# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001752724-25-213310
**Filing Date:** 2025-9
**Character Count:** 334652
**Document Hash:** 4853c7dc14f66e02b911ba869482d6ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-213310.hdr.sgml**: 20250905

**ACCESSION NUMBER**: 0001752724-25-213310

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250905

**DATE AS OF CHANGE**: 20250905

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**Registrant Full Name:** BlackRock Funds

**CIK Number of Registrant:** 0000844779

**LEI of Registrant:** 549300OZUEVJZHOBFP42

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

**LEI of Series:** 549300IKI54WE3ESWO88

**EDGAR Series Identifier:** S000001503

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

- **WAM:** 46 days

- **WAL:** 69 days

- **Total Value of Portfolio Securities:** $5325951709.01

- **Amortized Cost of Portfolio Securities:** $5325521648.67

- **Cash:** $125312210.48

- **Total Other Assets:** $25775331.39

- **Total Liabilities:** $30742343.15

- **Net Assets of Series:** $5445866847.39

- **Number of Shares Outstanding (Series):** 5446013399.6200

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $2743496928.85            | $2963506995.02             | 50.3400%                  | 54.3800%                   |
| 2025-08-04 | $2753388956.67            | $2849803018.78             | 51.4200%                  | 53.2200%                   |
| 2025-08-05 | $2685098671.72            | $2851516211.60             | 49.7100%                  | 52.7900%                   |
| 2025-08-06 | $2671024560.22            | $2849447521.87             | 48.6800%                  | 51.9400%                   |
| 2025-08-07 | $2619407542.77            | $2778194069.61             | 48.1300%                  | 51.0400%                   |
| 2025-08-08 | $2571556699.81            | $2751390460.17             | 47.6600%                  | 51.0000%                   |
| 2025-08-11 | $2639788679.00            | $2726607896.62             | 48.7000%                  | 50.3100%                   |
| 2025-08-12 | $2643938777.78            | $2811759916.05             | 48.9000%                  | 52.0000%                   |
| 2025-08-13 | $2591877480.77            | $2759714258.54             | 47.9000%                  | 51.0000%                   |
| 2025-08-14 | $2616701744.00            | $2788489596.58             | 48.1100%                  | 51.2700%                   |
| 2025-08-15 | $2602022529.83            | $2778845756.75             | 48.0200%                  | 51.2900%                   |
| 2025-08-18 | $2704199457.32            | $2800668740.06             | 49.6900%                  | 51.4600%                   |
| 2025-08-19 | $2648445956.64            | $2810913692.61             | 48.5700%                  | 51.5500%                   |
| 2025-08-20 | $2669411958.74            | $2806897761.47             | 48.9900%                  | 51.5100%                   |
| 2025-08-21 | $2678727851.50            | $2811207331.66             | 49.0100%                  | 51.4300%                   |
| 2025-08-22 | $2687184814.50            | $2807011637.83             | 49.2000%                  | 51.3900%                   |
| 2025-08-25 | $2752619325.40            | $2816540250.74             | 50.3900%                  | 51.5700%                   |
| 2025-08-26 | $2691786087.20            | $2846780743.79             | 49.2500%                  | 52.0900%                   |
| 2025-08-27 | $2686575770.87            | $2841584633.60             | 49.2000%                  | 52.0400%                   |
| 2025-08-28 | $2698509981.83            | $2867519642.62             | 49.1400%                  | 52.2100%                   |
| 2025-08-29 | $2747532006.75            | $2863408114.43             | 50.2500%                  | 52.3700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.4800%             |
| 2025-08-04 | 4.4800%             |
| 2025-08-05 | 4.4700%             |
| 2025-08-06 | 4.4700%             |
| 2025-08-07 | 4.4700%             |
| 2025-08-08 | 4.4700%             |
| 2025-08-11 | 4.4700%             |
| 2025-08-12 | 4.4700%             |
| 2025-08-13 | 4.4600%             |
| 2025-08-14 | 4.4600%             |
| 2025-08-15 | 4.4600%             |
| 2025-08-18 | 4.4600%             |
| 2025-08-19 | 4.4600%             |
| 2025-08-20 | 4.4600%             |
| 2025-08-21 | 4.4600%             |
| 2025-08-22 | 4.4600%             |
| 2025-08-25 | 4.4600%             |
| 2025-08-26 | 4.4600%             |
| 2025-08-27 | 4.4600%             |
| 2025-08-28 | 4.4600%             |
| 2025-08-29 | 4.4600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0001                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0001                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0001                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0001                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0001                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0001                      |
|  |  |

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

### Class: Investor C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $5118837.07

- **Number of Shares Outstanding:** 5118974.5000

- **Expense Reimbursement/Waiver:** 1256.41

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $11433.61               |
| 2025-08-04 | $0.00                     | $91404.50               |
| 2025-08-05 | $0.00                     | $1940.00                |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $46903.23               |
| 2025-08-08 | $0.00                     | $359.00                 |
| 2025-08-11 | $0.00                     | $79088.87               |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $114895.74              |
| 2025-08-15 | $12640.24                 | $45235.71               |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $6000.00                |
| 2025-08-26 | $0.00                     | $1070.42                |
| 2025-08-27 | $0.00                     | $997.97                 |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $13934.91                 | $3610.20                |

**Total Gross Subscriptions (Month):** $26575.15

**Total Gross Redemptions (Month):** $402939.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.1800%           |
| 2025-08-04 | 3.1800%           |
| 2025-08-05 | 3.1700%           |
| 2025-08-06 | 3.1700%           |
| 2025-08-07 | 3.1700%           |
| 2025-08-08 | 3.1700%           |
| 2025-08-11 | 3.1700%           |
| 2025-08-12 | 3.1700%           |
| 2025-08-13 | 3.1600%           |
| 2025-08-14 | 3.1600%           |
| 2025-08-15 | 3.1600%           |
| 2025-08-18 | 3.1600%           |
| 2025-08-19 | 3.1600%           |
| 2025-08-20 | 3.1600%           |
| 2025-08-21 | 3.1600%           |
| 2025-08-22 | 3.1600%           |
| 2025-08-25 | 3.1600%           |
| 2025-08-26 | 3.1600%           |
| 2025-08-27 | 3.1600%           |
| 2025-08-28 | 3.1600%           |
| 2025-08-29 | 3.1600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 8.8300%          | 0.0000%              |
| Broker-dealer |  | 11.7400%         | 0.0000%              |
| Broker-dealer |  | 21.5900%         | 0.0000%              |
| Broker-dealer |  | 14.6000%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $2000000.00

- **Net Assets of Class:** $20219200.85

- **Number of Shares Outstanding:** 20219745.6300

- **Expense Reimbursement/Waiver:** 4314.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $934.00                   | $12901.00               |
| 2025-08-04 | $3.31                     | $0.01                   |
| 2025-08-05 | $151983.00                | $1.00                   |
| 2025-08-06 | $15992.00                 | $50240.00               |
| 2025-08-07 | $55805.00                 | $10202.00               |
| 2025-08-08 | $170.00                   | $0.00                   |
| 2025-08-11 | $3.00                     | $209836.00              |
| 2025-08-12 | $908.00                   | $19896.00               |
| 2025-08-13 | $744.00                   | $0.00                   |
| 2025-08-14 | $12216.00                 | $0.00                   |
| 2025-08-15 | $0.00                     | $3046.00                |
| 2025-08-18 | $0.00                     | $57741.00               |
| 2025-08-19 | $0.00                     | $166013.16              |
| 2025-08-20 | $0.00                     | $17108.00               |
| 2025-08-21 | $0.00                     | $130.00                 |
| 2025-08-22 | $156.00                   | $25000.00               |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $8404.00                  | $330.00                 |
| 2025-08-27 | $418784.00                | $1016.00                |
| 2025-08-28 | $2114.00                  | $0.00                   |
| 2025-08-29 | $100325.11                | $64683.00               |

**Total Gross Subscriptions (Month):** $768541.42

**Total Gross Redemptions (Month):** $638143.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2800%           |
| 2025-08-04 | 4.2800%           |
| 2025-08-05 | 4.2700%           |
| 2025-08-06 | 4.2700%           |
| 2025-08-07 | 4.2700%           |
| 2025-08-08 | 4.2700%           |
| 2025-08-11 | 4.2700%           |
| 2025-08-12 | 4.2700%           |
| 2025-08-13 | 4.2600%           |
| 2025-08-14 | 4.2600%           |
| 2025-08-15 | 4.2600%           |
| 2025-08-18 | 4.2600%           |
| 2025-08-19 | 4.2600%           |
| 2025-08-20 | 4.2600%           |
| 2025-08-21 | 4.2600%           |
| 2025-08-22 | 4.2600%           |
| 2025-08-25 | 4.2600%           |
| 2025-08-26 | 4.2600%           |
| 2025-08-27 | 4.2600%           |
| 2025-08-28 | 4.2600%           |
| 2025-08-29 | 4.2600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.2600%          | 0.0000%              |
| Broker-dealer |  | 90.3100%         | 0.0000%              |

### Class: Service

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $179009252.14

- **Number of Shares Outstanding:** 179014066.2600

- **Expense Reimbursement/Waiver:** 35209.88

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $667268.31                | $243208.17              |
| 2025-08-04 | $1534284.94               | $794056.49              |
| 2025-08-05 | $1451527.72               | $497590.78              |
| 2025-08-06 | $819896.63                | $305715.05              |
| 2025-08-07 | $1338853.31               | $583729.96              |
| 2025-08-08 | $1542468.59               | $263953.42              |
| 2025-08-11 | $844418.53                | $369271.08              |
| 2025-08-12 | $197816.59                | $228233.18              |
| 2025-08-13 | $967210.40                | $188845.57              |
| 2025-08-14 | $792751.24                | $1309743.74             |
| 2025-08-15 | $648830.42                | $371581.37              |
| 2025-08-18 | $1160725.14               | $971570.99              |
| 2025-08-19 | $741309.72                | $235115.18              |
| 2025-08-20 | $611694.64                | $805865.21              |
| 2025-08-21 | $203396.62                | $339112.56              |
| 2025-08-22 | $1015800.70               | $368188.68              |
| 2025-08-25 | $375216.03                | $1241908.58             |
| 2025-08-26 | $563405.24                | $1012188.60             |
| 2025-08-27 | $269940.04                | $448181.83              |
| 2025-08-28 | $324182.05                | $588768.46              |
| 2025-08-29 | $1124593.47               | $629095.18              |

**Total Gross Subscriptions (Month):** $17195590.33

**Total Gross Redemptions (Month):** $11795924.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0100%           |
| 2025-08-04 | 4.0000%           |
| 2025-08-05 | 4.0000%           |
| 2025-08-06 | 4.0000%           |
| 2025-08-07 | 4.0000%           |
| 2025-08-08 | 3.9900%           |
| 2025-08-11 | 3.9900%           |
| 2025-08-12 | 3.9900%           |
| 2025-08-13 | 3.9900%           |
| 2025-08-14 | 3.9900%           |
| 2025-08-15 | 3.9900%           |
| 2025-08-18 | 3.9900%           |
| 2025-08-19 | 3.9900%           |
| 2025-08-20 | 3.9900%           |
| 2025-08-21 | 3.9900%           |
| 2025-08-22 | 3.9900%           |
| 2025-08-25 | 3.9900%           |
| 2025-08-26 | 3.9900%           |
| 2025-08-27 | 3.9900%           |
| 2025-08-28 | 3.9900%           |
| 2025-08-29 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.1500%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $2000000.00

- **Net Assets of Class:** $714000043.28

- **Number of Shares Outstanding:** 714019258.5800

- **Expense Reimbursement/Waiver:** 159373.52

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $6164576.97               | $1104382.06             |
| 2025-08-04 | $13433585.28              | $3996622.06             |
| 2025-08-05 | $700874.90                | $1663120.99             |
| 2025-08-06 | $1331020.69               | $2221259.81             |
| 2025-08-07 | $4747664.20               | $7645943.06             |
| 2025-08-08 | $808654.42                | $862092.32              |
| 2025-08-11 | $911427.57                | $3757251.78             |
| 2025-08-12 | $1163984.51               | $2095736.31             |
| 2025-08-13 | $2545627.77               | $2184516.89             |
| 2025-08-14 | $1610413.89               | $1904938.71             |
| 2025-08-15 | $5579952.48               | $3681728.77             |
| 2025-08-18 | $3920573.04               | $3832003.44             |
| 2025-08-19 | $1228514.33               | $1717690.36             |
| 2025-08-20 | $3863679.38               | $666968.08              |
| 2025-08-21 | $1021223.39               | $2810754.36             |
| 2025-08-22 | $3490872.70               | $1012259.98             |
| 2025-08-25 | $362446.43                | $3166847.62             |
| 2025-08-26 | $1976639.81               | $758982.17              |
| 2025-08-27 | $2101891.66               | $2163525.82             |
| 2025-08-28 | $4438849.01               | $2571927.93             |
| 2025-08-29 | $3697197.70               | $7477043.08             |

**Total Gross Subscriptions (Month):** $65099670.13

**Total Gross Redemptions (Month):** $57295595.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2800%           |
| 2025-08-04 | 4.2800%           |
| 2025-08-05 | 4.2700%           |
| 2025-08-06 | 4.2700%           |
| 2025-08-07 | 4.2700%           |
| 2025-08-08 | 4.2700%           |
| 2025-08-11 | 4.2700%           |
| 2025-08-12 | 4.2700%           |
| 2025-08-13 | 4.2600%           |
| 2025-08-14 | 4.2600%           |
| 2025-08-15 | 4.2600%           |
| 2025-08-18 | 4.2600%           |
| 2025-08-19 | 4.2600%           |
| 2025-08-20 | 4.2600%           |
| 2025-08-21 | 4.2600%           |
| 2025-08-22 | 4.2600%           |
| 2025-08-25 | 4.2600%           |
| 2025-08-26 | 4.2600%           |
| 2025-08-27 | 4.2600%           |
| 2025-08-28 | 4.2600%           |
| 2025-08-29 | 4.2600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 54.5300%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.5000%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.7300%         | 0.0000%              |

### Class: Investor A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $4527519514.05

- **Number of Shares Outstanding:** 4527641354.6500

- **Expense Reimbursement/Waiver:** 885231.36

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $15651713.85              | $10272679.19            |
| 2025-08-04 | $16110151.44              | $16904485.57            |
| 2025-08-05 | $22313668.37              | $12857773.60            |
| 2025-08-06 | $17201560.11              | $11329540.10            |
| 2025-08-07 | $19208323.45              | $10999748.33            |
| 2025-08-08 | $17337247.47              | $7842847.32             |
| 2025-08-11 | $15105067.70              | $16441825.02            |
| 2025-08-12 | $12860516.27              | $14966287.89            |
| 2025-08-13 | $16549801.47              | $12375132.71            |
| 2025-08-14 | $21538489.70              | $12933787.80            |
| 2025-08-15 | $21090334.96              | $12961730.07            |
| 2025-08-18 | $18872171.74              | $11494444.27            |
| 2025-08-19 | $19956736.00              | $10685990.25            |
| 2025-08-20 | $18651360.79              | $8932195.10             |
| 2025-08-21 | $17526423.30              | $11604540.62            |
| 2025-08-22 | $13935087.20              | $13900508.60            |
| 2025-08-25 | $16152719.31              | $17964991.05            |
| 2025-08-26 | $13499026.19              | $15905131.61            |
| 2025-08-27 | $9504614.58               | $13717030.71            |
| 2025-08-28 | $18959969.39              | $11344057.76            |
| 2025-08-29 | $32931026.51              | $8295709.66             |

**Total Gross Subscriptions (Month):** $374956009.80

**Total Gross Redemptions (Month):** $263730437.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0000%           |
| 2025-08-04 | 4.0000%           |
| 2025-08-05 | 3.9900%           |
| 2025-08-06 | 3.9900%           |
| 2025-08-07 | 3.9900%           |
| 2025-08-08 | 3.9900%           |
| 2025-08-11 | 3.9900%           |
| 2025-08-12 | 3.9900%           |
| 2025-08-13 | 3.9800%           |
| 2025-08-14 | 3.9800%           |
| 2025-08-15 | 3.9800%           |
| 2025-08-18 | 3.9800%           |
| 2025-08-19 | 3.9800%           |
| 2025-08-20 | 3.9800%           |
| 2025-08-21 | 3.9800%           |
| 2025-08-22 | 3.9800%           |
| 2025-08-25 | 3.9800%           |
| 2025-08-26 | 3.9800%           |
| 2025-08-27 | 3.9800%           |
| 2025-08-28 | 3.9800%           |
| 2025-08-29 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 17.0500%         | 0.0000%              |
| Broker-dealer |  | 5.0500%          | 0.0000%              |
| Broker-dealer |  | 68.1300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JLE3, C.4 - ISIN: US22536JLE37, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $24006091.20
- **C.18.a - Value (excl. sponsor support):** $24006091.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Colorado Housing & Finance Authority

