# EDGAR Filing Document

**Accession Number:** 0001099692
**File Stem:** 0001193125-25-271608
**Filing Date:** 2025-11
**Character Count:** 341296
**Document Hash:** 3e2e1992f6faf5e7beced25160c4dfeb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271608.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271608

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS 2
- **CENTRAL INDEX KEY:** 0001099692

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09999
- **FILM NUMBER:** 251461395

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN CORE INVESTMENT FUND
- **DATE OF NAME CHANGE:** 20030721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL CORE INVESTMENT FUND
- **DATE OF NAME CHANGE:** 20000623

## Series and Classes Contracts Data

### PGIM Institutional Money Market Fund (Series ID: S000055237)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000173696 | PGIM Institutional Money Market Fund |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001099692

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

**Registrant Full Name:** Prudential Investment Portfolios 2

**CIK Number of Registrant:** 0001099692

**LEI of Registrant:** 54930073VH97GP26HU49

**Name of Series:** PGIM Institutional Money Market Fund

**LEI of Series:** 549300UFBY0ODDBBOT83

**EDGAR Series Identifier:** S000055237

**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            | PGIM INVESTMENTS LLC                                      | 801-31104         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: NEW YORK<br>State: NY |  |
| Administrator                 | PGIM INVESTMENTS LLC                                      |  |
| Transfer Agent                | PRUDENTIAL MUTUAL FUND SERVICES LLC<br>CIK: 0001028988    | 084-05681         |

### Fund Characteristics & Assets

- **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?:** No

- **Is this a Government Money Market Fund?:** No

- **WAM:** 17 days

- **WAL:** 84 days

- **Total Value of Portfolio Securities:** $10803423070.18

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

- **Cash:** $56907.03

- **Total Other Assets:** $133866752.42

- **Total Liabilities:** $44568124.67

- **Net Assets of Series:** $10892778604.96

- **Number of Shares Outstanding (Series):** 10899798228.3880

- **Does the fund seek to maintain a stable price per share?:** No

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

- **Is cash management vehicle an affiliated fund?:** Yes

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $4123566608.52            | $6225842009.03             | 35.4400%                  | 53.5100%                   |
| 2025-10-02 | $3614916305.20            | $5933120418.05             | 31.8800%                  | 52.3200%                   |
| 2025-10-03 | $3421017956.13            | $5697952135.13             | 31.1500%                  | 51.8800%                   |
| 2025-10-06 | $4624107030.84            | $5876078551.44             | 41.9500%                  | 53.3000%                   |
| 2025-10-07 | $3767329588.79            | $6070292977.49             | 33.5400%                  | 54.0400%                   |
| 2025-10-08 | $4164002067.79            | $6652856576.29             | 35.7200%                  | 57.0700%                   |
| 2025-10-09 | $3977900679.66            | $6538708503.06             | 34.2500%                  | 56.3100%                   |
| 2025-10-10 | $5221592987.65            | $6587425552.55             | 44.7600%                  | 56.4700%                   |
| 2025-10-14 | $4190676951.18            | $6293590170.28             | 36.3800%                  | 54.6400%                   |
| 2025-10-15 | $4249187410.91            | $6246130389.20             | 36.6500%                  | 53.8800%                   |
| 2025-10-16 | $4237267093.53            | $6162232801.45             | 36.6500%                  | 53.3000%                   |
| 2025-10-17 | $4055425983.53            | $6412261542.04             | 34.2500%                  | 54.1500%                   |
| 2025-10-20 | $4802034009.71            | $6353911837.50             | 41.1200%                  | 54.4100%                   |
| 2025-10-21 | $3946128228.96            | $6159033305.76             | 33.3800%                  | 52.1000%                   |
| 2025-10-22 | $3824997536.43            | $6169358889.93             | 32.3900%                  | 52.2400%                   |
| 2025-10-23 | $4066370124.99            | $6102683538.89             | 34.9800%                  | 52.5000%                   |
| 2025-10-24 | $4158754258.29            | $6208433807.00             | 35.4500%                  | 52.9200%                   |
| 2025-10-27 | $4752892527.04            | $6131576329.68             | 40.6700%                  | 52.4600%                   |
| 2025-10-28 | $3796514897.94            | $5868750716.84             | 33.2300%                  | 51.3700%                   |
| 2025-10-29 | $4465472825.83            | $5958435416.52             | 38.9700%                  | 51.9900%                   |
| 2025-10-30 | $3854916460.11            | $5758907892.55             | 34.2700%                  | 51.1900%                   |
| 2025-10-31 | $3876580953.98            | $5710616784.02             | 35.4400%                  | 52.2100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.3300%             |
| 2025-10-02 | 4.3300%             |
| 2025-10-03 | 4.3400%             |
| 2025-10-06 | 4.3400%             |
| 2025-10-07 | 4.3400%             |
| 2025-10-08 | 4.3300%             |
| 2025-10-09 | 4.3300%             |
| 2025-10-10 | 4.2900%             |
| 2025-10-14 | 4.2900%             |
| 2025-10-15 | 4.2900%             |
| 2025-10-16 | 4.3100%             |
| 2025-10-17 | 4.3400%             |
| 2025-10-20 | 4.3500%             |
| 2025-10-21 | 4.3500%             |
| 2025-10-22 | 4.3500%             |
| 2025-10-23 | 4.3500%             |
| 2025-10-24 | 4.3400%             |
| 2025-10-27 | 4.3500%             |
| 2025-10-28 | 4.3500%             |
| 2025-10-29 | 4.3500%             |
| 2025-10-30 | 4.3400%             |
| 2025-10-31 | 4.3300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 0.9994                      |
|  |  |
| 2025-10-02 | 0.9994                      |
|  |  |
| 2025-10-03 | 0.9994                      |
|  |  |
| 2025-10-06 | 0.9994                      |
|  |  |
| 2025-10-07 | 0.9994                      |
|  |  |
| 2025-10-08 | 0.9994                      |
|  |  |
| 2025-10-09 | 0.9994                      |
|  |  |
| 2025-10-10 | 0.9993                      |
|  |  |
| 2025-10-14 | 0.9994                      |
|  |  |
| 2025-10-15 | 0.9994                      |
|  |  |
| 2025-10-16 | 0.9994                      |
|  |  |
| 2025-10-17 | 0.9994                      |
|  |  |
| 2025-10-20 | 0.9994                      |
|  |  |
| 2025-10-21 | 0.9994                      |
|  |  |
| 2025-10-22 | 0.9994                      |
|  |  |
| 2025-10-23 | 0.9994                      |
|  |  |
| 2025-10-24 | 0.9994                      |
|  |  |
| 2025-10-27 | 0.9994                      |
|  |  |
| 2025-10-28 | 0.9994                      |
|  |  |
| 2025-10-29 | 0.9994                      |
|  |  |
| 2025-10-30 | 0.9994                      |
|  |  |
| 2025-10-31 | 0.9994                      |
|  |  |

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

### Class: Class D

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $10892778604.96

- **Number of Shares Outstanding:** 10899798228.3880

- **Expense Reimbursement/Waiver:** 810640.29

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9994          |
|  |  |
| 2025-10-02 | 0.9994          |
|  |  |
| 2025-10-03 | 0.9994          |
|  |  |
| 2025-10-06 | 0.9994          |
|  |  |
| 2025-10-07 | 0.9994          |
|  |  |
| 2025-10-08 | 0.9994          |
|  |  |
| 2025-10-09 | 0.9994          |
|  |  |
| 2025-10-10 | 0.9993          |
|  |  |
| 2025-10-14 | 0.9994          |
|  |  |
| 2025-10-15 | 0.9994          |
|  |  |
| 2025-10-16 | 0.9994          |
|  |  |
| 2025-10-17 | 0.9994          |
|  |  |
| 2025-10-20 | 0.9994          |
|  |  |
| 2025-10-21 | 0.9994          |
|  |  |
| 2025-10-22 | 0.9994          |
|  |  |
| 2025-10-23 | 0.9994          |
|  |  |
| 2025-10-24 | 0.9994          |
|  |  |
| 2025-10-27 | 0.9994          |
|  |  |
| 2025-10-28 | 0.9994          |
|  |  |
| 2025-10-29 | 0.9994          |
|  |  |
| 2025-10-30 | 0.9994          |
|  |  |
| 2025-10-31 | 0.9994          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $632333023.34             | $429645100.30           |
| 2025-10-02 | $549748517.97             | $811292803.31           |
| 2025-10-03 | $207541715.43             | $503661673.27           |
| 2025-10-06 | $429853076.75             | $391300103.11           |
| 2025-10-07 | $333400001.44             | $175929788.06           |
| 2025-10-08 | $683390653.66             | $341661730.10           |
| 2025-10-09 | $404734242.13             | $391508316.75           |
| 2025-10-10 | $383327216.37             | $263217239.92           |
| 2025-10-14 | $283006960.60             | $587410344.93           |
| 2025-10-15 | $391977379.14             | $325742859.46           |
| 2025-10-16 | $437684684.53             | $308118285.60           |
| 2025-10-17 | $556684129.51             | $517070976.40           |
| 2025-10-20 | $358700447.95             | $383508328.24           |
| 2025-10-21 | $236947709.08             | $292309318.54           |
| 2025-10-22 | $592274509.78             | $312955934.72           |
| 2025-10-23 | $354726116.69             | $541157236.09           |
| 2025-10-24 | $267821063.62             | $208629439.98           |
| 2025-10-27 | $260479018.53             | $364952838.45           |
| 2025-10-28 | $375226489.21             | $535399402.85           |
| 2025-10-29 | $342907426.88             | $368811247.76           |
| 2025-10-30 | $363716786.31             | $515722219.33           |
| 2025-10-31 | $164242072.93             | $479395651.77           |

**Total Gross Subscriptions (Month):** $8610723241.85

**Total Gross Redemptions (Month):** $9049400838.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.2600%           |
| 2025-10-02 | 4.2600%           |
| 2025-10-03 | 4.2700%           |
| 2025-10-06 | 4.2700%           |
| 2025-10-07 | 4.2700%           |
| 2025-10-08 | 4.2600%           |
| 2025-10-09 | 4.2600%           |
| 2025-10-10 | 4.2200%           |
| 2025-10-14 | 4.2200%           |
| 2025-10-15 | 4.2200%           |
| 2025-10-16 | 4.2400%           |
| 2025-10-17 | 4.2700%           |
| 2025-10-20 | 4.2800%           |
| 2025-10-21 | 4.2800%           |
| 2025-10-22 | 4.2800%           |
| 2025-10-23 | 4.2800%           |
| 2025-10-24 | 4.2700%           |
| 2025-10-27 | 4.2800%           |
| 2025-10-28 | 4.2800%           |
| 2025-10-29 | 4.2800%           |
| 2025-10-30 | 4.2700%           |
| 2025-10-31 | 4.2600%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 16.7100%         | 0.0000%              |
| Insurance company             |  | 5.4400%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ADVOCATE HEALTH AND HOSPITALS CORP

- **C.1 - Title:** ADVOCATE HEALTH AND HOSPITALS CORP , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00777LZ23, C.4 - ISIN: US00777LZ239, C.3 - LEI: 549300AEHU3PPOUCIL87
- **C.18 - Value (incl. sponsor support):** $7971178.40
- **C.18.a - Value (excl. sponsor support):** $7971178.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ALBERTA (PROVINCE OF), 144A

- **C.1 - Title:** ALBERTA (PROVINCE OF), 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306NAL2, C.4 - ISIN: US01306NAL29, C.3 - LEI: LQPXMHHNJKIPJYE53543
- **C.18 - Value (incl. sponsor support):** $70379374.80
- **C.18.a - Value (excl. sponsor support):** $70379374.80
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ALPHABET INC, 144A

- **C.1 - Title:** ALPHABET INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02079NZ53, C.4 - ISIN: US02079NZ531, C.3 - LEI: 5493006MHB84DD0ZWV18
- **C.18 - Value (incl. sponsor support):** $24406826.50
- **C.18.a - Value (excl. sponsor support):** $24406826.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD, 144A

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD, 144A 4.775000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05252ADK4, C.4 - ISIN: US05252ADK43, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $40053814.80
- **C.18.a - Value (excl. sponsor support):** $40053814.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DES8, C.4 - ISIN: US05593DES80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $33344092.53
- **C.18.a - Value (excl. sponsor support):** $33344092.53
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DKC6, C.4 - ISIN: US05593DKC64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95041192.00
- **C.18.a - Value (excl. sponsor support):** $95041192.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.849000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FNM0, C.4 - ISIN: US406050FNM7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $13405623.98
- **C.18.a - Value (excl. sponsor support):** $13405623.98
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CLE3, C.4 - ISIN: US06054CLE39, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $6002608.80
- **C.18.a - Value (excl. sponsor support):** $6002608.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CLN3, C.4 - ISIN: US06054CLN38, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $40012956.00
- **C.18.a - Value (excl. sponsor support):** $40012956.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CMD4, C.4 - ISIN: US06054CMD47, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $104004378.40
- **C.18.a - Value (excl. sponsor support):** $104004378.40
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.610000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.4 - ISIN: US06054RAE27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $50023524.50
- **C.18.a - Value (excl. sponsor support):** $50023524.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BANK OF MONTREAL, 144A

- **C.1 - Title:** BANK OF MONTREAL, 144A 4.643000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2X4, C.4 - ISIN: US06367L2X46, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $75033298.50
- **C.18.a - Value (excl. sponsor support):** $75033298.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3U6, C.4 - ISIN: US06370B3U68, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $32016863.68
- **C.18.a - Value (excl. sponsor support):** $32016863.68
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 5.084000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3X0, C.4 - ISIN: US06370B3X08, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $47042229.50
- **C.18.a - Value (excl. sponsor support):** $47042229.50
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGX4, C.4 - ISIN: US06418NGX49, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $85554976.50
- **C.18.a - Value (excl. sponsor support):** $85554976.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NHZ8, C.4 - ISIN: US06418NHZ87, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $20007578.00
- **C.18.a - Value (excl. sponsor support):** $20007578.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BANK OF NEW YORK MELLON/THE

- **C.1 - Title:** BANK OF NEW YORK MELLON/THE 4.462000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAG7, C.4 - ISIN: US06428DAG79, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $95028053.50
- **C.18.a - Value (excl. sponsor support):** $95028053.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: CDP FINANCIAL INC, 144A

- **C.1 - Title:** CDP FINANCIAL INC, 144A 4.512000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509QCT8, C.4 - ISIN: US12509QCT85, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $32009753.60
- **C.18.a - Value (excl. sponsor support):** $32009753.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: CDP FINANCIAL INC, 144A

- **C.1 - Title:** CDP FINANCIAL INC, 144A 4.524000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509QCX9, C.4 - ISIN: US12509QCX97, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $29550307.32
- **C.18.a - Value (excl. sponsor support):** $29550307.32
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: CDP FINANCIAL INC, 144A

- **C.1 - Title:** CDP FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509RZ87, C.4 - ISIN: US12509RZ874, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $39831928.00
- **C.18.a - Value (excl. sponsor support):** $39831928.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: CDP FINANCIAL INC, 144A

- **C.1 - Title:** CDP FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509RZC8, C.4 - ISIN: US12509RZC86, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $8211635.03
- **C.18.a - Value (excl. sponsor support):** $8211635.03
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: CDP FINANCIAL INC, 144A

- **C.1 - Title:** CDP FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TAU1, C.4 - ISIN: US12509TAU16, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $24755147.50
- **C.18.a - Value (excl. sponsor support):** $24755147.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: CDP FINANCIAL INC, 144A

- **C.1 - Title:** CDP FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TD95, C.4 - ISIN: US12509TD950, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $54032000.00
- **C.18.a - Value (excl. sponsor support):** $54032000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: CAISSE DES DEPOTS ET CONSIGNATIONS, 144A

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BA28, C.4 - ISIN: US12800BA288, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $99307880.00
- **C.18.a - Value (excl. sponsor support):** $99307880.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: CAISSE DES DEPOTS ET CONSIGNATIONS, 144A

