000%  | N/A     | $250000.00         | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_23-136C                                         | 2053-09-20      | 1.2112%  | N/A     | $100000000.00      | $1583320.79        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H11D                                         | 2068-07-20      | 2.3720%  | N/A     | $79853362.00       | $837550.58         | Agency Collateralized Mortgage Obligation |
| GNMA_21-136U                                         | 2051-08-20      | 0.0000%  | N/A     | $99900000.00       | $298797.96         | Agency Collateralized Mortgage Obligation |
| GNMA_25-90C                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1031140.92        | Agency Collateralized Mortgage Obligation |
| GNMA_20-175D                                         | 2050-11-20      | 2.0000%  | N/A     | $200000.00         | $13979.08          | Agency Collateralized Mortgage Obligation |
| GNMA_24-173A                                         | 2054-10-20      | 0.6112%  | N/A     | $30000000.00       | $632452.80         | Agency Collateralized Mortgage Obligation |
| GNMA_15-89                                           | 2044-12-20      | 5.0000%  | N/A     | $6012000.00        | $125767.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5355B                                          | 2053-11-25      | 0.0000%  | N/A     | $19230770.00       | $9706835.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5007L                                          | 2050-08-25      | 3.0000%  | N/A     | $25573529.00       | $2218665.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 0.0000%  | N/A     | $53855000.00       | $41366.08          | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2055-03-20      | 1.6112%  | N/A     | $20350084.00       | $1150889.33        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95E                                          | 2050-04-20      | 0.0000%  | N/A     | $9244444.00        | $98869.67          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H08                                          | 2068-06-20      | 2.5194%  | N/A     | $37361377.00       | $431660.19         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H20E                                         | 2068-11-20      | 2.3006%  | N/A     | $38589715.00       | $536389.43         | Agency Collateralized Mortgage Obligation |
| GNMA_19-104                                          | 2061-05-16      | 1.0292%  | N/A     | $41614760.00       | $1388380.86        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H11                                          | 2064-06-20      | 1.6412%  | N/A     | $85546863.00       | $488403.95         | Agency Collateralized Mortgage Obligation |
| GNMA_19-8                                            | 2060-11-16      | 0.2000%  | N/A     | $164134453.00      | $91170.65          | Agency Collateralized Mortgage Obligation |
| GNMA_22-19C                                          | 2052-01-20      | 0.0000%  | N/A     | $150000000.00      | $289033.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5319D                                          | 2050-08-25      | 0.0000%  | N/A     | $55330216.00       | $32013541.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H04 | 2065-07-20      | 2.3788%  | N/A     | $92398554.00       | $152828.23         | Agency Collateralized Mortgage Obligation |
| GNMA_25-136A                                         | 2055-08-20      | 0.0000%  | N/A     | $250000.00         | $20.98             | Agency Collateralized Mortgage Obligation |
| GNMA_18-H08F                                         | 2068-05-20      | 2.0394%  | N/A     | $53620824.00       | $1101068.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-143                                          | 2063-03-16      | 0.5000%  | N/A     | $20568348.00       | $429324.37         | Agency Collateralized Mortgage Obligation |
| GNMA_25-103A                                         | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1144294.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110D                                         | 2054-07-20      | 1.2612%  | N/A     | $30000000.00       | $1254806.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-80A                                          | 2054-07-20      | 0.1500%  | N/A     | $70000000.00       | $258636.72         | Agency Collateralized Mortgage Obligation |
| GNMA_12-68                                           | 2042-05-20      | 1.2501%  | N/A     | $19775642.00       | $201670.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H18 | 2066-08-20      | 2.0788%  | N/A     | $114670847.00      | $1061734.58        | Agency Collateralized Mortgage Obligation |
| GNMA_13-065                                          | 2045-11-16      | 0.2135%  | N/A     | $65000000.00       | $23174.83          | Agency Collateralized Mortgage Obligation |
| GNMA_19-74B                                          | 2049-06-20      | 0.0000%  | N/A     | $65207928.00       | $230588.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_5482J                                          | 2052-07-25      | 3.0000%  | N/A     | $22829084.00       | $3527637.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_4930F                                          | 2049-11-25      | 3.5000%  | N/A     | $4304585.00        | $101319.84         | Agency Collateralized Mortgage Obligation |
| GNMA_18-77D                                          | 2048-06-20      | 1.9501%  | N/A     | $34291573.00       | $1268205.30        | Agency Collateralized Mortgage Obligation |
| GNMA_22-128B                                         | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1082353.99        | Agency Collateralized Mortgage Obligation |
| GNMA_08-13                                           | 2038-02-20      | 0.0000%  | N/A     | $30000.00          | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18A                                         | 2069-10-20      | 1.4636%  | N/A     | $51151433.00       | $1469222.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58F                                          | 2054-04-20      | 0.0500%  | N/A     | $60000000.00       | $56412.93          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H15                                          | 2073-03-20      | 0.2702%  | N/A     | $2333802.00        | $91205.54          | Agency Collateralized Mortgage Obligation |
| GNMA_19-11A                                          | 2049-01-20      | 1.8501%  | N/A     | $22067475.00       | $590785.88         | Agency Collateralized Mortgage Obligation |
| GNMA_23-53P                                          | 2053-04-20      | 0.0500%  | N/A     | $8823868.00        | $9859.97           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2042-10-16      | 3.5000%  | N/A     | $13695000.00       | $517267.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_5513                                           | 2054-06-25      | 8.0819%  | N/A     | $53639134.00       | $49785267.11       | Agency Collateralized Mortgage Obligation |
| GNMA_25-62D                                          | 2055-04-20      | 0.1612%  | N/A     | $46501918.00       | $1099857.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5220B                                          | 2051-01-25      | 4.5000%  | N/A     | $62803109.00       | $6421283.95        | Agency Collateralized Mortgage Obligation |
| GNMA_17-128                                          | 2056-12-16      | 0.8457%  | N/A     | $51789407.00       | $360769.01         | Agency Collateralized Mortgage Obligation |
| GNMA_25-133G                                         | 2055-05-20      | 0.2612%  | N/A     | $100000000.00      | $1569608.37        | Agency Collateralized Mortgage Obligation |