- **C.1 - Title:** Colorado Housing & Finance Authority
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480WH6, C.4 - ISIN: US196480WH67, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $7230000.00
- **C.18.a - Value (excl. sponsor support):** $7230000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2051-11-01
- **C.10 - Ratings:** Moody's: VMIG1; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFE3, C.4 - ISIN: US44988GFE35, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $5001820.50
- **C.18.a - Value (excl. sponsor support):** $5001820.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Sumitomo Mitsui Banking Corp., New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPQ7, C.4 - ISIN: US86565GPQ72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $7606508.64
- **C.18.a - Value (excl. sponsor support):** $7606508.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPE1, C.4 - ISIN: US78014XPE12, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $10005116.00
- **C.18.a - Value (excl. sponsor support):** $10005116.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Bank of Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3K8, C.4 - ISIN: US06370B3K86, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $11618099.02
- **C.18.a - Value (excl. sponsor support):** $11618099.02
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C46L0, C.4 - ISIN: US9612C46L00, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $15506018.65
- **C.18.a - Value (excl. sponsor support):** $15506018.65
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDQMLJV5
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 6.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 3.0000%  | N/A     | $326648.00         | $284500.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 4.5000%  | N/A     | $1057898.00        | $982071.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 7.0000%  | N/A     | $1139144.00        | $582357.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $1345086.00        | $1372677.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-08-15      | 3.2300%  | N/A     | $49051.00          | $43360.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2062-03-15      | 3.1000%  | N/A     | $76954.00          | $67248.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 5.0000%  | N/A     | $1341262.00        | $1325370.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 2.5000%  | N/A     | $355000.00         | $77638.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-03-15      | 5.8200%  | N/A     | $1387662.00        | $1475251.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $1016356.00        | $1051063.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 6.5000%  | N/A     | $182513.00         | $11302.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 4.0000%  | N/A     | $1004156.00        | $857025.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-12-20      | 5.5000%  | N/A     | $431937.00         | $432485.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.0000%  | N/A     | $288000.00         | $127778.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-12-20      | 6.5000%  | N/A     | $913514.00         | $302243.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $4610544.00        | $4627209.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 5.0000%  | N/A     | $5199963.00        | $158507.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $1546360.00        | $1611044.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $8032144.00        | $8148848.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-03-15      | 5.8200%  | N/A     | $1318790.00        | $1402032.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $15133088.00       | $15665568.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-01-15      | 5.0000%  | N/A     | $199721.00         | $25342.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-05-15      | 2.7500%  | N/A     | $50000.00          | $42670.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2379820.00        | $2488705.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $954663.00         | $959500.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-08-15      | 3.0000%  | N/A     | $2000000.00        | $246307.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $4729336.00        | $4931238.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-04-15      | 2.8000%  | N/A     | $77897.00          | $66532.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 4.5000%  | N/A     | $1000000.00        | $91135.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $21078304.00       | $21757723.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1300120.00        | $1352938.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $1332804.00        | $1358645.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 6.5000%  | N/A     | $2265352.00        | $1362710.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-02-20      | 6.0000%  | N/A     | $1762032.00        | $1788182.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.0000%  | N/A     | $1683516.00        | $1659429.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $1365098.00        | $1419914.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-04-15      | 5.8300%  | N/A     | $155731.00         | $166066.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $20225312.00       | $20577895.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-04-15      | 5.6300%  | N/A     | $96908.00          | $100944.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | N/A     | $17299392.00       | $18449879.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 4.5000%  | N/A     | $4527048.00        | $4197026.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $2530376.00        | $2646159.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-02-20      | 3.0000%  | N/A     | $650000.00         | $5807.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-06-20      | 3.5000%  | N/A     | $3027280.00        | $230559.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $4572810.00        | $4654781.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | N/A     | $1066416.00        | $325653.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | N/A     | $1880064.00        | $1268794.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 3.5000%  | N/A     | $750000.00         | $90593.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.0000%  | N/A     | $1628440.00        | $1719623.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.0000%  | N/A     | $1652274.00        | $1645180.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | N/A     | $4040288.00        | $4308623.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-03-20      | 6.5000%  | N/A     | $164543.00         | $169051.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.5000%  | N/A     | $1262924.00        | $828148.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | N/A     | $1272928.00        | $1344208.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.0000%  | N/A     | $15686.00          | $16263.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2375080.00        | $2476478.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-12-20      | 2.0000%  | N/A     | $362516.00         | $165317.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-03-15      | 5.8200%  | N/A     | $1451968.00        | $1543616.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-02-15      | 12.3000% | N/A     | $10864688.00       | $11937333.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-03-15      | 2.5000%  | N/A     | $3707512.00        | $2451081.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 3.5000%  | N/A     | $166874.00         | $144519.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2062-05-15      | 3.1700%  | N/A     | $93098.00          | $82129.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-02-15      | 2.8500%  | N/A     | $98914.00          | $84909.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $162713344.00      | $166705752.89      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $69117.00          | $70232.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-03-20      | 6.0000%  | N/A     | $1016842.00        | $1034131.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $3945924.00        | $4101087.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 6.0000%  | N/A     | $1953304.00        | $1811658.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $1595316.00        | $1628431.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-03-15      | 6.0000%  | N/A     | $4091192.00        | $4024273.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $3557512.00        | $3689779.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.0000%  | N/A     | $1588820.00        | $1675849.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-05-15      | 2.5800%  | N/A     | $1519996.00        | $1264503.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 2.5000%  | N/A     | $860393.00         | $525213.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 4.0000%  | N/A     | $4507680.00        | $320321.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $1308182.00        | $1365944.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-10-15      | 2.9100%  | N/A     | $1026188.00        | $886319.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 4.0000%  | N/A     | $147393.00         | $136986.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-01-20      | 5.6250%  | N/A     | $1450000.00        | $15952.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $1283734.00        | $1340179.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-01-15      | 5.0000%  | N/A     | $723417.00         | $6398.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-03-20      | 3.5000%  | N/A     | $8944530.00        | $814170.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-11-15      | 6.4400%  | N/A     | $96529.00          | $105441.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1187614.00        | $1242677.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 4.0000%  | N/A     | $203710.00         | $131200.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | N/A     | $1658870.00        | $1738370.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-09-20      | 6.5000%  | N/A     | $1360772.00        | $410152.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 6.5000%  | N/A     | $438391.00         | $247812.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-05-20      | 5.0000%  | N/A     | $1985746.00        | $652753.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $119851.00         | $121503.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1208954.00        | $1234897.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-06-15      | 3.2700%  | N/A     | $48300.00          | $42602.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | N/A     | $1608158.00        | $1685230.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.0000%  | N/A     | $5005584.00        | $4933973.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-12-20      | 7.5000%  | N/A     | $183581.00         | $189965.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.0000%  | N/A     | $1059188.00        | $1112892.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 7.0000%  | N/A     | $139184.00         | $146129.67         | Agency Mortgage-Backed Securities |

### Security 9: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873JW55, C.4 - ISIN: US63873JW553, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $13988249.80
- **C.18.a - Value (excl. sponsor support):** $13988249.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WKM9, C.4 - ISIN: US65558WKM90, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $12006099.60
- **C.18.a - Value (excl. sponsor support):** $12006099.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LGL2, C.4 - ISIN: US55607LGL27, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $22155676.90
- **C.18.a - Value (excl. sponsor support):** $22155676.90
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327BBA2, C.4 - ISIN: US17327BBA26, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $12752431.90
- **C.18.a - Value (excl. sponsor support):** $12752431.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607KYK6, C.4 - ISIN: US55607KYK68, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $22772212.60
- **C.18.a - Value (excl. sponsor support):** $22772212.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJF0, C.4 - ISIN: US13606DJF06, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $13521610.67
- **C.18.a - Value (excl. sponsor support):** $13521610.67
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CEB8, C.4 - ISIN: US05253CEB81, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $19430736.00
- **C.18.a - Value (excl. sponsor support):** $19430736.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1CJ7, C.4 - ISIN: US2332K1CJ70, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $15636510.40
- **C.18.a - Value (excl. sponsor support):** $15636510.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Lloyds Bank plc

- **C.1 - Title:** Lloyds Bank plc
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SBH9, C.4 - ISIN: US53943SBH94, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $16663252.10
- **C.18.a - Value (excl. sponsor support):** $16663252.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DND0, C.4 - ISIN: US13606DND02, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $27019955.70
- **C.18.a - Value (excl. sponsor support):** $27019955.70
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NZL7, C.4 - ISIN: US55607NZL71, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $11002621.30
- **C.18.a - Value (excl. sponsor support):** $11002621.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMF2, C.4 - ISIN: US65558WMF22, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $17005691.60
- **C.18.a - Value (excl. sponsor support):** $17005691.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Swedbank AB, New York

- **C.1 - Title:** Swedbank AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WM93, C.4 - ISIN: US87019WM930, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $12504633.75
- **C.18.a - Value (excl. sponsor support):** $12504633.75
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSB1, C.4 - ISIN: US06051WSB18, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $10004474.00
- **C.18.a - Value (excl. sponsor support):** $10004474.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Cooperatieve Rabobank UA, New York

- **C.1 - Title:** Cooperatieve Rabobank UA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684XZ41, C.4 - ISIN: US21684XZ419, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $15499583.05
- **C.18.a - Value (excl. sponsor support):** $15499583.05
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc.
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12509RZ20, C.4 - ISIN: US12509RZ205, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $13349187.45
- **C.18.a - Value (excl. sponsor support):** $13349187.45
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JDU8, C.4 - ISIN: US78015JDU88, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $13997575.20
- **C.18.a - Value (excl. sponsor support):** $13997575.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGG5, C.4 - ISIN: US05253CGG50, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $14955330.00
- **C.18.a - Value (excl. sponsor support):** $14955330.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAT3, C.4 - ISIN: US89115DAT37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7999855.20
- **C.18.a - Value (excl. sponsor support):** $7999855.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Cooperatieve Rabobank UA, New York

- **C.1 - Title:** Cooperatieve Rabobank UA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LKA9, C.4 - ISIN: US21684LKA97, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $11001754.50
- **C.18.a - Value (excl. sponsor support):** $11001754.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Mizuho Bank Ltd., New York

- **C.1 - Title:** Mizuho Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TP96, C.4 - ISIN: US60710TP967, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $15004488.00
- **C.18.a - Value (excl. sponsor support):** $15004488.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LEL4, C.4 - ISIN: US55607LEL45, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $16484461.40
- **C.18.a - Value (excl. sponsor support):** $16484461.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KBL7, C.4 - ISIN: US65558KBL70, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $24502195.00
- **C.18.a - Value (excl. sponsor support):** $24502195.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873JW89, C.4 - ISIN: US63873JW892, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $20974829.40
- **C.18.a - Value (excl. sponsor support):** $20974829.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DAC8, C.4 - ISIN: US19767DAC83, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $26571669.30
- **C.18.a - Value (excl. sponsor support):** $26571669.30
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $38000000.00
- **C.18.a - Value (excl. sponsor support):** $38000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 2.5000%  | N/A     | $59885927.00       | $38760001.06       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQK9, C.4 - ISIN: US85325VQK97, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $14008806.00
- **C.18.a - Value (excl. sponsor support):** $14008806.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Lloyds Bank plc

- **C.1 - Title:** Lloyds Bank plc
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943FXV2, C.4 - ISIN: US53943FXV20, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $9927342.00
- **C.18.a - Value (excl. sponsor support):** $9927342.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NBF2, C.4 - ISIN: US11042NBF24, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $10000632.70
- **C.18.a - Value (excl. sponsor support):** $10000632.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Erste Finance Delaware LLC

- **C.1 - Title:** Erste Finance Delaware LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2W25, C.4 - ISIN: US2960E2W256, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199903800.00
- **C.18.a - Value (excl. sponsor support):** $199903800.00
- **C.19 - Percentage of Net Assets:** 3.6700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: BNP Paribas SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGN7, C.4 - ISIN: US05593DGN75, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $20001504.00
- **C.18.a - Value (excl. sponsor support):** $20001504.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: United Overseas Bank Ltd.

- **C.1 - Title:** United Overseas Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RGT8, C.4 - ISIN: US91127RGT86, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $20901082.62
- **C.18.a - Value (excl. sponsor support):** $20901082.62
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAL0, C.4 - ISIN: US89115DAL01, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $10012164.00
- **C.18.a - Value (excl. sponsor support):** $10012164.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: DZ Bank AG

- **C.1 - Title:** DZ Bank AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343UWS6, C.4 - ISIN: US23343UWS67, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $16444596.30
- **C.18.a - Value (excl. sponsor support):** $16444596.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWX1, C.4 - ISIN: US78015JWX17, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $4000070.80
- **C.18.a - Value (excl. sponsor support):** $4000070.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: State Street Bank & Trust Co.

- **C.1 - Title:** State Street Bank & Trust Co.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PH3, C.4 - ISIN: US8574P1PH36, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $13004256.20
- **C.18.a - Value (excl. sponsor support):** $13004256.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKL1, C.4 - ISIN: US55381BKL17, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $8501799.45
- **C.18.a - Value (excl. sponsor support):** $8501799.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JLQ8, C.4 - ISIN: US78015JLQ84, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $11503953.70
- **C.18.a - Value (excl. sponsor support):** $11503953.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Pricoa Short Term Funding LLC

- **C.1 - Title:** Pricoa Short Term Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154HAX9, C.4 - ISIN: US74154HAX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15002350.50
- **C.18.a - Value (excl. sponsor support):** $15002350.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHP5, C.4 - ISIN: US17330QHP54, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $6004290.60
- **C.18.a - Value (excl. sponsor support):** $6004290.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNX8, C.4 - ISIN: US83050WNX82, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $12001612.80
- **C.18.a - Value (excl. sponsor support):** $12001612.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Alinghi Funding Co. LLC

- **C.1 - Title:** Alinghi Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01626FXG8, C.4 - ISIN: US01626FXG89, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $24855467.50
- **C.18.a - Value (excl. sponsor support):** $24855467.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: BYDQMBS88
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DAF1, C.4 - ISIN: US19767DAF15, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $22627252.80
- **C.18.a - Value (excl. sponsor support):** $22627252.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Bank of Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DPF6, C.4 - ISIN: US06367DPF68, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $17005876.90
- **C.18.a - Value (excl. sponsor support):** $17005876.90
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Bank of America Corp.