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BCX8, C.4 - ISIN: US12800BCX82, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $19671324.00
- **C.18.a - Value (excl. sponsor support):** $19671324.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.943000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DBK7, C.4 - ISIN: US13606DBK72, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $97016131.10
- **C.18.a - Value (excl. sponsor support):** $97016131.10
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DHZ8, C.4 - ISIN: US13606DHZ87, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $37550711.25
- **C.18.a - Value (excl. sponsor support):** $37550711.25
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.016000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLT7, C.4 - ISIN: US13606DLT71, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $30029553.00
- **C.18.a - Value (excl. sponsor support):** $30029553.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: CHEVRON CORP, 144A

- **C.1 - Title:** CHEVRON CORP, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677JZ58, C.4 - ISIN: US16677JZ583, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39848268.00
- **C.18.a - Value (excl. sponsor support):** $39848268.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: CISCO SYSTEMS INC, 144A

- **C.1 - Title:** CISCO SYSTEMS INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17277BAW5, C.4 - ISIN: US17277BAW54, C.3 - LEI: 549300LKFJ962MZ46593
- **C.18 - Value (incl. sponsor support):** $132698632.20
- **C.18.a - Value (excl. sponsor support):** $132698632.20
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: CITIGROUP GLOBAL MARKETS INC, 144A

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC, 144A 4.581000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBX4, C.4 - ISIN: US1730QPBX48, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $33769048.50
- **C.18.a - Value (excl. sponsor support):** $33769048.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: CITIGROUP GLOBAL MARKETS INC, 144A

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327AYA9, C.4 - ISIN: US17327AYA95, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $84906882.50
- **C.18.a - Value (excl. sponsor support):** $84906882.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHU4, C.4 - ISIN: US017330QHU6, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $15012742.50
- **C.18.a - Value (excl. sponsor support):** $15012742.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: COMMONWEALTH BANK OF AUSTRALIA, 144A

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA, 144A 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FCS2, C.4 - ISIN: US20272FCS20, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $23008452.50
- **C.18.a - Value (excl. sponsor support):** $23008452.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: COMMONWEALTH BANK OF AUSTRALIA, 144A

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA, 144A 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FCW3, C.4 - ISIN: US20272FCW32, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $15003216.00
- **C.18.a - Value (excl. sponsor support):** $15003216.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: COMMONWEALTH BANK OF AUSTRALIA, 144A

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA, 144A 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: CPUSDFLT, C.4 - ISIN: US20272FCY97, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $27004371.30
- **C.18.a - Value (excl. sponsor support):** $27004371.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XA99, C.4 - ISIN: US22532XA990, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $50029005.00
- **C.18.a - Value (excl. sponsor support):** $50029005.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XF94, C.4 - ISIN: US22532XF940, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $49996020.00
- **C.18.a - Value (excl. sponsor support):** $49996020.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: JOHN DEERE FINANCIAL INC, 144A

- **C.1 - Title:** JOHN DEERE FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24422CZ48, C.4 - ISIN: US24422CZ480, C.3 - LEI: CWQ698NK2DINVLMZRZ97
- **C.18 - Value (incl. sponsor support):** $19427781.75
- **C.18.a - Value (excl. sponsor support):** $19427781.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: JOHN DEERE FINANCIAL INC, 144A

- **C.1 - Title:** JOHN DEERE FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24422CZ55, C.4 - ISIN: US24422CZ555, C.3 - LEI: CWQ698NK2DINVLMZRZ97
- **C.18 - Value (incl. sponsor support):** $30383712.65
- **C.18.a - Value (excl. sponsor support):** $30383712.65
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: JOHN DEERE FINANCIAL INC, 144A

- **C.1 - Title:** JOHN DEERE FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24422CZ89, C.4 - ISIN: US24422CZ894, C.3 - LEI: CWQ698NK2DINVLMZRZ97
- **C.18 - Value (incl. sponsor support):** $27884063.20
- **C.18.a - Value (excl. sponsor support):** $27884063.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: EMORY UNIVERSITY

- **C.1 - Title:** EMORY UNIVERSITY 4.080000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29157PEG5, C.4 - ISIN: US29157PEG54, C.3 - LEI: 95MD72NUUVZ3P8PQ6919
- **C.18 - Value (incl. sponsor support):** $9499028.15
- **C.18.a - Value (excl. sponsor support):** $9499028.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: ESSILORLUXOTTICA SA, 144A

- **C.1 - Title:** ESSILORLUXOTTICA SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29728XY35, C.4 - ISIN: US29728XY351, C.3 - LEI: 549300M3VH1A3ER1TB49
- **C.18 - Value (incl. sponsor support):** $69977145.00
- **C.18.a - Value (excl. sponsor support):** $69977145.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: ESSILORLUXOTTICA SA, 144A

- **C.1 - Title:** ESSILORLUXOTTICA SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29728XZ18, C.4 - ISIN: US29728XZ184, C.3 - LEI: 549300M3VH1A3ER1TB49
- **C.18 - Value (incl. sponsor support):** $12956338.20
- **C.18.a - Value (excl. sponsor support):** $12956338.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: ESSILORLUXOTTICA SA, 144A

- **C.1 - Title:** ESSILORLUXOTTICA SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29728YAM7, C.4 - ISIN: US29728YAM75, C.3 - LEI: 549300M3VH1A3ER1TB49
- **C.18 - Value (incl. sponsor support):** $63432441.60
- **C.18.a - Value (excl. sponsor support):** $63432441.60
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: ESSILORLUXOTTICA SA, 144A

- **C.1 - Title:** ESSILORLUXOTTICA SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29728YAN5, C.4 - ISIN: US29728YAN58, C.3 - LEI: 549300M3VH1A3ER1TB49
- **C.18 - Value (incl. sponsor support):** $13874385.00
- **C.18.a - Value (excl. sponsor support):** $13874385.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: ESSILORLUXOTTICA SA, 144A

- **C.1 - Title:** ESSILORLUXOTTICA SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29728YAS4, C.4 - ISIN: US29728YAS46, C.3 - LEI: 549300M3VH1A3ER1TB49
- **C.18 - Value (incl. sponsor support):** $38633840.70
- **C.18.a - Value (excl. sponsor support):** $38633840.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION , 0.0000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397QA2, C.4 - ISIN: US313397QA24, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $45341508.49
- **C.18.a - Value (excl. sponsor support):** $45341508.49
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428FY58, C.4 - ISIN: US31428FY583, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $29733536.35
- **C.18.a - Value (excl. sponsor support):** $29733536.35
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428FZ40, C.4 - ISIN: US31428FZ408, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $52802013.20
- **C.18.a - Value (excl. sponsor support):** $52802013.20
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GA52, C.4 - ISIN: US31428GA524, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $23427797.88
- **C.18.a - Value (excl. sponsor support):** $23427797.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GBH5, C.4 - ISIN: US31428GBH56, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $59281446.00
- **C.18.a - Value (excl. sponsor support):** $59281446.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GBK8, C.4 - ISIN: US31428GBK85, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $27164395.50
- **C.18.a - Value (excl. sponsor support):** $27164395.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A 4.672000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428HCH2, C.4 - ISIN: US31428HCH21, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $85066291.50
- **C.18.a - Value (excl. sponsor support):** $85066291.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: ING US FUNDING LLC, 144A

- **C.1 - Title:** ING US FUNDING LLC, 144A 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFL7, C.4 - ISIN: US44988GFL77, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $84016371.60
- **C.18.a - Value (excl. sponsor support):** $84016371.60
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: ING US FUNDING LLC, 144A

- **C.1 - Title:** ING US FUNDING LLC, 144A 4.542000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGJ1, C.4 - ISIN: US44988GGJ13, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $75737002.16
- **C.18.a - Value (excl. sponsor support):** $75737002.16
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: ING US FUNDING LLC, 144A

- **C.1 - Title:** ING US FUNDING LLC, 144A 4.550000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGK8, C.4 - ISIN: US44988GGK85, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $73525335.45
- **C.18.a - Value (excl. sponsor support):** $73525335.45
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: ING US FUNDING LLC, 144A

- **C.1 - Title:** ING US FUNDING LLC, 144A 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGP7, C.4 - ISIN: US44988GGP72, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $27006453.00
- **C.18.a - Value (excl. sponsor support):** $27006453.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: JP MORGAN SECURITIES LLC, 144A

- **C.1 - Title:** JP MORGAN SECURITIES LLC, 144A 4.497000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HGD8, C.4 - ISIN: US46656HGD89, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $29008862.40
- **C.18.a - Value (excl. sponsor support):** $29008862.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: JP MORGAN SECURITIES LLC, 144A

- **C.1 - Title:** JP MORGAN SECURITIES LLC, 144A 4.488000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HJA1, C.4 - ISIN: US46656HJA14, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $39005041.92
- **C.18.a - Value (excl. sponsor support):** $39005041.92
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: JP MORGAN SECURITIES LLC, 144A

- **C.1 - Title:** JP MORGAN SECURITIES LLC, 144A 4.519000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HJD5, C.4 - ISIN: US46656HJD52, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $50005432.50
- **C.18.a - Value (excl. sponsor support):** $50005432.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: JP MORGAN SECURITIES LLC, 144A

- **C.1 - Title:** JP MORGAN SECURITIES LLC, 144A 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HJK9, C.4 - ISIN: US46656HJK95, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $75509777.25
- **C.18.a - Value (excl. sponsor support):** $75509777.25
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: JP MORGAN SECURITIES LLC, 144A

- **C.1 - Title:** JP MORGAN SECURITIES LLC, 144A 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HJX1, C.4 - ISIN: US46656HJX17, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $55001804.00
- **C.18.a - Value (excl. sponsor support):** $55001804.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: KFW, 144A

- **C.1 - Title:** KFW, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246TZ85, C.4 - ISIN: US48246TZ851, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $49797965.00
- **C.18.a - Value (excl. sponsor support):** $49797965.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: KFW, 144A

- **C.1 - Title:** KFW, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UAC0, C.4 - ISIN: US48246UAC09, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $49609655.00
- **C.18.a - Value (excl. sponsor support):** $49609655.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: LVMH MOET HENNESSY LOUIS VUITTON SE, 144A

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON SE, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50244MAL6, C.4 - ISIN: US50244MAL63, C.3 - LEI: IOG4E947OATN0KJYSD45
- **C.18 - Value (incl. sponsor support):** $34693505.00
- **C.18.a - Value (excl. sponsor support):** $34693505.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: LVMH MOET HENNESSY LOUIS VUITTON SE, 144A

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON SE, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50244MAM4, C.3 - LEI: IOG4E947OATN0KJYSD45
- **C.18 - Value (incl. sponsor support):** $26760723.30
- **C.18.a - Value (excl. sponsor support):** $26760723.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: LVMH MOET HENNESSY LOUIS VUITTON INC, 144A

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55078UCH5, C.4 - ISIN: US55078UCH59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34482805.00
- **C.18.a - Value (excl. sponsor support):** $34482805.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: MASS GENERAL BRIGHAM INC

- **C.1 - Title:** MASS GENERAL BRIGHAM INC , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57541VY68, C.4 - ISIN: US57541VY688, C.3 - LEI: 5493007Z86EDN0QFYU66
- **C.18 - Value (incl. sponsor support):** $8994049.20
- **C.18.a - Value (excl. sponsor support):** $8994049.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: MEMORIAL HERMANN HEALTHCARE

- **C.1 - Title:** MEMORIAL HERMANN HEALTHCARE , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 58604GB35, C.4 - ISIN: US58604GB351, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20286496.60
- **C.18.a - Value (excl. sponsor support):** $20286496.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: MEMORIAL HERMANN HEALTHCARE

- **C.1 - Title:** MEMORIAL HERMANN HEALTHCARE , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 58604GBJ0, C.4 - ISIN: US58604GBJ04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $22227291.00
- **C.18.a - Value (excl. sponsor support):** $22227291.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: MERCY HEALTHCARE SYSTEM

- **C.1 - Title:** MERCY HEALTHCARE SYSTEM , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 58942PYC1, C.4 - ISIN: US58942PYC12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $22969170.80
- **C.18.a - Value (excl. sponsor support):** $22969170.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: NATIONAL AUSTRALIA BANK LTD, 144A

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD, 144A 4.541000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G2D6, C.4 - ISIN: US63254G2D65, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $94996067.00
- **C.18.a - Value (excl. sponsor support):** $94996067.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: NATIONAL AUSTRALIA BANK LTD, 144A

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD, 144A 4.425000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GZ57, C.4 - ISIN: US63254GZ571, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $49998270.00
- **C.18.a - Value (excl. sponsor support):** $49998270.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.190000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TFG8, C.4 - ISIN: US63873TFG85, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $57480270.41
- **C.18.a - Value (excl. sponsor support):** $57480270.41
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: NEW YORK LIFE SHORT TERM FUNDING LLC, 144A

- **C.1 - Title:** NEW YORK LIFE SHORT TERM FUNDING LLC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64952UZ34, C.4 - ISIN: US64952UZ349, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29891814.00
- **C.18.a - Value (excl. sponsor support):** $29891814.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: NEW YORK LIFE SHORT TERM FUNDING LLC, 144A

- **C.1 - Title:** NEW YORK LIFE SHORT TERM FUNDING LLC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64952UZB6, C.4 - ISIN: US64952UZB69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34842762.50
- **C.18.a - Value (excl. sponsor support):** $34842762.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: NEW YORK LIFE SHORT TERM FUNDING LLC, 144A

- **C.1 - Title:** NEW YORK LIFE SHORT TERM FUNDING LLC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64952UZH3, C.4 - ISIN: US64952UZH30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49741980.00
- **C.18.a - Value (excl. sponsor support):** $49741980.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: NEW YORK LIFE SHORT TERM FUNDING LLC, 144A

- **C.1 - Title:** NEW YORK LIFE SHORT TERM FUNDING LLC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64952YAM1, C.4 - ISIN: US64952YAM12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11496072.12
- **C.18.a - Value (excl. sponsor support):** $11496072.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: NORDEA BANK ABP, 144A

- **C.1 - Title:** NORDEA BANK ABP, 144A 4.468000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65557RHR4, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $25006235.00
- **C.18.a - Value (excl. sponsor support):** $25006235.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WLP1, C.4 - ISIN: US65558WLP13, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $60035796.00
- **C.18.a - Value (excl. sponsor support):** $60035796.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMM7, C.4 - ISIN: US65558WMM72, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $100053460.00
- **C.18.a - Value (excl. sponsor support):** $100053460.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: ONTARIO (PROVINCE OF)

- **C.1 - Title:** ONTARIO (PROVINCE OF) , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323KB68, C.4 - ISIN: US68323KB689, C.3 - LEI: C7PVKCRGLG18EBQGZV36
- **C.18 - Value (incl. sponsor support):** $42843206.65
- **C.18.a - Value (excl. sponsor support):** $42843206.65
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: ONTARIO (PROVINCE OF)

- **C.1 - Title:** ONTARIO (PROVINCE OF) , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323KB92, C.4 - ISIN: US68323KB929, C.3 - LEI: C7PVKCRGLG18EBQGZV36
- **C.18 - Value (incl. sponsor support):** $22749803.70
- **C.18.a - Value (excl. sponsor support):** $22749803.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: ONTARIO (PROVINCE OF)

- **C.1 - Title:** ONTARIO (PROVINCE OF) , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323KBK7, C.4 - ISIN: US68323KBK79, C.3 - LEI: C7PVKCRGLG18EBQGZV36
- **C.18 - Value (incl. sponsor support):** $49401215.00
- **C.18.a - Value (excl. sponsor support):** $49401215.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: ONTARIO (PROVINCE OF)

- **C.1 - Title:** ONTARIO (PROVINCE OF) , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323KBP6, C.4 - ISIN: US68323KBP66, C.3 - LEI: C7PVKCRGLG18EBQGZV36
- **C.18 - Value (incl. sponsor support):** $59255052.00
- **C.18.a - Value (excl. sponsor support):** $59255052.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: ONTARIO (PROVINCE OF)

- **C.1 - Title:** ONTARIO (PROVINCE OF) , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323KBQ4, C.4 - ISIN: US68323KBQ40, C.3 - LEI: C7PVKCRGLG18EBQGZV36
- **C.18 - Value (incl. sponsor support):** $49373710.00
- **C.18.a - Value (excl. sponsor support):** $49373710.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: ONTARIO TEACHERS FINANCE TRUST, 144A

- **C.1 - Title:** ONTARIO TEACHERS FINANCE TRUST, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68328GYR1, C.4 - ISIN: US68328GYR19, C.3 - LEI: 635400ZZE5J8OXXBBY26
- **C.18 - Value (incl. sponsor support):** $17951124.60
- **C.18.a - Value (excl. sponsor support):** $17951124.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: PORT OF SEATTLE-WASHINGTON

- **C.1 - Title:** PORT OF SEATTLE-WASHINGTON 4.080000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73539CFN5, C.4 - ISIN: US73539CFN56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17994897.00
- **C.18.a - Value (excl. sponsor support):** $17994897.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: QUEENSLAND TREASURY CORPORATION

- **C.1 - Title:** QUEENSLAND TREASURY CORPORATION , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74830RZ53, C.4 - ISIN: US74830RZ531, C.3 - LEI: 98INKCEEHOU5YJS0HQ88
- **C.18 - Value (incl. sponsor support):** $49809850.00
- **C.18.a - Value (excl. sponsor support):** $49809850.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: ROYAL BANK OF CANADA, 144A

- **C.1 - Title:** ROYAL BANK OF CANADA, 144A 4.548000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRH2, C.4 - ISIN: US78014XRH25, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $63004517.10
- **C.18.a - Value (excl. sponsor support):** $63004517.10
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: SANOFI SA, 144A

- **C.1 - Title:** SANOFI SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3BA7, C.4 - ISIN: US8010M3BA70, C.3 - LEI: 549300E9PC51EN656011
- **C.18 - Value (incl. sponsor support):** $32637405.90
- **C.18.a - Value (excl. sponsor support):** $32637405.90
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: SAUDI ARABIAN OIL CO

- **C.1 - Title:** SAUDI ARABIAN OIL CO , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80414NY54, C.3 - LEI: 5586006WD91QHB7J4X50
- **C.18 - Value (incl. sponsor support):** $59966736.00
- **C.18.a - Value (excl. sponsor support):** $59966736.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: SCRIPPS HEALTH

- **C.1 - Title:** SCRIPPS HEALTH , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 81104EZ49, C.4 - ISIN: US81104EZ498, C.3 - LEI: 5493007MZOLMF0LSHI96
- **C.18 - Value (incl. sponsor support):** $15939536.00
- **C.18.a - Value (excl. sponsor support):** $15939536.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: SENTARA HEALTHCARE

- **C.1 - Title:** SENTARA HEALTHCARE , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 81727XAM1, C.4 - ISIN: US81727XAM11, C.3 - LEI: 5493002B0YWN6UH30V71
- **C.18 - Value (incl. sponsor support):** $14860851.00
- **C.18.a - Value (excl. sponsor support):** $14860851.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: SKANDINAVISKA ENSKILDA BANKEN AB, 144A

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB, 144A 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WRS5, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $30013233.00
- **C.18.a - Value (excl. sponsor support):** $30013233.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: SKANDINAVISKA ENSKILDA BANKEN AB, 144A

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB, 144A 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WRZ9, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $9751781.33
- **C.18.a - Value (excl. sponsor support):** $9751781.33
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: SKANDINAVISKA ENSKILDA BANKEN AB, 144A

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB, 144A 4.607000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSB1, C.4 - ISIN: US83050WSB18, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $31255287.50
- **C.18.a - Value (excl. sponsor support):** $31255287.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: SKANDINAVISKA ENSKILDA BANKEN AB, 144A

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB, 144A 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSD7, C.4 - ISIN: US83050WSD73, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $93002585.40
- **C.18.a - Value (excl. sponsor support):** $93002585.40
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.465000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PX8, C.4 - ISIN: US8574P1PX85, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $76999214.60
- **C.18.a - Value (excl. sponsor support):** $76999214.60
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.784000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1QB5, C.4 - ISIN: US8574P1QB56, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $29000084.10
- **C.18.a - Value (excl. sponsor support):** $29000084.10
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: SUTTER HEALTH

- **C.1 - Title:** SUTTER HEALTH , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86944EYJ0, C.4 - ISIN: US86944EYJ09, C.3 - LEI: 549300MJCC12LU768G81
- **C.18 - Value (incl. sponsor support):** $20458200.50
- **C.18.a - Value (excl. sponsor support):** $20458200.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNB8, C.4 - ISIN: US86959TNB88, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $35035126.00
- **C.18.a - Value (excl. sponsor support):** $35035126.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.865000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TQZ2, C.4 - ISIN: US86959TQZ20, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $34999786.50
- **C.18.a - Value (excl. sponsor support):** $34999786.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRC2, C.4 - ISIN: US86959TRC26, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $42996835.20
- **C.18.a - Value (excl. sponsor support):** $42996835.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: SVENSKA HANDELSBANKEN AB, 144A

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB, 144A 4.500000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LLJ7, C.4 - ISIN: US86960LLJ79, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $50015635.00
- **C.18.a - Value (excl. sponsor support):** $50015635.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.555000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WS89, C.4 - ISIN: US87019WS895, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $25005152.50
- **C.18.a - Value (excl. sponsor support):** $25005152.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: SWEDBANK AB, 144A

- **C.1 - Title:** SWEDBANK AB, 144A 4.408000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEH7, C.4 - ISIN: US87020YEH71, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $35752784.93
- **C.18.a - Value (excl. sponsor support):** $35752784.93
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: SWEDBANK AB, 144A

- **C.1 - Title:** SWEDBANK AB, 144A 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFU7, C.4 - ISIN: US87020YFU73, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $50009745.00
- **C.18.a - Value (excl. sponsor support):** $50009745.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: SWEDBANK AB, 144A

- **C.1 - Title:** SWEDBANK AB, 144A 4.539000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFY9, C.4 - ISIN: US87020YFY95, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $99998560.00
- **C.18.a - Value (excl. sponsor support):** $99998560.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DF84, C.4 - ISIN: US89115DF847, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $50024435.00
- **C.18.a - Value (excl. sponsor support):** $50024435.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DM45, C.4 - ISIN: US89115DM454, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $70047670.00
- **C.18.a - Value (excl. sponsor support):** $70047670.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: TOYOTA CREDIT CANADA INC

- **C.1 - Title:** TOYOTA CREDIT CANADA INC , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232DFA7, C.4 - ISIN: US89232DFA72, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $27322570.80
- **C.18.a - Value (excl. sponsor support):** $27322570.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HDE1, C.4 - ISIN: US89233HDE18, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $9821365.00
- **C.18.a - Value (excl. sponsor support):** $9821365.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 4.620000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMX0, C.4 - ISIN: US89236TMX09, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $63013920.48
- **C.18.a - Value (excl. sponsor support):** $63013920.48
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 4.843000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TND3, C.4 - ISIN: US89236TND36, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $16501437.32
- **C.18.a - Value (excl. sponsor support):** $16501437.32
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: UNILEVER CAPITAL CORP, 144A

- **C.1 - Title:** UNILEVER CAPITAL CORP, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90477DZA7, C.4 - ISIN: US90477DZA70, C.3 - LEI: MYF1DAS6G5WY7PRWCU78
- **C.18 - Value (incl. sponsor support):** $22900249.00
- **C.18.a - Value (excl. sponsor support):** $22900249.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: UNILEVER CAPITAL CORP, 144A

- **C.1 - Title:** UNILEVER CAPITAL CORP, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90477DZJ8, C.4 - ISIN: US90477DZJ89, C.3 - LEI: MYF1DAS6G5WY7PRWCU78
- **C.18 - Value (incl. sponsor support):** $29843601.00
- **C.18.a - Value (excl. sponsor support):** $29843601.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: UNIVERSITY OF CHICAGO

- **C.1 - Title:** UNIVERSITY OF CHICAGO , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91336DA88, C.4 - ISIN: US91336DA887, C.3 - LEI: 54930099Y7GU6182V326
- **C.18 - Value (incl. sponsor support):** $32748889.80
- **C.18.a - Value (excl. sponsor support):** $32748889.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: UNIVERSITY OF CHICAGO

- **C.1 - Title:** UNIVERSITY OF CHICAGO , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91336DAF2, C.4 - ISIN: US91336DAF24, C.3 - LEI: 54930099Y7GU6182V326
- **C.18 - Value (incl. sponsor support):** $32722872.60
- **C.18.a - Value (excl. sponsor support):** $32722872.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: UNIVERSITY OF CHICAGO

- **C.1 - Title:** UNIVERSITY OF CHICAGO , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91336DAN5, C.4 - ISIN: US91336DAN57, C.3 - LEI: 54930099Y7GU6182V326
- **C.18 - Value (incl. sponsor support):** $15853041.60
- **C.18.a - Value (excl. sponsor support):** $15853041.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTJ3, C.4 - ISIN: US95001KTJ33, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $66026367.00
- **C.18.a - Value (excl. sponsor support):** $66026367.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: WESTPAC BANKING CORP, 144A

- **C.1 - Title:** WESTPAC BANKING CORP, 144A 4.642000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47D7, C.4 - ISIN: US9612C47D74, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $60058434.00
- **C.18.a - Value (excl. sponsor support):** $60058434.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: WESTPAC BANKING CORP, 144A

- **C.1 - Title:** WESTPAC BANKING CORP, 144A 4.552000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAM9, C.4 - ISIN: US9612CAAM90, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $49996075.00
- **C.18.a - Value (excl. sponsor support):** $49996075.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: WESTPAC BANKING CORP, 144A

- **C.1 - Title:** WESTPAC BANKING CORP, 144A 4.555000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAN7, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $34997452.00
- **C.18.a - Value (excl. sponsor support):** $34997452.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: B8AEEU900, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: B8AEEU900
- **C.18 - Value (incl. sponsor support):** $164000000.00
- **C.18.a - Value (excl. sponsor support):** $164000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Bill           | 2026-10-01      | 0.0000%  | 0.0000% | $114600.00         | $110811.32         | U.S. Treasuries (including strips) |
| US Treasury Inflation Bond | 2029-04-15      | 3.8750%  | 0.0000% | $29200.00          | $62605.71          | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $104.54            | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2039-08-15      | 4.5000%  | 0.0000% | $400.00            | $408.57            | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2041-02-15      | 4.7500%  | 0.0000% | $8100.00           | $8425.84           | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $160.46            | U.S. Treasuries (including strips) |
| US Treasury Inflation Bond | 2044-02-15      | 1.3750%  | 0.0000% | $15859700.00       | $19016155.35       | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $171.46            | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2047-11-15      | 2.7500%  | 0.0000% | $31500.00          | $23404.25          | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.99             | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2050-08-15      | 1.3750%  | 0.0000% | $735800.00         | $376929.77         | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2040-05-15      | 1.1250%  | 0.0000% | $1100.00           | $712.38            | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $86.15             | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.07             | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2054-11-15      | 4.5000%  | 0.0000% | $725300.00         | $720349.65         | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2045-02-15      | 4.7500%  | 0.0000% | $200.00            | $204.68            | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2055-05-15      | 4.7500%  | 0.0000% | $600.00            | $620.88            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-03-31      | 0.6250%  | 0.0000% | $200.00            | $191.88            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2030-11-15      | 0.8750%  | 0.0000% | $26100.00          | $22827.23          | U.S. Treasuries (including strips) |
| US Treasury Note           | 2029-07-31      | 2.6250%  | 0.0000% | $16388800.00       | $15910484.68       | U.S. Treasuries (including strips) |
| US Treasury Inflation Note | 2033-01-15      | 1.1250%  | 0.0000% | $18008100.00       | $18998199.24       | U.S. Treasuries (including strips) |
| US Treasury Inflation Note | 2033-07-15      | 1.3750%  | 0.0000% | $2900.00           | $3051.99           | U.S. Treasuries (including strips) |
| US Treasury Note           | 2030-09-30      | 4.6250%  | 0.0000% | $1700.00           | $1775.37           | U.S. Treasuries (including strips) |
| US Treasury Inflation Note | 2028-10-15      | 2.3750%  | 0.0000% | $905400.00         | $992974.03         | U.S. Treasuries (including strips) |
| US Treasury Note           | 2034-02-15      | 4.0000%  | 0.0000% | $246100.00         | $248283.29         | U.S. Treasuries (including strips) |
| US Treasury Note           | 2029-05-31      | 4.5000%  | 0.0000% | $200.00            | $209.45            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2029-06-30      | 4.2500%  | 0.0000% | $200.00            | $206.97            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-07-15      | 4.3750%  | 0.0000% | $44755700.00       | $45875741.55       | U.S. Treasuries (including strips) |
| US Treasury Note           | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $199.29            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-12-15      | 4.0000%  | 0.0000% | $637000.00         | $651926.80         | U.S. Treasuries (including strips) |
| US Treasury Note           | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $104.06            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-03-31      | 3.8750%  | 0.0000% | $32300.00          | $32501.52          | U.S. Treasuries (including strips) |
| US Treasury Note           | 2035-05-15      | 4.2500%  | 0.0000% | $63143900.00       | $65212409.74       | U.S. Treasuries (including strips) |
| US Treasury Note           | 2030-08-31      | 3.6250%  | 0.0000% | $200.00            | $200.51            | U.S. Treasuries (including strips) |

### Security 127: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: B8AENJ3F8, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: B8AENJ3F8
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $53735600.00       | $50725122.88       | U.S. Treasuries (including strips) |
| US Treasury Note | 2026-11-15      | 2.0000%  | 0.0000% | $108300.00         | $107394.16         | U.S. Treasuries (including strips) |
| US Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $58900.00          | $60207.58          | U.S. Treasuries (including strips) |
| US Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $103100.00         | $107369.26         | U.S. Treasuries (including strips) |

### Security 128: NatWest Markets Securities Inc.

- **C.1 - Title:** NatWest Markets Securities Inc. 4.080000%
- **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: B8AENZUX3, C.3 - LEI: N/A, C.5 - Other ID: B8AENZUX3
- **C.18 - Value (incl. sponsor support):** $490000000.00
- **C.18.a - Value (excl. sponsor support):** $490000000.00
- **C.19 - Percentage of Net Assets:** 4.5000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-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

**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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2054-06-01      | 6.5000%  | 0.0000% | $7237078.00        | $6560402.14        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $225420722.00      | $179309875.38      | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $183170502.00      | $137638248.61      | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-08-01      | 5.0000%  | 0.0000% | $203043664.00      | $176687982.35      | Agency Collateralized Mortgage Obligation |

### Security 129: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.080000%
- **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: B8AENZUZ8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: B8AENZUZ8
- **C.18 - Value (incl. sponsor support):** $335000000.00
- **C.18.a - Value (excl. sponsor support):** $335000000.00
- **C.19 - Percentage of Net Assets:** 3.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2027-07-01      | 5.0000%  | 0.0000% | $5000000.00        | $7706.47           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-04-01      | 4.5000%  | 0.0000% | $107169.00         | $5609.60           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-08-01      | 4.5000%  | 0.0000% | $1825000.00        | $175585.00         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-03-01      | 3.5000%  | 0.0000% | $80293676.00       | $12100027.44       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-01-01      | 3.5000%  | 0.0000% | $486000.00         | $121106.00         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-03-01      | 8.0000%  | 0.0000% | $1733873.00        | $5622.26           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-06-01      | 6.0000%  | 0.0000% | $326200.00         | $679.79            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $19680.06          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-12-01      | 4.5000%  | 0.0000% | $715485.00         | $7760.19           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-08-01      | 6.5000%  | 0.0000% | $132494.00         | $691.78            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $100000.00         | $95887.03          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-05-01      | 6.5000%  | 0.0000% | $282117.00         | $160862.51         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 4.5000%  | 0.0000% | $1041414.00        | $895031.88         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $700000.00         | $575563.14         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $1674460.00        | $1671030.49        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $1956754.00        | $1800604.03        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-12-01      | 5.0000%  | 0.0000% | $1532637.00        | $1495633.44        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $2983946.00        | $3124155.74        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1396267.00        | $1425599.20        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $1162660.00        | $1127558.67        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1222669.00        | $1275321.59        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $2070447.00        | $2174066.66        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $1297250.00        | $1356890.91        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $3515847.00        | $3653686.81        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-10-01      | 6.0000%  | 0.0000% | $1304334.00        | $1352803.84        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $4763511.00        | $4863579.66        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2056-06-01      | 4.5000%  | 0.0000% | $344000.00         | $75109.76          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2057-01-01      | 2.5000%  | 0.0000% | $125000.00         | $54109.45          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-07-01      | 4.5000%  | 0.0000% | $270000.00         | $49980.54          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2058-05-01      | 3.5000%  | 0.0000% | $8249999.00        | $2794056.86        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-11-01      | 3.0000%  | 0.0000% | $205000.00         | $23930.42          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-07-01      | 4.0000%  | 0.0000% | $39938492.00       | $11755702.00       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-09-01      | 3.0000%  | 0.0000% | $1460000.00        | $97565.67          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $470852.35         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-10-01      | 2.0000%  | 0.0000% | $500000.00         | $224909.14         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-10-01      | 1.5000%  | 0.0000% | $6277060.00        | $3528231.69        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $236676.13         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $300000.00         | $232891.56         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $884019.00         | $686566.93         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $667.66            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $2886097.00        | $3029072.61        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-09-01      | 5.5000%  | 0.0000% | $1260740.00        | $1284544.55        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-12-01      | 4.0000%  | 0.0000% | $293000.00         | $246814.87         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $451202.00         | $340322.03         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $182000.00         | $121476.71         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-02-01      | 4.5000%  | 0.0000% | $6214780.00        | $5811790.76        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $53375.85          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2329098.45        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-07-01      | 4.5000%  | 0.0000% | $32000.00          | $2673.16           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-05-01      | 4.5000%  | 0.0000% | $139000.00         | $19544.15          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-07-01      | 3.5000%  | 0.0000% | $482109.00         | $211835.35         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $27000.00          | $22964.42          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $4209120.00        | $3003541.71        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $81939.03          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $257322.00         | $223159.38         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $3675070.00        | $3292995.43        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $400000.00         | $381003.62         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 6.0000%  | 0.0000% | $15748936.00       | $14916172.78       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-11-01      | 5.5000%  | 0.0000% | $27421197.00       | $27458800.45       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $19892956.00       | $20281730.66       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-04-01      | 2.5000%  | 0.0000% | $1788000.00        | $501388.73         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-06-01      | 2.5000%  | 0.0000% | $2500000.00        | $1088268.24        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-10-01      | 3.0000%  | 0.0000% | $7000.00           | $1581.51           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-10-01      | 3.5000%  | 0.0000% | $600000.00         | $233294.75         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-08-01      | 4.5000%  | 0.0000% | $95000.00          | $27596.69          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-07-01      | 3.0000%  | 0.0000% | $690000.00         | $192089.49         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-07-01      | 3.5000%  | 0.0000% | $58700.00          | $30246.53          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-09-01      | 4.5000%  | 0.0000% | $300000.00         | $172121.06         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-01-01      | 5.0000%  | 0.0000% | $1612796.00        | $1004224.38        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $47354998.00       | $35683301.99       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-10-01      | 3.5000%  | 0.0000% | $15085000.00       | $11826251.51       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $9570879.00        | $7880767.12        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $9000.00           | $7074.50           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $115308958.00      | $117960670.16      | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-02-01      | 5.0000%  | 0.0000% | $7950214.00        | $7023044.96        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-03-01      | 6.5000%  | 0.0000% | $200000.00         | $2024.11           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-11-01      | 7.0000%  | 0.0000% | $940000.00         | $27446.73          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-11-01      | 7.0000%  | 0.0000% | $840000.00         | $20638.59          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-04-01      | 5.0000%  | 0.0000% | $3709020.00        | $273805.53         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-10-01      | 4.5000%  | 0.0000% | $184599.00         | $4699.94           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-08-01      | 3.0000%  | 0.0000% | $815568.00         | $52641.79          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-05-01      | 3.5000%  | 0.0000% | $383935.00         | $103427.89         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-07-01      | 3.5000%  | 0.0000% | $18531808.00       | $2017776.32        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-06-01      | 3.5000%  | 0.0000% | $243276.00         | $21158.73          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-06-01      | 2.0000%  | 0.0000% | $1870000.00        | $607012.34         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-04-01      | 4.0000%  | 0.0000% | $318865.00         | $273521.57         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $10542397.00       | $8150412.58        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $14000.00          | $10808.08          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-02-01      | 4.0000%  | 0.0000% | $9000.00           | $7268.93           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-08-01      | 4.5000%  | 0.0000% | $49000.00          | $42228.22          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-01-01      | 4.5000%  | 0.0000% | $1107328.00        | $913326.76         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-10-01      | 5.0000%  | 0.0000% | $2990367.00        | $2970816.75        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-03-01      | 5.0000%  | 0.0000% | $447600.00         | $3295.29           | Agency Collateralized Mortgage Obligation |

### Security 130: NatWest Markets Securities Inc.

- **C.1 - Title:** NatWest Markets Securities Inc. 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: B8AEP8EW1, C.3 - LEI: N/A, C.5 - Other ID: B8AEP8EW1
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $51240700.00       | $51040246.38       | U.S. Treasuries (including strips) |

### Security 131: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.980000%
- **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: B8AEPFGL7, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: B8AEPFGL7
- **C.18 - Value (incl. sponsor support):** $530000000.00
- **C.18.a - Value (excl. sponsor support):** $530000000.00
- **C.19 - Percentage of Net Assets:** 4.8700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                | 2053-09-01      | 4.8140%  | 0.0000% | $52937024.00       | $45063447.98       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2047-04-01      | 3.0000%  | 0.0000% | $5490415.00        | $1035279.16        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2032-08-01      | 3.0000%  | 0.0000% | $11498991.00       | $1013426.22        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2052-08-01      | 4.5000%  | 0.0000% | $259699.00         | $211722.34         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2049-05-01      | 5.0000%  | 0.0000% | $1085002.00        | $183631.98         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2037-11-01      | 2.4000%  | 0.0000% | $3495808.00        | $2785267.54        | Agency Collateralized Mortgage Obligation |
| Federal Farm Credit        | 2035-09-10      | 1.7300%  | 0.0000% | $2000.00           | $1577.87           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2052-06-01      | 5.0000%  | 0.0000% | $1846457.00        | $1404619.93        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $773.45            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2053-08-01      | 5.5000%  | 0.0000% | $149376.00         | $131800.47         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2032-08-01      | 3.0600%  | 0.0000% | $1938300.00        | $1809680.23        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2037-11-01      | 3.5100%  | 0.0000% | $2306368.00        | $1976275.88        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2033-04-01      | 3.7200%  | 0.0000% | $1000000.00        | $916491.80         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2048-07-01      | 4.0400%  | 0.0000% | $2000000.00        | $1787578.56        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2033-08-01      | 3.8100%  | 0.0000% | $13870000.00       | $13414079.23       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-06-01      | 6.5000%  | 0.0000% | $2011590.00        | $2088450.75        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-08-01      | 6.5000%  | 0.0000% | $2285400.00        | $2392395.40        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-07-01      | 6.0000%  | 0.0000% | $35094871.00       | $33226481.70       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-07-01      | 6.5000%  | 0.0000% | $1170000.00        | $1223813.89        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.54           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.85           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.67           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-09-01      | 6.0000%  | 0.0000% | $1443045.00        | $1482941.55        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-10-01      | 6.0000%  | 0.0000% | $1067000.00        | $1111480.03        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-10-01      | 6.0000%  | 0.0000% | $1468400.00        | $1526381.24        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2033-10-01      | 3.7800%  | 0.0000% | $358132.00         | $339828.95         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2031-01-01      | 3.9300%  | 0.0000% | $528326.00         | $498167.33         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2029-02-01      | 3.6800%  | 0.0000% | $17206080.00       | $17083033.59       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2031-11-01      | 2.5300%  | 0.0000% | $2557560.00        | $2111787.26        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2051-01-01      | 2.0000%  | 0.0000% | $5584434.00        | $3107964.23        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2029-02-01      | 2.3000%  | 0.0000% | $35648.00          | $33592.69          | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $912.72            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2053-09-01      | 6.0000%  | 0.0000% | $1040.00           | $950.51            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2029-09-01      | 4.3400%  | 0.0000% | $15000000.00       | $15193000.00       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2032-03-01      | 5.0600%  | 0.0000% | $2022000.00        | $2105643.40        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2032-06-01      | 4.4650%  | 0.0000% | $23020000.00       | $23317736.84       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2035-06-01      | 5.2150%  | 0.0000% | $1300.00           | $1366.38           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2035-06-01      | 5.0800%  | 0.0000% | $41130500.00       | $43141712.89       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2035-07-01      | 5.1600%  | 0.0000% | $19198000.00       | $20094719.38       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2030-07-01      | 4.7650%  | 0.0000% | $1100.00           | $1128.68           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2035-02-01      | 4.8500%  | 0.0000% | $10996700.00       | $11314665.92       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2032-10-01      | 4.5900%  | 0.0000% | $39903000.00       | $40686934.34       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2052-05-01      | 4.5000%  | 0.0000% | $12866140.00       | $9811084.28        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2052-06-01      | 4.5000%  | 0.0000% | $1088.00           | $761.27            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2053-08-01      | 5.2060%  | 0.0000% | $49796690.00       | $42343767.53       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $943.58            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-08-01      | 5.5000%  | 0.0000% | $2490816.00        | $2526532.53        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-01-01      | 5.5000%  | 0.0000% | $1321110.00        | $1219195.95        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1010.59           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-06-01      | 6.5000%  | 0.0000% | $1139200.00        | $1189691.61        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-06-01      | 6.5000%  | 0.0000% | $1058400.00        | $1088344.21        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-08-01      | 6.0000%  | 0.0000% | $9161141.00        | $9404439.16        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-09-01      | 6.0000%  | 0.0000% | $2510196.00        | $2578583.81        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.87           | Agency Collateralized Mortgage Obligation |
| US Treasury Bond           | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $79.23             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.16             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2053-08-15      | 4.1250%  | 0.0000% | $800.00            | $736.53            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $188.26            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $197.35            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.36             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-02-15      | 1.5000%  | 0.0000% | $300.00            | $275.37            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-04-30      | 0.5000%  | 0.0000% | $9560000.00        | $9127151.88        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-08-31      | 0.5000%  | 0.0000% | $24999700.00       | $23654979.67       | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $94.37             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-01-31      | 0.7500%  | 0.0000% | $12599900.00       | $11855875.90       | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-05-31      | 1.2500%  | 0.0000% | $49976300.00       | $47364009.30       | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-07-31      | 1.0000%  | 0.0000% | $1600600.00        | $1496628.23        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.58             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2033-02-15      | 3.5000%  | 0.0000% | $32528900.00       | $31922313.09       | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-05-31      | 3.7500%  | 0.0000% | $1000.00           | $1017.79           | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2025-12-31      | 4.2500%  | 0.0000% | $200.00            | $202.97            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-03-15      | 4.2500%  | 0.0000% | $1000400.00        | $1013573.82        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2029-03-31      | 4.1250%  | 0.0000% | $373800.00         | $380966.51         | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-10-31      | 4.1250%  | 0.0000% | $34607100.00       | $34732654.56       | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2029-11-30      | 4.1250%  | 0.0000% | $2454500.00        | $2538713.53        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-10-15      | 3.5000%  | 0.0000% | $7595400.00        | $7585415.55        | U.S. Treasuries (including strips)        |
| US Treasury Inflation Note | 2030-10-15      | 1.1250%  | 0.0000% | $4970900.00        | $4935187.08        | U.S. Treasuries (including strips)        |

### Security 132: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: B8AEPFGM5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: B8AEPFGM5
- **C.18 - Value (incl. sponsor support):** $71000000.00
- **C.18.a - Value (excl. sponsor support):** $71000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Inflation Note | 2026-10-15      | 0.1250%  | 0.0000% | $7100.00           | $8346.56           | U.S. Treasuries (including strips) |
| US Treasury Note           | 2028-01-15      | 4.2500%  | 0.0000% | $8600.00           | $8823.59           | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-03-31      | 3.8750%  | 0.0000% | $71953900.00       | $72402830.27       | U.S. Treasuries (including strips) |

### Security 133: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AEPPDZ7, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: B8AEPPDZ7
- **C.18 - Value (incl. sponsor support):** $39000000.00
- **C.18.a - Value (excl. sponsor support):** $39000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 3.850000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AEPPE03, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: B8AEPPE03
- **C.18 - Value (incl. sponsor support):** $63000000.00
- **C.18.a - Value (excl. sponsor support):** $63000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.860000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AEPPE11, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: B8AEPPE11
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AEPPE29, C.3 - LEI: N/A, C.5 - Other ID: B8AEPPE29
- **C.18 - Value (incl. sponsor support):** $224122000.00
- **C.18.a - Value (excl. sponsor support):** $224122000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 3.880000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AEPPE37, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: B8AEPPE37
- **C.18 - Value (incl. sponsor support):** $164000000.00
- **C.18.a - Value (excl. sponsor support):** $164000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AEPPE45, C.3 - LEI: N/A, C.5 - Other ID: B8AEPPE45
- **C.18 - Value (incl. sponsor support):** $188000000.00
- **C.18.a - Value (excl. sponsor support):** $188000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AEPPE52, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: B8AEPPE52
- **C.18 - Value (incl. sponsor support):** $34000000.00
- **C.18.a - Value (excl. sponsor support):** $34000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** SANTANDER US CAPITAL MARKETS LLC 4.170000%
- **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: B8AEPS4P3, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: B8AEPS4P3
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-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

**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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2032-12-01      | 6.5000%  | 0.0000% | $1740000.00        | $16300.54          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-12-01      | 2.7730%  | 0.0000% | $2100000.00        | $1622908.31        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-05-01      | 3.3700%  | 0.0000% | $1000000.00        | $101231.88         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-11-01      | 3.0070%  | 0.0000% | $33606000.00       | $6396989.03        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2038-09-01      | 5.5000%  | 0.0000% | $2089352.00        | $14426.19          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2039-01-01      | 5.5000%  | 0.0000% | $2260500.00        | $18058.30          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2027-08-01      | 3.5000%  | 0.0000% | $1500000.00        | $6893.35           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-11-01      | 3.0000%  | 0.0000% | $565000.00         | $49618.90          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-03-01      | 3.0000%  | 0.0000% | $400000.00         | $67094.72          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-07-01      | 5.0000%  | 0.0000% | $85000.00          | $8878.34           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-10-01      | 4.0000%  | 0.0000% | $240000.00         | $17340.85          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2031-06-01      | 4.0000%  | 0.0000% | $85000.00          | $3436.15           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2028-02-01      | 7.0000%  | 0.0000% | $8904703.00        | $2028.37           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2029-03-01      | 3.5000%  | 0.0000% | $100000.00         | $6285.56           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-09-01      | 3.5000%  | 0.0000% | $25000.00          | $3663.63           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-10-01      | 3.0000%  | 0.0000% | $181715.00         | $22048.81          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2032-09-01      | 6.0000%  | 0.0000% | $630609.00         | $2731.17           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-11-01      | 6.0000%  | 0.0000% | $1500000.00        | $2479.53           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-06-01      | 6.0000%  | 0.0000% | $165000.00         | $3692.36           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2036-10-01      | 6.0000%  | 0.0000% | $105000.00         | $1292.34           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2032-03-01      | 6.5000%  | 0.0000% | $5943296.00        | $4463.20           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-06-01      | 3.5000%  | 0.0000% | $151000.00         | $11787.65          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-10-01      | 6.0000%  | 0.0000% | $3600000.00        | $19173.11          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2044-10-01      | 3.5000%  | 0.0000% | $2867500.00        | $154344.45         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-07-01      | 6.0000%  | 0.0000% | $357287.00         | $5184.22           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-02-01      | 6.0000%  | 0.0000% | $440539.00         | $5109.34           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-08-01      | 3.5000%  | 0.0000% | $100000.00         | $14176.24          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2034-07-01      | 6.0000%  | 0.0000% | $530000.00         | $4245.21           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-10-01      | 6.0000%  | 0.0000% | $141140.00         | $1865.70           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-04-01      | 3.5000%  | 0.0000% | $42000.00          | $2752.65           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2032-09-01      | 3.5000%  | 0.0000% | $101000.00         | $6669.09           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-12-01      | 3.5000%  | 0.0000% | $300000.00         | $14361.08          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2027-05-01      | 3.0000%  | 0.0000% | $955000.00         | $12866.13          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2029-04-01      | 3.5000%  | 0.0000% | $397198.00         | $16781.27          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-06-01      | 3.0000%  | 0.0000% | $23000.00          | $1938.04           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2032-02-01      | 2.5000%  | 0.0000% | $31000.00          | $5097.35           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-10-01      | 3.0000%  | 0.0000% | $4400000.00        | $1020393.74        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-08-01      | 3.0000%  | 0.0000% | $135000.00         | $23613.56          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-10-01      | 3.5000%  | 0.0000% | $19000.00          | $3499.42           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-12-01      | 3.5000%  | 0.0000% | $6000.00           | $1101.97           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-02-01      | 3.5000%  | 0.0000% | $2406000.00        | $419775.13         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-05-01      | 4.0000%  | 0.0000% | $8000.00           | $3453.70           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $400000.00         | $169441.60         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2031-03-01      | 4.0000%  | 0.0000% | $1344682.00        | $252377.28         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2036-10-01      | 2.0000%  | 0.0000% | $4000.00           | $2243.33           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-05-01      | 3.5000%  | 0.0000% | $35000.00          | $19974.80          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-09-01      | 3.5000%  | 0.0000% | $26000.00          | $16020.63          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1178.55           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2038-03-01      | 5.0000%  | 0.0000% | $10000.00          | $6064.03           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2040-10-01      | 2.5000%  | 0.0000% | $35000.00          | $15873.17          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-11-01      | 2.0000%  | 0.0000% | $460000.00         | $275374.31         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-04-01      | 3.5000%  | 0.0000% | $260000.00         | $174772.75         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4307.45           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $231000.00         | $165747.75         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-10-01      | 4.0000%  | 0.0000% | $20000.00          | $15001.31          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $58000.00          | $46352.87          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $118500.00         | $89531.54          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $146005.99         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-04-01      | 4.0000%  | 0.0000% | $2222000.00        | $1837608.92        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $81226.10          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $700000.00         | $515314.93         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $5000.00           | $4202.01           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-01-01      | 4.0000%  | 0.0000% | $25000.00          | $21369.63          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1833.75           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-01-01      | 3.0000%  | 0.0000% | $28137.00          | $5108.34           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-02-01      | 2.5000%  | 0.0000% | $13000.00          | $3201.14           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-06-01      | 2.0000%  | 0.0000% | $300000.00         | $129293.40         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-08-01      | 4.0000%  | 0.0000% | $100000.00         | $20765.25          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-07-01      | 2.5000%  | 0.0000% | $400000.00         | $189512.19         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-08-01      | 2.5000%  | 0.0000% | $570000.00         | $273288.76         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-04-01      | 2.0000%  | 0.0000% | $782307.00         | $455984.19         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-05-01      | 1.5000%  | 0.0000% | $3392.00           | $1973.45           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-07-01      | 2.5000%  | 0.0000% | $31000.00          | $18429.56          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $13000.00          | $9170.98           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $20000.00          | $15460.63          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-08-01      | 5.5000%  | 0.0000% | $74000.00          | $54012.15          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $3902.06           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2296.39           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $25000.00          | $20712.13          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2027-03-01      | 3.0000%  | 0.0000% | $413000.00         | $5970.51           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-01-01      | 3.5000%  | 0.0000% | $100000.00         | $11857.95          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-03-01      | 3.0000%  | 0.0000% | $440000.00         | $87157.58          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-01-01      | 4.5000%  | 0.0000% | $1928600.00        | $1903629.17        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-07-01      | 3.5000%  | 0.0000% | $100000.00         | $8359.45           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-01-01      | 3.0000%  | 0.0000% | $40639.00          | $16745.70          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $69757.92          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $66781.07          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-08-01      | 2.5000%  | 0.0000% | $50977.00          | $34029.74          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-09-01      | 5.5000%  | 0.0000% | $675000.00         | $450045.04         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $82319.81          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-12-01      | 5.5000%  | 0.0000% | $124165.00         | $98746.86          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-02-01      | 1.5000%  | 0.0000% | $275000.00         | $148547.61         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $182476.86         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $700000.00         | $515076.89         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-06-01      | 4.0000%  | 0.0000% | $465000.00         | $323643.79         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $534000.00         | $382750.63         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $850000.00         | $731259.97         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-01-01      | 5.0000%  | 0.0000% | $123912.00         | $101495.85         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $500000.00         | $405567.96         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $10000.00          | $9149.31           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-03-01      | 3.2040%  | 0.0000% | $35589824.00       | $4754860.77        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-01-01      | 6.0000%  | 0.0000% | $614000.00         | $2220.63           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2026-12-01      | 6.0000%  | 0.0000% | $1400000.00        | $1652.23           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2027-03-01      | 6.0000%  | 0.0000% | $357658.00         | $1049.68           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2027-04-01      | 6.0000%  | 0.0000% | $1548658.00        | $2962.58           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-02-01      | 5.5000%  | 0.0000% | $725000.00         | $2358.85           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-08-01      | 5.5000%  | 0.0000% | $4135144.00        | $17199.77          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-02-01      | 6.5000%  | 0.0000% | $215000.00         | $2770.93           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-11-01      | 5.5000%  | 0.0000% | $50486.00          | $1469.32           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-05-01      | 4.5940%  | 0.0000% | $66926240.00       | $99116.55          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-05-01      | 6.0000%  | 0.0000% | $2200000.00        | $23231.83          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-05-01      | 4.5480%  | 0.0000% | $19904832.00       | $42126.21          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-03-01      | 6.0000%  | 0.0000% | $5390000.00        | $6979.43           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-11-01      | 6.0000%  | 0.0000% | $2724720.00        | $6072.45           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-03-01      | 6.0000%  | 0.0000% | $7170000.00        | $17639.98          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-05-01      | 6.0000%  | 0.0000% | $620000.00         | $1531.90           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2026-01-01      | 3.5000%  | 0.0000% | $14999552.00       | $7258.43           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-04-01      | 5.0000%  | 0.0000% | $100000.00         | $2292.01           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2026-02-01      | 4.0000%  | 0.0000% | $1200000.00        | $1262.04           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2026-05-01      | 3.5000%  | 0.0000% | $760000.00         | $2222.54           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-02-01      | 6.0000%  | 0.0000% | $700000.00         | $21192.11          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2027-11-01      | 3.5000%  | 0.0000% | $300000.00         | $4462.80           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-05-01      | 4.5000%  | 0.0000% | $300000.00         | $17106.70          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-10-01      | 3.5000%  | 0.0000% | $210000.00         | $10983.68          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-07-01      | 4.0000%  | 0.0000% | $12000.00          | $2244.05           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-01-01      | 4.0000%  | 0.0000% | $287465.00         | $19804.24          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-01-01      | 5.6480%  | 0.0000% | $3000000.00        | $476499.65         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-11-01      | 3.5000%  | 0.0000% | $237282.00         | $17133.13          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-09-01      | 5.0000%  | 0.0000% | $30000.00          | $3711.61           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-05-01      | 3.5000%  | 0.0000% | $12210.00          | $1821.50           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2027-05-01      | 3.5000%  | 0.0000% | $434954.00         | $6345.36           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-07-01      | 3.5000%  | 0.0000% | $37640.00          | $6530.49           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-08-01      | 3.5000%  | 0.0000% | $10000.00          | $1238.55           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $6254.25           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-11-01      | 3.5000%  | 0.0000% | $35000.00          | $1248.96           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-08-01      | 4.0000%  | 0.0000% | $26135.00          | $1549.55           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2031-09-01      | 2.5000%  | 0.0000% | $73000.00          | $10419.71          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-01-01      | 3.5000%  | 0.0000% | $9000.00           | $2060.98           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-08-01      | 4.5000%  | 0.0000% | $160000.00         | $7193.22           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-11-01      | 3.0000%  | 0.0000% | $41000.00          | $2769.49           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-01-01      | 4.0000%  | 0.0000% | $18000.00          | $2018.45           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-07-01      | 3.5000%  | 0.0000% | $420821.00         | $10960.82          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-05-01      | 6.0000%  | 0.0000% | $500000.00         | $8316.05           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-06-01      | 5.3520%  | 0.0000% | $9900000.00        | $54068.72          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-10-01      | 6.0000%  | 0.0000% | $321160.00         | $2055.58           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-07-01      | 6.0000%  | 0.0000% | $105000.00         | $1285.55           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-04-01      | 6.0000%  | 0.0000% | $167694.00         | $3628.09           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-06-01      | 6.0000%  | 0.0000% | $800000.00         | $6725.70           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-08-01      | 6.0000%  | 0.0000% | $173548.00         | $1854.82           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-07-01      | 6.0000%  | 0.0000% | $1309000.00        | $9082.01           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-11-01      | 6.0720%  | 0.0000% | $720000.00         | $5747.30           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-10-01      | 4.8000%  | 0.0000% | $4852272.00        | $4900848.10        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $100000.00         | $22505.49          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-07-01      | 4.5000%  | 0.0000% | $25000.00          | $4057.21           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $31332.00          | $3625.84           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-10-01      | 3.5000%  | 0.0000% | $750661.00         | $18543.15          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-01-01      | 2.5000%  | 0.0000% | $9000.00           | $1213.71           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-06-01      | 5.8640%  | 0.0000% | $6490544.00        | $1453112.27        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-04-01      | 3.5000%  | 0.0000% | $28000.00          | $6040.64           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-09-01      | 3.0000%  | 0.0000% | $77890.00          | $13938.79          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-01-01      | 4.0000%  | 0.0000% | $30000.00          | $1784.45           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-11-01      | 3.0000%  | 0.0000% | $100000.00         | $24128.99          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-01-01      | 4.0000%  | 0.0000% | $108000.00         | $20454.65          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-01-01      | 3.0000%  | 0.0000% | $70000.00          | $17021.31          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-07-01      | 2.0000%  | 0.0000% | $35105.00          | $22423.80          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-05-01      | 2.0000%  | 0.0000% | $30000.00          | $13120.14          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 4.0000%  | 0.0000% | $14000.00          | $7286.44           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-11-01      | 4.5600%  | 0.0000% | $40625000.00       | $41024871.88       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-03-01      | 3.5000%  | 0.0000% | $80000.00          | $19610.15          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-07-01      | 3.0000%  | 0.0000% | $31056.00          | $7954.21           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-04-01      | 2.5000%  | 0.0000% | $18000.00          | $6076.22           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-08-01      | 3.0000%  | 0.0000% | $15247.00          | $6385.14           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $26567.00          | $14970.42          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-07-01      | 3.0000%  | 0.0000% | $34834.00          | $19381.71          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2850.73           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2305.94           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $29402.00          | $24998.49          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-07-01      | 3.0000%  | 0.0000% | $24000.00          | $3254.78           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-06-01      | 3.5000%  | 0.0000% | $158000.00         | $17916.59          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-03-01      | 3.5000%  | 0.0000% | $105000.00         | $20584.13          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-03-01      | 3.0000%  | 0.0000% | $78792.00          | $24886.31          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-10-01      | 4.5000%  | 0.0000% | $6000.00           | $1935.62           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-05-01      | 3.5000%  | 0.0000% | $102000.00         | $12056.99          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $39000.00          | $12237.83          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-09-01      | 3.0000%  | 0.0000% | $24870.00          | $10624.67          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-12-01      | 1.5000%  | 0.0000% | $35000.00          | $19557.54          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2884.12           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-05-01      | 1.5000%  | 0.0000% | $30672.00          | $16343.71          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-02-01      | 3.5000%  | 0.0000% | $5000.00           | $2427.58           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-09-01      | 4.5000%  | 0.0000% | $6000.00           | $3351.14           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-08-01      | 3.0000%  | 0.0000% | $4000.00           | $1761.65           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $25000.00          | $18119.99          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $7000.00           | $4599.86           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $18000.00          | $13960.11          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-02-01      | 2.5000%  | 0.0000% | $19000.00          | $12132.64          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-06-01      | 2.5000%  | 0.0000% | $4000.00           | $2669.56           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-11-01      | 3.0000%  | 0.0000% | $25000.00          | $11932.55          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-02-01      | 5.0000%  | 0.0000% | $5000.00           | $4379.73           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $5000.00           | $3904.65           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-11-01      | 6.0000%  | 0.0000% | $1422680.00        | $22819.06          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-04-01      | 6.0000%  | 0.0000% | $225000.00         | $3150.58           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-02-01      | 6.0000%  | 0.0000% | $245000.00         | $3185.10           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-05-01      | 6.0000%  | 0.0000% | $1065450.00        | $14871.42          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-03-01      | 6.0000%  | 0.0000% | $379750.00         | $5711.57           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-09-01      | 5.0000%  | 0.0000% | $911700.00         | $13694.80          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $1950000.00        | $13939.56          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-09-01      | 3.0000%  | 0.0000% | $69000.00          | $6220.03           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-12-01      | 6.0000%  | 0.0000% | $3396880.00        | $8978.86           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2919.86           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-09-01      | 6.0000%  | 0.0000% | $500000.00         | $9696.19           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-09-01      | 4.5000%  | 0.0000% | $90000.00          | $5160.21           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-06-01      | 3.0000%  | 0.0000% | $30792.00          | $5025.80           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2031-06-01      | 4.5000%  | 0.0000% | $200000.00         | $6148.93           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2031-10-01      | 4.0000%  | 0.0000% | $69000.00          | $3037.65           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-01-01      | 4.5000%  | 0.0000% | $90000.00          | $1385.43           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-11-01      | 3.0000%  | 0.0000% | $100000.00         | $14749.55          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-06-01      | 3.0000%  | 0.0000% | $31000.00          | $3360.68           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-06-01      | 3.0000%  | 0.0000% | $136000.00         | $5055.78           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-09-01      | 3.0000%  | 0.0000% | $50000.00          | $2110.27           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-05-01      | 3.0000%  | 0.0000% | $33000.00          | $3726.11           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2027-08-01      | 2.5000%  | 0.0000% | $30000.00          | $1304.12           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $77000.00          | $9736.10           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-02-01      | 3.0000%  | 0.0000% | $55000.00          | $2983.06           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-07-01      | 4.0000%  | 0.0000% | $120000.00         | $10101.73          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-08-01      | 4.0000%  | 0.0000% | $225000.00         | $16915.77          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-07-01      | 2.5000%  | 0.0000% | $24000.00          | $12429.32          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-11-01      | 2.0000%  | 0.0000% | $25000.00          | $14306.10          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-12-01      | 2.5000%  | 0.0000% | $12000.00          | $6461.93           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-04-01      | 4.0000%  | 0.0000% | $240957.00         | $20868.23          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-07-01      | 3.0000%  | 0.0000% | $46000.00          | $4632.59           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-12-01      | 3.0000%  | 0.0000% | $52376.00          | $5178.52           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-02-01      | 2.5000%  | 0.0000% | $18000.00          | $4071.89           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $6000.00           | $2623.04           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $7000.00           | $3321.49           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2031-05-01      | 1.5000%  | 0.0000% | $49831.00          | $19327.19          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-01-01      | 2.5000%  | 0.0000% | $41619.00          | $23110.62          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1845.44           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1501.44           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-09-01      | 4.5000%  | 0.0000% | $5144.00           | $4513.54           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-11-01      | 4.5000%  | 0.0000% | $12000.00          | $10568.99          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-11-01      | 5.5000%  | 0.0000% | $823100.00         | $2814.68           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $739000.00         | $7923.59           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $1553174.00        | $1556418.41        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $1227140.00        | $1140431.71        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $1420402.00        | $1304146.02        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $2926972.00        | $3050738.53        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $2879664.00        | $3004651.84        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-07-01      | 4.7460%  | 0.0000% | $929001.00         | $908199.65         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $56557824.00       | $59032167.79       | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-11-15      | 4.0000%  | 0.0000% | $315566.00         | $38101.09          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-07-15      | 3.5000%  | 0.0000% | $1014828.00        | $176241.18         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-09-15      | 3.5000%  | 0.0000% | $1003342.00        | $491493.40         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-03-15      | 3.5000%  | 0.0000% | $3371820.00        | $322031.04         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-03-15      | 3.5000%  | 0.0000% | $1356880.00        | $134414.11         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-11-15      | 3.5000%  | 0.0000% | $1200000.00        | $90381.95          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-07-20      | 3.0000%  | 0.0000% | $65000.00          | $17753.44          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-06-20      | 2.5000%  | 0.0000% | $34000.00          | $18802.72          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-06-15      | 5.0000%  | 0.0000% | $217730.00         | $7788.14           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-10-15      | 4.0000%  | 0.0000% | $84000.00          | $27878.31          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-10-15      | 4.0000%  | 0.0000% | $74000.00          | $33247.38          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-12-15      | 4.0000%  | 0.0000% | $87000.00          | $30989.70          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-05-15      | 3.5000%  | 0.0000% | $160932.00         | $21050.38          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-03-15      | 3.5000%  | 0.0000% | $194902.00         | $36389.20          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2064-02-20      | 5.0000%  | 0.0000% | $23357.00          | $23012.14          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2064-05-20      | 4.5000%  | 0.0000% | $8583.00           | $8283.90           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-10-20      | 6.0000%  | 0.0000% | $13026352.00       | $13411059.25       | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-04-15      | 4.5000%  | 0.0000% | $320000.00         | $100565.78         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2039-07-15      | 5.0000%  | 0.0000% | $3750000.00        | $88277.76          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-01-15      | 4.0000%  | 0.0000% | $979999.00         | $97818.64          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-03-15      | 4.5000%  | 0.0000% | $140000.00         | $34023.00          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-01-20      | 5.0000%  | 0.0000% | $18002624.00       | $3102741.74        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-06-20      | 5.5000%  | 0.0000% | $91138048.00       | $90918534.03       | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2034-07-20      | 3.0000%  | 0.0000% | $55000.00          | $45081.86          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-03-15      | 3.5000%  | 0.0000% | $1435000.00        | $82769.86          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-09-15      | 3.5000%  | 0.0000% | $3471240.00        | $223815.77         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-08-15      | 4.0000%  | 0.0000% | $6244985.00        | $403204.37         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2039-09-15      | 5.0000%  | 0.0000% | $1486010.00        | $340645.28         | Agency Collateralized Mortgage Obligation |

### Security 141: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.160000%
- **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: B8AEPS4R9, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: B8AEPS4R9
- **C.18 - Value (incl. sponsor support):** $176761000.00
- **C.18.a - Value (excl. sponsor support):** $176761000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Ginnie Mae    | 2052-10-20      | 5.5000%  | 0.0000% | $250929093.00      | $180296220.13      | Agency Collateralized Mortgage Obligation |

### Security 142: CF SECURED LLC

- **C.1 - Title:** CF SECURED LLC 4.170000%
- **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: B8AEPS4T5, C.3 - LEI: 254900OXTV81I73FAT50, C.5 - Other ID: B8AEPS4T5
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2050-06-01      | 3.0000%  | 0.0000% | $50000000.00       | $21776131.96       | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $866.24            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2052-12-01      | 5.0000%  | 0.0000% | $104650652.00      | $85079797.15       | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2050-08-01      | 2.0000%  | 0.0000% | $12846545.00       | $6609348.29        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2051-09-01      | 2.5000%  | 0.0000% | $319924.00         | $194767.65         | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $110.27            | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $921.42            | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2030-07-01      | 4.3400%  | 0.0000% | $23157149.00       | $23403973.34       | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2053-03-01      | 5.0000%  | 0.0000% | $1011360.00        | $898093.88         | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2052-08-01      | 4.5000%  | 0.0000% | $23085886.00       | $23000075.76       | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2030-03-01      | 3.0000%  | 0.0000% | $14199.00          | $8608.73           | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2052-12-01      | 5.0000%  | 0.0000% | $1163030.00        | $926775.88         | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $71977086.00       | $67756375.43       | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-07-01      | 6.5000%  | 0.0000% | $24529101.00       | $24740299.12       | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2065-10-20      | 6.5000%  | 0.0000% | $352524.00         | $364676.09         | Agency Collateralized Mortgage Obligation |
| US Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $79.52             | U.S. Treasuries (including strips)        |
| US Treasury Note | 2029-11-15      | 1.7500%  | 0.0000% | $500.00            | $469.09            | U.S. Treasuries (including strips)        |
| US Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $335600.00         | $327257.66         | U.S. Treasuries (including strips)        |

### Security 143: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.150000%
- **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: B8AEPS4V0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: B8AEPS4V0
- **C.18 - Value (incl. sponsor support):** $124000000.00
- **C.18.a - Value (excl. sponsor support):** $124000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $3184574.00        | $714955.02         | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $113.52            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2042-06-01      | 4.0000%  | 0.0000% | $2607.00           | $240.83            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $214.60            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2048-07-01      | 4.0000%  | 0.0000% | $1011.00           | $219.51            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $716.69            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $874.99            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $965.47            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $1008.00           | $837.98            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $827.78            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $808.61            | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2053-10-01      | 6.0000%  | 0.0000% | $1344.00           | $1147.95           | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2051-05-01      | 2.0000%  | 0.0000% | $2402136.00        | $1357556.17        | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $238.82            | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2047-04-01      | 3.0000%  | 0.0000% | $959963.00         | $194715.91         | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2050-01-01      | 3.0000%  | 0.0000% | $28392864.00       | $10554009.28       | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $36640192.00       | $19444168.10       | Agency Collateralized Mortgage Obligation |
| Fannie Mae       | 2051-05-01      | 2.0000%  | 0.0000% | $2304376.00        | $1414394.48        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-01-01      | 6.5000%  | 0.0000% | $8370451.00        | $8251345.27        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2045-05-20      | 3.5000%  | 0.0000% | $1000.00           | $79.31             | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2046-01-20      | 3.5000%  | 0.0000% | $1000.00           | $98.78             | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2047-02-20      | 3.0000%  | 0.0000% | $1024.00           | $157.56            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2047-06-20      | 4.0000%  | 0.0000% | $1023.00           | $100.44            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2048-10-20      | 4.5000%  | 0.0000% | $1024.00           | $79.75             | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2049-04-20      | 3.5000%  | 0.0000% | $1120.00           | $103.45            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2050-04-20      | 3.5000%  | 0.0000% | $1040.00           | $208.31            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2050-06-20      | 3.0000%  | 0.0000% | $1024.00           | $259.62            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2050-08-20      | 3.5000%  | 0.0000% | $1000.00           | $274.32            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2050-10-20      | 3.5000%  | 0.0000% | $2048.00           | $649.09            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2050-08-20      | 3.0000%  | 0.0000% | $1023.00           | $342.36            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $729.80            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2052-06-20      | 4.0000%  | 0.0000% | $1180672.00        | $865142.46         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $527.76            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $590.80            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $694.74            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $703.32            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2053-01-20      | 6.0000%  | 0.0000% | $1008.00           | $575.39            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $780.27            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2054-01-20      | 5.5000%  | 0.0000% | $1000.00           | $801.76            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2054-03-20      | 5.0000%  | 0.0000% | $1008.00           | $897.66            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2054-06-20      | 4.0000%  | 0.0000% | $1024.00           | $915.26            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2055-01-20      | 5.5000%  | 0.0000% | $1604059.00        | $1508277.76        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2055-07-20      | 6.5000%  | 0.0000% | $14017024.00       | $14422842.59       | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2042-05-20      | 4.0000%  | 0.0000% | $23076.00          | $1327.55           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae       | 2040-10-15      | 4.0000%  | 0.0000% | $1000.00           | $38.75             | Agency Collateralized Mortgage Obligation |
| US Treasury Bond | 2038-05-15      | 4.5000%  | 0.0000% | $24030300.00       | $25149745.78       | U.S. Treasuries (including strips)        |
| US Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $1100.00           | $874.73            | U.S. Treasuries (including strips)        |
| US Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $79.30             | U.S. Treasuries (including strips)        |
| US Treasury Bond | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $146.81            | U.S. Treasuries (including strips)        |
| US Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $86.15             | U.S. Treasuries (including strips)        |
| US Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $44525800.00       | $42582477.02       | U.S. Treasuries (including strips)        |
| US Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $1000.00           | $1061.80           | U.S. Treasuries (including strips)        |

### Security 144: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.170000%
- **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: B8AEPS4X6, C.3 - LEI: N/A, C.5 - Other ID: B8AEPS4X6
- **C.18 - Value (incl. sponsor support):** $259000000.00
- **C.18.a - Value (excl. sponsor support):** $259000000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2035-01-01      | 5.0000%  | 0.0000% | $1005.00           | $18.92             | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-04-01      | 3.5000%  | 0.0000% | $19773600.00       | $743864.73         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2031-04-01      | 3.5000%  | 0.0000% | $739284.00         | $19110.72          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-01-01      | 4.0000%  | 0.0000% | $471996.00         | $36827.04          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2032-09-01      | 3.0000%  | 0.0000% | $1895000.00        | $223901.73         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2028-03-01      | 2.0000%  | 0.0000% | $1000.00           | $48.99             | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2031-05-01      | 3.0000%  | 0.0000% | $3059400.00        | $560431.57         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2041-09-01      | 4.5000%  | 0.0000% | $331700.00         | $29642.27          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-07-01      | 3.5000%  | 0.0000% | $10000000.00       | $1695308.83        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $473937.10         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-05-01      | 3.5000%  | 0.0000% | $11400000.00       | $1861355.37        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-01-01      | 4.0000%  | 0.0000% | $1155500.00        | $212954.22         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-08-01      | 3.5000%  | 0.0000% | $1405500.00        | $347075.28         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-11-01      | 4.5000%  | 0.0000% | $700000.00         | $145654.51         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-08-01      | 4.0000%  | 0.0000% | $585200.00         | $114716.23         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-09-01      | 4.0000%  | 0.0000% | $14160300.00       | $4602298.00        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2031-11-01      | 3.0000%  | 0.0000% | $1563500.00        | $333148.05         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-03-01      | 4.0000%  | 0.0000% | $1824200.00        | $292602.81         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-11-01      | 5.5000%  | 0.0000% | $2585000.00        | $1064320.31        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-02-01      | 5.5000%  | 0.0000% | $1662400.00        | $445745.52         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-05-01      | 4.5000%  | 0.0000% | $2474379.00        | $562187.48         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-12-01      | 3.5000%  | 0.0000% | $4992000.00        | $373817.01         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2036-07-01      | 2.5000%  | 0.0000% | $2010000.00        | $349119.33         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-01-01      | 4.5000%  | 0.0000% | $621401.00         | $34801.37          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-06-01      | 4.0000%  | 0.0000% | $99000000.00       | $16410197.14       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2044-01-01      | 3.5000%  | 0.0000% | $2109000.00        | $328772.71         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-08-01      | 3.0000%  | 0.0000% | $2028987.00        | $299197.09         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-11-01      | 3.5000%  | 0.0000% | $2000.00           | $574.42            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-11-01      | 4.0000%  | 0.0000% | $1320700.00        | $405611.87         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-07-01      | 3.0000%  | 0.0000% | $10000.00          | $6032.67           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-01-01      | 2.5000%  | 0.0000% | $2500.00           | $1757.37           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-11-01      | 4.0000%  | 0.0000% | $9975.00           | $5957.60           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-09-01      | 4.5000%  | 0.0000% | $1600.00           | $919.16            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2041-07-01      | 2.0000%  | 0.0000% | $80000.00          | $46791.64          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-11-01      | 5.5000%  | 0.0000% | $1051.00           | $772.52            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $1780700.00        | $1189271.54        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $815.08            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-07-01      | 3.5000%  | 0.0000% | $5373.00           | $3817.14           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $3058000.00        | $2136796.36        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-07-01      | 3.5000%  | 0.0000% | $18000.00          | $14003.87          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $3100.00           | $2651.83           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $934152.39         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $4539.00           | $4506.36           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1020.31           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $2801300.00        | $2577500.04        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $8996.00           | $7737.46           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $7168.00           | $6386.53           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $927.89            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-08-01      | 3.5000%  | 0.0000% | $3528994.00        | $347293.73         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-05-01      | 4.5000%  | 0.0000% | $2630000.00        | $602229.52         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-02-01      | 4.0000%  | 0.0000% | $1024.00           | $773.05            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-05-01      | 2.0000%  | 0.0000% | $274800.00         | $161892.25         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $668.80            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $789.53            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-08-01      | 5.5000%  | 0.0000% | $1215.00           | $886.82            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $804.74            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $10000.00          | $7000.01           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $76000.00          | $63039.46          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $791.51            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-07-01      | 6.5000%  | 0.0000% | $8254400.00        | $5803143.26        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $961.88            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $2224.00           | $2083.86           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $93983.71          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-08-01      | 4.5000%  | 0.0000% | $2446800.00        | $777353.29         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-02-01      | 4.0000%  | 0.0000% | $865826.00         | $290044.86         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-08-01      | 4.0000%  | 0.0000% | $29206700.00       | $10994137.78       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-09-01      | 3.0000%  | 0.0000% | $1713000.00        | $480728.05         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-12-01      | 4.0000%  | 0.0000% | $2168100.00        | $528434.24         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-01-01      | 3.5000%  | 0.0000% | $1092492.00        | $90819.71          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-01-01      | 2.5000%  | 0.0000% | $1157100.00        | $379762.22         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-02-01      | 4.0000%  | 0.0000% | $2640900.00        | $475331.92         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-12-01      | 3.0000%  | 0.0000% | $88587.00          | $58993.62          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $893.96            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $834.05            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-03-01      | 4.5000%  | 0.0000% | $30200.00          | $14705.65          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $940.38            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-01-01      | 4.5000%  | 0.0000% | $6000.00           | $5727.47           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-07-01      | 6.0000%  | 0.0000% | $1005000.00        | $776400.38         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 4.5000%  | 0.0000% | $7000.00           | $6697.72           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 6.5000%  | 0.0000% | $1129000.00        | $752380.32         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-03-01      | 2.5000%  | 0.0000% | $636700.00         | $354178.63         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $245419.72         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $681.09            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $824.05            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $820.66            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $1999800.00        | $1651072.74        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2044-01-01      | 6.0000%  | 0.0000% | $10000.00          | $5900.96           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2044-05-01      | 6.5000%  | 0.0000% | $1005500.00        | $636916.71         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-05-01      | 3.0000%  | 0.0000% | $58000.00          | $40888.81          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-25      | 2.5000%  | 0.0000% | $2100.00           | $1542.82           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $4991800.00        | $3508698.43        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $8896.00           | $8796.41           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-01-01      | 4.2630%  | 0.0000% | $109833100.00      | $1022270.41        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-11-01      | 4.0000%  | 0.0000% | $1000.00           | $88.19             | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-10-01      | 4.0000%  | 0.0000% | $889771.00         | $46199.36          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-01-01      | 3.0000%  | 0.0000% | $998000.00         | $121440.60         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-09-01      | 3.0000%  | 0.0000% | $2992000.00        | $256844.34         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-09-01      | 4.0000%  | 0.0000% | $3994000.00        | $523914.15         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-10-01      | 4.0000%  | 0.0000% | $679400.00         | $76593.78          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $372000.00         | $33346.44          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-04-01      | 4.0000%  | 0.0000% | $45000000.00       | $7030328.02        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-09-01      | 4.0000%  | 0.0000% | $5200000.00        | $778110.57         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-10-01      | 4.0000%  | 0.0000% | $2958700.00        | $605984.37         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-04-01      | 3.0000%  | 0.0000% | $3093200.00        | $605087.30         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-05-01      | 3.5000%  | 0.0000% | $250000.00         | $25757.89          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-05-01      | 6.3710%  | 0.0000% | $49318900.00       | $369651.92         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-02-01      | 6.0000%  | 0.0000% | $5785000.00        | $32096.60          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-10-01      | 6.3610%  | 0.0000% | $19125900.00       | $192084.85         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-02-01      | 5.5000%  | 0.0000% | $1065565.00        | $144523.07         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-06-01      | 5.5000%  | 0.0000% | $1229416.00        | $168704.43         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-12-01      | 7.5000%  | 0.0000% | $5067.00           | $3067.12           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-12-01      | 7.0000%  | 0.0000% | $2720.00           | $1462.71           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $2593400.00        | $2302707.40        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-12-01      | 6.0000%  | 0.0000% | $1996600.00        | $2036030.96        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-04-01      | 5.0000%  | 0.0000% | $939900.00         | $829009.91         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $59672.00          | $51225.57          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-06-01      | 4.5000%  | 0.0000% | $1941700.00        | $1797357.55        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $3495.00           | $3466.70           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $6693.00           | $5660.25           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1219600.00        | $731671.47         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $198898.00         | $211305.77         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-03-01      | 7.0000%  | 0.0000% | $19770.00          | $17174.07          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $952.42            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $1424300.00        | $335115.35         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $943.28            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $176270.00         | $165282.85         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $215800.00         | $224889.90         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 7.0000%  | 0.0000% | $10799.00          | $11480.13          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 5.0000%  | 0.0000% | $6030.00           | $6046.14           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 5.0000%  | 0.0000% | $12400.00          | $12459.01          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $2350.00           | $2445.66           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $2050.00           | $2094.65           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $668357.00         | $686868.49         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $88650.00          | $93654.86          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $405129.00         | $413634.51         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 5.0000%  | 0.0000% | $8187.00           | $8184.76           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $7020.00           | $7246.57           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.54           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 4.0000%  | 0.0000% | $5010.00           | $4804.63           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $4000.00           | $4139.33           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $6048.00           | $6224.01           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $40198.00          | $9335.96           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-01-01      | 4.5000%  | 0.0000% | $2024400.00        | $827087.16         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2058-01-01      | 3.5000%  | 0.0000% | $349800.00         | $144654.28         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2058-01-01      | 5.5000%  | 0.0000% | $571400.00         | $232872.42         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2058-05-01      | 5.5000%  | 0.0000% | $378900.00         | $153610.71         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-08-01      | 4.0000%  | 0.0000% | $2450000.00        | $446372.77         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $445.32            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2060-09-01      | 2.5000%  | 0.0000% | $59954300.00       | $23515326.54       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-07-01      | 4.0000%  | 0.0000% | $8988300.00        | $2643781.21        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-03-01      | 4.5000%  | 0.0000% | $1093000.00        | $302936.81         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-12-01      | 4.0000%  | 0.0000% | $1632500.00        | $497105.45         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-12-01      | 4.0000%  | 0.0000% | $1023200.00        | $326919.76         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $147.26            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $190.27            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-12-01      | 3.0000%  | 0.0000% | $55000.00          | $5881.67           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-04-01      | 6.7730%  | 0.0000% | $2018000.00        | $370005.24         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-04-01      | 2.5000%  | 0.0000% | $1000.00           | $285.59            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-01-01      | 4.5000%  | 0.0000% | $1959800.00        | $455524.57         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-04-01      | 4.0000%  | 0.0000% | $1673200.00        | $328381.93         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-10-01      | 5.5080%  | 0.0000% | $75996600.00       | $20556577.81       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-12-01      | 4.5000%  | 0.0000% | $2059000.00        | $398937.11         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $81.84             | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $5900.00           | $3868.24           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $603.57            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $150000.00         | $88753.55          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $571.32            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $363500.00         | $215399.35         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-07-01      | 3.5000%  | 0.0000% | $1323800.00        | $465823.67         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-07-01      | 4.0000%  | 0.0000% | $1423900.00        | $1020574.07        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $4642200.00        | $3273143.28        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $2156900.00        | $1390086.64        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $8003.00           | $7168.52           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $3300.00           | $800.77            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $6223300.00        | $1510123.80        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-04-01      | 3.5000%  | 0.0000% | $21000000.00       | $3373815.06        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $106.15            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $2284000.00        | $377585.65         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-11-01      | 4.0000%  | 0.0000% | $2273000.00        | $428721.59         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $140.61            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $75120096.00       | $15906436.22       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-07-01      | 3.5000%  | 0.0000% | $227002.00         | $26785.80          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-09-01      | 4.5000%  | 0.0000% | $304000.00         | $41397.09          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-12-01      | 4.0000%  | 0.0000% | $17756300.00       | $5212849.63        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $1556384.00        | $524255.70         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-05-01      | 3.0000%  | 0.0000% | $735000.00         | $327083.70         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-06-01      | 2.5000%  | 0.0000% | $1263.00           | $516.38            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $1023.00           | $432.39            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $535.01            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $429.38            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-09-01      | 2.5000%  | 0.0000% | $7880.00           | $3561.54           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $564.18            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $596.05            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $13400.00          | $7140.37           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $509.23            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $523.04            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $1790451.00        | $1056557.89        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $526.31            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $106000.00         | $63615.50          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $360900.00         | $232968.36         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $10477.00          | $7721.79           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $674.64            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $2546.00           | $1776.77           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $1900.00           | $1370.55           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $908900.00         | $698621.49         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $8014.00           | $5867.27           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $734.45            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $838.69            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $2900.00           | $2201.63           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $786.24            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $20000.00          | $16088.26          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $844.24            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $1082.00           | $893.16            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-02-01      | 4.5000%  | 0.0000% | $1040.00           | $863.65            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-03-01      | 6.0000%  | 0.0000% | $10049.00          | $7240.21           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $939.08            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $849.97            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-01-01      | 7.5000%  | 0.0000% | $1024.00           | $611.00            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 5.0000%  | 0.0000% | $1863.00           | $1765.42           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $1100.00           | $996.91            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-05-01      | 4.5000%  | 0.0000% | $10002.00          | $9017.28           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $4200.00           | $3960.63           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-07-01      | 5.5000%  | 0.0000% | $1115.00           | $1075.91           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $960.93            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $907.87            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $868.65            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $1120.00           | $1039.25           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $936.15            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $935.87            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $6156.00           | $5912.72           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $29900.00          | $28881.81          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $3056.00           | $2910.88           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 6.5000%  | 0.0000% | $5419.00           | $4813.49           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $962571.00         | $936791.32         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $968.94            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1003.11           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 6.0000%  | 0.0000% | $1500.00           | $1422.46           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $942.20            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $16793.00          | $15107.14          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-01-01      | 2.0000%  | 0.0000% | $49696.00          | $39188.88          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $4108.00           | $3983.33           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1024.00           | $955.40            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $5165.00           | $5214.91           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $3734.00           | $3705.97           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $134280.00         | $135092.41         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.20           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $62909.00          | $66311.88          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-11-01      | 4.0000%  | 0.0000% | $1008.00           | $965.02            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $43055.00          | $37493.69          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-08-01      | 5.0000%  | 0.0000% | $4647.00           | $4728.83           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $845.05            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-07-01      | 3.5000%  | 0.0000% | $1850000.00        | $339143.37         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-09-01      | 4.0000%  | 0.0000% | $865500.00         | $197445.30         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-02-01      | 4.0000%  | 0.0000% | $2401155.00        | $525853.43         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-09-01      | 3.0000%  | 0.0000% | $1050000.00        | $193065.56         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-11-01      | 4.0000%  | 0.0000% | $88001.00          | $8683.18           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-10-01      | 4.0000%  | 0.0000% | $266500.00         | $73830.40          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-02-01      | 3.0000%  | 0.0000% | $13400.00          | $4224.65           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-11-01      | 4.0000%  | 0.0000% | $1253000.00        | $374357.84         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-05-01      | 3.5000%  | 0.0000% | $450764.00         | $121947.66         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-09-01      | 4.0000%  | 0.0000% | $2840580.00        | $701361.42         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $352000.00         | $108695.19         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-06-01      | 3.5000%  | 0.0000% | $24000.00          | $5387.66           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-11-01      | 3.0000%  | 0.0000% | $421000.00         | $98315.93          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $1448800.00        | $417111.41         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-06-01      | 4.5000%  | 0.0000% | $3043400.00        | $1023486.58        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-01-01      | 2.0000%  | 0.0000% | $1400.00           | $800.35            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-02-01      | 2.0000%  | 0.0000% | $5000.00           | $2483.36           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-01-01      | 2.0000%  | 0.0000% | $14500.00          | $8076.77           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-08-01      | 4.5000%  | 0.0000% | $1269400.00        | $368749.89         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-10-01      | 5.5000%  | 0.0000% | $957036.00         | $220590.64         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $642.44            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 3.0000%  | 0.0000% | $1360.00           | $1033.80           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $1060600.00        | $677000.57         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-11-01      | 1.5000%  | 0.0000% | $17700.00          | $9360.92           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-11-01      | 3.5000%  | 0.0000% | $1881669.00        | $1050847.17        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $39999.00          | $27749.95          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $642.97            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $4900.00           | $3075.81           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-01-01      | 3.5000%  | 0.0000% | $11764.00          | $7374.05           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $96300.00          | $62666.98          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $3193198.00        | $2075418.64        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-02-01      | 3.0000%  | 0.0000% | $7400.00           | $3087.19           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $1024.00           | $683.69            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $125000.00         | $79502.80          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2860.43           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $10001.00          | $6712.51           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $89890.00          | $70201.91          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-09-01      | 4.0000%  | 0.0000% | $9300.00           | $6600.98           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $3200.00           | $2450.29           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $795.72            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $44200.00          | $31875.00          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-12-01      | 5.0000%  | 0.0000% | $1029000.00        | $713596.69         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-04-01      | 3.0000%  | 0.0000% | $1000.00           | $739.19            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $8494.00           | $6716.74           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $31000.00          | $25929.98          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $60800.00          | $49139.67          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 2.5000%  | 0.0000% | $6803.00           | $5129.45           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-08-01      | 6.0000%  | 0.0000% | $5236.00           | $4136.81           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $773.64            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-07-01      | 2.5000%  | 0.0000% | $512994.00         | $388537.25         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-12-01      | 6.5000%  | 0.0000% | $740500.00         | $478857.08         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-12-01      | 3.5000%  | 0.0000% | $69000.00          | $58140.68          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $1040.00           | $943.92            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-02-01      | 4.5000%  | 0.0000% | $1100.00           | $1004.78           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1071.10           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-03-01      | 5.0000%  | 0.0000% | $9671.00           | $9678.01           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1046.35           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $1120.00           | $1145.20           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1048.01           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1066.21           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $884.80            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-05-01      | 6.2640%  | 0.0000% | $46477900.00       | $422449.85         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-02-01      | 6.0000%  | 0.0000% | $1523000.00        | $66398.08          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-08-01      | 4.5000%  | 0.0000% | $1500000.00        | $31391.91          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-02-01      | 4.5000%  | 0.0000% | $4998999.00        | $68168.88          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2031-03-01      | 4.0000%  | 0.0000% | $1000.00           | $36.52             | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-02-01      | 3.0000%  | 0.0000% | $1100.00           | $173.37            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $4223000.00        | $717715.45         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-09-01      | 3.5000%  | 0.0000% | $4847505.00        | $933281.04         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-08-01      | 4.0000%  | 0.0000% | $207180.00         | $20704.19          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-02-01      | 3.5000%  | 0.0000% | $630900.00         | $136565.92         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-03-01      | 3.5000%  | 0.0000% | $316300.00         | $63227.34          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-09-01      | 3.0000%  | 0.0000% | $1997142.00        | $281850.18         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-07-01      | 3.0000%  | 0.0000% | $581400.00         | $131712.70         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-04-01      | 3.5000%  | 0.0000% | $197000.00         | $25540.31          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-05-01      | 3.0000%  | 0.0000% | $372000.00         | $61584.98          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $625.72            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2031-10-01      | 1.5000%  | 0.0000% | $47630800.00       | $21028153.46       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $644.38            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-03-01      | 4.5000%  | 0.0000% | $2310848.00        | $135159.06         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-07-01      | 3.0000%  | 0.0000% | $6206300.00        | $590287.01         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-11-01      | 2.5000%  | 0.0000% | $2238000.00        | $358418.31         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-12-01      | 2.5000%  | 0.0000% | $499000.00         | $117540.98         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-12-01      | 3.0000%  | 0.0000% | $381000.00         | $65017.03          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-01-01      | 2.5000%  | 0.0000% | $498000.00         | $113954.52         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-04-01      | 3.0000%  | 0.0000% | $1000.00           | $218.36            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-11-01      | 1.5000%  | 0.0000% | $54799355.00       | $30176110.39       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $131970.39         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $1024.00           | $485.89            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $27000.00          | $22953.73          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-03-01      | 1.5000%  | 0.0000% | $1132700.00        | $720318.64         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-03-01      | 3.5000%  | 0.0000% | $103000.00         | $66780.43          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 2.0000%  | 0.0000% | $4500.00           | $3055.41           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $507900.00         | $383884.43         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $7500.00           | $5772.35           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $484964.00         | $373304.39         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $775.02            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-09-01      | 4.0000%  | 0.0000% | $73196.00          | $56894.92          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $735.91            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $9000.00           | $7559.96           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-05-01      | 5.0000%  | 0.0000% | $1200.00           | $831.73            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-04-01      | 3.5000%  | 0.0000% | $18000.00          | $14258.68          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-10-01      | 6.5000%  | 0.0000% | $2653900.00        | $1686052.21        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $10088.00          | $7782.69           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-09-01      | 5.5000%  | 0.0000% | $11176.00          | $10108.59          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $206901.00         | $194945.27         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $980.21            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $972.55            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $103000.00         | $99948.65          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1053.86           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $9961.00           | $9451.44           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 7.0000%  | 0.0000% | $840200.00         | $557466.62         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-03-01      | 6.5000%  | 0.0000% | $3842.00           | $3928.18           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $1218300.00        | $1252088.64        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $997.83            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 5.0000%  | 0.0000% | $1014.00           | $1012.65           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $468948.00         | $469876.29         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $981.75            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 5.0000%  | 0.0000% | $20928.00          | $20827.23          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.81           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.85           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.90           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1075.12           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.18           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1007.37           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1011.00           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $984.90            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $996.48            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $6120.00           | $5957.61           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $973.32            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $970.60            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.16           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1006.07           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $994.90            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $2284.00           | $2257.10           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.22           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.63           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.10           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1060.80           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.89           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $3315.00           | $3334.69           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $1055.00           | $907.37            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $919.43            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $925.31            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $529000.00         | $455149.22         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $927.26            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $973.14            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $942.32            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $1040.00           | $1005.60           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $922.13            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1069.74           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $979.23            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $988.39            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.20           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $1280.00           | $1262.81           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $964.80            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $1061.00           | $1024.00           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1969.21           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $930.41            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 6.5000%  | 0.0000% | $1040.00           | $861.05            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1048.76           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $996.88            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $1120.00           | $1131.68           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1008.00           | $1035.81           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $956.07            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $976.01            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.84           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1069.92           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1028.00           | $1072.97           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $68872.00          | $70964.40          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1046.46           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1048.23           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $1114.00           | $1131.46           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-09-15      | 3.7500%  | 0.0000% | $690500.00         | $130160.80         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2027-05-15      | 3.0000%  | 0.0000% | $6498700.00        | $68143.92          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-09-20      | 4.5000%  | 0.0000% | $74998700.00       | $3994095.57        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-03-20      | 2.5000%  | 0.0000% | $807800.00         | $140046.54         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-06-20      | 2.5000%  | 0.0000% | $301300.00         | $49657.73          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-06-20      | 2.5000%  | 0.0000% | $488400.00         | $94191.24          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-01-20      | 2.5000%  | 0.0000% | $803600.00         | $133193.30         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-11-20      | 3.0000%  | 0.0000% | $4387440.00        | $729257.55         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-02-20      | 4.5000%  | 0.0000% | $9090400.00        | $664728.01         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-04-20      | 4.5000%  | 0.0000% | $17965300.00       | $733167.96         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-04-20      | 4.5000%  | 0.0000% | $988000.00         | $182598.67         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-07-20      | 3.5000%  | 0.0000% | $1112800.00        | $281192.75         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2052-06-20      | 4.5000%  | 0.0000% | $909700.00         | $681518.20         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-05-20      | 1.5000%  | 0.0000% | $379500.00         | $82195.10          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-07-15      | 5.0000%  | 0.0000% | $401600.00         | $91108.06          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-07-15      | 4.5000%  | 0.0000% | $1302500.00        | $213615.00         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-08-15      | 4.0000%  | 0.0000% | $355100.00         | $76429.03          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-09-15      | 4.0000%  | 0.0000% | $440500.00         | $105988.95         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-07-15      | 5.0000%  | 0.0000% | $1151800.00        | $208985.01         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-04-20      | 5.0000%  | 0.0000% | $1614000.00        | $1067069.33        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-07-15      | 2.5000%  | 0.0000% | $432200.00         | $169467.10         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2044-08-20      | 4.0000%  | 0.0000% | $1412200.00        | $345002.04         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-12-20      | 2.5000%  | 0.0000% | $679600.00         | $477391.49         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-02-20      | 3.0000%  | 0.0000% | $1299000.00        | $218908.69         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-06-20      | 3.5000%  | 0.0000% | $1475000.00        | $245011.46         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-05-20      | 3.5000%  | 0.0000% | $473700.00         | $76921.73          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2053-07-20      | 7.0000%  | 0.0000% | $1425200.00        | $462379.14         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-07-15      | 4.5000%  | 0.0000% | $1256800.00        | $258697.75         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-04-15      | 4.5000%  | 0.0000% | $335000.00         | $55016.90          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2026-12-20      | 3.5000%  | 0.0000% | $5053000.00        | $29491.96          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2034-07-20      | 3.5000%  | 0.0000% | $328500.00         | $51791.84          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2033-08-15      | 5.0000%  | 0.0000% | $5000000.00        | $53618.68          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2035-07-15      | 5.8600%  | 0.0000% | $844600.00         | $246100.01         | Agency Collateralized Mortgage Obligation |

### Security 145: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.180000%
- **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: B8AEPS4Y4, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: B8AEPS4Y4
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $304.50            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2029-07-01      | 4.0600%  | 0.0000% | $1000.00           | $997.31            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2053-08-01      | 5.5000%  | 0.0000% | $38464.00          | $33938.34          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2040-07-13      | 2.1500%  | 0.0000% | $170000.00         | $122490.10         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.96           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.54           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-10-01      | 6.5000%  | 0.0000% | $63635.00          | $66807.01          | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2029-02-01      | 2.3000%  | 0.0000% | $1000.00           | $942.34            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $913.95            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1030.22           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2032-10-01      | 4.4800%  | 0.0000% | $4072100.00        | $4111010.27        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2052-06-01      | 4.5000%  | 0.0000% | $1087.00           | $760.57            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $943.58            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.87           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.45           | Agency Collateralized Mortgage Obligation |
| US Treasury Inflation Bond | 2027-01-15      | 2.3750%  | 0.0000% | $24998700.00       | $40950045.94       | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $83.02             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.92             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $90.96             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.89             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2046-11-15      | 2.8750%  | 0.0000% | $400.00            | $307.86            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.23             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2052-11-15      | 4.0000%  | 0.0000% | $800.00            | $729.31            | U.S. Treasuries (including strips)        |
| US Treasury Inflation Bond | 2053-02-15      | 1.5000%  | 0.0000% | $133600.00         | $118102.79         | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2043-02-15      | 3.8750%  | 0.0000% | $3549600.00        | $3275471.55        | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $93.07             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $184.13            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $94.13             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $397.27            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-05-15      | 2.8750%  | 0.0000% | $4999800.00        | $4977906.50        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.67             | U.S. Treasuries (including strips)        |
| US Treasury Inflation Note | 2029-07-15      | 0.2500%  | 0.0000% | $1621600.00        | $1986865.93        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-05-15      | 2.3750%  | 0.0000% | $73000.00          | $72422.64          | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-07-31      | 1.8750%  | 0.0000% | $1100.00           | $1089.83           | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-02-15      | 1.5000%  | 0.0000% | $10977700.00       | $10076283.59       | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.58             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $173.41            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $189.24            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-11-15      | 0.8750%  | 0.0000% | $1200.00           | $1049.53           | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2025-11-30      | 0.3750%  | 0.0000% | $34500.00          | $34460.55          | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-01-31      | 0.7500%  | 0.0000% | $3327100.00        | $3130634.74        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-04-30      | 0.7500%  | 0.0000% | $28900.00          | $28466.85          | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-06-30      | 1.2500%  | 0.0000% | $73000.00          | $68984.56          | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-07-31      | 1.0000%  | 0.0000% | $1000.00           | $935.04            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-08-31      | 0.7500%  | 0.0000% | $999900.00         | $976959.11         | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-11-30      | 1.5000%  | 0.0000% | $170300.00         | $160941.93         | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2029-01-31      | 1.7500%  | 0.0000% | $13700.00          | $12980.52          | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2032-05-15      | 2.8750%  | 0.0000% | $1447900.00        | $1384706.59        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-07-31      | 2.7500%  | 0.0000% | $167000.00         | $165701.07         | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2033-02-15      | 3.5000%  | 0.0000% | $1166300.00        | $1144551.27        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-05-31      | 3.7500%  | 0.0000% | $10460400.00       | $10646503.38       | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $202.91            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2025-11-30      | 4.8750%  | 0.0000% | $43700.00          | $44616.26          | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2029-01-31      | 4.0000%  | 0.0000% | $743900.00         | $759733.17         | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2034-02-15      | 4.0000%  | 0.0000% | $8943000.00        | $9022338.41        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2031-03-31      | 4.1250%  | 0.0000% | $6993700.00        | $7142729.10        | U.S. Treasuries (including strips)        |
| US Treasury Inflation Note | 2029-04-15      | 2.1250%  | 0.0000% | $7800.00           | $8399.35           | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-06-30      | 4.6250%  | 0.0000% | $63400.00          | $64713.75          | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.19            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2031-08-31      | 3.7500%  | 0.0000% | $1100.00           | $1104.14           | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-10-15      | 3.8750%  | 0.0000% | $13400.00          | $13490.48          | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-10-31      | 4.1250%  | 0.0000% | $101500.00         | $101868.24         | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2031-10-31      | 4.1250%  | 0.0000% | $19943600.00       | $20273925.85       | U.S. Treasuries (including strips)        |
| US Treasury Inflation Note | 2029-10-15      | 1.6250%  | 0.0000% | $29000.00          | $30350.03          | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2034-11-15      | 4.2500%  | 0.0000% | $1022300.00        | $1057557.76        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $105.16            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $104.06            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2032-02-29      | 4.1250%  | 0.0000% | $6393400.00        | $6538050.46        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-03-31      | 3.8750%  | 0.0000% | $13499800.00       | $13584027.11       | U.S. Treasuries (including strips)        |
| US Treasury Inflation Note | 2030-04-15      | 1.6250%  | 0.0000% | $300.00            | $309.02            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2035-05-15      | 4.2500%  | 0.0000% | $1556500.00        | $1607488.86        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2032-05-31      | 4.1250%  | 0.0000% | $900.00            | $928.99            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2032-06-30      | 4.0000%  | 0.0000% | $8996800.00        | $9185108.11        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.93             | U.S. Treasuries (including strips)        |

### Security 146: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.170000%
- **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: B8AEPS4Z1, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: B8AEPS4Z1
- **C.18 - Value (incl. sponsor support):** $317000000.00
- **C.18.a - Value (excl. sponsor support):** $317000000.00
- **C.19 - Percentage of Net Assets:** 2.9100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $33763776.00       | $26434758.51       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $33100596.00       | $25659326.95       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-01-01      | 6.5000%  | 0.0000% | $37819208.00       | $30528516.30       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-06-01      | 4.5000%  | 0.0000% | $37167444.00       | $26847009.68       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $41441000.00       | $31623465.55       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $42295680.00       | $32181913.01       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 3.0000%  | 0.0000% | $35491033.00       | $25607419.56       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-05-01      | 4.5000%  | 0.0000% | $42222984.00       | $29718883.79       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $34399730.00       | $26900412.52       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 6.5000%  | 0.0000% | $17500644.00       | $16129419.35       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $53000000.00       | $26014048.10       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $27399725.00       | $25807188.10       | Agency Collateralized Mortgage Obligation |

### Security 147: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.170000%
- **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: B8AEPS507, C.3 - LEI: N/A, C.5 - Other ID: B8AEPS507
- **C.18 - Value (incl. sponsor support):** $345698000.00
- **C.18.a - Value (excl. sponsor support):** $345698000.00
- **C.19 - Percentage of Net Assets:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $63992466.00       | $41646580.95       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-11-01      | 5.0000%  | 0.0000% | $40805205.00       | $32837708.42       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $219642002.00      | $178566464.89      | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $70491974.00       | $59960197.83       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2041-04-01      | 5.0000%  | 0.0000% | $2397884.00        | $305883.47         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-05-01      | 4.0000%  | 0.0000% | $17921848.00       | $3520638.53        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2044-05-01      | 4.0000%  | 0.0000% | $26770000.00       | $3803090.78        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-07-01      | 4.0000%  | 0.0000% | $51540056.00       | $8053765.51        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-02-01      | 3.5000%  | 0.0000% | $10062500.00       | $2466888.06        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-07-01      | 4.0000%  | 0.0000% | $28644259.00       | $7853516.24        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-05-01      | 3.5000%  | 0.0000% | $53717702.00       | $13719758.08       | Agency Collateralized Mortgage Obligation |

### Security 148: NatWest Markets Securities Inc.

- **C.1 - Title:** NatWest Markets Securities Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: B8AEPS515, C.3 - LEI: N/A, C.5 - Other ID: B8AEPS515
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Note | 2025-12-31      | 2.6250%  | 0.0000% | $72525400.00       | $73011594.12       | U.S. Treasuries (including strips) |
| US Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $77733700.00       | $80041326.83       | U.S. Treasuries (including strips) |

### Security 149: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.160000%
- **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: B8AEPS523, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: B8AEPS523
- **C.18 - Value (incl. sponsor support):** $263000000.00
- **C.18.a - Value (excl. sponsor support):** $263000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Ginnie Mae    | 2042-09-20      | 3.5000%  | 0.0000% | $340000.00         | $29727.94          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-05-20      | 4.0000%  | 0.0000% | $4943300.00        | $456814.05         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-03-20      | 3.0000%  | 0.0000% | $684228.00         | $93385.86          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-12-20      | 4.5000%  | 0.0000% | $2269169.00        | $261115.86         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-07-20      | 2.0000%  | 0.0000% | $19495641.00       | $11005143.05       | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2054-07-20      | 6.0000%  | 0.0000% | $197258885.00      | $152644489.86      | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-01-20      | 3.5000%  | 0.0000% | $858784.00         | $226515.28         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-08-20      | 4.0000%  | 0.0000% | $1703312.00        | $813273.76         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-12-20      | 2.5000%  | 0.0000% | $1897522.00        | $1171770.17        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-11-20      | 4.5000%  | 0.0000% | $2123395.00        | $279022.11         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2053-10-20      | 6.5000%  | 0.0000% | $5105508.00        | $3776753.52        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2054-01-20      | 7.5000%  | 0.0000% | $1284261.00        | $684406.95         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2054-04-20      | 6.0000%  | 0.0000% | $7143118.00        | $5918986.20        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2054-09-20      | 5.5000%  | 0.0000% | $1049364.00        | $1059901.11        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2054-11-20      | 6.5000%  | 0.0000% | $2041508.00        | $2117287.90        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-02-20      | 6.5000%  | 0.0000% | $2967462.00        | $2876613.50        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-05-20      | 6.0000%  | 0.0000% | $2787153.00        | $2777810.03        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-06-20      | 6.0000%  | 0.0000% | $1101923.00        | $1137370.72        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-09-20      | 6.5000%  | 0.0000% | $2520151.00        | $2644171.77        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-08-20      | 7.0000%  | 0.0000% | $1385821.00        | $1446937.76        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-02-20      | 5.5000%  | 0.0000% | $324453.00         | $317061.66         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2040-05-20      | 3.5000%  | 0.0000% | $633330.00         | $600773.69         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-05-20      | 5.5000%  | 0.0000% | $75464524.00       | $75691062.35       | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2040-05-20      | 4.0000%  | 0.0000% | $431250.00         | $19546.46          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2036-10-20      | 6.0000%  | 0.0000% | $437880.00         | $13915.33          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-05-20      | 4.0000%  | 0.0000% | $25000.00          | $1089.59           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-09-20      | 4.5000%  | 0.0000% | $2087950.00        | $129850.43         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2040-11-20      | 4.0000%  | 0.0000% | $1538289.00        | $158200.16         | Agency Collateralized Mortgage Obligation |

### Security 150: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.160000%
- **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: B8AEPS531, C.3 - LEI: N/A, C.5 - Other ID: B8AEPS531
- **C.18 - Value (incl. sponsor support):** $196244000.00
- **C.18.a - Value (excl. sponsor support):** $196244000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $110029161.00      | $91230412.52       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $75551331.00       | $74128390.03       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $34150873.00       | $34810077.52       | Agency Collateralized Mortgage Obligation |

### Security 151: US BANCORP INVESTMENTS INC

- **C.1 - Title:** US BANCORP INVESTMENTS INC 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: B8AEPS556, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: B8AEPS556
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 3.6700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Note           | 2028-05-15      | 2.8750%  | 0.0000% | $2625300.00        | $2613804.14        | U.S. Treasuries (including strips) |
| US Treasury Note           | 2025-11-30      | 2.8750%  | 0.0000% | $200.00            | $202.22            | U.S. Treasuries (including strips) |
| US Treasury Inflation Note | 2028-07-15      | 0.7500%  | 0.0000% | $49999000.00       | $64094723.86       | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-01-31      | 1.5000%  | 0.0000% | $20899900.00       | $20422274.59       | U.S. Treasuries (including strips) |
| US Treasury Note           | 2028-05-31      | 1.2500%  | 0.0000% | $66111000.00       | $62655339.01       | U.S. Treasuries (including strips) |
| US Treasury Note           | 2028-08-31      | 1.1250%  | 0.0000% | $108598300.00      | $101630276.68      | U.S. Treasuries (including strips) |
| US Treasury Note           | 2031-11-15      | 1.3750%  | 0.0000% | $4951200.00        | $4334817.87        | U.S. Treasuries (including strips) |
| US Treasury Note           | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $97.64             | U.S. Treasuries (including strips) |
| US Treasury Note           | 2029-03-31      | 2.3750%  | 0.0000% | $155274000.00      | $149364685.34      | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-03-31      | 2.5000%  | 0.0000% | $300.00            | $295.86            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-03-15      | 4.2500%  | 0.0000% | $2986600.00        | $3025929.20        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Prudential Investment Portfolios 2

**Date:** 2025-11-06

**By:** Robert McCormack

**Name of Signing Officer:** Robert McCormack

**Title of Signing Officer:** Assistant Treasurer