| GNMA_16-49                                           | 2046-04-20      | 1.8001%  | N/A     | $60000000.00       | $1421817.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5482F                                          | 2052-03-25      | 2.0000%  | N/A     | $26483077.00       | $3258463.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05B                                         | 2074-11-20      | 0.1165%  | N/A     | $8070550.00        | $62218.87          | Agency Collateralized Mortgage Obligation |
| GNMA_24-25K                                          | 2054-02-20      | 6.5000%  | N/A     | $9230769.00        | $632331.48         | Agency Collateralized Mortgage Obligation |
| GNMA_23-65E                                          | 2053-05-20      | 0.0500%  | N/A     | $2000000.00        | $2312.22           | Agency Collateralized Mortgage Obligation |
| GNMA_23-130A                                         | 2053-09-20      | 0.0500%  | N/A     | $50000000.00       | $43329.45          | Agency Collateralized Mortgage Obligation |
| GNMA_22-30F                                          | 2052-02-20      | 0.0000%  | N/A     | $41130613.00       | $512685.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_5008D                                          | 2050-09-25      | 3.0000%  | N/A     | $1079309.00        | $95134.87          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23B                                         | 2068-06-20      | 0.0000%  | N/A     | $24794506.00       | $13.04             | Agency Collateralized Mortgage Obligation |
| GNMA_25-119C                                         | 2055-07-20      | 2.7112%  | N/A     | $17088670.00       | $1495882.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-25B                                          | 2054-02-20      | 6.0000%  | N/A     | $1250000.00        | $37347.09          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293    | 2051-03-25      | 2.0000%  | N/A     | $2000000.00        | $213312.42         | Agency Collateralized Mortgage Obligation |
| GNMA_23-63J                                          | 2053-05-20      | 1.8112%  | N/A     | $50000000.00       | $1109809.72        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137F                                         | 2053-09-20      | 1.3612%  | N/A     | $50000000.00       | $683985.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.0500%  | N/A     | $13024148.00       | $2933.69           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-10-20      | 2.5255%  | N/A     | $25864000.00       | $242259.40         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42G                                          | 2053-03-20      | 5.5000%  | N/A     | $5851562.00        | $1048764.98        | Agency Collateralized Mortgage Obligation |
| GNMA_15-H05B                                         | 2065-02-20      | 1.9493%  | N/A     | $36235679.00       | $296439.73         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18G                                         | 2063-07-20      | 1.2530%  | N/A     | $26625157.00       | $21867.44          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H11H                                         | 2067-05-20      | 2.3670%  | N/A     | $56469109.00       | $395457.40         | Agency Collateralized Mortgage Obligation |
| GNMA_22-143                                          | 2050-09-16      | 0.5000%  | N/A     | $21918996.00       | $238572.84         | Agency Collateralized Mortgage Obligation |
| GNMA_18-155C                                         | 2048-11-20      | 1.9001%  | N/A     | $70000000.00       | $1224095.11        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149T                                         | 2050-10-20      | 0.0000%  | N/A     | $45581644.00       | $137416.32         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H15D                                         | 2068-08-20      | 0.8429%  | N/A     | $50000000.00       | $1147972.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5161D                                          | 2051-03-25      | 2.0000%  | N/A     | $900000.00         | $106085.01         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H03C                                         | 2068-11-20      | 2.2429%  | N/A     | $75297944.00       | $1015891.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30C                                          | 2054-02-20      | 2.0612%  | N/A     | $50000000.00       | $778534.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_5100E                                          | 2047-02-25      | 4.0000%  | N/A     | $33607151.00       | $2859215.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                          | 2054-05-20      | 0.8112%  | N/A     | $34287696.00       | $1567013.84        | Agency Collateralized Mortgage Obligation |
| GNMA_19-31G                                          | 2049-03-20      | 1.8001%  | N/A     | $85616740.00       | $746007.75         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128G                                         | 2052-07-20      | 0.0000%  | N/A     | $49084287.00       | $743039.25         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58J                                          | 2054-04-20      | 0.0300%  | N/A     | $50000000.00       | $22565.98          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03D                                         | 2067-01-20      | 1.5519%  | N/A     | $95993262.00       | $430445.35         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H10J                                         | 2069-06-20      | 1.6765%  | N/A     | $18056987.00       | $167219.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 2.0001%  | N/A     | $297074000.00      | $1292625.00        | Agency Collateralized Mortgage Obligation |
| GNMA_19-158F                                         | 2043-09-16      | 1.8886%  | N/A     | $612000.00         | $20844.75          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H19A                                         | 2069-12-20      | 1.0469%  | N/A     | $59276595.00       | $1756000.01        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184D                                         | 2053-12-20      | 1.3612%  | N/A     | $30000000.00       | $1154185.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5038J                                          | 2050-10-25      | 2.5000%  | N/A     | $40500000.00       | $4383765.73        | Agency Collateralized Mortgage Obligation |
| GNMA_16-108A                                         | 2046-08-20      | 0.0000%  | N/A     | $750000.00         | $49660.89          | Agency Collateralized Mortgage Obligation |
| GNMA_14-048                                          | 2049-03-16      | 0.0546%  | N/A     | $219029999.00      | $43149.44          | Agency Collateralized Mortgage Obligation |
| GNMA_18-21E                                          | 2048-02-16      | 1.9886%  | N/A     | $11000000.00       | $315263.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-152J                                         | 2053-10-20      | 1.0612%  | N/A     | $85714288.00       | $1022959.44        | Agency Collateralized Mortgage Obligation |
| GNMA_12-H26                                          | 2062-11-20      | 1.9033%  | N/A     | $39413271.00       | $64344.92          | Agency Collateralized Mortgage Obligation |
| GNMA_24-25G                                          | 2054-02-20      | 6.0000%  | N/A     | $6250000.00        | $987427.15         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H13A                                         | 2071-08-20      | 0.4795%  | N/A     | $18994538.00       | $957252.26         | Agency Collateralized Mortgage Obligation |
| GNMA_09-106                                          | 2039-11-20      | 2.1501%  | N/A     | $14100000.00       | $26292.20          | Agency Collateralized Mortgage Obligation |
| GNMA_15-H26B                                         | 2065-10-20      | 2.0394%  | N/A     | $35385683.00       | $230945.36         | Agency Collateralized Mortgage Obligation |