- **C.1 - Title:** Bank of America Corp.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBR3, C.4 - ISIN: US06053RBR30, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $10009515.00
- **C.18.a - Value (excl. sponsor support):** $10009515.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607KXQ4, C.4 - ISIN: US55607KXQ48, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $10677079.53
- **C.18.a - Value (excl. sponsor support):** $10677079.53
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Swedbank AB

- **C.1 - Title:** Swedbank AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YED6, C.4 - ISIN: US87020YED67, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $10001471.00
- **C.18.a - Value (excl. sponsor support):** $10001471.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KDG6, C.4 - ISIN: US65558KDG67, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $12663966.90
- **C.18.a - Value (excl. sponsor support):** $12663966.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TKH8, C.4 - ISIN: US86959TKH85, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $20501678.95
- **C.18.a - Value (excl. sponsor support):** $20501678.95
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Sumitomo Mitsui Trust Bank Ltd., New York

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6U0, C.4 - ISIN: US86564P6U09, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $26258077.13
- **C.18.a - Value (excl. sponsor support):** $26258077.13
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Mitsubishi UFJ Trust & Banking Corp., New York

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D4Q9, C.4 - ISIN: US60683D4Q92, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $25010690.00
- **C.18.a - Value (excl. sponsor support):** $25010690.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Westpac Banking Corp., New York

- **C.1 - Title:** Westpac Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYD4, C.4 - ISIN: US96130AYD44, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $6999370.00
- **C.18.a - Value (excl. sponsor support):** $6999370.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Mizuho Bank Ltd., New York

- **C.1 - Title:** Mizuho Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TW23, C.4 - ISIN: US60710TW237, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $25006507.50
- **C.18.a - Value (excl. sponsor support):** $25006507.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Sumitomo Mitsui Banking Corp., New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMH0, C.4 - ISIN: US86565GMH01, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $16501666.50
- **C.18.a - Value (excl. sponsor support):** $16501666.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D3C8, C.4 - ISIN: US89115D3C81, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $7610478.88
- **C.18.a - Value (excl. sponsor support):** $7610478.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVK7, C.4 - ISIN: US06051WVK79, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $15003495.00
- **C.18.a - Value (excl. sponsor support):** $15003495.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458EWC0, C.4 - ISIN: US55458EWC01, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $7487265.75
- **C.18.a - Value (excl. sponsor support):** $7487265.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LY46, C.4 - ISIN: US11042LY469, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $11407740.10
- **C.18.a - Value (excl. sponsor support):** $11407740.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AYR5, C.4 - ISIN: US05253AYR57, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $9896763.00
- **C.18.a - Value (excl. sponsor support):** $9896763.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78013WET36, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $13581657.60
- **C.18.a - Value (excl. sponsor support):** $13581657.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Westpac Banking Corp., New York

- **C.1 - Title:** Westpac Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AZA9, C.4 - ISIN: US96130AZA95, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $23899278.22
- **C.18.a - Value (excl. sponsor support):** $23899278.22
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NABP4, C.4 - ISIN: US0020NABP49, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $25202446.92
- **C.18.a - Value (excl. sponsor support):** $25202446.92
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VY71, C.4 - ISIN: US78013VY717, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $13884214.40
- **C.18.a - Value (excl. sponsor support):** $13884214.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: BYDQMBSH8
- **C.18 - Value (incl. sponsor support):** $63000000.00
- **C.18.a - Value (excl. sponsor support):** $63000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BC3, C.4 - ISIN: US2332K1BC37, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $12752503.40
- **C.18.a - Value (excl. sponsor support):** $12752503.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Colorado Housing & Finance Authority

- **C.1 - Title:** Colorado Housing & Finance Authority
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480RR0, C.4 - ISIN: US196480RR05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $8365000.00
- **C.18.a - Value (excl. sponsor support):** $8365000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2051-05-01
- **C.10 - Ratings:** Moody's: VMIG1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: ANZ New Zealand International Ltd.

- **C.1 - Title:** ANZ New Zealand International Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0018A3BP8, C.4 - ISIN: US0018A3BP87, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $12244701.25
- **C.18.a - Value (excl. sponsor support):** $12244701.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DB60, C.4 - ISIN: US19767DB609, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $30518759.66
- **C.18.a - Value (excl. sponsor support):** $30518759.66
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9817691.50
- **C.18.a - Value (excl. sponsor support):** $9817691.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656GAF1, C.4 - ISIN: US46656GAF19, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $13002802.93
- **C.18.a - Value (excl. sponsor support):** $13002802.93
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: BYDQMBS54
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1DG2, C.4 - ISIN: US2332K1DG23, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $22894268.70
- **C.18.a - Value (excl. sponsor support):** $22894268.70
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Endeavour Funding Co. LLC

- **C.1 - Title:** Endeavour Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NA77, C.4 - ISIN: US29261NA776, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $9354024.90
- **C.18.a - Value (excl. sponsor support):** $9354024.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: DZ Bank AG

- **C.1 - Title:** DZ Bank AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WB63, C.4 - ISIN: US23343WB637, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $26986819.75
- **C.18.a - Value (excl. sponsor support):** $26986819.75
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: National Australia Bank Ltd.

- **C.1 - Title:** National Australia Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GX26, C.4 - ISIN: US63254GX261, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $20002596.00
- **C.18.a - Value (excl. sponsor support):** $20002596.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLR1, C.4 - ISIN: US13606DLR16, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $8507650.43
- **C.18.a - Value (excl. sponsor support):** $8507650.43
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LW20, C.4 - ISIN: US03843LW209, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $15992211.20
- **C.18.a - Value (excl. sponsor support):** $15992211.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: BNP Paribas SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DFS7, C.4 - ISIN: US05593DFS71, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $25000230.00
- **C.18.a - Value (excl. sponsor support):** $25000230.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Banco Santander SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGD8, C.4 - ISIN: US05973RGD89, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $27003971.70
- **C.18.a - Value (excl. sponsor support):** $27003971.70
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Svenska Handelsbanken AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNF9, C.4 - ISIN: US86959TNF92, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $7707615.30
- **C.18.a - Value (excl. sponsor support):** $7707615.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RBK7, C.4 - ISIN: US06054RBK77, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $9001722.60
- **C.18.a - Value (excl. sponsor support):** $9001722.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Mitsubishi UFJ Trust & Banking Corp., New York

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DW54, C.4 - ISIN: US60683DW545, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $23502068.00
- **C.18.a - Value (excl. sponsor support):** $23502068.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767CYL4, C.4 - ISIN: US19767CYL44, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $24753920.00
- **C.18.a - Value (excl. sponsor support):** $24753920.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UEJ8, C.4 - ISIN: US67983UEJ88, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $14558190.00
- **C.18.a - Value (excl. sponsor support):** $14558190.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDQMLHG0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.6700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 3.5000%  | N/A     | $263514.00         | $236262.94         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 5.7500%  | N/A     | $4773900.00        | $5013889.79        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-08-15      | 7.0000%  | N/A     | $753609.00         | $211.96            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $872242.00         | $909042.36         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 2.5000%  | N/A     | $22443680.00       | $14742165.65       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-04-20      | 3.0000%  | N/A     | $1122886.00        | $527432.43         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.5000%  | N/A     | $558138.00         | $95902.19          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $6064384.00        | $6152922.66        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 1.5000%  | N/A     | $37110.00          | $19467.60          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $3621423.00        | $3677814.88        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 7.0000%  | N/A     | $1007611.00        | $814.63            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $2040828.00        | $2069490.98        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 2.5000%  | N/A     | $2676000.00        | $417178.73         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-01-15      | 6.0000%  | N/A     | $3369000.00        | $65447.17          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANKS                    | 2026-01-29      | 0.7500%  | N/A     | $10740000.00       | $10600959.96       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2042-02-24      | 3.4400%  | N/A     | $12786000.00       | $10354112.75       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $4272488.00        | $4454895.70        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2044-10-15      | 4.0000%  | N/A     | $24000.00          | $6182.23           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 5.6000%  | N/A     | $2640400.00        | $2753355.14        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-12-20      | 6.5000%  | N/A     | $1162138.00        | $1192941.17        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 4.5000%  | N/A     | $15014660.00       | $13939547.38       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 5.0840%  | N/A     | $1343286.00        | $1101891.51        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-07-20      | 5.0000%  | N/A     | $174177.00         | $171987.53         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 6.5000%  | N/A     | $9321370.00        | $5519681.86        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-08-20      | 5.5000%  | N/A     | $1230904.00        | $13471.87          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 7.5000%  | N/A     | $16014688.00       | $16107201.84       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANKS                    | 2032-06-30      | 1.5700%  | N/A     | $15095000.00       | $12820546.62       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 2.5000%  | N/A     | $16170000.00       | $9969229.62        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.5000%  | N/A     | $2136164.00        | $2280381.87        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $2305468.00        | $2381370.15        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-10-15      | 5.0000%  | N/A     | $1421150.00        | $22492.86          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-10-20      | 2.0000%  | N/A     | $1148806.00        | $114654.28         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 3.0000%  | N/A     | $300163.00         | $254310.12         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $3695140.00        | $3875520.32        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $1003424.00        | $1037074.50        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $3800000.00        | $3653844.22        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-04-15      | 3.5000%  | N/A     | $633853.00         | $68819.21          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 2.5000%  | N/A     | $674707.00         | $121235.21         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $744547.00         | $743773.75         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $1277630.00        | $1294278.87        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 3.5000%  | N/A     | $109418.00         | $40770.08          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | N/A     | $1187706.00        | $635931.33         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANKS                    | 2026-01-27      | 0.7000%  | N/A     | $20000000.00       | $19731104.44       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-08-15      | 5.7000%  | N/A     | $2771140.00        | $2908437.06        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.0000%  | N/A     | $11773424.00       | $11875615.42       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $7665152.00        | $7908096.44        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 3.0000%  | N/A     | $2700000.00        | $415767.57         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $1522296.00        | $1581757.90        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $4869840.00        | $5073602.93        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $2426336.00        | $2527814.48        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $230015.00         | $238201.37         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.0000%  | N/A     | $8680800.00        | $8787755.18        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $2824084.00        | $2882406.35        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 4.0000%  | N/A     | $2233040.00        | $259608.50         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 5.5000%  | N/A     | $229875.00         | $13885.67          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $323952.00         | $337440.81         | Agency Mortgage-Backed Securities   |

### Security 95: Mitsubishi UFJ Trust & Banking Corp., New York

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D2C2, C.4 - ISIN: US60683D2C25, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $10000165.00
- **C.18.a - Value (excl. sponsor support):** $10000165.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0Y55, C.4 - ISIN: US2332K0Y556, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $14384872.90
- **C.18.a - Value (excl. sponsor support):** $14384872.90
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689GA63, C.4 - ISIN: US60689GA632, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17232453.00
- **C.18.a - Value (excl. sponsor support):** $17232453.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LX96, C.4 - ISIN: US11042LX966, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $35324573.20
- **C.18.a - Value (excl. sponsor support):** $35324573.20
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYDQUPKS2
- **C.18 - Value (incl. sponsor support):** $31970000.00
- **C.18.a - Value (excl. sponsor support):** $31970000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: Barclays Bank plc, New York

- **C.1 - Title:** Barclays Bank plc, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDH1, C.4 - ISIN: US06745GDH11, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $10510251.15
- **C.18.a - Value (excl. sponsor support):** $10510251.15
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: ING Bank NV

- **C.1 - Title:** ING Bank NV
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: BYDQEF4H4
- **C.18 - Value (incl. sponsor support):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LDV3, C.4 - ISIN: US55607LDV36, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $16523328.50
- **C.18.a - Value (excl. sponsor support):** $16523328.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Swedbank AB

- **C.1 - Title:** Swedbank AB
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: M312WZV08Y7LYUC71685, C.5 - Other ID: BYDQME9F7
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 3.4900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: Banco Santander SA, New York

- **C.1 - Title:** Banco Santander SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGE6, C.4 - ISIN: US05973RGE62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25003047.50
- **C.18.a - Value (excl. sponsor support):** $25003047.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NNP8, C.4 - ISIN: US63307NNP86, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $10107936.58
- **C.18.a - Value (excl. sponsor support):** $10107936.58
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKS0, C.4 - ISIN: US13606DKS08, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $14008114.40
- **C.18.a - Value (excl. sponsor support):** $14008114.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Swedbank AB

- **C.1 - Title:** Swedbank AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YDU9, C.4 - ISIN: US87020YDU91, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $4500795.60
- **C.18.a - Value (excl. sponsor support):** $4500795.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: US Bancorp Investments, Inc.

- **C.1 - Title:** US Bancorp Investments, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: BYD777YE6
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $33000.00          | $34355.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-15      | 0.0000%  | N/A     | $533799.69         | $532954.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $35200.00          | $36063.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | N/A     | $44964.64          | $44339.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $29241800.00       | $28964973.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 0.0000%  | N/A     | $1008000.00        | $987376.32         | U.S. Treasuries (including strips) |

### Security 109: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VY30, C.4 - ISIN: US78013VY303, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $9921900.00
- **C.18.a - Value (excl. sponsor support):** $9921900.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Bank of Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DMQ5, C.4 - ISIN: US06367DMQ50, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $8001844.80
- **C.18.a - Value (excl. sponsor support):** $8001844.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LD38, C.4 - ISIN: US06417LD381, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $16501635.15
- **C.18.a - Value (excl. sponsor support):** $16501635.15
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DDL3, C.4 - ISIN: US13606DDL38, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $10307715.73
- **C.18.a - Value (excl. sponsor support):** $10307715.73
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: BNP Paribas SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DH30, C.4 - ISIN: US05593DH305, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $24506041.70
- **C.18.a - Value (excl. sponsor support):** $24506041.70
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D5K8, C.4 - ISIN: US89115D5K89, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $10001711.00
- **C.18.a - Value (excl. sponsor support):** $10001711.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Mizuho Bank Ltd., New York

- **C.1 - Title:** Mizuho Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TY21, C.4 - ISIN: US60710TY217, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $27212155.68
- **C.18.a - Value (excl. sponsor support):** $27212155.68
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LDW1, C.4 - ISIN: US55607LDW19, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $5831106.60
- **C.18.a - Value (excl. sponsor support):** $5831106.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FB63, C.4 - ISIN: US55458FB639, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $30028104.36
- **C.18.a - Value (excl. sponsor support):** $30028104.36
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39867933.20
- **C.18.a - Value (excl. sponsor support):** $39867933.20
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: Mizuho Bank Ltd., New York

- **C.1 - Title:** Mizuho Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2R1, C.4 - ISIN: US60710T2R17, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $25007592.50
- **C.18.a - Value (excl. sponsor support):** $25007592.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DPB6, C.4 - ISIN: US89115DPB63, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $15013213.50
- **C.18.a - Value (excl. sponsor support):** $15013213.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C46T3, C.4 - ISIN: US9612C46T36, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $19005491.00
- **C.18.a - Value (excl. sponsor support):** $19005491.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: BNP Paribas SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHY2, C.4 - ISIN: US05593DHY22, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $10001228.00
- **C.18.a - Value (excl. sponsor support):** $10001228.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJT0, C.4 - ISIN: US13606DJT00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $8013677.04
- **C.18.a - Value (excl. sponsor support):** $8013677.04
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LBT0, C.4 - ISIN: US55607LBT08, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $12234063.75
- **C.18.a - Value (excl. sponsor support):** $12234063.75
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLX5, C.4 - ISIN: US44988KLX53, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $8403191.16
- **C.18.a - Value (excl. sponsor support):** $8403191.16
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Credit Agricole Corporate & Investment Bank, New York

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JVN2, C.4 - ISIN: US22536JVN26, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $10009328.00
- **C.18.a - Value (excl. sponsor support):** $10009328.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFQ6, C.4 - ISIN: US55381BFQ68, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $15499694.65
- **C.18.a - Value (excl. sponsor support):** $15499694.65
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WHE1, C.4 - ISIN: US65558WHE12, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $15504800.35
- **C.18.a - Value (excl. sponsor support):** $15504800.35
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: ANZ New Zealand International Ltd.

- **C.1 - Title:** ANZ New Zealand International Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0018A2X19, C.4 - ISIN: US0018A2X197, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $19921552.00
- **C.18.a - Value (excl. sponsor support):** $19921552.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Natixis SA, New York

- **C.1 - Title:** Natixis SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCF3, C.4 - ISIN: US63873TCF30, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $11501449.00
- **C.18.a - Value (excl. sponsor support):** $11501449.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJG3, C.4 - ISIN: US17330QJG38, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $13009061.00
- **C.18.a - Value (excl. sponsor support):** $13009061.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JK48, C.4 - ISIN: US78015JK484, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $23026912.30
- **C.18.a - Value (excl. sponsor support):** $23026912.30
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDQMLHY1
- **C.18 - Value (incl. sponsor support):** $330000000.00
- **C.18.a - Value (excl. sponsor support):** $330000000.00
- **C.19 - Percentage of Net Assets:** 6.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $13613510.00       | $146051.31         | Agency Collateralized Mortgage Obligation |
| GNMA_24-15A                                          | 2065-10-16      | 0.7337%  | N/A     | $562430.00         | $35707.50          | Agency Collateralized Mortgage Obligation |
| GNMA_22-H01B                                         | 2071-12-20      | 2.5386%  | N/A     | $37012804.00       | $998978.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038J                                          | 2050-10-25      | 2.5000%  | N/A     | $40500000.00       | $4401878.07        | Agency Collateralized Mortgage Obligation |
| GNMA_19-85G                                          | 2049-07-20      | 0.0000%  | N/A     | $130000000.00      | $649188.69         | Agency Collateralized Mortgage Obligation |
| GNMA_20-5A                                           | 2047-10-20      | 5.5000%  | N/A     | $3700239.00        | $158902.46         | Agency Collateralized Mortgage Obligation |
| GNMA_18-67                                           | 2048-05-20      | 1.7451%  | N/A     | $9517000.00        | $201574.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-06-20      | 0.0000%  | N/A     | $5468064.00        | $198775.86         | Agency Collateralized Mortgage Obligation |
| GNMA_25-136K                                         | 2065-06-20      | 6.5000%  | N/A     | $4533313.00        | $476245.19         | Agency Collateralized Mortgage Obligation |
| GNMA_25-80A                                          | 2054-07-20      | 0.1500%  | N/A     | $70000000.00       | $309957.59         | Agency Collateralized Mortgage Obligation |
| GNMA_17-49                                           | 2058-12-16      | 0.5580%  | N/A     | $94209686.00       | $1046564.54        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97W                                          | 2053-10-20      | 0.2361%  | N/A     | $250240633.00      | $775454.18         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147D                                         | 2053-10-20      | 1.1050%  | N/A     | $55000000.00       | $819199.87         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39F                                          | 2064-03-20      | 0.0700%  | N/A     | $75000000.00       | $119742.95         | Agency Collateralized Mortgage Obligation |
| GNMA_22-30F                                          | 2052-02-20      | 0.0000%  | N/A     | $41130613.00       | $549932.83         | Agency Collateralized Mortgage Obligation |
| GNMA_22-51A                                          | 2052-03-20      | 3.0000%  | N/A     | $44480.00          | $25270.18          | Agency Collateralized Mortgage Obligation |
| GNMA_15-030                                          | 2056-07-16      | 0.7393%  | N/A     | $125239007.00      | $986001.02         | Agency Collateralized Mortgage Obligation |
| GNMA_22-207E                                         | 2051-08-20      | 3.0000%  | N/A     | $260000.00         | $33313.51          | Agency Collateralized Mortgage Obligation |
| GNMA_22-103F                                         | 2052-06-20      | 0.0000%  | N/A     | $15000000.00       | $13354.88          | Agency Collateralized Mortgage Obligation |
| GNMA_17-188C                                         | 2043-09-20      | 0.3730%  | N/A     | $51268769.00       | $256633.60         | Agency Collateralized Mortgage Obligation |
| GNMA_21-107C                                         | 2051-06-20      | 2.0000%  | N/A     | $1000.00           | $435.68            | Agency Collateralized Mortgage Obligation |
| FHLMC_5161D                                          | 2051-03-25      | 2.0000%  | N/A     | $900000.00         | $105970.35         | Agency Collateralized Mortgage Obligation |
| GNMA_22-146D                                         | 2052-08-20      | 1.6550%  | N/A     | $20250000.00       | $967211.05         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25B                                          | 2054-02-20      | 6.0000%  | N/A     | $1250000.00        | $40480.45          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H08C                                         | 2071-07-20      | 0.0000%  | N/A     | $74657124.00       | $135915.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_5548E                                          | 2052-01-25      | 3.0000%  | N/A     | $39771120.00       | $6467423.41        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H08B                                         | 2071-08-20      | 0.4196%  | N/A     | $70902317.00       | $1155584.77        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H20B                                         | 2070-03-20      | 2.5746%  | N/A     | $40521385.00       | $813728.56         | Agency Collateralized Mortgage Obligation |
| GNMA_23-84N                                          | 2053-06-20      | 1.1550%  | N/A     | $60000000.00       | $1170660.03        | Agency Collateralized Mortgage Obligation |
| GNMA_21-135G                                         | 2051-08-20      | 0.0000%  | N/A     | $22485125.00       | $213417.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25E                                          | 2049-02-20      | 0.0322%  | N/A     | $8530883.00        | $10995.81          | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07B                                         | 2072-09-20      | 0.2128%  | N/A     | $51366432.00       | $469663.65         | Agency Collateralized Mortgage Obligation |
| GNMA_21-226D                                         | 2051-12-20      | 0.0000%  | N/A     | $100000000.00      | $150930.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                          | 2050-04-25      | 3.5000%  | N/A     | $7254713.00        | $842530.18         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137F                                         | 2053-09-20      | 1.4050%  | N/A     | $50000000.00       | $830069.26         | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                          | 2053-05-20      | 1.1050%  | N/A     | $50000000.00       | $950351.55         | Agency Collateralized Mortgage Obligation |
| GNMA_16-176                                          | 2058-08-16      | 0.8438%  | N/A     | $100000000.00      | $898213.19         | Agency Collateralized Mortgage Obligation |
| FHLMC_5238A                                          | 2049-09-25      | 4.5000%  | N/A     | $12000000.00       | $1467358.97        | Agency Collateralized Mortgage Obligation |
| GNMA_07-79                                           | 2037-12-20      | 7.3328%  | N/A     | $20000000.00       | $184527.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5085B                                          | 2051-03-25      | 1.5000%  | N/A     | $3333333.00        | $261895.46         | Agency Collateralized Mortgage Obligation |
| GNMA_22-19C                                          | 2052-01-20      | 0.0000%  | N/A     | $150000000.00      | $199555.01         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06D                                         | 2072-03-20      | 2.1901%  | N/A     | $33175328.00       | $1123876.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-5   | 2044-01-20      | 1.0951%  | N/A     | $122000000.00      | $755010.48         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16C                                         | 2069-10-20      | 1.8382%  | N/A     | $27600000.00       | $863474.26         | Agency Collateralized Mortgage Obligation |
| GNMA_23-80D                                          | 2053-06-20      | 6.5000%  | N/A     | $500102.00         | $3371.50           | Agency Collateralized Mortgage Obligation |
| GNMA_24-25J                                          | 2052-03-20      | 6.5000%  | N/A     | $1538461.00        | $25116.60          | Agency Collateralized Mortgage Obligation |
| GNMA_25-43D                                          | 2055-03-20      | 5.0000%  | N/A     | $1000.00           | $898.66            | Agency Collateralized Mortgage Obligation |
| GNMA_14-107                                          | 2044-05-20      | 4.0000%  | N/A     | $33000000.00       | $710556.00         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42C                                          | 2053-03-20      | 6.0000%  | N/A     | $2582919.00        | $236021.17         | Agency Collateralized Mortgage Obligation |
| GNMA_22-143                                          | 2050-09-16      | 0.5000%  | N/A     | $21918996.00       | $238617.81         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08A                                         | 2071-08-20      | 0.7088%  | N/A     | $10225639.00       | $262750.75         | Agency Collateralized Mortgage Obligation |
| GNMA_24-173A                                         | 2054-10-20      | 0.6550%  | N/A     | $30000000.00       | $870210.49         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39J                                          | 2054-03-20      | 0.0500%  | N/A     | $60000000.00       | $77771.82          | Agency Collateralized Mortgage Obligation |
| GNMA_18-155                                          | 2048-11-20      | 0.0000%  | N/A     | $160104000.00      | $656156.86         | Agency Collateralized Mortgage Obligation |
| OVERNMENT NATIONAL MORTGAGE ASSO                     | 2042-09-20      | 0.3451%  | N/A     | $50000000.00       | $77059.85          | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.5000%  | N/A     | $3548218.00        | $235288.86         | Agency Collateralized Mortgage Obligation |
| GNMA_20-155                                          | 2060-09-16      | 1.2710%  | N/A     | $5000000.00        | $399323.70         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24C                                         | 2066-11-20      | 2.8637%  | N/A     | $30000000.00       | $411222.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-10-20      | 2.7268%  | N/A     | $25864000.00       | $256585.04         | Agency Collateralized Mortgage Obligation |
| GNMA_23-18E                                          | 2053-02-20      | 5.5000%  | N/A     | $4587565.00        | $591376.75         | Agency Collateralized Mortgage Obligation |
| GNMA_22-69C                                          | 2052-04-20      | 0.0000%  | N/A     | $58619846.00       | $1096340.06        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24D                                         | 2066-11-20      | 2.2820%  | N/A     | $52734805.00       | $669622.05         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05D                                         | 2071-03-20      | 0.3448%  | N/A     | $28731101.00       | $740305.78         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                         | 2051-08-20      | 4.5000%  | N/A     | $2234261.00        | $220787.45         | Agency Collateralized Mortgage Obligation |
| GNMA_25-80G                                          | 2055-01-20      | 7.0000%  | N/A     | $857142.00         | $29149.21          | Agency Collateralized Mortgage Obligation |
| GNMA_19-152                                          | 2049-12-20      | 4.5000%  | N/A     | $11249982.00       | $62590.89          | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                         | 2074-08-20      | 0.8125%  | N/A     | $17790000.00       | $1147875.30        | Agency Collateralized Mortgage Obligation |
| GNMA_15-116                                          | 2045-08-16      | 1.7756%  | N/A     | $19327981.00       | $482931.94         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H16                                          | 2066-06-20      | 2.1460%  | N/A     | $50224650.00       | $372462.26         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05D                                         | 2072-04-20      | 0.5361%  | N/A     | $34452485.00       | $646075.93         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H09E                                         | 2069-03-20      | 2.3698%  | N/A     | $48209126.00       | $568483.72         | Agency Collateralized Mortgage Obligation |
| GNMA_21-26                                           | 2051-02-20      | 2.5000%  | N/A     | $549984.00         | $47632.44          | Agency Collateralized Mortgage Obligation |
| GNMA_20-5E                                           | 2049-12-20      | 3.5000%  | N/A     | $2715715.00        | $34254.23          | Agency Collateralized Mortgage Obligation |
| GNMA_13-H23                                          | 2063-09-20      | 0.9316%  | N/A     | $100063974.00      | $37581.44          | Agency Collateralized Mortgage Obligation |
| GNMA_08-13                                           | 2038-02-20      | 0.0000%  | N/A     | $30000.00          | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_18-160H                                         | 2048-01-20      | 5.0000%  | N/A     | $1500000.00        | $5526.69           | Agency Collateralized Mortgage Obligation |
| GNMA_13-116                                          | 2043-08-20      | 1.6951%  | N/A     | $52410000.00       | $497035.99         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H08F                                         | 2068-05-20      | 2.0421%  | N/A     | $53620824.00       | $1123021.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5034C                                          | 2050-11-25      | 2.0000%  | N/A     | $6600000.00        | $687561.72         | Agency Collateralized Mortgage Obligation |
| GNMA_09-66                                           | 2039-07-16      | 2.3256%  | N/A     | $300000.00         | $118.24            | Agency Collateralized Mortgage Obligation |
| GNMA_22-66D                                          | 2049-05-20      | 3.5000%  | N/A     | $1428571.00        | $77762.16          | Agency Collateralized Mortgage Obligation |
| GNMA_25-43C                                          | 2055-03-20      | 0.0000%  | N/A     | $398659.00         | $310530.65         | Agency Collateralized Mortgage Obligation |
| GNMA_08-43                                           | 2038-05-20      | 0.0000%  | N/A     | $50078.00          | $0.01              | Agency Collateralized Mortgage Obligation |
| GNMA_24-173B                                         | 2054-10-20      | 6.0000%  | N/A     | $833333.00         | $34586.22          | Agency Collateralized Mortgage Obligation |
| GNMA_23-135H                                         | 2053-09-20      | 1.3550%  | N/A     | $59830422.00       | $1103180.51        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18A                                         | 2063-08-20      | 1.8296%  | N/A     | $26066838.00       | $47618.04          | Agency Collateralized Mortgage Obligation |
| GNMA_23-89A                                          | 2053-06-20      | 4.9949%  | N/A     | $666643.00         | $581087.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08A                                         | 2074-05-20      | 1.2508%  | N/A     | $48032620.00       | $1008760.03        | Agency Collateralized Mortgage Obligation |
| GNMA_13-190                                          | 2041-05-20      | 0.2077%  | N/A     | $97967676.00       | $143212.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_5293B                                          | 2051-02-25      | 2.0000%  | N/A     | $7235000.00        | $847215.67         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H25B                                         | 2067-12-20      | 2.2128%  | N/A     | $45000000.00       | $1199680.41        | Agency Collateralized Mortgage Obligation |
| GNMA_18-97E                                          | 2048-07-16      | 1.7756%  | N/A     | $30451946.00       | $980256.54         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146H                                         | 2051-08-20      | 3.5000%  | N/A     | $1390000.00        | $169753.13         | Agency Collateralized Mortgage Obligation |
| GNMA_21-195                                          | 2063-08-16      | 0.2500%  | N/A     | $104436563.00      | $988093.32         | Agency Collateralized Mortgage Obligation |
| GNMA_22-172D                                         | 2052-10-20      | 2.7748%  | N/A     | $768000.00         | $570053.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58L                                          | 2054-04-20      | 0.0500%  | N/A     | $50000000.00       | $55339.66          | Agency Collateralized Mortgage Obligation |
| GNMA_24-109D                                         | 2054-07-20      | 0.0050%  | N/A     | $43300000.00       | $905686.92         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 4.5000%  | N/A     | $8455804.00        | $830857.92         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58B                                          | 2051-09-20      | 6.5000%  | N/A     | $384615.00         | $2135.06           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-01-16      | 0.6562%  | N/A     | $132392642.00      | $797468.95         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11                                          | 2066-05-20      | 1.8098%  | N/A     | $50498516.00       | $294821.84         | Agency Collateralized Mortgage Obligation |
| GNMA_19-83                                           | 2046-06-20      | 0.1326%  | N/A     | $78080820.00       | $503983.93         | Agency Collateralized Mortgage Obligation |
| GNMA_18-155C                                         | 2048-11-20      | 1.6951%  | N/A     | $70000000.00       | $1207044.75        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22B                                          | 2052-02-20      | 0.0000%  | N/A     | $84088575.00       | $61086.34          | Agency Collateralized Mortgage Obligation |
| GNMA_16-163E                                         | 2043-09-20      | 0.1514%  | N/A     | $28190974.00       | $119901.68         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H05B                                         | 2065-02-20      | 1.9588%  | N/A     | $36235679.00       | $291361.21         | Agency Collateralized Mortgage Obligation |
| GNMA_15-179D                                         | 2045-02-20      | 5.5000%  | N/A     | $2896118.00        | $36870.35          | Agency Collateralized Mortgage Obligation |
| GNMA_20-95G                                          | 2050-04-20      | 0.0000%  | N/A     | $9236502.00        | $111103.65         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68B                                          | 2039-11-20      | 0.0000%  | N/A     | $453085.00         | $0.08              | Agency Collateralized Mortgage Obligation |
| GNMA_24-H05A                                         | 2071-06-20      | 0.5028%  | N/A     | $23158643.00       | $447194.95         | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.5951%  | N/A     | $32043075.00       | $730485.60         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01A                                         | 2070-01-20      | 1.4115%  | N/A     | $33500000.00       | $1175910.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5008D                                          | 2050-09-25      | 3.0000%  | N/A     | $1079309.00        | $95503.95          | Agency Collateralized Mortgage Obligation |
| GNMA_22-66A                                          | 2052-04-20      | 0.0000%  | N/A     | $30000000.00       | $91182.94          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04B                                         | 2068-02-20      | 2.3572%  | N/A     | $55970020.00       | $1005739.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5397F                                          | 2052-04-25      | 3.5000%  | N/A     | $1500000.00        | $229740.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_5228C                                          | 2051-01-25      | 4.5000%  | N/A     | $49199111.00       | $5336220.80        | Agency Collateralized Mortgage Obligation |
| GNMA_22-188A                                         | 2052-11-20      | 4.7023%  | N/A     | $577727.00         | $397320.53         | Agency Collateralized Mortgage Obligation |
| GNMA_21-86P                                          | 2051-05-20      | 0.0000%  | N/A     | $35546109.00       | $97326.73          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_14-47   | 2048-02-16      | 0.1626%  | N/A     | $97070000.00       | $17058.46          | Agency Collateralized Mortgage Obligation |
| GNMA_14-175                                          | 2056-04-16      | 0.4625%  | N/A     | $3000000.00        | $8350.38           | Agency Collateralized Mortgage Obligation |
| GNMA_21-175D                                         | 2051-10-20      | 0.0000%  | N/A     | $125000000.00      | $1215602.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5548C                                          | 2051-12-25      | 2.0000%  | N/A     | $29411264.00       | $3784209.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516A                                          | 2055-03-25      | 0.0000%  | N/A     | $17643892.00       | $11630617.11       | Agency Collateralized Mortgage Obligation |
| GNMA_06-5                                            | 2046-01-16      | 0.7371%  | N/A     | $31626917.00       | $118.54            | Agency Collateralized Mortgage Obligation |
| GNMA_22-H04B                                         | 2072-02-20      | 2.1129%  | N/A     | $46002049.00       | $1068651.56        | Agency Collateralized Mortgage Obligation |
| GNMA_12-H26                                          | 2062-11-20      | 1.8916%  | N/A     | $39413271.00       | $64296.43          | Agency Collateralized Mortgage Obligation |
| GNMA_13-H19A                                         | 2063-08-20      | 1.5650%  | N/A     | $76308109.00       | $102926.60         | Agency Collateralized Mortgage Obligation |
| GNMA_20-96Q                                          | 2050-07-20      | 3.5000%  | N/A     | $4777553.00        | $357644.33         | Agency Collateralized Mortgage Obligation |
| GNMA_13-184A                                         | 2043-12-20      | 1.6951%  | N/A     | $101033250.00      | $1100532.17        | Agency Collateralized Mortgage Obligation |
| GNMA_08-4                                            | 2038-01-20      | 0.0000%  | N/A     | $250000.00         | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_25-115E                                         | 2055-07-20      | 0.0000%  | N/A     | $250000.00         | $22.44             | Agency Collateralized Mortgage Obligation |
| GNMA_19-42E                                          | 2049-04-20      | 1.6451%  | N/A     | $37820831.00       | $844303.29         | Agency Collateralized Mortgage Obligation |
| GNMA_12-033                                          | 2052-06-16      | 0.0000%  | N/A     | $401151813.00      | $175.34            | Agency Collateralized Mortgage Obligation |
| GNMA_19-11A                                          | 2049-01-20      | 1.6451%  | N/A     | $22067475.00       | $610365.38         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.0000%  | N/A     | $31874.00          | $33102.88          | Agency Collateralized Mortgage Obligation |
| GNMA_25-4D                                           | 2055-01-20      | 2.2350%  | N/A     | $3500000.00        | $243547.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_5008E                                          | 2050-09-25      | 3.5000%  | N/A     | $425966.00         | $33723.30          | Agency Collateralized Mortgage Obligation |
| GNMA_10-87                                           | 2040-07-16      | 2.0256%  | N/A     | $131297989.00      | $551790.65         | Agency Collateralized Mortgage Obligation |
| GNMA_23-70E                                          | 2053-05-20      | 1.0550%  | N/A     | $50000000.00       | $914478.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2042-10-16      | 3.5000%  | N/A     | $13695000.00       | $523534.15         | Agency Collateralized Mortgage Obligation |
| GNMA_20-175D                                         | 2050-11-20      | 2.0000%  | N/A     | $200000.00         | $14193.63          | Agency Collateralized Mortgage Obligation |
| GNMA_23-103B                                         | 2053-07-20      | 0.7320%  | N/A     | $40000000.00       | $952389.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_5482G                                          | 2051-04-25      | 2.5000%  | N/A     | $17818571.00       | $2532441.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30C                                          | 2054-02-20      | 2.1050%  | N/A     | $50000000.00       | $732773.82         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $20750663.00       | $291583.39         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137C                                         | 2051-08-20      | 7.5000%  | N/A     | $1426101.00        | $448459.71         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03D                                         | 2067-01-20      | 1.5548%  | N/A     | $95993262.00       | $465838.46         | Agency Collateralized Mortgage Obligation |
| GNMA_23-112D                                         | 2050-06-20      | 7.0000%  | N/A     | $428571.00         | $5189.44           | Agency Collateralized Mortgage Obligation |
| GNMA_25-22L                                          | 2053-11-20      | 2.2550%  | N/A     | $10436638.00       | $370777.50         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.0500%  | N/A     | $13024095.00       | $3182.26           | Agency Collateralized Mortgage Obligation |
| GNMA_19-31G                                          | 2049-03-20      | 1.5951%  | N/A     | $85616740.00       | $751793.02         | Agency Collateralized Mortgage Obligation |
| GNMA_20-5A                                           | 2048-02-20      | 5.0000%  | N/A     | $7600007.00        | $323846.18         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H11                                          | 2064-06-20      | 1.6510%  | N/A     | $85546863.00       | $495042.72         | Agency Collateralized Mortgage Obligation |
| GNMA_12-76C                                          | 2042-06-16      | 2.2256%  | N/A     | $27991368.00       | $166882.61         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H18C                                         | 2067-09-20      | 1.7805%  | N/A     | $61800000.00       | $678266.83         | Agency Collateralized Mortgage Obligation |
| GNMA_23-64G                                          | 2053-05-20      | 1.1550%  | N/A     | $50000000.00       | $972554.32         | Agency Collateralized Mortgage Obligation |
| GNMA_10-101                                          | 2040-08-20      | 1.5451%  | N/A     | $137447297.00      | $657275.45         | Agency Collateralized Mortgage Obligation |
| GNMA_09-66                                           | 2039-08-16      | 1.5256%  | N/A     | $153333333.00      | $205520.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_5482F                                          | 2052-03-25      | 2.0000%  | N/A     | $26483077.00       | $3307859.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-80A                                          | 2054-07-20      | 0.1500%  | N/A     | $70000000.00       | $309957.59         | Agency Collateralized Mortgage Obligation |
| GNMA_11-H02                                          | 2060-12-20      | 1.2387%  | N/A     | $39862222.00       | $128251.37         | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 2.9050%  | N/A     | $11579196.00       | $1115062.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5548D                                          | 2051-12-25      | 2.5000%  | N/A     | $26147553.00       | $3240458.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 1.8451%  | N/A     | $15798628.00       | $578121.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H18 | 2066-08-20      | 2.4991%  | N/A     | $114670847.00      | $1111617.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-12-20      | 2.5529%  | N/A     | $31712373.00       | $500280.50         | Agency Collateralized Mortgage Obligation |
| GNMA_17-77E                                          | 2047-05-20      | 3.5000%  | N/A     | $9835714.00        | $44649.32          | Agency Collateralized Mortgage Obligation |
| FHLMC_5202                                           | 2047-01-25      | 3.0000%  | N/A     | $900000.00         | $85281.80          | Agency Collateralized Mortgage Obligation |
| GNMA_09-106                                          | 2039-11-20      | 1.9451%  | N/A     | $14100000.00       | $27609.90          | Agency Collateralized Mortgage Obligation |
| GNMA_21-H03G                                         | 2071-02-20      | 0.4636%  | N/A     | $32671236.00       | $926646.61         | Agency Collateralized Mortgage Obligation |
| GNMA_15-93                                           | 2054-09-16      | 0.3535%  | N/A     | $154228210.00      | $28008.86          | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                          | 2051-03-25      | 2.5000%  | N/A     | $6437414.00        | $647354.88         | Agency Collateralized Mortgage Obligation |
| GNMA_12-H26                                          | 2062-10-20      | 1.4183%  | N/A     | $20786617.00       | $21726.47          | Agency Collateralized Mortgage Obligation |
| GNMA_22-143                                          | 2063-03-16      | 0.5000%  | N/A     | $20568348.00       | $429515.66         | Agency Collateralized Mortgage Obligation |
| GNMA_22-129C                                         | 2052-07-20      | 1.6850%  | N/A     | $11000000.00       | $744842.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                          | 2055-07-25      | 6.0000%  | N/A     | $4166667.00        | $965707.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-08-16      | 0.7144%  | N/A     | $153600000.00      | $609771.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-30  | 2046-05-16      | 2.7887%  | N/A     | $35000000.00       | $313.79            | Agency Collateralized Mortgage Obligation |
| GNMA_18-148C                                         | 2046-02-16      | 1.6256%  | N/A     | $571000.00         | $16879.35          | Agency Collateralized Mortgage Obligation |
| GNMA_24-25M                                          | 2058-11-20      | 6.0000%  | N/A     | $2252800.00        | $227309.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-153 | 2041-11-16      | 2.2256%  | N/A     | $51189624.00       | $661849.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5040H                                          | 2050-11-25      | 3.5000%  | N/A     | $800000.00         | $81791.98          | Agency Collateralized Mortgage Obligation |
| GNMA_19-48C                                          | 2045-06-20      | 0.3176%  | N/A     | $28211035.00       | $202686.92         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H16D                                         | 2066-06-20      | 1.9438%  | N/A     | $86468985.00       | $499268.40         | Agency Collateralized Mortgage Obligation |
| GNMA_21-107B                                         | 2051-06-20      | 0.0000%  | N/A     | $30000000.00       | $288817.80         | Agency Collateralized Mortgage Obligation |
| GNMA_21-197D                                         | 2051-11-20      | 0.0000%  | N/A     | $300000000.00      | $66654.18          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H11H                                         | 2067-05-20      | 2.3880%  | N/A     | $56469109.00       | $431044.67         | Agency Collateralized Mortgage Obligation |
| GNMA_16-91H                                          | 2043-05-20      | 0.4039%  | N/A     | $76062061.00       | $228123.90         | Agency Collateralized Mortgage Obligation |
| GNMA_21-86L                                          | 2051-05-20      | 4.5000%  | N/A     | $12569647.00       | $756154.01         | Agency Collateralized Mortgage Obligation |
| GNMA_21-78J                                          | 2051-05-20      | 3.5000%  | N/A     | $9116411.00        | $753888.68         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26A                                         | 2071-07-20      | 0.2309%  | N/A     | $61561973.00       | $792181.57         | Agency Collateralized Mortgage Obligation |
| GNMA_25-115L                                         | 2064-03-20      | 0.0300%  | N/A     | $20321073.00       | $23266.03          | Agency Collateralized Mortgage Obligation |
| FHLMC_5178H                                          | 2052-01-25      | 2.0000%  | N/A     | $2890078.00        | $1458967.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                           | 2053-01-20      | 0.5550%  | N/A     | $22426123.00       | $962967.38         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15H                                         | 2069-09-20      | 1.7697%  | N/A     | $22582626.00       | $680022.02         | Agency Collateralized Mortgage Obligation |
| GNMA_16-4D                                           | 2045-11-20      | 4.0000%  | N/A     | $2754000.00        | $53182.45          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-23  | 2053-06-16      | 0.2364%  | N/A     | $49480000.00       | $34000.71          | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                           | 2058-08-16      | 0.6223%  | N/A     | $130000000.00      | $1033999.87        | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                          | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $561702.45         | Agency Collateralized Mortgage Obligation |
| GNMA_21-162B                                         | 2051-09-20      | 4.0000%  | N/A     | $3130000.00        | $269278.47         | Agency Collateralized Mortgage Obligation |
| GNMA_21-119B                                         | 2051-07-20      | 3.0000%  | N/A     | $4405.00           | $2489.22           | Agency Collateralized Mortgage Obligation |
| GNMA_15-89                                           | 2044-12-20      | 5.0000%  | N/A     | $6012000.00        | $127854.54         | Agency Collateralized Mortgage Obligation |
| GNMA_22-189B                                         | 2052-09-20      | 3.8099%  | N/A     | $183332.00         | $135174.75         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H23A                                         | 2065-09-20      | 2.5969%  | N/A     | $34531002.00       | $409464.53         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 0.1000%  | N/A     | $100000000.00      | $180556.05         | Agency Collateralized Mortgage Obligation |
| GNMA_20-149T                                         | 2050-10-20      | 0.0000%  | N/A     | $45581644.00       | $152314.01         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58E                                          | 2054-04-20      | 0.0500%  | N/A     | $29000000.00       | $30137.51          | Agency Collateralized Mortgage Obligation |
| GNMA_20-5C                                           | 2047-06-16      | 4.5000%  | N/A     | $2927296.00        | $109749.52         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H26B                                         | 2065-10-20      | 2.1319%  | N/A     | $35385683.00       | $241012.76         | Agency Collateralized Mortgage Obligation |
| GNMA_08-27                                           | 2038-03-20      | 0.0000%  | N/A     | $200000.00         | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_23-7A                                           | 2051-01-20      | 6.0000%  | N/A     | $2813676.00        | $180465.14         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $30595930.00       | $429929.71         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H03A                                         | 2073-02-20      | 0.1304%  | N/A     | $6851664.00        | $36877.62          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H11                                          | 2069-05-20      | 2.2569%  | N/A     | $56595666.00       | $767176.82         | Agency Collateralized Mortgage Obligation |
| GNMA_06-28                                           | 2036-06-20      | 29.1863% | N/A     | $1265154.00        | $51879.05          | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.1000%  | N/A     | $9000000.00        | $6592.01           | Agency Collateralized Mortgage Obligation |
| GNMA_25-109B                                         | 2066-12-16      | 0.5000%  | N/A     | $7500000.00        | $190760.90         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $28015543.00       | $338831.57         | Agency Collateralized Mortgage Obligation |
| GNMA_23-54G                                          | 2053-04-20      | 5.5000%  | N/A     | $25126.00          | $24614.39          | Agency Collateralized Mortgage Obligation |
| GNMA_25-115G                                         | 2055-07-20      | 5.0000%  | N/A     | $56180.00          | $41231.92          | Agency Collateralized Mortgage Obligation |
| GNMA_23-114C                                         | 2053-07-20      | 1.7050%  | N/A     | $52032447.00       | $984690.58         | Agency Collateralized Mortgage Obligation |
| GNMA_14-145D                                         | 2043-01-16      | 2.8594%  | N/A     | $507232.00         | $22465.10          | Agency Collateralized Mortgage Obligation |
| GNMA_15-67                                           | 2056-11-16      | 0.6335%  | N/A     | $139899999.00      | $1025704.82        | Agency Collateralized Mortgage Obligation |
| GNMA_12-68                                           | 2042-05-20      | 1.0451%  | N/A     | $19775642.00       | $206276.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-47  | 2058-02-16      | 0.5975%  | N/A     | $72336014.00       | $360031.53         | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 0.0000%  | N/A     | $53855000.00       | $53127.29          | Agency Collateralized Mortgage Obligation |
| GNMA_20-149U                                         | 2050-10-20      | 0.0000%  | N/A     | $31281637.00       | $138547.09         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $54906266.00       | $705511.09         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06K                                         | 2068-04-20      | 2.3427%  | N/A     | $60523175.00       | $752746.93         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120J                                         | 2052-03-20      | 4.0000%  | N/A     | $4509532.00        | $867632.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H04 | 2065-07-20      | 2.3771%  | N/A     | $92398554.00       | $164667.58         | Agency Collateralized Mortgage Obligation |
| GNMA_19-158F                                         | 2043-09-16      | 1.6756%  | N/A     | $612000.00         | $21253.99          | Agency Collateralized Mortgage Obligation |
| GNMA_22-45F                                          | 2052-03-20      | 0.0000%  | N/A     | $30000000.00       | $266168.68         | Agency Collateralized Mortgage Obligation |
| GNMA_13-182B                                         | 2043-12-20      | 4.5000%  | N/A     | $61000000.00       | $1024511.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120G                                         | 2049-10-20      | 1.5451%  | N/A     | $8611208.00        | $1068218.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97B                                          | 2055-06-20      | 0.0000%  | N/A     | $250000.00         | $0.75              | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2054-02-20      | 1.2550%  | N/A     | $3531090.00        | $161349.26         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11H                                         | 2066-05-20      | 2.0720%  | N/A     | $120644359.00      | $896302.48         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.1000%  | N/A     | $19000000.00       | $13916.46          | Agency Collateralized Mortgage Obligation |
| GNMA_19-52L                                          | 2043-02-16      | 4.5000%  | N/A     | $2005888.00        | $37763.00          | Agency Collateralized Mortgage Obligation |
| GNMA_23-18J                                          | 2053-02-20      | 0.0000%  | N/A     | $570392.00         | $337461.10         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H08                                          | 2068-06-20      | 2.5723%  | N/A     | $37361377.00       | $446758.08         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H16J                                         | 2067-07-20      | 0.7251%  | N/A     | $43404196.00       | $372976.45         | Agency Collateralized Mortgage Obligation |
| GNMA_10-H17D                                         | 2060-03-20      | 2.5246%  | N/A     | $46313230.00       | $170897.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-28  | 2042-01-16      | 1.1060%  | N/A     | $1758402.00        | $0.93              | Agency Collateralized Mortgage Obligation |
| GNMA_21-H16F                                         | 2071-09-20      | 2.6180%  | N/A     | $36183479.00       | $896622.97         | Agency Collateralized Mortgage Obligation |
| GNMA_22-51D                                          | 2052-03-20      | 0.0000%  | N/A     | $50000000.00       | $67293.72          | Agency Collateralized Mortgage Obligation |
| GNMA_23-130A                                         | 2053-09-20      | 0.0500%  | N/A     | $50000000.00       | $44230.79          | Agency Collateralized Mortgage Obligation |
| GNMA_13-065                                          | 2045-11-16      | 0.3701%  | N/A     | $65000000.00       | $24702.33          | Agency Collateralized Mortgage Obligation |
| GNMA_08-25                                           | 2038-03-20      | 2.4451%  | N/A     | $92412000.00       | $28250.94          | Agency Collateralized Mortgage Obligation |
| FHLMC_5188B                                          | 2052-02-25      | 3.0000%  | N/A     | $32645833.00       | $2485628.44        | Agency Collateralized Mortgage Obligation |
| GNMA_11-126                                          | 2053-04-16      | 0.0000%  | N/A     | $78550000.00       | $9.76              | Agency Collateralized Mortgage Obligation |
| GNMA_22-216B                                         | 2048-10-16      | 0.5642%  | N/A     | $15665691.00       | $326771.39         | Agency Collateralized Mortgage Obligation |
| GNMA_06-69                                           | 2036-12-20      | 2.3451%  | N/A     | $83333333.00       | $7080.44           | Agency Collateralized Mortgage Obligation |
| GNMA_23-65E                                          | 2053-05-20      | 0.0500%  | N/A     | $2000000.00        | $1943.48           | Agency Collateralized Mortgage Obligation |
| GNMA_13-H23B                                         | 2063-09-20      | 1.4697%  | N/A     | $104376410.00      | $94343.11          | Agency Collateralized Mortgage Obligation |
| GNMA_20-33C                                          | 2050-03-20      | 1.6451%  | N/A     | $16705945.00       | $679100.92         | Agency Collateralized Mortgage Obligation |
| GNMA_20-5M                                           | 2049-06-20      | 4.5000%  | N/A     | $4390123.00        | $177246.78         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H11J                                         | 2067-04-20      | 2.4490%  | N/A     | $43573800.00       | $573979.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5047A                                          | 2050-12-25      | 2.5000%  | N/A     | $50000000.00       | $4244863.41        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95E                                          | 2050-04-20      | 0.0000%  | N/A     | $9244444.00        | $109665.64         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02A                                         | 2068-01-20      | 2.5326%  | N/A     | $24837594.00       | $464357.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_5402B                                          | 2054-04-25      | 6.0000%  | N/A     | $89468857.00       | $15440381.99       | Agency Collateralized Mortgage Obligation |
| GNMA_17-H14H                                         | 2067-06-20      | 1.6609%  | N/A     | $45839205.00       | $438736.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-16      | 2.1256%  | N/A     | $33333333.00       | $524041.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17 | 2067-09-20      | 1.7463%  | N/A     | $122489829.00      | $1223975.53        | Agency Collateralized Mortgage Obligation |
| GNMA_19-8                                            | 2060-11-16      | 0.2000%  | N/A     | $164134453.00      | $90766.60          | Agency Collateralized Mortgage Obligation |
| GNMA_22-128G                                         | 2052-07-20      | 0.0000%  | N/A     | $50915713.00       | $974159.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2037-06-16      | 7.3238%  | N/A     | $10165768.00       | $363264.00         | Agency Collateralized Mortgage Obligation |
| GNMA_19-74B                                          | 2049-06-20      | 0.0000%  | N/A     | $65207928.00       | $237331.38         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13E                                         | 2068-08-20      | 1.8461%  | N/A     | $26224679.00       | $356990.03         | Agency Collateralized Mortgage Obligation |
| GNMA_19-79                                           | 2061-02-16      | 0.8742%  | N/A     | $83000000.00       | $876792.57         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H07B                                         | 2066-03-20      | 1.7622%  | N/A     | $105662843.00      | $692365.73         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H17A                                         | 2066-07-20      | 2.0407%  | N/A     | $50801857.00       | $687466.66         | Agency Collateralized Mortgage Obligation |
| GNMA_11-135                                          | 2041-10-16      | 1.6256%  | N/A     | $38948969.00       | $586447.38         | Agency Collateralized Mortgage Obligation |
| GNMA_14-96C                                          | 2044-07-16      | 1.1256%  | N/A     | $42500768.00       | $550659.93         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68A                                          | 2040-05-20      | 5.0000%  | N/A     | $16533235.00       | $425752.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_10-9    | 2040-01-16      | 2.1256%  | N/A     | $1510000.00        | $5130.38           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23B                                         | 2068-06-20      | 0.0000%  | N/A     | $24794506.00       | $13.71             | Agency Collateralized Mortgage Obligation |
| GNMA_14-68                                           | 2041-10-20      | 0.4201%  | N/A     | $53418228.00       | $118862.32         | Agency Collateralized Mortgage Obligation |
| GNMA_12-11                                           | 2042-01-20      | 0.6214%  | N/A     | $135000000.00      | $128633.22         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96G                                          | 2051-06-20      | 0.0000%  | N/A     | $150000000.00      | $283839.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-82  | 2064-02-16      | 2.0000%  | N/A     | $400000.00         | $202637.22         | Agency Collateralized Mortgage Obligation |
| GNMA_11-72                                           | 2041-05-20      | 0.9251%  | N/A     | $154000000.00      | $508225.10         | Agency Collateralized Mortgage Obligation |
| GNMA_20-46G                                          | 2050-04-20      | 0.0000%  | N/A     | $70000000.00       | $103741.78         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16J                                         | 2069-10-20      | 2.2544%  | N/A     | $57500000.00       | $795547.31         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25K                                          | 2054-02-20      | 6.5000%  | N/A     | $9230769.00        | $692020.23         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147D                                         | 2053-10-20      | 1.0050%  | N/A     | $25000000.00       | $321729.80         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H09                                          | 2063-04-20      | 1.7026%  | N/A     | $20020231.00       | $37975.65          | Agency Collateralized Mortgage Obligation |
| GNMA_14-H15                                          | 2064-07-20      | 1.7160%  | N/A     | $72744349.00       | $310039.97         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08B                                         | 2073-05-20      | 0.2574%  | N/A     | $55516908.00       | $540828.75         | Agency Collateralized Mortgage Obligation |
| GNMA_19-62A                                          | 2049-05-20      | 0.0151%  | N/A     | $40000000.00       | $344540.33         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2055-02-20      | 6.0000%  | N/A     | $5845820.00        | $897631.02         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89A                                          | 2055-05-20      | 0.1000%  | N/A     | $133333333.00      | $430616.34         | Agency Collateralized Mortgage Obligation |
| GNMA_22-174H                                         | 2052-10-20      | 0.3550%  | N/A     | $50000000.00       | $1115475.59        | Agency Collateralized Mortgage Obligation |
| GNMA_16-108A                                         | 2046-08-20      | 0.0000%  | N/A     | $750000.00         | $49465.74          | Agency Collateralized Mortgage Obligation |
| GNMA_14-18B                                          | 2041-03-20      | 0.6316%  | N/A     | $59421165.00       | $70455.68          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04D                                         | 2068-03-20      | 2.2920%  | N/A     | $73688000.00       | $975692.23         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H10J                                         | 2069-06-20      | 1.6812%  | N/A     | $18056987.00       | $175382.31         | Agency Collateralized Mortgage Obligation |
| GNMA_18-32B                                          | 2048-02-20      | 1.2451%  | N/A     | $31638377.00       | $1153310.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5190G                                          | 2052-02-25      | 3.0000%  | N/A     | $29316666.00       | $1941860.28        | Agency Collateralized Mortgage Obligation |
| GNMA_22-185                                          | 2064-05-16      | 2.5000%  | N/A     | $326043.00         | $85215.07          | Agency Collateralized Mortgage Obligation |
| FHLMC_5154E                                          | 2042-03-25      | 2.0000%  | N/A     | $31928250.00       | $1189722.58        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128G                                         | 2049-10-20      | 0.0451%  | N/A     | $30000000.00       | $340086.78         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2066-12-20      | 2.2346%  | N/A     | $84223548.00       | $712312.38         | Agency Collateralized Mortgage Obligation |
| GNMA_19-11A                                          | 2049-01-20      | 1.6451%  | N/A     | $30250352.00       | $882643.00         | Agency Collateralized Mortgage Obligation |
| GNMA_25-136B                                         | 2055-08-20      | 0.0000%  | N/A     | $250000.00         | $624.75            | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                                         | 2053-09-20      | 0.1500%  | N/A     | $74660210.00       | $300022.22         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H05D                                         | 2068-03-20      | 2.4370%  | N/A     | $49447817.00       | $803588.79         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H02C                                         | 2070-01-20      | 1.9731%  | N/A     | $34503909.00       | $450023.15         | Agency Collateralized Mortgage Obligation |
| GNMA_22-175B                                         | 2052-10-20      | 1.2550%  | N/A     | $16500000.00       | $696236.36         | Agency Collateralized Mortgage Obligation |
| GNH_16-H6                                            | 2066-02-20      | 1.9177%  | N/A     | $55385800.00       | $539878.25         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H13A                                         | 2064-07-20      | 1.6443%  | N/A     | $22500000.00       | $144004.67         | Agency Collateralized Mortgage Obligation |
| GNMA_14-5                                            | 2043-06-16      | 2.3256%  | N/A     | $54541566.00       | $597970.99         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H01                                          | 2063-01-20      | 1.7711%  | N/A     | $35250518.00       | $83118.78          | Agency Collateralized Mortgage Obligation |
| GNMA_21-82                                           | 2061-04-16      | 0.2500%  | N/A     | $55000000.00       | $512647.42         | Agency Collateralized Mortgage Obligation |
| GNMA_14-092IX                                        | 2054-05-16      | 0.0821%  | N/A     | $56721504.00       | $32713.25          | Agency Mortgage-Backed Securities         |
| GNMA_22-H07A                                         | 2068-02-20      | 0.1053%  | N/A     | $345317551.00      | $1054982.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5194G                                          | 2051-08-25      | 3.0000%  | N/A     | $43257083.00       | $3803482.93        | Agency Collateralized Mortgage Obligation |
| GNMA_13-116                                          | 2043-08-20      | 1.5951%  | N/A     | $65000000.00       | $599135.96         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175N                                         | 2051-10-20      | 0.0000%  | N/A     | $25000000.00       | $111899.82         | Agency Collateralized Mortgage Obligation |
| FHLMC_5150                                           | 2051-10-25      | 2.5000%  | N/A     | $11532800.00       | $926110.59         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02F                                         | 2067-12-20      | 2.1697%  | N/A     | $66186619.00       | $1164668.38        | Agency Collateralized Mortgage Obligation |
| GNMA_14-10                                           | 2044-01-16      | 1.5756%  | N/A     | $29437575.00       | $262566.42         | Agency Collateralized Mortgage Obligation |
| GNMA_18-161                                          | 2060-08-16      | 1.1990%  | N/A     | $101553292.00      | $533190.46         | Agency Collateralized Mortgage Obligation |
| GNMA_18-124N                                         | 2037-03-20      | 1.7451%  | N/A     | $18790181.00       | $278850.57         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H19                                          | 2067-04-20      | 2.0328%  | N/A     | $18988000.00       | $219815.70         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H11D                                         | 2068-07-20      | 2.4391%  | N/A     | $79853362.00       | $869527.77         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2055-05-20      | 6.5000%  | N/A     | $2012478.00        | $278858.92         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18G                                         | 2063-07-20      | 1.2659%  | N/A     | $26625157.00       | $22267.64          | Agency Collateralized Mortgage Obligation |
| FHLMC_5516D                                          | 2051-06-25      | 6.0000%  | N/A     | $5029900.00        | $488628.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_5202L                                          | 2049-06-25      | 3.5000%  | N/A     | $19376478.00       | $2478998.21        | Agency Collateralized Mortgage Obligation |
| GNMA_21-221N                                         | 2051-12-20      | 0.0000%  | N/A     | $43152691.00       | $1139317.74        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96A                                          | 2051-06-20      | 3.5000%  | N/A     | $13487545.00       | $976475.86         | Agency Collateralized Mortgage Obligation |
| GNMA_25-43C                                          | 2055-03-20      | 4.5000%  | N/A     | $1000.00           | $826.76            | Agency Collateralized Mortgage Obligation |
| GNMA_19-6J                                           | 2049-01-20      | 1.5951%  | N/A     | $14442000.00       | $237568.38         | Agency Collateralized Mortgage Obligation |
| GNMA_20-122A                                         | 2050-08-20      | 0.0000%  | N/A     | $39514522.00       | $815251.07         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05G                                         | 2070-03-20      | 1.2197%  | N/A     | $32018609.00       | $532831.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_5342G                                          | 2051-09-25      | 2.5000%  | N/A     | $53439869.00       | $5636804.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H12B                                         | 2071-09-20      | 0.4348%  | N/A     | $28898494.00       | $473652.04         | Agency Collateralized Mortgage Obligation |
| GNMA_21-196E                                         | 2051-11-20      | 0.0000%  | N/A     | $30654000.00       | $78606.35          | Agency Collateralized Mortgage Obligation |
| GNMA_18-21E                                          | 2048-02-16      | 1.7756%  | N/A     | $11000000.00       | $319782.67         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H20E                                         | 2068-11-20      | 2.3676%  | N/A     | $38589715.00       | $557246.20         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2067-01-20      | 2.4409%  | N/A     | $30750871.00       | $580078.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003B                                          | 2050-08-25      | 2.5000%  | N/A     | $23381735.00       | $1501304.96        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H17A                                         | 2064-08-20      | 1.6927%  | N/A     | $120096553.00      | $606055.60         | Agency Collateralized Mortgage Obligation |
| GNMA_18-83F                                          | 2043-07-20      | 0.4413%  | N/A     | $54424493.00       | $484762.75         | Agency Collateralized Mortgage Obligation |
| GNMA_18-18E                                          | 2048-02-20      | 0.0000%  | N/A     | $51789000.00       | $324631.91         | Agency Collateralized Mortgage Obligation |
| GNMA_19-23K                                          | 2041-11-20      | 1.6451%  | N/A     | $15277666.00       | $624904.02         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25G                                          | 2054-02-20      | 6.0000%  | N/A     | $6250000.00        | $1062568.35        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                         | 2063-08-20      | 6.5000%  | N/A     | $777590.00         | $51674.28          | Agency Collateralized Mortgage Obligation |
| GNMA_21-42                                           | 2051-03-20      | 1.8951%  | N/A     | $5046000.00        | $486844.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5036E                                          | 2050-11-25      | 3.5000%  | N/A     | $1080000.00        | $140027.02         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128G                                         | 2052-07-20      | 0.0000%  | N/A     | $49084287.00       | $769172.81         | Agency Collateralized Mortgage Obligation |
| GNMA_15-82E                                          | 2045-06-20      | 5.3804%  | N/A     | $528007.00         | $2204.12           | Agency Collateralized Mortgage Obligation |
| GNMA_16-H23A                                         | 2066-10-20      | 2.6884%  | N/A     | $62741000.00       | $296045.55         | Agency Collateralized Mortgage Obligation |
| GNMA_23-70L                                          | 2053-05-20      | 3.0149%  | N/A     | $319583.00         | $193711.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_13-181  | 2043-11-20      | 1.6451%  | N/A     | $82231197.00       | $720982.88         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18E                                         | 2069-11-20      | 2.3052%  | N/A     | $28716935.00       | $404426.97         | Agency Collateralized Mortgage Obligation |
| GNMA_17-179D                                         | 2047-12-20      | 5.0000%  | N/A     | $1534000.00        | $77130.22          | Agency Collateralized Mortgage Obligation |
| GNMA_22-185                                          | 2064-01-16      | 2.5000%  | N/A     | $5212200.00        | $522881.68         | Agency Collateralized Mortgage Obligation |
| GNMA_19-43C                                          | 2049-04-20      | 0.0000%  | N/A     | $20157487.00       | $8941.38           | Agency Collateralized Mortgage Obligation |
| GNMA_24-128C                                         | 2054-08-20      | 6.5000%  | N/A     | $10010.00          | $10887.92          | Agency Collateralized Mortgage Obligation |
| GNMA_12-94                                           | 2042-07-20      | 2.1451%  | N/A     | $15303443.00       | $354002.21         | Agency Collateralized Mortgage Obligation |
| GNMA_23-151D                                         | 2050-04-20      | 3.0000%  | N/A     | $3304881.00        | $407819.62         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2049-02-20      | 1.5451%  | N/A     | $18566000.00       | $588932.66         | Agency Collateralized Mortgage Obligation |
| GNMA_13-39                                           | 2041-03-20      | 0.5902%  | N/A     | $1721553.00        | $267196.61         | Agency Collateralized Mortgage Obligation |
| FHLMC_5187E                                          | 2052-01-25      | 4.5000%  | N/A     | $29126065.00       | $3523461.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62D                                          | 2055-04-20      | 0.2050%  | N/A     | $46501918.00       | $1144040.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112B                                         | 2063-08-20      | 6.5000%  | N/A     | $111574.00         | $128458.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_5206D                                          | 2050-01-25      | 4.0000%  | N/A     | $52307723.00       | $5622366.97        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136U                                         | 2051-08-20      | 0.0000%  | N/A     | $99900000.00       | $317736.71         | Agency Collateralized Mortgage Obligation |
| GNMA_25-136A                                         | 2051-09-20      | 6.0000%  | N/A     | $6250000.00        | $779129.17         | Agency Collateralized Mortgage Obligation |
| GNMA_23-63J                                          | 2053-05-20      | 1.8550%  | N/A     | $50000000.00       | $1125243.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5482J                                          | 2052-07-25      | 3.0000%  | N/A     | $22829084.00       | $3668152.63        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176L                                         | 2051-10-20      | 2.5000%  | N/A     | $600000.00         | $65308.21          | Agency Collateralized Mortgage Obligation |
| FHLMC_5482H                                          | 2051-12-25      | 2.5000%  | N/A     | $38256088.00       | $4828129.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5118    | 2051-02-25      | 2.0000%  | N/A     | $22767726.00       | $2331519.44        | Agency Collateralized Mortgage Obligation |
| GNMA_17-128                                          | 2056-12-16      | 0.8459%  | N/A     | $51789407.00       | $360660.61         | Agency Collateralized Mortgage Obligation |
| GNMA_21-131C                                         | 2051-07-20      | 2.5000%  | N/A     | $3268294.00        | $329932.40         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24A                                         | 2066-11-20      | 2.2370%  | N/A     | $70668862.00       | $715408.69         | Agency Collateralized Mortgage Obligation |
| GNMA_23-184D                                         | 2053-12-20      | 1.4050%  | N/A     | $4414977.00        | $181143.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5170D                                          | 2045-10-25      | 0.0000%  | N/A     | $4344464.00        | $2555664.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115E                                         | 2051-06-20      | 6.0000%  | N/A     | $6995744.00        | $874582.41         | Agency Collateralized Mortgage Obligation |
| GNMA_22-206                                          | 2052-12-20      | 1.2050%  | N/A     | $50000000.00       | $997670.35         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H29E                                         | 2065-11-20      | 1.8267%  | N/A     | $61741854.00       | $524453.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_5061B                                          | 2051-01-25      | 2.0000%  | N/A     | $12500000.00       | $1011198.75        | Agency Collateralized Mortgage Obligation |
| GNMA_19-74C                                          | 2049-06-20      | 1.6451%  | N/A     | $28862988.00       | $889860.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5222A                                          | 2052-05-25      | 4.0000%  | N/A     | $12562499.00       | $764426.20         | Agency Collateralized Mortgage Obligation |
| GNMA_23-54F                                          | 2053-04-20      | 35.7696% | N/A     | $462847.00         | $574016.22         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05C                                         | 2075-02-20      | 2.3375%  | N/A     | $31122378.00       | $1122666.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-85  | 2060-06-16      | 0.5519%  | N/A     | $100000000.00      | $1225641.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5402A                                          | 2045-01-25      | 6.0000%  | N/A     | $9719801.00        | $710947.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2051-04-16      | 0.5382%  | N/A     | $1765000.00        | $5345.81           | Agency Collateralized Mortgage Obligation |
| FHLMC_4930F                                          | 2049-11-25      | 3.5000%  | N/A     | $4304585.00        | $112104.44         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58E                                          | 2054-04-20      | 0.0500%  | N/A     | $129000000.00      | $134148.22         | Agency Collateralized Mortgage Obligation |
| GNMA_21-119B                                         | 2051-07-20      | 3.0000%  | N/A     | $8583333.00        | $723167.30         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H04C                                         | 2069-02-20      | 2.0249%  | N/A     | $36796905.00       | $416011.30         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17B                                         | 2071-04-20      | 0.0146%  | N/A     | $50000000.00       | $2623.12           | Agency Collateralized Mortgage Obligation |
| GNMA_10-61                                           | 2040-05-16      | 1.5256%  | N/A     | $60000000.00       | $125673.25         | Agency Collateralized Mortgage Obligation |
| GNMA_10-50                                           | 2040-04-20      | 1.2751%  | N/A     | $200250000.00      | $732389.69         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H11                                          | 2065-05-20      | 1.9766%  | N/A     | $43358045.00       | $232410.02         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14C                                         | 2069-08-20      | 2.3966%  | N/A     | $39264290.00       | $611724.79         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96G                                          | 2051-06-20      | 0.0000%  | N/A     | $102670443.00      | $145105.80         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                                         | 2053-09-20      | 0.2000%  | N/A     | $84660210.00       | $351442.82         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120G                                         | 2049-10-20      | 4.0000%  | N/A     | $848127.00         | $149196.42         | Agency Collateralized Mortgage Obligation |
| GNMA_20-133C                                         | 2049-10-20      | 0.0000%  | N/A     | $48426531.00       | $93966.77          | Agency Collateralized Mortgage Obligation |
| FHLMC_5007L                                          | 2050-08-25      | 3.0000%  | N/A     | $25573529.00       | $2281310.77        | Agency Collateralized Mortgage Obligation |
| GNMA_14-155                                          | 2055-08-16      | 0.6591%  | N/A     | $155038000.00      | $109440.54         | Agency Collateralized Mortgage Obligation |
| GNMA_17-167A                                         | 2047-11-20      | 1.7451%  | N/A     | $38234932.00       | $918086.85         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05A                                         | 2071-03-20      | 0.3650%  | N/A     | $10732944.00       | $230135.93         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.5000%  | N/A     | $2884614.00        | $238024.78         | Agency Collateralized Mortgage Obligation |
| GNMA_25-85E                                          | 2055-05-20      | 6.5000%  | N/A     | $122256.00         | $26555.69          | Agency Collateralized Mortgage Obligation |
| GNMA_20-30D                                          | 2048-04-20      | 0.2588%  | N/A     | $32572799.00       | $289575.61         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24F                                         | 2066-10-20      | 2.4716%  | N/A     | $49580631.00       | $330699.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5220B                                          | 2051-01-25      | 4.5000%  | N/A     | $62803109.00       | $6752758.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_4986C                                          | 2050-06-25      | 5.0000%  | N/A     | $80851779.00       | $4637869.13        | Agency Collateralized Mortgage Obligation |
| GNMA_18-29                                           | 2042-03-20      | 2.1451%  | N/A     | $20000000.00       | $561358.02         | Agency Collateralized Mortgage Obligation |
| GNMA_10-H17D                                         | 2060-04-20      | 2.1026%  | N/A     | $90682680.00       | $216863.13         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H15D                                         | 2068-08-20      | 1.2408%  | N/A     | $50000000.00       | $1154530.75        | Agency Collateralized Mortgage Obligation |
| GNMA_08-27C                                          | 2038-03-20      | 7.0000%  | N/A     | $14285714.00       | $153352.44         | Agency Collateralized Mortgage Obligation |
| GNMA_25-136A                                         | 2055-08-20      | 0.0000%  | N/A     | $250000.00         | $624.25            | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                         | 2063-08-20      | 6.5000%  | N/A     | $777590.00         | $51657.56          | Agency Collateralized Mortgage Obligation |
| GNMA_13-H22A                                         | 2063-07-20      | 2.3592%  | N/A     | $19015723.00       | $23741.46          | Agency Collateralized Mortgage Obligation |
| GNMA_20-46F                                          | 2050-04-20      | 0.0000%  | N/A     | $75000000.00       | $402800.97         | Agency Collateralized Mortgage Obligation |
| GNMA_05-65                                           | 2035-08-20      | 6.1591%  | N/A     | $7267749.00        | $202669.97         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18F                                         | 2063-08-20      | 1.3517%  | N/A     | $26444871.00       | $27809.11          | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 0.1000%  | N/A     | $50000000.00       | $92498.85          | Agency Collateralized Mortgage Obligation |
| GNMA_24-58J                                          | 2054-04-20      | 0.0300%  | N/A     | $50000000.00       | $31182.87          | Agency Collateralized Mortgage Obligation |
| GNMA_24-113A                                         | 2054-07-20      | 0.7950%  | N/A     | $50000000.00       | $1006193.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-9A                                           | 2054-01-20      | 6.0000%  | N/A     | $2499998.00        | $49767.73          | Agency Collateralized Mortgage Obligation |
| FHLMC_5024C                                          | 2050-10-25      | 2.0000%  | N/A     | $9375000.00        | $669199.48         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42G                                          | 2053-03-20      | 5.5000%  | N/A     | $5851562.00        | $1038029.02        | Agency Collateralized Mortgage Obligation |
| GNMA_20-7F                                           | 2050-01-20      | 3.5000%  | N/A     | $17858929.00       | $393998.49         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 1.8451%  | N/A     | $6132501.00        | $360315.13         | Agency Collateralized Mortgage Obligation |
| GNMA_21-188C                                         | 2051-10-20      | 0.0000%  | N/A     | $63959920.00       | $270773.01         | Agency Collateralized Mortgage Obligation |
| GNMA_21-8R                                           | 2051-01-20      | 2.5000%  | N/A     | $1000000.00        | $79437.14          | Agency Collateralized Mortgage Obligation |
| GNMA_24-58F                                          | 2054-04-20      | 0.0500%  | N/A     | $60000000.00       | $82812.26          | Agency Collateralized Mortgage Obligation |
| GNMA_13-H17                                          | 2063-07-20      | 1.6360%  | N/A     | $73907696.00       | $55286.24          | Agency Collateralized Mortgage Obligation |
| GNMA_24-143A                                         | 2054-09-20      | 1.5050%  | N/A     | $14310300.00       | $793021.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_5424A                                          | 2044-01-25      | 6.0000%  | N/A     | $5246197.00        | $276490.05         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H10C                                         | 2067-04-20      | 2.3912%  | N/A     | $84305309.00       | $814898.98         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 0.1500%  | N/A     | $50000000.00       | $148260.89         | Agency Collateralized Mortgage Obligation |
| GNMA_25-62J                                          | 2065-04-20      | 1.1550%  | N/A     | $31026636.00       | $856442.83         | Agency Collateralized Mortgage Obligation |
| GNMA_07-25                                           | 2037-05-20      | 2.3451%  | N/A     | $130000000.00      | $112949.01         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 0.1000%  | N/A     | $75000000.00       | $135417.04         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H17                                          | 2063-04-20      | 2.2822%  | N/A     | $20131897.00       | $447.88            | Agency Collateralized Mortgage Obligation |
| GNMA_25-120H                                         | 2049-04-20      | 4.5000%  | N/A     | $623341.00         | $85670.20          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10B                                         | 2071-06-20      | 1.9403%  | N/A     | $37504519.00       | $755769.06         | Agency Collateralized Mortgage Obligation |
| GNMA_22-172F                                         | 2052-10-20      | 3.8699%  | N/A     | $285092.00         | $207294.87         | Agency Collateralized Mortgage Obligation |
| GNMA_23-53P                                          | 2053-04-20      | 0.0500%  | N/A     | $8823868.00        | $10069.49          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H18F                                         | 2067-09-20      | 2.3366%  | N/A     | $46445192.00       | $1069809.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-56H                                          | 2053-04-20      | 2.5550%  | N/A     | $50000000.00       | $1016184.83        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16F                                         | 2069-10-20      | 1.4853%  | N/A     | $49903469.00       | $1110817.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-41C                                          | 2054-03-20      | 2.8550%  | N/A     | $30500000.00       | $1124941.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-02-20      | 1.7593%  | N/A     | $31547250.00       | $398038.13         | Agency Collateralized Mortgage Obligation |
| GNMA_15-46                                           | 2045-04-20      | 4.5000%  | N/A     | $26500000.00       | $443506.76         | Agency Collateralized Mortgage Obligation |
| GNMA_21-191                                          | 2051-10-20      | 3.0000%  | N/A     | $4125000.00        | $357228.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5123G                                          | 2051-07-25      | 2.5000%  | N/A     | $4989853.00        | $416100.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5100E                                          | 2047-02-25      | 4.0000%  | N/A     | $33607151.00       | $2917067.25        | Agency Collateralized Mortgage Obligation |
| GNMA_23-65G                                          | 2053-05-20      | 0.0500%  | N/A     | $24969221.00       | $40159.56          | Agency Collateralized Mortgage Obligation |
| GNMA_19-52B                                          | 2049-04-20      | 4.5000%  | N/A     | $23498296.00       | $104984.91         | Agency Collateralized Mortgage Obligation |
| GNMA_10-20                                           | 2040-02-20      | 1.2251%  | N/A     | $150000000.00      | $519145.45         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05F                                         | 2073-01-20      | 1.4003%  | N/A     | $42088974.00       | $583541.17         | Agency Collateralized Mortgage Obligation |
| GNMA_14-40                                           | 2054-01-16      | 0.2288%  | N/A     | $103923000.00      | $83678.01          | Agency Collateralized Mortgage Obligation |
| GNMA_16-142                                          | 2058-09-16      | 0.9874%  | N/A     | $100000000.00      | $685436.52         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02K                                         | 2068-02-20      | 2.2945%  | N/A     | $33908000.00       | $931326.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-08-20      | 1.1451%  | N/A     | $82403000.00       | $840274.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_5513                                           | 2054-06-25      | 8.1048%  | N/A     | $48998916.00       | $46240601.09       | Agency Collateralized Mortgage Obligation |
| GNMA_14-107                                          | 2044-07-20      | 1.1451%  | N/A     | $27588059.00       | $632755.82         | Agency Collateralized Mortgage Obligation |
| GNMA_19-29M                                          | 2048-04-20      | 4.5000%  | N/A     | $8553622.00        | $293528.37         | Agency Collateralized Mortgage Obligation |
| GNMA_19-57H                                          | 2049-05-20      | 1.5951%  | N/A     | $67533929.00       | $1096007.57        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H07D                                         | 2069-04-20      | 2.3032%  | N/A     | $40368984.00       | $560589.34         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176K                                         | 2051-10-20      | 0.0000%  | N/A     | $150000000.00      | $589134.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_4981J                                          | 2050-06-25      | 4.5000%  | N/A     | $19976635.00       | $1209297.28        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H03C                                         | 2068-11-20      | 2.4148%  | N/A     | $75297944.00       | $1048367.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-118A                                         | 2054-07-20      | 0.1500%  | N/A     | $100000000.00      | $315526.47         | Agency Collateralized Mortgage Obligation |
| GNMA_14-048                                          | 2049-03-16      | 0.0546%  | N/A     | $219029999.00      | $43259.29          | Agency Collateralized Mortgage Obligation |
| GNMA_24-170B                                         | 2066-03-16      | 0.8781%  | N/A     | $12190578.00       | $838241.77         | Agency Collateralized Mortgage Obligation |
| GNMA REMIC TRUST GNMA_16-128                         | 2056-09-16      | 0.8218%  | N/A     | $190823480.00      | $885088.40         | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2043-10-16      | 4.5000%  | N/A     | $72252888.00       | $369791.29         | Agency Collateralized Mortgage Obligation |
| GNMA_19-43C                                          | 2049-04-20      | 5.0000%  | N/A     | $3247314.00        | $22659.18          | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05B                                         | 2074-11-20      | 0.1154%  | N/A     | $8070550.00        | $49427.78          | Agency Collateralized Mortgage Obligation |
| GNMA_05-45B                                          | 2035-06-20      | 20.9412% | N/A     | $3233334.00        | $68989.34          | Agency Collateralized Mortgage Obligation |

### Security 134: Credit Agricole Corporate & Investment Bank, New York

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JNP6, C.4 - ISIN: US22536JNP65, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $20509120.45
- **C.18.a - Value (excl. sponsor support):** $20509120.45
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: Sheffield Receivables Co. LLC

- **C.1 - Title:** Sheffield Receivables Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYL0, C.4 - ISIN: US82124LYL07, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $14852749.50
- **C.18.a - Value (excl. sponsor support):** $14852749.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQD5, C.4 - ISIN: US85325VQD54, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $12002232.00
- **C.18.a - Value (excl. sponsor support):** $12002232.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MXT6, C.4 - ISIN: US05253MXT60, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $9502509.90
- **C.18.a - Value (excl. sponsor support):** $9502509.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZ24, C.4 - ISIN: US04821TZ242, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $16809265.10
- **C.18.a - Value (excl. sponsor support):** $16809265.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: Bank of Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DP66, C.4 - ISIN: US06367DP660, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $12007155.60
- **C.18.a - Value (excl. sponsor support):** $12007155.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: DBS Bank Ltd.

- **C.1 - Title:** DBS Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DY58, C.4 - ISIN: US23305DY588, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $17358874.75
- **C.18.a - Value (excl. sponsor support):** $17358874.75
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: Westpac Banking Corp., New York

- **C.1 - Title:** Westpac Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYM4, C.4 - ISIN: US96130AYM43, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $11002618.00
- **C.18.a - Value (excl. sponsor support):** $11002618.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LXU9, C.4 - ISIN: US11042LXU96, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $9798936.00
- **C.18.a - Value (excl. sponsor support):** $9798936.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WQT4, C.4 - ISIN: US83050WQT44, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $15113348.40
- **C.18.a - Value (excl. sponsor support):** $15113348.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DEQ1, C.4 - ISIN: US13606DEQ16, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $12005746.80
- **C.18.a - Value (excl. sponsor support):** $12005746.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBV8, C.4 - ISIN: US1730QPBV81, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $20003362.00
- **C.18.a - Value (excl. sponsor support):** $20003362.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: Versailles Commercial Paper LLC

- **C.1 - Title:** Versailles Commercial Paper LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LX71, C.4 - ISIN: US92512LX713, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12939145.70
- **C.18.a - Value (excl. sponsor support):** $12939145.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FNE8, C.4 - ISIN: US06050FNE87, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $10002007.00
- **C.18.a - Value (excl. sponsor support):** $10002007.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UBL6, C.4 - ISIN: US22533UBL61, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $19599282.00
- **C.18.a - Value (excl. sponsor support):** $19599282.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458EXF2, C.4 - ISIN: US55458EXF23, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $23864275.20
- **C.18.a - Value (excl. sponsor support):** $23864275.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LDQ4, C.4 - ISIN: US55607LDQ41, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $7780064.00
- **C.18.a - Value (excl. sponsor support):** $7780064.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NZV5, C.4 - ISIN: US55607NZV53, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $9501612.15
- **C.18.a - Value (excl. sponsor support):** $9501612.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458EYC8, C.4 - ISIN: US55458EYC82, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $22794437.50
- **C.18.a - Value (excl. sponsor support):** $22794437.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAY8, C.4 - ISIN: US13606DAY85, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $8000184.00
- **C.18.a - Value (excl. sponsor support):** $8000184.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689FX11, C.4 - ISIN: US60689FX115, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $22908241.50
- **C.18.a - Value (excl. sponsor support):** $22908241.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, C.5 - Other ID: BYDQMBSJ4
- **C.18 - Value (incl. sponsor support):** $147000000.00
- **C.18.a - Value (excl. sponsor support):** $147000000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: Bank of New York Mellon (The)

- **C.1 - Title:** Bank of New York Mellon (The)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAD4, C.4 - ISIN: US06428DAD49, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $14999601.00
- **C.18.a - Value (excl. sponsor support):** $14999601.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: Lloyds Bank plc

- **C.1 - Title:** Lloyds Bank plc
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SB63, C.4 - ISIN: US53943SB635, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $29440794.00
- **C.18.a - Value (excl. sponsor support):** $29440794.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDQMLJT0
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 8.2600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $349829800.00      | $459000063.20      | U.S. Treasuries (including strips) |

### Security 159: Northern Trust Corp.

- **C.1 - Title:** Northern Trust Corp.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 66585QDT0, C.4 - ISIN: US66585QDT04, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $11001768.80
- **C.18.a - Value (excl. sponsor support):** $11001768.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: UBS AG

- **C.1 - Title:** UBS AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYF7, C.4 - ISIN: US90276JYF73, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $17008639.74
- **C.18.a - Value (excl. sponsor support):** $17008639.74
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: Matchpoint Finance plc

- **C.1 - Title:** Matchpoint Finance plc
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57666AZ47, C.4 - ISIN: US57666AZ478, C.3 - LEI: 635400YCKMVA7GIA6Q33
- **C.18 - Value (incl. sponsor support):** $25208104.05
- **C.18.a - Value (excl. sponsor support):** $25208104.05
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JAC1, C.4 - ISIN: US78015JAC18, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $21006684.30
- **C.18.a - Value (excl. sponsor support):** $21006684.30
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WKK3, C.4 - ISIN: US65558WKK35, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $7503591.00
- **C.18.a - Value (excl. sponsor support):** $7503591.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: Westpac Banking Corp., New York

- **C.1 - Title:** Westpac Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AA73, C.4 - ISIN: US96130AA737, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $21010252.20
- **C.18.a - Value (excl. sponsor support):** $21010252.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458EYK0, C.4 - ISIN: US55458EYK09, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $18814742.40
- **C.18.a - Value (excl. sponsor support):** $18814742.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BBC7, C.4 - ISIN: US13608BBC72, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $9808706.00
- **C.18.a - Value (excl. sponsor support):** $9808706.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMH2, C.4 - ISIN: US13606DMH25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $9506409.37
- **C.18.a - Value (excl. sponsor support):** $9506409.37
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: Bank of Montreal, London

- **C.1 - Title:** Bank of Montreal, London
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3052362848, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDH8PW62
- **C.18 - Value (incl. sponsor support):** $22884129.91
- **C.18.a - Value (excl. sponsor support):** $22884129.91
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Barclays Bank plc, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDT5, C.4 - ISIN: US06745GDT58, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $14002738.40
- **C.18.a - Value (excl. sponsor support):** $14002738.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1E14, C.4 - ISIN: US2332K1E143, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $17994293.25
- **C.18.a - Value (excl. sponsor support):** $17994293.25
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Svenska Handelsbanken AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TKL9, C.4 - ISIN: US86959TKL97, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $7003531.50
- **C.18.a - Value (excl. sponsor support):** $7003531.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767CWR3, C.4 - ISIN: US19767CWR32, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $20433211.00
- **C.18.a - Value (excl. sponsor support):** $20433211.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BYDQMBS62
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KBH9, C.4 - ISIN: US63873KBH95, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $24995390.70
- **C.18.a - Value (excl. sponsor support):** $24995390.70
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47J4, C.4 - ISIN: US9612C47J45, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $12006994.80
- **C.18.a - Value (excl. sponsor support):** $12006994.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19765V2E5, C.4 - ISIN: US19765V2E55, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $20005218.40
- **C.18.a - Value (excl. sponsor support):** $20005218.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: Cooperatieve Rabobank UA, New York

- **C.1 - Title:** Cooperatieve Rabobank UA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2L9, C.4 - ISIN: US21684X2L93, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $23012567.20
- **C.18.a - Value (excl. sponsor support):** $23012567.20
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQQ6, C.4 - ISIN: US85325VQQ67, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $10012334.00
- **C.18.a - Value (excl. sponsor support):** $10012334.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NA34, C.4 - ISIN: US55607NA348, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $26012396.80
- **C.18.a - Value (excl. sponsor support):** $26012396.80
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821QFK2, C.4 - ISIN: US04821QFK22, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $27000334.80
- **C.18.a - Value (excl. sponsor support):** $27000334.80
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 5.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: Bank of America NA

- **C.1 - Title:** Bank of America NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSW5, C.4 - ISIN: US06051WSW54, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $8004022.40
- **C.18.a - Value (excl. sponsor support):** $8004022.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NC81, C.4 - ISIN: US55607NC815, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $10002502.00
- **C.18.a - Value (excl. sponsor support):** $10002502.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LBC7, C.4 - ISIN: US55607LBC72, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $19608602.00
- **C.18.a - Value (excl. sponsor support):** $19608602.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47E5, C.4 - ISIN: US9612C47E57, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $16017269.28
- **C.18.a - Value (excl. sponsor support):** $16017269.28
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MAL3, C.4 - ISIN: US63307MAL37, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $10817048.00
- **C.18.a - Value (excl. sponsor support):** $10817048.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHJ9, C.4 - ISIN: US17330QHJ94, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $6001642.20
- **C.18.a - Value (excl. sponsor support):** $6001642.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNU0, C.4 - ISIN: US86565GNU03, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $30511300.25
- **C.18.a - Value (excl. sponsor support):** $30511300.25
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86563GYL0, C.4 - ISIN: US86563GYL03, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $16833796.10
- **C.18.a - Value (excl. sponsor support):** $16833796.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: Sheffield Receivables Co. LLC

- **C.1 - Title:** Sheffield Receivables Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYA4, C.4 - ISIN: US82124LYA42, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $20322242.45
- **C.18.a - Value (excl. sponsor support):** $20322242.45
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21852919.66
- **C.18.a - Value (excl. sponsor support):** $21852919.66
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDQMLJK9
- **C.18 - Value (incl. sponsor support):** $206000000.00
- **C.18.a - Value (excl. sponsor support):** $206000000.00
- **C.19 - Percentage of Net Assets:** 3.7800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA1995 M | 2044-06-20      | 3.5000%  | N/A     | $507025.00         | $34998.96          | Agency Mortgage-Backed Securities |
| GNMI SF BT9632 X | 2050-04-15      | 4.0000%  | N/A     | $3804800.00        | $1226484.48        | Agency Mortgage-Backed Securities |
| GNII SF MA4452 M | 2047-05-20      | 4.0000%  | N/A     | $6566000.00        | $609575.76         | Agency Mortgage-Backed Securities |
| GNCL CL BW0712   | 2063-03-15      | 2.7500%  | N/A     | $19690943.00       | $17245069.71       | Agency Mortgage-Backed Securities |
| GNMI SF AB1627 X | 2042-09-15      | 3.5000%  | N/A     | $298996.00         | $25374.00          | Agency Mortgage-Backed Securities |
| GNMI SF 711622 X | 2042-01-15      | 3.5000%  | N/A     | $25000000.00       | $7887497.86        | Agency Mortgage-Backed Securities |
| GNPL PN CP1089   | 2058-01-15      | 5.0400%  | N/A     | $4955112.00        | $4915766.18        | Agency Mortgage-Backed Securities |
| GNMI SF AC3733 X | 2042-12-15      | 2.5000%  | N/A     | $95000.00          | $12814.78          | Agency Mortgage-Backed Securities |
| GNII SF MB0556 M | 2055-06-20      | 5.5000%  | N/A     | $84893696.00       | $85907053.20       | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M | 2054-07-20      | 7.0000%  | N/A     | $245468.00         | $212150.51         | Agency Mortgage-Backed Securities |
| GNII SF DK7340 C | 2055-07-20      | 5.5000%  | N/A     | $2546632.00        | $2579871.46        | Agency Mortgage-Backed Securities |
| GNCL CL CP3666   | 2064-10-15      | 4.4700%  | N/A     | $18479840.00       | $17570422.44       | Agency Mortgage-Backed Securities |
| GNII SF DJ6568 C | 2055-05-20      | 6.5000%  | N/A     | $2077316.00        | $2164642.31        | Agency Mortgage-Backed Securities |
| GNPL PN CR2284   | 2057-12-15      | 4.8200%  | N/A     | $5063350.00        | $4960969.22        | Agency Mortgage-Backed Securities |
| GNII SF MA5655 M | 2038-06-20      | 6.0000%  | N/A     | $50000.00          | $7451.16           | Agency Mortgage-Backed Securities |
| GNII SF MA5018 M | 2048-02-20      | 3.0000%  | N/A     | $4487744.00        | $629167.47         | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M | 2048-11-20      | 5.0000%  | N/A     | $4762000.00        | $293280.21         | Agency Mortgage-Backed Securities |
| GNII SF MA5989 M | 2049-06-20      | 5.5000%  | N/A     | $516987.00         | $55445.23          | Agency Mortgage-Backed Securities |
| GNMI SF 740090 X | 2040-11-15      | 4.0000%  | N/A     | $25000.00          | $5814.56           | Agency Mortgage-Backed Securities |
| GNPL PN CP7958   | 2053-02-15      | 4.8500%  | N/A     | $1000000.00        | $973379.90         | Agency Mortgage-Backed Securities |
| GNII SF 737727 C | 2040-12-20      | 4.0000%  | N/A     | $835817.00         | $93056.37          | Agency Mortgage-Backed Securities |
| GNII SF DJ7763 C | 2055-04-20      | 6.5000%  | N/A     | $1266910.00        | $1315369.09        | Agency Mortgage-Backed Securities |
| GNII SF MA6066 M | 2034-08-20      | 4.0000%  | N/A     | $303714.00         | $53119.91          | Agency Mortgage-Backed Securities |
| GNPL PN CJ9074   | 2064-01-15      | 2.6300%  | N/A     | $7772128.00        | $6566763.52        | Agency Mortgage-Backed Securities |
| GNII SF MA5958 M | 2034-06-20      | 2.5000%  | N/A     | $316875.00         | $25202.89          | Agency Mortgage-Backed Securities |
| GNII SF DL6058 C | 2055-08-20      | 5.5000%  | N/A     | $892902.00         | $905442.61         | Agency Mortgage-Backed Securities |
| GNMI SF CK0445 X | 2052-02-15      | 4.0000%  | N/A     | $324075.00         | $218803.70         | Agency Mortgage-Backed Securities |
| GNII SF MB0552 M | 2055-07-20      | 3.5000%  | N/A     | $14892.00          | $13611.29          | Agency Mortgage-Backed Securities |
| GNMI SF 663800 X | 2037-01-15      | 5.5000%  | N/A     | $6007072.00        | $76982.27          | Agency Mortgage-Backed Securities |
| GNII SF MA5903 M | 2034-05-20      | 2.5000%  | N/A     | $183870.00         | $38863.07          | Agency Mortgage-Backed Securities |
| GNII SF DI0812 C | 2055-04-20      | 6.5000%  | N/A     | $1168686.00        | $1215723.06        | Agency Mortgage-Backed Securities |
| GNMI SF AA0271 X | 2042-04-15      | 3.5000%  | N/A     | $51839.00          | $33623.95          | Agency Mortgage-Backed Securities |
| GNII SF DG7462 C | 2055-06-20      | 6.5000%  | N/A     | $1127794.00        | $1183512.73        | Agency Mortgage-Backed Securities |
| GNPL PN CS2717   | 2058-04-15      | 4.7300%  | N/A     | $22438784.00       | $21907423.63       | Agency Mortgage-Backed Securities |
| GNII SF DK4048 C | 2055-06-20      | 5.5000%  | N/A     | $2478504.00        | $2508358.39        | Agency Mortgage-Backed Securities |
| GNII SF DK4926 C | 2051-06-20      | 6.5000%  | N/A     | $2995632.00        | $3130107.68        | Agency Mortgage-Backed Securities |
| GNPL PN CN0084   | 2063-12-15      | 3.9500%  | N/A     | $6562536.00        | $6098379.41        | Agency Mortgage-Backed Securities |
| GNPL PN CO3172   | 2057-08-15      | 3.7300%  | N/A     | $4835064.00        | $4398400.28        | Agency Mortgage-Backed Securities |
| GNII SF MA5269 M | 2048-06-20      | 6.5000%  | N/A     | $82690.00          | $9603.66           | Agency Mortgage-Backed Securities |
| GNII SF DH3070 C | 2055-02-20      | 6.5000%  | N/A     | $3019868.00        | $3133006.89        | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M | 2049-10-20      | 3.0000%  | N/A     | $13133952.00       | $2063595.35        | Agency Mortgage-Backed Securities |
| GNII SF MA1067 M | 2028-06-20      | 4.0000%  | N/A     | $2256364.00        | $18553.23          | Agency Mortgage-Backed Securities |
| GNPL PN CN7590   | 2057-09-15      | 4.1000%  | N/A     | $2500000.00        | $2331047.16        | Agency Mortgage-Backed Securities |
| GNMI SF 676935 X | 2038-04-15      | 5.5000%  | N/A     | $4267943.00        | $85864.84          | Agency Mortgage-Backed Securities |
| GNII SF 763349 C | 2041-05-20      | 5.0000%  | N/A     | $250000.00         | $35215.64          | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M | 2046-01-20      | 3.5000%  | N/A     | $4697000.00        | $470328.47         | Agency Mortgage-Backed Securities |
| GNII SF MA2370 M | 2044-11-20      | 3.0000%  | N/A     | $78778.00          | $7995.19           | Agency Mortgage-Backed Securities |
| GNII SF MA3521 M | 2046-03-20      | 3.5000%  | N/A     | $46553920.00       | $4616836.46        | Agency Mortgage-Backed Securities |
| GNII ET DD5254 C | 2064-07-20      | 2.5000%  | N/A     | $309699.00         | $247980.04         | Agency Mortgage-Backed Securities |

### Security 192: Bank of New York Mellon (The)

- **C.1 - Title:** Bank of New York Mellon (The)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAG7, C.4 - ISIN: US06428DAG79, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $3000115.80
- **C.18.a - Value (excl. sponsor support):** $3000115.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** BlackRock Funds

**Date:** 2025-09-05

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer