# EDGAR Filing Document

**Accession Number:** 0001631942
**File Stem:** 0001145549-23-005331
**Filing Date:** 2023-2
**Character Count:** 154958
**Document Hash:** acb452ba839d82f491d8628aca98bcd5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005331.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0001145549-23-005331

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230207

**DATE AS OF CHANGE**: 20230207

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Collateral Trust
- **CENTRAL INDEX KEY:** 0001631942
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP2
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23027
- **FILM NUMBER:** 23593130

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 800-225-5291

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### John Hancock Collateral Trust (Series ID: S000048934)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000154149 | John Hancock Collateral Trust |  |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2

**Live/Test Flag:** —

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

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2023-01-31

**EDGAR Series Identifier:** S000048934

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

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

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

### Service Providers
| Item   | Role                          | Details                                                  | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | John Hancock Investment Management LLC                   |  |
| A.4    | Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Boston<br>State: MA  |  |
| A.6    | Transfer Agent                | John Hancock Signature Services, Inc.<br>CIK: 0000869442 | 084-01885         |

### Fund Characteristics & Assets

- **A.7 - Is this a Feeder Fund?:** No

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Prime

- **A.11 - WAM:** 29 days

- **A.12 - WAL:** 82 days

- **Total Value of Portfolio Securities:** $2930937886.00

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

- **Cash:** $14596431.08

- **Total Other Assets:** $7231451.89

- **Total Liabilities:** $36093939.00

- **Net Assets of Series:** $2916671829.97

- **Number of Shares Outstanding (Series):** 291730768.52

- **Stable Price Per Share:** $0.00

- **7-Day Gross Yield:** 4.4600%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $1375796821.93             |  | 42.9100%                   |
| Friday, Week 2 |  | $873079177.52              |  | 34.9300%                   |
| Friday, Week 3 |  | $1160769338.87             |  | 43.6800%                   |
| Friday, Week 4 |  | $1423506578.47             |  | 49.4800%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

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

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $0.00

- **B.3 - Net Assets of Class:** $2916671829.97

- **B.4 - Shares Outstanding:** 291730768.52

- **B.7.7 - 7-Day Net Yield:** 4.3800%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** John Hancock Investment Management LLC: $1,081,490.73

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $641452602.16             | $535347101.80           |
| Week 2   | $603427690.63             | $1304741279.48          |
| Week 3   | $782558947.80             | $626587945.86           |
| Week 4   | $706320487.40             | $508994565.09           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $3010848672.75

- **Gross Redemptions for month:** $3183008407.89

## Part C: Schedule of Portfolio Securities

### Security 1: Apple, Inc.

- **C.1 - Title:** Apple, Inc. 2.400000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 037833AK6, C.4 - ISIN: US037833AK68, C.3 - LEI: HWUPKR0MPOU8FGXBT394
- **C.18 - Value (incl. sponsor support):** $3977530.36
- **C.18.a - Value (excl. sponsor support):** $3977530.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 2.3600%
- **C.11 - Maturity Date (WAM):** 2023-05-03
- **C.12 - Maturity Date (WAL):** 2023-05-03
- **C.13 - Final Legal Maturity Date:** 2023-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: BASF SE

- **C.1 - Title:** BASF SE
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05526MP25, C.4 - ISIN: US05526MP259, C.3 - LEI: 529900PM64WH8AF1E917
- **C.18 - Value (incl. sponsor support):** $57985986.62
- **C.18.a - Value (excl. sponsor support):** $57985986.62
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: BASF SE

- **C.1 - Title:** BASF SE
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05526MP66, C.4 - ISIN: US05526MP663, C.3 - LEI: 529900PM64WH8AF1E917
- **C.18 - Value (incl. sponsor support):** $14988885.00
- **C.18.a - Value (excl. sponsor support):** $14988885.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2023-02-06
- **C.12 - Maturity Date (WAL):** 2023-02-06
- **C.13 - Final Legal Maturity Date:** 2023-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: BASF SE

- **C.1 - Title:** BASF SE
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05526MPD1, C.4 - ISIN: US05526MPD10, C.3 - LEI: 529900PM64WH8AF1E917
- **C.18 - Value (incl. sponsor support):** $4991882.20
- **C.18.a - Value (excl. sponsor support):** $4991882.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2023-02-13
- **C.12 - Maturity Date (WAL):** 2023-02-13
- **C.13 - Final Legal Maturity Date:** 2023-02-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05586F2C0, C.4 - ISIN: US05586F2C07, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $10003810.40
- **C.18.a - Value (excl. sponsor support):** $10003810.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.965360%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06367WYH0, C.4 - ISIN: US06367WYH05, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $12004.68
- **C.18.a - Value (excl. sponsor support):** $12004.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-10
- **C.13 - Final Legal Maturity Date:** 2023-03-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.593015%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06368EJS2, C.4 - ISIN: US06368EJS28, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $1020968.72
- **C.18.a - Value (excl. sponsor support):** $1020968.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 5.0200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-14
- **C.13 - Final Legal Maturity Date:** 2023-04-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.578435%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06368FAB5, C.4 - ISIN: US06368FAB58, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $1013834.96
- **C.18.a - Value (excl. sponsor support):** $1013834.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 5.1100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-09-15
- **C.13 - Final Legal Maturity Date:** 2023-09-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LAQ2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $19001472.88
- **C.18.a - Value (excl. sponsor support):** $19001472.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LAX7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $6000264.18
- **C.18.a - Value (excl. sponsor support):** $6000264.18
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-14
- **C.13 - Final Legal Maturity Date:** 2023-02-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: The Bank of Nova Scotia

- **C.1 - Title:** The Bank of Nova Scotia 1.950000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 064159TE6, C.4 - ISIN: US064159TE65, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $2991000.00
- **C.18.a - Value (excl. sponsor support):** $2991000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: The Bank of Nova Scotia

- **C.1 - Title:** The Bank of Nova Scotia 4.863435%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 064159YN0, C.4 - ISIN: US064159YN00, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $20069748.20
- **C.18.a - Value (excl. sponsor support):** $20069748.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 5.2300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-09-15
- **C.13 - Final Legal Maturity Date:** 2023-09-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: The Bank of Nova Scotia

- **C.1 - Title:** The Bank of Nova Scotia 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417ME76, C.4 - ISIN: US06417ME767, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $25021700.75
- **C.18.a - Value (excl. sponsor support):** $25021700.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-25
- **C.13 - Final Legal Maturity Date:** 2023-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: The Bank of Nova Scotia

- **C.1 - Title:** The Bank of Nova Scotia 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MVJ1, C.4 - ISIN: US06417MVJ16, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $15000906.15
- **C.18.a - Value (excl. sponsor support):** $15000906.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-21
- **C.13 - Final Legal Maturity Date:** 2023-02-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TV86, C.4 - ISIN: US06742TV866, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 5.0500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-28
- **C.13 - Final Legal Maturity Date:** 2023-04-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 5.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TX27, C.4 - ISIN: US06742TX276, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $15033268.35
- **C.18.a - Value (excl. sponsor support):** $15033268.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 5.1400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-08-18
- **C.13 - Final Legal Maturity Date:** 2023-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.000000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06748XMT5, C.4 - ISIN: US06748XMT53, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $14945796.00
- **C.18.a - Value (excl. sponsor support):** $14945796.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2023-08-23
- **C.12 - Maturity Date (WAL):** 2023-08-23
- **C.13 - Final Legal Maturity Date:** 2023-08-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 5.350000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06749NBX9, C.4 - ISIN: US06749NBX93, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $4987143.70
- **C.18.a - Value (excl. sponsor support):** $4987143.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 5.5700%
- **C.11 - Maturity Date (WAM):** 2024-01-12
- **C.12 - Maturity Date (WAL):** 2024-01-12
- **C.13 - Final Legal Maturity Date:** 2024-01-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.500000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 09659W2E3, C.4 - ISIN: US09659W2E35, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $2967984.02
- **C.18.a - Value (excl. sponsor support):** $2967984.02
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.9700%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660YJJ7, C.4 - ISIN: US09660YJJ73, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $5011523.95
- **C.18.a - Value (excl. sponsor support):** $5011523.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 5.0800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-08-04
- **C.13 - Final Legal Maturity Date:** 2023-08-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KFX9, C.4 - ISIN: US13606KFX90, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $500493.27
- **C.18.a - Value (excl. sponsor support):** $500493.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 5.0100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-08
- **C.13 - Final Legal Maturity Date:** 2023-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 5.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KNW2, C.4 - ISIN: US13606KNW26, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $24985042.00
- **C.18.a - Value (excl. sponsor support):** $24985042.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 5.1700%
- **C.11 - Maturity Date (WAM):** 2023-10-06
- **C.12 - Maturity Date (WAL):** 2023-10-06
- **C.13 - Final Legal Maturity Date:** 2023-10-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 5.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KPV2, C.4 - ISIN: US13606KPV25, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $25063750.50
- **C.18.a - Value (excl. sponsor support):** $25063750.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 5.6400%
- **C.11 - Maturity Date (WAM):** 2023-11-03
- **C.12 - Maturity Date (WAL):** 2023-11-03
- **C.13 - Final Legal Maturity Date:** 2023-11-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 0.450000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 13607HVC3, C.4 - ISIN: US13607HVC32, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $1950668.80
- **C.18.a - Value (excl. sponsor support):** $1950668.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 2.7900%
- **C.11 - Maturity Date (WAM):** 2023-06-22
- **C.12 - Maturity Date (WAL):** 2023-06-22
- **C.13 - Final Legal Maturity Date:** 2023-06-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Chariot Funding LLC

- **C.1 - Title:** Chariot Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963RCN1, C.4 - ISIN: US15963RCN17, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Chariot Funding LLC

- **C.1 - Title:** Chariot Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963RDL4, C.4 - ISIN: US15963RDL42, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-28
- **C.13 - Final Legal Maturity Date:** 2023-07-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Chariot Funding LLC

- **C.1 - Title:** Chariot Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963URM0, C.4 - ISIN: US15963URM08, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $9896888.90
- **C.18.a - Value (excl. sponsor support):** $9896888.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-04-21
- **C.12 - Maturity Date (WAL):** 2023-04-21
- **C.13 - Final Legal Maturity Date:** 2023-04-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Children's Hospital Medical Center

- **C.1 - Title:** Children's Hospital Medical Center
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16877CQY8, C.4 - ISIN: US16877CQY83, C.3 - LEI: 549300EKVCKSAOOWU002
- **C.18 - Value (incl. sponsor support):** $14500005.37
- **C.18.a - Value (excl. sponsor support):** $14500005.37
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: Children's Hospital Medical Center

- **C.1 - Title:** Children's Hospital Medical Center
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16877CRA9, C.4 - ISIN: US16877CRA98, C.3 - LEI: 549300EKVCKSAOOWU002
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Children's Hospital Medical Center

- **C.1 - Title:** Children's Hospital Medical Center
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16877CRC5, C.4 - ISIN: US16877CRC54, C.3 - LEI: 549300EKVCKSAOOWU002
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-08
- **C.12 - Maturity Date (WAL):** 2023-02-08
- **C.13 - Final Legal Maturity Date:** 2023-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20271EYN3, C.4 - ISIN: US20271EYN39, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $10004772.60
- **C.18.a - Value (excl. sponsor support):** $10004772.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-03
- **C.13 - Final Legal Maturity Date:** 2023-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Cummins, Inc.

- **C.1 - Title:** Cummins, Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23102VP20, C.4 - ISIN: US23102VP209, C.3 - LEI: ZUNI8PYC725B6H8JU438
- **C.18 - Value (incl. sponsor support):** $9225774.48
- **C.18.a - Value (excl. sponsor support):** $9225774.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Cummins, Inc.

- **C.1 - Title:** Cummins, Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23102VP61, C.4 - ISIN: US23102VP613, C.3 - LEI: ZUNI8PYC725B6H8JU438
- **C.18 - Value (incl. sponsor support):** $1633789.00
- **C.18.a - Value (excl. sponsor support):** $1633789.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-02-06
- **C.12 - Maturity Date (WAL):** 2023-02-06
- **C.13 - Final Legal Maturity Date:** 2023-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: Cummins, Inc.

- **C.1 - Title:** Cummins, Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23102VQ60, C.4 - ISIN: US23102VQ603, C.3 - LEI: ZUNI8PYC725B6H8JU438
- **C.18 - Value (incl. sponsor support):** $21806449.33
- **C.18.a - Value (excl. sponsor support):** $21806449.33
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2023-03-06
- **C.12 - Maturity Date (WAL):** 2023-03-06
- **C.13 - Final Legal Maturity Date:** 2023-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: John Deere Capital Corp.

- **C.1 - Title:** John Deere Capital Corp. 0.400000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 24422EVJ5, C.4 - ISIN: US24422EVJ53, C.3 - LEI: E0KSF7PFQ210NWI8Z391
- **C.18 - Value (incl. sponsor support):** $5711436.40
- **C.18.a - Value (excl. sponsor support):** $5711436.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2023-10-10
- **C.12 - Maturity Date (WAL):** 2023-10-10
- **C.13 - Final Legal Maturity Date:** 2023-10-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Emerson Electric Company

- **C.1 - Title:** Emerson Electric Company 2.625000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 291011BE3, C.4 - ISIN: US291011BE39, C.3 - LEI: FGLT0EWZSUIRRITFOA30
- **C.18 - Value (incl. sponsor support):** $2497853.68
- **C.18.a - Value (excl. sponsor support):** $2497853.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.6200%
- **C.11 - Maturity Date (WAM):** 2023-02-15
- **C.12 - Maturity Date (WAL):** 2023-02-15
- **C.13 - Final Legal Maturity Date:** 2023-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AJXD6, C.4 - ISIN: US3130AJXD69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1456247.99
- **C.18.a - Value (excl. sponsor support):** $1456247.99
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2023-09-08
- **C.12 - Maturity Date (WAL):** 2023-09-08
- **C.13 - Final Legal Maturity Date:** 2023-09-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AKF84, C.4 - ISIN: US3130AKF849, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480263.55
- **C.18.a - Value (excl. sponsor support):** $480263.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2023-12-08
- **C.12 - Maturity Date (WAL):** 2023-12-08
- **C.13 - Final Legal Maturity Date:** 2023-12-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130APXH3, C.4 - ISIN: US3130APXH34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2166122.83
- **C.18.a - Value (excl. sponsor support):** $2166122.83
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.9500%
- **C.11 - Maturity Date (WAM):** 2023-11-27
- **C.12 - Maturity Date (WAL):** 2023-11-27
- **C.13 - Final Legal Maturity Date:** 2023-11-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 2.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASA74, C.4 - ISIN: US3130ASA744, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5953909.38
- **C.18.a - Value (excl. sponsor support):** $5953909.38
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 2.5500%
- **C.11 - Maturity Date (WAM):** 2023-06-14
- **C.12 - Maturity Date (WAL):** 2023-06-14
- **C.13 - Final Legal Maturity Date:** 2023-06-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 2.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASCK3, C.4 - ISIN: US3130ASCK31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2970213.93
- **C.18.a - Value (excl. sponsor support):** $2970213.93
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2023-06-22
- **C.12 - Maturity Date (WAL):** 2023-06-22
- **C.13 - Final Legal Maturity Date:** 2023-06-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AT4H7, C.4 - ISIN: US3130AT4H70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14860390.50
- **C.18.a - Value (excl. sponsor support):** $14860390.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2023-09-22
- **C.12 - Maturity Date (WAL):** 2023-09-22
- **C.13 - Final Legal Maturity Date:** 2023-09-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AT6K8, C.4 - ISIN: US3130AT6K81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12999860.64
- **C.18.a - Value (excl. sponsor support):** $12999860.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATFP7, C.4 - ISIN: US3130ATFP73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999776.80
- **C.18.a - Value (excl. sponsor support):** $19999776.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-21
- **C.13 - Final Legal Maturity Date:** 2023-03-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATH91, C.4 - ISIN: US3130ATH911, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29999771.70
- **C.18.a - Value (excl. sponsor support):** $29999771.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-27
- **C.13 - Final Legal Maturity Date:** 2023-06-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATKS5, C.4 - ISIN: US3130ATKS57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10000359.20
- **C.18.a - Value (excl. sponsor support):** $10000359.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-03
- **C.13 - Final Legal Maturity Date:** 2023-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATMN4, C.4 - ISIN: US3130ATMN43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24999986.00
- **C.18.a - Value (excl. sponsor support):** $24999986.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-10
- **C.13 - Final Legal Maturity Date:** 2023-02-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATTE7, C.4 - ISIN: US3130ATTE70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999993.50
- **C.18.a - Value (excl. sponsor support):** $9999993.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATXD4, C.4 - ISIN: US3130ATXD42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $997841.92
- **C.18.a - Value (excl. sponsor support):** $997841.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 5.0300%
- **C.11 - Maturity Date (WAM):** 2023-12-12
- **C.12 - Maturity Date (WAL):** 2023-12-12
- **C.13 - Final Legal Maturity Date:** 2023-12-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AU2M5, C.4 - ISIN: US3130AU2M57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5000020.85
- **C.18.a - Value (excl. sponsor support):** $5000020.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUDW1, C.4 - ISIN: US3130AUDW16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2998915.92
- **C.18.a - Value (excl. sponsor support):** $2998915.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2023-09-27
- **C.12 - Maturity Date (WAL):** 2023-09-27
- **C.13 - Final Legal Maturity Date:** 2023-09-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUEB6, C.4 - ISIN: US3130AUEB69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24999001.50
- **C.18.a - Value (excl. sponsor support):** $24999001.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-27
- **C.13 - Final Legal Maturity Date:** 2023-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUF90, C.4 - ISIN: US3130AUF905, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29998759.80
- **C.18.a - Value (excl. sponsor support):** $29998759.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-30
- **C.13 - Final Legal Maturity Date:** 2023-03-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUFD1, C.4 - ISIN: US3130AUFD17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10000110.70
- **C.18.a - Value (excl. sponsor support):** $10000110.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-04
- **C.13 - Final Legal Maturity Date:** 2023-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUPB4, C.4 - ISIN: US3130AUPB41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999666.80
- **C.18.a - Value (excl. sponsor support):** $19999666.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-23
- **C.13 - Final Legal Maturity Date:** 2023-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUPJ7, C.4 - ISIN: US3130AUPJ76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999987.00
- **C.18.a - Value (excl. sponsor support):** $9999987.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-08-01
- **C.13 - Final Legal Maturity Date:** 2023-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUQF4, C.4 - ISIN: US3130AUQF46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5000000.90
- **C.18.a - Value (excl. sponsor support):** $5000000.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-29
- **C.13 - Final Legal Maturity Date:** 2023-06-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 2.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133834G3, C.4 - ISIN: US3133834G32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4320845.94
- **C.18.a - Value (excl. sponsor support):** $4320845.94
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2023-06-09
- **C.12 - Maturity Date (WAL):** 2023-06-09
- **C.13 - Final Legal Maturity Date:** 2023-06-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 2.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313383BC4, C.4 - ISIN: US313383BC41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4956691.20
- **C.18.a - Value (excl. sponsor support):** $4956691.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-05-30
- **C.12 - Maturity Date (WAL):** 2023-05-30
- **C.13 - Final Legal Maturity Date:** 2023-05-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313383QR5, C.4 - ISIN: US313383QR54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $994420.00
- **C.18.a - Value (excl. sponsor support):** $994420.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.8400%
- **C.11 - Maturity Date (WAM):** 2023-06-09
- **C.12 - Maturity Date (WAL):** 2023-06-09
- **C.13 - Final Legal Maturity Date:** 2023-06-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BV0, C.4 - ISIN: US313384BV05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19969446.80
- **C.18.a - Value (excl. sponsor support):** $19969446.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-13
- **C.12 - Maturity Date (WAL):** 2023-02-13
- **C.13 - Final Legal Maturity Date:** 2023-02-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384FX2, C.4 - ISIN: US313384FX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29571056.10
- **C.18.a - Value (excl. sponsor support):** $29571056.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.1300%
- **C.11 - Maturity Date (WAM):** 2023-05-22
- **C.12 - Maturity Date (WAL):** 2023-05-22
- **C.13 - Final Legal Maturity Date:** 2023-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 2.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EAN79, C.4 - ISIN: US3133EAN790, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $988365.48
- **C.18.a - Value (excl. sponsor support):** $988365.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.8400%
- **C.11 - Maturity Date (WAM):** 2023-04-24
- **C.12 - Maturity Date (WAL):** 2023-04-24
- **C.13 - Final Legal Maturity Date:** 2023-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EL3E2, C.4 - ISIN: US3133EL3E28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $975862.68
- **C.18.a - Value (excl. sponsor support):** $975862.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2023-08-10
- **C.12 - Maturity Date (WAL):** 2023-08-10
- **C.13 - Final Legal Maturity Date:** 2023-08-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ELH72, C.4 - ISIN: US3133ELH724, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500238.15
- **C.18.a - Value (excl. sponsor support):** $500238.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-09
- **C.13 - Final Legal Maturity Date:** 2023-06-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EML75, C.4 - ISIN: US3133EML757, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4000476.20
- **C.18.a - Value (excl. sponsor support):** $4000476.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-22
- **C.13 - Final Legal Maturity Date:** 2023-06-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMNE8, C.4 - ISIN: US3133EMNE84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999940.35
- **C.18.a - Value (excl. sponsor support):** $4999940.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-01-22
- **C.13 - Final Legal Maturity Date:** 2024-01-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMSE3, C.4 - ISIN: US3133EMSE30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $996356.94
- **C.18.a - Value (excl. sponsor support):** $996356.94
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMXV9, C.4 - ISIN: US3133EMXV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19979214.40
- **C.18.a - Value (excl. sponsor support):** $19979214.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-04-29
- **C.13 - Final Legal Maturity Date:** 2024-04-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN3K4, C.4 - ISIN: US3133EN3K42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3001453.56
- **C.18.a - Value (excl. sponsor support):** $3001453.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-12-05
- **C.13 - Final Legal Maturity Date:** 2024-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN5P1, C.4 - ISIN: US3133EN5P11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6999827.10
- **C.18.a - Value (excl. sponsor support):** $6999827.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2025-01-09
- **C.13 - Final Legal Maturity Date:** 2025-01-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENA42, C.4 - ISIN: US3133ENA428, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34982867.50
- **C.18.a - Value (excl. sponsor support):** $34982867.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-04-12
- **C.13 - Final Legal Maturity Date:** 2024-04-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENE71, C.4 - ISIN: US3133ENE719, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34986679.00
- **C.18.a - Value (excl. sponsor support):** $34986679.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-08-08
- **C.13 - Final Legal Maturity Date:** 2024-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENL65, C.4 - ISIN: US3133ENL656, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24996029.25
- **C.18.a - Value (excl. sponsor support):** $24996029.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-06-13
- **C.13 - Final Legal Maturity Date:** 2024-06-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENNK2, C.4 - ISIN: US3133ENNK28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999482.89
- **C.18.a - Value (excl. sponsor support):** $999482.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-02-09
- **C.13 - Final Legal Maturity Date:** 2024-02-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENQ86, C.4 - ISIN: US3133ENQ861, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999383.75
- **C.18.a - Value (excl. sponsor support):** $24999383.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-10-04
- **C.13 - Final Legal Maturity Date:** 2024-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENSJ0, C.4 - ISIN: US3133ENSJ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999768.05
- **C.18.a - Value (excl. sponsor support):** $999768.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-02-23
- **C.13 - Final Legal Maturity Date:** 2024-02-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENVX5, C.4 - ISIN: US3133ENVX56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1298951.55
- **C.18.a - Value (excl. sponsor support):** $1298951.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-02-05
- **C.13 - Final Legal Maturity Date:** 2024-02-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENY61, C.4 - ISIN: US3133ENY618, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4002004.16
- **C.18.a - Value (excl. sponsor support):** $4002004.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-11-07
- **C.13 - Final Legal Maturity Date:** 2024-11-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 0.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134GXCB8, C.4 - ISIN: US3134GXCB84, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1430787.92
- **C.18.a - Value (excl. sponsor support):** $1430787.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2023-05-19
- **C.12 - Maturity Date (WAL):** 2023-05-19
- **C.13 - Final Legal Maturity Date:** 2023-05-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3135G05G4, C.4 - ISIN: US3135G05G45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1141263.77
- **C.18.a - Value (excl. sponsor support):** $1141263.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2023-07-10
- **C.12 - Maturity Date (WAL):** 2023-07-10
- **C.13 - Final Legal Maturity Date:** 2023-07-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3135G05R0, C.4 - ISIN: US3135G05R00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $3250779.45
- **C.18.a - Value (excl. sponsor support):** $3250779.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2023-08-10
- **C.12 - Maturity Date (WAL):** 2023-08-10
- **C.13 - Final Legal Maturity Date:** 2023-08-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3135GAEJ6, C.4 - ISIN: US3135GAEJ64, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5005546.40
- **C.18.a - Value (excl. sponsor support):** $5005546.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.9400%
- **C.11 - Maturity Date (WAM):** 2024-01-26
- **C.12 - Maturity Date (WAL):** 2024-01-26
- **C.13 - Final Legal Maturity Date:** 2024-01-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3137EAEQ8, C.4 - ISIN: US3137EAEQ81, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $3416992.37
- **C.18.a - Value (excl. sponsor support):** $3416992.37
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2023-04-20
- **C.12 - Maturity Date (WAL):** 2023-04-20
- **C.13 - Final Legal Maturity Date:** 2023-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3137EAER6, C.4 - ISIN: US3137EAER64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $692129.80
- **C.18.a - Value (excl. sponsor support):** $692129.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2023-05-05
- **C.12 - Maturity Date (WAL):** 2023-05-05
- **C.13 - Final Legal Maturity Date:** 2023-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 0.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3137EAES4, C.4 - ISIN: US3137EAES48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $12277148.77
- **C.18.a - Value (excl. sponsor support):** $12277148.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.2300%
- **C.11 - Maturity Date (WAM):** 2023-06-26
- **C.12 - Maturity Date (WAL):** 2023-06-26
- **C.13 - Final Legal Maturity Date:** 2023-06-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 0.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3137EAEV7, C.4 - ISIN: US3137EAEV76, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1667455.38
- **C.18.a - Value (excl. sponsor support):** $1667455.38
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2023-08-24
- **C.12 - Maturity Date (WAL):** 2023-08-24
- **C.13 - Final Legal Maturity Date:** 2023-08-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Agricultural Mortgage Corp.

- **C.1 - Title:** Federal Agricultural Mortgage Corp. 0.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 31422B4N7, C.4 - ISIN: US31422B4N72, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $960010.16
- **C.18.a - Value (excl. sponsor support):** $960010.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.9100%
- **C.11 - Maturity Date (WAM):** 2023-12-18
- **C.12 - Maturity Date (WAL):** 2023-12-18
- **C.13 - Final Legal Maturity Date:** 2023-12-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Georgia Transmission Corp.

- **C.1 - Title:** Georgia Transmission Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37362JQM7, C.4 - ISIN: US37362JQM70, C.3 - LEI: 5493000K3T00P1YCNZ07
- **C.18 - Value (incl. sponsor support):** $8447243.31
- **C.18.a - Value (excl. sponsor support):** $8447243.31
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-03-21
- **C.12 - Maturity Date (WAL):** 2023-03-21
- **C.13 - Final Legal Maturity Date:** 2023-03-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MP16, C.4 - ISIN: US38346MP162, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $4999402.35
- **C.18.a - Value (excl. sponsor support):** $4999402.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MR55, C.4 - ISIN: US38346MR556, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $24791822.25
- **C.18.a - Value (excl. sponsor support):** $24791822.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2023-04-05
- **C.12 - Maturity Date (WAL):** 2023-04-05
- **C.13 - Final Legal Maturity Date:** 2023-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MRA4, C.4 - ISIN: US38346MRA44, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $9910127.50
- **C.18.a - Value (excl. sponsor support):** $9910127.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2023-04-10
- **C.12 - Maturity Date (WAL):** 2023-04-10
- **C.13 - Final Legal Maturity Date:** 2023-04-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MS39, C.4 - ISIN: US38346MS398, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $9879505.60
- **C.18.a - Value (excl. sponsor support):** $9879505.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 5.1300%
- **C.11 - Maturity Date (WAM):** 2023-05-03
- **C.12 - Maturity Date (WAL):** 2023-05-03
- **C.13 - Final Legal Maturity Date:** 2023-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MS47, C.4 - ISIN: US38346MS471, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $9878118.30
- **C.18.a - Value (excl. sponsor support):** $9878118.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2023-05-04
- **C.12 - Maturity Date (WAL):** 2023-05-04
- **C.13 - Final Legal Maturity Date:** 2023-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MS54, C.4 - ISIN: US38346MS547, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $9876729.40
- **C.18.a - Value (excl. sponsor support):** $9876729.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.8500%
- **C.11 - Maturity Date (WAM):** 2023-05-05
- **C.12 - Maturity Date (WAL):** 2023-05-05
- **C.13 - Final Legal Maturity Date:** 2023-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 4.610684%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PHH1, C.4 - ISIN: US40054PHH10, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $20003234.80
- **C.18.a - Value (excl. sponsor support):** $20003234.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-09
- **C.13 - Final Legal Maturity Date:** 2023-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 4.610380%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PHJ7, C.4 - ISIN: US40054PHJ75, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $10001638.90
- **C.18.a - Value (excl. sponsor support):** $10001638.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-10
- **C.13 - Final Legal Maturity Date:** 2023-03-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46640QTP6, C.4 - ISIN: US46640QTP62, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $980925.39
- **C.18.a - Value (excl. sponsor support):** $980925.39
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 5.1400%
- **C.11 - Maturity Date (WAM):** 2023-06-23
- **C.12 - Maturity Date (WAL):** 2023-06-23
- **C.13 - Final Legal Maturity Date:** 2023-06-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46640QU33, C.4 - ISIN: US46640QU334, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $9795107.50
- **C.18.a - Value (excl. sponsor support):** $9795107.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2023-07-03
- **C.12 - Maturity Date (WAL):** 2023-07-03
- **C.13 - Final Legal Maturity Date:** 2023-07-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Jupiter Securitization Company LLC

- **C.1 - Title:** Jupiter Securitization Company LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 4820P5BU1, C.4 - ISIN: US4820P5BU16, C.3 - LEI: 549300764HIS4GLK4733
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-04
- **C.13 - Final Legal Maturity Date:** 2023-04-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Jupiter Securitization Company LLC

- **C.1 - Title:** Jupiter Securitization Company LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 4820P5BV9, C.4 - ISIN: US4820P5BV98, C.3 - LEI: 549300764HIS4GLK4733
- **C.18 - Value (incl. sponsor support):** $24999986.25
- **C.18.a - Value (excl. sponsor support):** $24999986.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-06
- **C.13 - Final Legal Maturity Date:** 2023-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Linde, Inc.

- **C.1 - Title:** Linde, Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53522MP11, C.4 - ISIN: US53522MP119, C.3 - LEI: ZU69GUVJQGZ6Z1UOOO79
- **C.18 - Value (incl. sponsor support):** $89989264.80
- **C.18.a - Value (excl. sponsor support):** $89989264.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: Linde, Inc.

- **C.1 - Title:** Linde, Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53522MP86, C.4 - ISIN: US53522MP861, C.3 - LEI: ZU69GUVJQGZ6Z1UOOO79
- **C.18 - Value (incl. sponsor support):** $44955580.05
- **C.18.a - Value (excl. sponsor support):** $44955580.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-02-08
- **C.12 - Maturity Date (WAL):** 2023-02-08
- **C.13 - Final Legal Maturity Date:** 2023-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: Long Island Power Authority

- **C.1 - Title:** Long Island Power Authority 4.320000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 54270HLU4, C.4 - ISIN: US54270HLU40, C.3 - LEI: 1R46U5SYJ63KQXF39168
- **C.18 - Value (incl. sponsor support):** $11597913.84
- **C.18.a - Value (excl. sponsor support):** $11597913.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: MUFG Bank, Ltd.

- **C.1 - Title:** MUFG Bank, Ltd. 4.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380T5Y2, C.4 - ISIN: US55380T5Y22, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $25003016.50
- **C.18.a - Value (excl. sponsor support):** $25003016.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-10
- **C.13 - Final Legal Maturity Date:** 2023-02-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: MUFG Bank, Ltd.

- **C.1 - Title:** MUFG Bank, Ltd. 4.860000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380UCR6, C.4 - ISIN: US55380UCR68, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $5000123.75
- **C.18.a - Value (excl. sponsor support):** $5000123.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: Macquarie Bank, Ltd.

- **C.1 - Title:** Macquarie Bank, Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LS54, C.4 - ISIN: US55607LS542, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $14814820.05
- **C.18.a - Value (excl. sponsor support):** $14814820.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2023-05-05
- **C.12 - Maturity Date (WAL):** 2023-05-05
- **C.13 - Final Legal Maturity Date:** 2023-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Macquarie Bank, Ltd.

- **C.1 - Title:** Macquarie Bank, Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LYF5, C.4 - ISIN: US55607LYF56, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $384028.80
- **C.18.a - Value (excl. sponsor support):** $384028.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 5.6500%
- **C.11 - Maturity Date (WAM):** 2023-11-15
- **C.12 - Maturity Date (WAL):** 2023-11-15
- **C.13 - Final Legal Maturity Date:** 2023-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Macquarie Bank, Ltd.

- **C.1 - Title:** Macquarie Bank, Ltd. 4.623687%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 55608PBH6, C.4 - ISIN: US55608PBH64, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $5100505.00
- **C.18.a - Value (excl. sponsor support):** $5100505.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-06
- **C.13 - Final Legal Maturity Date:** 2023-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Manhattan Asset Funding Company LLC

- **C.1 - Title:** Manhattan Asset Funding Company LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274MP22, C.4 - ISIN: US56274MP221, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $1399662.91
- **C.18.a - Value (excl. sponsor support):** $1399662.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: Manhattan Asset Funding Company LLC

- **C.1 - Title:** Manhattan Asset Funding Company LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274MP30, C.4 - ISIN: US56274MP304, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $5997819.48
- **C.18.a - Value (excl. sponsor support):** $5997819.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-02-03
- **C.13 - Final Legal Maturity Date:** 2023-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: Manhattan Asset Funding Company LLC

- **C.1 - Title:** Manhattan Asset Funding Company LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274MQM7, C.4 - ISIN: US56274MQM72, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $14906001.60
- **C.18.a - Value (excl. sponsor support):** $14906001.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.9000%
- **C.11 - Maturity Date (WAM):** 2023-03-21
- **C.12 - Maturity Date (WAL):** 2023-03-21
- **C.13 - Final Legal Maturity Date:** 2023-03-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Manhattan Asset Funding Company LLC

- **C.1 - Title:** Manhattan Asset Funding Company LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274MTL6, C.4 - ISIN: US56274MTL62, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $3924446.68
- **C.18.a - Value (excl. sponsor support):** $3924446.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 5.2700%
- **C.11 - Maturity Date (WAM):** 2023-06-20
- **C.12 - Maturity Date (WAL):** 2023-06-20
- **C.13 - Final Legal Maturity Date:** 2023-06-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Manhattan Asset Funding Company LLC

- **C.1 - Title:** Manhattan Asset Funding Company LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274WCR9, C.4 - ISIN: US56274WCR97, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $10005404.60
- **C.18.a - Value (excl. sponsor support):** $10005404.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-14
- **C.13 - Final Legal Maturity Date:** 2023-04-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Manhattan Asset Funding Company LLC

- **C.1 - Title:** Manhattan Asset Funding Company LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274WCS7, C.4 - ISIN: US56274WCS70, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-25
- **C.13 - Final Legal Maturity Date:** 2023-05-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: MUFG Bank, Ltd.

- **C.1 - Title:** MUFG Bank, Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62479MXL2, C.4 - ISIN: US62479MXL26, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $9642078.90
- **C.18.a - Value (excl. sponsor support):** $9642078.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 5.2400%
- **C.11 - Maturity Date (WAM):** 2023-10-20
- **C.12 - Maturity Date (WAL):** 2023-10-20
- **C.13 - Final Legal Maturity Date:** 2023-10-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NFU6, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $8500268.09
- **C.18.a - Value (excl. sponsor support):** $8500268.09
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-09
- **C.13 - Final Legal Maturity Date:** 2023-02-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: National Rural Utilities Cooperative Finance Corp.

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63743DQ12, C.4 - ISIN: US63743DQ124, C.3 - LEI: 4NYF266XZC35SCTGX023
- **C.18 - Value (incl. sponsor support):** $24909214.00
- **C.18.a - Value (excl. sponsor support):** $24909214.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: National Rural Utilities Cooperative Finance Corp.

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63743DQ20, C.3 - LEI: 4NYF266XZC35SCTGX023
- **C.18 - Value (incl. sponsor support):** $24906041.75
- **C.18.a - Value (excl. sponsor support):** $24906041.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2023-03-02
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: National Rural Utilities Cooperative Finance Corp.

- **C.1 - Title:** National Rural Utilities Cooperative Finance Corp. 4.493706%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 63743HFB3, C.4 - ISIN: US63743HFB33, C.3 - LEI: 4NYF266XZC35SCTGX023
- **C.18 - Value (incl. sponsor support):** $4213144.94
- **C.18.a - Value (excl. sponsor support):** $4213144.94
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.8500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-08-07
- **C.13 - Final Legal Maturity Date:** 2023-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984RKM0, C.4 - ISIN: US67984RKM06, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-08
- **C.13 - Final Legal Maturity Date:** 2023-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984RKU2, C.4 - ISIN: US67984RKU22, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-05
- **C.13 - Final Legal Maturity Date:** 2023-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985BGS6, C.4 - ISIN: US67985BGS60, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-12
- **C.13 - Final Legal Maturity Date:** 2023-04-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985BGW7, C.4 - ISIN: US67985BGW72, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $21010309.53
- **C.18.a - Value (excl. sponsor support):** $21010309.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.8400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-21
- **C.13 - Final Legal Maturity Date:** 2023-06-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985BGX5, C.4 - ISIN: US67985BGX55, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-11
- **C.13 - Final Legal Maturity Date:** 2023-07-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: PNC Bank NA

- **C.1 - Title:** PNC Bank NA 3.500000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 69353RFL7, C.4 - ISIN: US69353RFL78, C.3 - LEI: AD6GFRVSDT01YPT1CS68
- **C.18 - Value (incl. sponsor support):** $3301189.82
- **C.18.a - Value (excl. sponsor support):** $3301189.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 5.0600%
- **C.11 - Maturity Date (WAM):** 2023-06-08
- **C.12 - Maturity Date (WAL):** 2023-06-08
- **C.13 - Final Legal Maturity Date:** 2023-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: PSP Capital, Inc.

- **C.1 - Title:** PSP Capital, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BR38, C.4 - ISIN: US69370BR387, C.3 - LEI: 549300B456N0WEIC5249
- **C.18 - Value (incl. sponsor support):** $9920898.30
- **C.18.a - Value (excl. sponsor support):** $9920898.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2023-04-03
- **C.12 - Maturity Date (WAL):** 2023-04-03
- **C.13 - Final Legal Maturity Date:** 2023-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: PSP Capital, Inc.

- **C.1 - Title:** PSP Capital, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BS37, C.4 - ISIN: US69370BS377, C.3 - LEI: 549300B456N0WEIC5249
- **C.18 - Value (incl. sponsor support):** $14822018.40
- **C.18.a - Value (excl. sponsor support):** $14822018.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2023-05-03
- **C.12 - Maturity Date (WAL):** 2023-05-03
- **C.13 - Final Legal Maturity Date:** 2023-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: PSP Capital, Inc.

- **C.1 - Title:** PSP Capital, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BT51, C.3 - LEI: 549300B456N0WEIC5249
- **C.18 - Value (incl. sponsor support):** $2139580.73
- **C.18.a - Value (excl. sponsor support):** $2139580.73
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2023-06-05
- **C.12 - Maturity Date (WAL):** 2023-06-05
- **C.13 - Final Legal Maturity Date:** 2023-06-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: PSP Capital, Inc.

- **C.1 - Title:** PSP Capital, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69370BVJ8, C.4 - ISIN: US69370BVJ87, C.3 - LEI: 549300B456N0WEIC5249
- **C.18 - Value (incl. sponsor support):** $11583792.84
- **C.18.a - Value (excl. sponsor support):** $11583792.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 5.1900%
- **C.11 - Maturity Date (WAM):** 2023-08-18
- **C.12 - Maturity Date (WAL):** 2023-08-18
- **C.13 - Final Legal Maturity Date:** 2023-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: Philip Morris International, Inc.

- **C.1 - Title:** Philip Morris International, Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838MP20, C.4 - ISIN: US71838MP208, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $69982784.20
- **C.18.a - Value (excl. sponsor support):** $69982784.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: Philip Morris International, Inc.

- **C.1 - Title:** Philip Morris International, Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838MP38, C.4 - ISIN: US71838MP380, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $49981433.50
- **C.18.a - Value (excl. sponsor support):** $49981433.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-02-03
- **C.13 - Final Legal Maturity Date:** 2023-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: Philip Morris International, Inc.

- **C.1 - Title:** Philip Morris International, Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838MP87, C.4 - ISIN: US71838MP877, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $20129536.47
- **C.18.a - Value (excl. sponsor support):** $20129536.47
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2023-02-08
- **C.12 - Maturity Date (WAL):** 2023-02-08
- **C.13 - Final Legal Maturity Date:** 2023-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WQD5, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $9948396.90
- **C.18.a - Value (excl. sponsor support):** $9948396.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **C.11 - Maturity Date (WAM):** 2023-03-13
- **C.12 - Maturity Date (WAL):** 2023-03-13
- **C.13 - Final Legal Maturity Date:** 2023-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XHQ3, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $14992350.00
- **C.18.a - Value (excl. sponsor support):** $14992350.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.8500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-28
- **C.13 - Final Legal Maturity Date:** 2023-04-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JBW6, C.4 - ISIN: US78015JBW62, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $9937090.80
- **C.18.a - Value (excl. sponsor support):** $9937090.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2023-08-25
- **C.12 - Maturity Date (WAL):** 2023-08-25
- **C.13 - Final Legal Maturity Date:** 2023-08-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 5.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JK63, C.4 - ISIN: US78015JK633, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $10035657.70
- **C.18.a - Value (excl. sponsor support):** $10035657.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 5.1500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-19
- **C.13 - Final Legal Maturity Date:** 2023-10-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M5K2, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $10001429.10
- **C.18.a - Value (excl. sponsor support):** $10001429.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M5L0, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $10002485.20
- **C.18.a - Value (excl. sponsor support):** $10002485.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M5Y2, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $10002784.70
- **C.18.a - Value (excl. sponsor support):** $10002784.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015M6J4, C.4 - ISIN: US78015M6J46, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $15033102.75
- **C.18.a - Value (excl. sponsor support):** $15033102.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 5.0900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-08-08
- **C.13 - Final Legal Maturity Date:** 2023-08-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: Salt River Project Agricultural Improvement & Power District

- **C.1 - Title:** Salt River Project Agricultural Improvement & Power District
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 79572QP24, C.4 - ISIN: US79572QP248, C.3 - LEI: SHB8HO6GKXJ83RX5OV39
- **C.18 - Value (incl. sponsor support):** $10389992.91
- **C.18.a - Value (excl. sponsor support):** $10389992.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: Salt River Project Agricultural Improvement & Power District

- **C.1 - Title:** Salt River Project Agricultural Improvement & Power District
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 79572QP81, C.4 - ISIN: US79572QP818, C.3 - LEI: SHB8HO6GKXJ83RX5OV39
- **C.18 - Value (incl. sponsor support):** $8116748.00
- **C.18.a - Value (excl. sponsor support):** $8116748.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-08
- **C.12 - Maturity Date (WAL):** 2023-02-08
- **C.13 - Final Legal Maturity Date:** 2023-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: Salt River Project Agricultural Improvement & Power District

- **C.1 - Title:** Salt River Project Agricultural Improvement & Power District
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 79572QQG2, C.4 - ISIN: US79572QQG28, C.3 - LEI: SHB8HO6GKXJ83RX5OV39
- **C.18 - Value (incl. sponsor support):** $24857640.00
- **C.18.a - Value (excl. sponsor support):** $24857640.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2023-03-16
- **C.12 - Maturity Date (WAL):** 2023-03-16
- **C.13 - Final Legal Maturity Date:** 2023-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: Repurchase Agreement with State Street Corp.

- **C.1 - Title:** Repurchase Agreement with State Street Corp. 4.290000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 254900HROIFWPRGM1V77, CIK: 0000093751
- **C.18 - Value (incl. sponsor support):** $720800000.00
- **C.18.a - Value (excl. sponsor support):** $720800000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 24.7100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: Repurchase Agreement with State Street Corp.

- **C.1 - Title:** Repurchase Agreement with State Street Corp. 1.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 254900HROIFWPRGM1V77, CIK: 0000093751
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 1.6300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: Swedbank AB

- **C.1 - Title:** Swedbank AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019SS13, C.4 - ISIN: US87019SS133, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $14823937.50
- **C.18.a - Value (excl. sponsor support):** $14823937.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.8400%
- **C.11 - Maturity Date (WAM):** 2023-05-01
- **C.12 - Maturity Date (WAL):** 2023-05-01
- **C.13 - Final Legal Maturity Date:** 2023-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: Thunder Bay Funding LLC

- **C.1 - Title:** Thunder Bay Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603AEY5, C.4 - ISIN: US88603AEY55, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-11
- **C.13 - Final Legal Maturity Date:** 2023-04-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: Thunder Bay Funding LLC

- **C.1 - Title:** Thunder Bay Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603AEZ2, C.4 - ISIN: US88603AEZ21, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $24912166.75
- **C.18.a - Value (excl. sponsor support):** $24912166.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-20
- **C.13 - Final Legal Maturity Date:** 2023-04-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 5.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115B4X5, C.4 - ISIN: US89115B4X55, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $15022530.45
- **C.18.a - Value (excl. sponsor support):** $15022530.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 5.5400%
- **C.11 - Maturity Date (WAM):** 2023-10-24
- **C.12 - Maturity Date (WAL):** 2023-10-24
- **C.13 - Final Legal Maturity Date:** 2023-10-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 3.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BFN5, C.4 - ISIN: US89115BFN55, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $9999353.80
- **C.18.a - Value (excl. sponsor support):** $9999353.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-02-03
- **C.13 - Final Legal Maturity Date:** 2023-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HQ23, C.4 - ISIN: US89233HQ234, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $2615221.88
- **C.18.a - Value (excl. sponsor support):** $2615221.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-03-02
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 2.900000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TGW9, C.4 - ISIN: US89236TGW99, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $8856475.90
- **C.18.a - Value (excl. sponsor support):** $8856475.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.8100%
- **C.11 - Maturity Date (WAM):** 2023-03-30
- **C.12 - Maturity Date (WAL):** 2023-03-30
- **C.13 - Final Legal Maturity Date:** 2023-03-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 4.500000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TJM8, C.4 - ISIN: US89236TJM80, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $3804838.21
- **C.18.a - Value (excl. sponsor support):** $3804838.21
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-13
- **C.13 - Final Legal Maturity Date:** 2023-02-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 5.050000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TKM6, C.4 - ISIN: US89236TKM61, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $5012820.20
- **C.18.a - Value (excl. sponsor support):** $5012820.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 5.1100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-12-11
- **C.13 - Final Legal Maturity Date:** 2023-12-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.554000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEL1, C.4 - ISIN: US91282CEL19, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19974168.20
- **C.18.a - Value (excl. sponsor support):** $19974168.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-04-30
- **C.13 - Final Legal Maturity Date:** 2024-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.666000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFD8, C.4 - ISIN: US91282CFD83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19992995.40
- **C.18.a - Value (excl. sponsor support):** $19992995.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-07-31
- **C.13 - Final Legal Maturity Date:** 2024-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: University of California

- **C.1 - Title:** University of California
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91411UP25, C.4 - ISIN: US91411UP252
- **C.18 - Value (incl. sponsor support):** $38962733.16
- **C.18.a - Value (excl. sponsor support):** $38962733.16
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: University of California

- **C.1 - Title:** University of California
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91411UP74, C.4 - ISIN: US91411UP740
- **C.18 - Value (incl. sponsor support):** $9991333.00
- **C.18.a - Value (excl. sponsor support):** $9991333.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 936DYQ007, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $89000000.00
- **C.18.a - Value (excl. sponsor support):** $89000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: Westpac Securities NZ, Ltd.

- **C.1 - Title:** Westpac Securities NZ, Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 96122HP15, C.4 - ISIN: US96122HP158, C.3 - LEI: 549300W0N3O6Q4RCKE25
- **C.18 - Value (incl. sponsor support):** $9998798.60
- **C.18.a - Value (excl. sponsor support):** $9998798.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4X22, C.4 - ISIN: US9612C4X226, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-22
- **C.13 - Final Legal Maturity Date:** 2023-02-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 971VUT001
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2023-02-10
- **C.12 - Maturity Date (WAL):** 2023-02-10
- **C.13 - Final Legal Maturity Date:** 2023-02-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: Yale University

- **C.1 - Title:** Yale University
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 98459SP28, C.4 - ISIN: US98459SP282, C.3 - LEI: 9SFB6DIM0FRWV0EV8S84
- **C.18 - Value (incl. sponsor support):** $9122801.88
- **C.18.a - Value (excl. sponsor support):** $9122801.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Collateral Trust, a series of John Hancock Collateral Trust

**Date:** 2023-02-07

**By:** /s/Salvatore Schiavone

**Name of Signing Officer:** Salvatore Schiavone

**Title of Signing Officer:** Treasurer