### Security 53: Swedbank AB

- **C.1 - Title:** Swedbank AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YED6, C.4 - ISIN: US87020YED67, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $10001553.00
- **C.18.a - Value (excl. sponsor support):** $10001553.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Albion Capital Corp. SA

- **C.1 - Title:** Albion Capital Corp. SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329XAL3, C.4 - ISIN: US01329XAL38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34552756.00
- **C.18.a - Value (excl. sponsor support):** $34552756.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KDG6, C.4 - ISIN: US65558KDG67, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $12721627.10
- **C.18.a - Value (excl. sponsor support):** $12721627.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Lloyds Bank plc

- **C.1 - Title:** Lloyds Bank plc
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HG13, C.4 - ISIN: US53943HG132, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $14558767.50
- **C.18.a - Value (excl. sponsor support):** $14558767.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TKH8, C.4 - ISIN: US86959TKH85, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $20502972.50
- **C.18.a - Value (excl. sponsor support):** $20502972.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDSC4NT0
- **C.18 - Value (incl. sponsor support):** $229000000.00
- **C.18.a - Value (excl. sponsor support):** $229000000.00
- **C.19 - Percentage of Net Assets:** 4.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 788042 C                      | 2055-05-20      | 0.0000%  | N/A     | $25999040.00       | $24261886.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $2016600.00        | $2058142.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.0000%  | N/A     | $34185088.00       | $33780790.27       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788181 C                      | 2055-09-20      | 0.0000%  | N/A     | $76622336.00       | $77435648.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | N/A     | $519666685.00      | $65600013.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $2786260.00        | $2894293.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $1367670.00        | $1404918.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $2319392.00        | $2422876.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $103442.00         | $107856.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-05-20      | 4.0000%  | N/A     | $1999999.00        | $116396.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.0000%  | N/A     | $492995.00         | $255243.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1089722.00        | $1137353.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $10246600.00       | $10571067.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $1149078.00        | $1195715.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.0000%  | N/A     | $7252520.00        | $7259139.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-06-20      | 3.0000%  | N/A     | $31090560.00       | $3078657.09        | Agency Mortgage-Backed Securities |

### Security 59: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMU9, C.4 - ISIN: US55381BMU97, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $28996137.20
- **C.18.a - Value (excl. sponsor support):** $28996137.20
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Sumitomo Mitsui Trust Bank Ltd., New York

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6U0, C.4 - ISIN: US86564P6U09, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $26255034.75
- **C.18.a - Value (excl. sponsor support):** $26255034.75
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Mitsubishi UFJ Trust & Banking Corp., New York

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D4Q9, C.4 - ISIN: US60683D4Q92, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $25008925.00
- **C.18.a - Value (excl. sponsor support):** $25008925.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Westpac Banking Corp., New York

- **C.1 - Title:** Westpac Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYD4, C.4 - ISIN: US96130AYD44, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $7000249.20
- **C.18.a - Value (excl. sponsor support):** $7000249.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Mizuho Bank Ltd., New York

- **C.1 - Title:** Mizuho Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TW23, C.4 - ISIN: US60710TW237, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $25016757.50
- **C.18.a - Value (excl. sponsor support):** $25016757.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Sumitomo Mitsui Banking Corp., New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMH0, C.4 - ISIN: US86565GMH01, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $16500057.75
- **C.18.a - Value (excl. sponsor support):** $16500057.75
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D3C8, C.4 - ISIN: US89115D3C81, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $7610593.79
- **C.18.a - Value (excl. sponsor support):** $7610593.79
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVK7, C.4 - ISIN: US06051WVK79, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $15004093.50
- **C.18.a - Value (excl. sponsor support):** $15004093.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDSC4Q42
- **C.18 - Value (incl. sponsor support):** $502000000.00
- **C.18.a - Value (excl. sponsor support):** $502000000.00
- **C.19 - Percentage of Net Assets:** 9.1000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 5.0000%  | N/A     | $173474.00         | $18545.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-02-20      | 4.5000%  | N/A     | $77293.00          | $6982.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 6.0000%  | N/A     | $49999.00          | $7412.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-05-01      | 3.5000%  | N/A     | $1049468.00        | $835740.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $700887.00         | $729130.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-04-15      | 3.5000%  | N/A     | $51838.00          | $33663.01          | Agency Mortgage-Backed Securities         |
| FNMA_23-57D                                | 2050-06-25      | 0.1934%  | N/A     | $1724924.00        | $9737.18           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-07-20      | 4.0000%  | N/A     | $62677.00          | $6446.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $9480752.00        | $9802048.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 5.0000%  | N/A     | $13669696.00       | $255069.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | N/A     | $1914440.00        | $1959824.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-05-20      | 2.5000%  | N/A     | $183869.00         | $34489.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.0000%  | N/A     | $26285856.00       | $25726818.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-08-20      | 4.0000%  | N/A     | $24999.00          | $6984.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-09-15      | 5.0000%  | N/A     | $9999990.00        | $175285.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-06-15      | 5.0000%  | N/A     | $8449990.00        | $457125.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-06-01      | 3.5000%  | N/A     | $533999.00         | $380827.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $3019864.00        | $3135580.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-01-15      | 3.5000%  | N/A     | $25000000.00       | $7782042.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1253222.00        | $1311942.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-01-15      | 4.0000%  | N/A     | $89841.00          | $11396.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 2.8000%  | N/A     | $140249.00         | $119607.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1127792.00        | $1179164.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 6.5000%  | N/A     | $2995628.00        | $3120420.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-04-20      | 4.0000%  | N/A     | $237199.00         | $220732.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-04-15      | 4.0000%  | N/A     | $3804856.00        | $1236032.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-08-20      | 2.5000%  | N/A     | $1016130.00        | $107152.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-06-20      | 2.5000%  | N/A     | $198999.00         | $80315.11          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2051-05-15      | 0.0000%  | N/A     | $445484.00         | $126646.20         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-12-20      | 4.0000%  | N/A     | $1104764.00        | $110860.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 5.5000%  | N/A     | $94959.00          | $87635.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-06-20      | 2.5000%  | N/A     | $638064.00         | $514318.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 2.5000%  | N/A     | $1326950.00        | $959912.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-07-01      | 2.5000%  | N/A     | $2158636.00        | $1323470.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-12-01      | 2.0000%  | N/A     | $253781.00         | $158582.90         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2033-09-26      | 4.9500%  | N/A     | $14730000.00       | $14662271.46       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-08-15      | 5.0000%  | N/A     | $153943.00         | $23145.84          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2047-11-15      | 2.7500%  | N/A     | $859900.00         | $631979.64         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-05-15      | 3.7000%  | N/A     | $260000.00         | $43967.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1168684.00        | $1215448.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 2.0000%  | N/A     | $235106.00         | $103467.54         | Agency Mortgage-Backed Securities         |
| GNMA_22-6B                                 | 2052-01-20      | 0.0000%  | N/A     | $938988.00         | $8812.75           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 6.0000%  | N/A     | $3999990.00        | $32097.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 3.0000%  | N/A     | $316050.00         | $48350.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-04-15      | 5.5000%  | N/A     | $20999900.00       | $142332.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-05-20      | 4.0000%  | N/A     | $5540690.00        | $92956.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $3868548.00        | $3947108.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-05-15      | 3.8750%  | N/A     | $599999.00         | $60504.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | N/A     | $2149990.00        | $868655.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 5.0000%  | N/A     | $596152.00         | $45635.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 5.0000%  | N/A     | $224999.00         | $91482.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 3.5000%  | N/A     | $360880.00         | $32770.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 5.0000%  | N/A     | $335144.00         | $30284.82          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2031-03-31      | 4.1250%  | N/A     | $212632000.00      | $216070259.44      | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.5000%  | N/A     | $4696990.00        | $466588.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 4.0000%  | N/A     | $1200364.00        | $328915.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-04-20      | 3.0000%  | N/A     | $147934.00         | $128463.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 4.0000%  | N/A     | $81571840.00       | $75960477.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $3395856.00        | $3469653.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 5.5000%  | N/A     | $2008200.00        | $2042955.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $1303930.00        | $1304894.14        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2027-10-15      | 1.6250%  | N/A     | $2071400.00        | $2310500.07        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-07-20      | 2.5000%  | N/A     | $309698.00         | $250990.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1266910.00        | $1316689.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-08-20      | 4.0000%  | N/A     | $303714.00         | $51548.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.0000%  | N/A     | $1071082.00        | $1063778.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $2144712.00        | $2174478.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | N/A     | $1276250.00        | $1307925.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 5.0000%  | N/A     | $4765000.00        | $292808.25         | Agency Mortgage-Backed Securities         |
| FNMA_23-57A                                | 2050-02-25      | 0.0502%  | N/A     | $4162816.00        | $8775.36           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 5.0000%  | N/A     | $1091506.00        | $904551.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 3.0000%  | N/A     | $8176990.00        | $1090281.75        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2034-02-15      | 0.0000%  | N/A     | $117139072.00      | $82618421.76       | U.S. Treasuries (including strips)        |
| FHLMC_5470C                                | 2054-11-25      | 0.9440%  | N/A     | $254318.00         | $8981.72           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-12-15      | 2.5000%  | N/A     | $94999.00          | $12870.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2033-12-01      | 4.0000%  | N/A     | $1799990.00        | $188150.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-08-01      | 6.0000%  | N/A     | $29952096.00       | $31153429.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-02-15      | 4.0000%  | N/A     | $232749.00         | $19779.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $2077312.00        | $2161702.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 4.5000%  | N/A     | $194998.00         | $164176.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 3.5000%  | N/A     | $4276990.00        | $468002.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-01-20      | 3.0000%  | N/A     | $315938.00         | $14148.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $1051750.00        | $1077212.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-02-15      | 4.0000%  | N/A     | $161917.00         | $20623.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 4.0000%  | N/A     | $406000.00         | $75883.01          | Agency Mortgage-Backed Securities         |

### Security 68: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LY46, C.4 - ISIN: US11042LY469, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $11453321.50
- **C.18.a - Value (excl. sponsor support):** $11453321.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AYR5, C.4 - ISIN: US05253AYR57, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $9936678.00
- **C.18.a - Value (excl. sponsor support):** $9936678.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFA1, C.4 - ISIN: US83050UFA16, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $15562558.40
- **C.18.a - Value (excl. sponsor support):** $15562558.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LX78, C.4 - ISIN: US03843LX785, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $15987057.60
- **C.18.a - Value (excl. sponsor support):** $15987057.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78013WET36, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $13640212.60
- **C.18.a - Value (excl. sponsor support):** $13640212.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Westpac Banking Corp., New York

- **C.1 - Title:** Westpac Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AZA9, C.4 - ISIN: US96130AZA95, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $23904397.60
- **C.18.a - Value (excl. sponsor support):** $23904397.60
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VY71, C.4 - ISIN: US78013VY717, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $13939342.20
- **C.18.a - Value (excl. sponsor support):** $13939342.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BC3, C.4 - ISIN: US2332K1BC37, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $12807886.00
- **C.18.a - Value (excl. sponsor support):** $12807886.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Colorado Housing & Finance Authority

- **C.1 - Title:** Colorado Housing & Finance Authority
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480RR0, C.4 - ISIN: US196480RR05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $8365000.00
- **C.18.a - Value (excl. sponsor support):** $8365000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2051-05-01
- **C.10 - Ratings:** Moody's: VMIG1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: ANZ New Zealand International Ltd.

- **C.1 - Title:** ANZ New Zealand International Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0018A3BP8, C.4 - ISIN: US0018A3BP87, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $12298911.25
- **C.18.a - Value (excl. sponsor support):** $12298911.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: DZ Bank AG

- **C.1 - Title:** DZ Bank AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26821LYS8, C.4 - ISIN: US26821LYS86, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $23843515.20
- **C.18.a - Value (excl. sponsor support):** $23843515.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DB60, C.4 - ISIN: US19767DB609, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $30650835.14
- **C.18.a - Value (excl. sponsor support):** $30650835.14
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608AX19, C.4 - ISIN: US13608AX197, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $60993058.20
- **C.18.a - Value (excl. sponsor support):** $60993058.20
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LND8, C.4 - ISIN: US86960LND81, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9853607.20
- **C.18.a - Value (excl. sponsor support):** $9853607.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1DG2, C.4 - ISIN: US2332K1DG23, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $22993824.10
- **C.18.a - Value (excl. sponsor support):** $22993824.10
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Endeavour Funding Co. LLC

- **C.1 - Title:** Endeavour Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NA77, C.4 - ISIN: US29261NA776, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $9393789.05
- **C.18.a - Value (excl. sponsor support):** $9393789.05
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: DZ Bank AG

- **C.1 - Title:** DZ Bank AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WB63, C.4 - ISIN: US23343WB637, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $27105144.00
- **C.18.a - Value (excl. sponsor support):** $27105144.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: National Australia Bank Ltd.

- **C.1 - Title:** National Australia Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GX26, C.4 - ISIN: US63254GX261, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $20005292.00
- **C.18.a - Value (excl. sponsor support):** $20005292.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLR1, C.4 - ISIN: US13606DLR16, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $8509087.78
- **C.18.a - Value (excl. sponsor support):** $8509087.78
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Banco Santander SA, New York

- **C.1 - Title:** Banco Santander SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGD8, C.4 - ISIN: US05973RGD89, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $27017541.90
- **C.18.a - Value (excl. sponsor support):** $27017541.90
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNF9, C.4 - ISIN: US86959TNF92, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $7708506.27
- **C.18.a - Value (excl. sponsor support):** $7708506.27
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RBK7, C.4 - ISIN: US06054RBK77, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $9003468.60
- **C.18.a - Value (excl. sponsor support):** $9003468.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767CYL4, C.4 - ISIN: US19767CYL44, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $24853835.00
- **C.18.a - Value (excl. sponsor support):** $24853835.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UEJ8, C.4 - ISIN: US67983UEJ88, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $14627847.00
- **C.18.a - Value (excl. sponsor support):** $14627847.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0Y55, C.4 - ISIN: US2332K0Y556, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $14441308.35
- **C.18.a - Value (excl. sponsor support):** $14441308.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689GA63, C.4 - ISIN: US60689GA632, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17305664.25
- **C.18.a - Value (excl. sponsor support):** $17305664.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LX96, C.4 - ISIN: US11042LX966, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $35463232.65
- **C.18.a - Value (excl. sponsor support):** $35463232.65
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LJQ8, C.4 - ISIN: US55607LJQ86, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $16829205.75
- **C.18.a - Value (excl. sponsor support):** $16829205.75
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Barclays Bank plc, New York

- **C.1 - Title:** Barclays Bank plc, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDH1, C.4 - ISIN: US06745GDH11, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $10510966.20
- **C.18.a - Value (excl. sponsor support):** $10510966.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LDV3, C.4 - ISIN: US55607LDV36, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $16605530.30
- **C.18.a - Value (excl. sponsor support):** $16605530.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Banco Santander SA, New York

- **C.1 - Title:** Banco Santander SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGE6, C.4 - ISIN: US05973RGE62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25015690.00
- **C.18.a - Value (excl. sponsor support):** $25015690.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NNP8, C.4 - ISIN: US63307NNP86, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $10109314.22
- **C.18.a - Value (excl. sponsor support):** $10109314.22
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKS0, C.4 - ISIN: US13606DKS08, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $14010493.00
- **C.18.a - Value (excl. sponsor support):** $14010493.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Swedbank AB

- **C.1 - Title:** Swedbank AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YDU9, C.4 - ISIN: US87020YDU91, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $4500274.95
- **C.18.a - Value (excl. sponsor support):** $4500274.95
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: US Bancorp Investments, Inc.

- **C.1 - Title:** US Bancorp Investments, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: BYD777YE6
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** Yes

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                 | 2026-09-15      | 0.0000%  | N/A     | $100.00            | $96.58             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-05-15      | 0.0000%  | N/A     | $4820000.00        | $4033496.50        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY                 | 2026-09-03      | 0.0000%  | N/A     | $177600.00         | $171785.55         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2034-07-15      | 1.8750%  | N/A     | $6144500.00        | $6447622.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2027-05-31      | 3.8750%  | N/A     | $100.00            | $101.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2026-01-15      | 0.0000%  | N/A     | $4000.00           | $3954.08           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2028-02-15      | 0.0000%  | N/A     | $9034211.90        | $8283667.64        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-09-15      | 0.0000%  | N/A     | $1000000.00        | $926776.00         | Agency Debentures and Agency Strips       |
| FHLMC_1847                             | 2026-04-15      | 7.5000%  | N/A     | $20000.00          | $3.10              | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                 | 2033-07-15      | 1.3750%  | N/A     | $6453600.00        | $6781750.17        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2027-06-30      | 0.0000%  | N/A     | $192000.00         | $180083.71         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2032-02-15      | 1.8750%  | N/A     | $462000.00         | $411305.55         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2026-01-15      | 0.0000%  | N/A     | $44560.38          | $44091.29          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2044-05-15      | 4.6250%  | N/A     | $551700.00         | $557931.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2033-08-15      | 3.8750%  | N/A     | $100.00            | $99.76             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2029-06-30      | 4.2500%  | N/A     | $300.00            | $309.29            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2028-08-31      | 1.1250%  | N/A     | $100.00            | $93.22             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2027-05-15      | 4.5000%  | N/A     | $199900.00         | $205898.60         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2026-08-15      | 4.3750%  | N/A     | $858500.00         | $867563.83         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2031-09-30      | 3.6250%  | N/A     | $509300.00         | $503653.90         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2026-12-31      | 0.0000%  | N/A     | $193000.00         | $184449.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                 | 2026-03-15      | 0.0000%  | N/A     | $1012600.00        | $995312.89         | U.S. Treasuries (including strips)        |

### Security 104: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VY30, C.4 - ISIN: US78013VY303, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $9961209.00
- **C.18.a - Value (excl. sponsor support):** $9961209.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Bank of Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DMQ5, C.4 - ISIN: US06367DMQ50, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $8002328.00
- **C.18.a - Value (excl. sponsor support):** $8002328.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LD38, C.4 - ISIN: US06417LD381, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $16504841.10
- **C.18.a - Value (excl. sponsor support):** $16504841.10
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656GAG9, C.4 - ISIN: US46656GAG91, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $13000055.90
- **C.18.a - Value (excl. sponsor support):** $13000055.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DDL3, C.4 - ISIN: US13606DDL38, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $10307159.53
- **C.18.a - Value (excl. sponsor support):** $10307159.53
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Swedbank AB

- **C.1 - Title:** Swedbank AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XFA3, C.4 - ISIN: US87020XFA37, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $13863246.45
- **C.18.a - Value (excl. sponsor support):** $13863246.45
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: BNP Paribas SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DH30, C.4 - ISIN: US05593DH305, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $24510902.50
- **C.18.a - Value (excl. sponsor support):** $24510902.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Mizuho Bank Ltd., New York

- **C.1 - Title:** Mizuho Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TY21, C.4 - ISIN: US60710TY217, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $27221148.00
- **C.18.a - Value (excl. sponsor support):** $27221148.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LDW1, C.4 - ISIN: US55607LDW19, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $5860150.80
- **C.18.a - Value (excl. sponsor support):** $5860150.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FB63, C.4 - ISIN: US55458FB639, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $30158056.44
- **C.18.a - Value (excl. sponsor support):** $30158056.44
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Mizuho Bank Ltd., New York

- **C.1 - Title:** Mizuho Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2R1, C.4 - ISIN: US60710T2R17, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $25014990.00
- **C.18.a - Value (excl. sponsor support):** $25014990.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DPB6, C.4 - ISIN: US89115DPB63, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $15016557.00
- **C.18.a - Value (excl. sponsor support):** $15016557.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C46T3, C.4 - ISIN: US9612C46T36, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $19008605.10
- **C.18.a - Value (excl. sponsor support):** $19008605.10
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Erste Finance Delaware LLC

- **C.1 - Title:** Erste Finance Delaware LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2X65, C.4 - ISIN: US2960E2X650, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99931670.00
- **C.18.a - Value (excl. sponsor support):** $99931670.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: BNP Paribas SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHY2, C.4 - ISIN: US05593DHY22, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $10003090.00
- **C.18.a - Value (excl. sponsor support):** $10003090.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UCL0, C.4 - ISIN: US83050UCL08, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $10154821.77
- **C.18.a - Value (excl. sponsor support):** $10154821.77
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJT0, C.4 - ISIN: US13606DJT00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $8014190.96
- **C.18.a - Value (excl. sponsor support):** $8014190.96
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LBT0, C.4 - ISIN: US55607LBT08, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $12293228.75
- **C.18.a - Value (excl. sponsor support):** $12293228.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLX5, C.4 - ISIN: US44988KLX53, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $8404075.68
- **C.18.a - Value (excl. sponsor support):** $8404075.68
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDSC4Q91
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 7.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIN AE 25 | 2025-10-15      | 0.1250%  | N/A     | $327680600.00      | $408000071.03      | U.S. Treasuries (including strips) |

### Security 124: Credit Agricole Corporate & Investment Bank, New York

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JVN2, C.4 - ISIN: US22536JVN26, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $10013512.00
- **C.18.a - Value (excl. sponsor support):** $10013512.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFQ6, C.4 - ISIN: US55381BFQ68, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $15500984.25
- **C.18.a - Value (excl. sponsor support):** $15500984.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WHE1, C.4 - ISIN: US65558WHE12, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $15506297.65
- **C.18.a - Value (excl. sponsor support):** $15506297.65
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: ANZ New Zealand International Ltd.

- **C.1 - Title:** ANZ New Zealand International Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0018A2X19, C.4 - ISIN: US0018A2X197, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $19997736.00
- **C.18.a - Value (excl. sponsor support):** $19997736.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: Natixis SA, New York

- **C.1 - Title:** Natixis SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCF3, C.4 - ISIN: US63873TCF30, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $11502434.55
- **C.18.a - Value (excl. sponsor support):** $11502434.55
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJG3, C.4 - ISIN: US17330QJG38, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $13009724.00
- **C.18.a - Value (excl. sponsor support):** $13009724.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JK48, C.4 - ISIN: US78015JK484, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $23039776.20
- **C.18.a - Value (excl. sponsor support):** $23039776.20
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: Swedbank AB

- **C.1 - Title:** Swedbank AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XC65, C.4 - ISIN: US87020XC655, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $21620427.40
- **C.18.a - Value (excl. sponsor support):** $21620427.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: Credit Agricole Corporate & Investment Bank, New York

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JNP6, C.4 - ISIN: US22536JNP65, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $20510264.35
- **C.18.a - Value (excl. sponsor support):** $20510264.35
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: Sheffield Receivables Co. LLC

- **C.1 - Title:** Sheffield Receivables Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYL0, C.4 - ISIN: US82124LYL07, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $14912173.50
- **C.18.a - Value (excl. sponsor support):** $14912173.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MXT6, C.4 - ISIN: US05253MXT60, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $9502105.20
- **C.18.a - Value (excl. sponsor support):** $9502105.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZ24, C.4 - ISIN: US04821TZ242, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $16877906.00
- **C.18.a - Value (excl. sponsor support):** $16877906.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: Bank of Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DP66, C.4 - ISIN: US06367DP660, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $12010221.60
- **C.18.a - Value (excl. sponsor support):** $12010221.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: DBS Bank Ltd.

- **C.1 - Title:** DBS Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DY58, C.4 - ISIN: US23305DY588, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $17428215.00
- **C.18.a - Value (excl. sponsor support):** $17428215.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: Westpac Banking Corp., New York

- **C.1 - Title:** Westpac Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYM4, C.4 - ISIN: US96130AYM43, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $11001196.80
- **C.18.a - Value (excl. sponsor support):** $11001196.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LXU9, C.4 - ISIN: US11042LXU96, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $9837931.38
- **C.18.a - Value (excl. sponsor support):** $9837931.38
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WQT4, C.4 - ISIN: US83050WQT44, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $15114341.98
- **C.18.a - Value (excl. sponsor support):** $15114341.98
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DEQ1, C.4 - ISIN: US13606DEQ16, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $12008683.20
- **C.18.a - Value (excl. sponsor support):** $12008683.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBV8, C.4 - ISIN: US1730QPBV81, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $20006126.00
- **C.18.a - Value (excl. sponsor support):** $20006126.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: Versailles Commercial Paper LLC

- **C.1 - Title:** Versailles Commercial Paper LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LX71, C.4 - ISIN: US92512LX713, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12989535.00
- **C.18.a - Value (excl. sponsor support):** $12989535.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FNE8, C.4 - ISIN: US06050FNE87, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $10000193.00
- **C.18.a - Value (excl. sponsor support):** $10000193.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UBL6, C.4 - ISIN: US22533UBL61, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $19684192.00
- **C.18.a - Value (excl. sponsor support):** $19684192.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458EXF2, C.4 - ISIN: US55458EXF23, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $23958595.20
- **C.18.a - Value (excl. sponsor support):** $23958595.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LDQ4, C.4 - ISIN: US55607LDQ41, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $7818536.80
- **C.18.a - Value (excl. sponsor support):** $7818536.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NZV5, C.4 - ISIN: US55607NZV53, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $9500928.15
- **C.18.a - Value (excl. sponsor support):** $9500928.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDSC4QB6
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 7.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | N/A     | $3053596.00        | $3112773.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $954663.00         | $959140.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $2530376.00        | $2645637.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | N/A     | $1658870.00        | $1729257.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $4729336.00        | $4933840.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-04-15      | 5.6300%  | N/A     | $96908.00          | $101074.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 2.5000%  | N/A     | $94020.00          | $58801.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-12-20      | 2.0000%  | N/A     | $362516.00         | $164200.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-02-15      | 12.3000% | N/A     | $10864688.00       | $11982374.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-11-15      | 6.4400%  | N/A     | $96529.00          | $105463.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.0000%  | N/A     | $288000.00         | $128867.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-03-15      | 5.8200%  | N/A     | $1318790.00        | $1405938.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $2866912.00        | $3000019.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-09-20      | 6.5000%  | N/A     | $3758620.00        | $3875423.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-02-15      | 2.8500%  | N/A     | $98914.00          | $84980.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-07-20      | 3.5000%  | N/A     | $450000.00         | $269759.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | N/A     | $4040288.00        | $4286725.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-03-15      | 5.8200%  | N/A     | $1387662.00        | $1479362.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2379820.00        | $2483345.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-08-15      | 3.2300%  | N/A     | $49051.00          | $43402.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1300120.00        | $1354080.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-09-20      | 6.5000%  | N/A     | $1360772.00        | $407332.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $19722591.00       | $7624037.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 5.0000%  | N/A     | $1099248.00        | $1010314.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $1283734.00        | $1325374.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $1546360.00        | $1612675.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1187614.00        | $1240067.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-04-15      | 2.8000%  | N/A     | $77897.00          | $66623.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2906728.00        | $3064834.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-04-15      | 5.8300%  | N/A     | $155731.00         | $165791.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2062-05-15      | 3.1700%  | N/A     | $93098.00          | $82146.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2518844.00        | $2629037.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 3.5000%  | N/A     | $166874.00         | $144146.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $1345086.00        | $1375952.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 2.5000%  | N/A     | $860393.00         | $530533.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $5938080.00        | $6272720.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $3945924.00        | $4105031.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.0000%  | N/A     | $1588820.00        | $1661254.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | N/A     | $1608158.00        | $1676399.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $9100944.00        | $9490190.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 4.0000%  | N/A     | $203710.00         | $131375.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 6.5000%  | N/A     | $1845966.00        | $1903331.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 2.5000%  | N/A     | $632813.00         | $102327.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-05-20      | 5.0000%  | N/A     | $1985746.00        | $645722.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-10-15      | 2.9100%  | N/A     | $1026188.00        | $888633.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 7.0000%  | N/A     | $536878.00         | $553097.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $162713344.00      | $166052841.97      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-06-15      | 3.2700%  | N/A     | $48300.00          | $42560.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2375080.00        | $2478988.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 6.5000%  | N/A     | $438391.00         | $239814.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $143902720.00      | $144566144.79      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.0000%  | N/A     | $1628440.00        | $1706230.28        | Agency Mortgage-Backed Securities |

### Security 150: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458EYC8, C.4 - ISIN: US55458EYC82, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $22885558.90
- **C.18.a - Value (excl. sponsor support):** $22885558.90
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAY8, C.4 - ISIN: US13606DAY85, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $8000370.40
- **C.18.a - Value (excl. sponsor support):** $8000370.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689FX11, C.4 - ISIN: US60689FX115, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $22997384.90
- **C.18.a - Value (excl. sponsor support):** $22997384.90
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: ING Bank NV

- **C.1 - Title:** ING Bank NV
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: BYDS2RMX2
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: Bank of New York Mellon (The)

- **C.1 - Title:** Bank of New York Mellon (The)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAD4, C.4 - ISIN: US06428DAD49, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $15002349.00
- **C.18.a - Value (excl. sponsor support):** $15002349.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19765V2T2, C.4 - ISIN: US19765V2T25, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $20001204.80
- **C.18.a - Value (excl. sponsor support):** $20001204.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-03
- **C.13 - Final Legal Maturity Date:** 2026-01-03
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: Lloyds Bank plc

- **C.1 - Title:** Lloyds Bank plc
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SB63, C.4 - ISIN: US53943SB635, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $29569893.00
- **C.18.a - Value (excl. sponsor support):** $29569893.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYDSE5UC4
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: Northern Trust Corp.

