# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-040642
**Filing Date:** 2026-2
**Character Count:** 211006
**Document Hash:** 21b3539731996c012c80fcd4801a49d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040642.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040642

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Money Market Obligations Trust
- **CENTRAL INDEX KEY:** 0000856517

**ORGANIZATION NAME:**
- **EIN:** 251415329
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 26605924

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 20101109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST /NEW/
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Federated Hermes Capital Reserves Fund (Series ID: S000009546)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000026082 | Federated Hermes Capital Reserves Fund | FRFXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000856517

### General Information

**Report for (YYYY-MM-DD):** 2026-01-30

**Registrant Full Name:** Federated Hermes Money Market Obligations Trust

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

**Name of Series:** FEDERATED HERMES CAPITAL RESERVES FUND

**LEI of Series:** 254900UTWCU0YY59PE88

**EDGAR Series Identifier:** S000009546

**Total number of share classes in the series:** 1

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

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

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

### Service Providers
| Role                          | Details                                        | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Federated Investment Management Company        | 801-34612         |
| Independent Public Accountant | Ernst & Young LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Federated Administrative Services              |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143             | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-31602

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

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

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

- **Money Market Fund Category:** Prime

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

- **WAM:** 41 days

- **WAL:** 53 days

- **Total Value of Portfolio Securities:** $2856756948.48

- **Amortized Cost of Portfolio Securities:** $2856373509.21

- **Cash:** $843627.62

- **Total Other Assets:** $8320254.78

- **Total Liabilities:** $9298762.23

- **Net Assets of Series:** $2856238629.38

- **Number of Shares Outstanding (Series):** 2856173943.4900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $1321372199.99            | $1701730793.32             | 44.2200%                  | 56.9500%                   |
| 2026-01-05 | $1367150793.33            | $1697521110.00             | 45.0700%                  | 55.9600%                   |
| 2026-01-06 | $1228020358.64            | $1633350766.97             | 41.3500%                  | 55.0000%                   |
| 2026-01-07 | $1115859750.63            | $1586142729.80             | 37.1100%                  | 52.7500%                   |
| 2026-01-08 | $1008593991.85            | $1538847130.74             | 34.1900%                  | 52.1700%                   |
| 2026-01-09 | $948420855.29             | $1537726650.01             | 32.0300%                  | 51.9200%                   |
| 2026-01-12 | $959747275.61             | $1524044473.39             | 32.5700%                  | 51.7100%                   |
| 2026-01-13 | $920778938.20             | $1512023212.64             | 31.2500%                  | 51.3200%                   |
| 2026-01-14 | $875321744.03             | $1506523382.64             | 29.8500%                  | 51.3700%                   |
| 2026-01-15 | $827457102.29             | $1491510906.84             | 28.3600%                  | 51.1300%                   |
| 2026-01-16 | $821734561.87             | $1500916920.45             | 28.0900%                  | 51.3000%                   |
| 2026-01-20 | $765396088.79             | $1501671546.29             | 26.1600%                  | 51.3200%                   |
| 2026-01-21 | $971444967.74             | $1501749545.52             | 33.2000%                  | 51.3200%                   |
| 2026-01-22 | $1089572782.31            | $1489903719.81             | 37.3800%                  | 51.1200%                   |
| 2026-01-23 | $988987460.85             | $1497318329.18             | 33.8400%                  | 51.2300%                   |
| 2026-01-26 | $954238628.87             | $1507578323.04             | 32.5400%                  | 51.4100%                   |
| 2026-01-27 | $940503012.26             | $1498763079.48             | 32.1600%                  | 51.2600%                   |
| 2026-01-28 | $988218062.48             | $1488507416.65             | 33.9100%                  | 51.0800%                   |
| 2026-01-29 | $1005027205.09            | $1537275885.92             | 34.7400%                  | 53.1400%                   |
| 2026-01-30 | $902022525.95             | $1509292618.73             | 31.4800%                  | 52.6700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.9900%             |
| 2026-01-05 | 3.9800%             |
| 2026-01-06 | 3.9800%             |
| 2026-01-07 | 3.9700%             |
| 2026-01-08 | 3.9600%             |
| 2026-01-09 | 3.9500%             |
| 2026-01-12 | 3.9400%             |
| 2026-01-13 | 3.9400%             |
| 2026-01-14 | 3.9400%             |
| 2026-01-15 | 3.9400%             |
| 2026-01-16 | 3.9400%             |
| 2026-01-20 | 3.9400%             |
| 2026-01-21 | 3.9400%             |
| 2026-01-22 | 3.9400%             |
| 2026-01-23 | 3.9300%             |
| 2026-01-26 | 3.9300%             |
| 2026-01-27 | 3.9300%             |
| 2026-01-28 | 3.9300%             |
| 2026-01-29 | 3.9300%             |
| 2026-01-30 | 3.9400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0001                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0002                      |
|  |  |
| 2026-01-14 | 1.0002                      |
|  |  |
| 2026-01-15 | 1.0002                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0002                      |
|  |  |
| 2026-01-21 | 1.0002                      |
|  |  |
| 2026-01-22 | 1.0002                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0002                      |
|  |  |
| 2026-01-29 | 1.0002                      |
|  |  |
| 2026-01-30 | 1.0002                      |
|  |  |

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

### Class: Federated Hermes Capital Reserves Fund

- **Minimum Initial Investment:** $500.00

- **Net Assets of Class:** $2856238629.38

- **Number of Shares Outstanding:** 2856173943.4900

- **Expense Reimbursement/Waiver:** 356760.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $18858754.72              | $3281444.81             |
| 2026-01-05 | $6698593.24               | $11331793.52            |
| 2026-01-06 | $2663.80                  | $14577201.90            |
| 2026-01-07 | $3886.55                  | $16403670.24            |
| 2026-01-08 | $3897892.68               | $5753754.61             |
| 2026-01-09 | $11839597.59              | $1157732.43             |
| 2026-01-12 | $4751.78                  | $14651145.80            |
| 2026-01-13 | $1953337.52               | $3190498.78             |
| 2026-01-14 | $2841.03                  | $13932853.48            |
| 2026-01-15 | $5325.87                  | $15492488.33            |
| 2026-01-16 | $7270995.81               | $207330.81              |
| 2026-01-20 | $2805749.99               | $2338527.13             |
| 2026-01-21 | $2866478.44               | $3205612.83             |
| 2026-01-22 | $10313.26                 | $11961242.60            |
| 2026-01-23 | $8720636.75               | $1506307.40             |
| 2026-01-26 | $9731163.76               | $1147.10                |
| 2026-01-27 | $6111227.17               | $15031458.15            |
| 2026-01-28 | $1581333.62               | $11901113.26            |
| 2026-01-29 | $80827.74                 | $21365994.81            |
| 2026-01-30 | $9957.30                  | $28162168.68            |

**Total Gross Subscriptions (Month):** $82456328.62

**Total Gross Redemptions (Month):** $195453486.67

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.9600%           |
| 2026-01-05 | 2.9600%           |
| 2026-01-06 | 2.9500%           |
| 2026-01-07 | 2.9400%           |
| 2026-01-08 | 2.9300%           |
| 2026-01-09 | 2.9300%           |
| 2026-01-12 | 2.9200%           |
| 2026-01-13 | 2.9200%           |
| 2026-01-14 | 2.9200%           |
| 2026-01-15 | 2.9200%           |
| 2026-01-16 | 2.9200%           |
| 2026-01-20 | 2.9200%           |
| 2026-01-21 | 2.9100%           |
| 2026-01-22 | 2.9100%           |
| 2026-01-23 | 2.9100%           |
| 2026-01-26 | 2.9100%           |
| 2026-01-27 | 2.9100%           |
| 2026-01-28 | 2.9100%           |
| 2026-01-29 | 2.9100%           |
| 2026-01-30 | 2.9200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9700%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: American Honda Finance Corp.

- **C.1 - Title:** American Honda Finance Corp.,  4.130%, 2/5/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02665KB55, C.4 - ISIN: US02665J0017, C.3 - LEI: B6Q2VFHD1797Q7NZ3E43
- **C.18 - Value (incl. sponsor support):** $4996832.00
- **C.18.a - Value (excl. sponsor support):** $4996832.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F1; DOMINION BOND: A H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, 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 2: American Honda Finance Corp.

- **C.1 - Title:** American Honda Finance Corp.,  3.920%, 3/11/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02665KCB1, C.4 - ISIN: US02665J0017, C.3 - LEI: B6Q2VFHD1797Q7NZ3E43
- **C.18 - Value (incl. sponsor support):** $19914148.00
- **C.18.a - Value (excl. sponsor support):** $19914148.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F1; DOMINION BOND: A H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: American Honda Finance Corp.

- **C.1 - Title:** American Honda Finance Corp.,  4.080%, 3/12/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02665KCC9, C.4 - ISIN: US02665J0017, C.3 - LEI: B6Q2VFHD1797Q7NZ3E43
- **C.18 - Value (incl. sponsor support):** $25885592.20
- **C.18.a - Value (excl. sponsor support):** $25885592.20
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F1; DOMINION BOND: A H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: American Honda Finance Corp.

- **C.1 - Title:** American Honda Finance Corp.,  3.870%, 4/10/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02665KDA2, C.4 - ISIN: US02665J0017, C.3 - LEI: B6Q2VFHD1797Q7NZ3E43
- **C.18 - Value (incl. sponsor support):** $39696408.00
- **C.18.a - Value (excl. sponsor support):** $39696408.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F1; DOMINION BOND: A H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, 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: Avangrid, Inc.

- **C.1 - Title:** Avangrid, Inc.,  3.740%, 2/3/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05353BB30, C.4 - ISIN: US05353A0016, C.3 - LEI: 549300OX0Q38NLSKPB49
- **C.18 - Value (incl. sponsor support):** $99958100.00
- **C.18.a - Value (excl. sponsor support):** $99958100.00
- **C.19 - Percentage of Net Assets:** 3.5000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 6: BP Capital Markets PLC

- **C.1 - Title:** BP Capital Markets PLC,  3.690%, 2/3/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05568UB39, C.4 - ISIN: US05568T0016, C.3 - LEI: 549300CRVT18MXX0AG93
- **C.18 - Value (incl. sponsor support):** $49979300.00
- **C.18.a - Value (excl. sponsor support):** $49979300.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-1; FITCH: F1+; DOMINION BOND: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: BP Capital Markets PLC

- **C.1 - Title:** BP Capital Markets PLC,  3.690%, 2/6/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05568UB62, C.4 - ISIN: US05568T0016, C.3 - LEI: 549300CRVT18MXX0AG93
- **C.18 - Value (incl. sponsor support):** $49963735.00
- **C.18.a - Value (excl. sponsor support):** $49963735.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-1; FITCH: F1+; DOMINION BOND: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.390%, 7/6/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNS7, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $25051596.00
- **C.18.a - Value (excl. sponsor support):** $25051596.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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.,  4.160%, 2/18/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PBJ4, C.4 - ISIN: US06054N0029, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $19961076.00
- **C.18.a - Value (excl. sponsor support):** $19961076.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.,  3.720%, 10/9/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PK96, C.4 - ISIN: US06054N0029, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $11691216.00
- **C.18.a - Value (excl. sponsor support):** $11691216.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.170%, 8/4/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCQ3, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $40061815.60
- **C.18.a - Value (excl. sponsor support):** $40061815.60
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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,  4.410%, 6/9/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DR56, C.4 - ISIN: US0639800079, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $50090390.00
- **C.18.a - Value (excl. sponsor support):** $50090390.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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,  4.090%, 6/8/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3L6, C.4 - ISIN: US06370B3L69, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $19999980.00
- **C.18.a - Value (excl. sponsor support):** $19999980.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia,  4.090%, 3/2/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KC23, C.4 - ISIN: CA06417J0015, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $19935200.00
- **C.18.a - Value (excl. sponsor support):** $19935200.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia,  3.930%, 2/20/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFW7, C.4 - ISIN: US06418NFW74, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $30002964.00
- **C.18.a - Value (excl. sponsor support):** $30002964.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $96200000.00
- **C.18.a - Value (excl. sponsor support):** $96200000.00
- **C.19 - Percentage of Net Assets:** 3.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB FHFR 03SO 10/27 8586 | 2027-10-04      | 3.7200%  |  | $6012500.00        | $6029393.12        | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $24839561.50       | $21320044.03       | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  |  | $24531.00          | $27675.71          | Agency Debentures and Agency Strips |
| FHLB FHDN 03/27/26        | 2026-03-27      | 0.0000%  |  | $11789791.00       | $11722589.19       | Agency Debentures and Agency Strips |
| FHLB FHDN 07/31/26        | 2026-07-31      | 0.0000%  |  | $24050000.00       | $23618374.65       | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $3367000.00        | $3387112.77        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $2405000.00        | $2427304.77        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $10822500.00       | $10922206.49       | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $3607500.00        | $3680062.86        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $3607500.00        | $3710630.01        | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  |  | $947570.00         | $708264.09         | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $9966320.00        | $10082679.55       | Agency Debentures and Agency Strips |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  |  | $0.17              | $0.16              | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/31        | 2031-02-15      | 0.0000%  |  | $12.75             | $10.47             | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/26        | 2026-05-15      | 0.0000%  |  | $0.02              | $0.02              | U.S. Treasuries (including strips)  |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $4771.87           | $4839.50           | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  |  | $543769.89         | $512733.03         | U.S. Treasuries (including strips)  |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $48.10             | $49.84             | U.S. Treasuries (including strips)  |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $48.10             | $39.32             | U.S. Treasuries (including strips)  |

### Security 17: Bragg 2019 Family Trust No. 1

- **C.1 - Title:** Bragg 2019 Family Trust No. 1,  4.000%, 3/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 104832AB6, C.4 - ISIN: US104832AB68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2044-03-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: Caisse d'Amortissement de la Dette Sociale (CADES)

- **C.1 - Title:** Caisse d'Amortissement de la Dette Sociale (CADES),  4.005%, 3/10/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12802WCA0, C.4 - ISIN: US1280A00012, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $24900550.00
- **C.18.a - Value (excl. sponsor support):** $24900550.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  3.990%, 7/13/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMC3, C.4 - ISIN: US13606DMC38, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $30023301.00
- **C.18.a - Value (excl. sponsor support):** $30023301.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  3.940%, 11/3/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQB1, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $15015373.50
- **C.18.a - Value (excl. sponsor support):** $15015373.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  3.800%, 1/13/2027
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSE3, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $11001540.00
- **C.18.a - Value (excl. sponsor support):** $11001540.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-01-13
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Cargill, Inc.

- **C.1 - Title:** Cargill, Inc.,  3.630%, 2/2/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14178MB23, C.4 - ISIN: US14178L0018, C.3 - LEI: QXZYQNMR4JZ5RIRN4T31
- **C.18 - Value (incl. sponsor support):** $21993301.00
- **C.18.a - Value (excl. sponsor support):** $21993301.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 23: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.000%, 9/1/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQN2, C.4 - ISIN: US19423RQN25, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $25005280.50
- **C.18.a - Value (excl. sponsor support):** $25005280.50
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Acme Manufacturing Company, Inc.

- **C.1 - Title:** Colorado Health Facilities Authority, Series 2016B,  4.330%, 5/1/2041
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196476CR4, C.4 - ISIN: US196476CR40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $565000.00
- **C.18.a - Value (excl. sponsor support):** $565000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2041-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: Baa1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Connecticut Water Co.

- **C.1 - Title:** Connecticut Water Co., Series 2004,  3.910%, 1/4/2029
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 207796AA1, C.4 - ISIN: US207796AA15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11300000.00
- **C.18.a - Value (excl. sponsor support):** $11300000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2029-01-04
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Duke Energy Corp.

- **C.1 - Title:** Duke Energy Corp.,  3.700%, 2/2/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26244JB24, C.4 - ISIN: US26244H0018, C.3 - LEI: I1BZKREC126H0VB1BL91
- **C.18 - Value (incl. sponsor support):** $133958929.00
- **C.18.a - Value (excl. sponsor support):** $133958929.00
- **C.19 - Percentage of Net Assets:** 4.6900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 27: EG Irrevocable Life Insurance Trust

- **C.1 - Title:** EG Irrevocable Life Insurance Trust,  4.000%, 4/1/2042
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 268476AB4, C.4 - ISIN: US268476AB47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17625000.00
- **C.18.a - Value (excl. sponsor support):** $17625000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2042-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Enterprise Fleet Financing LLC 2025-3

- **C.1 - Title:** Enterprise Fleet Financing LLC 2025-3, Class A1,  4.551%, 7/20/2026
- **C.6 - Investment Category:** Other Asset Backed Securities
- **Identifiers:** C.3 - CUSIP: 29375UAA7, C.4 - ISIN: US29375UAA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $637293.54
- **C.18.a - Value (excl. sponsor support):** $637293.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Fairway Finance Co. LLC

- **C.1 - Title:** Fairway Finance Co. LLC,  3.930%, 4/1/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WD14, C.4 - ISIN: US30601V0027, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $29809884.00
- **C.18.a - Value (excl. sponsor support):** $29809884.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf)
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: ING (U.S.) Funding LLC

- **C.1 - Title:** ING (U.S.) Funding LLC,  3.950%, 4/1/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 4497W1D11, C.4 - ISIN: US4497W00013, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9936800.00
- **C.18.a - Value (excl. sponsor support):** $9936800.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Mason Harrison Ratliff Enterprises, LLC

- **C.1 - Title:** Mason Harrison Ratliff Enterprises, LLC,  4.000%, 9/1/2043
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57520MAB8, C.4 - ISIN: US57520MAB81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17395000.00
- **C.18.a - Value (excl. sponsor support):** $17395000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2043-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Taxable Tender Option Bond Trust 2021-MIZ9064TX

- **C.1 - Title:** Taxable Tender Option Bond Trust 2021-MIZ9064TX, (Series 2021-MIZ9064TX),  4.070%, 11/1/2056
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HHK8, C.4 - ISIN: US60700HHK86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6500000.00
- **C.18.a - Value (excl. sponsor support):** $6500000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2056-11-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Taxable Tender Option Bond Trust 2022-MIZ9084TX

- **C.1 - Title:** Taxable Tender Option Bond Trust 2022-MIZ9084TX, (Series 2022-MIZ9084TX),  4.070%, 2/1/2027
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HKE8, C.4 - ISIN: US60700HKE89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5150000.00
- **C.18.a - Value (excl. sponsor support):** $5150000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Taxable Tender Option Bond Trust 2022-MIZ9094TX

- **C.1 - Title:** Taxable Tender Option Bond Trust 2022-MIZ9094TX, (Series 2022-MIZ9094TX),  4.070%, 12/1/2059
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HLS6, C.4 - ISIN: US60700HLS66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2825000.00
- **C.18.a - Value (excl. sponsor support):** $2825000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2059-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Taxable Tender Option Bond Trust 2025-MIZ9236TX

- **C.1 - Title:** Taxable Tender Option Bond Trust 2025-MIZ9236TX, (Series 2025-MIZ9236TX),  3.860%, 2/15/2026
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HQ36, C.4 - ISIN: US60700HQ367, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39500000.00
- **C.18.a - Value (excl. sponsor support):** $39500000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.,  4.030%, 2/26/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A2J1, C.4 - ISIN: US60688R0018, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $40009668.00
- **C.18.a - Value (excl. sponsor support):** $40009668.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Mondelez International, Inc.

- **C.1 - Title:** Mondelez International, Inc.,  3.730%, 2/3/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60920WB33, C.4 - ISIN: US60920V0010, C.3 - LEI: 549300DV9GIB88LZ5P30
- **C.18 - Value (incl. sponsor support):** $24989525.00
- **C.18.a - Value (excl. sponsor support):** $24989525.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 38: Taxable Muni Funding Trust 2019-007

- **C.1 - Title:** Taxable Muni Funding Trust 2019-007, Taxable Municipal Funding Trust (Series 2019-007),  3.970%, 5/1/2029
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBA4, C.4 - ISIN: US62630WBA45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12325000.00
- **C.18.a - Value (excl. sponsor support):** $12325000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2029-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Taxable Muni Funding Trust 2020-011

- **C.1 - Title:** Taxable Muni Funding Trust 2020-011, (Series 2020-011),  3.970%, 9/1/2030
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WEL7, C.4 - ISIN: US62630WEL72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15360000.00
- **C.18.a - Value (excl. sponsor support):** $15360000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2030-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Taxable Muni Funding Trust 2021-002

- **C.1 - Title:** Taxable Muni Funding Trust 2021-002, Barclays Taxable Muni Funding Trust (Series 2021-002),  3.970%, 5/15/2056
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WFV4, C.4 - ISIN: US62630WFV46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1900000.00
- **C.18.a - Value (excl. sponsor support):** $1900000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2056-05-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Taxable Muni Funding Trust 2021-008

- **C.1 - Title:** Taxable Muni Funding Trust 2021-008, Barclays Taxable Trust (Series 2021-008),  3.970%, 9/1/2031
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WJY4, C.4 - ISIN: US62630WJY49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13600000.00
- **C.18.a - Value (excl. sponsor support):** $13600000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2031-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Taxable Muni Funding Trust 2021-010

- **C.1 - Title:** Taxable Muni Funding Trust 2021-010, (Series 2021-010),  3.970%, 12/15/2027
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WMB0, C.4 - ISIN: US62630WMB09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9200000.00
- **C.18.a - Value (excl. sponsor support):** $9200000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-12-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Taxable Muni Funding Trust 2024-010

- **C.1 - Title:** Taxable Muni Funding Trust 2024-010, (Series 2034-010),  3.970%, 6/30/2028
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WPD3, C.4 - ISIN: US62630WPD38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39900000.00
- **C.18.a - Value (excl. sponsor support):** $39900000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2028-06-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.305%, 2/5/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MB57, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $64960363.00
- **C.18.a - Value (excl. sponsor support):** $64960363.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  3.650%, 1/8/2027
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MN88, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $24138682.50
- **C.18.a - Value (excl. sponsor support):** $24138682.50
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc.,  3.730%, 2/2/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.4 - ISIN: US6439960021, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 4.6900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 01D03US BANCORP            | 2032-01-26      | 4.4810%  |  | $4000000.00        | $4009431.56        | Corporate Debt Securities          |
| 01DRJTORONTO DOMINION BK O | 2029-12-17      | 4.7083%  |  | $99000.00          | $100555.48         | Corporate Debt Securities          |
| 01K7RTARGA RES CORP        | 2035-02-15      | 5.5000%  |  | $405000.00         | $425399.17         | Corporate Debt Securities          |
| 0246XT MOBILE USA INC      | 2060-11-15      | 3.6000%  |  | $1593000.00        | $1072248.30        | Corporate Debt Securities          |
| 02IG7SUMITOMO MITSUI FIN G | 2046-07-08      | 5.7960%  |  | $5000000.00        | $5078910.00        | Corporate Debt Securities          |
| 01CXUSTARBUCKS CORP        | 2033-02-15      | 4.8000%  |  | $2150000.00        | $2224196.50        | Corporate Debt Securities          |
| 01BR3SOUTHWEST AIRLS CO    | 2030-02-10      | 2.6250%  |  | $398000.00         | $374982.00         | Corporate Debt Securities          |
| 0614PRENTOKIL TERMINIX FUN | 2030-04-28      | 5.0000%  |  | $19424000.00       | $20007453.80       | Corporate Debt Securities          |
| 03B6QVOLKSWAGEN GROUP AMER | 2026-09-26      | 3.2000%  |  | $250000.00         | $251135.56         | Corporate Debt Securities          |
| 01RCIVIRGINIA ELEC & PWR C | 2037-11-30      | 6.3500%  |  | $750000.00         | $829757.50         | Corporate Debt Securities          |
| 01BPJRAYMOND JAMES FINL IN | 2055-09-11      | 5.6500%  |  | $1000.00           | $1004.67           | Corporate Debt Securities          |
| 01CUKQUALCOMM INC          | 2052-05-20      | 4.5000%  |  | $3000.00           | $2575.32           | Corporate Debt Securities          |
| 02SWQPENSKE TRUCK LEASING  | 2028-05-01      | 5.5500%  |  | $944000.00         | $982855.83         | Corporate Debt Securities          |
| 04LRKPACIFIC LIFE GLOBAL F | 2028-07-18      | 5.5000%  |  | $43000.00          | $44623.39          | Corporate Debt Securities          |
| 01BP6PNC FINL SVCS GROUP I | 2035-01-22      | 5.6760%  |  | $369000.00         | $388177.42         | Corporate Debt Securities          |
| 01BN5MOTOROLA SOLUTIONS IN | 2029-05-23      | 4.6000%  |  | $98000.00          | $99926.79          | Corporate Debt Securities          |
| 01MP1MITSUBISHI UFJ FINANC | 2034-04-19      | 5.4060%  |  | $830000.00         | $877232.67         | Corporate Debt Securities          |
| 01BMXMICRON TECHNOLOGY INC | 2032-11-01      | 5.6500%  |  | $2050000.00        | $2193188.51        | Corporate Debt Securities          |
| 01GE2MARVELL TECHNOLOGY IN | 2033-09-15      | 5.9500%  |  | $718000.00         | $780920.14         | Corporate Debt Securities          |
| 01T8CMACQUARIE GROUP LIMIT | 2034-12-07      | 6.2550%  |  | $480000.00         | $525978.60         | Corporate Debt Securities          |
| 01T8CMACQUARIE GROUP LIMIT | 2033-11-09      | 5.4910%  |  | $29000.00          | $30577.16          | Corporate Debt Securities          |
| 02WRRMPLX LP               | 2035-04-01      | 5.4000%  |  | $5907000.00        | $6066961.56        | Corporate Debt Securities          |
| 02WRRMPLX LP               | 2033-03-01      | 5.0000%  |  | $1092000.00        | $1118147.33        | Corporate Debt Securities          |
| 01BLOELI LILLY & CO        | 2050-05-15      | 2.2500%  |  | $1027000.00        | $596643.35         | Corporate Debt Securities          |
| 05OSZIBM INTL CAP PTE LTD  | 2031-02-05      | 4.7500%  |  | $576000.00         | $598683.04         | Corporate Debt Securities          |
| 01BJWHUBBELL INC           | 2035-11-15      | 4.8000%  |  | $1000.00           | $1001.79           | Corporate Debt Securities          |
| 03E43HEWLETT PACKARD ENTER | 2054-10-15      | 5.6000%  |  | $3169000.00        | $2968254.41        | Corporate Debt Securities          |
| 02YOCGOLDMAN SACHS BDC INC | 2029-01-28      | 5.1000%  |  | $2000.00           | $1987.39           | Corporate Debt Securities          |
| 01BI9GENERAL MILLS INC     | 2028-04-17      | 4.2000%  |  | $4398000.00        | $4462460.02        | Corporate Debt Securities          |
| 01BIOVERIZON COMMUNICATION | 2028-04-15      | 6.9400%  |  | $1000.00           | $1071.76           | Corporate Debt Securities          |
| 01DSEMETA PLATFORMS INC    | 2055-11-15      | 5.6250%  |  | $4000.00           | $3877.14           | Corporate Debt Securities          |
| 03E4VUBS GROUP AG          | 2031-09-23      | 4.7356%  |  | $10000.00          | $10063.64          | Corporate Debt Securities          |
| 01BMPCVS HEALTH CORP       | 2028-03-25      | 4.3000%  |  | $99000.00          | $100725.63         | Corporate Debt Securities          |
| 01EU0BNP PARIBAS           | 2029-01-13      | 5.1250%  |  | $230000.00         | $234641.43         | Corporate Debt Securities          |
| 03CZPBAYER US FIN LLC      | 2053-11-21      | 6.8750%  |  | $2871000.00        | $3187634.22        | Corporate Debt Securities          |
| 01BULWILLIAMS COS INC      | 2033-03-15      | 5.6500%  |  | $3000000.00        | $3206122.50        | Corporate Debt Securities          |
| 02GKAINTERCONTINENTAL EXCH | 2060-09-15      | 3.0000%  |  | $4000.00           | $2464.58           | Corporate Debt Securities          |
| 01RD2SOUTHERN CALIF EDISON | 2051-02-01      | 2.9500%  |  | $887000.00         | $559127.60         | Corporate Debt Securities          |
| 02FR8CROWN CASTLE INC      | 2029-06-01      | 5.6000%  |  | $141000.00         | $147616.82         | Corporate Debt Securities          |
| 01RWKMASTERCARD INCORPORAT | 2046-11-21      | 3.8000%  |  | $622000.00         | $503766.09         | Corporate Debt Securities          |
| 01BG7DUQUESNE LT HLDGS INC | 2027-08-01      | 3.6160%  |  | $3000.00           | $3020.07           | Corporate Debt Securities          |
| 01BO0NORTHERN STS PWR CO M | 2055-05-15      | 5.6500%  |  | $13847000.00       | $14061916.98       | Corporate Debt Securities          |
| 01BJCKRAFT HEINZ FOODS CO  | 2039-08-01      | 7.1250%  |  | $1489000.00        | $1728441.75        | Corporate Debt Securities          |
| 01BG7DUQUESNE LT HLDGS INC | 2032-01-07      | 2.7750%  |  | $1000.00           | $895.15            | Corporate Debt Securities          |
| 01ETZAXA SA                | 2030-12-15      | 8.6000%  |  | $614000.00         | $727368.96         | Corporate Debt Securities          |
| 01EU0BNP PARIBAS           | 2035-11-19      | 5.9060%  |  | $3384000.00        | $3549064.56        | Corporate Debt Securities          |
| 04SKABLUE OWL FINANCE LLC  | 2031-06-10      | 3.1250%  |  | $3100000.00        | $2824162.86        | Corporate Debt Securities          |
| 01TJWBANQUE FED DU CRED MU | 2027-01-23      | 5.0880%  |  | $386000.00         | $390886.50         | Corporate Debt Securities          |
| 01DCJBANK NOVA SCOTIA B C  | 2030-02-01      | 4.8500%  |  | $877000.00         | $918083.31         | Corporate Debt Securities          |
| 01BNABANK AMERICA CORP     | 2079-12-31      | 6.1250%  |  | $468000.00         | $474187.16         | Corporate Debt Securities          |
| 01BNABANK AMERICA CORP     | 2035-01-23      | 5.4680%  |  | $614000.00         | $638979.50         | Corporate Debt Securities          |
| 01BNABANK AMERICA CORP     | 2026-10-22      | 4.2500%  |  | $9000.00           | $9123.29           | Corporate Debt Securities          |
| 01BDTBANCO SANTANDER SA    | 2035-11-06      | 5.1270%  |  | $14800000.00       | $14976016.40       | Corporate Debt Securities          |
| 01BDTBANCO SANTANDER SA    | 2028-07-15      | 5.3650%  |  | $2600000.00        | $2652586.08        | Corporate Debt Securities          |
| 01BDTBANCO SANTANDER SA    | 2033-11-07      | 6.9380%  |  | $400000.00         | $463638.38         | Corporate Debt Securities          |
| 01WABATHENE HOLDING LTD    | 2030-04-03      | 6.1500%  |  | $3000.00           | $3240.20           | Corporate Debt Securities          |
| 01BV1APPLE INC             | 2027-02-09      | 3.3500%  |  | $30000.00          | $30371.78          | Corporate Debt Securities          |
| 01YQ8AMAZON COM INC        | 2051-05-12      | 3.1000%  |  | $6000000.00        | $4069720.00        | Corporate Debt Securities          |
| 01DACALIMENTATION COUCHE-T | 2027-07-26      | 3.5500%  |  | $4000000.00        | $3972617.78        | Corporate Debt Securities          |
| 02FONDEUTSCHE TELEKOM INTL | 2030-06-15      | 8.7500%  |  | $313000.00         | $368353.27         | Corporate Debt Securities          |
| 02I2KONCOR ELEC DELIVERY C | 2033-11-15      | 5.6500%  |  | $77000.00          | $82500.94          | Corporate Debt Securities          |
| 01BLLJEFFERIES FINANCIAL G | 2034-04-14      | 6.2000%  |  | $47000.00          | $50395.07          | Corporate Debt Securities          |
| FMAC FEPC 06.500 CLRJ0524  | 2053-12-01      | 6.5000%  |  | $2841.38           | $3040.03           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ8830  | 2055-11-01      | 6.5000%  |  | $2999.48           | $3183.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ5880  | 2055-10-01      | 5.5000%  |  | $3167.55           | $3229.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5570  | 2050-06-01      | 2.5000%  |  | $5920.25           | $5102.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM5184  | 2033-09-01      | 4.0000%  |  | $2794.84           | $2802.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6135  | 2055-03-01      | 6.5000%  |  | $3050.64           | $3178.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9994  | 2053-10-01      | 6.0000%  |  | $3029.32           | $3173.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8923  | 2054-11-01      | 5.0000%  |  | $3128.16           | $3155.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9022  | 2054-08-01      | 6.5000%  |  | $2608.80           | $2770.96           | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAN9683  | 2030-06-01      | 3.5300%  |  | $3296.96           | $3249.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7372  | 2050-10-01      | 2.5000%  |  | $3643.32           | $3145.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5737  | 2055-06-01      | 6.5000%  |  | $793.47            | $824.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9671  | 2055-09-01      | 6.0000%  |  | $3189.69           | $3287.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0907  | 2054-09-01      | 5.5000%  |  | $2988.08           | $3069.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4637  | 2055-08-01      | 5.5000%  |  | $3296.38           | $3363.79           | Agency Mortgage-Backed Securities  |
| 01E1TSTANDARD CHARTERED PL | 2030-01-13      | 4.5777%  |  | $3000.00           | $3011.57           | Other Instrument                   |
| 04NT6BLACKSTONE PRIVATE CR | 2030-04-01      | 5.2500%  |  | $300000.00         | $301945.25         | Other Instrument                   |
| 02FT1TRINIDAD & TOBAGO REP | 2036-01-28      | 6.5000%  |  | $5423000.00        | $5384285.81        | Other Instrument                   |
| 02038GUATEMALA REP         | 2036-08-15      | 6.2500%  |  | $1599000.00        | $1715701.68        | Other Instrument                   |
| 02038GUATEMALA REP         | 2037-02-06      | 6.5500%  |  | $500000.00         | $545234.17         | Other Instrument                   |
| 03E4VUBS GROUP AG          | 2032-02-11      | 2.0950%  |  | $5000000.00        | $4488624.31        | Other Instrument                   |
| 01EU0BNP PARIBAS           | 2027-03-13      | 4.6250%  |  | $202000.00         | $206684.52         | Other Instrument                   |
| USTR 6 3/4 BOND 26         | 2026-08-15      | 6.7500%  |  | $21500.00          | $22519.43          | U.S. Treasuries (including strips) |
| USTR 4 TPRN 52             | 2052-11-15      | 0.0000%  |  | $3500.00           | $918.56            | U.S. Treasuries (including strips) |
| USTR BILL 07/23/26         | 2026-07-23      | 0.0000%  |  | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| 03KNPPARAGUAY (REPUBLIC OF | 2048-03-13      | 5.6000%  |  | $300000.00         | $291393.33         | Other Instrument                   |
| 02FSVCOSTA RICA REP        | 2054-11-13      | 7.3000%  |  | $740000.00         | $829254.28         | Other Instrument                   |
| USTR BILL 10/29/26         | 2026-10-29      | 0.0000%  |  | $1730000.00        | $1685646.26        | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 29         | 2029-02-15      | 5.2500%  |  | $200.00            | $214.46            | U.S. Treasuries (including strips) |
| 01S4IGOVERNMENT ANGOLA     | 2035-10-15      | 9.8750%  |  | $3159000.00        | $3257535.79        | Other Instrument                   |
| 01S4IGOVERNMENT ANGOLA     | 2031-01-15      | 9.2440%  |  | $1816000.00        | $1832437.83        | Other Instrument                   |

### Security 47: NextEra Energy Capital Holdings, Inc.

- **C.1 - Title:** NextEra Energy Capital Holdings, Inc.,  3.870%, 2/20/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65339NBL7, C.4 - ISIN: US65339M0015, C.3 - LEI: UMI46YPGBLUE4VGNNT48
- **C.18 - Value (incl. sponsor support):** $49888150.00
- **C.18.a - Value (excl. sponsor support):** $49888150.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: The Niki Woomer Trust Dated July 16, 2025

- **C.1 - Title:** The Niki Woomer Trust Dated July 16, 2025,  3.950%, 11/1/2045
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 65410YAA0, C.4 - ISIN: US65410YAA01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10950000.00
- **C.18.a - Value (excl. sponsor support):** $10950000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2045-11-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: Baa1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: Nuveen Preferred Income Opportunities Fund

- **C.1 - Title:** Nuveen Preferred Income Opportunities Fund, Taxable Preferred Shares (Series A),  3.820%, 8/1/2037
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37500000.00
- **C.18.a - Value (excl. sponsor support):** $37500000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2037-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: Nuveen Preferred Securities Income Fund

- **C.1 - Title:** Nuveen Preferred Income Opportunities Fund, Variable Rate Demand Note (Series A),  3.770%, 7/1/2032
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: Nuveen Credit Strategies Income Fund

- **C.1 - Title:** Nuveen Credit Strategies Income Fund, Taxable Preferred Shares (Series A),  3.770%, 7/1/2032
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: Nutrien Ltd.

- **C.1 - Title:** Nutrien Ltd.,  3.850%, 2/9/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67077VB98, C.4 - ISIN: US6707700075, C.3 - LEI: 5493002QQ7GD21OWF963
- **C.18 - Value (incl. sponsor support):** $24973227.50
- **C.18.a - Value (excl. sponsor support):** $24973227.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Nutrien Ltd.

- **C.1 - Title:** Nutrien Ltd.,  3.840%, 2/9/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67077VB98, C.4 - ISIN: US6707700075, C.3 - LEI: 5493002QQ7GD21OWF963
- **C.18 - Value (incl. sponsor support):** $19978582.00
- **C.18.a - Value (excl. sponsor support):** $19978582.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Old Line Funding, LLC

- **C.1 - Title:** Old Line Funding, LLC,  3.840%, 7/16/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UGG2, C.4 - ISIN: US67983U0044, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $18674385.60
- **C.18.a - Value (excl. sponsor support):** $18674385.60
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Old Line Funding, LLC

- **C.1 - Title:** Old Line Funding, LLC,  3.840%, 9/21/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UJM6, C.4 - ISIN: US67983U0044, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $24402972.50
- **C.18.a - Value (excl. sponsor support):** $24402972.50
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Opler 2013 Irrevocable Trust

- **C.1 - Title:** Opler 2013 Irrevocable Trust, Series 2024,  4.000%, 2/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 68376LAB2, C.4 - ISIN: US68376LAB27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29650000.00
- **C.18.a - Value (excl. sponsor support):** $29650000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2044-02-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: PPG Industries, Inc.

- **C.1 - Title:** PPG Industries, Inc.,  3.830%, 2/9/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69350BB96, C.4 - ISIN: US6935060086, C.3 - LEI: 549300BKPEP01R3V6C59
- **C.18 - Value (incl. sponsor support):** $29968206.00
- **C.18.a - Value (excl. sponsor support):** $29968206.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: PPG Industries, Inc.

- **C.1 - Title:** PPG Industries, Inc.,  3.850%, 2/20/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69350BBL9, C.4 - ISIN: US6935060086, C.3 - LEI: 549300BKPEP01R3V6C59
- **C.18 - Value (incl. sponsor support):** $29932899.00
- **C.18.a - Value (excl. sponsor support):** $29932899.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Roberts Insurance Trusts, LLC

- **C.1 - Title:** Roberts Insurance Trusts, LLC,  3.850%, 5/1/2048
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 770487AA4, C.4 - ISIN: US770487AA40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6060000.00
- **C.18.a - Value (excl. sponsor support):** $6060000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2048-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: Rockcrest, LLC

- **C.1 - Title:** Rockcrest, LLC,  4.000%, 9/1/2042
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77300RAA3, C.4 - ISIN: US77300RAA32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $27640000.00
- **C.18.a - Value (excl. sponsor support):** $27640000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2042-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch,  3.910%, 10/7/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JQL4, C.4 - ISIN: US78009J0012, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $50046815.00
- **C.18.a - Value (excl. sponsor support):** $50046815.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Southern Co. Gas Capital

- **C.1 - Title:** Southern Co. Gas Capital,  3.770%, 2/5/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8426EMB53, C.4 - ISIN: US8426EL0018, C.3 - LEI: E8CD46SWUD2TSN8PA636
- **C.18 - Value (incl. sponsor support):** $46970098.60
- **C.18.a - Value (excl. sponsor support):** $46970098.60
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 63: Starbird Funding Corp.

- **C.1 - Title:** Starbird Funding Corp.,  4.180%, 2/12/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MBC6, C.4 - ISIN: US85520LKV61, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $24966570.00
- **C.18.a - Value (excl. sponsor support):** $24966570.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Texas State

- **C.1 - Title:** Texas State, Veterans Bonds (Taxable Series 2023A),  3.780%, 12/1/2054
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724F36, C.4 - ISIN: US882724F368, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $13700000.00
- **C.18.a - Value (excl. sponsor support):** $13700000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** STANDARD AND POORS: AAA; MOODYS: VMIG1; FITCH: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: Thunder Bay Funding, LLC

- **C.1 - Title:** Thunder Bay Funding, LLC,  4.150%, 2/11/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UBB5, C.4 - ISIN: US88602T0044, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $14981545.50
- **C.18.a - Value (excl. sponsor support):** $14981545.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Thunder Bay Funding, LLC

- **C.1 - Title:** Thunder Bay Funding, LLC,  3.880%, 5/11/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88604GEG0, C.4 - ISIN: US88604GEG01, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $99999890.00
- **C.18.a - Value (excl. sponsor support):** $99999890.00
- **C.19 - Percentage of Net Assets:** 3.5000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.400%, 7/17/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DMU7, C.4 - ISIN: US89115DMU71, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $40090710.00
- **C.18.a - Value (excl. sponsor support):** $40090710.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.,  3.870%, 7/27/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HGT5, C.4 - ISIN: US8923310002, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $24542475.00
- **C.18.a - Value (excl. sponsor support):** $24542475.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1; DOMINION BOND: AA L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.,  3.970%, 8/18/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TNN1, C.4 - ISIN: US89236TNN18, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $22013302.74
- **C.18.a - Value (excl. sponsor support):** $22013302.74
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1; DOMINION BOND: AA L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, 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: UnitedHealth Group, Inc.

- **C.1 - Title:** UnitedHealth Group, Inc.,  3.680%, 2/2/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UB28, C.4 - ISIN: US91058T0013, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $49984585.00
- **C.18.a - Value (excl. sponsor support):** $49984585.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC,  4.030%, 3/6/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.4 - ISIN: US65999B0027, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 046PGFHLMC STACR 2018-HRP1 | 2043-05-25      | 15.5618% |  | $3430894.62        | $4049759.68        | Private Label Collateralized Mortgage Obligations |
| 04JKNCONN AVE SECS 2020-SB | 2040-02-27      | 10.4118% |  | $1648134.60        | $1727717.85        | Private Label Collateralized Mortgage Obligations |
| 04YQKFHLMC STACR REMIC TR  | 2042-02-25      | 12.1973% |  | $620000.00         | $663730.62         | Private Label Collateralized Mortgage Obligations |
| 04DURFHLMC STACR 2019-FTR1 | 2048-01-27      | 12.1618% |  | $3224423.80        | $3863605.54        | Private Label Collateralized Mortgage Obligations |

### Security 72: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.200%, 4/30/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 0236DOSI SYSTEMS INC      | 2031-02-01      | 0.5000%  |  | $23292000.00       | $23911618.96       | Corporate Debt Securities |
| 04EK2BRIDGEBIO PHARMA INC | 2031-03-01      | 1.7500%  |  | $892000.00         | $1598145.61        | Corporate Debt Securities |

### Security 73: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.200%, 4/27/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 0236DOSI SYSTEMS INC      | 2031-02-01      | 0.5000%  |  | $633000.00         | $649839.21         | Corporate Debt Securities |
| 04QMWALIGNMENT HEALTHCARE | 2029-11-15      | 4.2500%  |  | $14902000.00       | $24860025.55       | Corporate Debt Securities |

### Security 74: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.,  4.250%, 4/30/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 933FJJ008, C.4 - ISIN: US5909930027, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03RTLEVERGY INC            | 2027-12-15      | 4.5000%  |  | $187500.00         | $238335.94         | Corporate Debt Securities |
| 04OISENOVIX CORPORATION    | 2030-09-15      | 4.7500%  |  | $835000.00         | $815404.64         | Corporate Debt Securities |
| 01BGCDUKE ENERGY CORP NEW  | 2026-04-15      | 4.1250%  |  | $474000.00         | $497003.82         | Corporate Debt Securities |
| 02I0OCYTOKINETICS INC      | 2031-10-01      | 1.7500%  |  | $505000.00         | $655221.37         | Corporate Debt Securities |
| 028MZCLEANSPARK INC        | 2030-06-15      | 0.0000%  |  | $300500.00         | $352787.00         | Corporate Debt Securities |
| 04EK2BRIDGEBIO PHARMA INC  | 2033-02-01      | 0.7500%  |  | $1252500.00        | $1292689.60        | Corporate Debt Securities |
| 02GHSAKAMAI TECHNOLOGIES I | 2033-05-15      | 0.2500%  |  | $786000.00         | $967723.86         | Corporate Debt Securities |
| 01BKIWORLD KINECT CORPORAT | 2028-07-01      | 3.2500%  |  | $649000.00         | $733706.22         | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2028-07-15      | 2.2500%  |  | $1159000.00        | $1134009.07        | Corporate Debt Securities |
| 01CZ6SEMTECH CORP          | 2030-10-15      | 0.0000%  |  | $312000.00         | $355836.00         | Corporate Debt Securities |
| 02G8BON SEMICONDUCTOR CORP | 2029-03-01      | 0.5000%  |  | $4485500.00        | $4427500.00        | Corporate Debt Securities |
| 02K1HKOSMOS ENERGY LTD     | 2030-03-15      | 3.1250%  |  | $500000.00         | $265359.38         | Corporate Debt Securities |
| 01FI6INTEGER HLDGS CORP    | 2028-02-15      | 2.1250%  |  | $413000.00         | $491362.45         | Corporate Debt Securities |
| 01FKTGLOBAL PMTS INC       | 2031-03-01      | 1.5000%  |  | $4229500.00        | $3767250.90        | Corporate Debt Securities |
| 028C6BANDWIDTH INC         | 2026-03-01      | 0.2500%  |  | $317500.00         | $313859.78         | Corporate Debt Securities |
| 01RXGAPPLIED DIGITAL CORP  | 2030-06-01      | 2.7500%  |  | $867000.00         | $3508330.19        | Corporate Debt Securities |
| 01HYUITRON INC             | 2026-03-15      | 0.0000%  |  | $50000.00          | $49525.00          | Corporate Debt Securities |
| 02YKSDATADOG INC           | 2029-12-01      | 0.0000%  |  | $2943500.00        | $2889045.25        | Corporate Debt Securities |
| 02I0OCYTOKINETICS INC      | 2027-07-01      | 3.5000%  |  | $1092000.00        | $1606134.84        | Corporate Debt Securities |
| 01BUNWINNEBAGO INDS INC    | 2030-01-15      | 3.2500%  |  | $1268000.00        | $1232311.09        | Corporate Debt Securities |
| 01T9UURUGUAY REP           | 2060-09-10      | 5.2500%  |  | $140.00            | $132.93            | Other Instrument          |

### Security 75: Westlake Automobile Receivables Trust 2025-2

- **C.1 - Title:** Westlake Automobile Receivables Trust 2025-2, Class A1,  4.642%, 7/15/2026
- **C.6 - Investment Category:** Other Asset Backed Securities
- **Identifiers:** C.3 - CUSIP: 96041KAA2, C.4 - ISIN: US96041KAA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $643404.69
- **C.18.a - Value (excl. sponsor support):** $643404.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf)
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  3.985%, 8/6/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1H67, C.4 - ISIN: US9612C00014, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $19612418.00
- **C.18.a - Value (excl. sponsor support):** $19612418.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  3.820%, 9/22/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1JN8, C.4 - ISIN: US9612C00014, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $14641798.50
- **C.18.a - Value (excl. sponsor support):** $14641798.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  3.860%, 10/6/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AC89, C.4 - ISIN: US9639930018, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $50026020.00
- **C.18.a - Value (excl. sponsor support):** $50026020.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-06
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  3.840%, 12/8/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AE61, C.4 - ISIN: US9639930018, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $10005049.00
- **C.18.a - Value (excl. sponsor support):** $10005049.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-08
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 4.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-188 FA      | 2055-11-20      | 4.9530%  |  | $2510240.47        | $2529754.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-218 FA      | 2055-12-20      | 4.7030%  |  | $41694.11          | $41592.18          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.8530%  |  | $7797578.83        | $7879118.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 4.7230%  |  | $7234442.10        | $7247528.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FB      | 2054-10-20      | 4.7030%  |  | $1525487.48        | $1531033.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.7630%  |  | $324.74            | $327.00            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.0030%  |  | $169.20            | $170.82            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $138160.26         | $141872.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.2030%  |  | $41.24             | $41.80             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.1030%  |  | $40.96             | $41.45             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.7030%  |  | $104.10            | $104.47            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 YF      | 2051-11-20      | 3.0000%  |  | $17844500.19       | $15421936.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF      | 2051-11-20      | 2.5000%  |  | $100.82            | $84.76             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7246%  |  | $164059.74         | $159550.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $308385.50         | $309807.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-143 AF      | 2049-11-20      | 4.2398%  |  | $383959.86         | $378085.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FB      | 2055-07-20      | 4.8530%  |  | $6216789.41        | $6283837.83        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5615AE 03/25/53  | 2053-03-25      | 4.7500%  |  | $114306.70         | $114703.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 4.6030%  |  | $152.27            | $152.80            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $685541.32         | $695939.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-077 FA      | 2051-05-20      | 3.0000%  |  | $599032.06         | $517719.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF      | 2055-08-20      | 4.8030%  |  | $6496671.18        | $6560664.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-103 FA      | 2055-06-20      | 5.5030%  |  | $11335158.12       | $11511268.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.7030%  |  | $14277.66          | $14249.92          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9473%  |  | $491520.10         | $495755.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-007 FD      | 2056-01-20      | 4.7074%  |  | $9897052.63        | $10021434.80       | Agency Collateralized Mortgage Obligation |
| FNMA FNAR XX.XXX S1AD0390  | 2038-09-01      | 6.6300%  |  | $33994.75          | $35176.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG5399  | 2053-06-01      | 7.0000%  |  | $105.78            | $115.32            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  |  | $934147.11         | $753773.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5395  | 2053-01-01      | 5.5000%  |  | $2650453.63        | $2705852.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4564  | 2052-03-01      | 3.0000%  |  | $1196162.79        | $1066949.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004617 M      | 2040-01-20      | 4.5000%  |  | $437.32            | $441.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5466 M      | 2048-09-20      | 4.0000%  |  | $12.56             | $12.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  |  | $120.46            | $122.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CC3547 C      | 2041-09-20      | 4.5000%  |  | $185.23            | $183.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7752  | 2050-11-01      | 3.0000%  |  | $247.45            | $225.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3174 M      | 2045-10-20      | 4.0000%  |  | $71.83             | $70.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3181  | 2037-11-01      | 3.5000%  |  | $17.65             | $17.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004746 M      | 2040-07-20      | 4.5000%  |  | $18.66             | $18.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0879  | 2050-12-01      | 4.0000%  |  | $131.00            | $127.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9959  | 2052-06-01      | 4.0000%  |  | $687488.15         | $663191.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3605  | 2053-08-01      | 5.5000%  |  | $326.63            | $337.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  |  | $113.90            | $99.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5877  | 2054-07-01      | 5.5000%  |  | $114.32            | $118.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTFS4266  | 2043-03-01      | 5.0000%  |  | $68737.55          | $70759.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $304.78            | $261.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4951  | 2053-06-01      | 5.0000%  |  | $1688521.27        | $1717774.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5164  | 2053-10-01      | 5.0000%  |  | $180.20            | $181.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004834 M      | 2040-10-20      | 4.5000%  |  | $17.31             | $17.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3737  | 2034-08-01      | 2.5000%  |  | $33.02             | $31.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4809  | 2036-07-01      | 2.5000%  |  | $250090.13         | $237996.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5496  | 2054-10-01      | 5.0000%  |  | $523436.05         | $526188.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8508  | 2054-05-01      | 6.5000%  |  | $355.41            | $370.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3121  | 2052-03-01      | 3.0000%  |  | $194362.60         | $173417.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8321  | 2052-12-01      | 6.0000%  |  | $335.71            | $348.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9644  | 2046-11-01      | 3.0000%  |  | $87261.54          | $80142.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4009  | 2054-09-01      | 7.0000%  |  | $384.59            | $409.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8602  | 2054-07-01      | 6.5000%  |  | $342770.31         | $356402.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD2538 C      | 2065-04-20      | 7.0000%  |  | $267.84            | $279.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5598  | 2045-01-01      | 5.5000%  |  | $99.05             | $101.44            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-08-25      | 2.7240%  |  | $11710.66          | $11642.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW0282  | 2052-07-01      | 4.5000%  |  | $120.60            | $119.17            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1157  | 2028-11-01      | 1.8000%  |  | $131.58            | $124.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS6597 C      | 2050-04-20      | 4.0000%  |  | $43.63             | $41.69             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1H1350 G         | 2036-10-01      | 6.2180%  |  | $1.33              | $1.39              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB905190  | 2036-11-01      | 6.3100%  |  | $660.40            | $684.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5353  | 2050-03-01      | 3.5000%  |  | $591234.13         | $553111.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4120  | 2050-09-01      | 2.5000%  |  | $62.34             | $53.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE5099  | 2052-07-01      | 4.0000%  |  | $328.43            | $316.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6339 M      | 2049-12-20      | 3.5000%  |  | $35.92             | $33.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3876  | 2047-06-01      | 4.0000%  |  | $115566.34         | $112312.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6378  | 2054-09-01      | 6.0000%  |  | $231.98            | $242.47            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A1766 G         | 2037-07-01      | 6.2750%  |  | $3876.47           | $4021.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7871 M      | 2052-02-20      | 2.5000%  |  | $203.25            | $172.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA4645 M      | 2047-08-20      | 4.5000%  |  | $81.18             | $80.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF1529  | 2052-10-01      | 6.0000%  |  | $126.09            | $132.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT9390  | 2051-11-01      | 3.0000%  |  | $92.07             | $82.62             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849020 G         | 2037-01-01      | 6.1240%  |  | $8022.35           | $8275.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $8107.84           | $8314.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0859 C      | 2064-09-20      | 7.0000%  |  | $41.54             | $43.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3847  | 2053-05-01      | 7.0000%  |  | $127.05            | $138.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKMA2627  | 2046-05-01      | 4.0000%  |  | $24693.28          | $23623.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8222  | 2054-10-01      | 6.0000%  |  | $263.25            | $270.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK0366  | 2040-08-01      | 3.0000%  |  | $150.76            | $140.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTQK0209  | 2040-02-01      | 3.5000%  |  | $55.61             | $52.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4696  | 2054-09-01      | 7.0000%  |  | $91.69             | $97.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4695  | 2054-09-01      | 7.0000%  |  | $113.32            | $120.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3545  | 2054-09-01      | 6.5000%  |  | $454.58            | $481.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1976  | 2054-08-01      | 5.5000%  |  | $583.26            | $601.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1762  | 2054-07-01      | 6.0000%  |  | $516.67            | $531.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5505  | 2053-11-01      | 6.5000%  |  | $127.63            | $133.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4878  | 2053-11-01      | 6.5000%  |  | $350.53            | $366.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  |  | $98.80             | $106.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH1717  | 2053-10-01      | 5.5000%  |  | $122.14            | $126.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG8937  | 2053-08-01      | 6.5000%  |  | $298.63            | $315.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG7509  | 2053-08-01      | 5.0000%  |  | $346.10            | $350.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  |  | $98.07             | $90.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7643 M      | 2051-10-20      | 4.5000%  |  | $239.11            | $236.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7468 M      | 2051-06-20      | 4.5000%  |  | $442.15            | $430.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1915  | 2049-02-01      | 3.0000%  |  | $124.44            | $113.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF9409  | 2056-01-01      | 6.5000%  |  | $27276.05          | $28484.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317  | 2054-10-01      | 5.0000%  |  | $10985.16          | $11057.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6524  | 2053-06-01      | 5.5000%  |  | $101.72            | $105.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6747  | 2051-11-01      | 3.0000%  |  | $170.73            | $153.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7191  | 2052-04-01      | 3.5000%  |  | $193.35            | $180.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5077  | 2051-05-01      | 2.5000%  |  | $174.75            | $152.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7312 M      | 2051-04-20      | 2.5000%  |  | $384.84            | $335.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7308 M      | 2051-04-20      | 4.5000%  |  | $54.55             | $53.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7251 M      | 2051-03-20      | 4.5000%  |  | $82.74             | $80.60             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6990 M      | 2050-11-20      | 4.5000%  |  | $134.50            | $132.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6649 M      | 2050-05-20      | 4.5000%  |  | $119.88            | $117.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6402 M      | 2050-01-20      | 4.5000%  |  | $19.90             | $19.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6332 M      | 2049-12-20      | 4.5000%  |  | $115.61            | $114.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7131 M      | 2051-01-20      | 4.5000%  |  | $430.70            | $419.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6404  | 2053-06-01      | 5.5000%  |  | $38436.83          | $39859.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5139  | 2052-11-01      | 5.5000%  |  | $211.55            | $215.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4852  | 2052-10-01      | 4.5000%  |  | $520607.41         | $514628.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CICB4759  | 2037-09-01      | 5.0000%  |  | $104671.23         | $106866.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CICB4756  | 2037-09-01      | 5.0000%  |  | $84788.91          | $86875.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552  | 2052-09-01      | 4.5000%  |  | $52262.96          | $51860.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3922  | 2052-06-01      | 5.0000%  |  | $2775187.87        | $2804293.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2855  | 2052-02-01      | 2.5000%  |  | $211583.60         | $184607.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3583  | 2052-05-01      | 3.0000%  |  | $1685387.20        | $1505870.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $194.71            | $159.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890061  | 2036-06-01      | 5.5000%  |  | $173058.11         | $181195.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889060  | 2038-01-01      | 6.0000%  |  | $2.22              | $2.40              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS888521  | 2034-03-01      | 6.1730%  |  | $28799.15          | $29817.99          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB888490  | 2035-05-01      | 6.3990%  |  | $777.18            | $798.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1055  | 2055-09-01      | 6.5000%  |  | $129.41            | $136.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1007  | 2055-09-01      | 5.5000%  |  | $3305.32           | $3415.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0439  | 2055-05-01      | 6.0000%  |  | $116.61            | $122.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZLFP0012  | 2051-08-01      | 3.0000%  |  | $94.43             | $85.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8817  | 2052-05-01      | 3.0000%  |  | $6243.61           | $5635.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5628  | 2053-09-01      | 5.5000%  |  | $103.84            | $107.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $211451.55         | $218689.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4967  | 2052-10-01      | 4.0000%  |  | $540980.52         | $521694.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4842  | 2053-06-01      | 5.5000%  |  | $60895.67          | $62892.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3884  | 2052-02-01      | 3.0000%  |  | $103.10            | $92.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2040  | 2052-02-01      | 2.0000%  |  | $3958670.69        | $3243244.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1535  | 2052-04-01      | 3.0000%  |  | $387.33            | $348.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4495  | 2051-02-01      | 2.0000%  |  | $217073.09         | $178162.98         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7725  | 2049-11-01      | 6.4080%  |  | $557874.43         | $586717.65         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7482  | 2054-01-01      | 4.1850%  |  | $365.43            | $362.25            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6916  | 2050-12-01      | 2.1680%  |  | $47179.15          | $44309.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4495  | 2041-07-01      | 6.0000%  |  | $12121.51          | $12836.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1262  | 2052-04-01      | 3.5000%  |  | $187.05            | $175.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9617  | 2048-10-01      | 4.0000%  |  | $152.84            | $149.77            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSBM1474  | 2037-09-01      | 6.2560%  |  | $69107.62          | $71580.92          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBJ0420  | 2047-09-01      | 6.3080%  |  | $9997.81           | $10430.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3700  | 2055-11-01      | 5.5000%  |  | $154.95            | $158.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3657  | 2055-11-01      | 5.5000%  |  | $172257.48         | $175742.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0715  | 2055-09-01      | 6.5000%  |  | $54574.90          | $57199.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9490  | 2055-09-01      | 6.0000%  |  | $131.24            | $137.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8016  | 2055-09-01      | 6.5000%  |  | $205039.28         | $215338.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3703  | 2055-08-01      | 6.0000%  |  | $12105.26          | $12593.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2580  | 2055-07-01      | 6.0000%  |  | $832.31            | $865.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD9495  | 2040-07-01      | 5.5000%  |  | $642.95            | $661.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6001  | 2055-05-01      | 6.0000%  |  | $170821.61         | $177757.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5923  | 2055-04-01      | 5.5000%  |  | $521.83            | $535.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1800  | 2055-02-01      | 6.0000%  |  | $105506.78         | $109596.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6090 M      | 2049-08-20      | 3.5000%  |  | $132.30            | $123.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4837 M      | 2047-11-20      | 3.5000%  |  | $49.17             | $46.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA9006  | 2051-01-01      | 4.5000%  |  | $33129.03          | $33307.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3846  | 2053-05-01      | 7.0000%  |  | $138513.80         | $151024.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2440  | 2053-05-01      | 6.0000%  |  | $298.54            | $313.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1307  | 2053-04-01      | 6.0000%  |  | $104.77            | $111.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG1305  | 2053-04-01      | 7.0000%  |  | $142051.38         | $154358.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9202  | 2053-03-01      | 5.5000%  |  | $98.25             | $102.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF2957  | 2052-11-01      | 4.5000%  |  | $95.48             | $94.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1312  | 2052-09-01      | 5.5000%  |  | $125.80            | $129.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF1157  | 2052-09-01      | 6.5000%  |  | $329.57            | $347.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8504  | 2052-08-01      | 5.0000%  |  | $272.58            | $274.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQE8892  | 2052-08-01      | 6.0000%  |  | $90.80             | $96.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0258  | 2052-04-01      | 3.5000%  |  | $437.16            | $412.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA5321 M      | 2048-07-20      | 4.5000%  |  | $15.71             | $15.53             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA4216 M      | 2047-01-20      | 5.5000%  |  | $3.04              | $3.11              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA3959 M      | 2046-09-20      | 5.3750%  |  | $7.12              | $7.29              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3674 M      | 2046-05-20      | 5.5000%  |  | $4522.17           | $4632.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3377 M      | 2046-01-20      | 4.0000%  |  | $45.59             | $44.33             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3598 M      | 2046-04-20      | 4.0000%  |  | $24.08             | $23.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3597 M      | 2046-04-20      | 3.5000%  |  | $14.42             | $13.62             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2164 M      | 2044-08-20      | 5.3750%  |  | $729.22            | $734.60            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0186 M      | 2042-06-20      | 6.2500%  |  | $1.98              | $2.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA4119  | 2056-01-01      | 7.0000%  |  | $131.84            | $141.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA4112  | 2056-01-01      | 7.0000%  |  | $263.42            | $280.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1290  | 2055-10-01      | 5.5000%  |  | $262.84            | $267.96            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WSWS4041  | 2040-08-01      | 4.9000%  |  | $635057.78         | $638564.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3675  | 2055-12-01      | 6.5000%  |  | $127.05            | $133.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3394  | 2051-11-01      | 2.0000%  |  | $129.55            | $106.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2147  | 2055-08-01      | 5.5000%  |  | $127.83            | $130.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7057  | 2050-09-01      | 3.5000%  |  | $67.32             | $63.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2479  | 2048-10-01      | 4.5000%  |  | $2516571.56        | $2523781.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9936  | 2053-12-01      | 7.0000%  |  | $166780.39         | $179329.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9877  | 2053-11-01      | 6.5000%  |  | $130236.41         | $138919.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY5975  | 2053-06-01      | 7.0000%  |  | $124653.90         | $134575.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6464  | 2054-02-01      | 5.0000%  |  | $447291.90         | $450323.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6419  | 2054-01-01      | 5.5000%  |  | $209278.49         | $213354.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6427  | 2054-02-01      | 6.5000%  |  | $58926.70          | $63133.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6394  | 2054-01-01      | 7.5000%  |  | $1697.18           | $1839.04           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844789  | 2035-11-01      | 5.8990%  |  | $7.31              | $7.48              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.2130%  |  | $17095.51          | $17687.78          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843998  | 2035-11-01      | 5.9630%  |  | $53002.73          | $54347.29          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WZ841851  | 2045-08-01      | 6.0430%  |  | $30465.20          | $31765.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL788359  | 2033-10-01      | 6.5000%  |  | $20879.17          | $21697.38          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB671133  | 2033-02-01      | 6.1630%  |  | $5693.90           | $5784.34           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD670845  | 2032-12-01      | 5.9000%  |  | $740.92            | $762.65            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAT2075  | 2043-06-01      | 6.2430%  |  | $8122.22           | $8483.33           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6433  | 2047-09-01      | 3.4200%  |  | $118.63            | $102.08            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 786837 M      | 2049-08-20      | 5.0480%  |  | $9101.84           | $9188.54           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726316 X      | 2039-09-15      | 5.0000%  |  | $16.50             | $16.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005115 M      | 2041-07-20      | 4.5000%  |  | $305.13            | $307.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005082 M      | 2041-06-20      | 4.5000%  |  | $31.43             | $31.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004751 M      | 2038-12-20      | 7.0000%  |  | $29.52             | $30.55             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  |  | $534.33            | $539.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004678 M      | 2040-04-20      | 4.5000%  |  | $178.26            | $179.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  |  | $592.95            | $598.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004519 M      | 2039-08-20      | 4.5000%  |  | $36.90             | $37.24             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004468 M      | 2039-06-20      | 4.5000%  |  | $625.83            | $626.53            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003388 M      | 2033-05-20      | 4.5000%  |  | $329.18            | $329.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002725 M      | 2028-12-20      | 4.5000%  |  | $146.76            | $144.59            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0695 M      | 2055-10-20      | 4.5000%  |  | $473696.23         | $477255.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3023  | 2053-06-01      | 5.5000%  |  | $124.76            | $127.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  |  | $107562.67         | $118028.40         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBX4175  | 2052-12-01      | 5.7770%  |  | $277131.46         | $285317.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9710  | 2053-05-01      | 3.0000%  |  | $19538.77          | $17403.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV7822  | 2052-06-01      | 4.5000%  |  | $132225.13         | $130929.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4863  | 2054-08-01      | 6.0000%  |  | $95533.65          | $98429.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT7347  | 2051-09-01      | 2.0000%  |  | $93.46             | $76.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT6809  | 2051-10-01      | 2.0000%  |  | $20344.76          | $16668.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1701  | 2051-06-01      | 3.0000%  |  | $366699.65         | $329279.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0417  | 2051-06-01      | 2.5000%  |  | $40608.63          | $34920.33          | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.590 MLBS2947  | 2051-09-01      | 2.5900%  |  | $242615.73         | $180895.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD3200  | 2051-12-01      | 3.0000%  |  | $87.09             | $77.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8814  | 2050-04-01      | 2.5000%  |  | $601.40            | $514.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5983  | 2050-01-01      | 3.0000%  |  | $74.57             | $67.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA0639  | 2049-06-01      | 4.0000%  |  | $80.51             | $77.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288  | 2053-01-01      | 5.0000%  |  | $104.19            | $105.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  |  | $206.84            | $168.72            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787723 M      | 2048-05-20      | 5.3170%  |  | $161051.18         | $163757.41         | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787466 M      | 2049-08-20      | 5.4360%  |  | $18355.15          | $18744.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2805  | 2054-08-01      | 7.0000%  |  | $119.76            | $129.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  |  | $152229.79         | $160715.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB1905  | 2054-08-01      | 7.5000%  |  | $647.95            | $706.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6465  | 2054-03-01      | 5.5000%  |  | $208.54            | $214.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4728  | 2053-06-01      | 6.5000%  |  | $116775.07         | $124028.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3501  | 2053-05-01      | 6.5000%  |  | $406.60            | $435.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2493  | 2053-03-01      | 6.0000%  |  | $112.13            | $118.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2359  | 2053-02-01      | 5.5000%  |  | $116.77            | $122.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1641  | 2052-09-01      | 4.5000%  |  | $295.11            | $293.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1518  | 2052-08-01      | 4.5000%  |  | $211.10            | $209.77            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B3805 G         | 2045-02-01      | 6.5520%  |  | $3159.95           | $3297.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2871  | 2049-01-01      | 5.0000%  |  | $142503.18         | $144749.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3505  | 2049-02-01      | 4.0000%  |  | $16.76             | $16.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3241  | 2047-05-01      | 4.5000%  |  | $93.86             | $94.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877  | 2055-11-01      | 4.5000%  |  | $16095.99          | $15867.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5192  | 2053-11-01      | 6.5000%  |  | $24303.73          | $25289.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5175  | 2043-10-01      | 5.5000%  |  | $86.41             | $88.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167  | 2053-10-01      | 6.5000%  |  | $133.08            | $138.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5026  | 2053-04-01      | 3.5000%  |  | $111.37            | $103.69            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2082  | 2038-12-01      | 6.7270%  |  | $111849.94         | $117334.85         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL1805  | 2037-08-01      | 5.8290%  |  | $8.55              | $8.80              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  |  | $22660.03          | $23137.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI7784  | 2041-07-01      | 4.5000%  |  | $3.99              | $4.02              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.1750%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS580720  | 2031-12-01      | 5.9380%  |  | $4412.36           | $4536.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL555408  | 2033-04-01      | 5.0000%  |  | $16.55             | $16.84             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS535598  | 2040-10-01      | 5.4280%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462361  | 2037-07-01      | 6.4170%  |  | $5984.77           | $6065.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $510.93            | $502.38            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MB0887 M      | 2056-01-20      | 3.5000%  |  | $148.68            | $146.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0425 M      | 2055-06-20      | 6.0000%  |  | $637.34            | $655.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $3228651.09        | $3283536.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.470 MTAM9799  | 2035-09-01      | 3.4700%  |  | $694.19            | $672.26            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL9691  | 2042-06-01      | 6.4130%  |  | $161876.46         | $169595.51         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL4980  | 2044-02-01      | 6.5830%  |  | $1347.56           | $1405.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8155  | 2051-07-01      | 2.0000%  |  | $97.33             | $79.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8122  | 2051-01-01      | 2.5000%  |  | $123.99            | $106.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7504  | 2049-08-01      | 3.5000%  |  | $127.03            | $119.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7202  | 2054-09-01      | 6.5000%  |  | $221.11            | $232.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8023  | 2049-11-01      | 2.5000%  |  | $32.28             | $27.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2032  | 2054-07-01      | 6.0000%  |  | $117.14            | $120.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9876  | 2055-12-01      | 5.5000%  |  | $128.44            | $132.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ7409  | 2055-11-01      | 6.5000%  |  | $262.69            | $276.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3410  | 2055-09-01      | 6.5000%  |  | $358537.74         | $373493.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1934  | 2055-08-01      | 6.5000%  |  | $224.43            | $234.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0053  | 2055-04-01      | 6.5000%  |  | $130.54            | $138.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0810  | 2055-04-01      | 6.5000%  |  | $334312.88         | $350926.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6819  | 2055-03-01      | 6.5000%  |  | $124.84            | $131.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX4033  | 2055-01-01      | 5.5000%  |  | $387976.13         | $395944.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD4850  | 2035-05-01      | 7.0000%  |  | $5931.66           | $6231.94           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LAAD0082  | 2035-10-01      | 6.1290%  |  | $7266.36           | $7494.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5944  | 2056-01-01      | 5.0000%  |  | $140.37            | $141.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4749  | 2053-11-01      | 6.5000%  |  | $85.49             | $89.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD4586  | 2054-01-01      | 7.0000%  |  | $156.92            | $168.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5331  | 2054-03-01      | 6.0000%  |  | $313.41            | $327.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520  | 2042-01-01      | 2.0000%  |  | $93.98             | $82.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  |  | $92.01             | $75.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4268  | 2041-02-01      | 2.0000%  |  | $28467.36          | $25076.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4096  | 2050-08-01      | 2.5000%  |  | $56.60             | $48.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM2827  | 2047-03-01      | 4.5000%  |  | $35.77             | $35.91             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 6.3320%  |  | $21203.82          | $22146.56          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B8910 G         | 2041-11-01      | 6.2500%  |  | $6648.68           | $6970.22           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1145 G         | 2039-05-01      | 6.6920%  |  | $927.24            | $961.81            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 6.4310%  |  | $22221.47          | $22909.99          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.3850%  |  | $7.61              | $7.88              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2143 G         | 2037-08-01      | 6.5360%  |  | $71502.00          | $74406.92          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0248 G         | 2036-10-01      | 6.6820%  |  | $2207.69           | $2242.07           | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G02061 G  | 2036-01-01      | 7.0000%  |  | $22299.05          | $23451.31          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847271 G         | 2030-09-01      | 6.4010%  |  | $4.80              | $4.84              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841662 G         | 2038-08-01      | 6.3730%  |  | $16164.53          | $16952.41          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841607 G         | 2053-08-01      | 4.7500%  |  | $1359.24           | $1370.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4465  | 2051-11-01      | 2.0000%  |  | $691208.59         | $565006.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438  | 2051-10-01      | 2.5000%  |  | $93.55             | $80.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398  | 2051-08-01      | 2.0000%  |  | $97.92             | $80.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $171.43            | $170.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKMA3140  | 2047-09-01      | 4.0000%  |  | $17.18             | $16.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1106  | 2032-07-01      | 3.0000%  |  | $19.66             | $19.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC5445  | 2039-11-01      | 5.0000%  |  | $42718.04          | $44003.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA3030  | 2039-04-01      | 6.0000%  |  | $3704.05           | $3849.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  |  | $9.45              | $9.72              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4934  | 2043-02-01      | 5.0000%  |  | $523.59            | $529.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2079 C      | 2055-11-20      | 6.5000%  |  | $525.10            | $550.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0283 C      | 2055-07-20      | 6.5000%  |  | $262.00            | $276.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ6158 C      | 2065-04-20      | 7.0000%  |  | $3818.76           | $3986.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7130 C      | 2055-01-20      | 6.5000%  |  | $129.96            | $137.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH4103 C      | 2065-03-20      | 7.0000%  |  | $393.79            | $411.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG7338 C      | 2065-03-20      | 6.5000%  |  | $109.15            | $115.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA8141 C      | 2054-03-20      | 5.0000%  |  | $127.56            | $129.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA2499 C      | 2054-03-20      | 5.5000%  |  | $106.69            | $109.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ0414 C      | 2065-04-20      | 7.0000%  |  | $52.71             | $55.02             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0300 X      | 2053-05-15      | 7.0000%  |  | $115.21            | $121.59            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0257 X      | 2053-07-15      | 7.0000%  |  | $128.09            | $135.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9963 M      | 2054-10-20      | 4.5000%  |  | $601944.22         | $591867.68         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 783132 G         | 2035-05-01      | 6.3610%  |  | $2519.63           | $2612.84           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840633 G         | 2045-05-01      | 6.2840%  |  | $10.70             | $11.16             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 780193 G         | 2033-01-01      | 6.0180%  |  | $5082.13           | $5222.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8476  | 2054-06-01      | 6.5000%  |  | $388.62            | $415.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CNRD5120  | 2032-10-01      | 3.5000%  |  | $112.70            | $111.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5010  | 2039-07-01      | 2.5000%  |  | $6788.73           | $6227.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8364  | 2053-04-01      | 4.5000%  |  | $105.10            | $104.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7927  | 2052-09-01      | 4.5000%  |  | $199.65            | $198.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL3468 C      | 2038-11-20      | 6.5000%  |  | $475.51            | $507.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL3463 C      | 2041-12-20      | 4.0000%  |  | $625.33            | $598.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG0777 C      | 2046-07-20      | 4.0000%  |  | $360.26            | $345.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CF1395 C      | 2038-08-20      | 6.0000%  |  | $51132.72          | $53775.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CF1392 C      | 2049-02-20      | 5.0000%  |  | $135.19            | $135.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ3399 C      | 2053-07-20      | 7.5000%  |  | $72.77             | $78.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2767  | 2052-01-01      | 2.0000%  |  | $248048.77         | $202990.98         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA2466 M      | 2044-12-20      | 4.7500%  |  | $2.97              | $3.05              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB4292 C      | 2051-03-20      | 4.0000%  |  | $189.53            | $181.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL933409  | 2038-03-01      | 5.0000%  |  | $2927.87           | $2998.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CL932846  | 2040-12-01      | 3.0000%  |  | $43.70             | $40.64             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD904443  | 2036-07-01      | 6.2130%  |  | $82842.06          | $85697.33          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841598 G         | 2051-11-01      | 1.9450%  |  | $10155.84          | $9295.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CICB4758  | 2037-09-01      | 5.0000%  |  | $104679.81         | $107130.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY4721  | 2053-06-01      | 7.0000%  |  | $128515.81         | $140633.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI1521 C      | 2052-04-20      | 4.0000%  |  | $105.09            | $103.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $5.60              | $5.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4072  | 2040-07-01      | 2.5000%  |  | $44012.34          | $40151.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6090 M      | 2049-08-20      | 3.5000%  |  | $15760.22          | $14753.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121  | 2051-01-01      | 2.0000%  |  | $90.75             | $74.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7668  | 2052-07-01      | 4.0000%  |  | $208.43            | $201.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF1743  | 2052-10-01      | 4.0000%  |  | $275830.07         | $268899.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7675  | 2052-07-01      | 4.5000%  |  | $195.39            | $193.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB3985  | 2037-06-01      | 4.5000%  |  | $19538.56          | $19865.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005258 M      | 2041-12-20      | 3.5000%  |  | $38.81             | $36.91             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAL7183  | 2036-01-01      | 6.2710%  |  | $15449.98          | $16164.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG0709  | 2053-04-01      | 7.0000%  |  | $36.75             | $39.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7402  | 2052-05-01      | 3.5000%  |  | $98.19             | $91.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1317  | 2052-10-01      | 5.5000%  |  | $90.98             | $95.06             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3378 M      | 2046-01-20      | 4.5000%  |  | $944.95            | $948.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172  | 2042-05-01      | 3.5000%  |  | $380960.51         | $364278.04         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841337 G         | 2051-08-01      | 1.8520%  |  | $207726.52         | $200250.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1759  | 2054-07-01      | 6.0000%  |  | $214.01            | $224.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3845  | 2053-05-01      | 6.5000%  |  | $254.42            | $268.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CNRD5103  | 2032-06-01      | 3.5000%  |  | $62.12             | $61.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5913  | 2054-04-01      | 5.5000%  |  | $111.38            | $114.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA2389  | 2050-04-01      | 4.5000%  |  | $173.41            | $172.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714  | 2046-10-01      | 3.0000%  |  | $14742.97          | $13477.98          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8317  | 2045-03-01      | 6.2510%  |  | $37594.32          | $39410.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ6575  | 2051-09-01      | 2.5000%  |  | $90039.45          | $77413.12          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843997  | 2035-11-01      | 5.8590%  |  | $4127.16           | $4225.76           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844237  | 2035-11-01      | 5.6200%  |  | $0.70              | $0.71              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0896  | 2052-04-01      | 4.0000%  |  | $88.23             | $85.69             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6813 M      | 2050-08-20      | 4.5000%  |  | $299.13            | $292.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  |  | $343.19            | $347.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7407  | 2052-05-01      | 4.0000%  |  | $192.43            | $186.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE4961 C      | 2050-01-20      | 5.0000%  |  | $497.08            | $500.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE3676 C      | 2049-07-20      | 5.5000%  |  | $241.40            | $246.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CC3456 C      | 2040-06-20      | 5.0000%  |  | $48.63             | $49.12             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ3902 C      | 2050-11-20      | 4.0000%  |  | $91.70             | $87.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT5018 C      | 2050-03-20      | 4.0000%  |  | $19.03             | $18.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  |  | $183.12            | $189.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8488 M      | 2052-12-20      | 4.0000%  |  | $156.30            | $149.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8426 M      | 2052-11-20      | 4.0000%  |  | $315.51            | $302.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M      | 2052-10-20      | 5.0000%  |  | $191.92            | $193.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1727  | 2049-09-01      | 5.0000%  |  | $182665.28         | $186856.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3378  | 2052-04-01      | 3.5000%  |  | $3368256.18        | $3170261.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9849  | 2055-03-01      | 7.0000%  |  | $210134.27         | $224241.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5912  | 2055-04-01      | 6.5000%  |  | $241748.81         | $253892.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD4724  | 2055-02-01      | 7.0000%  |  | $36113.25          | $38453.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4289  | 2055-01-01      | 6.5000%  |  | $734394.81         | $775323.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6923  | 2052-05-01      | 2.5000%  |  | $242.55            | $210.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4622  | 2056-02-01      | 5.0000%  |  | $131.58            | $132.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3675  | 2055-11-01      | 6.0000%  |  | $8068979.51        | $8302280.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6115 C      | 2055-11-20      | 7.5000%  |  | $131.37            | $141.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5282  | 2055-06-01      | 6.0000%  |  | $793123.46         | $817281.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2766  | 2055-04-01      | 6.0000%  |  | $162054.41         | $166964.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0724  | 2055-08-01      | 6.5000%  |  | $338909.08         | $356086.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4491  | 2056-01-01      | 5.5000%  |  | $131.71            | $135.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3229  | 2055-07-01      | 6.0000%  |  | $72268.66          | $75184.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8136 C      | 2055-08-20      | 7.0000%  |  | $264.21            | $277.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $95606.21          | $97468.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1191  | 2052-08-01      | 3.5000%  |  | $125.65            | $116.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CP1433 C      | 2065-02-20      | 6.5000%  |  | $131.00            | $136.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1793  | 2055-10-01      | 6.0000%  |  | $134465.93         | $138580.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1980  | 2055-11-01      | 6.5000%  |  | $48294.65          | $50797.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3282 C      | 2055-11-20      | 6.0000%  |  | $262.61            | $272.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0291  | 2055-04-01      | 6.5000%  |  | $603473.49         | $652512.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7883 C      | 2055-08-20      | 6.0000%  |  | $128.65            | $133.53            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3156 C      | 2055-03-20      | 6.0000%  |  | $104.67            | $108.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3886  | 2056-01-01      | 5.5000%  |  | $134.74            | $137.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1017 C      | 2055-07-20      | 6.0000%  |  | $121421.07         | $127051.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4758 C      | 2055-08-20      | 6.0000%  |  | $411.00            | $428.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5971  | 2056-02-01      | 5.0000%  |  | $3574840.00        | $3593485.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $435506.73         | $456681.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0714  | 2055-04-01      | 6.5000%  |  | $195376.99         | $205947.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3760  | 2055-12-01      | 6.0000%  |  | $131.58            | $137.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0752  | 2055-07-01      | 6.5000%  |  | $703446.75         | $760610.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2078 C      | 2055-11-20      | 6.0000%  |  | $262.17            | $270.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M      | 2054-03-20      | 4.0000%  |  | $1065.63           | $1017.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7630 C      | 2053-12-20      | 8.0000%  |  | $19.36             | $21.05             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J1041 G         | 2038-04-01      | 7.0550%  |  | $6277.93           | $6607.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8277  | 2054-01-01      | 7.5000%  |  | $126.49            | $137.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT5033 C      | 2050-03-20      | 5.0000%  |  | $196.55            | $198.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5493  | 2052-07-01      | 2.5000%  |  | $114.16            | $98.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4301  | 2042-04-01      | 4.5000%  |  | $217528.03         | $219506.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8790  | 2053-04-01      | 5.0000%  |  | $103.74            | $104.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918  | 2053-02-01      | 5.0000%  |  | $118724.85         | $119751.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2826 M      | 2045-05-20      | 3.5000%  |  | $97.61             | $92.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6513  | 2053-06-01      | 5.0000%  |  | $97.51             | $99.66             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 6.2150%  |  | $2024.44           | $2104.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8386  | 2054-07-01      | 6.0000%  |  | $258.33            | $265.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8889  | 2053-04-01      | 6.0000%  |  | $448.73            | $475.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4834  | 2053-02-01      | 6.5000%  |  | $247.15            | $259.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8278  | 2054-01-01      | 7.5000%  |  | $90329.11          | $97824.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6461  | 2053-06-01      | 5.5000%  |  | $20259.30          | $20709.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC7496  | 2051-09-01      | 3.0000%  |  | $191.00            | $171.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8055  | 2050-04-01      | 2.5000%  |  | $167.39            | $144.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3943  | 2049-08-01      | 4.0000%  |  | $86.43             | $84.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  |  | $4.65              | $4.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0408  | 2052-01-01      | 3.0000%  |  | $61547.46          | $55871.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4995  | 2052-03-01      | 3.5000%  |  | $99.14             | $92.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1505  | 2052-08-01      | 4.5000%  |  | $96.65             | $96.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  |  | $7.21              | $7.49              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848158 G         | 2036-02-01      | 6.3920%  |  | $31556.29          | $32557.86          | Agency Mortgage-Backed Securities         |

### Security 81: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA,  3.690%, 2/2/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.4 - ISIN: US928WJB0054, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $109000000.00
- **C.18.a - Value (excl. sponsor support):** $109000000.00
- **C.19 - Percentage of Net Assets:** 3.8200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 05I08BARCLAYS MTG LN TR 20 | 2053-04-01      | 6.0810%  |  | $2900393.63        | $2910471.29        | Private Label Collateralized Mortgage Obligations |
| 04ZLRANGEL OAK MORTGAGE TR | 2067-01-25      | 4.0860%  |  | $3893480.00        | $3058536.87        | Private Label Collateralized Mortgage Obligations |
| 05S64VERUS SEC TRUST 2024- | 2069-06-25      | 6.6740%  |  | $2715416.38        | $2768354.17        | Private Label Collateralized Mortgage Obligations |
| 04CMHTOWD PT MTG TR 2019-2 | 2058-12-26      | 3.7500%  |  | $3725620.00        | $3154358.88        | Private Label Collateralized Mortgage Obligations |
| 03NYBTOWD PT MTG TR 2016-4 | 2056-07-25      | 3.9491%  |  | $791044.39         | $758656.05         | Private Label Collateralized Mortgage Obligations |
| 03ROQTOWD PT MTG TR 2017-3 | 2057-07-25      | 3.8515%  |  | $87329.06          | $81865.63          | Private Label Collateralized Mortgage Obligations |
| 066UJOBX TRUST 2025-NQM15  | 2065-07-27      | 5.5990%  |  | $2591672.91        | $2624248.43        | Private Label Collateralized Mortgage Obligations |
| 051CRFHLMC STACR REMIC TR  | 2042-05-27      | 7.0473%  |  | $8645880.00        | $8911611.39        | Private Label Collateralized Mortgage Obligations |
| 04Z4ICONNECTICUT AVE SEC 2 | 2042-03-25      | 9.9473%  |  | $6540000.00        | $6929380.18        | Private Label Collateralized Mortgage Obligations |
| 063J7BRAVO RESIDENT FD TR  | 2065-02-25      | 5.6990%  |  | $2756540.26        | $2794582.90        | Private Label Collateralized Mortgage Obligations |
| 05OKZVERUS SECURITIZATION  | 2069-01-25      | 5.9150%  |  | $3090554.42        | $3123576.57        | Private Label Collateralized Mortgage Obligations |
| 054SFFHLMC STACR REMIC TR  | 2042-09-25      | 7.3973%  |  | $3761348.46        | $3919595.61        | Private Label Collateralized Mortgage Obligations |
| 03R7ZCSMC TRUST 2017-FHA1  | 2047-04-25      | 3.9245%  |  | $3418240.00        | $2789360.32        | Private Label Collateralized Mortgage Obligations |
| 04UR5MELLO MTG CAP ACCPT 2 | 2051-10-25      | 0.1758%  |  | $28881183.30       | $2865908.38        | Private Label Collateralized Mortgage Obligations |
| 05Z3CMORGAN ST RES MT LN 2 | 2069-10-25      | 5.9020%  |  | $2611395.91        | $2649045.43        | Private Label Collateralized Mortgage Obligations |
| 0517TCONNECTICUT AVE SEC 2 | 2042-04-25      | 8.1973%  |  | $8720000.00        | $9086944.65        | Private Label Collateralized Mortgage Obligations |
| 060EYVERUS SEC TR 2025-INV | 2070-02-25      | 5.9530%  |  | $2536747.07        | $2578848.12        | Private Label Collateralized Mortgage Obligations |
| 05I08BARCLAYS MTG LN TR 20 | 2053-04-01      | 6.1775%  |  | $1531745.61        | $1547535.34        | Private Label Collateralized Mortgage Obligations |
| 04UC5COLT MTG LN 2021-3 TR | 2066-09-27      | 0.9560%  |  | $3434990.51        | $2968096.67        | Private Label Collateralized Mortgage Obligations |
| 01FYXBORGWARNER INC        | 2034-08-15      | 5.4000%  |  | $172656.00         | $181972.52         | Corporate Debt Securities                         |
| 04NT6BLACKSTONE PRIVATE CR | 2028-11-27      | 7.3000%  |  | $203176.00         | $217507.02         | Corporate Debt Securities                         |
| 01BDWBANK NEW YORK MELLON  | 2029-10-25      | 6.3170%  |  | $30520.00          | $32823.95          | Corporate Debt Securities                         |
| 054OEARES STRATEGIC INCOME | 2030-02-15      | 5.6000%  |  | $1744.00           | $1788.50           | Corporate Debt Securities                         |
| 01BWYAPPLIED MATLS INC     | 2036-01-15      | 4.6000%  |  | $1368168.00        | $1351923.29        | Corporate Debt Securities                         |
| 01BV1APPLE INC             | 2046-08-04      | 3.8500%  |  | $14824.00          | $12284.83          | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2033-03-20      | 4.3500%  |  | $18312.00          | $18385.95          | Corporate Debt Securities                         |
| 03IZSALPHABET INC          | 2028-11-15      | 3.8750%  |  | $872.00            | $883.68            | Corporate Debt Securities                         |
| 01BUGWESTPAC BKG CORP      | 2026-10-20      | 4.6000%  |  | $1744.00           | $1775.50           | Corporate Debt Securities                         |
| 01BUGWESTPAC BKG CORP      | 2026-10-20      | 4.6000%  |  | $1744.00           | $1775.50           | Corporate Debt Securities                         |
| 02LSAUNIVERSITY SOUTHN CAL | 2039-10-01      | 3.0280%  |  | $872.00            | $731.36            | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2064-04-15      | 5.5000%  |  | $163936.00         | $156142.75         | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2035-02-01      | 3.3750%  |  | $87200.00          | $80070.64          | Corporate Debt Securities                         |
| 01ETATOYOTA MOTOR CORP     | 2026-03-25      | 1.3390%  |  | $1744.00           | $1745.52           | Corporate Debt Securities                         |
| 01BT9UNIVERSAL HLTH SVCS I | 2030-10-15      | 2.6500%  |  | $26160.00          | $24055.15          | Corporate Debt Securities                         |
| 01DRJTORONTO DOMINION BK O | 2026-12-17      | 4.5680%  |  | $1744.00           | $1765.37           | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2063-05-18      | 5.0500%  |  | $44472.00          | $40718.56          | Corporate Debt Securities                         |
| 02M7CSHELL INTERNATIONAL F | 2026-05-10      | 2.8750%  |  | $7848.00           | $7877.81           | Corporate Debt Securities                         |
| 02M7CSHELL INTERNATIONAL F | 2026-05-10      | 2.8750%  |  | $43600.00          | $43765.63          | Corporate Debt Securities                         |
| 01BPCPROCTER & GAMBLE CO   | 2027-02-01      | 1.9000%  |  | $50576.00          | $50211.21          | Corporate Debt Securities                         |
| 01BPCPROCTER & GAMBLE CO   | 2027-02-01      | 1.9000%  |  | $1744.00           | $1731.42           | Corporate Debt Securities                         |
| 02I2KONCOR ELEC DELIVERY C | 2055-04-01      | 5.8000%  |  | $48832.00          | $50258.49          | Corporate Debt Securities                         |
| 01BOFOMNICOM GROUP INC     | 2041-03-01      | 3.3750%  |  | $15696.00          | $12078.53          | Corporate Debt Securities                         |
| 01OL3NOVARTIS CAPITAL CORP | 2028-11-05      | 4.3388%  |  | $872.00            | $885.74            | Corporate Debt Securities                         |
| 02HJ6MORGAN STANLEY PRIVAT | 2028-11-17      | 4.2040%  |  | $103768.00         | $104874.30         | Corporate Debt Securities                         |
| 02LFHMASS INST TECH MTN BE | 2055-06-01      | 5.6180%  |  | $1744.00           | $1819.26           | Corporate Debt Securities                         |
| 01E2YLLOYDS BANKING GROUP  | 2500-12-31      | 8.0000%  |  | $8193312.00        | $8950073.61        | Corporate Debt Securities                         |
| 01BL4KIMBERLY-CLARK CORP   | 2046-07-30      | 3.2000%  |  | $5232.00           | $3757.31           | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2079-12-31      | 3.6500%  |  | $190968.00         | $191260.56         | Corporate Debt Securities                         |
| 01BLLJEFFERIES FINANCIAL G | 2034-04-14      | 6.2000%  |  | $75864.00          | $81344.08          | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2052-08-05      | 4.9000%  |  | $560696.00         | $487104.34         | Corporate Debt Securities                         |
| 02L8NHYATT HOTELS CORP     | 2035-12-15      | 5.4000%  |  | $631328.00         | $640166.59         | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2030-02-01      | 4.7000%  |  | $1744.00           | $1822.67           | Corporate Debt Securities                         |
| 01RDQHARTFORD INSURANCE GR | 2049-08-19      | 3.6000%  |  | $26160.00          | $19798.15          | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2027-10-21      | 1.9480%  |  | $128184.00         | $126954.33         | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2042-07-21      | 2.9080%  |  | $1021984.00        | $749703.95         | Corporate Debt Securities                         |
| 04P42GA GLOBAL FUNDING TRU | 2032-04-01      | 5.5000%  |  | $279912.00         | $291217.80         | Corporate Debt Securities                         |
| 01DSEMETA PLATFORMS INC    | 2062-08-15      | 4.6500%  |  | $2616.00           | $2150.88           | Corporate Debt Securities                         |
| 01DKCENBRIDGE INC          | 2029-04-05      | 5.3000%  |  | $47960.00          | $50264.50          | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2036-09-11      | 5.1740%  |  | $217128.00         | $222822.70         | Corporate Debt Securities                         |
| 01PQRCAPITAL ONE FINL CORP | 2027-11-02      | 1.8780%  |  | $89816.00          | $88668.21          | Corporate Debt Securities                         |
| 01DE3CANADIAN IMPERIAL BAN | 2028-01-13      | 4.3777%  |  | $240672.00         | $241339.52         | Corporate Debt Securities                         |
| 01BMPCVS HEALTH CORP       | 2030-08-21      | 1.7500%  |  | $70632.00          | $63303.16          | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2032-04-15      | 4.1500%  |  | $52320.00          | $51799.63          | Corporate Debt Securities                         |
| 01T8FKAISER FNDTN HOSP/HLT | 2051-06-01      | 3.0020%  |  | $872.00            | $577.53            | Corporate Debt Securities                         |
| 01BFNCOCA COLA CO          | 2051-03-05      | 3.0000%  |  | $1036808.00        | $709066.08         | Corporate Debt Securities                         |
| 01BOEOLD REP INTL CORP     | 2034-03-28      | 5.7500%  |  | $9592.00           | $10154.82          | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2500-12-31      | 6.5000%  |  | $872.00            | $912.07            | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2027-10-21      | 1.9480%  |  | $5232.00           | $5181.81           | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2051-02-15      | 3.0500%  |  | $4360.00           | $2952.94           | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2036-10-24      | 4.8040%  |  | $156960.00         | $156489.22         | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2028-07-25      | 4.8510%  |  | $324384.00         | $328566.53         | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2060-01-31      | 3.9500%  |  | $323512.00         | $243950.69         | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2035-10-15      | 4.8500%  |  | $13080.00          | $13180.54          | Corporate Debt Securities                         |
| 05R3ZBAIN CAPITAL CR CLO L | 2037-07-15      | 5.1922%  |  | $915756.09         | $919477.18         | Other Instrument                                  |
| 05ITUOAKTREE CLO LTD 2023- | 2038-07-20      | 5.0176%  |  | $1778586.14        | $1790011.39        | Other Instrument                                  |
| 04JTBGOLUB CAP PAR CLO 202 | 2037-08-05      | 5.5206%  |  | $1357317.70        | $1375625.31        | Other Instrument                                  |
| 05T3KGOLUB CAPITAL PARTNER | 2037-08-10      | 5.6650%  |  | $1023831.77        | $1028107.43        | Other Instrument                                  |
| 052TBGOLB CPT PRTN LTD 202 | 2037-10-15      | 6.7722%  |  | $329813.07         | $331812.32         | Other Instrument                                  |
| 04GMLBANK 2019-BNK21       | 2052-10-18      | 2.8510%  |  | $18084.41          | $17222.01          | Other Instrument                                  |
| 04V2WBX COML MTG TR 2021-V | 2044-03-11      | 2.8430%  |  | $2768600.00        | $2585540.71        | Other Instrument                                  |
| 05WL5ATRIUM HOTEL PRTF TR  | 2039-10-13      | 5.5895%  |  | $3498844.19        | $3589837.50        | Other Instrument                                  |
| 04M4ZJPMDB COML MT SEC TR  | 2053-05-15      | 3.7175%  |  | $463763.61         | $288257.22         | Other Instrument                                  |
| 04B42CITIGROUP COML MTG TR | 2051-11-10      | 5.0661%  |  | $128587.74         | $101060.71         | Other Instrument                                  |
| 03GH0COMM MTG TR 2015-CCRE | 2048-03-12      | 3.6990%  |  | $3488000.00        | $3254233.47        | Other Instrument                                  |
| 03R3JCFCRE COML MTG TR 201 | 2050-06-17      | 3.0000%  |  | $3262152.00        | $2928498.00        | Other Instrument                                  |
| 048PHCSAIL COML MTG TR 201 | 2051-08-17      | 4.4634%  |  | $2729360.00        | $2719849.59        | Other Instrument                                  |
| 05TFSBMO MORTGAGE TRUST 20 | 2057-07-16      | 4.7500%  |  | $3374640.00        | $2677228.09        | Other Instrument                                  |
| 03E6XTMSQ MTG TR 2014-1500 | 2036-10-10      | 3.6800%  |  | $87200.00          | $81322.67          | Other Instrument                                  |
| 04TV5BSREP COMM MTG TR 202 | 2038-08-16      | 5.1455%  |  | $3473009.93        | $3219979.45        | Other Instrument                                  |
| 049T7BENCHMARK MTG TR 2018 | 2051-10-13      | 4.5862%  |  | $2785588.30        | $2650711.26        | Other Instrument                                  |

### Security 82: Drake Cement LLC

- **C.1 - Title:** Yavapai County, AZ IDA - Recovery Zone Facility (Drake Cement LLC) , Taxble (Series 2015),  3.850%, 9/1/2035
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2035-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.670%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $231000000.00
- **C.18.a - Value (excl. sponsor support):** $231000000.00
- **C.19 - Percentage of Net Assets:** 8.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 3.75 FCSB 27 HQ      | 2027-02-22      | 3.7500%  |  | $16466.15          | $16760.48          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DQ 26/08   | 2026-08-28      | 3.7700%  |  | $2961538.46        | $2983705.58        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CA 26/11   | 2026-11-13      | 3.8000%  |  | $10661.54          | $10763.61          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 3.7100%  |  | $6633.85           | $6676.96           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 3.7650%  |  | $19546.15          | $19635.70          | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 FD      | 2026-05-28      | 4.7500%  |  | $4608509.23        | $4660325.26        | Agency Debentures and Agency Strips |
| FHLB 4.00 FHLB 26 G7429   | 2026-10-09      | 4.0000%  |  | $32576.92          | $33046.79          | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  |  | $24284.62          | $24982.72          | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 27 G6795  | 2027-01-15      | 4.1250%  |  | $108392.31         | $109114.50         | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 26 CE      | 2026-06-12      | 4.7500%  |  | $38500.00          | $38893.60          | Agency Debentures and Agency Strips |
| FHLB 1.375 FHOR 22-26 NZ  | 2026-08-26      | 1.3750%  |  | $225669.23         | $223982.57         | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-26 5521 | 2026-08-20      | 1.1000%  |  | $27246.15          | $26995.73          | Agency Debentures and Agency Strips |
| FHLB 0.79 FHOR 21-26 5411 | 2026-02-25      | 0.7900%  |  | $30800.00          | $30839.47          | Agency Debentures and Agency Strips |
| FHLB 0.83 FHOR 21-27 5383 | 2027-02-10      | 0.8300%  |  | $1658461.54        | $1615672.31        | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR DK 26/06   | 2026-06-18      | 3.7600%  |  | $13149.23          | $13208.94          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 3.8100%  |  | $464843.08         | $467698.63         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF D 27/10    | 2027-10-25      | 4.0600%  |  | $9491256.92        | $9540574.55        | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 3.9000%  |  | $3134610.77        | $3175060.31        | Agency Debentures and Agency Strips |
| FHLB 1.625 FHLB 27 2U     | 2027-03-12      | 1.6250%  |  | $1428053.85        | $1407075.97        | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 3.7200%  |  | $94769.23          | $94899.38          | Agency Debentures and Agency Strips |
| GNMA GNCL CL DD4688       | 2067-02-15      | 5.3500%  |  | $71692.21          | $72074.53          | Agency Mortgage-Backed Securities   |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $121188736.31      | $121905899.11      | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $7427.54           | $7506.52           | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $19887749.54       | $20155097.48       | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $95693.23          | $97609.47          | U.S. Treasuries (including strips)  |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $24441351.85       | $24405041.05       | U.S. Treasuries (including strips)  |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $154.00            | $152.79            | U.S. Treasuries (including strips)  |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $46077570.00       | $44165920.58       | U.S. Treasuries (including strips)  |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $398220.31         | $382834.24         | U.S. Treasuries (including strips)  |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $11.85             | $11.73             | U.S. Treasuries (including strips)  |

### Security 84: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.,  4.050%, 3/6/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.4 - ISIN: US99CBF29066, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 01BTQLIVE NATION ENTERTAIN | 2029-01-15      | 3.1250%  |  | $1726923.08        | $2574327.83        | Corporate Debt Securities |
| 01MKYZYNGA INC             | 2026-12-15      | 0.0000%  |  | $5005769.23        | $5296554.37        | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2030-06-15      | 0.0000%  |  | $2054230.77        | $1790056.69        | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2028-07-15      | 2.2500%  |  | $534615.38         | $523087.74         | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2029-03-01      | 3.5000%  |  | $151153.85         | $140661.67         | Corporate Debt Securities |
| 01TDNSEAGATE HDD CAYMAN    | 2028-06-01      | 3.5000%  |  | $58846.15          | $320475.34         | Corporate Debt Securities |
| 02G8BON SEMICONDUCTOR CORP | 2029-03-01      | 0.5000%  |  | $1819615.38        | $1796086.75        | Corporate Debt Securities |
| 02G8BON SEMICONDUCTOR CORP | 2027-05-01      | 0.0000%  |  | $980384.62         | $1268127.50        | Corporate Debt Securities |
| 02FTPNCL CORP LTD          | 2030-09-15      | 0.7500%  |  | $69230.77          | $67527.40          | Corporate Debt Securities |
| 02FTPNCL CORP LTD          | 2027-02-15      | 2.5000%  |  | $321153.85         | $328366.43         | Corporate Debt Securities |
| 01BTQLIVE NATION ENTERTAIN | 2031-10-15      | 2.8750%  |  | $3319230.77        | $3360338.52        | Corporate Debt Securities |
| 06668LIBERTY MEDIA CORP DE | 2053-09-30      | 2.3750%  |  | $126538.46         | $188729.48         | Corporate Debt Securities |
| 03AH9GUARDANT HEALTH INC   | 2033-05-15      | 0.0000%  |  | $45000.00          | $52509.60          | Corporate Debt Securities |
| 035CUDOORDASH INC          | 2030-05-15      | 0.0000%  |  | $1239230.77        | $1247062.71        | Corporate Debt Securities |
| 02YKSDATADOG INC           | 2029-12-01      | 0.0000%  |  | $54615.38          | $53605.00          | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2032-10-01      | 0.0000%  |  | $380000.00         | $324873.40         | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2026-06-01      | 0.5000%  |  | $1297692.31        | $1284610.85        | Corporate Debt Securities |
| 04EK2BRIDGEBIO PHARMA INC  | 2033-02-01      | 0.7500%  |  | $1153.85           | $1190.87           | Corporate Debt Securities |
| 02DM8AIRBNB INC            | 2026-03-15      | 0.0000%  |  | $2707307.69        | $2682265.10        | Corporate Debt Securities |
| 02M6FSPIRIT AEROSYSTEMS IN | 2028-11-01      | 3.2500%  |  | $132692.31         | $223392.11         | Corporate Debt Securities |
| 01C00CALEDONIA MNG CORP    | 2033-01-15      | 5.8750%  |  | $384.62            | $444.86            | Corporate Debt Securities |
| 01BTQLIVE NATION ENTERTAIN | 2030-01-15      | 2.8750%  |  | $1816153.85        | $1939103.68        | Corporate Debt Securities |
| 01FICISHARES TR            | 2500-12-31      | 0.0000%  |  | $531038.46         | $126068.53         | Other Instrument          |

### Security 85: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.,  4.030%, 3/6/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.4 - ISIN: US99CBF29066, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 04TV6TERAWULF INC          | 2032-05-01      | 0.0000%  |  | $174000.00         | $172312.20         | Corporate Debt Securities |
| 028CSMARA HOLDINGS INC     | 2032-08-01      | 0.0000%  |  | $2168857.14        | $1609183.56        | Corporate Debt Securities |
| 028CSMARA HOLDINGS INC     | 2031-09-01      | 2.1250%  |  | $285.71            | $252.78            | Corporate Debt Securities |
| 03AH9GUARDANT HEALTH INC   | 2033-05-15      | 0.0000%  |  | $395142.86         | $461084.30         | Corporate Debt Securities |
| 02I0OCYTOKINETICS INC      | 2031-10-01      | 1.7500%  |  | $571.43            | $741.41            | Corporate Debt Securities |
| 028MZCLEANSPARK INC        | 2032-02-15      | 0.0000%  |  | $2236000.00        | $1954264.00        | Corporate Debt Securities |
| 02G4WCENTRUS ENERGY CORP   | 2032-08-15      | 0.0000%  |  | $112285.71         | $172358.57         | Corporate Debt Securities |
| 01C00CALEDONIA MNG CORP    | 2033-01-15      | 5.8750%  |  | $83142.86          | $96165.69          | Corporate Debt Securities |
| 01FURARROWHEAD PHARMACEUTI | 2032-01-15      | 0.0000%  |  | $34000.00          | $38052.80          | Corporate Debt Securities |
| 02DM8AIRBNB INC            | 2026-03-15      | 0.0000%  |  | $5317428.57        | $5268242.36        | Corporate Debt Securities |
| 04TV6TERAWULF INC          | 2031-09-01      | 1.0000%  |  | $285.71            | $397.41            | Corporate Debt Securities |
| 04EK2BRIDGEBIO PHARMA INC  | 2033-02-01      | 0.7500%  |  | $400571.43         | $413424.77         | Corporate Debt Securities |
| 01FICISHARES TR            | 2500-12-31      | 0.0000%  |  | $206228.57         | $48958.66          | Other Instrument          |

## N-MFP: Signatures

**Registrant:** Federated Hermes Money Market Obligations Trust

**Date:** 2026-02-06

**By:** Stephen Van Meter

**Name of Signing Officer:** Stephen Van Meter

**Title of Signing Officer:** Chief Compliance Officer