# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001145549-23-009735
**Filing Date:** 2023-2
**Character Count:** 230312
**Document Hash:** bcbb32da6a7af76e292165990582a4bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009735.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009735

**CONFORMED SUBMISSION TYPE**: N-MFP2/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20220531

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASTER INVESTMENT PORTFOLIO
- **CENTRAL INDEX KEY:** 0000915092
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP2/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 23664997

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 617 937 5524

**MAIL ADDRESS:**
- **STREET 1:** 200 CLARENDON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### Money Market Master Portfolio (Series ID: S000004283)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000012005 | Money Market Master Portfolio |  |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2/A

**Live/Test Flag:** —

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

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2022-05-31

**EDGAR Series Identifier:** S000004283

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

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

**Is Fund Liquidating?:** —

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

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

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

### Service Providers
| Item   | Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | BlackRock Advisors, LLC                                   |  |
| A.4    | Independent Public Accountant | PricewaterhouseCoopers<br>City: Philadelphia<br>State: PA |  |
| A.6    | Transfer Agent                | State Street Bank and Trust Company<br>CIK: 0000839287    | 085-05003         |

### Fund Characteristics & Assets

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

- **A.8 - Is this a Master Fund?:** Yes

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

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

- **A.11 - WAM:** 14 days

- **A.12 - WAL:** 84 days

- **Total Value of Portfolio Securities:** $66724781916.20

- **Amortized Cost of Portfolio Securities:** $30056090000.00

- **Cash:** $648387.18

- **Total Other Assets:** $32456417.82

- **Total Liabilities:** $117948817.93

- **Net Assets of Series:** $66639937903.27

- **Number of Shares Outstanding (Series):** 0.00

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

- **7-Day Gross Yield:** 0.0000%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $30801897075.41            |  | 47.5500%                   |
| Friday, Week 2 |  | $30515172630.32            |  | 48.2900%                   |
| Friday, Week 3 |  | $31423729275.18            |  | 49.0600%                   |
| Friday, Week 4 |  | $33177862101.15            |  | 50.9200%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

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

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1.00

- **B.3 - Net Assets of Class:** $66639937903.27

- **B.4 - Shares Outstanding:** 0.00

- **B.7.7 - 7-Day Net Yield:** 0.0000%

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

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC: Advisor Fee- $1,662,789

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $0.00

- **Gross Redemptions for month:** $0.00

## Part C: Schedule of Portfolio Securities

### Security 1: AT&T INC

- **C.1 - Title:** AT&T INC 1.316000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020A3G61, C.3 - LEI: 549300Z40J86GGSTL398
- **C.18 - Value (incl. sponsor support):** $266648628.00
- **C.18.a - Value (excl. sponsor support):** $266648628.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2022-07-06
- **C.12 - Maturity Date (WAL):** 2022-07-06
- **C.13 - Final Legal Maturity Date:** 2022-07-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627EAQ3, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $99708111.00
- **C.18.a - Value (excl. sponsor support):** $99708111.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2022-08-11
- **C.12 - Maturity Date (WAL):** 2022-08-11
- **C.13 - Final Legal Maturity Date:** 2022-08-11
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UBS AG

- **Amount Provided:** 1.0000

### Security 3: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 0.190000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05586FLC9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $287985012.48
- **C.18.a - Value (excl. sponsor support):** $287985012.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2022-06-03
- **C.12 - Maturity Date (WAL):** 2022-06-03
- **C.13 - Final Legal Maturity Date:** 2022-06-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 1.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05966DG30, C.4 - ISIN: US05966DG305, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $285126483.00
- **C.18.a - Value (excl. sponsor support):** $285126483.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-18
- **C.13 - Final Legal Maturity Date:** 2022-07-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 1.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05966DG63, C.4 - ISIN: US05966DG636, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $239064049.61
- **C.18.a - Value (excl. sponsor support):** $239064049.61
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2022-07-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 1.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05966DG71, C.4 - ISIN: US05966DG719, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $240070188.00
- **C.18.a - Value (excl. sponsor support):** $240070188.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-10-03
- **C.13 - Final Legal Maturity Date:** 2022-10-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER NEW YORK 1.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05966DJ29, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $300020979.00
- **C.18.a - Value (excl. sponsor support):** $300020979.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.2100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-11-09
- **C.13 - Final Legal Maturity Date:** 2022-11-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.960000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CAB1, C.3 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977
- **C.18 - Value (incl. sponsor support):** $39997336.40
- **C.18.a - Value (excl. sponsor support):** $39997336.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-22
- **C.13 - Final Legal Maturity Date:** 2022-06-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 1.380000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CAN5, C.3 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977
- **C.18 - Value (incl. sponsor support):** $238087062.78
- **C.18.a - Value (excl. sponsor support):** $238087062.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-03
- **C.13 - Final Legal Maturity Date:** 2023-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 1.084000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367CJ65, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $321040516.62
- **C.18.a - Value (excl. sponsor support):** $321040516.62
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 1.3900%
- **C.11 - Maturity Date (WAM):** 2022-07-15
- **C.12 - Maturity Date (WAL):** 2022-08-15
- **C.13 - Final Legal Maturity Date:** 2022-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 1.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367CPV3, C.4 - ISIN: US06367CPV36, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $333678565.08
- **C.18.a - Value (excl. sponsor support):** $333678565.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-09
- **C.13 - Final Legal Maturity Date:** 2023-01-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 1.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373L2E8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0000009622
- **C.18 - Value (incl. sponsor support):** $285470401.05
- **C.18.a - Value (excl. sponsor support):** $285470401.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-22
- **C.13 - Final Legal Maturity Date:** 2023-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 1.330000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373L2T5, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0000009622
- **C.18 - Value (incl. sponsor support):** $246024850.92
- **C.18.a - Value (excl. sponsor support):** $246024850.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-06-06
- **C.13 - Final Legal Maturity Date:** 2023-06-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 2.800000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373L2V0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0000009622
- **C.18 - Value (incl. sponsor support):** $200048472.00
- **C.18.a - Value (excl. sponsor support):** $200048472.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 2.7700%
- **C.11 - Maturity Date (WAM):** 2023-05-12
- **C.12 - Maturity Date (WAL):** 2023-05-12
- **C.13 - Final Legal Maturity Date:** 2023-05-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL           144A 1.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LAJ8, C.4 - ISIN: US06373LAJ89, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0000009622
- **C.18 - Value (incl. sponsor support):** $335687694.72
- **C.18.a - Value (excl. sponsor support):** $335687694.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-13
- **C.13 - Final Legal Maturity Date:** 2023-01-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 1.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LAP4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, CIK: 0000009622
- **C.18 - Value (incl. sponsor support):** $230675017.65
- **C.18.a - Value (excl. sponsor support):** $230675017.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-13
- **C.13 - Final Legal Maturity Date:** 2023-02-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MQE8, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $241989458.48
- **C.18.a - Value (excl. sponsor support):** $241989458.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.9800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-08
- **C.13 - Final Legal Maturity Date:** 2022-07-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MQQ1, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $99996583.00
- **C.18.a - Value (excl. sponsor support):** $99996583.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.9600%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-30
- **C.13 - Final Legal Maturity Date:** 2022-06-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MRS6, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $49956349.50
- **C.18.a - Value (excl. sponsor support):** $49956349.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-10-28
- **C.13 - Final Legal Maturity Date:** 2022-10-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MWH4, C.4 - ISIN: US06417MWH41, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $285185412.45
- **C.18.a - Value (excl. sponsor support):** $285185412.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-09-19
- **C.13 - Final Legal Maturity Date:** 2022-09-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MXE0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $229956541.50
- **C.18.a - Value (excl. sponsor support):** $229956541.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-05-05
- **C.13 - Final Legal Maturity Date:** 2023-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 0.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TG42, C.4 - ISIN: US06742TG420, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $341465508.72
- **C.18.a - Value (excl. sponsor support):** $341465508.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-03
- **C.13 - Final Legal Maturity Date:** 2023-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 1.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TG59, C.4 - ISIN: US06742TG594, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $49913778.50
- **C.18.a - Value (excl. sponsor support):** $49913778.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-15
- **C.13 - Final Legal Maturity Date:** 2023-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 1.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TH41, C.4 - ISIN: US06742TH410, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $199637932.00
- **C.18.a - Value (excl. sponsor support):** $199637932.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-16
- **C.13 - Final Legal Maturity Date:** 2023-02-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 1.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TK39, C.4 - ISIN: US06742TK398, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $332245852.64
- **C.18.a - Value (excl. sponsor support):** $332245852.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-09-16
- **C.13 - Final Legal Maturity Date:** 2022-09-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 1.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TM78, C.4 - ISIN: US06742TM782, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $200074508.00
- **C.18.a - Value (excl. sponsor support):** $200074508.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-04-05
- **C.13 - Final Legal Maturity Date:** 2023-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 0.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TZP4, C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452
- **C.18 - Value (incl. sponsor support):** $238165732.26
- **C.18.a - Value (excl. sponsor support):** $238165732.26
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.5800%
- **C.11 - Maturity Date (WAM):** 2022-09-01
- **C.12 - Maturity Date (WAL):** 2022-09-01
- **C.13 - Final Legal Maturity Date:** 2022-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBK GIRO 0.784000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07274MF18, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $499989110.00
- **C.18.a - Value (excl. sponsor support):** $499989110.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBK GIRO 0.789000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07274MF26, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $159992987.20
- **C.18.a - Value (excl. sponsor support):** $159992987.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 0.7900%
- **C.11 - Maturity Date (WAM):** 2022-06-02
- **C.12 - Maturity Date (WAL):** 2022-06-02
- **C.13 - Final Legal Maturity Date:** 2022-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBK GIRO 0.810000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07274MF75, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $499921250.00
- **C.18.a - Value (excl. sponsor support):** $499921250.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MCVW4, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $964000964.00
- **C.18.a - Value (excl. sponsor support):** $964000964.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 0.7900%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.830000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BF15, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $89997924.60
- **C.18.a - Value (excl. sponsor support):** $89997924.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** ROYAL BANK OF CANADA

- **Amount Provided:** 1.0000

### Security 33: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 1.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DLK2, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $94917445.00
- **C.18.a - Value (excl. sponsor support):** $94917445.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-13
- **C.13 - Final Legal Maturity Date:** 2023-01-13
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** ROYAL BANK OF CANADA

- **Amount Provided:** 1.0000

### Security 34: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 0.850000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MF17, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $596985904.83
- **C.18.a - Value (excl. sponsor support):** $596985904.83
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 35: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 0.850000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MF74, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $258957192.48
- **C.18.a - Value (excl. sponsor support):** $258957192.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 36: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.633000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606CSQ8, C.4 - ISIN: US13606CSQ86, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $325041115.75
- **C.18.a - Value (excl. sponsor support):** $325041115.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.5100%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 1.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KAH9, C.4 - ISIN: US13606KAH95, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $334708436.10
- **C.18.a - Value (excl. sponsor support):** $334708436.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-06
- **C.13 - Final Legal Maturity Date:** 2023-01-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 1.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KFX9, C.4 - ISIN: US13606KFX90, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $199954662.00
- **C.18.a - Value (excl. sponsor support):** $199954662.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-05-08
- **C.13 - Final Legal Maturity Date:** 2023-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 0.840000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537BF16
- **C.18 - Value (incl. sponsor support):** $483988708.28
- **C.18.a - Value (excl. sponsor support):** $483988708.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 0.8400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** NORDEA BANK AB

- **Amount Provided:** 1.0000

### Security 40: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 0.840000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JF27
- **C.18 - Value (incl. sponsor support):** $299985999.00
- **C.18.a - Value (excl. sponsor support):** $299985999.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.8400%
- **C.11 - Maturity Date (WAM):** 2022-06-02
- **C.12 - Maturity Date (WAL):** 2022-06-02
- **C.13 - Final Legal Maturity Date:** 2022-06-02
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 41: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 0.840000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JF35
- **C.18 - Value (incl. sponsor support):** $289979700.00
- **C.18.a - Value (excl. sponsor support):** $289979700.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.8400%
- **C.11 - Maturity Date (WAM):** 2022-06-03
- **C.12 - Maturity Date (WAL):** 2022-06-03
- **C.13 - Final Legal Maturity Date:** 2022-06-03
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 42: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 0.160000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17305TY30, C.3 - LEI: E57ODZWZ7FF32TWEFA76, CIK: 0000036684
- **C.18 - Value (incl. sponsor support):** $124987093.75
- **C.18.a - Value (excl. sponsor support):** $124987093.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.7800%
- **C.11 - Maturity Date (WAM):** 2022-06-06
- **C.12 - Maturity Date (WAL):** 2022-06-06
- **C.13 - Final Legal Maturity Date:** 2022-06-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 0.814000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327BF34, C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764
- **C.18 - Value (incl. sponsor support):** $236983924.29
- **C.18.a - Value (excl. sponsor support):** $236983924.29
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2022-06-03
- **C.12 - Maturity Date (WAL):** 2022-06-03
- **C.13 - Final Legal Maturity Date:** 2022-06-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 0.819000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327BF67, C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764
- **C.18 - Value (incl. sponsor support):** $42394212.40
- **C.18.a - Value (excl. sponsor support):** $42394212.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2022-06-06
- **C.12 - Maturity Date (WAL):** 2022-06-06
- **C.13 - Final Legal Maturity Date:** 2022-06-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LD90, C.4 - ISIN: US21684LD908
- **C.18 - Value (incl. sponsor support):** $165105408.60
- **C.18.a - Value (excl. sponsor support):** $165105408.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-12-22
- **C.13 - Final Legal Maturity Date:** 2022-12-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22552G6A3, C.4 - ISIN: US22552G6A38, C.3 - LEI: 549300D0YARF5HYP1809
- **C.18 - Value (incl. sponsor support):** $394403727.75
- **C.18.a - Value (excl. sponsor support):** $394403727.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-09
- **C.13 - Final Legal Maturity Date:** 2023-02-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 1.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22552GAK6, C.4 - ISIN: US22552GAK67, C.3 - LEI: 549300D0YARF5HYP1809
- **C.18 - Value (incl. sponsor support):** $225289788.75
- **C.18.a - Value (excl. sponsor support):** $225289788.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-05-01
- **C.13 - Final Legal Maturity Date:** 2023-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: CREDIT SUISSE AG (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT SUISSE AG (NEW YORK BRANCH) 1.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22552GAM2, C.3 - LEI: 549300D0YARF5HYP1809
- **C.18 - Value (incl. sponsor support):** $240245760.00
- **C.18.a - Value (excl. sponsor support):** $240245760.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-04-05
- **C.13 - Final Legal Maturity Date:** 2023-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: CROWN POINT CAPITAL COMPANY LLC

- **C.1 - Title:** CROWN POINT CAPITAL LLC    144A 1.480000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22845AH94, C.3 - LEI: 549300LXH4KLRKIKII81
- **C.18 - Value (incl. sponsor support):** $239334839.00
- **C.18.a - Value (excl. sponsor support):** $239334839.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-12-28
- **C.13 - Final Legal Maturity Date:** 2022-12-28
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** CREDIT SUISSE AG

- **Amount Provided:** 1.0000

### Security 50: CROWN POINT CAPITAL COMPANY LLC

- **C.1 - Title:** CROWN POINT CAPITAL LLC    144A 1.530000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22845AJ27, C.3 - LEI: 549300LXH4KLRKIKII81
- **C.18 - Value (incl. sponsor support):** $144299232.00
- **C.18.a - Value (excl. sponsor support):** $144299232.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-28
- **C.13 - Final Legal Maturity Date:** 2023-03-28
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** CREDIT SUISSE AG

- **Amount Provided:** 1.0000

### Security 51: CROWN POINT CAPITAL COMPANY LLC

- **C.1 - Title:** CROWN POINT CAPITAL LLC    144A 0.300000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22845AZQ6, C.3 - LEI: 549300LXH4KLRKIKII81
- **C.18 - Value (incl. sponsor support):** $473565864.52
- **C.18.a - Value (excl. sponsor support):** $473565864.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.7800%
- **C.11 - Maturity Date (WAM):** 2022-10-03
- **C.12 - Maturity Date (WAL):** 2022-10-03
- **C.13 - Final Legal Maturity Date:** 2022-10-03
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** CREDIT SUISSE AG

- **Amount Provided:** 1.0000

### Security 52: CROWN POINT CAPITAL COMPANY LLC

- **C.1 - Title:** CROWN POINT CAPITAL LLC 0.300000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22845AZU7, C.3 - LEI: 549300LXH4KLRKIKII81
- **C.18 - Value (incl. sponsor support):** $99482490.00
- **C.18.a - Value (excl. sponsor support):** $99482490.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2022-10-04
- **C.12 - Maturity Date (WAL):** 2022-10-04
- **C.13 - Final Legal Maturity Date:** 2022-10-04
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** CREDIT SUISSE AG

- **Amount Provided:** 1.0000

### Security 53: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 1.350000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K4MM3, C.3 - LEI: 549300GKFG0RYRRQ1414, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $330321872.10
- **C.18.a - Value (excl. sponsor support):** $330321872.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-09-28
- **C.13 - Final Legal Maturity Date:** 2022-09-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 1.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K4MN1, C.3 - LEI: 549300GKFG0RYRRQ1414, CIK: 0001498632
- **C.18 - Value (incl. sponsor support):** $142155553.90
- **C.18.a - Value (excl. sponsor support):** $142155553.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: ENBRIDGE (US) INC

- **C.1 - Title:** ENBRIDGE (US) INC 1.245000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29251VFD3, C.3 - LEI: 5493003FRODSVHJWFS32
- **C.18 - Value (incl. sponsor support):** $285871420.12
- **C.18.a - Value (excl. sponsor support):** $285871420.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2022-06-13
- **C.12 - Maturity Date (WAL):** 2022-06-13
- **C.13 - Final Legal Maturity Date:** 2022-06-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 0.794000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3F14
- **C.18 - Value (incl. sponsor support):** $379991617.20
- **C.18.a - Value (excl. sponsor support):** $379991617.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 0.7900%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 0.799000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3F22
- **C.18 - Value (incl. sponsor support):** $679969814.80
- **C.18.a - Value (excl. sponsor support):** $679969814.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2022-06-02
- **C.12 - Maturity Date (WAL):** 2022-06-02
- **C.13 - Final Legal Maturity Date:** 2022-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: GOLDMAN SACHS INTERNATIONAL

- **C.1 - Title:** GOLDMAN SACHS INTERNATIONAL 1.640000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38150UJP7, C.3 - LEI: W22LROWP2IHZNBB6K528
- **C.18 - Value (incl. sponsor support):** $348166388.50
- **C.18.a - Value (excl. sponsor support):** $348166388.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 1.6400%
- **C.11 - Maturity Date (WAM):** 2022-09-23
- **C.12 - Maturity Date (WAL):** 2022-09-23
- **C.13 - Final Legal Maturity Date:** 2022-09-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 0.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PFX8, C.4 - ISIN: US40054PFX87, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $139976120.20
- **C.18.a - Value (excl. sponsor support):** $139976120.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-26
- **C.13 - Final Legal Maturity Date:** 2022-07-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 0.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PGY5, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $179770114.80
- **C.18.a - Value (excl. sponsor support):** $179770114.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-18
- **C.13 - Final Legal Maturity Date:** 2023-01-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 0.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PHB4, C.4 - ISIN: US40054PHB40, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $236661902.91
- **C.18.a - Value (excl. sponsor support):** $236661902.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-17
- **C.13 - Final Legal Maturity Date:** 2023-02-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 0.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PHH1, C.4 - ISIN: US40054PHH10, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $230625666.81
- **C.18.a - Value (excl. sponsor support):** $230625666.81
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-09
- **C.13 - Final Legal Maturity Date:** 2023-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 0.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PHS7, C.4 - ISIN: US40054PHS74, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $240260222.40
- **C.18.a - Value (excl. sponsor support):** $240260222.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: HITACHI AMERICA CAPITAL LTD

- **C.1 - Title:** HITACHI AMERICA CAPITAL LTD 1.013000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 4335P3F80, C.3 - LEI: 549300FT5PAYBG3RQJ06
- **C.18 - Value (incl. sponsor support):** $281936518.98
- **C.18.a - Value (excl. sponsor support):** $281936518.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2022-06-08
- **C.12 - Maturity Date (WAL):** 2022-06-08
- **C.13 - Final Legal Maturity Date:** 2022-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 0.890000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AJ0, C.4 - ISIN: US477181AJ00
- **C.18 - Value (incl. sponsor support):** $38855000.00
- **C.18.a - Value (excl. sponsor support):** $38855000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.8900%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** 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 66: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 0.890000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72
- **C.18 - Value (incl. sponsor support):** $2400000.00
- **C.18.a - Value (excl. sponsor support):** $2400000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 0.8900%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** 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 67: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 0.890000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AL5, C.4 - ISIN: US477181AL55
- **C.18 - Value (incl. sponsor support):** $33800000.00
- **C.18.a - Value (excl. sponsor support):** $33800000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.8900%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** 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 68: JETS STADIUM FINANCE ISSUER 2015 LLC

- **C.1 - Title:** JETS STADIUM FINANCE ISSUER 2015 L 144A 0.890000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73
- **C.18 - Value (incl. sponsor support):** $118395000.00
- **C.18.a - Value (excl. sponsor support):** $118395000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.8900%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** 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 69: KOOKMIN BANK (NEW YORK)

- **C.1 - Title:** KOOKMIN BANK (NEW YORK) 1.624000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 48668MU50, C.4 - ISIN: US48668MU506, C.3 - LEI: 549300XXMOJSIW8P4769
- **C.18 - Value (incl. sponsor support):** $96015054.72
- **C.18.a - Value (excl. sponsor support):** $96015054.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2022-08-17
- **C.12 - Maturity Date (WAL):** 2022-11-17
- **C.13 - Final Legal Maturity Date:** 2022-11-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: KOOKMIN BANK (NEW YORK)

- **C.1 - Title:** KOOKMIN BANK (NEW YORK) 1.685000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 48668MU68, C.4 - ISIN: US48668MU688, C.3 - LEI: 549300XXMOJSIW8P4769
- **C.18 - Value (incl. sponsor support):** $145053531.10
- **C.18.a - Value (excl. sponsor support):** $145053531.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-08-22
- **C.12 - Maturity Date (WAL):** 2022-11-21
- **C.13 - Final Legal Maturity Date:** 2022-11-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: KOOKMIN BANK (NEW YORK)

- **C.1 - Title:** KOOKMIN BANK (NEW YORK) 0.684000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 48668MU92, C.4 - ISIN: US48668MU928, C.3 - LEI: 549300XXMOJSIW8P4769
- **C.18 - Value (incl. sponsor support):** $105843226.00
- **C.18.a - Value (excl. sponsor support):** $105843226.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.7300%
- **C.11 - Maturity Date (WAM):** 2022-06-06
- **C.12 - Maturity Date (WAL):** 2022-12-02
- **C.13 - Final Legal Maturity Date:** 2022-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: KOOKMIN BANK

- **C.1 - Title:** KOOKMIN BANK MTN 144A 1.027883%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 500498AF7, C.4 - ISIN: US500498AF76, C.3 - LEI: 549300XXMOJSIW8P4769
- **C.18 - Value (incl. sponsor support):** $109968471.80
- **C.18.a - Value (excl. sponsor support):** $109968471.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.0300%
- **C.11 - Maturity Date (WAM):** 2022-06-10
- **C.12 - Maturity Date (WAL):** 2023-06-09
- **C.13 - Final Legal Maturity Date:** 2023-06-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: KOOKMIN BANK

- **C.1 - Title:** KOOKMIN BANK MTN 144A 1.363000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 50049MAF6, C.4 - ISIN: US50049MAF68, C.3 - LEI: 549300XXMOJSIW8P4769
- **C.18 - Value (incl. sponsor support):** $167837024.88
- **C.18.a - Value (excl. sponsor support):** $167837024.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-11-03
- **C.13 - Final Legal Maturity Date:** 2022-11-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.799000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X1F16, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $39999112.40
- **C.18.a - Value (excl. sponsor support):** $39999112.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW  YORK BRANCH) 0.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501HV22, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $750001372.50
- **C.18.a - Value (excl. sponsor support):** $750001372.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2022-06-02
- **C.12 - Maturity Date (WAL):** 2022-06-02
- **C.13 - Final Legal Maturity Date:** 2022-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC         144A 1.080000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GAS2, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $399471200.00
- **C.18.a - Value (excl. sponsor support):** $399471200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-21
- **C.13 - Final Legal Maturity Date:** 2023-02-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** MACQUARIE BANK LTD

- **Amount Provided:** 1.0000

### Security 77: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS NEW 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947BF88, C.4 - ISIN: US53947BF880, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $84873776.70
- **C.18.a - Value (excl. sponsor support):** $84873776.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-06
- **C.13 - Final Legal Maturity Date:** 2023-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS NEW 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947BF96, C.4 - ISIN: US53947BF963, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $156770698.36
- **C.18.a - Value (excl. sponsor support):** $156770698.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-03
- **C.13 - Final Legal Maturity Date:** 2023-02-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS NEW YORK BRANCH PLC 1.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947BG79, C.4 - ISIN: US53947BG797, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $239252878.73
- **C.18.a - Value (excl. sponsor support):** $239252878.73
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-12-22
- **C.13 - Final Legal Maturity Date:** 2022-12-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS NEW YORK BRANCH PLC 1.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947BG95, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $237262937.28
- **C.18.a - Value (excl. sponsor support):** $237262937.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-04-06
- **C.13 - Final Legal Maturity Date:** 2023-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TG53, C.4 - ISIN: US55380TG536, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $249706590.00
- **C.18.a - Value (excl. sponsor support):** $249706590.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-23
- **C.13 - Final Legal Maturity Date:** 2023-01-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TG61, C.4 - ISIN: US55380TG619, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $249705352.50
- **C.18.a - Value (excl. sponsor support):** $249705352.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-24
- **C.13 - Final Legal Maturity Date:** 2023-01-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 1.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TK90, C.4 - ISIN: US55380TK900, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $374489805.00
- **C.18.a - Value (excl. sponsor support):** $374489805.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-10
- **C.13 - Final Legal Maturity Date:** 2023-03-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 1.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TL65, C.4 - ISIN: US55380TL650, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $254647434.45
- **C.18.a - Value (excl. sponsor support):** $254647434.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-13
- **C.13 - Final Legal Maturity Date:** 2023-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 1.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TP95, C.4 - ISIN: US55380TP958, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $192019255.68
- **C.18.a - Value (excl. sponsor support):** $192019255.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-08
- **C.13 - Final Legal Maturity Date:** 2022-06-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 0.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TXV7, C.4 - ISIN: US55380TXV78, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $146477451.83
- **C.18.a - Value (excl. sponsor support):** $146477451.83
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.9400%
- **C.11 - Maturity Date (WAM):** 2022-10-31
- **C.12 - Maturity Date (WAL):** 2022-10-31
- **C.13 - Final Legal Maturity Date:** 2022-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 1.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TY95, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $295044733.80
- **C.18.a - Value (excl. sponsor support):** $295044733.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-11-10
- **C.13 - Final Legal Maturity Date:** 2022-11-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 0.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380TYJ3, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $261337461.28
- **C.18.a - Value (excl. sponsor support):** $261337461.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2022-10-24
- **C.12 - Maturity Date (WAL):** 2022-10-24
- **C.13 - Final Legal Maturity Date:** 2022-10-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 1.891000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LKH6, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $129050823.20
- **C.18.a - Value (excl. sponsor support):** $129050823.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2022-10-17
- **C.12 - Maturity Date (WAL):** 2022-10-17
- **C.13 - Final Legal Maturity Date:** 2022-10-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 1.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NJZ4, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $399720188.00
- **C.18.a - Value (excl. sponsor support):** $399720188.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 1.5100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-04
- **C.13 - Final Legal Maturity Date:** 2023-01-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 1.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NKB5, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $239822400.00
- **C.18.a - Value (excl. sponsor support):** $239822400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-09
- **C.13 - Final Legal Maturity Date:** 2023-01-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 1.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NKC3, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $214870570.00
- **C.18.a - Value (excl. sponsor support):** $214870570.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-09
- **C.13 - Final Legal Maturity Date:** 2023-01-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 1.110000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NKF6, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $191863296.00
- **C.18.a - Value (excl. sponsor support):** $191863296.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-12-15
- **C.13 - Final Legal Maturity Date:** 2022-12-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 1.110000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NKH2, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $99939400.00
- **C.18.a - Value (excl. sponsor support):** $99939400.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-12-14
- **C.13 - Final Legal Maturity Date:** 2022-12-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD         144A 1.100000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NKL3, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $249741750.00
- **C.18.a - Value (excl. sponsor support):** $249741750.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 1.380000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NLB4, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $285238260.00
- **C.18.a - Value (excl. sponsor support):** $285238260.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 1.400000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NLG3, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $200037200.00
- **C.18.a - Value (excl. sponsor support):** $200037200.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-24
- **C.13 - Final Legal Maturity Date:** 2022-06-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD         144A 1.500000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NLM0, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $238448868.00
- **C.18.a - Value (excl. sponsor support):** $238448868.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-24
- **C.13 - Final Legal Maturity Date:** 2023-03-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9032 TRUST

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 1.240000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HEC9, C.4 - ISIN: US60700HEC97
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2022-08-29
- **C.12 - Maturity Date (WAL):** 2022-08-29
- **C.13 - Final Legal Maturity Date:** 2027-09-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 100: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 1.070000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92
- **C.18 - Value (incl. sponsor support):** $34170000.00
- **C.18.a - Value (excl. sponsor support):** $34170000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **Characteristics:** 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 101: ARIZONA ST INDL DEV AUTH EDU REVENUE

- **C.1 - Title:** ARIZONA INDL DEV AUTH WHITE OA 144A 1.090000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HGX1, C.4 - ISIN: US60700HGX17
- **C.18 - Value (incl. sponsor support):** $120647878.00
- **C.18.a - Value (excl. sponsor support):** $120647878.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2041-02-15
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 102: TAXABLE TENDER OPTION BOND SERIES 2021-MIZ9064TX TRUST

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 0.590000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HHK8, C.4 - ISIN: US60700HHK86
- **C.18 - Value (incl. sponsor support):** $2905000.00
- **C.18.a - Value (excl. sponsor support):** $2905000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2056-11-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 103: TAXABLE TENDER OPTION BOND SERIES 2021-MIZ9070TX TRUST

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 1.240000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HHY8, C.4 - ISIN: US60700HHY80
- **C.18 - Value (incl. sponsor support):** $76000000.00
- **C.18.a - Value (excl. sponsor support):** $76000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2022-08-29
- **C.12 - Maturity Date (WAL):** 2022-08-29
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 104: TAXABLE TENDER OPTION BOND SERIES 2021-MIZ9071TX TRUST

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 1.240000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HJF7, C.4 - ISIN: US60700HJF73
- **C.18 - Value (incl. sponsor support):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2022-08-29
- **C.12 - Maturity Date (WAL):** 2022-08-29
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 105: OHIO HOUSING FINANCE AGENCY

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 1.090000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HJN0, C.4 - ISIN: US60700HJN08, C.3 - LEI: 549300K10X7VPG6JVX38
- **C.18 - Value (incl. sponsor support):** $6905000.00
- **C.18.a - Value (excl. sponsor support):** $6905000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2023-05-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 106: TAXABLE TENDER OPTION BOND SERIES 2021-MIZ9077TX TRUST

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 1.090000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HJQ3, C.4 - ISIN: US60700HJQ39
- **C.18 - Value (incl. sponsor support):** $11670000.00
- **C.18.a - Value (excl. sponsor support):** $11670000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2060-10-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 107: OHIO HOUSING FINANCE AGENCY

- **C.1 - Title:** MIZUHO FLOATER / RESIDUAL TR V 144A 0.370000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HKG3, C.4 - ISIN: US60700HKG38, C.3 - LEI: 549300K10X7VPG6JVX38
- **C.18 - Value (incl. sponsor support):** $115400000.00
- **C.18.a - Value (excl. sponsor support):** $115400000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2039-07-01
- **Characteristics:** 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 108: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710RRK3, C.4 - ISIN: US60710RRK31, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $299480385.00
- **C.18.a - Value (excl. sponsor support):** $299480385.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-27
- **C.13 - Final Legal Maturity Date:** 2023-01-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAC1, C.4 - ISIN: US62630WAC10
- **C.18 - Value (incl. sponsor support):** $3900000.00
- **C.18.a - Value (excl. sponsor support):** $3900000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2047-03-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 110: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.060000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36
- **C.18 - Value (incl. sponsor support):** $3170000.00
- **C.18.a - Value (excl. sponsor support):** $3170000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **Characteristics:** 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 111: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.060000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61
- **C.18 - Value (incl. sponsor support):** $61710000.00
- **C.18.a - Value (excl. sponsor support):** $61710000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **Characteristics:** 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 112: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBA4, C.4 - ISIN: US62630WBA45
- **C.18 - Value (incl. sponsor support):** $66535000.00
- **C.18.a - Value (excl. sponsor support):** $66535000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2029-05-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 113: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCQ8, C.4 - ISIN: US62630WCQ87
- **C.18 - Value (incl. sponsor support):** $3055000.00
- **C.18.a - Value (excl. sponsor support):** $3055000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2030-12-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 114: PUBLIC FINANCE AUTHORITY WISCONSIN

- **C.1 - Title:** PUBLIC FIN AUTH WIS HEALTHCARE 144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCW5, C.4 - ISIN: US62630WCW55, C.3 - LEI: 5493004S6D3NA627K012
- **C.18 - Value (incl. sponsor support):** $6145000.00
- **C.18.a - Value (excl. sponsor support):** $6145000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2024-11-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 115: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCZ8, C.4 - ISIN: US62630WCZ86
- **C.18 - Value (incl. sponsor support):** $1215000.00
- **C.18.a - Value (excl. sponsor support):** $1215000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2025-01-16
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 116: TAXABLE MUNICIPAL FUNDING TRUST SERIES 2020-011

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WEL7, C.4 - ISIN: US62630WEL72
- **C.18 - Value (incl. sponsor support):** $160010000.00
- **C.18.a - Value (excl. sponsor support):** $160010000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2030-09-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 117: TAXABLE MUNICIPAL FUNDING TRUST SERIES 2020-012

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.060000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WET0, C.4 - ISIN: US62630WET09
- **C.18 - Value (incl. sponsor support):** $11390000.00
- **C.18.a - Value (excl. sponsor support):** $11390000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.0600%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2030-09-01
- **Characteristics:** 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 118: TAXABLE MUNICIPAL FUNDING TRUST SERIES 2021-001

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WFM4, C.4 - ISIN: US62630WFM47
- **C.18 - Value (incl. sponsor support):** $119905000.00
- **C.18.a - Value (excl. sponsor support):** $119905000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2031-02-01
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 119: TAXABLE MUNICIPAL FUNDING TRUST SERIES 2021-002

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WFV4, C.4 - ISIN: US62630WFV46
- **C.18 - Value (incl. sponsor support):** $71300000.00
- **C.18.a - Value (excl. sponsor support):** $71300000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2056-05-15
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 120: TAXABLE MUNICIPAL FUNDING TRUST SERIES 2021-004

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WGF8, C.4 - ISIN: US62630WGF86
- **C.18 - Value (incl. sponsor support):** $33260000.00
- **C.18.a - Value (excl. sponsor support):** $33260000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2054-11-15
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 121: TAXABLE MUNICIPAL FUNDING TRUST SERIES 2021-008

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS   144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WJY4, C.4 - ISIN: US62630WJY49
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2023-12-31
- **Characteristics:** 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 122: TAXABLE MUNICIPAL FUNDING TRUST SERIES 2021-010

- **C.1 - Title:** TAXABLE MUNICIPAL FUNDING TRUST SE 144A 1.110000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WMB0, C.4 - ISIN: US62630WMB09
- **C.18 - Value (incl. sponsor support):** $555995000.00
- **C.18.a - Value (excl. sponsor support):** $555995000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-07-05
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 123: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FIN AUTH N H INDL DEV 144A 0.910000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **Characteristics:** 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 124: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873QQA5, C.4 - ISIN: US63873QQA57, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $492985259.30
- **C.18.a - Value (excl. sponsor support):** $492985259.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 0.9800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-07
- **C.13 - Final Legal Maturity Date:** 2022-07-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.220000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873QQK3, C.4 - ISIN: US63873QQK30, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $374913450.00
- **C.18.a - Value (excl. sponsor support):** $374913450.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-08-05
- **C.13 - Final Legal Maturity Date:** 2022-08-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873QQY3, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $139148380.00
- **C.18.a - Value (excl. sponsor support):** $139148380.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2022-10-20
- **C.12 - Maturity Date (WAL):** 2022-10-20
- **C.13 - Final Legal Maturity Date:** 2022-10-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873QSM7, C.4 - ISIN: US63873QSM77, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $286632088.96
- **C.18.a - Value (excl. sponsor support):** $286632088.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.2400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP 1.752000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KKM5, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $69512846.90
- **C.18.a - Value (excl. sponsor support):** $69512846.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.7500%
- **C.11 - Maturity Date (WAM):** 2022-10-21
- **C.12 - Maturity Date (WAL):** 2022-10-21
- **C.13 - Final Legal Maturity Date:** 2022-10-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 1.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UQY1, C.4 - ISIN: US65558UQY19, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $105055445.25
- **C.18.a - Value (excl. sponsor support):** $105055445.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 1.2200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-12-23
- **C.13 - Final Legal Maturity Date:** 2022-12-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033MG76, C.4 - ISIN: US69033MG761, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $143915616.00
- **C.18.a - Value (excl. sponsor support):** $143915616.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-12-23
- **C.13 - Final Legal Maturity Date:** 2022-12-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION 1.180000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033MM53, C.4 - ISIN: US69033MM538, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250017520.00
- **C.18.a - Value (excl. sponsor support):** $250017520.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 1.1600%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-11-09
- **C.13 - Final Legal Maturity Date:** 2022-11-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: PROTECTIVE LIFE GLOBAL FUNDING

- **C.1 - Title:** PROTECTIVE LIFE GLOBAL FUNDING MTN 144A 0.780000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 74368CBN3, C.4 - ISIN: US74368CBN39, C.3 - LEI: 635400EVYITCJYWL2I50
- **C.18 - Value (incl. sponsor support):** $171535821.65
- **C.18.a - Value (excl. sponsor support):** $171535821.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-31
- **C.13 - Final Legal Maturity Date:** 2023-03-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: RIB FLOATER TR VARIOUS STS

- **C.1 - Title:** RIB FLOATER TR VARIOUS STS 144A 1.200000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 76252PGB9, C.4 - ISIN: US76252PGB94
- **C.18 - Value (incl. sponsor support):** $15695000.00
- **C.18.a - Value (excl. sponsor support):** $15695000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2022-08-15
- **Characteristics:** 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? No, C.23 Categorized at Level 3? No

### Security 134: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78012U3B9, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $84896811.70
- **C.18.a - Value (excl. sponsor support):** $84896811.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-11
- **C.13 - Final Legal Maturity Date:** 2023-01-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 1.330000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WBJ2, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653
- **C.18 - Value (incl. sponsor support):** $238117096.00
- **C.18.a - Value (excl. sponsor support):** $238117096.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-09-19
- **C.13 - Final Legal Maturity Date:** 2022-09-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 1.823000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83368YHP5, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, CIK: 0001335977
- **C.18 - Value (incl. sponsor support):** $175721706.00
- **C.18.a - Value (excl. sponsor support):** $175721706.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.8200%
- **C.11 - Maturity Date (WAM):** 2022-10-21
- **C.12 - Maturity Date (WAL):** 2022-10-21
- **C.13 - Final Legal Maturity Date:** 2022-10-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 0.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VP38, C.4 - ISIN: US85325VP383, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $299902254.00
- **C.18.a - Value (excl. sponsor support):** $299902254.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-09-02
- **C.13 - Final Legal Maturity Date:** 2022-09-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK  (NEW YORK BRANCH) 1.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VX54, C.4 - ISIN: US85325VX544, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $315438366.88
- **C.18.a - Value (excl. sponsor support):** $315438366.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 1.3100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-13
- **C.13 - Final Legal Maturity Date:** 2023-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK  (NEW YORK BRANCH) 1.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VY53, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $156045322.68
- **C.18.a - Value (excl. sponsor support):** $156045322.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.9400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-23
- **C.13 - Final Legal Maturity Date:** 2022-06-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 1.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VZ37, C.4 - ISIN: US85325VZ374, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $333103682.88
- **C.18.a - Value (excl. sponsor support):** $333103682.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-18
- **C.13 - Final Legal Maturity Date:** 2022-07-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 1.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VZR4, C.4 - ISIN: US85325VZR40, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $174988178.75
- **C.18.a - Value (excl. sponsor support):** $174988178.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.3400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-05-04
- **C.13 - Final Legal Maturity Date:** 2023-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565C3X5, C.4 - ISIN: US86565C3X53, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $144999660.70
- **C.18.a - Value (excl. sponsor support):** $144999660.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.9500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-27
- **C.13 - Final Legal Maturity Date:** 2022-06-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565C4G1, C.4 - ISIN: US86565C4G12, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $177966496.84
- **C.18.a - Value (excl. sponsor support):** $177966496.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-29
- **C.13 - Final Legal Maturity Date:** 2022-07-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565C7A1, C.4 - ISIN: US86565C7A15, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $134629139.72
- **C.18.a - Value (excl. sponsor support):** $134629139.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-09-23
- **C.13 - Final Legal Maturity Date:** 2022-09-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565FET5, C.4 - ISIN: US86565FET57, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $474432641.00
- **C.18.a - Value (excl. sponsor support):** $474432641.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 1.2600%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-03
- **C.13 - Final Legal Maturity Date:** 2023-01-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565FEU2, C.4 - ISIN: US86565FEU21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $239655244.80
- **C.18.a - Value (excl. sponsor support):** $239655244.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-20
- **C.13 - Final Legal Maturity Date:** 2023-01-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565FEV0, C.4 - ISIN: US86565FEV04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $396412046.97
- **C.18.a - Value (excl. sponsor support):** $396412046.97
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 1.2900%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-23
- **C.13 - Final Legal Maturity Date:** 2023-01-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565FEW8, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $238617956.11
- **C.18.a - Value (excl. sponsor support):** $238617956.11
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-01-30
- **C.13 - Final Legal Maturity Date:** 2023-01-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565FFH0, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $232568064.60
- **C.18.a - Value (excl. sponsor support):** $232568064.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 1.3200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-13
- **C.13 - Final Legal Maturity Date:** 2023-02-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565FLD2, C.4 - ISIN: US86565FLD23, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $260009635.60
- **C.18.a - Value (excl. sponsor support):** $260009635.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.3800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-05-03
- **C.13 - Final Legal Maturity Date:** 2023-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565FLE0, C.4 - ISIN: US86565FLE06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350173005.00
- **C.18.a - Value (excl. sponsor support):** $350173005.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 1.4000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-06-01
- **C.13 - Final Legal Maturity Date:** 2023-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB  (NEW YORK BRANCH) 1.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959RYE4, C.4 - ISIN: US86959RYE43, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $285198100.65
- **C.18.a - Value (excl. sponsor support):** $285198100.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-09-19
- **C.13 - Final Legal Maturity Date:** 2022-09-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: TENDER OPT BD TR RCPTS / CTFS

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 1.020000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034W7M0, C.4 - ISIN: US88034W7M06
- **C.18 - Value (incl. sponsor support):** $16005000.00
- **C.18.a - Value (excl. sponsor support):** $16005000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2050-05-15
- **Characteristics:** 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 154: TAXABLE TENDER OPTION BOND SERIES 2021-XFT1210 TRUST

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 1.020000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034XUT7, C.4 - ISIN: US88034XUT70
- **C.18 - Value (incl. sponsor support):** $15115000.00
- **C.18.a - Value (excl. sponsor support):** $15115000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2052-11-15
- **Characteristics:** 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 155: TAXABLE TENDER OPTION BOND SERIES 2021-XMT0951 TRUST

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 1.020000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034YFU9, C.4 - ISIN: US88034YFU91
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **Characteristics:** 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 156: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114WDM4, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $278902210.50
- **C.18.a - Value (excl. sponsor support):** $278902210.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-08-15
- **C.13 - Final Legal Maturity Date:** 2022-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114WWA9, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $332999750.25
- **C.18.a - Value (excl. sponsor support):** $332999750.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 1.3300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-06-02
- **C.13 - Final Legal Maturity Date:** 2023-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114WWC5, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $224978958.00
- **C.18.a - Value (excl. sponsor support):** $224978958.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 2.8000%
- **C.11 - Maturity Date (WAM):** 2023-05-08
- **C.12 - Maturity Date (WAL):** 2023-05-08
- **C.13 - Final Legal Maturity Date:** 2023-05-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114WWP6, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $204014671.68
- **C.18.a - Value (excl. sponsor support):** $204014671.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 2.8900%
- **C.11 - Maturity Date (WAM):** 2023-05-31
- **C.12 - Maturity Date (WAL):** 2023-05-31
- **C.13 - Final Legal Maturity Date:** 2023-05-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION 1.280000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DUE7, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $187963411.44
- **C.18.a - Value (excl. sponsor support):** $187963411.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 1.3000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-03-31
- **C.13 - Final Legal Maturity Date:** 2023-03-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 0.930000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TJL0, C.4 - ISIN: US89236TJL08, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $339672955.44
- **C.18.a - Value (excl. sponsor support):** $339672955.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-08-15
- **C.13 - Final Legal Maturity Date:** 2022-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 0.780000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TJR7, C.4 - ISIN: US89236TJR77, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $133907187.12
- **C.18.a - Value (excl. sponsor support):** $133907187.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-12-14
- **C.13 - Final Legal Maturity Date:** 2022-12-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG LONDON              144A 0.240000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JNA0
- **C.18 - Value (incl. sponsor support):** $429946391.90
- **C.18.a - Value (excl. sponsor support):** $429946391.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-13
- **C.13 - Final Legal Maturity Date:** 2022-07-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH)     144A 0.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JNF9
- **C.18 - Value (incl. sponsor support):** $167927719.68
- **C.18.a - Value (excl. sponsor support):** $167927719.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-09-22
- **C.13 - Final Legal Maturity Date:** 2022-09-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 1.080000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JNM4
- **C.18 - Value (incl. sponsor support):** $99931649.00
- **C.18.a - Value (excl. sponsor support):** $99931649.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-12-02
- **C.13 - Final Legal Maturity Date:** 2022-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 1.080000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JNN2
- **C.18 - Value (incl. sponsor support):** $380710843.86
- **C.18.a - Value (excl. sponsor support):** $380710843.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-12-02
- **C.13 - Final Legal Maturity Date:** 2022-12-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH)     144A 1.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JNU6
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2023-02-23
- **C.13 - Final Legal Maturity Date:** 2023-02-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 1.086000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351XGC1
- **C.18 - Value (incl. sponsor support):** $204740265.00
- **C.18.a - Value (excl. sponsor support):** $204740265.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.0900%
- **C.11 - Maturity Date (WAM):** 2022-07-12
- **C.12 - Maturity Date (WAL):** 2022-07-12
- **C.13 - Final Legal Maturity Date:** 2022-07-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAP CO LLC 144A 0.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N2H1, C.4 - ISIN: US93930N2H17
- **C.18 - Value (incl. sponsor support):** $79988712.00
- **C.18.a - Value (excl. sponsor support):** $79988712.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **C.11 - Maturity Date (WAM):** 2022-06-09
- **C.12 - Maturity Date (WAL):** 2022-06-09
- **C.13 - Final Legal Maturity Date:** 2022-06-09
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** GOLDMAN SACHS & CO LLC

- **Amount Provided:** 1.0000

### Security 170: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAP 0.400000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N2J7
- **C.18 - Value (incl. sponsor support):** $189975554.60
- **C.18.a - Value (excl. sponsor support):** $189975554.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **C.11 - Maturity Date (WAM):** 2022-06-09
- **C.12 - Maturity Date (WAL):** 2022-06-09
- **C.13 - Final Legal Maturity Date:** 2022-06-09
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** GOLDMAN SACHS & CO LLC

- **Amount Provided:** 1.0000

### Security 171: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAP 0.500000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N2K4
- **C.18 - Value (incl. sponsor support):** $39887723.20
- **C.18.a - Value (excl. sponsor support):** $39887723.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2022-09-01
- **C.12 - Maturity Date (WAL):** 2022-09-01
- **C.13 - Final Legal Maturity Date:** 2022-09-01
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** GOLDMAN SACHS & CO LLC

- **Amount Provided:** 1.0000

### Security 172: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAP 0.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N2L2
- **C.18 - Value (incl. sponsor support):** $94223090.00
- **C.18.a - Value (excl. sponsor support):** $94223090.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 2.2300%
- **C.11 - Maturity Date (WAM):** 2022-11-30
- **C.12 - Maturity Date (WAL):** 2022-11-30
- **C.13 - Final Legal Maturity Date:** 2022-11-30
- **Characteristics:** 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** GOLDMAN SACHS & CO LLC

- **Amount Provided:** 1.0000

### Security 173: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 1.673000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1KE6, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $99367978.00
- **C.18.a - Value (excl. sponsor support):** $99367978.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2022-10-14
- **C.12 - Maturity Date (WAL):** 2022-10-14
- **C.13 - Final Legal Maturity Date:** 2022-10-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 0.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130ALH9, C.4 - ISIN: US96130ALH94, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $35275640.00
- **C.18.a - Value (excl. sponsor support):** $35275640.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2022-11-04
- **C.12 - Maturity Date (WAL):** 2022-11-04
- **C.13 - Final Legal Maturity Date:** 2022-11-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 0.500000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, CIK: 0000753835, C.5 - Other ID: BRT5BLP44
- **C.18 - Value (incl. sponsor support):** $219000000.00
- **C.18.a - Value (excl. sponsor support):** $219000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.9200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.590000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRT7ER652
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.510000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRT7ERCY2
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.9200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRT7G0VZ5
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.9400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES L 0.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRT7G0WU5
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.7600%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 1.310000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTC49TA6
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: HSBC SECURITIES (USA) INC

- **C.1 - Title:** TRI-PARTY HSBC SECURITIES (USA) INC 0.940000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: CYYGQCGNHMHPSMRL3R97, CIK: 0000853784, C.5 - Other ID: BRTK3MYH9
- **C.18 - Value (incl. sponsor support):** $59000000.00
- **C.18.a - Value (excl. sponsor support):** $59000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.9400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: HSBC SECURITIES (USA) INC

- **C.1 - Title:** TRI-PARTY HSBC SECURITIES (USA) INC 1.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: CYYGQCGNHMHPSMRL3R97, CIK: 0000853784, C.5 - Other ID: BRTK3N6N5
- **C.18 - Value (incl. sponsor support):** $10500000.00
- **C.18.a - Value (excl. sponsor support):** $10500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.0200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRW2XJPL0
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 1.1700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** 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 184: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRW4JJTB0
- **C.18 - Value (incl. sponsor support):** $581000000.00
- **C.18.a - Value (excl. sponsor support):** $581000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** 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 185: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 0.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRW767N78
- **C.18 - Value (incl. sponsor support):** $460000000.00
- **C.18.a - Value (excl. sponsor support):** $460000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 0.9200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 1.140000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRWHFRU25
- **C.18 - Value (incl. sponsor support):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2022-07-05
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, 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: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 1.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRWHFV7H9
- **C.18 - Value (incl. sponsor support):** $198000000.00
- **C.18.a - Value (excl. sponsor support):** $198000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-08-04
- **C.13 - Final Legal Maturity Date:** 2022-08-04
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, 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: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 1.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: AC28XWWI3WIBK2824319, CIK: 0001197490, C.5 - Other ID: BRWL2H6D5
- **C.18 - Value (incl. sponsor support):** $226000000.00
- **C.18.a - Value (excl. sponsor support):** $226000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2022-07-05
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, 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: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 1.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRWLRUWP3
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.0700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2022-07-05
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, 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: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 0.900000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: SUVUFHICNZMP2WKHG940, CIK: 0001335977, C.5 - Other ID: BRWPU4NG8
- **C.18 - Value (incl. sponsor support):** $131000000.00
- **C.18.a - Value (excl. sponsor support):** $131000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.9000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 1.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRWRJSTR4
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.0400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE 0.870000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, CIK: 0001456764, C.5 - Other ID: BRWRNDEA5
- **C.18 - Value (incl. sponsor support):** $1206000000.00
- **C.18.a - Value (excl. sponsor support):** $1206000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 0.8700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** 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 193: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 1.150000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, CIK: 0000753835, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 1.1500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-09-03
- **C.13 - Final Legal Maturity Date:** 2022-09-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: CREDIT SUISSE SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY CREDIT SUISSE SECURITIES 1.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 1V8Y6QCX6YMJ2OELII46, CIK: 0001230485, C.5 - Other ID: BRWSX23H3
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 1.3900%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-09-03
- **C.13 - Final Legal Maturity Date:** 2022-09-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 1.110000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRWTNFGP1
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.1100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-08-31
- **C.13 - Final Legal Maturity Date:** 2022-08-31
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.850000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.900000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRWV7F444
- **C.18 - Value (incl. sponsor support):** $97000000.00
- **C.18.a - Value (excl. sponsor support):** $97000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.9000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.280000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRWWP0PL4
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.2800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-08-29
- **C.13 - Final Legal Maturity Date:** 2022-08-29
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 1.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM305
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.3700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-08-30
- **C.13 - Final Legal Maturity Date:** 2022-08-30
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 1.270000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2022-07-05
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.230000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRWWTFZJ1
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 1.2300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-08-30
- **C.13 - Final Legal Maturity Date:** 2022-08-30
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 1.270000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRWXGGT82
- **C.18 - Value (incl. sponsor support):** $143000000.00
- **C.18.a - Value (excl. sponsor support):** $143000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 1.2700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-08-29
- **C.13 - Final Legal Maturity Date:** 2022-08-29
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 0.810000%
- **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 - LEI: ZBUT11V806EZRVTWT807, CIK: 0000782124, C.5 - Other ID: BRWZCAQ20
- **C.18 - Value (incl. sponsor support):** $249000000.00
- **C.18.a - Value (excl. sponsor support):** $249000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** 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 204: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 1.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRWZCN3H4
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.0800%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 1.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRY08JBE1
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2022-06-15
- **C.12 - Maturity Date (WAL):** 2022-06-15
- **C.13 - Final Legal Maturity Date:** 2022-06-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 1.140000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: SUVUFHICNZMP2WKHG940, CIK: 0001335977, C.5 - Other ID: BRY1XSSZ6
- **C.18 - Value (incl. sponsor support):** $53000000.00
- **C.18.a - Value (excl. sponsor support):** $53000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2022-07-05
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 1.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRY2FQ708
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.0500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-07-05
- **C.13 - Final Legal Maturity Date:** 2022-07-05
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 0.940000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, CIK: 0001042452, C.5 - Other ID: BRY2FR185
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.9400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERI 0.930000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300L8G1E7ZHVEOG75, CIK: 0000782124, C.5 - Other ID: BRY2N3MS2
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.9300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** 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 210: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERI 1.010000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: 549300L8G1E7ZHVEOG75, CIK: 0000782124, C.5 - Other ID: BRY2N4P81
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 1.0100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** 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 211: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 0.840000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** CIK: 0001017255, C.5 - Other ID: BRY2QWV30
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 0.8400%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZ 0.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRY2R26T6
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 0.8700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 0.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BRY2SKGT4
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2022-06-02
- **C.12 - Maturity Date (WAL):** 2022-06-02
- **C.13 - Final Legal Maturity Date:** 2022-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES L 0.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, CIK: 0001488662, C.5 - Other ID: BRY2SMD97
- **C.18 - Value (incl. sponsor support):** $83500000.00
- **C.18.a - Value (excl. sponsor support):** $83500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2022-06-02
- **C.12 - Maturity Date (WAL):** 2022-06-02
- **C.13 - Final Legal Maturity Date:** 2022-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 0.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BRY2SQE97
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2022-06-02
- **C.12 - Maturity Date (WAL):** 2022-06-02
- **C.13 - Final Legal Maturity Date:** 2022-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZ 0.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRY2SQTF7
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 0.8700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 0.850000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, CIK: 0001456764, C.5 - Other ID: BRY2SR3A4
- **C.18 - Value (incl. sponsor support):** $417000000.00
- **C.18.a - Value (excl. sponsor support):** $417000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2022-06-02
- **C.12 - Maturity Date (WAL):** 2022-06-02
- **C.13 - Final Legal Maturity Date:** 2022-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 0.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BRY2TZ729
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2022-06-03
- **C.12 - Maturity Date (WAL):** 2022-06-03
- **C.13 - Final Legal Maturity Date:** 2022-06-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZ 0.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRY2U3DL9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.8700%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 0.840000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** CIK: 0001017255, C.5 - Other ID: BRY2U47G5
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 0.8400%
- **C.11 - Maturity Date (WAM):** 2022-06-03
- **C.12 - Maturity Date (WAL):** 2022-06-03
- **C.13 - Final Legal Maturity Date:** 2022-06-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP 0.810000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 529900ODI3047E2LIV03, C.5 - Other ID: BRY2WVQM9
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: SWEDBANK (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK (NEW YORK BRANCH) 0.820000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: M312WZV08Y7LYUC71685, CIK: 0001633050, C.5 - Other ID: BRY2WVQR8
- **C.18 - Value (incl. sponsor support):** $2675000000.00
- **C.18.a - Value (excl. sponsor support):** $2675000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.0100%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 0.820000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, CIK: 0001000275, C.5 - Other ID: BRY2WVQV9
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 0.820000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: BRY2WVQX5
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: NATIXIS SA

- **C.1 - Title:** NATIXIS SA 0.820000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, CIK: 0001456764, C.5 - Other ID: BRY2WVQY3
- **C.18 - Value (incl. sponsor support):** $5090000.00
- **C.18.a - Value (excl. sponsor support):** $5090000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 0.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BRY2WVR30
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT 0.810000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, CIK: 0001456764, C.5 - Other ID: BRY2WVRB2
- **C.18 - Value (incl. sponsor support):** $684000000.00
- **C.18.a - Value (excl. sponsor support):** $684000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRAN 0.820000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRY2WVRD8
- **C.18 - Value (incl. sponsor support):** $920000000.00
- **C.18.a - Value (excl. sponsor support):** $920000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.820000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, CIK: 0001534653, C.5 - Other ID: BRY2WVRE6
- **C.18 - Value (incl. sponsor support):** $1468000000.00
- **C.18.a - Value (excl. sponsor support):** $1468000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 0.8200%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.810000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: NHBDILHZTYCNBV5UYZ31, C.5 - Other ID: BRY2WVRF3
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 0.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BRY2WZ3W3
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2022-06-06
- **C.12 - Maturity Date (WAL):** 2022-06-06
- **C.13 - Final Legal Maturity Date:** 2022-06-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 0.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BRY2WZU94
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN-THUERINGEN GIROZ 0.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: MK13839SGLMX6JEXRB54, C.5 - Other ID: BRY2X0EK3
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 0.8700%
- **C.11 - Maturity Date (WAM):** 2022-06-07
- **C.12 - Maturity Date (WAL):** 2022-06-07
- **C.13 - Final Legal Maturity Date:** 2022-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 0.800000%
- **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 - LEI: 549300HN4UKV1E2R3U73, CIK: 0001335977, C.5 - Other ID: BRY2X6DB1
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK) 0.800000%
- **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 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BRY2X6DE5
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BRY2X6DJ4
- **C.18 - Value (incl. sponsor support):** $189000000.00
- **C.18.a - Value (excl. sponsor support):** $189000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.810000%
- **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 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRY2X6EB0
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 0.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0001456764, C.5 - Other ID: BRY2X6EZ7
- **C.18 - Value (incl. sponsor support):** $195000000.00
- **C.18.a - Value (excl. sponsor support):** $195000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 0.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 7LTWFZYICNSX8D621K86, CIK: 0001022437, C.5 - Other ID: BRY2X6F37
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: FEDERAL RESERVE BANK OF NEW YORK

- **C.1 - Title:** TRI-PARTY FEDERAL RESERVE BANK OF NEW YORK 0.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 254900Y8NKGV541U8Q32, CIK: 0001457970, C.5 - Other ID: BRY2XW0B8
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 9.7500%
- **C.17 - Yield as of Reporting Date:** 0.8000%
- **C.11 - Maturity Date (WAM):** 2022-06-01
- **C.12 - Maturity Date (WAL):** 2022-06-01
- **C.13 - Final Legal Maturity Date:** 2022-06-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2022-06-07

**By:** /s/ Ann Frechette

**Name of Signing Officer:** Ann Frechette

**Title of Signing Officer:** Assistant Treasurer