- **C.1 - Title:** Northern Trust Corp.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 66585QDT0, C.4 - ISIN: US66585QDT04, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $11001358.50
- **C.18.a - Value (excl. sponsor support):** $11001358.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: UBS AG

- **C.1 - Title:** UBS AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYF7, C.4 - ISIN: US90276JYF73, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $17010940.01
- **C.18.a - Value (excl. sponsor support):** $17010940.01
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: Matchpoint Finance plc

- **C.1 - Title:** Matchpoint Finance plc
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57666AZ47, C.4 - ISIN: US57666AZ478, C.3 - LEI: 635400YCKMVA7GIA6Q33
- **C.18 - Value (incl. sponsor support):** $25311613.65
- **C.18.a - Value (excl. sponsor support):** $25311613.65
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JAC1, C.4 - ISIN: US78015JAC18, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $21009319.80
- **C.18.a - Value (excl. sponsor support):** $21009319.80
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WKK3, C.4 - ISIN: US65558WKK35, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $7503059.25
- **C.18.a - Value (excl. sponsor support):** $7503059.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: Westpac Banking Corp., New York

- **C.1 - Title:** Westpac Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AA73, C.4 - ISIN: US96130AA737, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $21017142.30
- **C.18.a - Value (excl. sponsor support):** $21017142.30
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458EYK0, C.4 - ISIN: US55458EYK09, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $18890573.30
- **C.18.a - Value (excl. sponsor support):** $18890573.30
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BBC7, C.4 - ISIN: US13608BBC72, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $9848032.00
- **C.18.a - Value (excl. sponsor support):** $9848032.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMH2, C.4 - ISIN: US13606DMH25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $9508765.18
- **C.18.a - Value (excl. sponsor support):** $9508765.18
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: Bank of Montreal, London

- **C.1 - Title:** Bank of Montreal, London
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3052362848, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDH8PW62
- **C.18 - Value (incl. sponsor support):** $22973389.23
- **C.18.a - Value (excl. sponsor support):** $22973389.23
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: BYDSBXBW3
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: Barclays Bank plc, New York

- **C.1 - Title:** Barclays Bank plc, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDT5, C.4 - ISIN: US06745GDT58, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $14003438.40
- **C.18.a - Value (excl. sponsor support):** $14003438.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1E14, C.4 - ISIN: US2332K1E143, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $18072727.70
- **C.18.a - Value (excl. sponsor support):** $18072727.70
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TKL9, C.4 - ISIN: US86959TKL97, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $7003614.80
- **C.18.a - Value (excl. sponsor support):** $7003614.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KBH9, C.4 - ISIN: US63873KBH95, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $25103638.20
- **C.18.a - Value (excl. sponsor support):** $25103638.20
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47J4, C.4 - ISIN: US9612C47J45, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $12008298.00
- **C.18.a - Value (excl. sponsor support):** $12008298.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: Cooperatieve Rabobank UA, New York

- **C.1 - Title:** Cooperatieve Rabobank UA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2L9, C.4 - ISIN: US21684X2L93, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $23020812.70
- **C.18.a - Value (excl. sponsor support):** $23020812.70
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQQ6, C.4 - ISIN: US85325VQQ67, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $10014439.00
- **C.18.a - Value (excl. sponsor support):** $10014439.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NA34, C.4 - ISIN: US55607NA348, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $26015363.40
- **C.18.a - Value (excl. sponsor support):** $26015363.40
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: BYDSBXC44
- **C.18 - Value (incl. sponsor support):** $117000000.00
- **C.18.a - Value (excl. sponsor support):** $117000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSH8, C.4 - ISIN: US83050WSH87, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $14497975.80
- **C.18.a - Value (excl. sponsor support):** $14497975.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSW5, C.4 - ISIN: US06051WSW54, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $8007612.80
- **C.18.a - Value (excl. sponsor support):** $8007612.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WWG5, C.4 - ISIN: US06051WWG58, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $13999876.80
- **C.18.a - Value (excl. sponsor support):** $13999876.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WNR5, C.4 - ISIN: US65558WNR50, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $19997354.00
- **C.18.a - Value (excl. sponsor support):** $19997354.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NC81, C.4 - ISIN: US55607NC815, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $10003867.00
- **C.18.a - Value (excl. sponsor support):** $10003867.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LBC7, C.4 - ISIN: US55607LBC72, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $19701500.00
- **C.18.a - Value (excl. sponsor support):** $19701500.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47E5, C.4 - ISIN: US9612C47E57, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $16017482.88
- **C.18.a - Value (excl. sponsor support):** $16017482.88
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MAL3, C.4 - ISIN: US63307MAL37, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $10863179.80
- **C.18.a - Value (excl. sponsor support):** $10863179.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHJ9, C.4 - ISIN: US17330QHJ94, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $6004668.60
- **C.18.a - Value (excl. sponsor support):** $6004668.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: Sumitomo Mitsui Banking Corp., New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNU0, C.4 - ISIN: US86565GNU03, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $30509131.70
- **C.18.a - Value (excl. sponsor support):** $30509131.70
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86563GYL0, C.4 - ISIN: US86563GYL03, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $16901187.50
- **C.18.a - Value (excl. sponsor support):** $16901187.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: Sheffield Receivables Co. LLC

- **C.1 - Title:** Sheffield Receivables Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYA4, C.4 - ISIN: US82124LYA42, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $20402899.70
- **C.18.a - Value (excl. sponsor support):** $20402899.70
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21928150.86
- **C.18.a - Value (excl. sponsor support):** $21928150.86
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Bank of New York Mellon (The)

- **C.1 - Title:** Bank of New York Mellon (The)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAG7, C.4 - ISIN: US06428DAG79, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $3000576.30
- **C.18.a - Value (excl. sponsor support):** $3000576.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** BlackRock Funds

**Date:** 2025-10-06

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer