# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001145549-25-038821
**Filing Date:** 2025-6
**Character Count:** 554126
**Document Hash:** a935678de26fa15c75e24dae6fdc1862
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038821.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038821

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLSPRING FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001081400

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09253
- **FILM NUMBER:** 251029697

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4225

**MAIL ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO FUNDS TRUST
- **DATE OF NAME CHANGE:** 19990308

## Series and Classes Contracts Data

### Allspring Money Market Fund (Series ID: S000007425)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000020379 | Class A       | STGXX           |
| C000086826 | Service Class | WMOXX           |
| C000086827 | Class C       |  |
| C000168181 | Premier Class | WMPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001081400

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**Registrant Full Name:** Allspring Funds Trust

**CIK Number of Registrant:** 0001081400

**LEI of Registrant:** 549300XROIY0CTN7RZ24

**Name of Series:** Allspring Money Market Fund

**LEI of Series:** 549300LPCSNGNB6ZNN91

**EDGAR Series Identifier:** S000007425

**Total number of share classes in the series:** 4

**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            | Allspring Funds Management, LLC                         | 801-58237         |
| Independent Public Accountant | KPMG LLP<br>City: Boston<br>State: MA                   |  |
| Administrator                 | Allspring Funds Management, LLC                         |  |
| Transfer Agent                | Boston Financial Data Services, Inc.<br>CIK: 0000275143 | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-74295

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 35 days

- **WAL:** 71 days

- **Total Value of Portfolio Securities:** $38246815594.12

- **Amortized Cost of Portfolio Securities:** $38249807774.91

- **Cash:** $17144.83

- **Total Other Assets:** $158070290.32

- **Total Liabilities:** $251100408.85

- **Net Assets of Series:** $38156794801.21

- **Number of Shares Outstanding (Series):** 38156943024.2420

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $10500229828.56           | $18712909587.33            | 28.0000%                  | 49.9000%                   |
| 2025-05-02 | $11011141271.29           | $19475487962.82            | 29.4000%                  | 52.0000%                   |
| 2025-05-05 | $11325960790.37           | $19152538346.50            | 30.1000%                  | 50.9000%                   |
| 2025-05-06 | $11020358398.19           | $19172404336.58            | 29.2000%                  | 50.8000%                   |
| 2025-05-07 | $11253864844.15           | $19222205388.16            | 29.8000%                  | 50.9000%                   |
| 2025-05-08 | $11148762171.86           | $19171351167.14            | 29.6000%                  | 50.9000%                   |
| 2025-05-09 | $11344420203.52           | $19209884877.95            | 30.0000%                  | 50.8000%                   |
| 2025-05-12 | $11506981840.36           | $19228772285.86            | 30.4000%                  | 50.8000%                   |
| 2025-05-13 | $11098115468.56           | $19025340803.24            | 29.4000%                  | 50.4000%                   |
| 2025-05-14 | $10851645386.63           | $19103417399.38            | 28.8000%                  | 50.7000%                   |
| 2025-05-15 | $10140771049.58           | $19108542462.84            | 26.8000%                  | 50.5000%                   |
| 2025-05-16 | $10561530456.44           | $19337478425.64            | 27.8000%                  | 50.9000%                   |
| 2025-05-19 | $11337496199.07           | $19296268365.30            | 30.2000%                  | 51.4000%                   |
| 2025-05-20 | $11075664206.83           | $19202858078.74            | 29.3000%                  | 50.8000%                   |
| 2025-05-21 | $11174703179.80           | $19469649530.42            | 29.2300%                  | 50.9300%                   |
| 2025-05-22 | $11084472101.96           | $19561524320.56            | 29.0000%                  | 51.1800%                   |
| 2025-05-23 | $11612836545.84           | $19715824922.70            | 30.1800%                  | 51.2400%                   |
| 2025-05-27 | $10449182048.91           | $19354624736.84            | 27.2900%                  | 50.5500%                   |
| 2025-05-28 | $10441175010.11           | $19711809031.99            | 27.1800%                  | 51.3200%                   |
| 2025-05-29 | $10638688367.11           | $19550716077.06            | 27.8100%                  | 51.1100%                   |
| 2025-05-30 | $9469224407.17            | $19605375979.91            | 24.6500%                  | 51.0500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.5400%             |
| 2025-05-02 | 4.5500%             |
| 2025-05-05 | 4.5400%             |
| 2025-05-06 | 4.5400%             |
| 2025-05-07 | 4.5300%             |
| 2025-05-08 | 4.5300%             |
| 2025-05-09 | 4.5100%             |
| 2025-05-12 | 4.5100%             |
| 2025-05-13 | 4.5000%             |
| 2025-05-14 | 4.5000%             |
| 2025-05-15 | 4.5000%             |
| 2025-05-16 | 4.5000%             |
| 2025-05-19 | 4.5100%             |
| 2025-05-20 | 4.5100%             |
| 2025-05-21 | 4.5000%             |
| 2025-05-22 | 4.5000%             |
| 2025-05-23 | 4.4900%             |
| 2025-05-27 | 4.4900%             |
| 2025-05-28 | 4.5000%             |
| 2025-05-29 | 4.5000%             |
| 2025-05-30 | 4.5200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0000                      |
|  |  |
| 2025-05-02 | 0.9999                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 0.9999                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 0.9999                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 0.9999                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 0.9999                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $408771875.66

- **Number of Shares Outstanding:** 408773655.6680

- **Expense Reimbursement/Waiver:** 22568.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1663173.48               | $625343.38              |
| 2025-05-02 | $1557281.87               | $440112.97              |
| 2025-05-05 | $244322.82                | $305111.39              |
| 2025-05-06 | $660216.30                | $391591.02              |
| 2025-05-07 | $141297.08                | $383655.68              |
| 2025-05-08 | $225367.29                | $82517.46               |
| 2025-05-09 | $229580.05                | $241506.73              |
| 2025-05-12 | $1113688.97               | $171896.24              |
| 2025-05-13 | $229789.91                | $1059310.15             |
| 2025-05-14 | $661030.35                | $471342.98              |
| 2025-05-15 | $42746.54                 | $292617.03              |
| 2025-05-16 | $237343.30                | $168263.04              |
| 2025-05-19 | $1179962.09               | $183043.35              |
| 2025-05-20 | $188702.89                | $259530.38              |
| 2025-05-21 | $359388.45                | $85814.08               |
| 2025-05-22 | $951714.09                | $408741.36              |
| 2025-05-23 | $74034.68                 | $359764.90              |
| 2025-05-27 | $122682.78                | $174317.00              |
| 2025-05-28 | $303846.51                | $420453.33              |
| 2025-05-29 | $131144.56                | $147409.04              |
| 2025-05-30 | $35810.52                 | $372646.00              |

**Total Gross Subscriptions (Month):** $10353124.53

**Total Gross Redemptions (Month):** $7044987.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.0100%           |
| 2025-05-02 | 4.0200%           |
| 2025-05-05 | 4.0100%           |
| 2025-05-06 | 4.0100%           |
| 2025-05-07 | 4.0000%           |
| 2025-05-08 | 4.0000%           |
| 2025-05-09 | 3.9800%           |
| 2025-05-12 | 3.9700%           |
| 2025-05-13 | 3.9700%           |
| 2025-05-14 | 3.9700%           |
| 2025-05-15 | 3.9700%           |
| 2025-05-16 | 3.9700%           |
| 2025-05-19 | 3.9800%           |
| 2025-05-20 | 3.9800%           |
| 2025-05-21 | 3.9700%           |
| 2025-05-22 | 3.9700%           |
| 2025-05-23 | 3.9600%           |
| 2025-05-27 | 3.9600%           |
| 2025-05-28 | 3.9700%           |
| 2025-05-29 | 3.9700%           |
| 2025-05-30 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 7.5100%          | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $13437913.38

- **Number of Shares Outstanding:** 13437966.9280

- **Expense Reimbursement/Waiver:** 744.51

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $42965.45                 | $33759.32               |
| 2025-05-06 | $2260.00                  | $0.00                   |
| 2025-05-13 | $100.00                   | $0.00                   |
| 2025-05-15 | $0.00                     | $41163.63               |
| 2025-05-16 | $350.00                   | $171.82                 |
| 2025-05-19 | $100.00                   | $20000.00               |
| 2025-05-21 | $0.00                     | $101.10                 |
| 2025-05-28 | $0.00                     | $1750.00                |

**Total Gross Subscriptions (Month):** $45775.45

**Total Gross Redemptions (Month):** $96945.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.0900%           |
| 2025-05-02 | 4.1000%           |
| 2025-05-05 | 4.0900%           |
| 2025-05-06 | 4.0900%           |
| 2025-05-07 | 4.0800%           |
| 2025-05-08 | 4.0800%           |
| 2025-05-09 | 4.0600%           |
| 2025-05-12 | 4.0600%           |
| 2025-05-13 | 4.0500%           |
| 2025-05-14 | 4.0500%           |
| 2025-05-15 | 4.0500%           |
| 2025-05-16 | 4.0500%           |
| 2025-05-19 | 4.0600%           |
| 2025-05-20 | 4.0600%           |
| 2025-05-21 | 4.0500%           |
| 2025-05-22 | 4.0500%           |
| 2025-05-23 | 4.0400%           |
| 2025-05-27 | 4.0400%           |
| 2025-05-28 | 4.0500%           |
| 2025-05-29 | 4.0500%           |
| 2025-05-30 | 4.0700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 33.8300%         | 0.0000%              |

### Class: Class C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $565200.38

- **Number of Shares Outstanding:** 565203.3170

- **Expense Reimbursement/Waiver:** 33.45

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $2013.36                  | $163.61                 |
| 2025-05-06 | $0.00                     | $165831.20              |
| 2025-05-16 | $0.00                     | $34397.63               |

**Total Gross Subscriptions (Month):** $2013.36

**Total Gross Redemptions (Month):** $200392.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.2100%           |
| 2025-05-02 | 3.2200%           |
| 2025-05-05 | 3.2100%           |
| 2025-05-06 | 3.2100%           |
| 2025-05-07 | 3.2000%           |
| 2025-05-08 | 3.2000%           |
| 2025-05-09 | 3.1800%           |
| 2025-05-12 | 3.1800%           |
| 2025-05-13 | 3.1700%           |
| 2025-05-14 | 3.1700%           |
| 2025-05-15 | 3.1700%           |
| 2025-05-16 | 3.1700%           |
| 2025-05-19 | 3.1800%           |
| 2025-05-20 | 3.1800%           |
| 2025-05-21 | 3.1800%           |
| 2025-05-22 | 3.1700%           |
| 2025-05-23 | 3.1600%           |
| 2025-05-27 | 3.1600%           |
| 2025-05-28 | 3.1700%           |
| 2025-05-29 | 3.1700%           |
| 2025-05-30 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 67.4400%         | 0.0000%              |
| Retail investor |  | 13.4000%         | 0.0000%              |

### Class: Premier Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $37734019811.79

- **Number of Shares Outstanding:** 37734166198.3290

- **Expense Reimbursement/Waiver:** 3390945.16

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $295521533.99             | $150466467.00           |
| 2025-05-02 | $170870936.62             | $105706848.40           |
| 2025-05-05 | $202310843.12             | $122505916.39           |
| 2025-05-06 | $235406871.27             | $125697805.03           |
| 2025-05-07 | $151814803.40             | $123097800.63           |
| 2025-05-08 | $122873321.27             | $118227217.85           |
| 2025-05-09 | $173708914.08             | $109305678.26           |
| 2025-05-12 | $143880134.34             | $102863757.38           |
| 2025-05-13 | $173428931.74             | $171038784.09           |
| 2025-05-14 | $163657405.44             | $128500546.05           |
| 2025-05-15 | $192833534.02             | $128807630.13           |
| 2025-05-16 | $181573231.69             | $114763730.00           |
| 2025-05-19 | $165633882.45             | $111536463.31           |
| 2025-05-20 | $154965726.96             | $190641194.46           |
| 2025-05-21 | $180218178.65             | $141964729.99           |
| 2025-05-22 | $100611513.97             | $112715238.15           |
| 2025-05-23 | $127410285.14             | $124754018.07           |
| 2025-05-27 | $126144555.46             | $86132048.46            |
| 2025-05-28 | $115994589.39             | $170964906.06           |
| 2025-05-29 | $169271779.41             | $164000473.79           |
| 2025-05-30 | $185806926.25             | $142421193.20           |

**Total Gross Subscriptions (Month):** $3533937898.66

**Total Gross Redemptions (Month):** $2746112446.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.3700%           |
| 2025-05-02 | 4.3800%           |
| 2025-05-05 | 4.3700%           |
| 2025-05-06 | 4.3700%           |
| 2025-05-07 | 4.3600%           |
| 2025-05-08 | 4.3600%           |
| 2025-05-09 | 4.3400%           |
| 2025-05-12 | 4.3400%           |
| 2025-05-13 | 4.3300%           |
| 2025-05-14 | 4.3300%           |
| 2025-05-15 | 4.3300%           |
| 2025-05-16 | 4.3300%           |
| 2025-05-19 | 4.3400%           |
| 2025-05-20 | 4.3400%           |
| 2025-05-21 | 4.3300%           |
| 2025-05-22 | 4.3300%           |
| 2025-05-23 | 4.3200%           |
| 2025-05-27 | 4.3200%           |
| 2025-05-28 | 4.3300%           |
| 2025-05-29 | 4.3300%           |
| 2025-05-30 | 4.3500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.3300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NABY5, C.4 - ISIN: US0020NABY55, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $100017210.00
- **C.18.a - Value (excl. sponsor support):** $100017210.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AdventHealth Obligated Group

- **C.1 - Title:** AdventHealth Obligated Group
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00772KTH4, C.4 - ISIN: US00772KTH40, C.3 - LEI: 549300SESPCA0RZZE358
- **C.18 - Value (incl. sponsor support):** $53508773.18
- **C.18.a - Value (excl. sponsor support):** $53508773.18
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Alaska Housing Finance Corp.

- **C.1 - Title:** Alaska Housing Finance Corp. 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 011839VW4, C.4 - ISIN: US011839VW43, C.3 - LEI: 549300HJ8NOJNYW6ER36
- **C.18 - Value (incl. sponsor support):** $73300000.00
- **C.18.a - Value (excl. sponsor support):** $73300000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2044-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: Alinghi Funding Co. LLC

- **C.1 - Title:** Alinghi Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01626FUM8, C.4 - ISIN: US01626FUM84, C.3 - LEI: 549300UPZ5VP282KEW21
- **C.18 - Value (incl. sponsor support):** $122714021.30
- **C.18.a - Value (excl. sponsor support):** $122714021.30
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 5: Alinghi Funding Co. LLC

- **C.1 - Title:** Alinghi Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01626FXG8, C.4 - ISIN: US01626FXG89, C.3 - LEI: 549300UPZ5VP282KEW21
- **C.18 - Value (incl. sponsor support):** $197584587.90
- **C.18.a - Value (excl. sponsor support):** $197584587.90
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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 6: Anglesea Funding PLC

- **C.1 - Title:** Anglesea Funding PLC 4.480000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WHW3, C.4 - ISIN: US03482WHW38, C.3 - LEI: 549300HEYB95TTRIM246
- **C.18 - Value (incl. sponsor support):** $99996284.00
- **C.18.a - Value (excl. sponsor support):** $99996284.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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? No, C.23 Categorized at Level 3? No

### Security 7: Anglesea Funding PLC

- **C.1 - Title:** Anglesea Funding PLC 4.500000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WJQ4, C.4 - ISIN: US03482WJQ42, C.3 - LEI: 549300HEYB95TTRIM246
- **C.18 - Value (incl. sponsor support):** $99999798.00
- **C.18.a - Value (excl. sponsor support):** $99999798.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **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? No, C.23 Categorized at Level 3? No

### Security 8: Anglesea Funding PLC

- **C.1 - Title:** Anglesea Funding PLC 4.380000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WJU5, C.4 - ISIN: US03482WJU53, C.3 - LEI: 549300HEYB95TTRIM246
- **C.18 - Value (incl. sponsor support):** $249999700.00
- **C.18.a - Value (excl. sponsor support):** $249999700.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC 4.380000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WKC3, C.4 - ISIN: US03482WKC37, C.3 - LEI: 549300HEYB95TTRIM246
- **C.18 - Value (incl. sponsor support):** $499998270.00
- **C.18.a - Value (excl. sponsor support):** $499998270.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Antalis SA

- **C.1 - Title:** Antalis SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AWW4, C.4 - ISIN: US03664AWW43, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $88699179.64
- **C.18.a - Value (excl. sponsor support):** $88699179.64
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 11: Anton Santa Cruz LLC

- **C.1 - Title:** Anton Santa Cruz LLC 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 037194AA5, C.4 - ISIN: US037194AA55, C.3 - LEI: 2549009WVBWIVUDT6S35
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2061-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LT65, C.4 - ISIN: US03843LT650, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $149871960.00
- **C.18.a - Value (excl. sponsor support):** $149871960.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC 4.420000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03844KDS5, C.4 - ISIN: US03844KDS50, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $250000125.00
- **C.18.a - Value (excl. sponsor support):** $250000125.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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

### Security 14: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC 4.420000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03844KDV8, C.4 - ISIN: US03844KDV89, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $249989970.00
- **C.18.a - Value (excl. sponsor support):** $249989970.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: Arizona RR Ranches LLC

- **C.1 - Title:** Arizona RR Ranches LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 040911AA7, C.4 - ISIN: US040911AA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2054-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: Armada Funding Co. LLC

- **C.1 - Title:** Armada Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04208CT54, C.4 - ISIN: US04208CT548, C.3 - LEI: 549300433SHS6SHCKJ54
- **C.18 - Value (incl. sponsor support):** $149889315.00
- **C.18.a - Value (excl. sponsor support):** $149889315.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: Armada Funding Co. LLC

- **C.1 - Title:** Armada Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04208CT62, C.4 - ISIN: US04208CT621, C.3 - LEI: 549300433SHS6SHCKJ54
- **C.18 - Value (incl. sponsor support):** $124892325.00
- **C.18.a - Value (excl. sponsor support):** $124892325.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: Armada Funding Co. LLC

- **C.1 - Title:** Armada Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04208CUV5, C.4 - ISIN: US04208CUV52, C.3 - LEI: 549300433SHS6SHCKJ54
- **C.18 - Value (incl. sponsor support):** $99255830.00
- **C.18.a - Value (excl. sponsor support):** $99255830.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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: Armada Funding Co. LLC

- **C.1 - Title:** Armada Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04208CWH4, C.4 - ISIN: US04208CWH41, C.3 - LEI: 549300433SHS6SHCKJ54
- **C.18 - Value (incl. sponsor support):** $99613825.50
- **C.18.a - Value (excl. sponsor support):** $99613825.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **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: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TX75, C.4 - ISIN: US04821TX759, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $49201345.00
- **C.18.a - Value (excl. sponsor support):** $49201345.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TXL4, C.4 - ISIN: US04821TXL42, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $29473143.00
- **C.18.a - Value (excl. sponsor support):** $29473143.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **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: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TXM2, C.4 - ISIN: US04821TXM25, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $84339687.13
- **C.18.a - Value (excl. sponsor support):** $84339687.13
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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: Augustine Insurance Trust

- **C.1 - Title:** Augustine Insurance Trust 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05149WAA8, C.4 - ISIN: US05149WAA80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24770000.00
- **C.18.a - Value (excl. sponsor support):** $24770000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2074-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: BNP Paribas SA/New York

- **C.1 - Title:** BNP Paribas SA/New York 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DCY7, C.4 - ISIN: US05593DCY76, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $100027390.00
- **C.18.a - Value (excl. sponsor support):** $100027390.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP Paribas SA/New York

- **C.1 - Title:** BNP Paribas SA/New York 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DEP4, C.4 - ISIN: US05593DEP42, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $100064010.00
- **C.18.a - Value (excl. sponsor support):** $100064010.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP Paribas SA/New York

- **C.1 - Title:** BNP Paribas SA/New York 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DH89, C.4 - ISIN: US05593DH891, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $149907900.00
- **C.18.a - Value (excl. sponsor support):** $149907900.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REC2, C.4 - ISIN: US05973REC25, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $149868090.00
- **C.18.a - Value (excl. sponsor support):** $149868090.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WQK3, C.4 - ISIN: US06051WQK35, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100007470.00
- **C.18.a - Value (excl. sponsor support):** $100007470.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVP6, C.4 - ISIN: US06051WVP66, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $149960865.00
- **C.18.a - Value (excl. sponsor support):** $149960865.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBX0, C.4 - ISIN: US06053RBX08, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $75038850.00
- **C.18.a - Value (excl. sponsor support):** $75038850.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKK0, C.4 - ISIN: US06054CKK08, C.3 - LEI: 9DJT3UXIJIZJI4WXO774
- **C.18 - Value (incl. sponsor support):** $100081700.00
- **C.18.a - Value (excl. sponsor support):** $100081700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DKV6, C.4 - ISIN: US06367DKV63, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $150017010.00
- **C.18.a - Value (excl. sponsor support):** $150017010.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DLP8, C.4 - ISIN: US06367DLP86, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100049510.00
- **C.18.a - Value (excl. sponsor support):** $100049510.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DNK7, C.4 - ISIN: US06367DNK71, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $80008752.00
- **C.18.a - Value (excl. sponsor support):** $80008752.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DQG3, C.4 - ISIN: US06367DQG33, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $149987880.00
- **C.18.a - Value (excl. sponsor support):** $149987880.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Nova Scotia/Houston

- **C.1 - Title:** Bank of Nova Scotia/Houston 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NBW1, C.4 - ISIN: US06418NBW11, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $100002920.00
- **C.18.a - Value (excl. sponsor support):** $100002920.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: Bank of Nova Scotia/Houston

- **C.1 - Title:** Bank of Nova Scotia/Houston 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFJ6, C.4 - ISIN: US06418NFJ63, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $99982060.00
- **C.18.a - Value (excl. sponsor support):** $99982060.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Bank PLC/NY

- **C.1 - Title:** Barclays Bank PLC/NY 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCU3, C.4 - ISIN: US06745GCU31, C.3 - LEI: 213800LBQA1Y9L22JB70
- **C.18 - Value (incl. sponsor support):** $150011820.00
- **C.18.a - Value (excl. sponsor support):** $150011820.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bedford Row Funding Corp.

- **C.1 - Title:** Bedford Row Funding Corp. 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPA0, C.4 - ISIN: US07644DPA09, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $125015500.00
- **C.18.a - Value (excl. sponsor support):** $125015500.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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: Bedford Row Funding Corp.

- **C.1 - Title:** Bedford Row Funding Corp. 4.530000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPL6, C.4 - ISIN: US07644DPL63, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $49999275.00
- **C.18.a - Value (excl. sponsor support):** $49999275.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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: Brigantine Funding Co. LLC

- **C.1 - Title:** Brigantine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 10902ET49, C.4 - ISIN: US10902ET494, C.3 - LEI: 984500YEB4BLE6F39B72
- **C.18 - Value (incl. sponsor support):** $174443716.51
- **C.18.a - Value (excl. sponsor support):** $174443716.51
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: Brigantine Funding Co. LLC

- **C.1 - Title:** Brigantine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 10902ETG2, C.4 - ISIN: US10902ETG25, C.3 - LEI: 984500YEB4BLE6F39B72
- **C.18 - Value (incl. sponsor support):** $139709192.00
- **C.18.a - Value (excl. sponsor support):** $139709192.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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 43: Brigantine Funding Co. LLC

- **C.1 - Title:** Brigantine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 10902EUV7, C.4 - ISIN: US10902EUV72, C.3 - LEI: 984500YEB4BLE6F39B72
- **C.18 - Value (incl. sponsor support):** $141946561.90
- **C.18.a - Value (excl. sponsor support):** $141946561.90
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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 44: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LT59, C.4 - ISIN: US11042LT592, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $90633979.47
- **C.18.a - Value (excl. sponsor support):** $90633979.47
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LUE8, C.4 - ISIN: US11042LUE81, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $75682401.25
- **C.18.a - Value (excl. sponsor support):** $75682401.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-14
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **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 46: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LYD6, C.4 - ISIN: US11042LYD62, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $97956880.00
- **C.18.a - Value (excl. sponsor support):** $97956880.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **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 47: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LYK0, C.4 - ISIN: US11042LYK06, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $134101682.80
- **C.18.a - Value (excl. sponsor support):** $134101682.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **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 48: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LYL8, C.4 - ISIN: US11042LYL88, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $30340434.70
- **C.18.a - Value (excl. sponsor support):** $30340434.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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 49: CRC Funding LLC

- **C.1 - Title:** CRC Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TUJ1, C.4 - ISIN: US12619TUJ14, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $99401750.00
- **C.18.a - Value (excl. sponsor support):** $99401750.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **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 50: Cabot Trail Funding LLC

- **C.1 - Title:** Cabot Trail Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GVS6, C.4 - ISIN: US12710GVS64, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $84085638.00
- **C.18.a - Value (excl. sponsor support):** $84085638.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: State of California

- **C.1 - Title:** State of California 4.440000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 13068FEW4, C.4 - ISIN: US13068FEW41, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $32858433.35
- **C.18.a - Value (excl. sponsor support):** $32858433.35
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **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 52: State of California

- **C.1 - Title:** State of California 4.441000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 13068FEX2, C.4 - ISIN: US13068FEX24, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $50003965.00
- **C.18.a - Value (excl. sponsor support):** $50003965.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Canadian Imperial Bank of Commerce/New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce/New York 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAM4, C.4 - ISIN: US13606DAM48, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $150093195.00
- **C.18.a - Value (excl. sponsor support):** $150093195.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce/New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce/New York 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DEU2, C.4 - ISIN: US13606DEU28, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $80047032.00
- **C.18.a - Value (excl. sponsor support):** $80047032.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKF8, C.4 - ISIN: US13606DKF86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149927355.00
- **C.18.a - Value (excl. sponsor support):** $149927355.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 13606V003, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: Charta LLC

- **C.1 - Title:** Charta LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VTS8, C.4 - ISIN: US16115VTS87, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $99669700.00
- **C.18.a - Value (excl. sponsor support):** $99669700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **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: Chesham Finance Ltd. / Chesham Finance LLC

- **C.1 - Title:** Chesham Finance Ltd. / Chesham Finance LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AT20, C.4 - ISIN: US16538AT209, C.3 - LEI: 549300E2ZX7KY6XM5610
- **C.18 - Value (incl. sponsor support):** $99963760.00
- **C.18.a - Value (excl. sponsor support):** $99963760.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: Chesham Finance Ltd. / Chesham Finance LLC

- **C.1 - Title:** Chesham Finance Ltd. / Chesham Finance LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AT61, C.3 - LEI: 549300E2ZX7KY6XM5610
- **C.18 - Value (incl. sponsor support):** $99951111.00
- **C.18.a - Value (excl. sponsor support):** $99951111.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: Citibank NA

- **C.1 - Title:** Citibank NA 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHG5, C.4 - ISIN: US17330QHG55, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $150067845.00
- **C.18.a - Value (excl. sponsor support):** $150067845.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citibank NA

- **C.1 - Title:** Citibank NA 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHQ3, C.4 - ISIN: US17330QHQ38, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $74984550.00
- **C.18.a - Value (excl. sponsor support):** $74984550.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citibank NA

- **C.1 - Title:** Citibank NA 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHR1, C.4 - ISIN: US17330QHR11, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $99970490.00
- **C.18.a - Value (excl. sponsor support):** $99970490.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citibank NA

- **C.1 - Title:** Citibank NA 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHZ3, C.4 - ISIN: US17330QHZ37, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $99952170.00
- **C.18.a - Value (excl. sponsor support):** $99952170.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper FLEX Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper FLEX Co. LLC 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19421M2F8, C.4 - ISIN: US19421M2F87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149845440.00
- **C.18.a - Value (excl. sponsor support):** $149845440.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **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
- **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: Collateralized Commercial Paper FLEX Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper FLEX Co. LLC 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19421M2L5, C.4 - ISIN: US19421M2L55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100015993.00
- **C.18.a - Value (excl. sponsor support):** $100015993.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RHR3, C.4 - ISIN: US19423RHR30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150015606.00
- **C.18.a - Value (excl. sponsor support):** $150015606.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RJ26, C.4 - ISIN: US19423RJ263, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150012448.50
- **C.18.a - Value (excl. sponsor support):** $150012448.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RJW0, C.4 - ISIN: US19423RJW07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100006954.00
- **C.18.a - Value (excl. sponsor support):** $100006954.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.380000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196479MJ5, C.4 - ISIN: US196479MJ52, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $108275000.00
- **C.18.a - Value (excl. sponsor support):** $108275000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2052-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480GE1, C.4 - ISIN: US196480GE11, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $1990000.00
- **C.18.a - Value (excl. sponsor support):** $1990000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2050-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480J99, C.4 - ISIN: US196480J998, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $29035000.00
- **C.18.a - Value (excl. sponsor support):** $29035000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480VA2, C.4 - ISIN: US196480VA24, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19300000.00
- **C.18.a - Value (excl. sponsor support):** $19300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2051-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAW2, C.4 - ISIN: US19648GAW24, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $17000000.00
- **C.18.a - Value (excl. sponsor support):** $17000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GBV3, C.4 - ISIN: US19648GBV32, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $40320000.00
- **C.18.a - Value (excl. sponsor support):** $40320000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2050-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GES7, C.4 - ISIN: US19648GES75, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $35240000.00
- **C.18.a - Value (excl. sponsor support):** $35240000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2048-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGY2, C.4 - ISIN: US19648GGY26, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $27265000.00
- **C.18.a - Value (excl. sponsor support):** $27265000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2050-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GJX1, C.4 - ISIN: US19648GJX16, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GVE9, C.4 - ISIN: US19648GVE96, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2055-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767CUE4, C.4 - ISIN: US19767CUE47, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $66135081.25
- **C.18.a - Value (excl. sponsor support):** $66135081.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-14
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **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 81: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767CV86, C.4 - ISIN: US19767CV864, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $161606496.70
- **C.18.a - Value (excl. sponsor support):** $161606496.70
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 82: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767CXP6, C.4 - ISIN: US19767CXP66, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $118737377.07
- **C.18.a - Value (excl. sponsor support):** $118737377.07
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBU8, C.4 - ISIN: US20272FBU84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100080740.00
- **C.18.a - Value (excl. sponsor support):** $100080740.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632KV89, C.4 - ISIN: US20632KV894, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $121728358.60
- **C.18.a - Value (excl. sponsor support):** $121728358.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 85: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632KXQ7, C.4 - ISIN: US20632KXQ74, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $196398100.00
- **C.18.a - Value (excl. sponsor support):** $196398100.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **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 86: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PDC7, C.4 - ISIN: US20634PDC77, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $129999870.00
- **C.18.a - Value (excl. sponsor support):** $129999870.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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 87: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C0T36, C.4 - ISIN: US2063C0T361, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $315847214.00
- **C.18.a - Value (excl. sponsor support):** $315847214.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C0T51, C.4 - ISIN: US2063C0T510, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $326348833.25
- **C.18.a - Value (excl. sponsor support):** $326348833.25
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C0T69, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $133002145.10
- **C.18.a - Value (excl. sponsor support):** $133002145.10
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CPWJ2, C.4 - ISIN: US2063CPWJ26, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $123298962.50
- **C.18.a - Value (excl. sponsor support):** $123298962.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 91: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VT29, C.4 - ISIN: US21038VT290, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $114958036.50
- **C.18.a - Value (excl. sponsor support):** $114958036.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VT45, C.4 - ISIN: US21038VT456, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $49969555.00
- **C.18.a - Value (excl. sponsor support):** $49969555.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VT52, C.4 - ISIN: US21038VT522, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $49963440.00
- **C.18.a - Value (excl. sponsor support):** $49963440.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VTS2, C.4 - ISIN: US21038VTS24, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $97849991.66
- **C.18.a - Value (excl. sponsor support):** $97849991.66
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **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 95: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VUP6, C.4 - ISIN: US21038VUP65, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $61588010.00
- **C.18.a - Value (excl. sponsor support):** $61588010.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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 96: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VWG4, C.4 - ISIN: US21038VWG49, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $98654710.00
- **C.18.a - Value (excl. sponsor support):** $98654710.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 97: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VY64, C.4 - ISIN: US21038VY647, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $98023700.00
- **C.18.a - Value (excl. sponsor support):** $98023700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **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
- **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 98: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VZA4, C.4 - ISIN: US21038VZA42, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $100543326.40
- **C.18.a - Value (excl. sponsor support):** $100543326.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038XEL9, C.4 - ISIN: US21038XEL91, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $76337457.00
- **C.18.a - Value (excl. sponsor support):** $76337457.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **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 100: Cooperatieve Rabobank UA/NY

- **C.1 - Title:** Cooperatieve Rabobank UA/NY 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LJR4, C.4 - ISIN: US21684LJR42, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $100026240.00
- **C.18.a - Value (excl. sponsor support):** $100026240.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Cooperatieve Rabobank UA/NY

- **C.1 - Title:** Cooperatieve Rabobank UA/NY 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LKU5, C.4 - ISIN: US21684LKU51, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $150166185.00
- **C.18.a - Value (excl. sponsor support):** $150166185.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Cooperatieve Centrale

- **C.1 - Title:** Cooperatieve Centrale 5.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684XV52, C.4 - ISIN: US21684XV525, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $100025310.00
- **C.18.a - Value (excl. sponsor support):** $100025310.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 5.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Cooperatieve Centrale

- **C.1 - Title:** Cooperatieve Centrale 5.170000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684XV60, C.4 - ISIN: US21684XV608, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $75023715.00
- **C.18.a - Value (excl. sponsor support):** $75023715.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 5.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Agricole Corporate and Investment Bank/New York

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank/New York 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XC63, C.4 - ISIN: US22532XC632, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100028040.00
- **C.18.a - Value (excl. sponsor support):** $100028040.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Agricole Corp.

- **C.1 - Title:** Credit Agricole Corp. 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536H4M8, C.4 - ISIN: US22536H4M86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125018325.00
- **C.18.a - Value (excl. sponsor support):** $125018325.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Agricole Corp.

- **C.1 - Title:** Credit Agricole Corp. 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536HA41, C.4 - ISIN: US22536HA416, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150030915.00
- **C.18.a - Value (excl. sponsor support):** $150030915.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JJD8, C.4 - ISIN: US22536JJD81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99961810.00
- **C.18.a - Value (excl. sponsor support):** $99961810.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Industriel ET Commercial

- **C.1 - Title:** Credit Industriel ET Commercial 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WJA5, C.4 - ISIN: US22536WJA53, C.3 - LEI: 9695000CG7B84NLR5984
- **C.18 - Value (incl. sponsor support):** $99991420.00
- **C.18.a - Value (excl. sponsor support):** $99991420.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Industriel ET Commercial

- **C.1 - Title:** Credit Industriel ET Commercial 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WK39, C.4 - ISIN: US22536WK398, C.3 - LEI: 9695000CG7B84NLR5984
- **C.18 - Value (incl. sponsor support):** $65019311.50
- **C.18.a - Value (excl. sponsor support):** $65019311.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Industriel ET Commercial

- **C.1 - Title:** Credit Industriel ET Commercial 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WKK1, C.4 - ISIN: US22536WKK17, C.3 - LEI: 9695000CG7B84NLR5984
- **C.18 - Value (incl. sponsor support):** $125072737.50
- **C.18.a - Value (excl. sponsor support):** $125072737.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Industriel ET Commercial

- **C.1 - Title:** Credit Industriel ET Commercial 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WLE4, C.4 - ISIN: US22536WLE48, C.3 - LEI: 9695000CG7B84NLR5984
- **C.18 - Value (incl. sponsor support):** $100112730.00
- **C.18.a - Value (excl. sponsor support):** $100112730.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DZ Bank AG Deutsche Zentral-Genossenschaftsbank

- **C.1 - Title:** DZ Bank AG Deutsche Zentral-Genossenschaftsbank 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23344JDC6, C.4 - ISIN: US23344JDC62, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $99920520.00
- **C.18.a - Value (excl. sponsor support):** $99920520.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Deaconess Hospital Obligated Group

- **C.1 - Title:** Deaconess Hospital Obligated Group
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24218EU70, C.4 - ISIN: US24218EU703, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49767355.00
- **C.18.a - Value (excl. sponsor support):** $49767355.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Dexia SA

- **C.1 - Title:** Dexia SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 25213BTH8, C.4 - ISIN: US25213BTH86, C.3 - LEI: 549300SZ25JZFHRHWD76
- **C.18 - Value (incl. sponsor support):** $99783020.00
- **C.18.a - Value (excl. sponsor support):** $99783020.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 115: Dexia SA

- **C.1 - Title:** Dexia SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 25213BTL9, C.4 - ISIN: US25213BTL98, C.3 - LEI: 549300SZ25JZFHRHWD76
- **C.18 - Value (incl. sponsor support):** $99746710.00
- **C.18.a - Value (excl. sponsor support):** $99746710.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 116: Duke University Health System Inc.

- **C.1 - Title:** Duke University Health System Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26443HVV1, C.4 - ISIN: US26443HVV13, C.3 - LEI: FY5ICUIRRDCHN4HHL592
- **C.18 - Value (incl. sponsor support):** $49435125.00
- **C.18.a - Value (excl. sponsor support):** $49435125.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Ecmc Group, Inc.

- **C.1 - Title:** Ecmc Group, Inc. 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAA2, C.4 - ISIN: US26828NAA28, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $54350000.00
- **C.18.a - Value (excl. sponsor support):** $54350000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2050-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: Ecmc Group, Inc.

- **C.1 - Title:** Ecmc Group, Inc. 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: Eligijus P. Lelis Family Trust

- **C.1 - Title:** Eligijus P. Lelis Family Trust 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 28658UAA7, C.4 - ISIN: US28658UAA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12575000.00
- **C.18.a - Value (excl. sponsor support):** $12575000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2075-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: Endeavour Funding Co. LLC

- **C.1 - Title:** Endeavour Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261MUB8, C.4 - ISIN: US29261MUB89, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $99485730.00
- **C.18.a - Value (excl. sponsor support):** $99485730.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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 121: Endeavour Funding Co. LLC

- **C.1 - Title:** Endeavour Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261MUH5, C.4 - ISIN: US29261MUH59, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $111341440.00
- **C.18.a - Value (excl. sponsor support):** $111341440.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 122: Erste Group Bank AG/New York

- **C.1 - Title:** Erste Group Bank AG/New York 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 29604GEQ2, C.4 - ISIN: US29604GEQ29, C.3 - LEI: PQOH26KWDF7CG10L6792
- **C.18 - Value (incl. sponsor support):** $324998765.00
- **C.18.a - Value (excl. sponsor support):** $324998765.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: Falcon Asset Funding LLC

- **C.1 - Title:** Falcon Asset Funding LLC 4.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HAM7, C.4 - ISIN: US30608HAM79, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100027646.00
- **C.18.a - Value (excl. sponsor support):** $100027646.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **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 124: Falcon Asset Funding LLC

- **C.1 - Title:** Falcon Asset Funding LLC 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HAN5, C.4 - ISIN: US30608HAN52, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100010222.00
- **C.18.a - Value (excl. sponsor support):** $100010222.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **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 125: Federation des Caisses Desjardins du Quebec

- **C.1 - Title:** Federation des Caisses Desjardins du Quebec 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428HCF6, C.4 - ISIN: US31428HCF64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99996470.00
- **C.18.a - Value (excl. sponsor support):** $99996470.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Federation des Caisses Desjardins du Quebec

- **C.1 - Title:** Federation des Caisses Desjardins du Quebec 4.760000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428HCH2, C.4 - ISIN: US31428HCH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125025425.00
- **C.18.a - Value (excl. sponsor support):** $125025425.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: Glencove Funding LLC

- **C.1 - Title:** Glencove Funding LLC 4.480000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37829AHB7, C.4 - ISIN: US37829AHB70, C.3 - LEI: 549300XUUQZO7I38ZR06
- **C.18 - Value (incl. sponsor support):** $99999698.00
- **C.18.a - Value (excl. sponsor support):** $99999698.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? No, C.23 Categorized at Level 3? No

### Security 128: HSBC Bank USA NA

- **C.1 - Title:** HSBC Bank USA NA 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RVL2, C.4 - ISIN: US40435RVL22, C.3 - LEI: MLU0ZO3ML4LN2LL2TL39
- **C.18 - Value (incl. sponsor support):** $150008280.00
- **C.18.a - Value (excl. sponsor support):** $150008280.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: HSBC Bank USA NA

- **C.1 - Title:** HSBC Bank USA NA 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RVU2, C.4 - ISIN: US40435RVU21, C.3 - LEI: MLU0ZO3ML4LN2LL2TL39
- **C.18 - Value (incl. sponsor support):** $100061130.00
- **C.18.a - Value (excl. sponsor support):** $100061130.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: HSBC Bank USA NA

- **C.1 - Title:** HSBC Bank USA NA 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RVZ1, C.4 - ISIN: US40435RVZ18, C.3 - LEI: MLU0ZO3ML4LN2LL2TL39
- **C.18 - Value (incl. sponsor support):** $75009382.50
- **C.18.a - Value (excl. sponsor support):** $75009382.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40446CUX7, C.4 - ISIN: US40446CUX72, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $124026662.50
- **C.18.a - Value (excl. sponsor support):** $124026662.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 132: Helvetica Funding Co. LLC

- **C.1 - Title:** Helvetica Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 42351BTC6, C.4 - ISIN: US42351BTC62, C.3 - LEI: 9845008D80E44E0A7B98
- **C.18 - Value (incl. sponsor support):** $99842370.00
- **C.18.a - Value (excl. sponsor support):** $99842370.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 133: Heritage Holdings/BKF Inv/Mitchell G Fehr/Nate Knobloch/Journey Investments

- **C.1 - Title:** Heritage Holdings/BKF Inv/Mitchell G Fehr/Nate Knobloch/Journey Investments 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 42727XAA9, C.4 - ISIN: US42727XAA90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2055-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: City & County of Honolulu, HI

- **C.1 - Title:** City & County of Honolulu, HI 4.430000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 43869JAH1, C.4 - ISIN: US43869JAH14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51993536.40
- **C.18.a - Value (excl. sponsor support):** $51993536.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-24
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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 135: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331PT28, C.4 - ISIN: US44331PT286, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $174936002.50
- **C.18.a - Value (excl. sponsor support):** $174936002.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AT37, C.4 - ISIN: US44333AT375, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $269867970.00
- **C.18.a - Value (excl. sponsor support):** $269867970.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AT45, C.4 - ISIN: US44333AT458, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $134917420.50
- **C.18.a - Value (excl. sponsor support):** $134917420.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: Illinois Housing Development Authority

- **C.1 - Title:** Illinois Housing Development Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203LDZ3, C.4 - ISIN: US45203LDZ31, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $99595000.00
- **C.18.a - Value (excl. sponsor support):** $99595000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: Illinois Housing Development Authority

- **C.1 - Title:** Illinois Housing Development Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MMB4, C.4 - ISIN: US45203MMB45, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2046-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: Illinois Housing Development Authority

- **C.1 - Title:** Illinois Housing Development Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MMD0, C.4 - ISIN: US45203MMD01, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $43290000.00
- **C.18.a - Value (excl. sponsor support):** $43290000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2046-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: Illinois Housing Development Authority

- **C.1 - Title:** Illinois Housing Development Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $14835000.00
- **C.18.a - Value (excl. sponsor support):** $14835000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: Illinois Finance Authority

- **C.1 - Title:** Illinois Finance Authority 4.330000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FRY3, C.4 - ISIN: US45204FRY33, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2042-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: Intrepid Funding Co. LLC

- **C.1 - Title:** Intrepid Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125ETD4, C.4 - ISIN: US46125ETD49, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $99830210.00
- **C.18.a - Value (excl. sponsor support):** $99830210.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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 144: Intrepid Funding Co. LLC

- **C.1 - Title:** Intrepid Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125EYD8, C.4 - ISIN: US46125EYD83, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $97956880.00
- **C.18.a - Value (excl. sponsor support):** $97956880.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **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 145: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TT44, C.4 - ISIN: US46221TT446, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $127422186.75
- **C.18.a - Value (excl. sponsor support):** $127422186.75
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TTB8, C.4 - ISIN: US46221TTB88, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $32951344.80
- **C.18.a - Value (excl. sponsor support):** $32951344.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-11
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TTD4, C.4 - ISIN: US46221TTD45, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $79862104.00
- **C.18.a - Value (excl. sponsor support):** $79862104.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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 148: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TUG5, C.4 - ISIN: US46221TUG56, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $39768344.00
- **C.18.a - Value (excl. sponsor support):** $39768344.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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 149: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TUR1, C.4 - ISIN: US46221TUR12, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $263178814.00
- **C.18.a - Value (excl. sponsor support):** $263178814.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222UT65, C.4 - ISIN: US46222UT657, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $110522356.09
- **C.18.a - Value (excl. sponsor support):** $110522356.09
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222UUH9, C.4 - ISIN: US46222UUH93, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $99408800.00
- **C.18.a - Value (excl. sponsor support):** $99408800.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 152: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224KT40, C.4 - ISIN: US46224KT407, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $102937139.10
- **C.18.a - Value (excl. sponsor support):** $102937139.10
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224KT57, C.4 - ISIN: US46224KT571, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $199853420.00
- **C.18.a - Value (excl. sponsor support):** $199853420.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224KV62, C.4 - ISIN: US46224KV627, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $99166500.00
- **C.18.a - Value (excl. sponsor support):** $99166500.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 155: Iowa Student Loan Liquidity Corp.

- **C.1 - Title:** Iowa Student Loan Liquidity Corp. 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $33409000.00
- **C.18.a - Value (excl. sponsor support):** $33409000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: JWV-B Turner Investments LLC

- **C.1 - Title:** JWV-B Turner Investments LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 466290AA1, C.4 - ISIN: US466290AA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21125000.00
- **C.18.a - Value (excl. sponsor support):** $21125000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2044-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: Jets Stadium Development LLC

- **C.1 - Title:** Jets Stadium Development LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $61080000.00
- **C.18.a - Value (excl. sponsor support):** $61080000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: Jets Stadium Finance Issuer 2015 LLC

- **C.1 - Title:** Jets Stadium Finance Issuer 2015 LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21220000.00
- **C.18.a - Value (excl. sponsor support):** $21220000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: Kentucky Higher Education Student Loan Corp.

- **C.1 - Title:** Kentucky Higher Education Student Loan Corp. 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 49130NGQ6, C.4 - ISIN: US49130NGQ60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40215000.00
- **C.18.a - Value (excl. sponsor support):** $40215000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2043-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: Kurt Anderson Memorial Trust

- **C.1 - Title:** Kurt Anderson Memorial Trust 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50129AAA6, C.4 - ISIN: US50129AAA60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6070000.00
- **C.18.a - Value (excl. sponsor support):** $6070000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2044-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: Legacy Capital Co. LLC

- **C.1 - Title:** Legacy Capital Co. LLC 4.800000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEK5, C.4 - ISIN: US52473GEK58, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $100050081.00
- **C.18.a - Value (excl. sponsor support):** $100050081.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: Lexington Parker Capital Co. LLC

- **C.1 - Title:** Lexington Parker Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953AT39, C.4 - ISIN: US52953AT395, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $326124242.65
- **C.18.a - Value (excl. sponsor support):** $326124242.65
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: Lexington Parker Capital Co. LLC

- **C.1 - Title:** Lexington Parker Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953AT47, C.4 - ISIN: US52953AT478, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $176741042.33
- **C.18.a - Value (excl. sponsor support):** $176741042.33
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: Lexington Parker Capital Co. LLC

- **C.1 - Title:** Lexington Parker Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953AT54, C.4 - ISIN: US52953AT544, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $235178089.56
- **C.18.a - Value (excl. sponsor support):** $235178089.56
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: Lexington Parker Capital Co. LLC

- **C.1 - Title:** Lexington Parker Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953AT62, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $192003081.67
- **C.18.a - Value (excl. sponsor support):** $192003081.67
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: Lion Bay Funding LLC

- **C.1 - Title:** Lion Bay Funding LLC 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53620AAD8, C.4 - ISIN: US53620AAD81, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149999499.00
- **C.18.a - Value (excl. sponsor support):** $149999499.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: Lion Bay Funding LLC

- **C.1 - Title:** Lion Bay Funding LLC 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53620AAJ5, C.4 - ISIN: US53620AAJ51, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149999773.50
- **C.18.a - Value (excl. sponsor support):** $149999773.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: LMA-Americas LLC

- **C.1 - Title:** LMA-Americas LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX21, C.4 - ISIN: US53944QX219, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $39385300.00
- **C.18.a - Value (excl. sponsor support):** $39385300.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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 169: LMA-Americas LLC

- **C.1 - Title:** LMA-Americas LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX39, C.4 - ISIN: US53944QX391, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $24612725.00
- **C.18.a - Value (excl. sponsor support):** $24612725.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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 170: LMA-Americas LLC

- **C.1 - Title:** LMA-Americas LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QXQ8, C.4 - ISIN: US53944QXQ80, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $50175749.19
- **C.18.a - Value (excl. sponsor support):** $50175749.19
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **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 171: Lloyds Bank Corporate Markets PLC/New York

- **C.1 - Title:** Lloyds Bank Corporate Markets PLC/New York 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B2S8, C.4 - ISIN: US53947B2S86, C.3 - LEI: 549300PPXHEU2JF0AM85
- **C.18 - Value (incl. sponsor support):** $100051790.00
- **C.18.a - Value (excl. sponsor support):** $100051790.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: Lloyds Bank Corporate Markets PLC/New York

- **C.1 - Title:** Lloyds Bank Corporate Markets PLC/New York 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3B4, C.4 - ISIN: US53947B3B43, C.3 - LEI: 549300PPXHEU2JF0AM85
- **C.18 - Value (incl. sponsor support):** $125050500.00
- **C.18.a - Value (excl. sponsor support):** $125050500.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Lloyds Bank Corporate Markets PLC/New York

- **C.1 - Title:** Lloyds Bank Corporate Markets PLC/New York 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3G3, C.4 - ISIN: US53947B3G30, C.3 - LEI: 549300PPXHEU2JF0AM85
- **C.18 - Value (incl. sponsor support):** $99983790.00
- **C.18.a - Value (excl. sponsor support):** $99983790.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: MUFG Bank Ltd./New York

- **C.1 - Title:** MUFG Bank Ltd./New York 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380U5S2, C.4 - ISIN: US55380U5S28, C.3 - LEI: 353800V2V8PUY9TK3E06
- **C.18 - Value (incl. sponsor support):** $100002330.00
- **C.18.a - Value (excl. sponsor support):** $100002330.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 175: MUFG Bank Ltd./New York

- **C.1 - Title:** MUFG Bank Ltd./New York 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380U7F8, C.4 - ISIN: US55380U7F88, C.3 - LEI: 353800V2V8PUY9TK3E06
- **C.18 - Value (incl. sponsor support):** $100001190.00
- **C.18.a - Value (excl. sponsor support):** $100001190.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: MUFG Bank Ltd./New York

- **C.1 - Title:** MUFG Bank Ltd./New York 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFA1, C.4 - ISIN: US55381BFA17, C.3 - LEI: 353800V2V8PUY9TK3E06
- **C.18 - Value (incl. sponsor support):** $79973552.00
- **C.18.a - Value (excl. sponsor support):** $79973552.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458EX39, C.4 - ISIN: US55458EX396, C.3 - LEI: 549300UPZ5VP282KEW21
- **C.18 - Value (incl. sponsor support):** $49227550.00
- **C.18.a - Value (excl. sponsor support):** $49227550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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 178: Mainbeach Funding LLC

- **C.1 - Title:** Mainbeach Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BVE1, C.4 - ISIN: US56037BVE19, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $25113421.13
- **C.18.a - Value (excl. sponsor support):** $25113421.13
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 179: Mainbeach Funding LLC

- **C.1 - Title:** Mainbeach Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BW42, C.4 - ISIN: US56037BW429, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $21637536.89
- **C.18.a - Value (excl. sponsor support):** $21637536.89
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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 180: Maryland Community Development Administration

- **C.1 - Title:** Maryland Community Development Administration 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57419P7F0, C.4 - ISIN: US57419P7F09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24790000.00
- **C.18.a - Value (excl. sponsor support):** $24790000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2033-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: Massachusetts Educational Financing Authority

- **C.1 - Title:** Massachusetts Educational Financing Authority 4.420000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 57564LQE4, C.4 - ISIN: US57564LQE47, C.3 - LEI: 5493007K5OP7V6CL0Y88
- **C.18 - Value (incl. sponsor support):** $21005323.50
- **C.18.a - Value (excl. sponsor support):** $21005323.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 182: Massachusetts Housing Finance Agency

- **C.1 - Title:** Massachusetts Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586VAA1, C.4 - ISIN: US57586VAA17, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $75595000.00
- **C.18.a - Value (excl. sponsor support):** $75595000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2063-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: Massachusetts Housing Finance Agency

- **C.1 - Title:** Massachusetts Housing Finance Agency 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GWE1, C.4 - ISIN: US57587GWE15, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $62595000.00
- **C.18.a - Value (excl. sponsor support):** $62595000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2052-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: Metropolitan Water District of Southern California

- **C.1 - Title:** Metropolitan Water District of Southern California 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TTK7, C.4 - ISIN: US59266TTK78, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $49260000.00
- **C.18.a - Value (excl. sponsor support):** $49260000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2042-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: Metropolitan Water District of Southern California

- **C.1 - Title:** Metropolitan Water District of Southern California 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TUT6, C.4 - ISIN: US59266TUT68, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $76975000.00
- **C.18.a - Value (excl. sponsor support):** $76975000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2037-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416T3Q9, C.4 - ISIN: US60416T3Q94, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $29890000.00
- **C.18.a - Value (excl. sponsor support):** $29890000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2053-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416T6V5, C.4 - ISIN: US60416T6V52, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $19980000.00
- **C.18.a - Value (excl. sponsor support):** $19980000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2054-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416T7X0, C.4 - ISIN: US60416T7X00, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $19950000.00
- **C.18.a - Value (excl. sponsor support):** $19950000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2050-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416TPL6, C.4 - ISIN: US60416TPL60, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $29365000.00
- **C.18.a - Value (excl. sponsor support):** $29365000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2052-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416TQS0, C.4 - ISIN: US60416TQS05, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2052-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416TRT7, C.4 - ISIN: US60416TRT78, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2052-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416TT65, C.4 - ISIN: US60416TT658, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $28810000.00
- **C.18.a - Value (excl. sponsor support):** $28810000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416TUV8, C.4 - ISIN: US60416TUV87, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2053-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416TZ50, C.4 - ISIN: US60416TZ507, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $29530000.00
- **C.18.a - Value (excl. sponsor support):** $29530000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UCJ2, C.4 - ISIN: US60416UCJ25, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $14970000.00
- **C.18.a - Value (excl. sponsor support):** $14970000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2051-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: Health & Educational Facilities Authority of the State of Missouri

- **C.1 - Title:** Health & Educational Facilities Authority of the State of Missouri 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60637AWA6, C.4 - ISIN: US60637AWA68, C.3 - LEI: 549300IWTBCMX5JB3277
- **C.18 - Value (incl. sponsor support):** $66535000.00
- **C.18.a - Value (excl. sponsor support):** $66535000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2053-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.600000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HA74, C.4 - ISIN: US60700HA742, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $29450000.00
- **C.18.a - Value (excl. sponsor support):** $29450000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2044-11-01
- **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? No, C.23 Categorized at Level 3? No

### Security 198: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $18030000.00
- **C.18.a - Value (excl. sponsor support):** $18030000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.600000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HNK1, C.4 - ISIN: US60700HNK13, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $26925000.00
- **C.18.a - Value (excl. sponsor support):** $26925000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2057-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HNP0, C.4 - ISIN: US60700HNP00, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $47500000.00
- **C.18.a - Value (excl. sponsor support):** $47500000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2031-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.730000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HNR6, C.4 - ISIN: US60700HNR65, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $120640000.00
- **C.18.a - Value (excl. sponsor support):** $120640000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.730000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HNZ8, C.4 - ISIN: US60700HNZ81, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $91250000.00
- **C.18.a - Value (excl. sponsor support):** $91250000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.630000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HPE3, C.4 - ISIN: US60700HPE35, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.730000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HPN3, C.4 - ISIN: US60700HPN34, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $87810000.00
- **C.18.a - Value (excl. sponsor support):** $87810000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **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? No, C.23 Categorized at Level 3? No

### Security 205: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HQY8, C.4 - ISIN: US60700HQY89, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $33650000.00
- **C.18.a - Value (excl. sponsor support):** $33650000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2058-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.560000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HVG1, C.4 - ISIN: US60700HVG19, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $37740000.00
- **C.18.a - Value (excl. sponsor support):** $37740000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2062-12-01
- **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? No, C.23 Categorized at Level 3? No

### Security 207: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.560000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HXA2, C.4 - ISIN: US60700HXA21, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $11325000.00
- **C.18.a - Value (excl. sponsor support):** $11325000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2034-07-01
- **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? No, C.23 Categorized at Level 3? No

### Security 208: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.560000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HXQ7, C.4 - ISIN: US60700HXQ72, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $17980000.00
- **C.18.a - Value (excl. sponsor support):** $17980000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2040-11-01
- **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? No, C.23 Categorized at Level 3? No

### Security 209: Mizuho Bank Ltd./New York

- **C.1 - Title:** Mizuho Bank Ltd./New York 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TF55, C.4 - ISIN: US60710TF554, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $100018890.00
- **C.18.a - Value (excl. sponsor support):** $100018890.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC 4.510000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455EAC3, C.4 - ISIN: US62455EAC30, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $50002369.00
- **C.18.a - Value (excl. sponsor support):** $50002369.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? No, C.23 Categorized at Level 3? No

### Security 211: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FT22, C.4 - ISIN: US62455FT224, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $99963760.00
- **C.18.a - Value (excl. sponsor support):** $99963760.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FT30, C.4 - ISIN: US62455FT307, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $224891212.50
- **C.18.a - Value (excl. sponsor support):** $224891212.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FT48, C.4 - ISIN: US62455FT489, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $99939520.00
- **C.18.a - Value (excl. sponsor support):** $99939520.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FT55, C.4 - ISIN: US62455FT554, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $49962350.00
- **C.18.a - Value (excl. sponsor support):** $49962350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FXX9, C.4 - ISIN: US62455FXX94, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $49050620.00
- **C.18.a - Value (excl. sponsor support):** $49050620.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 216: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBA4, C.4 - ISIN: US62630WBA45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59305000.00
- **C.18.a - Value (excl. sponsor support):** $59305000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2029-05-01
- **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? No, C.23 Categorized at Level 3? No

### Security 217: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCQ8, C.4 - ISIN: US62630WCQ87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6275000.00
- **C.18.a - Value (excl. sponsor support):** $6275000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2030-12-01
- **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? No, C.23 Categorized at Level 3? No

### Security 218: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WEL7, C.4 - ISIN: US62630WEL72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $72060000.00
- **C.18.a - Value (excl. sponsor support):** $72060000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2030-09-01
- **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? No, C.23 Categorized at Level 3? No

### Security 219: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WFV4, C.4 - ISIN: US62630WFV46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $166585000.00
- **C.18.a - Value (excl. sponsor support):** $166585000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2056-05-15
- **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? No, C.23 Categorized at Level 3? No

### Security 220: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WMB0, C.4 - ISIN: US62630WMB09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $133136000.00
- **C.18.a - Value (excl. sponsor support):** $133136000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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? No, C.23 Categorized at Level 3? No

### Security 221: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WNE3, C.4 - ISIN: US62630WNE39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2041-11-01
- **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? No, C.23 Categorized at Level 3? No

### Security 222: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WNY9, C.4 - ISIN: US62630WNY92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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? No, C.23 Categorized at Level 3? No

### Security 223: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WPA9, C.4 - ISIN: US62630WPA98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30740000.00
- **C.18.a - Value (excl. sponsor support):** $30740000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WPF8, C.4 - ISIN: US62630WPF85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $42985000.00
- **C.18.a - Value (excl. sponsor support):** $42985000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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? No, C.23 Categorized at Level 3? No

### Security 225: National Australia Bank Ltd./New York

- **C.1 - Title:** National Australia Bank Ltd./New York 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63253T6X1, C.4 - ISIN: US63253T6X13, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $149976030.00
- **C.18.a - Value (excl. sponsor support):** $149976030.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: National Bank of Canada

- **C.1 - Title:** National Bank of Canada 4.690000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NLN5, C.4 - ISIN: US63307NLN56, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $125065970.00
- **C.18.a - Value (excl. sponsor support):** $125065970.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: New Hampshire Business Finance Authority

- **C.1 - Title:** New Hampshire Business Finance Authority 4.520000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAA7, C.4 - ISIN: US63609FAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2028-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: New Hampshire Business Finance Authority

- **C.1 - Title:** New Hampshire Business Finance Authority 4.520000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24400000.00
- **C.18.a - Value (excl. sponsor support):** $24400000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: New Hampshire Business Finance Authority

- **C.1 - Title:** New Hampshire Business Finance Authority 4.520000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAC3, C.4 - ISIN: US63609FAC32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $26700000.00
- **C.18.a - Value (excl. sponsor support):** $26700000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2033-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: New Hampshire Business Finance Authority

- **C.1 - Title:** New Hampshire Business Finance Authority 4.650000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAD1, C.4 - ISIN: US63609FAD15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $194000000.00
- **C.18.a - Value (excl. sponsor support):** $194000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2029-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: Natixis NY

- **C.1 - Title:** Natixis NY 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873Q6A7, C.4 - ISIN: US63873Q6A78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100005090.00
- **C.18.a - Value (excl. sponsor support):** $100005090.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: Natixis NY

- **C.1 - Title:** Natixis NY 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TAN8, C.4 - ISIN: US63873TAN81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125002875.00
- **C.18.a - Value (excl. sponsor support):** $125002875.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: New York State Housing Finance Agency

- **C.1 - Title:** New York State Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64987D6K5, C.4 - ISIN: US64987D6K55, C.3 - LEI: 5493000LS7KCDB02O506
- **C.18 - Value (incl. sponsor support):** $39515000.00
- **C.18.a - Value (excl. sponsor support):** $39515000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2055-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: New York State Housing Finance Agency

- **C.1 - Title:** New York State Housing Finance Agency 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64987DV76, C.4 - ISIN: US64987DV761, C.3 - LEI: 5493000LS7KCDB02O506
- **C.18 - Value (incl. sponsor support):** $45250000.00
- **C.18.a - Value (excl. sponsor support):** $45250000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2050-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: Nordea Bank Abp/New York

- **C.1 - Title:** Nordea Bank Abp/New York 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGT9, C.4 - ISIN: US65558WGT99, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $125005937.50
- **C.18.a - Value (excl. sponsor support):** $125005937.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: North Dakota Housing Finance Agency

- **C.1 - Title:** North Dakota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 658909M45, C.4 - ISIN: US658909M454, C.3 - LEI: 549300DVQAGW0B16JX70
- **C.18 - Value (incl. sponsor support):** $29900000.00
- **C.18.a - Value (excl. sponsor support):** $29900000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2052-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: North Texas Higher Education Authority, Inc.

- **C.1 - Title:** North Texas Higher Education Authority, Inc. 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40418000.00
- **C.18.a - Value (excl. sponsor support):** $40418000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: Ontario Teachers' Finance Trust

- **C.1 - Title:** Ontario Teachers' Finance Trust
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 68328HBC7, C.4 - ISIN: US68328HBC79, C.3 - LEI: H8N91ZZ5ZBHE2NQ34P83
- **C.18 - Value (incl. sponsor support):** $96973270.00
- **C.18.a - Value (excl. sponsor support):** $96973270.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **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 239: Ontario Teachers' Finance Trust

- **C.1 - Title:** Ontario Teachers' Finance Trust
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 68328HBH6, C.4 - ISIN: US68328HBH66, C.3 - LEI: H8N91ZZ5ZBHE2NQ34P83
- **C.18 - Value (incl. sponsor support):** $44582592.80
- **C.18.a - Value (excl. sponsor support):** $44582592.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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
- **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 240: Oversea-Chinese Banking Corp. Ltd./New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFC4, C.4 - ISIN: US69033NFC48, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $150010575.00
- **C.18.a - Value (excl. sponsor support):** $150010575.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: Oversea-Chinese Banking Corp. Ltd./New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFE0, C.4 - ISIN: US69033NFE04, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100007620.00
- **C.18.a - Value (excl. sponsor support):** $100007620.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: Oversea-Chinese Banking Corp. Ltd./New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFL4, C.4 - ISIN: US69033NFL47, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $56737407.18
- **C.18.a - Value (excl. sponsor support):** $56737407.18
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: Oversea-Chinese Banking Corp. Ltd./New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGG4, C.4 - ISIN: US69033NGG43, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100032060.00
- **C.18.a - Value (excl. sponsor support):** $100032060.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: Overwatch Alpha Funding LLC

- **C.1 - Title:** Overwatch Alpha Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039TT30, C.4 - ISIN: US69039TT303, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $309846550.00
- **C.18.a - Value (excl. sponsor support):** $309846550.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MT55, C.4 - ISIN: US69901MT556, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44967172.50
- **C.18.a - Value (excl. sponsor support):** $44967172.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 5.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MT63, C.4 - ISIN: US69901MT630, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $22480836.75
- **C.18.a - Value (excl. sponsor support):** $22480836.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 5.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MTP1, C.4 - ISIN: US69901MTP13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99707460.00
- **C.18.a - Value (excl. sponsor support):** $99707460.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-06-23
- **C.12 - Maturity Date (WAL):** 2025-06-23
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **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 248: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MUA2, C.4 - ISIN: US69901MUA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99500330.00
- **C.18.a - Value (excl. sponsor support):** $99500330.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 5.0300%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 249: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MWF9, C.4 - ISIN: US69901MWF93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98679100.00
- **C.18.a - Value (excl. sponsor support):** $98679100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 250: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MXT8, C.4 - ISIN: US69901MXT88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98166670.00
- **C.18.a - Value (excl. sponsor support):** $98166670.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **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 251: Park Avenue Collateralized Notes Co. LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co. LLC 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RBD4, C.4 - ISIN: US70018RBD44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149999700.00
- **C.18.a - Value (excl. sponsor support):** $149999700.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **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 252: Pennsylvania Higher Education Assistance Agency

- **C.1 - Title:** Pennsylvania Higher Education Assistance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32260000.00
- **C.18.a - Value (excl. sponsor support):** $32260000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2054-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DU79, C.4 - ISIN: US73044DU796, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24884330.00
- **C.18.a - Value (excl. sponsor support):** $24884330.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 254: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DVK9, C.4 - ISIN: US73044DVK98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99006180.00
- **C.18.a - Value (excl. sponsor support):** $99006180.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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 255: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DVS2, C.4 - ISIN: US73044DVS25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49459860.00
- **C.18.a - Value (excl. sponsor support):** $49459860.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 256: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAC3, C.4 - ISIN: US73044GAC33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97249440.00
- **C.18.a - Value (excl. sponsor support):** $97249440.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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
- **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 257: Port of Seattle WA

- **C.1 - Title:** Port of Seattle WA 4.440000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 73539CFK1, C.4 - ISIN: US73539CFK18, C.3 - LEI: 549300T9UCDUJ3GZL429
- **C.18 - Value (incl. sponsor support):** $25000542.50
- **C.18.a - Value (excl. sponsor support):** $25000542.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: Port of Seattle, WA

- **C.1 - Title:** Port of Seattle, WA 4.420000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 73539DAC2, C.4 - ISIN: US73539DAC20, C.3 - LEI: 549300T9UCDUJ3GZL429
- **C.18 - Value (incl. sponsor support):** $34001251.20
- **C.18.a - Value (excl. sponsor support):** $34001251.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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 259: City of Portland, ME

- **C.1 - Title:** City of Portland, ME 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 7365594Y8, C.4 - ISIN: US7365594Y83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20475000.00
- **C.18.a - Value (excl. sponsor support):** $20475000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: Private Colleges & Universities Authority

- **C.1 - Title:** Private Colleges & Universities Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 74265L2U1, C.4 - ISIN: US74265L2U18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110445000.00
- **C.18.a - Value (excl. sponsor support):** $110445000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2052-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: Ranger Funding Co. LLC

- **C.1 - Title:** Ranger Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300AWG7, C.4 - ISIN: US75300AWG74, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $126278028.80
- **C.18.a - Value (excl. sponsor support):** $126278028.80
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 262: Regatta Funding Co. LLC

- **C.1 - Title:** Regatta Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75888WT40, C.4 - ISIN: US75888WT408, C.3 - LEI: 549300WUYTMY4HKCQ621
- **C.18 - Value (incl. sponsor support):** $75054346.71
- **C.18.a - Value (excl. sponsor support):** $75054346.71
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: Regatta Funding Co. LLC

- **C.1 - Title:** Regatta Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75888WT57, C.4 - ISIN: US75888WT572, C.3 - LEI: 549300WUYTMY4HKCQ621
- **C.18 - Value (incl. sponsor support):** $62954022.60
- **C.18.a - Value (excl. sponsor support):** $62954022.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: Regatta Funding Co. LLC

- **C.1 - Title:** Regatta Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75888WVT2, C.4 - ISIN: US75888WVT25, C.3 - LEI: 549300WUYTMY4HKCQ621
- **C.18 - Value (incl. sponsor support):** $124221540.00
- **C.18.a - Value (excl. sponsor support):** $124221540.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 265: Rhode Island Housing & Mortgage Finance Corp.

- **C.1 - Title:** Rhode Island Housing & Mortgage Finance Corp. 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221R7S6, C.4 - ISIN: US76221R7S64, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $32355000.00
- **C.18.a - Value (excl. sponsor support):** $32355000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2053-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYC2, C.4 - ISIN: US76582JYC25, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $97972190.00
- **C.18.a - Value (excl. sponsor support):** $97972190.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **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
- **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 267: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYE8, C.4 - ISIN: US76582JYE80, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $36787159.61
- **C.18.a - Value (excl. sponsor support):** $36787159.61
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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 268: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYK4, C.4 - ISIN: US76582JYK41, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $29365836.00
- **C.18.a - Value (excl. sponsor support):** $29365836.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **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 269: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78013WET36, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $95794230.00
- **C.18.a - Value (excl. sponsor support):** $95794230.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: Royal Bank of Canada/New York

- **C.1 - Title:** Royal Bank of Canada/New York 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JCY1, C.4 - ISIN: US78015JCY10, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $125033825.00
- **C.18.a - Value (excl. sponsor support):** $125033825.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: Royal Bank of Canada/New York

- **C.1 - Title:** Royal Bank of Canada/New York 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JU70, C.4 - ISIN: US78015JU707, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $75024225.00
- **C.18.a - Value (excl. sponsor support):** $75024225.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: ST Engineering North America Inc.

- **C.1 - Title:** ST Engineering North America Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78476GT47, C.4 - ISIN: US78476GT477, C.3 - LEI: 549300ZSV6VOGFH1ER70
- **C.18 - Value (incl. sponsor support):** $83949751.20
- **C.18.a - Value (excl. sponsor support):** $83949751.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: City & County of San Francisco, CA

- **C.1 - Title:** City & County of San Francisco, CA 5.000000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 79773KNY6, C.4 - ISIN: US79773KNY63, C.3 - LEI: 549300RA28ZEFOB6M782
- **C.18 - Value (incl. sponsor support):** $52105049.13
- **C.18.a - Value (excl. sponsor support):** $52105049.13
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-15
- **C.12 - Maturity Date (WAL):** 2025-06-15
- **C.13 - Final Legal Maturity Date:** 2025-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: Siesta Key Issuing Trust

- **C.1 - Title:** Siesta Key Issuing Trust 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 826531AA3, C.4 - ISIN: US826531AA38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24240000.00
- **C.18.a - Value (excl. sponsor support):** $24240000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2075-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VNY2, C.4 - ISIN: US85325VNY29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74999550.00
- **C.18.a - Value (excl. sponsor support):** $74999550.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VPN4, C.4 - ISIN: US85325VPN46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155016662.50
- **C.18.a - Value (excl. sponsor support):** $155016662.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQG8, C.4 - ISIN: US85325VQG85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99977200.00
- **C.18.a - Value (excl. sponsor support):** $99977200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 278: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VRB8, C.4 - ISIN: US85325VRB89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49967455.00
- **C.18.a - Value (excl. sponsor support):** $49967455.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: Starbird Funding Corp.

- **C.1 - Title:** Starbird Funding Corp.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LT62, C.4 - ISIN: US85520LT622, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99915220.00
- **C.18.a - Value (excl. sponsor support):** $99915220.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: State Street Bank & Trust Co.

- **C.1 - Title:** State Street Bank & Trust Co. 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PH3, C.4 - ISIN: US8574P1PH36, C.3 - LEI: 549300ZFEEJ2IP5VME73
- **C.18 - Value (incl. sponsor support):** $150039765.00
- **C.18.a - Value (excl. sponsor support):** $150039765.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 281: State Street Bank & Trust Co.

- **C.1 - Title:** State Street Bank & Trust Co. 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PS9, C.4 - ISIN: US8574P1PS90, C.3 - LEI: 549300ZFEEJ2IP5VME73
- **C.18 - Value (incl. sponsor support):** $150016620.00
- **C.18.a - Value (excl. sponsor support):** $150016620.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: Sumitomo Mitsui Trust Bank Ltd./New York

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd./New York 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P4J7, C.4 - ISIN: US86564P4J71, C.3 - LEI: 353800P843RLCDBLNT17
- **C.18 - Value (incl. sponsor support):** $95009899.00
- **C.18.a - Value (excl. sponsor support):** $95009899.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: Sumitomo Mitsui Banking Corp./New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp./New York 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLG3, C.4 - ISIN: US86565GLG37, C.3 - LEI: 35380028MYWPB6AUO129
- **C.18 - Value (incl. sponsor support):** $100008510.00
- **C.18.a - Value (excl. sponsor support):** $100008510.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPD6, C.4 - ISIN: US86565GPD69, C.3 - LEI: 35380028MYWPB6AUO129
- **C.18 - Value (incl. sponsor support):** $100001600.00
- **C.18.a - Value (excl. sponsor support):** $100001600.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: Norfina Ltd.

- **C.1 - Title:** Norfina Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724AU90, C.4 - ISIN: US86724AU901, C.3 - LEI: 9845005D9C6BAA10BK72
- **C.18 - Value (incl. sponsor support):** $49758335.00
- **C.18.a - Value (excl. sponsor support):** $49758335.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 286: Svenska Handelsbanken

- **C.1 - Title:** Svenska Handelsbanken 4.505000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TJV9, C.4 - ISIN: US86959TJV98, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $80005392.00
- **C.18.a - Value (excl. sponsor support):** $80005392.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 287: Svenska Handelsbanken/New York

- **C.1 - Title:** Svenska Handelsbanken/New York 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLN4, C.4 - ISIN: US86959TLN45, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $124996075.00
- **C.18.a - Value (excl. sponsor support):** $124996075.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 288: Swedbank AB

- **C.1 - Title:** Swedbank AB 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WE43, C.4 - ISIN: US87019WE432, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $119993136.00
- **C.18.a - Value (excl. sponsor support):** $119993136.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 289: Tender Option Bond Trust Receipts/Certificates

- **C.1 - Title:** Tender Option Bond Trust Receipts/Certificates 4.520000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88033S7D0, C.4 - ISIN: US88033S7D07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2049-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: State of Texas

- **C.1 - Title:** State of Texas 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2056-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: State of Texas

- **C.1 - Title:** State of Texas 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724Z75, C.4 - ISIN: US882724Z754, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2051-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 292: Toronto-Dominion Bank/NY

- **C.1 - Title:** Toronto-Dominion Bank/NY 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D2Y1, C.4 - ISIN: US89115D2Y11, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $150106335.00
- **C.18.a - Value (excl. sponsor support):** $150106335.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DA30, C.4 - ISIN: US89115DA301, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $100050420.00
- **C.18.a - Value (excl. sponsor support):** $100050420.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 294: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCL8, C.4 - ISIN: US89115DCL82, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $150010035.00
- **C.18.a - Value (excl. sponsor support):** $150010035.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 295: Toronto-Dominion Bank/NY

- **C.1 - Title:** Toronto-Dominion Bank/NY 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DTT3, C.4 - ISIN: US89115DTT36, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $74969572.50
- **C.18.a - Value (excl. sponsor support):** $74969572.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 296: TotalEnergies Capital SA

- **C.1 - Title:** TotalEnergies Capital SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152ET40, C.4 - ISIN: US89152ET401, C.3 - LEI: 529900S21EQ1BO4ESM68
- **C.18 - Value (incl. sponsor support):** $59963736.00
- **C.18.a - Value (excl. sponsor support):** $59963736.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 297: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A0XE8, C.4 - ISIN: US8923A0XE80, C.3 - LEI: 5493006W3QUS5LMH6R84
- **C.18 - Value (incl. sponsor support):** $49153770.00
- **C.18.a - Value (excl. sponsor support):** $49153770.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **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 298: Triborough Bridge & Tunnel Authority

- **C.1 - Title:** Triborough Bridge & Tunnel Authority 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RHU2, C.4 - ISIN: US89602RHU23, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $77500000.00
- **C.18.a - Value (excl. sponsor support):** $77500000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2032-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 299: UBS AG/Stamford CT

- **C.1 - Title:** UBS AG/Stamford CT 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DTH3, C.4 - ISIN: US90275DTH34, C.3 - LEI: 549300SZJ9VS8SGXAN81
- **C.18 - Value (incl. sponsor support):** $100005840.00
- **C.18.a - Value (excl. sponsor support):** $100005840.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 300: UBS AG/Stamford CT

- **C.1 - Title:** UBS AG/Stamford CT 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DTS9, C.4 - ISIN: US90275DTS98, C.3 - LEI: 549300SZJ9VS8SGXAN81
- **C.18 - Value (incl. sponsor support):** $125066962.50
- **C.18.a - Value (excl. sponsor support):** $125066962.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 301: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.350000%
- **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: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 3.8000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DD8715 C | 2054-09-20      | 6.5000%  | 0.0000% | $8789498.72        | $9276446.71        | Agency Mortgage-Backed Securities |
| GNII SF DE2624 C | 2054-10-20      | 5.5000%  | 0.0000% | $3041658.43        | $3042794.67        | Agency Mortgage-Backed Securities |
| GNII SF DE3721 C | 2054-09-20      | 7.0000%  | 0.0000% | $2004480.38        | $2126398.67        | Agency Mortgage-Backed Securities |
| GNII SF DE3752 C | 2054-09-20      | 7.0000%  | 0.0000% | $1560099.45        | $1613581.04        | Agency Mortgage-Backed Securities |
| GNII SF DE5296 C | 2054-11-20      | 5.5000%  | 0.0000% | $1510569.45        | $1521340.66        | Agency Mortgage-Backed Securities |
| GNII SF DE4848 C | 2054-11-20      | 6.0000%  | 0.0000% | $3877540.96        | $3979335.46        | Agency Mortgage-Backed Securities |
| GNII SF DE4851 C | 2054-10-20      | 6.5000%  | 0.0000% | $1207034.43        | $1265347.60        | Agency Mortgage-Backed Securities |
| GNII SF DE4854 C | 2054-10-20      | 6.5000%  | 0.0000% | $1372476.38        | $1428698.65        | Agency Mortgage-Backed Securities |
| GNII SF DE4983 C | 2054-09-20      | 6.5000%  | 0.0000% | $1066245.09        | $1103393.19        | Agency Mortgage-Backed Securities |
| GNII SF DE6167 C | 2054-08-20      | 7.0000%  | 0.0000% | $1382529.73        | $1429924.08        | Agency Mortgage-Backed Securities |
| GNII SF DE6401 C | 2054-09-20      | 7.0000%  | 0.0000% | $14289981.49       | $15024356.34       | Agency Mortgage-Backed Securities |
| GNII SF DE6772 C | 2054-11-20      | 6.0000%  | 0.0000% | $4134864.23        | $4222136.05        | Agency Mortgage-Backed Securities |
| GNII SF DE6833 C | 2054-10-20      | 6.5000%  | 0.0000% | $4133320.60        | $4306081.45        | Agency Mortgage-Backed Securities |
| GNII SF DE6836 C | 2054-10-20      | 6.5000%  | 0.0000% | $4794298.82        | $5010833.86        | Agency Mortgage-Backed Securities |
| GNII SF DE9446 C | 2054-09-20      | 7.0000%  | 0.0000% | $1068692.53        | $1151368.60        | Agency Mortgage-Backed Securities |
| GNII SF DF3696 C | 2054-10-20      | 5.5000%  | 0.0000% | $968890.69         | $981571.10         | Agency Mortgage-Backed Securities |
| GNII SF DF3951 C | 2054-09-20      | 7.0000%  | 0.0000% | $1127738.69        | $1208297.45        | Agency Mortgage-Backed Securities |
| GNII SF DF5671 C | 2055-02-20      | 5.5000%  | 0.0000% | $1674385.96        | $1692492.03        | Agency Mortgage-Backed Securities |
| GNII SF DF6856 C | 2054-11-20      | 5.5000%  | 0.0000% | $1826874.27        | $1847529.92        | Agency Mortgage-Backed Securities |
| GNII SF DG0675 C | 2054-12-20      | 5.5000%  | 0.0000% | $1041159.21        | $1056192.04        | Agency Mortgage-Backed Securities |
| GNII SF DG1682 C | 2055-02-20      | 5.5000%  | 0.0000% | $1314612.91        | $1325801.00        | Agency Mortgage-Backed Securities |
| GNII SF DG1623 C | 2055-02-20      | 5.5000%  | 0.0000% | $981534.54         | $989134.13         | Agency Mortgage-Backed Securities |
| GNII SF DG4691 C | 2054-11-20      | 6.5000%  | 0.0000% | $1803304.63        | $1869152.50        | Agency Mortgage-Backed Securities |
| GNII SF DG7158 C | 2054-12-20      | 5.5000%  | 0.0000% | $1021087.90        | $1033512.04        | Agency Mortgage-Backed Securities |
| GNII SF DG8747 C | 2055-02-20      | 6.0000%  | 0.0000% | $1210155.39        | $1236728.38        | Agency Mortgage-Backed Securities |
| GNII SF DH3425 C | 2055-01-20      | 5.5000%  | 0.0000% | $1111218.63        | $1124940.58        | Agency Mortgage-Backed Securities |
| GNII SF DH3450 C | 2055-02-20      | 6.0000%  | 0.0000% | $1258638.90        | $1296472.74        | Agency Mortgage-Backed Securities |
| GNII SF DH3457 C | 2055-02-20      | 6.5000%  | 0.0000% | $2854426.38        | $2987248.87        | Agency Mortgage-Backed Securities |
| GNII SF DJ0714 C | 2055-05-20      | 7.0000%  | 0.0000% | $1319520.30        | $1381437.32        | Agency Mortgage-Backed Securities |
| GNII SF DJ0720 C | 2055-05-20      | 6.5000%  | 0.0000% | $5411437.70        | $5644995.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ0746 C | 2055-04-20      | 7.0000%  | 0.0000% | $1489810.77        | $1568731.84        | Agency Mortgage-Backed Securities |
| GNII SF DJ1071 C | 2055-04-20      | 6.0000%  | 0.0000% | $13137645.01       | $13522884.55       | Agency Mortgage-Backed Securities |
| GNII SF DJ6580 C | 2055-05-20      | 6.5000%  | 0.0000% | $1387152.17        | $1435544.52        | Agency Mortgage-Backed Securities |
| GNII SF DJ8104 C | 2055-05-20      | 5.5000%  | 0.0000% | $9380620.33        | $9317306.36        | Agency Mortgage-Backed Securities |
| GNII SF DJ8795 C | 2055-05-20      | 5.5000%  | 0.0000% | $1663140.33        | $1663763.27        | Agency Mortgage-Backed Securities |
| GNII SF DK0892 C | 2055-05-20      | 6.0000%  | 0.0000% | $10460766.90       | $10703303.27       | Agency Mortgage-Backed Securities |
| GNII SF DK3350 C | 2055-05-20      | 6.0000%  | 0.0000% | $2632954.47        | $2704824.47        | Agency Mortgage-Backed Securities |
| GNII SF MB0063 M | 2026-03-20      | 3.5000%  | 0.0000% | $32295.77          | $30708.16          | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M | 2054-11-20      | 4.5000%  | 0.0000% | $956.85            | $904.71            | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M | 2054-12-20      | 5.5000%  | 0.0000% | $32617216.23       | $32509206.15       | Agency Mortgage-Backed Securities |
| GNII SF MB0363 M | 2055-05-20      | 4.0000%  | 0.0000% | $8519377.37        | $7819086.44        | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M | 2055-05-20      | 6.0000%  | 0.0000% | $54111444.13       | $54916802.78       | Agency Mortgage-Backed Securities |
| GNII SF MB0369 M | 2053-12-20      | 7.0000%  | 0.0000% | $149660561.97      | $155430857.94      | Agency Mortgage-Backed Securities |
| GNII SF DI0030 C | 2055-03-20      | 5.5000%  | 0.0000% | $1319961.34        | $1330182.54        | Agency Mortgage-Backed Securities |
| GNII SF DI1516 C | 2055-03-20      | 5.5000%  | 0.0000% | $2023158.12        | $2043605.28        | Agency Mortgage-Backed Securities |
| GNII SF DI4083 C | 2055-05-20      | 5.5000%  | 0.0000% | $8263964.70        | $8267026.96        | Agency Mortgage-Backed Securities |
| GNII SF DI5086 C | 2055-05-20      | 5.5000%  | 0.0000% | $2577333.43        | $2578296.21        | Agency Mortgage-Backed Securities |
| GNII SF DI6497 C | 2055-05-20      | 5.5000%  | 0.0000% | $21280118.80       | $21301155.39       | Agency Mortgage-Backed Securities |
| GNII SF AT4733 C | 2046-09-20      | 4.0000%  | 0.0000% | $900404.21         | $828282.03         | Agency Mortgage-Backed Securities |
| GNII SF AW8749 C | 2046-12-20      | 4.0000%  | 0.0000% | $2366691.52        | $2181716.17        | Agency Mortgage-Backed Securities |
| GNII SF AI4167 C | 2044-08-20      | 4.0000%  | 0.0000% | $125039.39         | $116782.07         | Agency Mortgage-Backed Securities |
| GNII SF 003500 M | 2034-01-20      | 5.5000%  | 0.0000% | $1758.91           | $1830.20           | Agency Mortgage-Backed Securities |
| GNII SF 003515 M | 2034-02-20      | 5.5000%  | 0.0000% | $29737.11          | $30584.94          | Agency Mortgage-Backed Securities |
| GNII SF 003596 M | 2034-08-20      | 5.5000%  | 0.0000% | $10098.72          | $10422.79          | Agency Mortgage-Backed Securities |
| GNII SF 002810 M | 2029-09-20      | 7.5000%  | 0.0000% | $726.58            | $748.82            | Agency Mortgage-Backed Securities |
| GNII SF 003040 M | 2031-02-20      | 7.0000%  | 0.0000% | $26364.30          | $27409.09          | Agency Mortgage-Backed Securities |
| GNII SF 003295 M | 2032-10-20      | 5.5000%  | 0.0000% | $1958.79           | $2029.76           | Agency Mortgage-Backed Securities |
| GNII SF 003359 M | 2033-03-20      | 5.0000%  | 0.0000% | $936.57            | $941.76            | Agency Mortgage-Backed Securities |
| GNII SF 004373 M | 2039-02-20      | 7.0000%  | 0.0000% | $2966.08           | $3081.33           | Agency Mortgage-Backed Securities |
| GNII SF 004447 M | 2039-05-20      | 5.0000%  | 0.0000% | $120572.24         | $120569.56         | Agency Mortgage-Backed Securities |
| GNII SF 004471 M | 2039-06-20      | 6.0000%  | 0.0000% | $19917.17          | $20844.28          | Agency Mortgage-Backed Securities |
| GNII SF 003736 M | 2035-07-20      | 5.5000%  | 0.0000% | $2458.18           | $2510.00           | Agency Mortgage-Backed Securities |
| GNII SF 003748 M | 2035-08-20      | 5.5000%  | 0.0000% | $551.90            | $563.54            | Agency Mortgage-Backed Securities |
| GNII SF 003829 M | 2036-03-20      | 5.0000%  | 0.0000% | $10546.65          | $10539.74          | Agency Mortgage-Backed Securities |
| GNII SF 003920 M | 2036-11-20      | 6.0000%  | 0.0000% | $1034953.93        | $1080692.00        | Agency Mortgage-Backed Securities |
| GNII SF 003890 M | 2036-08-20      | 6.0000%  | 0.0000% | $1042.67           | $1087.94           | Agency Mortgage-Backed Securities |
| GNII SF 003997 M | 2037-06-20      | 5.5000%  | 0.0000% | $595.73            | $608.30            | Agency Mortgage-Backed Securities |
| GNII SF 005289 M | 2026-12-20      | 2.5000%  | 0.0000% | $3049.04           | $3008.10           | Agency Mortgage-Backed Securities |
| GNII SF 005331 M | 2042-03-20      | 3.5000%  | 0.0000% | $96092.48          | $88140.77          | Agency Mortgage-Backed Securities |
| GNII SF 005332 M | 2042-03-20      | 4.0000%  | 0.0000% | $1572410.76        | $1484178.42        | Agency Mortgage-Backed Securities |
| GNII SF 004559 M | 2039-10-20      | 5.0000%  | 0.0000% | $5430219.51        | $5466644.22        | Agency Mortgage-Backed Securities |
| GNII SF 004539 M | 2039-09-20      | 4.0000%  | 0.0000% | $5297.25           | $5000.28           | Agency Mortgage-Backed Securities |
| GNII SF 004598 M | 2039-12-20      | 4.5000%  | 0.0000% | $2831.95           | $2775.76           | Agency Mortgage-Backed Securities |
| GNII SF 004635 M | 2040-02-20      | 4.0000%  | 0.0000% | $1326.21           | $1251.84           | Agency Mortgage-Backed Securities |
| GNII SF 004696 M | 2040-05-20      | 4.5000%  | 0.0000% | $3453739.10        | $3385199.65        | Agency Mortgage-Backed Securities |
| GNII SF 004772 M | 2040-08-20      | 5.0000%  | 0.0000% | $598261.77         | $598248.47         | Agency Mortgage-Backed Securities |
| GNII SF 004800 M | 2040-09-20      | 4.0000%  | 0.0000% | $46220.21          | $43627.82          | Agency Mortgage-Backed Securities |
| GNII SF 004804 M | 2040-09-20      | 6.0000%  | 0.0000% | $10790.53          | $11292.51          | Agency Mortgage-Backed Securities |
| GNII SF 004832 M | 2040-10-20      | 3.5000%  | 0.0000% | $178179.68         | $163512.72         | Agency Mortgage-Backed Securities |
| GNII SF 005081 M | 2041-06-20      | 4.0000%  | 0.0000% | $9236.50           | $8718.33           | Agency Mortgage-Backed Securities |
| GNII SF 005240 M | 2038-11-20      | 6.0000%  | 0.0000% | $153566.22         | $160709.87         | Agency Mortgage-Backed Securities |
| GNII SF 501803 C | 2028-08-20      | 6.0000%  | 0.0000% | $20768.06          | $21068.08          | Agency Mortgage-Backed Securities |
| GNII SF 757168 C | 2040-11-20      | 4.0000%  | 0.0000% | $161001.60         | $150334.15         | Agency Mortgage-Backed Securities |
| GNII SF 757211 C | 2040-12-20      | 4.5000%  | 0.0000% | $888370.04         | $859092.04         | Agency Mortgage-Backed Securities |
| GNII SF 759339 C | 2041-02-20      | 4.5000%  | 0.0000% | $1588802.51        | $1513245.41        | Agency Mortgage-Backed Securities |
| GNII SF 759513 C | 2031-01-20      | 4.5000%  | 0.0000% | $137144.46         | $136941.07         | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M | 2046-01-20      | 3.5000%  | 0.0000% | $4349401.64        | $3938663.48        | Agency Mortgage-Backed Securities |
| GNII SF MA4387 M | 2038-09-20      | 6.0000%  | 0.0000% | $36402.58          | $38096.11          | Agency Mortgage-Backed Securities |
| GNII SF MA3669 M | 2034-01-20      | 6.5000%  | 0.0000% | $13314.77          | $13868.43          | Agency Mortgage-Backed Securities |
| GNII SF MA3803 M | 2046-07-20      | 3.5000%  | 0.0000% | $6045239.05        | $5464022.22        | Agency Mortgage-Backed Securities |
| GNII SF MA4262 M | 2047-02-20      | 3.5000%  | 0.0000% | $3188274.33        | $2879580.65        | Agency Mortgage-Backed Securities |
| GNII SF MA4514 M | 2047-06-20      | 5.5000%  | 0.0000% | $1128501.68        | $1148236.41        | Agency Mortgage-Backed Securities |
| GNII SF MA4585 M | 2047-07-20      | 3.0000%  | 0.0000% | $16187820.08       | $14269347.57       | Agency Mortgage-Backed Securities |
| GNII SF MA4840 M | 2047-11-20      | 5.0000%  | 0.0000% | $1853512.61        | $1833466.46        | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M | 2048-02-20      | 3.5000%  | 0.0000% | $7576501.99        | $6831954.93        | Agency Mortgage-Backed Securities |
| GNII SF MA5191 M | 2048-05-20      | 3.5000%  | 0.0000% | $9003003.87        | $8120137.30        | Agency Mortgage-Backed Securities |
| GNII SF MA5193 M | 2048-05-20      | 4.5000%  | 0.0000% | $46142.74          | $44237.27          | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M | 2048-05-20      | 4.5000%  | 0.0000% | $26746062.67       | $25634630.04       | Agency Mortgage-Backed Securities |
| GNII SF MA6216 M | 2049-06-20      | 2.0000%  | 0.0000% | $234622.49         | $190638.07         | Agency Mortgage-Backed Securities |
| GNII SF MA6257 M | 2034-10-20      | 4.0000%  | 0.0000% | $53708.52          | $52044.53          | Agency Mortgage-Backed Securities |
| GNII SF MA5401 M | 2048-08-20      | 5.5000%  | 0.0000% | $1064103.08        | $1080693.04        | Agency Mortgage-Backed Securities |
| GNII SF MA5438 M | 2033-08-20      | 4.5000%  | 0.0000% | $54214.04          | $54012.74          | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M | 2048-09-20      | 3.5000%  | 0.0000% | $970609.09         | $874176.59         | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M | 2048-09-20      | 4.5000%  | 0.0000% | $115829.75         | $110992.13         | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M | 2048-11-20      | 4.5000%  | 0.0000% | $483594.00         | $463348.33         | Agency Mortgage-Backed Securities |
| GNII SF MA5813 M | 2049-02-20      | 2.0000%  | 0.0000% | $103225.35         | $83015.80          | Agency Mortgage-Backed Securities |
| GNII SF MA6041 M | 2049-06-20      | 4.5000%  | 0.0000% | $193050.06         | $184672.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M | 2051-01-20      | 3.0000%  | 0.0000% | $60760.30          | $52966.37          | Agency Mortgage-Backed Securities |
| GNII SF MA7139 M | 2051-01-20      | 4.0000%  | 0.0000% | $3769755.37        | $3491310.76        | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $362293.85         | $317259.52         | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M | 2050-01-20      | 5.0000%  | 0.0000% | $266824.57         | $263448.65         | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M | 2050-02-20      | 3.0000%  | 0.0000% | $3930699.51        | $3439309.66        | Agency Mortgage-Backed Securities |
| GNII SF MA6479 M | 2050-01-20      | 5.5000%  | 0.0000% | $17197.51          | $17528.39          | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M | 2050-02-20      | 2.5000%  | 0.0000% | $12150890.74       | $10188083.10       | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M | 2050-02-20      | 3.0000%  | 0.0000% | $8973814.83        | $7838058.92        | Agency Mortgage-Backed Securities |
| GNII SF MA6543 M | 2050-03-20      | 4.0000%  | 0.0000% | $461380.52         | $427099.12         | Agency Mortgage-Backed Securities |
| GNII SF MA6545 M | 2050-03-20      | 5.0000%  | 0.0000% | $11693.54          | $11566.29          | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M | 2050-04-20      | 2.5000%  | 0.0000% | $5629632.57        | $4734351.48        | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M | 2050-05-20      | 4.0000%  | 0.0000% | $2362487.67        | $2188349.22        | Agency Mortgage-Backed Securities |
| GNII SF MA6664 M | 2039-01-20      | 7.0000%  | 0.0000% | $48863.40          | $50849.79          | Agency Mortgage-Backed Securities |
| GNII SF MA6712 M | 2050-06-20      | 4.0000%  | 0.0000% | $337949.98         | $313004.95         | Agency Mortgage-Backed Securities |
| GNII SF MA6933 M | 2050-10-20      | 3.5000%  | 0.0000% | $829600.12         | $744520.03         | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M | 2050-10-20      | 2.0000%  | 0.0000% | $2981639.62        | $2393478.74        | Agency Mortgage-Backed Securities |
| GNII SF MA6999 M | 2050-10-20      | 4.5000%  | 0.0000% | $664151.80         | $636403.54         | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M | 2050-11-20      | 3.0000%  | 0.0000% | $469904.27         | $410815.53         | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $510114.86         | $444680.72         | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M | 2052-05-20      | 3.0000%  | 0.0000% | $241642.67         | $210646.36         | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M | 2052-05-20      | 4.0000%  | 0.0000% | $87678.58          | $80800.39          | Agency Mortgage-Backed Securities |
| GNII SF MA8049 M | 2052-05-20      | 6.0000%  | 0.0000% | $30130.38          | $30914.74          | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M | 2051-04-20      | 2.5000%  | 0.0000% | $4155.95           | $3484.61           | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M | 2051-05-20      | 3.0000%  | 0.0000% | $44291633.11       | $38634115.18       | Agency Mortgage-Backed Securities |
| GNII SF MA7372 M | 2051-05-20      | 5.0000%  | 0.0000% | $2228559.31        | $2204477.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M | 2051-07-20      | 2.0000%  | 0.0000% | $1717925.20        | $1379045.75        | Agency Mortgage-Backed Securities |
| GNII SF MA7508 M | 2036-08-20      | 2.5000%  | 0.0000% | $201276.02         | $185317.63         | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M | 2051-10-20      | 3.0000%  | 0.0000% | $11892152.60       | $10368454.69       | Agency Mortgage-Backed Securities |
| GNII SF MA7831 M | 2048-08-20      | 4.5000%  | 0.0000% | $28199.28          | $26817.65          | Agency Mortgage-Backed Securities |
| GNII SF MA7853 M | 2037-12-20      | 2.5000%  | 0.0000% | $29266.79          | $26945.41          | Agency Mortgage-Backed Securities |
| GNII SF MA7882 M | 2052-02-20      | 3.0000%  | 0.0000% | $351549.80         | $306483.46         | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M | 2052-02-20      | 4.0000%  | 0.0000% | $29106.20          | $26856.03          | Agency Mortgage-Backed Securities |
| GNII SF MA7888 M | 2038-01-20      | 6.0000%  | 0.0000% | $242980.64         | $248763.41         | Agency Mortgage-Backed Securities |
| GNII SF MA8154 M | 2052-07-20      | 6.0000%  | 0.0000% | $213045.33         | $217858.52         | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M | 2032-01-20      | 6.5000%  | 0.0000% | $27454.53          | $28155.37          | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M | 2052-08-20      | 4.5000%  | 0.0000% | $906924.23         | $862562.03         | Agency Mortgage-Backed Securities |
| GNII SF MA8239 M | 2036-03-20      | 2.0000%  | 0.0000% | $23144.38          | $20904.67          | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M | 2052-09-20      | 4.0000%  | 0.0000% | $121158369.02      | $111653158.39      | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M | 2052-10-20      | 5.0000%  | 0.0000% | $1097707.90        | $1073992.78        | Agency Mortgage-Backed Securities |
| GNII SF MA8424 M | 2052-02-20      | 3.0000%  | 0.0000% | $97567.29          | $85517.01          | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M | 2052-11-20      | 4.0000%  | 0.0000% | $599505.10         | $551825.40         | Agency Mortgage-Backed Securities |
| GNII SF MA8483 M | 2051-03-20      | 1.5000%  | 0.0000% | $745337.76         | $570774.68         | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M | 2053-02-20      | 5.0000%  | 0.0000% | $1005615.91        | $980940.89         | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M | 2053-03-20      | 4.0000%  | 0.0000% | $549996.26         | $506542.28         | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M | 2053-04-20      | 3.5000%  | 0.0000% | $105471.94         | $94678.51          | Agency Mortgage-Backed Securities |
| GNII SF MA8804 M | 2053-02-20      | 7.0000%  | 0.0000% | $184506.56         | $191555.98         | Agency Mortgage-Backed Securities |
| GNII SF MA9825 M | 2039-08-20      | 6.0000%  | 0.0000% | $1363297.07        | $1388331.75        | Agency Mortgage-Backed Securities |
| GNII SF MA9847 M | 2054-08-20      | 3.5000%  | 0.0000% | $1476576.29        | $1314665.92        | Agency Mortgage-Backed Securities |
| GNII SF MA9848 M | 2050-01-20      | 4.0000%  | 0.0000% | $1745417.21        | $1604721.26        | Agency Mortgage-Backed Securities |
| GNII SF MA9066 M | 2031-10-20      | 3.0000%  | 0.0000% | $1113547.41        | $1043616.26        | Agency Mortgage-Backed Securities |
| GNII SF MA9068 M | 2038-08-20      | 4.0000%  | 0.0000% | $1397292.55        | $1351812.38        | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M | 2053-06-20      | 5.5000%  | 0.0000% | $99907972.56       | $99725196.52       | Agency Mortgage-Backed Securities |
| GNII SF MA9166 M | 2052-02-20      | 3.0000%  | 0.0000% | $330742.69         | $288317.23         | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M | 2053-09-20      | 6.0000%  | 0.0000% | $28536.64          | $29090.86          | Agency Mortgage-Backed Securities |
| GNII SF MA9357 M | 2050-07-20      | 3.0000%  | 0.0000% | $129321.33         | $113208.76         | Agency Mortgage-Backed Securities |
| GNII SF MA9455 M | 2039-02-20      | 4.0000%  | 0.0000% | $634054.58         | $614159.35         | Agency Mortgage-Backed Securities |
| GNII SF MA9485 M | 2052-10-20      | 4.0000%  | 0.0000% | $2710542.61        | $2493369.12        | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M | 2054-02-20      | 5.0000%  | 0.0000% | $291728.17         | $283984.18         | Agency Mortgage-Backed Securities |
| GNII SF MA9544 M | 2054-02-20      | 7.0000%  | 0.0000% | $2005659.38        | $2074806.27        | Agency Mortgage-Backed Securities |
| GNII SF BA9807 C | 2047-07-20      | 3.5000%  | 0.0000% | $146584.58         | $132332.95         | Agency Mortgage-Backed Securities |
| GNII SF BB0185 C | 2047-06-20      | 4.0000%  | 0.0000% | $137154.58         | $126236.97         | Agency Mortgage-Backed Securities |
| GNII SF BB0604 C | 2047-07-20      | 3.5000%  | 0.0000% | $157660.04         | $142329.09         | Agency Mortgage-Backed Securities |
| GNII SF BC2596 C | 2047-10-20      | 4.0000%  | 0.0000% | $8410.72           | $7719.19           | Agency Mortgage-Backed Securities |
| GNII SF BC4840 C | 2047-09-20      | 3.5000%  | 0.0000% | $137170.38         | $123831.17         | Agency Mortgage-Backed Securities |
| GNII SF BD3902 C | 2048-01-20      | 3.5000%  | 0.0000% | $160340.24         | $144750.27         | Agency Mortgage-Backed Securities |
| GNII SF BD9057 C | 2037-11-20      | 3.0000%  | 0.0000% | $343194.86         | $323299.40         | Agency Mortgage-Backed Securities |
| GNII SF BE0207 C | 2048-02-20      | 4.5000%  | 0.0000% | $911417.34         | $866755.15         | Agency Mortgage-Backed Securities |
| GNII SF CO8413 C | 2052-09-20      | 4.5000%  | 0.0000% | $2716889.94        | $2572090.57        | Agency Mortgage-Backed Securities |
| GNII SF BH2761 C | 2048-09-20      | 4.5000%  | 0.0000% | $598692.87         | $569077.92         | Agency Mortgage-Backed Securities |
| GNII SF BJ1318 C | 2049-05-20      | 5.0000%  | 0.0000% | $54237.67          | $54089.37          | Agency Mortgage-Backed Securities |
| GNII SF BJ6507 C | 2049-02-20      | 4.5000%  | 0.0000% | $456510.13         | $436079.02         | Agency Mortgage-Backed Securities |
| GNII SF BJ9835 C | 2049-01-20      | 4.5000%  | 0.0000% | $928062.43         | $882742.36         | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C | 2049-07-20      | 3.5000%  | 0.0000% | $103698.31         | $92720.44          | Agency Mortgage-Backed Securities |
| GNII SF BN6125 C | 2049-08-20      | 4.0000%  | 0.0000% | $830860.59         | $767278.34         | Agency Mortgage-Backed Securities |
| GNII SF BQ4455 C | 2049-11-20      | 3.5000%  | 0.0000% | $1091939.98        | $972926.65         | Agency Mortgage-Backed Securities |
| GNII SF BS1728 C | 2050-01-20      | 4.0000%  | 0.0000% | $3837887.85        | $3484695.56        | Agency Mortgage-Backed Securities |
| GNII SF BS8546 C | 2050-12-20      | 2.5000%  | 0.0000% | $257987.68         | $214151.42         | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C | 2050-03-20      | 3.0000%  | 0.0000% | $7342448.64        | $6317851.54        | Agency Mortgage-Backed Securities |
| GNII SF BT5311 C | 2050-05-20      | 2.5000%  | 0.0000% | $2437347.20        | $1996635.56        | Agency Mortgage-Backed Securities |
| GNII SF BU6906 C | 2050-05-20      | 4.0000%  | 0.0000% | $213830.66         | $196837.80         | Agency Mortgage-Backed Securities |
| GNII SF BW5190 C | 2049-05-20      | 4.5000%  | 0.0000% | $967438.02         | $915758.45         | Agency Mortgage-Backed Securities |
| GNII SF BW7419 C | 2050-08-20      | 3.5000%  | 0.0000% | $74973.11          | $67313.81          | Agency Mortgage-Backed Securities |
| GNII SF BY5698 C | 2050-10-20      | 2.0000%  | 0.0000% | $1196550.34        | $947718.26         | Agency Mortgage-Backed Securities |
| GNII SF BZ4383 C | 2052-01-20      | 3.0000%  | 0.0000% | $676222.63         | $582609.53         | Agency Mortgage-Backed Securities |
| GNII SF BZ9216 C | 2050-11-20      | 2.5000%  | 0.0000% | $900971.37         | $740855.14         | Agency Mortgage-Backed Securities |
| GNII SF CC2939 C | 2051-02-20      | 2.0000%  | 0.0000% | $2759827.29        | $2214850.02        | Agency Mortgage-Backed Securities |
| GNII SF CI1513 C | 2052-03-20      | 3.0000%  | 0.0000% | $83679.72          | $71134.18          | Agency Mortgage-Backed Securities |
| GNII SF CI6169 C | 2051-12-20      | 3.0000%  | 0.0000% | $1593270.33        | $1386181.30        | Agency Mortgage-Backed Securities |
| GNII SF CI6113 C | 2051-11-20      | 3.0000%  | 0.0000% | $2146928.63        | $1867850.81        | Agency Mortgage-Backed Securities |
| GNII SF CK3809 C | 2052-01-20      | 3.0000%  | 0.0000% | $1052959.55        | $916399.83         | Agency Mortgage-Backed Securities |
| GNII SF CK4916 C | 2052-01-20      | 3.0000%  | 0.0000% | $228034.99         | $198743.58         | Agency Mortgage-Backed Securities |
| GNII SF CK9371 C | 2052-04-20      | 3.5000%  | 0.0000% | $64805.73          | $57182.98          | Agency Mortgage-Backed Securities |
| GNII SF CK9592 C | 2052-06-20      | 4.0000%  | 0.0000% | $404722.40         | $371495.59         | Agency Mortgage-Backed Securities |
| GNII SF CL3809 C | 2052-05-20      | 4.0000%  | 0.0000% | $1295837.60        | $1192976.89        | Agency Mortgage-Backed Securities |
| GNII SF CM1844 C | 2052-04-20      | 4.0000%  | 0.0000% | $850402.60         | $785265.34         | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $317217.30         | $299930.54         | Agency Mortgage-Backed Securities |
| GNII SF MA9936 M | 2037-04-20      | 4.0000%  | 0.0000% | $3803754.73        | $3684249.21        | Agency Mortgage-Backed Securities |
| GNII SF MA9968 M | 2054-09-20      | 7.0000%  | 0.0000% | $10132189.62       | $10493147.75       | Agency Mortgage-Backed Securities |
| GNII SF AE6957 C | 2043-06-20      | 3.0000%  | 0.0000% | $222436.95         | $194487.89         | Agency Mortgage-Backed Securities |
| GNII SF AQ0550 C | 2046-11-20      | 4.0000%  | 0.0000% | $398230.04         | $367102.88         | Agency Mortgage-Backed Securities |
| GNII SF CS2198 C | 2053-04-20      | 6.5000%  | 0.0000% | $1136872.66        | $1201531.28        | Agency Mortgage-Backed Securities |
| GNII SF CS7666 C | 2053-04-20      | 7.0000%  | 0.0000% | $611191.81         | $636772.57         | Agency Mortgage-Backed Securities |
| GNII SF CS7816 C | 2053-04-20      | 5.5000%  | 0.0000% | $3777835.22        | $3806518.65        | Agency Mortgage-Backed Securities |
| GNII SF CT2747 C | 2053-02-20      | 5.5000%  | 0.0000% | $1324752.51        | $1340670.14        | Agency Mortgage-Backed Securities |
| GNII SF CT4268 C | 2053-03-20      | 5.5000%  | 0.0000% | $1054320.69        | $1071652.20        | Agency Mortgage-Backed Securities |
| GNII SF CT5195 C | 2053-03-20      | 5.5000%  | 0.0000% | $921063.19         | $932131.20         | Agency Mortgage-Backed Securities |
| GNII SF CU1041 C | 2053-06-20      | 7.0000%  | 0.0000% | $913802.36         | $960502.13         | Agency Mortgage-Backed Securities |
| GNII SF CU1042 C | 2053-06-20      | 7.0000%  | 0.0000% | $1160025.62        | $1224767.67        | Agency Mortgage-Backed Securities |
| GNII SF CU1074 C | 2053-07-20      | 6.5000%  | 0.0000% | $2384126.01        | $2490539.35        | Agency Mortgage-Backed Securities |
| GNII SF CU1182 C | 2053-08-20      | 6.5000%  | 0.0000% | $4847308.91        | $5074517.36        | Agency Mortgage-Backed Securities |
| GNII SF CU1168 C | 2053-07-20      | 6.5000%  | 0.0000% | $4752548.72        | $4964836.10        | Agency Mortgage-Backed Securities |
| GNII SF CU1194 C | 2053-08-20      | 6.5000%  | 0.0000% | $3941137.01        | $4117034.33        | Agency Mortgage-Backed Securities |
| GNII SF CU6443 C | 2053-05-20      | 6.5000%  | 0.0000% | $6353684.11        | $6575028.11        | Agency Mortgage-Backed Securities |
| GNII SF CU9601 C | 2053-11-20      | 6.5000%  | 0.0000% | $2754812.37        | $2833531.44        | Agency Mortgage-Backed Securities |
| GNII SF CU9689 C | 2053-11-20      | 6.5000%  | 0.0000% | $967081.34         | $993517.58         | Agency Mortgage-Backed Securities |
| GNII SF CV8159 C | 2053-10-20      | 7.0000%  | 0.0000% | $2262423.34        | $2398213.73        | Agency Mortgage-Backed Securities |
| GNII SF CX6881 C | 2053-12-20      | 6.0000%  | 0.0000% | $3257136.22        | $3331018.93        | Agency Mortgage-Backed Securities |
| GNII SF CX6895 C | 2053-11-20      | 6.5000%  | 0.0000% | $1059970.31        | $1107315.06        | Agency Mortgage-Backed Securities |
| GNII SF CX6898 C | 2053-12-20      | 6.5000%  | 0.0000% | $249520.39         | $258555.79         | Agency Mortgage-Backed Securities |
| GNII SF CX6925 C | 2053-10-20      | 6.0000%  | 0.0000% | $1120774.94        | $1146197.86        | Agency Mortgage-Backed Securities |
| GNII SF CY2871 C | 2053-12-20      | 7.0000%  | 0.0000% | $1156805.94        | $1224735.77        | Agency Mortgage-Backed Securities |
| GNII SF CY2878 C | 2054-04-20      | 6.0000%  | 0.0000% | $2955841.25        | $3020725.91        | Agency Mortgage-Backed Securities |
| GNII SF CY2882 C | 2054-04-20      | 6.5000%  | 0.0000% | $1666867.60        | $1726573.31        | Agency Mortgage-Backed Securities |
| GNII SF CY2884 C | 2054-04-20      | 7.0000%  | 0.0000% | $2316309.51        | $2441005.46        | Agency Mortgage-Backed Securities |
| GNII SF CY3774 C | 2053-12-20      | 7.0000%  | 0.0000% | $983693.63         | $1055922.21        | Agency Mortgage-Backed Securities |
| GNII SF CY6265 C | 2053-11-20      | 6.5000%  | 0.0000% | $699081.88         | $736818.40         | Agency Mortgage-Backed Securities |
| GNII SF CY5634 C | 2054-01-20      | 7.5000%  | 0.0000% | $640039.50         | $666526.03         | Agency Mortgage-Backed Securities |
| GNII SF CY9137 C | 2054-04-20      | 6.0000%  | 0.0000% | $167830.77         | $172184.19         | Agency Mortgage-Backed Securities |
| GNII SF CZ0212 C | 2053-11-20      | 7.0000%  | 0.0000% | $3119253.71        | $3234815.48        | Agency Mortgage-Backed Securities |
| GNII SF CZ1874 C | 2054-01-20      | 6.5000%  | 0.0000% | $262717.74         | $270590.37         | Agency Mortgage-Backed Securities |
| GNII SF CZ1878 C | 2054-01-20      | 6.5000%  | 0.0000% | $744456.11         | $767112.97         | Agency Mortgage-Backed Securities |
| GNII SF CZ3445 C | 2054-01-20      | 7.0000%  | 0.0000% | $1827186.17        | $1934485.65        | Agency Mortgage-Backed Securities |
| GNII SF CZ3451 C | 2054-01-20      | 7.5000%  | 0.0000% | $1224403.55        | $1299304.80        | Agency Mortgage-Backed Securities |
| GNII SF CZ3602 C | 2053-12-20      | 7.5000%  | 0.0000% | $419001.53         | $440876.62         | Agency Mortgage-Backed Securities |
| GNII SF CZ3715 C | 2054-01-20      | 7.5000%  | 0.0000% | $404570.33         | $424445.92         | Agency Mortgage-Backed Securities |
| GNII SF CZ3946 C | 2054-02-20      | 6.0000%  | 0.0000% | $5735609.31        | $5869950.66        | Agency Mortgage-Backed Securities |
| GNII SF CZ3980 C | 2054-01-20      | 6.5000%  | 0.0000% | $1197369.18        | $1251438.91        | Agency Mortgage-Backed Securities |
| GNII SF CZ3953 C | 2054-02-20      | 6.0000%  | 0.0000% | $2156597.85        | $2206780.44        | Agency Mortgage-Backed Securities |
| GNII SF CZ3960 C | 2054-02-20      | 5.5000%  | 0.0000% | $2895938.77        | $2928592.10        | Agency Mortgage-Backed Securities |
| GNII SF CZ4007 C | 2054-01-20      | 7.5000%  | 0.0000% | $560565.51         | $584796.88         | Agency Mortgage-Backed Securities |
| GNII SF CZ6758 C | 2054-01-20      | 7.5000%  | 0.0000% | $3033536.68        | $3184724.10        | Agency Mortgage-Backed Securities |
| GNII SF DA2090 C | 2054-03-20      | 6.5000%  | 0.0000% | $1681976.80        | $1755667.75        | Agency Mortgage-Backed Securities |
| GNII SF DA2358 C | 2054-02-20      | 6.5000%  | 0.0000% | $1025883.26        | $1089550.72        | Agency Mortgage-Backed Securities |
| GNII SF DA7154 C | 2054-05-20      | 6.0000%  | 0.0000% | $7226212.67        | $7374858.27        | Agency Mortgage-Backed Securities |
| GNII SF DA7168 C | 2054-05-20      | 7.0000%  | 0.0000% | $1273794.35        | $1332874.07        | Agency Mortgage-Backed Securities |
| GNII SF DA8087 C | 2054-03-20      | 7.0000%  | 0.0000% | $1195854.82        | $1250368.93        | Agency Mortgage-Backed Securities |
| GNII SF DA7214 C | 2054-05-20      | 7.0000%  | 0.0000% | $2318258.47        | $2436681.82        | Agency Mortgage-Backed Securities |
| GNII SF DA7327 C | 2054-06-20      | 7.0000%  | 0.0000% | $2518440.92        | $2656821.42        | Agency Mortgage-Backed Securities |
| GNII SF DA7329 C | 2054-06-20      | 7.0000%  | 0.0000% | $1563560.29        | $1628624.55        | Agency Mortgage-Backed Securities |
| GNII SF DA7454 C | 2054-04-20      | 6.0000%  | 0.0000% | $2309918.99        | $2383298.96        | Agency Mortgage-Backed Securities |
| GNII SF DA8574 C | 2054-03-20      | 7.0000%  | 0.0000% | $1104985.60        | $1161097.75        | Agency Mortgage-Backed Securities |
| GNII SF DA8684 C | 2054-04-20      | 6.0000%  | 0.0000% | $1555119.81        | $1589256.76        | Agency Mortgage-Backed Securities |
| GNII SF DA9996 C | 2054-04-20      | 6.5000%  | 0.0000% | $2365916.75        | $2469574.92        | Agency Mortgage-Backed Securities |
| GNII SF DB0006 C | 2054-06-20      | 6.5000%  | 0.0000% | $4144605.45        | $4326193.51        | Agency Mortgage-Backed Securities |
| GNII SF DB1320 C | 2054-03-20      | 7.0000%  | 0.0000% | $2261121.59        | $2378012.28        | Agency Mortgage-Backed Securities |
| GNII SF DB1462 C | 2054-03-20      | 7.0000%  | 0.0000% | $967816.54         | $1021218.62        | Agency Mortgage-Backed Securities |
| GNII SF DB3548 C | 2054-05-20      | 5.5000%  | 0.0000% | $5931758.43        | $5945814.06        | Agency Mortgage-Backed Securities |
| GNII SF DB7439 C | 2054-06-20      | 6.0000%  | 0.0000% | $1170777.02        | $1207969.48        | Agency Mortgage-Backed Securities |
| GNII SF DB8111 C | 2054-06-20      | 6.5000%  | 0.0000% | $2105218.51        | $2193202.15        | Agency Mortgage-Backed Securities |
| GNII SF DC0313 C | 2054-07-20      | 6.5000%  | 0.0000% | $666531.02         | $691223.41         | Agency Mortgage-Backed Securities |
| GNII SF DC2170 C | 2054-08-20      | 6.5000%  | 0.0000% | $1144276.81        | $1199606.16        | Agency Mortgage-Backed Securities |
| GNII SF DC3503 C | 2054-07-20      | 6.5000%  | 0.0000% | $2116616.60        | $2215060.68        | Agency Mortgage-Backed Securities |
| GNII SF DC2912 C | 2054-05-20      | 7.0000%  | 0.0000% | $1631813.25        | $1687751.63        | Agency Mortgage-Backed Securities |
| GNII SF DC2961 C | 2054-05-20      | 7.0000%  | 0.0000% | $519253.30         | $539710.27         | Agency Mortgage-Backed Securities |
| GNII SF DC3031 C | 2054-06-20      | 6.5000%  | 0.0000% | $821921.45         | $862456.24         | Agency Mortgage-Backed Securities |
| GNII SF DD0034 C | 2054-08-20      | 7.0000%  | 0.0000% | $841635.34         | $870487.34         | Agency Mortgage-Backed Securities |
| GNII SF DD0039 C | 2054-08-20      | 7.0000%  | 0.0000% | $1002917.43        | $1076521.42        | Agency Mortgage-Backed Securities |
| GNII SF DD3180 C | 2054-09-20      | 5.5000%  | 0.0000% | $1606355.15        | $1616575.67        | Agency Mortgage-Backed Securities |
| GNII SF DD3915 C | 2054-09-20      | 6.5000%  | 0.0000% | $960239.98         | $1001959.63        | Agency Mortgage-Backed Securities |
| GNII SF DD3912 C | 2054-09-20      | 6.5000%  | 0.0000% | $1668587.96        | $1749269.38        | Agency Mortgage-Backed Securities |
| GNII SF DD4723 C | 2054-08-20      | 7.0000%  | 0.0000% | $1120885.77        | $1180262.32        | Agency Mortgage-Backed Securities |
| GNII SF DD4800 C | 2054-10-20      | 6.5000%  | 0.0000% | $2172628.09        | $2270752.91        | Agency Mortgage-Backed Securities |
| GNII SF DD4821 C | 2054-09-20      | 6.5000%  | 0.0000% | $5525111.28        | $5782095.87        | Agency Mortgage-Backed Securities |
| GNII SF DH3608 C | 2055-04-20      | 6.0000%  | 0.0000% | $1284345.23        | $1312665.47        | Agency Mortgage-Backed Securities |
| GNII SF DH3839 C | 2055-01-20      | 5.5000%  | 0.0000% | $1449028.65        | $1449569.95        | Agency Mortgage-Backed Securities |
| GNII SF DD4830 C | 2054-09-20      | 6.0000%  | 0.0000% | $9187234.61        | $9366352.00        | Agency Mortgage-Backed Securities |
| GNII SF DD5076 C | 2054-09-20      | 6.5000%  | 0.0000% | $974176.91         | $1034338.29        | Agency Mortgage-Backed Securities |
| GNII SF MB0119 M | 2039-11-20      | 4.0000%  | 0.0000% | $3269650.40        | $3166892.56        | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M | 2055-01-20      | 5.0000%  | 0.0000% | $381410774.59      | $371342589.71      | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M | 2040-02-20      | 4.5000%  | 0.0000% | $1205719.51        | $1188865.96        | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M | 2055-02-20      | 5.5000%  | 0.0000% | $13206446.40       | $13162727.20       | Agency Mortgage-Backed Securities |
| GNII SF MB0233 M | 2040-07-20      | 5.0000%  | 0.0000% | $1720787.78        | $1741392.12        | Agency Mortgage-Backed Securities |
| GNII SF MB0261 M | 2055-02-20      | 6.5000%  | 0.0000% | $221917.58         | $228148.16         | Agency Mortgage-Backed Securities |
| GNII SF MB0310 M | 2055-04-20      | 6.5000%  | 0.0000% | $28885565.75       | $29662966.19       | Agency Mortgage-Backed Securities |
| GNII SF MB0337 M | 2040-05-20      | 3.5000%  | 0.0000% | $612219.00         | $583595.58         | Agency Mortgage-Backed Securities |
| GNII SF MB0342 M | 2040-05-20      | 6.0000%  | 0.0000% | $6228403.47        | $6374050.52        | Agency Mortgage-Backed Securities |
| GNII SF 675725 C | 2047-06-20      | 3.5000%  | 0.0000% | $2370.24           | $2078.29           | Agency Mortgage-Backed Securities |
| GNII SF 778108 C | 2026-12-20      | 3.5000%  | 0.0000% | $3038.87           | $3016.29           | Agency Mortgage-Backed Securities |
| GNII SF AB7797 C | 2042-11-20      | 3.5000%  | 0.0000% | $1081680.81        | $957165.77         | Agency Mortgage-Backed Securities |
| GNII SF AB9182 C | 2042-11-20      | 3.0000%  | 0.0000% | $99315.06          | $86828.35          | Agency Mortgage-Backed Securities |
| GNII SF MA0021 M | 2042-04-20      | 3.0000%  | 0.0000% | $38897.78          | $34965.05          | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M | 2042-08-20      | 3.5000%  | 0.0000% | $10305572.00       | $9446287.67        | Agency Mortgage-Backed Securities |
| GNII SF MA0935 M | 2043-04-20      | 4.0000%  | 0.0000% | $50016.50          | $46903.08          | Agency Mortgage-Backed Securities |
| GNII SF MA1011 M | 2043-05-20      | 3.0000%  | 0.0000% | $186810.62         | $167384.87         | Agency Mortgage-Backed Securities |
| GNII SF MA1090 M | 2043-03-20      | 3.5000%  | 0.0000% | $1273940.25        | $1166533.63        | Agency Mortgage-Backed Securities |
| GNII SF MA1156 M | 2043-07-20      | 3.0000%  | 0.0000% | $128559.46         | $115031.62         | Agency Mortgage-Backed Securities |
| GNII SF MA1158 M | 2043-07-20      | 4.0000%  | 0.0000% | $446012.28         | $419743.15         | Agency Mortgage-Backed Securities |
| GNII SF MA1201 M | 2028-08-20      | 2.0000%  | 0.0000% | $49259.66          | $47782.91          | Agency Mortgage-Backed Securities |
| GNII SF MA1202 M | 2028-08-20      | 2.5000%  | 0.0000% | $21058.24          | $20560.08          | Agency Mortgage-Backed Securities |
| GNII SF MA1374 M | 2043-10-20      | 3.0000%  | 0.0000% | $144332.24         | $129084.50         | Agency Mortgage-Backed Securities |
| GNII SF MA1520 M | 2043-08-20      | 3.0000%  | 0.0000% | $43070.76          | $38520.58          | Agency Mortgage-Backed Securities |
| GNII SF MA1839 M | 2044-04-20      | 4.0000%  | 0.0000% | $89153.90          | $83677.99          | Agency Mortgage-Backed Securities |
| GNII SF MA2070 M | 2044-02-20      | 2.0000%  | 0.0000% | $88520.06          | $71534.74          | Agency Mortgage-Backed Securities |
| GNII SF MA2151 M | 2044-08-20      | 5.0000%  | 0.0000% | $1539193.20        | $1540067.12        | Agency Mortgage-Backed Securities |
| GNII SF MA2755 M | 2045-04-20      | 4.0000%  | 0.0000% | $189765.34         | $177943.00         | Agency Mortgage-Backed Securities |
| GNII SF MA2827 M | 2045-05-20      | 4.0000%  | 0.0000% | $5038.87           | $4724.91           | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M | 2045-05-20      | 4.0000%  | 0.0000% | $474436.31         | $444875.23         | Agency Mortgage-Backed Securities |
| GNII SF MA2961 M | 2045-07-20      | 3.5000%  | 0.0000% | $2028894.25        | $1841070.27        | Agency Mortgage-Backed Securities |
| GNII SF MA3035 M | 2045-08-20      | 4.0000%  | 0.0000% | $1808742.60        | $1689342.48        | Agency Mortgage-Backed Securities |
| GNII SF MA3106 M | 2045-09-20      | 4.0000%  | 0.0000% | $16741947.90       | $15683207.58       | Agency Mortgage-Backed Securities |

### Security 302: United Overseas Bank Ltd.

- **C.1 - Title:** United Overseas Bank Ltd. 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RGY7, C.4 - ISIN: US91127RGY71, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $57003038.10
- **C.18.a - Value (excl. sponsor support):** $57003038.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 303: United Overseas Bank Ltd.

- **C.1 - Title:** United Overseas Bank Ltd. 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RHD2, C.4 - ISIN: US91127RHD26, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $65001969.50
- **C.18.a - Value (excl. sponsor support):** $65001969.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: Victory Receivables Corp.

- **C.1 - Title:** Victory Receivables Corp.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KT28, C.4 - ISIN: US92646KT289, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $60877929.84
- **C.18.a - Value (excl. sponsor support):** $60877929.84
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 305: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.360000%
- **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: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.36_0602
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLZA5570             | 2048-07-01      | 4.0000%  | 0.0000% | $9393170.79        | $8797241.94        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $303.11            | $269.44            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606             | 2045-03-01      | 3.0000%  | 0.0000% | $4244400.45        | $3730830.83        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399             | 2048-06-01      | 4.0000%  | 0.0000% | $130.36            | $121.73            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361             | 2035-07-01      | 3.0000%  | 0.0000% | $3446669.42        | $3269512.91        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083             | 2036-01-01      | 1.5000%  | 0.0000% | $2339.23           | $2061.42           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $947.87            | $857.01            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $792.48            | $630.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790             | 2052-09-01      | 5.0000%  | 0.0000% | $2756922.20        | $2688935.89        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846             | 2052-10-01      | 4.5000%  | 0.0000% | $2729085.59        | $2586095.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $708.31            | $709.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $6169459.77        | $6274885.55        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2344             | 2053-02-01      | 5.0000%  | 0.0000% | $763.42            | $745.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $1899273.93        | $1975822.47        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202             | 2052-05-01      | 3.0000%  | 0.0000% | $23968935.19       | $20412848.05       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $7780762.43        | $7738509.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $428.21            | $428.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877             | 2054-07-01      | 5.5000%  | 0.0000% | $778152.79         | $785783.79         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956             | 2054-07-01      | 5.5000%  | 0.0000% | $447031.83         | $447948.94         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6077             | 2052-10-01      | 4.0000%  | 0.0000% | $417.76            | $386.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125             | 2053-01-01      | 5.5000%  | 0.0000% | $920.66            | $925.03            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149             | 2052-08-01      | 4.5000%  | 0.0000% | $22075698.97       | $20958801.05       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154             | 2054-01-01      | 5.5000%  | 0.0000% | $20311282.32       | $20224950.35       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602             | 2053-05-01      | 5.0000%  | 0.0000% | $7384976.72        | $7194405.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317             | 2054-02-01      | 5.5000%  | 0.0000% | $2819890.16        | $2810447.91        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $6631146.21        | $4896493.62        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8189             | 2052-01-01      | 2.5000%  | 0.0000% | $4496340.34        | $3681845.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300             | 2053-02-01      | 5.5000%  | 0.0000% | $18201951.83       | $18117741.51       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8383             | 2053-12-01      | 5.5000%  | 0.0000% | $402.82            | $400.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431             | 2054-05-01      | 5.5000%  | 0.0000% | $252956.90         | $251300.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605             | 2053-08-01      | 5.5000%  | 0.0000% | $6263140.91        | $6267873.06        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887             | 2053-04-01      | 4.5000%  | 0.0000% | $11617623.76       | $11001413.38       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222             | 2053-10-01      | 6.0000%  | 0.0000% | $7254930.03        | $7421723.29        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G             | 2043-11-01      | 4.0000%  | 0.0000% | $2734809.23        | $2586194.84        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G             | 2048-02-01      | 4.0000%  | 0.0000% | $5276071.84        | $4938314.72        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244             | 2046-07-01      | 3.0000%  | 0.0000% | $4245422.53        | $3705912.82        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $89612.63          | $73917.23          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB7269             | 2051-01-01      | 2.5000%  | 0.0000% | $1838049.61        | $1512385.61        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344             | 2051-04-01      | 2.5000%  | 0.0000% | $4376791.81        | $3598146.94        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4124             | 2051-07-01      | 2.5000%  | 0.0000% | $757411.49         | $627227.51         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $386.75            | $355.67            | Agency Mortgage-Backed Securities  |
| GNHA AL DJ0285 H                 | 2075-04-20      | 6.8570%  | 0.0000% | $1737369.09        | $1848878.12        | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M                 | 2054-11-20      | 5.5000%  | 0.0000% | $13411585.64       | $13367173.92       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717             | 2052-11-01      | 5.5000%  | 0.0000% | $388.25            | $387.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $2087.46           | $2127.06           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $3411818.88        | $3399319.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8023             | 2054-11-01      | 5.5000%  | 0.0000% | $216324.05         | $217232.95         | Agency Mortgage-Backed Securities  |
| FCFR 03SF J 25/10                | 2025-10-20      | 4.6300%  | 0.0000% | $21818.18          | $21937.31          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942             | 2049-12-01      | 3.0000%  | 0.0000% | $141.03            | $121.38            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $98.49             | $91.34             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664             | 2051-02-01      | 2.5000%  | 0.0000% | $10225590.33       | $8405280.73        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921             | 2051-03-01      | 2.5000%  | 0.0000% | $3259575.78        | $2678650.56        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21               | 2027-06-01      | 4.0000%  | 0.0000% | $454.55            | $463.81            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4               | 2026-04-27      | 4.0000%  | 0.0000% | $6818181.82        | $6829388.64        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7               | 2029-08-06      | 4.0000%  | 0.0000% | $6914545.45        | $6918339.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232             | 2042-07-01      | 4.0000%  | 0.0000% | $3174701.24        | $2998239.35        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166             | 2043-03-01      | 3.0000%  | 0.0000% | $3218104.91        | $2858020.42        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699             | 2043-10-01      | 3.5000%  | 0.0000% | $5050990.51        | $4649540.03        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710             | 2045-10-01      | 4.0000%  | 0.0000% | $3054514.47        | $2865785.86        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337             | 2044-10-01      | 6.9310%  | 0.0000% | $19.19             | $19.90             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM7016             | 2029-10-01      | 3.4700%  | 0.0000% | $391.96            | $377.98            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661             | 2027-12-01      | 3.0300%  | 0.0000% | $760.44            | $738.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625             | 2045-03-01      | 3.0000%  | 0.0000% | $2925386.75        | $2574432.98        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645             | 2045-03-01      | 3.0000%  | 0.0000% | $3814376.54        | $3351279.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $1381469.90        | $1257957.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8269             | 2046-11-01      | 3.0000%  | 0.0000% | $12741728.95       | $11125895.09       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475             | 2038-03-01      | 4.4890%  | 0.0000% | $250375.71         | $248532.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0508             | 2053-10-01      | 6.0000%  | 0.0000% | $382.61            | $388.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277             | 2054-06-01      | 5.5000%  | 0.0000% | $3962948.27        | $3966394.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $209.28            | $190.21            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3399             | 2029-08-01      | 2.5600%  | 0.0000% | $985769.99         | $921707.98         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX JUBM3426             | 2051-06-01      | 5.9030%  | 0.0000% | $106.61            | $109.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856             | 2048-10-01      | 4.5000%  | 0.0000% | $1291104.32        | $1239882.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $140468.68         | $122340.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334             | 2050-03-01      | 3.0000%  | 0.0000% | $4218921.95        | $3658685.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378             | 2051-05-01      | 2.5000%  | 0.0000% | $8353249.11        | $6700875.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $32656.51          | $27106.66          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $3420220.57        | $2833306.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2689             | 2051-02-01      | 2.0000%  | 0.0000% | $250802.56         | $194962.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $326.39            | $269.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341             | 2051-05-01      | 2.5000%  | 0.0000% | $272437.98         | $226065.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9375             | 2051-06-01      | 2.5000%  | 0.0000% | $337.10            | $279.40            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0345             | 2036-01-01      | 1.6100%  | 0.0000% | $410.66            | $317.40            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS6212             | 2032-08-01      | 3.9200%  | 0.0000% | $3863034.26        | $3722063.56        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $5074350.07        | $4154308.94        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $351.16            | $288.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $5241461.42        | $4105584.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281             | 2052-08-01      | 5.0000%  | 0.0000% | $3048207.27        | $3002108.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450             | 2052-01-01      | 2.0000%  | 0.0000% | $19072795.47       | $14838350.90       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $4579843.54        | $3782460.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $3625972.77        | $3138622.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583             | 2052-04-01      | 3.5000%  | 0.0000% | $761.94            | $677.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453             | 2052-07-01      | 5.0000%  | 0.0000% | $5023487.51        | $4922032.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $223582.63         | $220171.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178             | 2053-09-01      | 6.0000%  | 0.0000% | $6523784.93        | $6664439.90        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ0554             | 2029-02-01      | 4.7800%  | 0.0000% | $6380454.55        | $6505023.71        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ0934             | 2029-05-01      | 4.9300%  | 0.0000% | $454.55            | $465.83            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1167             | 2029-06-01      | 4.8350%  | 0.0000% | $7849545.45        | $8019714.66        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3562             | 2030-04-01      | 4.2900%  | 0.0000% | $612.73            | $611.22            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2908             | 2035-01-01      | 4.5800%  | 0.0000% | $4320909.09        | $4237897.70        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ3028             | 2040-01-01      | 5.4000%  | 0.0000% | $302727.27         | $306715.40         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3131             | 2032-02-01      | 4.8950%  | 0.0000% | $454.55            | $463.45            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3420             | 2035-04-01      | 4.9600%  | 0.0000% | $454.55            | $458.65            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3656             | 2035-04-01      | 5.1500%  | 0.0000% | $454.35            | $464.12            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3751             | 2032-05-01      | 4.3000%  | 0.0000% | $9587636.36        | $9417790.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $204.78            | $191.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $1692217.61        | $1444589.76        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $2858731.70        | $2519003.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $4058363.42        | $3707124.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $4502484.67        | $4408251.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779             | 2052-10-01      | 5.0000%  | 0.0000% | $12563541.43       | $12372685.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $769625.05         | $749727.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250             | 2053-05-01      | 5.0000%  | 0.0000% | $18145980.32       | $17709619.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129             | 2053-04-01      | 5.0000%  | 0.0000% | $1388688.46        | $1355294.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $3841850.30        | $3799058.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633             | 2053-06-01      | 5.0000%  | 0.0000% | $251077.15         | $245005.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914             | 2053-08-01      | 5.5000%  | 0.0000% | $13090659.18       | $13091622.08       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011             | 2054-02-01      | 6.5000%  | 0.0000% | $6011975.61        | $6322260.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504             | 2053-11-01      | 6.0000%  | 0.0000% | $41381.00          | $42043.98          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $9622712.17        | $9632051.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $14295788.57       | $13908684.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635             | 2054-06-01      | 5.5000%  | 0.0000% | $533067.47         | $530067.66         | Agency Mortgage-Backed Securities  |
| GNMI SP 781485 X                 | 2032-08-15      | 6.0000%  | 0.0000% | $1.56              | $1.61              | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $85474.06          | $76745.23          | Agency Mortgage-Backed Securities  |
| GNII SP 786529 C                 | 2052-11-20      | 4.5000%  | 0.0000% | $3272153.91        | $3122331.80        | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M                 | 2048-02-20      | 3.0000%  | 0.0000% | $72.96             | $64.34             | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M                 | 2048-03-20      | 3.5000%  | 0.0000% | $121.88            | $109.90            | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M                 | 2049-12-20      | 3.0000%  | 0.0000% | $2723619.61        | $2383185.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA6473 M                 | 2050-02-20      | 2.5000%  | 0.0000% | $1920620.53        | $1613885.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M                 | 2050-05-20      | 3.0000%  | 0.0000% | $21155727.77       | $18499767.20       | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M                 | 2050-06-20      | 3.0000%  | 0.0000% | $8552615.42        | $7477146.85        | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M                 | 2052-03-20      | 2.5000%  | 0.0000% | $5305203.75        | $4448221.77        | Agency Mortgage-Backed Securities  |
| GNII JM MA8033 M                 | 2052-05-20      | 2.5000%  | 0.0000% | $384.21            | $313.45            | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M                 | 2051-03-20      | 2.0000%  | 0.0000% | $135980.87         | $109157.16         | Agency Mortgage-Backed Securities  |
| GNII JM MA7303 M                 | 2051-04-20      | 2.0000%  | 0.0000% | $226876.43         | $177305.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M                 | 2051-08-20      | 3.0000%  | 0.0000% | $9304815.15        | $8111255.50        | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M                 | 2051-09-20      | 2.5000%  | 0.0000% | $3251455.32        | $2726227.87        | Agency Mortgage-Backed Securities  |
| GNII SF MA7705 M                 | 2051-11-20      | 2.5000%  | 0.0000% | $218905.66         | $183544.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M                 | 2051-11-20      | 3.0000%  | 0.0000% | $10231180.51       | $8918792.89        | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M                 | 2052-01-20      | 2.5000%  | 0.0000% | $348.00            | $291.78            | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $6952842.42        | $6061882.01        | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M                 | 2052-02-20      | 3.0000%  | 0.0000% | $5962464.42        | $5198116.24        | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $77339.26          | $69018.98          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007             | 2054-08-01      | 6.0000%  | 0.0000% | $201704.97         | $206481.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307             | 2055-01-01      | 5.0000%  | 0.0000% | $57256.51          | $55759.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0905             | 2055-01-01      | 5.0000%  | 0.0000% | $5256953.42        | $5111308.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $4754189.59        | $4321111.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430             | 2048-06-01      | 4.5000%  | 0.0000% | $3228295.77        | $3102779.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636             | 2051-06-01      | 3.0000%  | 0.0000% | $8366862.14        | $7163244.40        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685             | 2051-06-01      | 3.0000%  | 0.0000% | $2856560.53        | $2439118.96        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227             | 2051-10-01      | 2.5000%  | 0.0000% | $9925595.18        | $8207860.65        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704             | 2051-12-01      | 2.0000%  | 0.0000% | $2578406.17        | $2031601.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634             | 2052-03-01      | 3.0000%  | 0.0000% | $2477743.06        | $2112954.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $24031.38          | $23088.56          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390             | 2051-12-01      | 2.5000%  | 0.0000% | $1934250.85        | $1587458.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592             | 2052-08-01      | 5.0000%  | 0.0000% | $17992392.63       | $17548696.23       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656             | 2052-08-01      | 4.5000%  | 0.0000% | $7943727.84        | $7548956.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448             | 2052-05-01      | 2.0000%  | 0.0000% | $1604462.76        | $1252633.14        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425             | 2052-09-01      | 4.5000%  | 0.0000% | $448444.99         | $424446.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $2623212.17        | $2561028.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695             | 2053-05-01      | 5.0000%  | 0.0000% | $8306454.59        | $8173208.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672             | 2053-12-01      | 6.0000%  | 0.0000% | $236835.71         | $242211.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786             | 2054-02-01      | 5.5000%  | 0.0000% | $4644345.31        | $4618093.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $15273940.22       | $13008901.44       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307             | 2052-03-01      | 3.0000%  | 0.0000% | $397.49            | $344.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595             | 2051-11-01      | 3.0000%  | 0.0000% | $13332600.70       | $11641009.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956             | 2054-05-01      | 5.5000%  | 0.0000% | $906586.04         | $907158.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $27086.09          | $23067.48          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598             | 2054-06-01      | 6.0000%  | 0.0000% | $15618638.02       | $15841771.09       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916             | 2038-09-01      | 4.4530%  | 0.0000% | $15.25             | $15.15             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479             | 2040-12-01      | 4.5000%  | 0.0000% | $3430834.49        | $3380672.26        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150             | 2038-02-01      | 6.4050%  | 0.0000% | $16.29             | $16.76             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $2456676.06        | $2275465.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2833             | 2046-12-01      | 3.0000%  | 0.0000% | $178129.60         | $155540.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $3359149.11        | $3229799.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211             | 2047-12-01      | 4.0000%  | 0.0000% | $2847075.70        | $2668129.08        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283             | 2033-02-01      | 3.0000%  | 0.0000% | $2221357.25        | $2149497.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $638.51            | $538.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437             | 2051-10-01      | 2.0000%  | 0.0000% | $1084351.55        | $843737.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492             | 2051-12-01      | 2.0000%  | 0.0000% | $9284800.88        | $7235924.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046             | 2040-06-01      | 3.0000%  | 0.0000% | $3243513.35        | $3008983.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4153             | 2040-10-01      | 2.5000%  | 0.0000% | $19083625.34       | $17088468.36       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154             | 2035-10-01      | 1.5000%  | 0.0000% | $232.63            | $205.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361             | 2036-06-01      | 2.5000%  | 0.0000% | $9459.56           | $8764.85           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355             | 2051-06-01      | 2.0000%  | 0.0000% | $4950571.39        | $3865877.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $321.70            | $263.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607             | 2042-05-01      | 2.5000%  | 0.0000% | $4252045.85        | $3680243.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632             | 2042-06-01      | 3.0000%  | 0.0000% | $2326176.27        | $2050104.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $393.74            | $391.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191             | 2053-11-01      | 6.0000%  | 0.0000% | $11540151.06       | $11715761.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $15209401.15       | $15174595.29       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879             | 2054-02-01      | 5.5000%  | 0.0000% | $1435731.52        | $1427211.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0010             | 2053-10-01      | 6.5000%  | 0.0000% | $321.26            | $333.24            | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M                 | 2053-06-20      | 5.5000%  | 0.0000% | $17034206.01       | $17027401.80       | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                 | 2052-07-20      | 4.0000%  | 0.0000% | $15920548.66       | $14671585.15       | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M                 | 2052-08-20      | 4.0000%  | 0.0000% | $16375139.49       | $15090497.05       | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M                 | 2052-08-20      | 4.5000%  | 0.0000% | $4589352.66        | $4364864.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA8266 M                 | 2052-09-20      | 3.5000%  | 0.0000% | $84393.90          | $75244.54          | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M                 | 2052-09-20      | 4.0000%  | 0.0000% | $7552008.55        | $6959532.50        | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                 | 2052-09-20      | 5.0000%  | 0.0000% | $6104805.54        | $5967250.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA8344 M                 | 2052-10-20      | 3.0000%  | 0.0000% | $10227838.09       | $8915879.21        | Agency Mortgage-Backed Securities  |
| GNAR AT MA8370 M                 | 2052-09-20      | 3.0000%  | 0.0000% | $308.68            | $302.86            | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                 | 2053-01-20      | 6.0000%  | 0.0000% | $10862311.18       | $11026900.54       | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $5948986.47        | $5944200.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M                 | 2054-07-20      | 5.5000%  | 0.0000% | $12467567.27       | $12428800.06       | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                 | 2053-07-20      | 5.5000%  | 0.0000% | $2917.08           | $2915.03           | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                 | 2053-10-20      | 6.5000%  | 0.0000% | $11241915.12       | $11558331.31       | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $387.54            | $386.55            | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                 | 2054-01-20      | 4.5000%  | 0.0000% | $15925255.18       | $15072298.51       | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $13923305.74       | $13887892.59       | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M                 | 2054-04-20      | 5.5000%  | 0.0000% | $49171.47          | $49031.26          | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                 | 2054-04-20      | 6.5000%  | 0.0000% | $20574250.80       | $21119594.17       | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                 | 2051-08-20      | 3.0000%  | 0.0000% | $8727085.34        | $7603444.01        | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                 | 2051-10-20      | 2.0000%  | 0.0000% | $7476800.68        | $5854418.01        | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $6639692.05        | $5830967.23        | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                 | 2051-11-20      | 3.5000%  | 0.0000% | $9257174.89        | $8129599.55        | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $7633517.79        | $6720850.16        | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                 | 2051-12-20      | 3.0000%  | 0.0000% | $235873.98         | $206726.24         | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $415.81            | $370.22            | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $8009466.55        | $7331691.25        | Agency Mortgage-Backed Securities  |
| GNHA RM CK9645 H                 | 2071-12-20      | 6.0230%  | 0.0000% | $445.76            | $465.06            | Agency Mortgage-Backed Securities  |
| GNHA RM CK9658 H                 | 2072-01-20      | 5.9320%  | 0.0000% | $466.69            | $484.56            | Agency Mortgage-Backed Securities  |
| GNHA RM CK9662 H                 | 2072-01-20      | 5.9830%  | 0.0000% | $483.53            | $503.55            | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $8979160.19        | $8219327.69        | Agency Mortgage-Backed Securities  |
| GNHA AL CL8166 H                 | 2072-04-20      | 7.0070%  | 0.0000% | $309.71            | $327.42            | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                 | 2054-09-20      | 5.0000%  | 0.0000% | $10335784.57       | $10062989.91       | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M                 | 2054-10-20      | 4.5000%  | 0.0000% | $10349832.23       | $9785818.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                 | 2054-10-20      | 5.0000%  | 0.0000% | $3181678.41        | $3097703.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                 | 2054-10-20      | 6.0000%  | 0.0000% | $3124246.76        | $3171205.23        | Agency Mortgage-Backed Securities  |
| GNAR AT CQ7523 C                 | 2052-09-20      | 3.5000%  | 0.0000% | $110776.29         | $111278.38         | Agency Mortgage-Backed Securities  |
| GNHA AL CR2618 H                 | 2073-01-20      | 7.0070%  | 0.0000% | $1732850.65        | $1834497.69        | Agency Mortgage-Backed Securities  |
| GNHA AL CR2630 H                 | 2073-02-20      | 6.9950%  | 0.0000% | $2004941.33        | $2112379.78        | Agency Mortgage-Backed Securities  |
| GNHA AL CR2641 H                 | 2073-03-20      | 7.0200%  | 0.0000% | $385.99            | $407.92            | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                 | 2053-08-20      | 6.0000%  | 0.0000% | $12285979.20       | $12646245.06       | Agency Mortgage-Backed Securities  |
| GNHA AL CS6223 H                 | 2073-03-20      | 6.9600%  | 0.0000% | $419.39            | $444.61            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G             | 2037-07-01      | 5.5000%  | 0.0000% | $93.15             | $94.41             | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                    | 2041-10-01      | 7.1210%  | 0.0000% | $406.69            | $424.41            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $26.71             | $25.35             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $6706034.25        | $5832746.90        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $161282.95         | $132238.94         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007             | 2049-03-01      | 3.0000%  | 0.0000% | $9588076.05        | $8317278.84        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $1010796.26        | $958818.09         | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M                 | 2055-01-20      | 5.0000%  | 0.0000% | $19063.01          | $18559.80          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673             | 2053-05-01      | 5.5000%  | 0.0000% | $3354547.76        | $3338082.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $1005.47           | $981.29            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158             | 2042-04-01      | 3.0000%  | 0.0000% | $13383.21          | $11878.03          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391             | 2054-04-01      | 6.0000%  | 0.0000% | $10461781.64       | $10645724.16       | Agency Mortgage-Backed Securities  |
| GNMI SP 783056 X                 | 2040-08-15      | 5.0000%  | 0.0000% | $38.22             | $38.35             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663             | 2054-01-01      | 6.5000%  | 0.0000% | $148740.58         | $154197.60         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715             | 2054-06-01      | 6.0000%  | 0.0000% | $16392602.59       | $16643595.19       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281             | 2054-09-01      | 6.0000%  | 0.0000% | $686007.14         | $697522.68         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578             | 2055-03-01      | 6.0000%  | 0.0000% | $910253.72         | $928659.35         | Agency Mortgage-Backed Securities  |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $6841863.64        | $4240888.61        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $90.91             | $64.73             | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $77227.27          | $50509.70          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $18917181.82       | $13597503.90       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $1381772.73        | $951183.15         | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $5060954.55        | $4110035.24        | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $81863.64          | $58433.18          | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $123090.91         | $102440.70         | U.S. Treasuries (including strips) |
| 4 BOND 52                        | 2052-11-15      | 4.0000%  | 0.0000% | $2272727.27        | $1948971.44        | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $1086863.64        | $974512.84         | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53                    | 2053-02-15      | 1.5000%  | 0.0000% | $15561387.68       | $12138184.15       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $7959636.36        | $6984775.79        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $20681.82          | $18329.53          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $508136.36         | $481499.89         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $79045.45          | $76868.71          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $2727181.82        | $2469662.07        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54                    | 2054-02-15      | 2.1250%  | 0.0000% | $2492814.05        | $2250998.56        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $7659772.73        | $7359273.54        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $431681.82         | $411457.18         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $1410227.27        | $1278200.31        | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                    | 2043-02-15      | 0.6250%  | 0.0000% | $9213188.75        | $6734984.52        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $90.91             | $68.68             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $12681.82          | $10877.82          | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                    | 2044-08-15      | 3.1250%  | 0.0000% | $454545.45         | $354646.77         | U.S. Treasuries (including strips) |
| 3 BOND 44                        | 2044-11-15      | 3.0000%  | 0.0000% | $113090.91         | $85303.66          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $3882863.64        | $2697104.33        | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27                    | 2027-08-15      | 6.3750%  | 0.0000% | $96272.73          | $103045.89         | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $764636.36         | $806324.80         | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28                    | 2028-04-15      | 3.6250%  | 0.0000% | $4274222.64        | $4559069.52        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $1636636.36        | $1648726.86        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $10361590.91       | $8331214.14        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $454136.36         | $449132.73         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $42727.27          | $42573.07          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $4342318.18        | $4323959.33        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $45545.45          | $44551.91          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $1363500.00        | $1377355.58        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $454409.09         | $456420.65         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $2772.73           | $2748.67           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $515954.55         | $525964.93         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $90.91             | $93.26             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $454590.91         | $464316.40         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $45.45             | $46.03             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $602818.18         | $607543.32         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $79181.82          | $79819.13          | U.S. Treasuries (including strips) |
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $90.91             | $91.61             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $872727.27         | $871025.92         | U.S. Treasuries (including strips) |
| TINT 02/15/28                    | 2028-02-15      | 0.0000%  | 0.0000% | $254727.27         | $228861.25         | U.S. Treasuries (including strips) |
| TINT 08/15/29                    | 2029-08-15      | 0.0000%  | 0.0000% | $6.50              | $5.49              | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $227.27            | $206.87            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $643000.00         | $601362.05         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $59363.64          | $58746.46          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $593909.09         | $571606.69         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $367181.82         | $359318.09         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $363.64            | $353.82            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                  | 2026-01-31      | 2.6250%  | 0.0000% | $45.45             | $45.35             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $136.36            | $128.79            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2025-08-15      | 2.0000%  | 0.0000% | $114227.27         | $114315.67         | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $2719818.18        | $2644275.82        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $4501136.36        | $4374114.61        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 25                  | 2025-07-15      | 0.3750%  | 0.0000% | $827028.81         | $827474.97         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $452090.91         | $414642.64         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30                  | 2030-01-15      | 0.1250%  | 0.0000% | $604126.52         | $566475.04         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $2272500.00        | $2193219.15        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $454636.36         | $408905.58         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $2727363.64        | $2557461.45        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $2584090.91        | $2197639.48        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                  | 2027-05-31      | 0.5000%  | 0.0000% | $1363636.36        | $1277795.81        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30                  | 2030-07-15      | 0.1250%  | 0.0000% | $1410062.14        | $1315122.88        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $208363.64         | $175828.61         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $454363.64         | $421954.06         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $7743590.91        | $6558811.11        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $1173818.18        | $1086883.83        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $5908954.55        | $5506620.80        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $45.45             | $44.09             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $5455363.64        | $4753134.85        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $159500.00         | $154780.30         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26                 | 2026-06-30      | 0.8750%  | 0.0000% | $50681.82          | $49123.49          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31                  | 2031-07-15      | 0.1250%  | 0.0000% | $25593.77          | $23338.86          | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $9409.09           | $8636.36           | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                 | 2026-09-30      | 0.8750%  | 0.0000% | $743409.09         | $714073.74         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26                 | 2026-10-15      | 0.1250%  | 0.0000% | $159.56            | $157.62            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $5898500.00        | $5431562.50        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                 | 2026-10-31      | 1.1250%  | 0.0000% | $1392863.64        | $1338695.34        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $4545636.36        | $3838723.82        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $454500.00         | $422393.12         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                  | 2028-12-31      | 1.3750%  | 0.0000% | $4454636.36        | $4105715.90        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $68181.82          | $63569.23          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $361045.45         | $314823.60         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $45.45             | $42.46             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $216227.27         | $209644.57         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $723681.82         | $686755.55         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $1713954.55        | $1714759.85        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32                  | 2032-07-15      | 0.6250%  | 0.0000% | $2577180.46        | $2384721.26        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $454.55            | $447.77            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $1711318.18        | $1571434.27        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                  | 2029-09-30      | 3.8750%  | 0.0000% | $45.45             | $45.60             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $464227.27         | $469722.00         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                 | 2025-10-15      | 4.2500%  | 0.0000% | $6954.55           | $6988.47           | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27                 | 2027-10-15      | 1.6250%  | 0.0000% | $418044.13         | $423387.14         | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $2681681.82        | $2695028.20        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $13568318.18       | $13681814.07       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $138136.36         | $137672.70         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $908909.09         | $923094.02         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $3931363.64        | $3993481.66        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                  | 2028-01-31      | 3.5000%  | 0.0000% | $454545.45         | $455336.60         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $3803818.18        | $3657840.00        | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $1765545.45        | $1785817.99        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26                 | 2026-03-15      | 4.6250%  | 0.0000% | $45.45             | $46.01             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                  | 2030-03-31      | 3.6250%  | 0.0000% | $3791545.45        | $3754060.80        | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28                  | 2028-04-15      | 1.2500%  | 0.0000% | $2355749.50        | $2348413.42        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-05-15      | 3.6250%  | 0.0000% | $454590.91         | $452812.36         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $136363.64         | $128439.50         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $318.18            | $324.54            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                 | 2026-07-15      | 4.5000%  | 0.0000% | $949090.91         | $968872.59         | U.S. Treasuries (including strips) |
| 4 3/4 NOTE BE 25                 | 2025-07-31      | 4.7500%  | 0.0000% | $272.73            | $277.14            | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $266909.09         | $270312.76         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $454272.73         | $446555.36         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $7773681.82        | $7892560.13        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $5141681.82        | $5270370.99        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $45.45             | $47.09             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $75681.82          | $76439.94          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $2900409.09        | $3006850.65        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $10237227.27       | $10242148.04       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $1181818.18        | $1193723.43        | U.S. Treasuries (including strips) |
| 4 NOTE G 31                      | 2031-01-31      | 4.0000%  | 0.0000% | $984090.91         | $994117.98         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $728681.82         | $735789.51         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $5011000.00        | $5030394.01        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                 | 2026-05-31      | 4.8750%  | 0.0000% | $136.36            | $140.55            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $849454.55         | $892618.68         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $9208500.00        | $9476895.52        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $454636.36         | $466208.95         | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $324909.09         | $329868.88         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $45.45             | $46.11             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $2772.73           | $2700.39           | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45                    | 2045-02-15      | 0.7500%  | 0.0000% | $5949439.56        | $4285201.02        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $2045409.09        | $1511331.65        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $5402181.82        | $3698119.31        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $7808227.27        | $5278884.96        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $8310636.36        | $5367250.70        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46                    | 2046-11-15      | 2.8750%  | 0.0000% | $818.18            | $590.04            | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-02-15      | 3.0000%  | 0.0000% | $2908636.36        | $2162084.77        | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $45.45             | $33.35             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $716227.27         | $504541.68         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $20772.73          | $14448.82          | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $545.45            | $400.80            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $719772.73         | $534647.74         | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $403136.36         | $294803.05         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48                    | 2048-11-15      | 3.3750%  | 0.0000% | $31772.73          | $24611.11          | U.S. Treasuries (including strips) |
| 3 BOND 49                        | 2049-02-15      | 3.0000%  | 0.0000% | $27272.73          | $19875.62          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $45.45             | $31.94             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $477590.91         | $295344.65         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $4000.00           | $2514.52           | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $45.45             | $26.30             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $9417772.73        | $4840220.63        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-02-15      | 1.8750%  | 0.0000% | $955727.27         | $528111.70         | U.S. Treasuries (including strips) |

### Security 306: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.350000%
- **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: 935WBY004, C.3 - LEI: N/A, C.5 - Other ID: 935WBY004_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 3.8000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CISB0258                                    | 2034-06-01      | 4.0000%  | 0.0000% | $960.37            | $955.28            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0399                                    | 2035-08-01      | 2.0000%  | 0.0000% | $4078.65           | $3708.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0999                                    | 2035-12-01      | 3.5000%  | 0.0000% | $1051.68           | $1012.93           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB1158                                    | 2034-07-01      | 3.0000%  | 0.0000% | $3909.51           | $3804.74           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8098                                    | 2036-04-01      | 2.0000%  | 0.0000% | $32450.52          | $29394.85          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8099                                    | 2036-04-01      | 2.5000%  | 0.0000% | $4343.28           | $4021.81           | Agency Mortgage-Backed Securities  |
| GNPL PN DH1767                                          | 2060-04-15      | 5.9900%  | 0.0000% | $968.92            | $1026.74           | Agency Mortgage-Backed Securities  |
| GNII SF DH0975 C                                        | 2054-12-20      | 5.5000%  | 0.0000% | $18354.18          | $18435.44          | Agency Mortgage-Backed Securities  |
| GNII SF DH2628 C                                        | 2055-01-20      | 5.5000%  | 0.0000% | $1155.47           | $1163.35           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1581                                    | 2052-09-01      | 2.5000%  | 0.0000% | $1439.20           | $1175.33           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2395                                    | 2053-01-01      | 5.0000%  | 0.0000% | $4264.62           | $4179.75           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5298                                    | 2054-04-01      | 6.0000%  | 0.0000% | $18151.30          | $18527.61          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4518                                    | 2053-08-01      | 3.5000%  | 0.0000% | $1537.17           | $1366.81           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661                                    | 2054-05-01      | 6.0000%  | 0.0000% | $1083.20           | $1116.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6023                                    | 2054-07-01      | 6.5000%  | 0.0000% | $3250.30           | $3387.19           | Agency Mortgage-Backed Securities  |
| GNII SF DH6663 C                                        | 2055-02-20      | 5.5000%  | 0.0000% | $2821.21           | $2832.66           | Agency Mortgage-Backed Securities  |
| GNII SF DJ1967 C                                        | 2055-05-20      | 5.5000%  | 0.0000% | $1241.20           | $1246.24           | Agency Mortgage-Backed Securities  |
| GNII SF DJ2769 C                                        | 2055-04-20      | 6.5000%  | 0.0000% | $1285.34           | $1330.18           | Agency Mortgage-Backed Securities  |
| GNII SF DJ6204 C                                        | 2055-04-20      | 6.0000%  | 0.0000% | $3412.85           | $3487.79           | Agency Mortgage-Backed Securities  |
| GNII SF DJ6215 C                                        | 2055-04-20      | 5.5000%  | 0.0000% | $151494.34         | $151550.93         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6458                                          | 2060-06-15      | 5.5100%  | 0.0000% | $1075.90           | $1100.69           | Agency Mortgage-Backed Securities  |
| GNII SF DI1702 C                                        | 2055-03-20      | 6.5000%  | 0.0000% | $5523.75           | $5824.82           | Agency Mortgage-Backed Securities  |
| GNII SF DI1216 C                                        | 2055-02-20      | 6.0000%  | 0.0000% | $15460.33          | $15868.14          | Agency Mortgage-Backed Securities  |
| GNII SF DI2449 C                                        | 2055-05-20      | 5.5000%  | 0.0000% | $141589.60         | $141990.38         | Agency Mortgage-Backed Securities  |
| GNPL PN DI7405                                          | 2060-04-15      | 5.7300%  | 0.0000% | $2897.96           | $2985.08           | Agency Mortgage-Backed Securities  |
| GNII SF DI8321 C                                        | 2055-04-20      | 6.5000%  | 0.0000% | $4102.11           | $4270.37           | Agency Mortgage-Backed Securities  |
| GNII SF AY2391 C                                        | 2047-10-20      | 4.2500%  | 0.0000% | $919.62            | $859.40            | Agency Mortgage-Backed Securities  |
| GNII SF 004291 M                                        | 2038-11-20      | 6.0000%  | 0.0000% | $100.18            | $104.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0436                                    | 2049-02-01      | 3.5000%  | 0.0000% | $35207737.04       | $32676598.04       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7336                                    | 2050-10-01      | 2.0000%  | 0.0000% | $5410.52           | $4263.16           | Agency Mortgage-Backed Securities  |
| GNII SF 005085 M                                        | 2038-10-20      | 6.0000%  | 0.0000% | $336.26            | $344.98            | Agency Mortgage-Backed Securities  |
| GNMI SP 781636 X                                        | 2033-07-15      | 5.5000%  | 0.0000% | $186.49            | $193.00            | Agency Mortgage-Backed Securities  |
| GNMI SP 783610 X                                        | 2041-11-15      | 4.5000%  | 0.0000% | $301.22            | $291.53            | Agency Mortgage-Backed Securities  |
| GNMI SP 783669 X                                        | 2042-09-15      | 3.0000%  | 0.0000% | $1004.04           | $896.96            | Agency Mortgage-Backed Securities  |
| GNII SP 786384 C                                        | 2052-09-20      | 5.5000%  | 0.0000% | $6821.41           | $7067.37           | Agency Mortgage-Backed Securities  |
| GNII SP 787935 C                                        | 2055-04-20      | 5.5000%  | 0.0000% | $4925983.28        | $4929000.73        | Agency Mortgage-Backed Securities  |
| GNII SP 787946 C                                        | 2055-05-20      | 5.0000%  | 0.0000% | $32216324.27       | $31519767.97       | Agency Mortgage-Backed Securities  |
| GNII SP 787952 C                                        | 2055-05-20      | 5.5000%  | 0.0000% | $5568.00           | $5590.01           | Agency Mortgage-Backed Securities  |
| GNII SF MA3310 M                                        | 2045-12-20      | 3.5000%  | 0.0000% | $111.38            | $100.89            | Agency Mortgage-Backed Securities  |
| GNII SF MA4320 M                                        | 2047-01-20      | 3.0000%  | 0.0000% | $1911.99           | $1687.89           | Agency Mortgage-Backed Securities  |
| GNII JM MA6187 M                                        | 2034-09-20      | 3.0000%  | 0.0000% | $781.02            | $755.28            | Agency Mortgage-Backed Securities  |
| GNII SF MA5596 M                                        | 2048-11-20      | 4.5000%  | 0.0000% | $536.36            | $513.91            | Agency Mortgage-Backed Securities  |
| GNII SF MA5764 M                                        | 2049-02-20      | 4.5000%  | 0.0000% | $75.09             | $71.94             | Agency Mortgage-Backed Securities  |
| GNII SF MA6540 M                                        | 2050-02-20      | 2.5000%  | 0.0000% | $240.45            | $201.61            | Agency Mortgage-Backed Securities  |
| GNII SF MA6544 M                                        | 2049-07-20      | 4.5000%  | 0.0000% | $281.20            | $269.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA6996 M                                        | 2050-11-20      | 3.0000%  | 0.0000% | $375.54            | $328.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M                                        | 2052-06-20      | 4.0000%  | 0.0000% | $2133.47           | $1966.10           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA1355                                    | 2052-07-01      | 4.0000%  | 0.0000% | $19869303.10       | $18276921.95       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072                                    | 2053-07-01      | 5.5000%  | 0.0000% | $17407570.47       | $17313666.30       | Agency Mortgage-Backed Securities  |
| GNII SF MA8204 M                                        | 2052-08-20      | 6.0000%  | 0.0000% | $6114.29           | $6250.97           | Agency Mortgage-Backed Securities  |
| GNII SF MA8270 M                                        | 2052-09-20      | 5.5000%  | 0.0000% | $4238.71           | $4240.50           | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M                                        | 2053-02-20      | 5.0000%  | 0.0000% | $795.49            | $775.97            | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                                        | 2053-04-20      | 5.5000%  | 0.0000% | $4875961.91        | $4872039.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M                                        | 2054-07-20      | 5.5000%  | 0.0000% | $9225847.66        | $9197160.41        | Agency Mortgage-Backed Securities  |
| GNII SF MA9106 M                                        | 2053-06-20      | 5.5000%  | 0.0000% | $40821862.61       | $40747181.30       | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M                                        | 2054-01-20      | 5.0000%  | 0.0000% | $4129.42           | $4022.34           | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M                                        | 2054-03-20      | 5.5000%  | 0.0000% | $1622.07           | $1617.61           | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M                                        | 2054-04-20      | 5.5000%  | 0.0000% | $10468933.06       | $10439081.48       | Agency Mortgage-Backed Securities  |
| GNPL PN CP1214                                          | 2058-03-15      | 4.7400%  | 0.0000% | $943.30            | $927.86            | Agency Mortgage-Backed Securities  |
| GNPL PN CP2685                                          | 2065-07-15      | 4.7400%  | 0.0000% | $966.67            | $912.25            | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C                                        | 2050-12-20      | 2.5000%  | 0.0000% | $1213.45           | $1007.27           | Agency Mortgage-Backed Securities  |
| GNII SF BV9802 C                                        | 2036-04-20      | 5.5000%  | 0.0000% | $351.10            | $358.47            | Agency Mortgage-Backed Securities  |
| GNII SF CK8464 C                                        | 2052-04-20      | 3.0000%  | 0.0000% | $796.79            | $684.36            | Agency Mortgage-Backed Securities  |
| GNII SF AH5878 C                                        | 2044-03-20      | 3.7500%  | 0.0000% | $496.78            | $451.17            | Agency Mortgage-Backed Securities  |
| GNPL PN CU1269                                          | 2058-04-15      | 5.0800%  | 0.0000% | $976.08            | $976.38            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18734 G                                    | 2034-05-01      | 3.5000%  | 0.0000% | $1704.47           | $1670.04           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18707 G                                    | 2033-09-01      | 3.5000%  | 0.0000% | $175813.50         | $172498.44         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC E03003 G                                    | 2027-01-01      | 3.0000%  | 0.0000% | $114.41            | $113.34            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G                                    | 2036-07-01      | 6.0000%  | 0.0000% | $20.96             | $21.95             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07786 G                                    | 2044-08-01      | 4.0000%  | 0.0000% | $195.45            | $185.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5961                                    | 2049-05-01      | 4.5000%  | 0.0000% | $6630.97           | $6377.89           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZA2664                                    | 2026-10-01      | 3.5000%  | 0.0000% | $25.38             | $25.20             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3MZA3002                                    | 2029-12-01      | 2.5000%  | 0.0000% | $5756.37           | $5593.51           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8184                                    | 2037-10-01      | 4.0000%  | 0.0000% | $1097.33           | $1064.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8309                                    | 2039-06-01      | 5.5000%  | 0.0000% | $3134.23           | $3191.56           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8503                                    | 2035-08-01      | 2.0000%  | 0.0000% | $3394.26           | $3085.07           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0697                                    | 2051-08-01      | 3.0000%  | 0.0000% | $924.54            | $794.26            | Agency Mortgage-Backed Securities  |
| GNMI SF 762838 X                                        | 2041-03-15      | 4.0000%  | 0.0000% | $84.30             | $79.30             | Agency Mortgage-Backed Securities  |
| GNMI SF 778690 X                                        | 2041-12-15      | 3.5000%  | 0.0000% | $109.63            | $100.48            | Agency Mortgage-Backed Securities  |
| GNMI SF 778875 X                                        | 2042-02-15      | 3.5000%  | 0.0000% | $258.55            | $235.75            | Agency Mortgage-Backed Securities  |
| GNII SF 795298 C                                        | 2042-10-20      | 3.0000%  | 0.0000% | $556.49            | $485.09            | Agency Mortgage-Backed Securities  |
| GNMI SF AA8273 X                                        | 2042-07-15      | 3.5000%  | 0.0000% | $264.44            | $241.61            | Agency Mortgage-Backed Securities  |
| GNMI SF AB2892 X                                        | 2042-09-15      | 3.0000%  | 0.0000% | $219.06            | $195.70            | Agency Mortgage-Backed Securities  |
| GNII SF MA0088 M                                        | 2042-05-20      | 3.5000%  | 0.0000% | $76.66             | $70.31             | Agency Mortgage-Backed Securities  |
| GNII SF MA1091 M                                        | 2043-06-20      | 4.0000%  | 0.0000% | $1120.07           | $1055.10           | Agency Mortgage-Backed Securities  |
| GNII SF MA2445 M                                        | 2044-12-20      | 3.5000%  | 0.0000% | $77.77             | $70.82             | Agency Mortgage-Backed Securities  |
| GNII SF MA2446 M                                        | 2044-12-20      | 4.0000%  | 0.0000% | $78.64             | $73.75             | Agency Mortgage-Backed Securities  |
| GNII SF MA2754 M                                        | 2045-04-20      | 3.5000%  | 0.0000% | $3235.46           | $2939.60           | Agency Mortgage-Backed Securities  |
| 2 3/8 BOND 51                                           | 2051-05-15      | 2.3750%  | 0.0000% | $95796.67          | $59379.00          | U.S. Treasuries (including strips) |
| 2 BOND 51                                               | 2051-08-15      | 2.0000%  | 0.0000% | $877926.67         | $498207.45         | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                                           | 2041-08-15      | 1.7500%  | 0.0000% | $296766.67         | $194097.15         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                                           | 2051-11-15      | 1.8750%  | 0.0000% | $25036.67          | $13586.61          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                                           | 2052-02-15      | 2.2500%  | 0.0000% | $496673.33         | $299041.59         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                                           | 2052-02-15      | 2.2500%  | 0.0000% | $14629340.00       | $8808165.98        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                                           | 2042-02-15      | 2.3750%  | 0.0000% | $96.67             | $69.48             | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                                           | 2042-05-15      | 3.2500%  | 0.0000% | $16918793.33       | $13739865.89       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                                           | 2042-08-15      | 3.3750%  | 0.0000% | $15499050.00       | $12898869.44       | U.S. Treasuries (including strips) |
| 4 BOND 52                                               | 2052-11-15      | 4.0000%  | 0.0000% | $13393166.67       | $11485275.72       | U.S. Treasuries (including strips) |
| 4 BOND 42                                               | 2042-11-15      | 4.0000%  | 0.0000% | $426493.33         | $382406.05         | U.S. Treasuries (including strips) |
| 4 BOND 42                                               | 2042-11-15      | 4.0000%  | 0.0000% | $928966.67         | $832937.93         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                                           | 2053-05-15      | 3.6250%  | 0.0000% | $3493436.67        | $2792945.26        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                                           | 2053-05-15      | 3.6250%  | 0.0000% | $13261700.00       | $10602511.42       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                                           | 2043-05-15      | 3.8750%  | 0.0000% | $3002950.00        | $2635162.15        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                                           | 2043-05-15      | 3.8750%  | 0.0000% | $13920.00          | $12215.14          | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                                           | 2053-08-15      | 4.1250%  | 0.0000% | $96.67             | $85.68             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                                           | 2053-11-15      | 4.7500%  | 0.0000% | $483.33            | $470.02            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                                           | 2043-11-15      | 4.7500%  | 0.0000% | $51249960.00       | $50331004.19       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                                           | 2054-02-15      | 4.2500%  | 0.0000% | $12470.00          | $11292.49          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                                           | 2054-02-15      | 4.2500%  | 0.0000% | $290.00            | $262.61            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                                           | 2044-02-15      | 4.5000%  | 0.0000% | $19371420.00       | $18611463.26       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                                           | 2054-05-15      | 4.6250%  | 0.0000% | $96.67             | $92.13             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                                           | 2044-05-15      | 4.6250%  | 0.0000% | $5491246.67        | $5295594.59        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-10      | 0.0000%  | 0.0000% | $96.67             | $96.23             | U.S. Treasuries (including strips) |
| BILL 07/10/25                                           | 2025-07-10      | 0.0000%  | 0.0000% | $7540.00           | $7506.34           | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-08-07      | 0.0000%  | 0.0000% | $290.00            | $287.76            | U.S. Treasuries (including strips) |
| BILL 08/07/25                                           | 2025-08-07      | 0.0000%  | 0.0000% | $204933.33         | $203345.10         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-04      | 0.0000%  | 0.0000% | $34413.33          | $34033.68          | U.S. Treasuries (including strips) |
| BILL 09/04/25                                           | 2025-09-04      | 0.0000%  | 0.0000% | $96.67             | $95.60             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-06-05      | 0.0000%  | 0.0000% | $353703.33         | $353578.83         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-06-20      | 0.0000%  | 0.0000% | $30063.33          | $29999.72          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-06-26      | 0.0000%  | 0.0000% | $10713180.00       | $10683054.54       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-03      | 0.0000%  | 0.0000% | $202033.33         | $201300.16         | U.S. Treasuries (including strips) |
| BILL 07/03/25                                           | 2025-07-03      | 0.0000%  | 0.0000% | $6090.00           | $6067.90           | U.S. Treasuries (including strips) |
| BILL 01/22/26                                           | 2026-01-22      | 0.0000%  | 0.0000% | $117450.00         | $114381.15         | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                                           | 2043-02-15      | 0.6250%  | 0.0000% | $268.86            | $196.54            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                                           | 2043-08-15      | 3.6250%  | 0.0000% | $331760.00         | $283249.18         | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                                           | 2043-11-15      | 3.7500%  | 0.0000% | $2034930.00        | $1745460.26        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                                           | 2043-11-15      | 3.7500%  | 0.0000% | $96.67             | $82.91             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                                           | 2044-02-15      | 3.6250%  | 0.0000% | $12431430.00       | $10554748.57       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                                           | 2044-02-15      | 3.6250%  | 0.0000% | $1353.33           | $1149.03           | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44                                           | 2044-02-15      | 1.3750%  | 0.0000% | $10785052.91       | $8947045.61        | U.S. Treasuries (including strips) |
| 3 BOND 44                                               | 2044-11-15      | 3.0000%  | 0.0000% | $586766.67         | $442593.89         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                                           | 2045-02-15      | 2.5000%  | 0.0000% | $10730.00          | $7453.24           | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-17      | 0.0000%  | 0.0000% | $620020.00         | $616748.77         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-24      | 0.0000%  | 0.0000% | $4833333.33        | $4803908.00        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-31      | 0.0000%  | 0.0000% | $273180.00         | $271288.50         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-08-14      | 0.0000%  | 0.0000% | $292320.00         | $289820.08         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-08-28      | 0.0000%  | 0.0000% | $677633.33         | $670684.20         | U.S. Treasuries (including strips) |
| BILL 08/28/25                                           | 2025-08-28      | 0.0000%  | 0.0000% | $870.00            | $861.08            | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-06-17      | 0.0000%  | 0.0000% | $2126.67           | $2122.92           | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-01      | 0.0000%  | 0.0000% | $151090.00         | $150578.26         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-11      | 0.0000%  | 0.0000% | $1329070.00        | $1313437.48        | U.S. Treasuries (including strips) |
| BILL 09/25/25                                           | 2025-09-25      | 0.0000%  | 0.0000% | $416440.00         | $410866.36         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-08      | 0.0000%  | 0.0000% | $185600.00         | $184817.14         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-29      | 0.0000%  | 0.0000% | $1739903.33        | $1728272.08        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                                           | 2027-11-15      | 6.1250%  | 0.0000% | $16240.00          | $17125.42          | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32                                           | 2032-04-15      | 3.3750%  | 0.0000% | $696.50            | $772.04            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                                           | 2036-02-15      | 4.5000%  | 0.0000% | $10923.33          | $11178.82          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37                                           | 2037-02-15      | 4.7500%  | 0.0000% | $8619573.33        | $8952188.96        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                                           | 2039-05-15      | 4.2500%  | 0.0000% | $17400.00          | $16652.59          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                                           | 2040-02-15      | 4.6250%  | 0.0000% | $96.67             | $96.75             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40                                           | 2040-11-15      | 4.2500%  | 0.0000% | $29000.00          | $27301.25          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                                           | 2041-02-15      | 4.7500%  | 0.0000% | $12149356.67       | $12239108.93       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                                           | 2041-11-15      | 3.1250%  | 0.0000% | $29193.33          | $23472.83          | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42                                           | 2042-02-15      | 0.7500%  | 0.0000% | $410.34            | $313.41            | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42                                           | 2042-02-15      | 0.7500%  | 0.0000% | $136.78            | $104.47            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                                           | 2042-11-15      | 2.7500%  | 0.0000% | $11029183.33       | $8233505.10        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                                           | 2043-02-15      | 3.1250%  | 0.0000% | $663616.67         | $528554.69         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                                         | 2034-08-15      | 3.8750%  | 0.0000% | $1546.67           | $1506.32           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                                        | 2027-08-15      | 3.7500%  | 0.0000% | $4250626.67        | $4282087.60        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                                        | 2026-08-31      | 3.7500%  | 0.0000% | $24843.33          | $24973.74          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                                         | 2031-08-31      | 3.7500%  | 0.0000% | $3865700.00        | $3823108.10        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                                        | 2029-08-31      | 3.6250%  | 0.0000% | $9763.33           | $9728.10           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                                        | 2026-09-30      | 3.5000%  | 0.0000% | $406193.33         | $405645.26         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                                        | 2029-10-31      | 4.1250%  | 0.0000% | $28130.00          | $28415.85          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                                        | 2026-10-31      | 4.1250%  | 0.0000% | $2320.00           | $2330.27           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                                         | 2031-10-31      | 4.1250%  | 0.0000% | $46012753.33       | $46137667.47       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $386.67            | $383.31            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                                        | 2026-11-30      | 4.2500%  | 0.0000% | $43500.00          | $44566.76          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                                        | 2026-11-30      | 4.2500%  | 0.0000% | $47224470.00       | $48382567.11       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                                        | 2029-11-30      | 4.1250%  | 0.0000% | $3383.33           | $3476.35           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                                        | 2029-12-31      | 4.3750%  | 0.0000% | $96.67             | $100.06            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                                        | 2026-12-31      | 4.2500%  | 0.0000% | $4727290.00        | $4827841.81        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                                         | 2030-01-31      | 4.2500%  | 0.0000% | $5117726.67        | $5250101.76        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $11467276.67       | $11647497.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                                         | 2035-02-15      | 4.6250%  | 0.0000% | $1546.67           | $1595.26           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                                        | 2027-02-28      | 4.1250%  | 0.0000% | $1619360.00        | $1640002.64        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                                         | 2032-02-29      | 4.1250%  | 0.0000% | $8093513.33        | $8156953.59        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                                        | 2028-03-15      | 3.8750%  | 0.0000% | $18270.00          | $18417.05          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                                         | 2032-03-31      | 4.1250%  | 0.0000% | $2223.33           | $2232.53           | U.S. Treasuries (including strips) |
| 4 NOTE W 30                                             | 2030-03-31      | 4.0000%  | 0.0000% | $386.67            | $389.65            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                                        | 2027-03-31      | 3.8750%  | 0.0000% | $8744176.67        | $8787525.57        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                                        | 2028-04-15      | 3.7500%  | 0.0000% | $232386.67         | $232618.28         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                                         | 2030-04-30      | 3.8750%  | 0.0000% | $26003.33          | $25967.42          | U.S. Treasuries (including strips) |
| 4 NOTE K 32                                             | 2032-04-30      | 4.0000%  | 0.0000% | $18704710.00       | $18571904.12       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                                         | 2035-05-15      | 4.2500%  | 0.0000% | $290.00            | $287.01            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                                           | 2054-08-15      | 4.2500%  | 0.0000% | $78713636.67       | $71344382.96       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                                           | 2044-08-15      | 4.1250%  | 0.0000% | $4742950.00        | $4317203.02        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                                           | 2054-11-15      | 4.5000%  | 0.0000% | $870.00            | $813.66            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                                           | 2044-11-15      | 4.6250%  | 0.0000% | $3071776.67        | $2956207.80        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                                           | 2055-02-15      | 4.6250%  | 0.0000% | $128470.00         | $124231.30         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                                           | 2055-02-15      | 4.6250%  | 0.0000% | $10536.67          | $10189.02          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                                           | 2045-02-15      | 4.7500%  | 0.0000% | $36443.33          | $36064.45          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                                           | 2045-02-15      | 4.7500%  | 0.0000% | $96.67             | $95.66             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                                           | 2055-05-15      | 4.7500%  | 0.0000% | $5026280.00        | $4907233.27        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                                         | 2026-08-15      | 1.5000%  | 0.0000% | $6670.00           | $6496.19           | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27                                         | 2027-07-15      | 0.3750%  | 0.0000% | $1389.83           | $1370.82           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                                         | 2027-08-15      | 2.2500%  | 0.0000% | $13136710.00       | $12764140.92       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                                         | 2027-11-15      | 2.2500%  | 0.0000% | $166653.33         | $160395.19         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                                         | 2027-11-15      | 2.2500%  | 0.0000% | $16371176.67       | $15756408.21       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                                         | 2028-02-15      | 2.7500%  | 0.0000% | $98890.00          | $96772.13          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                                         | 2028-05-15      | 2.8750%  | 0.0000% | $1063.33           | $1034.62           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                                         | 2028-08-15      | 2.8750%  | 0.0000% | $6949850.00        | $6793205.03        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-10-31      | 3.0000%  | 0.0000% | $29966473.33       | $29871918.68       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                                         | 2028-11-15      | 3.1250%  | 0.0000% | $9570.00           | $9340.59           | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29                                         | 2029-01-15      | 0.8750%  | 0.0000% | $12146314.34       | $11941905.50       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                                         | 2029-02-15      | 2.6250%  | 0.0000% | $4736.67           | $4562.25           | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                                         | 2029-05-15      | 2.3750%  | 0.0000% | $5212943.33        | $4923302.15        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26                                         | 2026-06-30      | 1.8750%  | 0.0000% | $96.67             | $95.10             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25                                         | 2025-11-15      | 2.2500%  | 0.0000% | $32093.33          | $31823.24          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26                                         | 2026-02-15      | 1.6250%  | 0.0000% | $193.33            | $190.72            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                                         | 2026-05-15      | 1.6250%  | 0.0000% | $13588143.33       | $13272536.48       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26                                         | 2026-07-15      | 0.1250%  | 0.0000% | $128.94            | $127.84            | U.S. Treasuries (including strips) |
| 2 NOTE F 26                                             | 2026-11-15      | 2.0000%  | 0.0000% | $96.67             | $93.98             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-06-30      | 2.7500%  | 0.0000% | $48333333.33       | $48816136.35       | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28                                         | 2028-07-15      | 0.7500%  | 0.0000% | $254382.86         | $251089.61         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                                         | 2026-07-31      | 1.8750%  | 0.0000% | $8120.00           | $7964.12           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                                         | 2029-08-15      | 1.6250%  | 0.0000% | $3576.67           | $3280.40           | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                                         | 2026-08-31      | 1.3750%  | 0.0000% | $9666666.67        | $9384613.98        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                                         | 2026-11-30      | 1.6250%  | 0.0000% | $1740.00           | $1694.01           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30                                         | 2030-01-15      | 0.1250%  | 0.0000% | $24025.73          | $22528.35          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                                         | 2027-01-31      | 1.5000%  | 0.0000% | $19430.00          | $18752.14          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                                         | 2030-02-15      | 1.5000%  | 0.0000% | $3808570.00        | $3425475.05        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                                         | 2027-02-28      | 1.1250%  | 0.0000% | $40890.00          | $39058.17          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                                         | 2027-04-30      | 0.5000%  | 0.0000% | $19236.67          | $18038.31          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                                         | 2030-05-15      | 0.6250%  | 0.0000% | $5703.33           | $4850.40           | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                                         | 2027-06-30      | 0.5000%  | 0.0000% | $4853246.67        | $4534547.66        | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AB 25                                        | 2025-07-31      | 0.2500%  | 0.0000% | $193.33            | $192.18            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                                         | 2030-08-15      | 0.6250%  | 0.0000% | $13701146.67       | $11561775.37       | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                                        | 2025-08-31      | 0.2500%  | 0.0000% | $6891560.00        | $6827090.88        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-09-30      | 0.2500%  | 0.0000% | $966666.67         | $954135.61         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                                         | 2030-11-15      | 0.8750%  | 0.0000% | $290.00            | $245.63            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25                                        | 2025-11-30      | 0.3750%  | 0.0000% | $13520960.00       | $13283176.32       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                                         | 2027-12-31      | 0.6250%  | 0.0000% | $96.67             | $89.21             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-12-31      | 0.3750%  | 0.0000% | $14500096.67       | $14200377.74       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26                                         | 2026-01-31      | 0.3750%  | 0.0000% | $117546.67         | $114691.19         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                                         | 2028-01-31      | 0.7500%  | 0.0000% | $767533.33         | $708788.23         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                                         | 2031-02-15      | 1.1250%  | 0.0000% | $336400.00         | $288325.10         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                                         | 2028-03-31      | 1.2500%  | 0.0000% | $546263.33         | $509068.91         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-03-31      | 0.7500%  | 0.0000% | $1740.00           | $1693.43           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26                                         | 2026-04-15      | 0.1250%  | 0.0000% | $2474935.40        | $2447915.76        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                                         | 2031-05-15      | 1.6250%  | 0.0000% | $1981860.00        | $1726749.76        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                                         | 2028-05-31      | 1.2500%  | 0.0000% | $193.33            | $180.22            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                                         | 2026-05-31      | 0.7500%  | 0.0000% | $6867973.33        | $6664745.86        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26                                        | 2026-06-30      | 0.8750%  | 0.0000% | $483.33            | $468.48            | U.S. Treasuries (including strips) |
| 1 NOTE N 28                                             | 2028-07-31      | 1.0000%  | 0.0000% | $1540770.00        | $1414233.18        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                                         | 2031-08-15      | 1.2500%  | 0.0000% | $1160.00           | $983.08            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                                         | 2028-08-31      | 1.1250%  | 0.0000% | $5110573.33        | $4695415.55        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                                         | 2028-09-30      | 1.2500%  | 0.0000% | $109233.33         | $100461.15         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                                         | 2028-10-31      | 1.3750%  | 0.0000% | $96.67             | $89.01             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                                        | 2026-10-31      | 1.1250%  | 0.0000% | $773.33            | $743.26            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                                         | 2031-11-15      | 1.3750%  | 0.0000% | $4381803.33        | $3700369.21        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                                        | 2026-11-30      | 1.2500%  | 0.0000% | $96.67             | $93.40             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                                        | 2026-12-31      | 1.2500%  | 0.0000% | $1353.33           | $1303.67           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $114646.67         | $99969.34          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                                         | 2027-02-28      | 1.8750%  | 0.0000% | $2803.33           | $2717.99           | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                                         | 2029-03-31      | 2.3750%  | 0.0000% | $15660.00          | $14860.94          | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                                         | 2027-03-31      | 2.5000%  | 0.0000% | $8869940.00        | $8680711.91        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                                         | 2029-04-30      | 2.8750%  | 0.0000% | $10675866.67       | $10294020.27       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                                         | 2027-04-30      | 2.7500%  | 0.0000% | $5896.67           | $5781.41           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                                         | 2032-05-15      | 2.8750%  | 0.0000% | $96.67             | $89.19             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                                         | 2029-05-31      | 2.7500%  | 0.0000% | $193.33            | $187.56            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                                         | 2027-05-31      | 2.6250%  | 0.0000% | $96.67             | $95.52             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE AP 25                                        | 2025-06-15      | 2.8750%  | 0.0000% | $9376.67           | $9492.12           | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                                         | 2029-06-30      | 3.2500%  | 0.0000% | $193.33            | $190.92            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                                        | 2027-06-30      | 3.2500%  | 0.0000% | $51990910.00       | $52015337.99       | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32                                         | 2032-07-15      | 0.6250%  | 0.0000% | $149777.22         | $138592.13         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                                        | 2027-07-31      | 2.7500%  | 0.0000% | $386.67            | $380.91            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $676.67            | $621.35            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                                        | 2027-09-30      | 4.1250%  | 0.0000% | $20106.67          | $20344.65          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                                        | 2025-10-15      | 4.2500%  | 0.0000% | $5562006.67        | $5589140.42        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                                        | 2027-10-31      | 4.1250%  | 0.0000% | $182700.00         | $184228.24         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                                         | 2032-11-15      | 4.1250%  | 0.0000% | $193.33            | $192.69            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                                         | 2032-11-15      | 4.1250%  | 0.0000% | $253073.33         | $252223.87         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AU 25                                        | 2025-11-15      | 4.5000%  | 0.0000% | $877443.33         | $879431.83         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                                        | 2027-11-30      | 3.8750%  | 0.0000% | $56836230.00       | $57902110.74       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                                         | 2029-12-31      | 3.8750%  | 0.0000% | $1256.67           | $1272.01           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                                        | 2027-12-31      | 3.8750%  | 0.0000% | $96.67             | $98.19             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-01-15      | 3.8750%  | 0.0000% | $4833333.33        | $4893368.00        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                                         | 2033-02-15      | 3.5000%  | 0.0000% | $4920623.33        | $4731785.79        | U.S. Treasuries (including strips) |
| 4 NOTE V 28                                             | 2028-02-29      | 4.0000%  | 0.0000% | $871353.33         | $882442.44         | U.S. Treasuries (including strips) |
| 4 NOTE H 30                                             | 2030-02-28      | 4.0000%  | 0.0000% | $30985146.67       | $31340927.54       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                                         | 2028-03-31      | 3.6250%  | 0.0000% | $1030370.00        | $1029546.34        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                                         | 2030-04-30      | 3.5000%  | 0.0000% | $23296763.33       | $22855342.35       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26                                        | 2026-05-15      | 3.6250%  | 0.0000% | $7701433.33        | $7671302.11        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                                         | 2033-05-15      | 3.3750%  | 0.0000% | $367526.67         | $346169.58         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                                         | 2033-05-15      | 3.3750%  | 0.0000% | $1546.67           | $1456.79           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                                         | 2028-05-31      | 3.6250%  | 0.0000% | $8893333.33        | $8987544.08        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                                         | 2030-05-31      | 3.7500%  | 0.0000% | $290.00            | $292.18            | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                                           | 2028-06-30      | 4.0000%  | 0.0000% | $13050.00          | $13310.60          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-06-30      | 4.6250%  | 0.0000% | $19333236.67       | $19705485.86       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                                        | 2026-07-15      | 4.5000%  | 0.0000% | $96.67             | $98.68             | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                                        | 2026-07-15      | 4.5000%  | 0.0000% | $2320.00           | $2368.35           | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33                                         | 2033-07-15      | 1.3750%  | 0.0000% | $2747.68           | $2652.54           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                                        | 2028-07-31      | 4.1250%  | 0.0000% | $16046.67          | $16374.41          | U.S. Treasuries (including strips) |
| 4  NOTE N 30                                            | 2030-07-31      | 4.0000%  | 0.0000% | $35441673.33       | $35893631.62       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                                         | 2033-08-15      | 3.8750%  | 0.0000% | $38860.00          | $38199.83          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26                                        | 2026-09-15      | 4.6250%  | 0.0000% | $2706.67           | $2750.86           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                                         | 2030-09-30      | 4.6250%  | 0.0000% | $6363566.67        | $6592699.40        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                                        | 2028-09-30      | 4.6250%  | 0.0000% | $10450536.67       | $10764146.48       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $151283.33         | $156494.61         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $10633236.67       | $10999521.74       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                                         | 2030-10-31      | 4.8750%  | 0.0000% | $11213.33          | $11711.15          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-11-30      | 4.8750%  | 0.0000% | $292996.67         | $300774.87         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                                         | 2030-11-30      | 4.3750%  | 0.0000% | $96.67             | $100.34            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                                         | 2030-12-31      | 3.7500%  | 0.0000% | $290.00            | $290.14            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                                        | 2028-12-31      | 3.7500%  | 0.0000% | $4349516.67        | $4393332.28        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                                        | 2025-12-31      | 4.2500%  | 0.0000% | $1003690.00        | $1020994.12        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note - When Issued | 2026-01-31      | 4.5463%  | 0.0000% | $7028730.00        | $7062985.91        | U.S. Treasuries (including strips) |
| 4 NOTE B 34                                             | 2034-02-15      | 4.0000%  | 0.0000% | $33260003.33       | $32855252.81       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                                        | 2027-02-15      | 4.1250%  | 0.0000% | $16530000.00       | $16761384.12       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                                         | 2031-02-28      | 4.2500%  | 0.0000% | $193.33            | $197.17            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                                         | 2029-03-31      | 4.1250%  | 0.0000% | $1777893.33        | $1802348.78        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                                        | 2027-04-15      | 4.5000%  | 0.0000% | $4295093.33        | $4360953.38        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                                         | 2031-04-30      | 4.6250%  | 0.0000% | $193.33            | $199.51            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                                         | 2029-04-30      | 4.6250%  | 0.0000% | $167136.67         | $171897.45         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                                         | 2029-04-30      | 4.6250%  | 0.0000% | $9667536.67        | $9942910.46        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                                         | 2034-05-15      | 4.3750%  | 0.0000% | $3486186.67        | $3499679.22        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                                        | 2027-05-15      | 4.5000%  | 0.0000% | $74071413.33       | $74972806.07       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                                         | 2029-05-31      | 4.5000%  | 0.0000% | $28907200.00       | $30147445.32       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                                         | 2031-05-31      | 4.6250%  | 0.0000% | $8360120.00        | $8784930.64        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                                        | 2027-06-15      | 4.6250%  | 0.0000% | $17650463.33       | $18264417.64       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                                        | 2029-06-30      | 4.2500%  | 0.0000% | $48333333.33       | $49742080.69       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                                        | 2027-07-15      | 4.3750%  | 0.0000% | $4833333.33        | $4956363.94        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2026-07-31      | 4.4833%  | 0.0000% | $193.33            | $194.21            | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                                            | 2029-07-31      | 4.0000%  | 0.0000% | $1063.33           | $1079.56           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                                         | 2031-07-31      | 4.1250%  | 0.0000% | $13226900.00       | $13418029.81       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                                           | 2045-08-15      | 2.8750%  | 0.0000% | $1063.33           | $785.69            | U.S. Treasuries (including strips) |
| 3 BOND 45                                               | 2045-11-15      | 3.0000%  | 0.0000% | $6805913.33        | $5076298.17        | U.S. Treasuries (including strips) |
| 3 BOND 47                                               | 2047-02-15      | 3.0000%  | 0.0000% | $96.67             | $71.85             | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47                                           | 2047-02-15      | 0.8750%  | 0.0000% | $8578.47           | $6116.28           | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47                                           | 2047-02-15      | 0.8750%  | 0.0000% | $3457.00           | $2464.77           | U.S. Treasuries (including strips) |
| 3 BOND 47                                               | 2047-05-15      | 3.0000%  | 0.0000% | $676.67            | $496.47            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                                           | 2047-11-15      | 2.7500%  | 0.0000% | $2587090.00        | $1799494.23        | U.S. Treasuries (including strips) |
| 3 BOND 48                                               | 2048-02-15      | 3.0000%  | 0.0000% | $74626.67          | $54836.33          | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                                           | 2048-05-15      | 3.1250%  | 0.0000% | $227166.67         | $168739.57         | U.S. Treasuries (including strips) |
| 3 BOND 48                                               | 2048-08-15      | 3.0000%  | 0.0000% | $4110170.00        | $3005659.58        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48                                           | 2048-11-15      | 3.3750%  | 0.0000% | $96.67             | $74.88             | U.S. Treasuries (including strips) |
| 3 BOND 49                                               | 2049-02-15      | 3.0000%  | 0.0000% | $10212446.67       | $7442553.19        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                                           | 2049-05-15      | 2.8750%  | 0.0000% | $1578373.33        | $1108892.30        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                                           | 2049-08-15      | 2.2500%  | 0.0000% | $8290133.33        | $5126660.63        | U.S. Treasuries (including strips) |
| 2 BOND 50                                               | 2050-02-15      | 2.0000%  | 0.0000% | $213343.33         | $123413.97         | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                                           | 2050-05-15      | 1.2500%  | 0.0000% | $936313.33         | $438019.09         | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                                           | 2050-05-15      | 1.2500%  | 0.0000% | $18739413.33       | $8766532.00        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                                           | 2040-05-15      | 1.1250%  | 0.0000% | $22813.33          | $13869.24          | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                                           | 2050-11-15      | 1.6250%  | 0.0000% | $720940.00         | $370523.77         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                                           | 2040-11-15      | 1.3750%  | 0.0000% | $39730.00          | $24789.91          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                                           | 2041-02-15      | 1.8750%  | 0.0000% | $1546.67           | $1049.62           | U.S. Treasuries (including strips) |

### Security 307: Washington Morgan Capital Co. LLC

- **C.1 - Title:** Washington Morgan Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930LUR2, C.4 - ISIN: US93930LUR22, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $198629240.00
- **C.18.a - Value (excl. sponsor support):** $198629240.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 308: Washington Morgan Capital Co. LLC

- **C.1 - Title:** Washington Morgan Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930LV83, C.4 - ISIN: US93930LV835, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $209772641.48
- **C.18.a - Value (excl. sponsor support):** $209772641.48
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 309: Washington Morgan Capital Co. LLC

- **C.1 - Title:** Washington Morgan Capital Co. LLC 4.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N2Y4, C.4 - ISIN: US93930N2Y40, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $100032580.00
- **C.18.a - Value (excl. sponsor support):** $100032580.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 310: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.350000%
- **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: 959JAH002, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959JAH002_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1409625000.00
- **C.18.a - Value (excl. sponsor support):** $1409625000.00
- **C.19 - Percentage of Net Assets:** 3.6900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $328543965.70      | $257451359.05      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7628 | 2050-11-01      | 2.0000%  | 0.0000% | $325465659.42      | $257200900.83      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8730 | 2051-01-01      | 2.0000%  | 0.0000% | $321069219.06      | $251854757.80      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6402 | 2051-03-01      | 2.0000%  | 0.0000% | $350341997.91      | $274101311.92      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6963 | 2051-05-01      | 2.0000%  | 0.0000% | $208899887.57      | $165144158.09      | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $279936538.79      | $246161262.32      | Agency Mortgage-Backed Securities |

### Security 311: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.350000%
- **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: 959JHK008, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHK008_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 6.8100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLZS1425             | 2037-04-01      | 5.5000%  | 0.0000% | $4334.88           | $4437.00           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS3476             | 2042-04-01      | 3.0000%  | 0.0000% | $135885.64         | $121215.39         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3857             | 2041-06-01      | 5.5000%  | 0.0000% | $28204.77          | $28805.88          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3982             | 2044-03-01      | 4.5000%  | 0.0000% | $68708.23          | $67315.03          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4010             | 2041-06-01      | 5.0000%  | 0.0000% | $44912.09          | $45059.61          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4682             | 2046-10-01      | 3.0000%  | 0.0000% | $10986.45          | $9597.71           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4764             | 2048-04-01      | 4.0000%  | 0.0000% | $145863.29         | $136321.09         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS9502             | 2039-09-01      | 6.5000%  | 0.0000% | $1169910.98        | $1217520.64        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0495             | 2048-08-01      | 4.5000%  | 0.0000% | $69133.36          | $66412.20          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0714             | 2048-10-01      | 5.0000%  | 0.0000% | $12202.31          | $12040.44          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1208             | 2037-08-01      | 2.5000%  | 0.0000% | $82661801.22       | $76467199.32       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8138             | 2037-01-01      | 2.5000%  | 0.0000% | $5084628.03        | $4711080.18        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8178             | 2037-09-01      | 4.0000%  | 0.0000% | $418233.66         | $406273.52         | Agency Mortgage-Backed Securities |
| GNII ET DD9336 C                 | 2065-01-20      | 6.5000%  | 0.0000% | $589544.66         | $603880.09         | Agency Mortgage-Backed Securities |
| GNII ET DD9946 C                 | 2063-07-20      | 6.5000%  | 0.0000% | $15324.74          | $15697.26          | Agency Mortgage-Backed Securities |
| GNII ET DE0747 C                 | 2064-08-20      | 6.5000%  | 0.0000% | $73214.20          | $74917.76          | Agency Mortgage-Backed Securities |
| GNII SF DE1583 C                 | 2054-09-20      | 6.5000%  | 0.0000% | $309753.50         | $323022.75         | Agency Mortgage-Backed Securities |
| GNII ET DE1924 C                 | 2064-08-20      | 6.5000%  | 0.0000% | $187603.26         | $192163.36         | Agency Mortgage-Backed Securities |
| GNII ET DE1927 C                 | 2064-09-20      | 6.5000%  | 0.0000% | $204221.87         | $209186.12         | Agency Mortgage-Backed Securities |
| GNII ET DE2477 C                 | 2064-06-20      | 6.5000%  | 0.0000% | $22998.23          | $23557.27          | Agency Mortgage-Backed Securities |
| GNII ET DE3613 C                 | 2064-08-20      | 6.5000%  | 0.0000% | $7691.50           | $7866.46           | Agency Mortgage-Backed Securities |
| GNII ET DE3616 C                 | 2064-03-20      | 6.5000%  | 0.0000% | $16928.21          | $17313.26          | Agency Mortgage-Backed Securities |
| GNII ET DE3889 C                 | 2064-08-20      | 5.0000%  | 0.0000% | $179867.78         | $173593.23         | Agency Mortgage-Backed Securities |
| GNII ET DE4507 C                 | 2064-09-20      | 6.5000%  | 0.0000% | $177495.06         | $181809.27         | Agency Mortgage-Backed Securities |
| GNII ET DE4512 C                 | 2064-08-20      | 6.0000%  | 0.0000% | $79798.84          | $80571.56          | Agency Mortgage-Backed Securities |
| GNII ET DE4644 C                 | 2064-09-20      | 6.5000%  | 0.0000% | $8957.74           | $9175.49           | Agency Mortgage-Backed Securities |
| GNII ET DE4987 C                 | 2064-03-20      | 6.5000%  | 0.0000% | $11869.36          | $12157.89          | Agency Mortgage-Backed Securities |
| GNII ET DE4991 C                 | 2064-10-20      | 6.5000%  | 0.0000% | $1810145.04        | $1850815.58        | Agency Mortgage-Backed Securities |
| GNII ET DE5055 C                 | 2064-09-20      | 5.0000%  | 0.0000% | $1133110.58        | $1093581.77        | Agency Mortgage-Backed Securities |
| GNII SF DE5800 C                 | 2054-10-20      | 7.0000%  | 0.0000% | $1755748.59        | $1865286.04        | Agency Mortgage-Backed Securities |
| GNII ET DE5991 C                 | 2064-09-20      | 6.5000%  | 0.0000% | $11813.54          | $12100.71          | Agency Mortgage-Backed Securities |
| GNII ET DE6019 C                 | 2064-10-20      | 6.5000%  | 0.0000% | $14029.53          | $14370.56          | Agency Mortgage-Backed Securities |
| GNPL PN DE6504                   | 2060-04-15      | 5.3400%  | 0.0000% | $1784234.07        | $1793131.45        | Agency Mortgage-Backed Securities |
| GNII ET DE6792 C                 | 2064-10-20      | 6.5000%  | 0.0000% | $54820.21          | $56152.73          | Agency Mortgage-Backed Securities |
| GNII ET DE7657 C                 | 2064-10-20      | 5.0000%  | 0.0000% | $191685.22         | $184998.24         | Agency Mortgage-Backed Securities |
| GNII SF DE8770 C                 | 2054-10-20      | 5.0000%  | 0.0000% | $1522953.56        | $1493080.49        | Agency Mortgage-Backed Securities |
| GNII SF DE8867 C                 | 2054-09-20      | 5.5000%  | 0.0000% | $1637253.12        | $1638870.00        | Agency Mortgage-Backed Securities |
| GNII ET DE9304 C                 | 2064-10-20      | 6.5000%  | 0.0000% | $17121.36          | $17537.55          | Agency Mortgage-Backed Securities |
| GNII SF DE9639 C                 | 2054-10-20      | 7.0000%  | 0.0000% | $1719489.28        | $1820460.94        | Agency Mortgage-Backed Securities |
| GNII ET DE9686 C                 | 2064-09-20      | 6.5000%  | 0.0000% | $21353.06          | $21872.11          | Agency Mortgage-Backed Securities |
| GNII ET DE9724 C                 | 2064-10-20      | 6.5000%  | 0.0000% | $111835.63         | $114554.03         | Agency Mortgage-Backed Securities |
| GNII SF DF1316 C                 | 2054-10-20      | 6.5000%  | 0.0000% | $518239.38         | $547099.67         | Agency Mortgage-Backed Securities |
| GNII ET DF2080 C                 | 2064-05-20      | 6.5000%  | 0.0000% | $13112.54          | $13431.27          | Agency Mortgage-Backed Securities |
| GNII SF DF2332 C                 | 2054-10-20      | 7.5000%  | 0.0000% | $4063000.27        | $4358626.88        | Agency Mortgage-Backed Securities |
| GNII SF DF2519 C                 | 2054-12-20      | 6.5000%  | 0.0000% | $917578.54         | $949575.53         | Agency Mortgage-Backed Securities |
| GNII ET DF3565 C                 | 2064-09-20      | 5.0000%  | 0.0000% | $241540.31         | $233114.13         | Agency Mortgage-Backed Securities |
| GNII ET DF3571 C                 | 2064-09-20      | 6.5000%  | 0.0000% | $38849.56          | $39793.88          | Agency Mortgage-Backed Securities |
| GNII ET DF2789 C                 | 2064-11-20      | 6.0000%  | 0.0000% | $302282.54         | $305210.55         | Agency Mortgage-Backed Securities |
| GNII ET DF3276 C                 | 2064-11-20      | 4.5000%  | 0.0000% | $92582.40          | $86418.18          | Agency Mortgage-Backed Securities |
| GNII ET DF6279 C                 | 2064-08-20      | 5.0000%  | 0.0000% | $256328.14         | $247385.82         | Agency Mortgage-Backed Securities |
| GNII SF DF5613 C                 | 2054-12-20      | 5.0000%  | 0.0000% | $591485.51         | $575873.71         | Agency Mortgage-Backed Securities |
| GNII ET DF5625 C                 | 2062-06-20      | 4.5000%  | 0.0000% | $61129.01          | $57060.08          | Agency Mortgage-Backed Securities |
| GNII ET DF5626 C                 | 2064-11-20      | 6.0000%  | 0.0000% | $356516.46         | $359968.73         | Agency Mortgage-Backed Securities |
| GNII ET DF5683 C                 | 2062-08-20      | 5.0000%  | 0.0000% | $417431.14         | $402868.97         | Agency Mortgage-Backed Securities |
| GNII ET DF6002 C                 | 2064-10-20      | 6.5000%  | 0.0000% | $147707.07         | $151297.41         | Agency Mortgage-Backed Securities |
| GNII ET DF6149 C                 | 2064-09-20      | 3.5000%  | 0.0000% | $1378826.19        | $1199950.31        | Agency Mortgage-Backed Securities |
| GNII SF DF9826 C                 | 2054-11-20      | 7.0000%  | 0.0000% | $986127.67         | $1019934.98        | Agency Mortgage-Backed Securities |
| GNII SF DF9631 C                 | 2054-12-20      | 5.5000%  | 0.0000% | $3180402.18        | $3181590.24        | Agency Mortgage-Backed Securities |
| GNPL PN DF9974                   | 2059-11-15      | 4.9800%  | 0.0000% | $213412.05         | $209054.33         | Agency Mortgage-Backed Securities |
| GNII SF DG0474 C                 | 2055-01-20      | 7.0000%  | 0.0000% | $2058445.80        | $2166738.34        | Agency Mortgage-Backed Securities |
| GNII ET DG2650 C                 | 2064-11-20      | 6.0000%  | 0.0000% | $804951.29         | $812745.90         | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C                 | 2054-11-20      | 6.5000%  | 0.0000% | $4857802.47        | $5080591.54        | Agency Mortgage-Backed Securities |
| GNII SF DG2289 C                 | 2055-01-20      | 6.5000%  | 0.0000% | $2312419.77        | $2441140.87        | Agency Mortgage-Backed Securities |
| GNII ET DG3480 C                 | 2064-12-20      | 7.0000%  | 0.0000% | $983209.51         | $1010914.29        | Agency Mortgage-Backed Securities |
| GNII ET DG3054 C                 | 2064-10-20      | 4.5000%  | 0.0000% | $151259.88         | $141190.36         | Agency Mortgage-Backed Securities |
| GNII ET DG3112 C                 | 2064-11-20      | 4.0000%  | 0.0000% | $623916.09         | $564503.82         | Agency Mortgage-Backed Securities |
| GNII ET DG3096 C                 | 2064-09-20      | 4.5000%  | 0.0000% | $129888.27         | $121241.48         | Agency Mortgage-Backed Securities |
| GNII ET DG3133 C                 | 2064-11-20      | 4.5000%  | 0.0000% | $401995.39         | $375234.57         | Agency Mortgage-Backed Securities |
| GNII ET DG3139 C                 | 2064-11-20      | 4.5000%  | 0.0000% | $465782.43         | $434774.83         | Agency Mortgage-Backed Securities |
| GNII ET DG3140 C                 | 2064-11-20      | 6.0000%  | 0.0000% | $595294.01         | $601058.43         | Agency Mortgage-Backed Securities |
| GNII ET DG4037 C                 | 2064-12-20      | 6.5000%  | 0.0000% | $25142.68          | $25754.05          | Agency Mortgage-Backed Securities |
| GNII ET DG5399 C                 | 2064-12-20      | 4.0000%  | 0.0000% | $95479.78          | $86386.79          | Agency Mortgage-Backed Securities |
| GNII ET DG4629 C                 | 2062-09-20      | 4.5000%  | 0.0000% | $64072.74          | $59807.87          | Agency Mortgage-Backed Securities |
| GNII SF DG5499 C                 | 2054-12-20      | 5.0000%  | 0.0000% | $1230630.83        | $1189051.23        | Agency Mortgage-Backed Securities |
| GNII SF DG6146 C                 | 2045-02-20      | 6.5000%  | 0.0000% | $958924.27         | $984118.19         | Agency Mortgage-Backed Securities |
| GNII SF DG6147 C                 | 2050-02-20      | 6.5000%  | 0.0000% | $919687.47         | $951757.99         | Agency Mortgage-Backed Securities |
| GNII ET DG6149 C                 | 2065-02-20      | 7.0000%  | 0.0000% | $198173.45         | $203757.55         | Agency Mortgage-Backed Securities |
| GNII ET DG6881 C                 | 2064-11-20      | 6.0000%  | 0.0000% | $922890.98         | $931827.64         | Agency Mortgage-Backed Securities |
| GNII SF DG7337 C                 | 2055-03-20      | 7.0000%  | 0.0000% | $2137656.23        | $2244889.38        | Agency Mortgage-Backed Securities |
| GNII ET DG9091 C                 | 2065-02-20      | 7.0000%  | 0.0000% | $242835.69         | $249678.53         | Agency Mortgage-Backed Securities |
| GNII ET DG9071 C                 | 2064-11-20      | 6.5000%  | 0.0000% | $58688.04          | $60115.16          | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C                 | 2055-01-20      | 7.5000%  | 0.0000% | $1006617.93        | $1054659.44        | Agency Mortgage-Backed Securities |
| GNII ET DG9488 C                 | 2064-12-20      | 6.5000%  | 0.0000% | $145590.63         | $149130.97         | Agency Mortgage-Backed Securities |
| GNII ET DG9564 C                 | 2064-11-20      | 6.0000%  | 0.0000% | $414026.40         | $418036.80         | Agency Mortgage-Backed Securities |
| GNII ET DG9641 C                 | 2064-08-20      | 7.0000%  | 0.0000% | $107906.89         | $110947.48         | Agency Mortgage-Backed Securities |
| GNII SF DG9750 C                 | 2055-01-20      | 5.0000%  | 0.0000% | $21585422.88       | $21042220.92       | Agency Mortgage-Backed Securities |
| GNII ET DH0406 C                 | 2065-02-20      | 6.5000%  | 0.0000% | $814665.54         | $834475.85         | Agency Mortgage-Backed Securities |
| GNII ET DH1789 C                 | 2064-12-20      | 4.5000%  | 0.0000% | $334989.76         | $312686.82         | Agency Mortgage-Backed Securities |
| GNII SF DH2276 C                 | 2054-12-20      | 4.5000%  | 0.0000% | $1121389.72        | $1049685.81        | Agency Mortgage-Backed Securities |
| GNII SF DH2914 C                 | 2055-02-20      | 6.0000%  | 0.0000% | $1412176.81        | $1443185.86        | Agency Mortgage-Backed Securities |
| GNII ET DH2959 C                 | 2064-12-20      | 4.0000%  | 0.0000% | $681723.94         | $616802.16         | Agency Mortgage-Backed Securities |
| GNII ET DH3104 C                 | 2065-01-20      | 3.5000%  | 0.0000% | $898718.78         | $782131.08         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1515             | 2052-08-01      | 4.5000%  | 0.0000% | $132903.37         | $126298.61         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1936             | 2052-06-01      | 3.5000%  | 0.0000% | $1314929.45        | $1174475.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3589             | 2053-06-01      | 5.5000%  | 0.0000% | $1571427.97        | $1563361.13        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2981             | 2053-05-01      | 6.5000%  | 0.0000% | $1130339.23        | $1173088.78        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD3461             | 2052-08-01      | 4.0000%  | 0.0000% | $3826896.58        | $3555539.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4512             | 2053-12-01      | 6.0000%  | 0.0000% | $62527598.69       | $64823257.77       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4691             | 2054-02-01      | 6.5000%  | 0.0000% | $3507629.49        | $3655971.04        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4838             | 2053-01-01      | 5.5000%  | 0.0000% | $4514091.81        | $4493519.08        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6290             | 2054-07-01      | 6.5000%  | 0.0000% | $3412039.69        | $3544915.13        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5769             | 2054-04-01      | 4.5000%  | 0.0000% | $35471281.70       | $33762346.29       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8156             | 2051-07-01      | 2.5000%  | 0.0000% | $2181459.89        | $1791802.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8409             | 2054-03-01      | 6.0000%  | 0.0000% | $15877109.32       | $16103934.99       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8474             | 2054-11-01      | 5.0000%  | 0.0000% | $186556979.95      | $181103318.33      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4393             | 2052-06-01      | 4.0000%  | 0.0000% | $4930147.00        | $4612316.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4471             | 2053-12-01      | 6.5000%  | 0.0000% | $2512076.18        | $2606455.16        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825             | 2053-09-01      | 6.5000%  | 0.0000% | $22694136.71       | $23505318.45       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQB2542             | 2050-08-01      | 3.5000%  | 0.0000% | $2870918.96        | $2614308.88        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD4867             | 2052-01-01      | 3.0000%  | 0.0000% | $64086.77          | $55319.55          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD6075             | 2052-02-01      | 2.5000%  | 0.0000% | $287819.38         | $236002.65         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8574             | 2052-09-01      | 4.5000%  | 0.0000% | $29734.33          | $28229.21          | Agency Mortgage-Backed Securities |
| GNII ET DH6780 C                 | 2065-02-20      | 7.0000%  | 0.0000% | $1782653.79        | $1832887.00        | Agency Mortgage-Backed Securities |
| GNII ET DH6846 C                 | 2064-12-20      | 7.0000%  | 0.0000% | $158202.41         | $162660.38         | Agency Mortgage-Backed Securities |
| GNII SF DH6849 C                 | 2055-02-20      | 7.0000%  | 0.0000% | $2291698.65        | $2412262.37        | Agency Mortgage-Backed Securities |
| GNII SF DH6860 C                 | 2055-02-20      | 7.0000%  | 0.0000% | $2341334.65        | $2464507.32        | Agency Mortgage-Backed Securities |
| GNII SF DH7383 C                 | 2055-04-20      | 6.0000%  | 0.0000% | $1101609.63        | $1133913.60        | Agency Mortgage-Backed Securities |
| GNII ET DH7570 C                 | 2064-12-20      | 4.5000%  | 0.0000% | $159710.43         | $149076.90         | Agency Mortgage-Backed Securities |
| GNII ET DH7621 C                 | 2064-06-20      | 7.0000%  | 0.0000% | $203645.50         | $209383.60         | Agency Mortgage-Backed Securities |
| GNII ET DH7640 C                 | 2065-01-20      | 4.0000%  | 0.0000% | $533891.33         | $483050.58         | Agency Mortgage-Backed Securities |
| GNII ET DH7701 C                 | 2065-01-20      | 4.5000%  | 0.0000% | $177612.64         | $165787.19         | Agency Mortgage-Backed Securities |
| GNII ET DH7713 C                 | 2065-02-20      | 4.5000%  | 0.0000% | $670646.48         | $625996.85         | Agency Mortgage-Backed Securities |
| GNII ET DH7910 C                 | 2065-01-20      | 5.0000%  | 0.0000% | $249147.67         | $240455.10         | Agency Mortgage-Backed Securities |
| GNII SF DH8895 C                 | 2055-01-20      | 7.0000%  | 0.0000% | $2103477.59        | $2234063.35        | Agency Mortgage-Backed Securities |
| GNII SF DH9106 C                 | 2055-02-20      | 6.0000%  | 0.0000% | $1285344.70        | $1313568.73        | Agency Mortgage-Backed Securities |
| GNII SF DH9282 C                 | 2055-02-20      | 6.0000%  | 0.0000% | $3151207.81        | $3192549.55        | Agency Mortgage-Backed Securities |
| GNII SF DH9287 C                 | 2055-02-20      | 7.0000%  | 0.0000% | $986117.59         | $1041852.85        | Agency Mortgage-Backed Securities |
| GNII ET DH9701 C                 | 2065-02-20      | 3.5000%  | 0.0000% | $258248.55         | $224747.11         | Agency Mortgage-Backed Securities |
| GNII SF DJ1306 C                 | 2055-04-20      | 7.5000%  | 0.0000% | $2946984.86        | $3177432.21        | Agency Mortgage-Backed Securities |
| GNII ET DJ1467 C                 | 2065-03-20      | 6.5000%  | 0.0000% | $726437.52         | $744102.38         | Agency Mortgage-Backed Securities |
| GNII ET DJ4104 C                 | 2065-03-20      | 7.0000%  | 0.0000% | $380611.19         | $391336.39         | Agency Mortgage-Backed Securities |
| GNII SF DJ5199 C                 | 2055-03-20      | 6.5000%  | 0.0000% | $1490794.93        | $1562909.32        | Agency Mortgage-Backed Securities |
| GNII ET DJ5910 C                 | 2065-03-20      | 4.5000%  | 0.0000% | $463589.58         | $432723.78         | Agency Mortgage-Backed Securities |
| GNII ET DJ6159 C                 | 2055-04-20      | 5.0000%  | 0.0000% | $472204.88         | $455738.04         | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M                 | 2054-07-20      | 7.0000%  | 0.0000% | $53191.91          | $55046.60          | Agency Mortgage-Backed Securities |
| GNII SF MB0087 M                 | 2054-11-20      | 3.0000%  | 0.0000% | $28284351.47       | $24656223.44       | Agency Mortgage-Backed Securities |
| GNII ET DI0437 C                 | 2065-02-20      | 7.0000%  | 0.0000% | $950976.18         | $977773.63         | Agency Mortgage-Backed Securities |
| GNII SF DI1750 C                 | 2055-02-20      | 5.5000%  | 0.0000% | $1880899.32        | $1867743.48        | Agency Mortgage-Backed Securities |
| GNII ET DI1788 C                 | 2065-03-20      | 6.0000%  | 0.0000% | $2330025.50        | $2352594.90        | Agency Mortgage-Backed Securities |
| GNII SF DI0927 C                 | 2055-02-20      | 6.5000%  | 0.0000% | $1968371.06        | $2041864.35        | Agency Mortgage-Backed Securities |
| GNII SF DI0931 C                 | 2055-02-20      | 7.0000%  | 0.0000% | $1787589.06        | $1899109.39        | Agency Mortgage-Backed Securities |
| GNII SF DI0924 C                 | 2055-02-20      | 6.5000%  | 0.0000% | $1038011.33        | $1084403.29        | Agency Mortgage-Backed Securities |
| GNII SF DI1247 C                 | 2055-02-20      | 5.5000%  | 0.0000% | $1818042.69        | $1807111.81        | Agency Mortgage-Backed Securities |
| GNII ET DI1363 C                 | 2064-08-20      | 6.5000%  | 0.0000% | $73013.49          | $74788.83          | Agency Mortgage-Backed Securities |
| GNII ET DI1364 C                 | 2064-07-20      | 6.0000%  | 0.0000% | $175424.06         | $177123.28         | Agency Mortgage-Backed Securities |
| GNII ET DI2628 C                 | 2065-02-20      | 6.0000%  | 0.0000% | $1020538.41        | $1030422.67        | Agency Mortgage-Backed Securities |
| GNII ET DI2629 C                 | 2065-02-20      | 6.0000%  | 0.0000% | $4804103.86        | $4850633.21        | Agency Mortgage-Backed Securities |
| GNII ET DI1857 C                 | 2065-02-20      | 6.0000%  | 0.0000% | $1524612.67        | $1539380.58        | Agency Mortgage-Backed Securities |
| GNII ET DI2110 C                 | 2064-12-20      | 5.0000%  | 0.0000% | $1411295.91        | $1362055.48        | Agency Mortgage-Backed Securities |
| GNII SF DI2200 C                 | 2055-02-20      | 5.0000%  | 0.0000% | $1337099.28        | $1307158.66        | Agency Mortgage-Backed Securities |
| GNII ET DI3230 C                 | 2064-12-20      | 4.5000%  | 0.0000% | $287555.06         | $268410.51         | Agency Mortgage-Backed Securities |
| GNII ET DI3383 C                 | 2065-02-20      | 5.0000%  | 0.0000% | $727543.46         | $702157.85         | Agency Mortgage-Backed Securities |
| GNII ET DI4379 C                 | 2065-04-20      | 4.0000%  | 0.0000% | $617960.25         | $559111.42         | Agency Mortgage-Backed Securities |
| GNII ET DI3718 C                 | 2065-02-20      | 6.5000%  | 0.0000% | $687883.64         | $704610.29         | Agency Mortgage-Backed Securities |
| GNII ET DI3933 C                 | 2065-02-20      | 6.0000%  | 0.0000% | $1338889.51        | $1358230.22        | Agency Mortgage-Backed Securities |
| GNII ET DI4080 C                 | 2065-05-20      | 6.5000%  | 0.0000% | $3410007.47        | $3492925.58        | Agency Mortgage-Backed Securities |
| GNII SF DI4121 C                 | 2055-05-20      | 6.0000%  | 0.0000% | $1130561.47        | $1170999.77        | Agency Mortgage-Backed Securities |
| GNII ET DI5808 C                 | 2065-02-20      | 7.0000%  | 0.0000% | $267858.93         | $275406.90         | Agency Mortgage-Backed Securities |
| GNII ET DI6069 C                 | 2065-03-20      | 7.0000%  | 0.0000% | $13127558.15       | $13497478.16       | Agency Mortgage-Backed Securities |
| GNII SF DI6407 C                 | 2055-05-20      | 6.5000%  | 0.0000% | $1575697.07        | $1630665.43        | Agency Mortgage-Backed Securities |
| GNII ET DI6691 C                 | 2065-03-20      | 3.5000%  | 0.0000% | $1386662.51        | $1206770.01        | Agency Mortgage-Backed Securities |
| GNII ET DI6696 C                 | 2065-02-20      | 4.5000%  | 0.0000% | $379846.29         | $354557.27         | Agency Mortgage-Backed Securities |
| GNII ET DI6892 C                 | 2065-03-20      | 4.5000%  | 0.0000% | $559272.23         | $522037.00         | Agency Mortgage-Backed Securities |
| GNPL PN DI7401                   | 2060-05-15      | 5.7800%  | 0.0000% | $5658900.00        | $5852768.89        | Agency Mortgage-Backed Securities |
| GNII SF DI7731 C                 | 2055-03-20      | 6.5000%  | 0.0000% | $1268063.60        | $1310744.22        | Agency Mortgage-Backed Securities |
| GNII SF DI8253 C                 | 2055-03-20      | 6.5000%  | 0.0000% | $934898.61         | $982417.74         | Agency Mortgage-Backed Securities |
| GNII SF DI8276 C                 | 2055-04-20      | 7.0000%  | 0.0000% | $1724040.86        | $1783140.80        | Agency Mortgage-Backed Securities |
| GNMI SF AR0796 X                 | 2046-04-15      | 4.0000%  | 0.0000% | $569731.93         | $530748.15         | Agency Mortgage-Backed Securities |
| GNII SF AS9196 C                 | 2046-04-20      | 3.5000%  | 0.0000% | $59743.59          | $53936.36          | Agency Mortgage-Backed Securities |
| GNII SF AV0246 C                 | 2046-08-20      | 4.0000%  | 0.0000% | $324586.94         | $298859.28         | Agency Mortgage-Backed Securities |
| GNII SF AX4342 C                 | 2046-10-20      | 3.5000%  | 0.0000% | $36658.94          | $33049.74          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9366             | 2052-09-01      | 4.5000%  | 0.0000% | $24581212.71       | $23359649.34       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3201             | 2052-11-01      | 4.5000%  | 0.0000% | $75281.66          | $71260.42          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3213             | 2052-11-01      | 4.5000%  | 0.0000% | $72675.84          | $68795.90          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2845             | 2053-05-01      | 5.5000%  | 0.0000% | $8218201.37        | $8247865.43        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG4908             | 2053-06-01      | 4.5000%  | 0.0000% | $37377.18          | $35383.56          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5911             | 2053-12-01      | 6.5000%  | 0.0000% | $764175.30         | $790210.83         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQH7895             | 2054-01-01      | 4.5000%  | 0.0000% | $347849.39         | $328837.69         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0780             | 2054-08-01      | 6.0000%  | 0.0000% | $21572.63          | $21890.08          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2063             | 2054-08-01      | 7.0000%  | 0.0000% | $2004776.89        | $2119022.89        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ2231             | 2054-08-01      | 5.0000%  | 0.0000% | $1050963.45        | $1025043.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ4435             | 2054-09-01      | 5.0000%  | 0.0000% | $4395896.11        | $4283518.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4481             | 2054-09-01      | 6.0000%  | 0.0000% | $15896732.38       | $16207502.90       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ3634             | 2054-09-01      | 6.5000%  | 0.0000% | $1398959.49        | $1446339.60        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ4712             | 2054-09-01      | 4.5000%  | 0.0000% | $991947.17         | $944571.77         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4889             | 2054-09-01      | 5.5000%  | 0.0000% | $8681143.22        | $8667466.57        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7059             | 2054-09-01      | 4.5000%  | 0.0000% | $43777.47          | $41389.67          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ7558             | 2054-10-01      | 6.0000%  | 0.0000% | $2969856.31        | $3014417.02        | Agency Mortgage-Backed Securities |
| 4.00 FCOR 23-33 AL               | 2033-09-26      | 4.0000%  | 0.0000% | $4568200.00        | $4360822.50        | Agency Mortgage-Backed Securities |
| 2.99 FCOR 22-34 AM               | 2034-07-18      | 2.9900%  | 0.0000% | $8431800.00        | $7438722.27        | Agency Mortgage-Backed Securities |
| 2.35 FCOR 26-46 D                | 2046-08-24      | 2.3500%  | 0.0000% | $2426666.67        | $1488717.94        | Agency Mortgage-Backed Securities |
| 2.93 FCOR 23-42 F                | 2042-02-03      | 2.9300%  | 0.0000% | $4333333.33        | $3217939.83        | Agency Mortgage-Backed Securities |
| 3.44 FCOR 23-42 H                | 2042-02-24      | 3.4400%  | 0.0000% | $3827200.00        | $3051293.88        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8126             | 2053-07-01      | 6.5000%  | 0.0000% | $2348721.33        | $2404033.98        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2971             | 2050-07-01      | 3.0000%  | 0.0000% | $1264765.86        | $1088058.68        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA3653             | 2050-10-01      | 1.5000%  | 0.0000% | $111106.29         | $82535.90          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5478             | 2051-07-01      | 2.5000%  | 0.0000% | $658792.68         | $543669.91         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7177             | 2052-04-01      | 2.5000%  | 0.0000% | $24990860.26       | $20403135.32       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7618             | 2052-07-01      | 5.0000%  | 0.0000% | $5871.79           | $5719.97           | Agency Mortgage-Backed Securities |
| GNII SF 004922 M                 | 2041-01-20      | 4.0000%  | 0.0000% | $7153605.74        | $6752375.89        | Agency Mortgage-Backed Securities |
| GNII SF 005115 M                 | 2041-07-20      | 4.5000%  | 0.0000% | $1772969.25        | $1737775.81        | Agency Mortgage-Backed Securities |
| GNII AP 784924 M                 | 2047-02-20      | 3.0000%  | 0.0000% | $279567.03         | $244892.52         | Agency Mortgage-Backed Securities |
| GNII EP 787494 C                 | 2063-08-20      | 2.0000%  | 0.0000% | $6129107.91        | $4644197.36        | Agency Mortgage-Backed Securities |
| GNII SF MA3736 M                 | 2046-06-20      | 3.5000%  | 0.0000% | $1461275.96        | $1320859.68        | Agency Mortgage-Backed Securities |
| GNII SF MA3875 M                 | 2046-07-20      | 4.0000%  | 0.0000% | $129844.81         | $121395.45         | Agency Mortgage-Backed Securities |
| GNII SF MA4002 M                 | 2046-10-20      | 2.5000%  | 0.0000% | $97962504.44       | $84113730.24       | Agency Mortgage-Backed Securities |
| GNII SF MA4589 M                 | 2047-06-20      | 5.0000%  | 0.0000% | $137212.59         | $135728.61         | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M                 | 2047-12-20      | 3.5000%  | 0.0000% | $12087745.98       | $10902245.66       | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M                 | 2048-02-20      | 3.5000%  | 0.0000% | $33709.40          | $30396.76          | Agency Mortgage-Backed Securities |
| GNII SF MA5081 M                 | 2048-03-20      | 5.5000%  | 0.0000% | $590246.63         | $601255.05         | Agency Mortgage-Backed Securities |
| GNII SF MA6222 M                 | 2049-10-20      | 5.0000%  | 0.0000% | $4695962.58        | $4643676.69        | Agency Mortgage-Backed Securities |
| GNII SF MA5401 M                 | 2048-08-20      | 5.5000%  | 0.0000% | $52189.79          | $53003.46          | Agency Mortgage-Backed Securities |
| GNII SF MA5499 M                 | 2033-10-20      | 4.5000%  | 0.0000% | $77323.58          | $77030.22          | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M                 | 2048-12-20      | 5.0000%  | 0.0000% | $967985.44         | $955118.76         | Agency Mortgage-Backed Securities |
| GNII SF MA5709 M                 | 2049-01-20      | 3.5000%  | 0.0000% | $1843214.38        | $1663463.09        | Agency Mortgage-Backed Securities |
| GNII SF MA5738 M                 | 2034-02-20      | 4.0000%  | 0.0000% | $241668.00         | $240442.56         | Agency Mortgage-Backed Securities |
| GNII SF MA5739 M                 | 2034-01-20      | 4.5000%  | 0.0000% | $243365.09         | $240141.72         | Agency Mortgage-Backed Securities |
| GNAR AF MA5774 M                 | 2049-02-20      | 5.5000%  | 0.0000% | $515203.24         | $523359.20         | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M                 | 2049-03-20      | 5.5000%  | 0.0000% | $484442.49         | $490793.80         | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M                 | 2049-07-20      | 3.0000%  | 0.0000% | $96592.15          | $84876.06          | Agency Mortgage-Backed Securities |
| GNII SF MA6068 M                 | 2034-06-20      | 5.0000%  | 0.0000% | $50590.47          | $51115.84          | Agency Mortgage-Backed Securities |
| GNII JM MA6083 M                 | 2049-08-20      | 4.5000%  | 0.0000% | $862966.21         | $821763.89         | Agency Mortgage-Backed Securities |
| GNII JM MA7083 M                 | 2050-11-20      | 1.5000%  | 0.0000% | $562980.80         | $426839.84         | Agency Mortgage-Backed Securities |
| GNII JM MA6398 M                 | 2050-01-20      | 2.5000%  | 0.0000% | $175790.19         | $144943.21         | Agency Mortgage-Backed Securities |
| GNII JM MA6468 M                 | 2050-02-20      | 5.0000%  | 0.0000% | $292659.84         | $283412.90         | Agency Mortgage-Backed Securities |
| GNII SF MA6512 M                 | 2035-03-20      | 2.5000%  | 0.0000% | $102045.48         | $94457.37          | Agency Mortgage-Backed Securities |
| GNII JM MA6646 M                 | 2050-05-20      | 3.0000%  | 0.0000% | $263258.01         | $225784.20         | Agency Mortgage-Backed Securities |
| GNII SF MA6655 M                 | 2050-05-20      | 2.5000%  | 0.0000% | $239242.51         | $200816.31         | Agency Mortgage-Backed Securities |
| GNII SF MA6657 M                 | 2050-05-20      | 3.5000%  | 0.0000% | $15787724.81       | $14127099.98       | Agency Mortgage-Backed Securities |
| GNII SF MA6743 M                 | 2035-07-20      | 4.0000%  | 0.0000% | $84627.35          | $81970.75          | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M                 | 2050-09-20      | 3.0000%  | 0.0000% | $477840.59         | $408039.87         | Agency Mortgage-Backed Securities |
| GNII SF MA6932 M                 | 2050-08-20      | 3.0000%  | 0.0000% | $5080112.30        | $4442338.07        | Agency Mortgage-Backed Securities |
| GNII SF MA6955 M                 | 2050-10-20      | 1.5000%  | 0.0000% | $164831.87         | $126965.77         | Agency Mortgage-Backed Securities |
| GNII SF MA7001 M                 | 2049-02-20      | 5.5000%  | 0.0000% | $74931.65          | $76510.49          | Agency Mortgage-Backed Securities |
| GNII SF MA8019 M                 | 2037-05-20      | 3.5000%  | 0.0000% | $192292.49         | $182600.84         | Agency Mortgage-Backed Securities |
| GNII SF MA8021 M                 | 2037-05-20      | 4.5000%  | 0.0000% | $99455.89          | $97734.51          | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M                 | 2051-03-20      | 2.5000%  | 0.0000% | $10225142.32       | $8573412.60        | Agency Mortgage-Backed Securities |
| GNII SF MA7398 M                 | 2035-09-20      | 5.5000%  | 0.0000% | $393839.44         | $392478.94         | Agency Mortgage-Backed Securities |
| GNII SF MA7451 M                 | 2036-12-20      | 4.5000%  | 0.0000% | $93352.90          | $91511.05          | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M                 | 2051-07-20      | 1.5000%  | 0.0000% | $84274.50          | $64548.90          | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M                 | 2051-08-20      | 3.5000%  | 0.0000% | $32279.98          | $28853.66          | Agency Mortgage-Backed Securities |
| GNII SF MA7568 M                 | 2035-08-20      | 5.5000%  | 0.0000% | $336976.25         | $341515.51         | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M                 | 2051-12-20      | 3.5000%  | 0.0000% | $22331.34          | $19968.23          | Agency Mortgage-Backed Securities |
| GNAR AF MA7779 M                 | 2051-12-20      | 2.0000%  | 0.0000% | $378285.93         | $357923.97         | Agency Mortgage-Backed Securities |
| GNII SF MA7797 M                 | 2037-01-20      | 2.0000%  | 0.0000% | $95294.07          | $86791.85          | Agency Mortgage-Backed Securities |
| GNII SF MA7833 M                 | 2052-01-20      | 5.5000%  | 0.0000% | $83069.43          | $84414.37          | Agency Mortgage-Backed Securities |
| GNII SF MA7865 M                 | 2030-06-20      | 8.5000%  | 0.0000% | $15132.14          | $15290.77          | Agency Mortgage-Backed Securities |
| GNII SF MA7862 M                 | 2037-07-20      | 7.0000%  | 0.0000% | $57149.14          | $59072.83          | Agency Mortgage-Backed Securities |
| GNII SF MA7863 M                 | 2033-01-20      | 7.5000%  | 0.0000% | $36024.30          | $37366.38          | Agency Mortgage-Backed Securities |
| GNII SF MA7913 M                 | 2037-03-20      | 4.0000%  | 0.0000% | $250879.61         | $245144.81         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1238             | 2054-12-01      | 6.0000%  | 0.0000% | $1361210.00        | $1381776.98        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5571             | 2055-02-01      | 6.5000%  | 0.0000% | $8745467.39        | $9095357.02        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX8703             | 2055-03-01      | 5.0000%  | 0.0000% | $3572624.41        | $3492886.21        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9549             | 2055-04-01      | 7.0000%  | 0.0000% | $1372866.14        | $1450393.12        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0237             | 2055-04-01      | 6.5000%  | 0.0000% | $9205632.86        | $9496909.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4436             | 2055-06-01      | 5.5000%  | 0.0000% | $28595895.47       | $28421905.34       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4458             | 2055-05-01      | 6.0000%  | 0.0000% | $43774016.00       | $44784116.00       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4588             | 2055-06-01      | 6.5000%  | 0.0000% | $1270360.00        | $1310600.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4591             | 2055-05-01      | 5.5000%  | 0.0000% | $3116308.00        | $3146463.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4672             | 2055-06-01      | 6.0000%  | 0.0000% | $2926282.67        | $2984317.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0217             | 2054-11-01      | 5.5000%  | 0.0000% | $46018279.16       | $46008134.70       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0198             | 2055-01-01      | 5.5000%  | 0.0000% | $21710538.88       | $21576032.45       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0625             | 2055-03-01      | 6.5000%  | 0.0000% | $72810735.74       | $75525055.24       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1137             | 2055-05-01      | 6.0000%  | 0.0000% | $94710294.29       | $96063357.09       | Agency Mortgage-Backed Securities |
| GNII SF MA8980 M                 | 2035-05-20      | 2.0000%  | 0.0000% | $132700.05         | $119871.02         | Agency Mortgage-Backed Securities |
| GNII SF MA8981 M                 | 2028-05-20      | 2.5000%  | 0.0000% | $784390.69         | $748038.02         | Agency Mortgage-Backed Securities |
| GNII SF MA8146 M                 | 2052-07-20      | 2.0000%  | 0.0000% | $100003.18         | $80276.46          | Agency Mortgage-Backed Securities |
| GNII SF MA8196 M                 | 2052-07-20      | 2.0000%  | 0.0000% | $855978.88         | $687257.84         | Agency Mortgage-Backed Securities |
| GNII SF MA8173 M                 | 2033-06-20      | 2.5000%  | 0.0000% | $31747.75          | $29146.78          | Agency Mortgage-Backed Securities |
| GNII SF MA8176 M                 | 2037-07-20      | 4.0000%  | 0.0000% | $320274.38         | $310218.48         | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M                 | 2032-01-20      | 6.5000%  | 0.0000% | $61406.99          | $62974.53          | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M                 | 2052-08-20      | 5.0000%  | 0.0000% | $6185390.54        | $6047937.42        | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M                 | 2052-11-20      | 4.5000%  | 0.0000% | $1540776.80        | $1464469.83        | Agency Mortgage-Backed Securities |
| GNII SF MA8428 M                 | 2052-11-20      | 5.0000%  | 0.0000% | $764716.25         | $746193.12         | Agency Mortgage-Backed Securities |
| GNII SF MA8456 M                 | 2032-10-20      | 3.0000%  | 0.0000% | $179234.25         | $169017.84         | Agency Mortgage-Backed Securities |
| GNII SF MA8460 M                 | 2037-12-20      | 5.0000%  | 0.0000% | $43302.65          | $43172.64          | Agency Mortgage-Backed Securities |
| GNII SF MA8543 M                 | 2027-09-20      | 7.5000%  | 0.0000% | $13325.09          | $13388.88          | Agency Mortgage-Backed Securities |
| GNII SF MA8536 M                 | 2037-12-20      | 4.0000%  | 0.0000% | $203665.94         | $195550.10         | Agency Mortgage-Backed Securities |
| GNII SF MA8573 M                 | 2053-01-20      | 7.0000%  | 0.0000% | $22530.74          | $23391.57          | Agency Mortgage-Backed Securities |
| GNII SF MA8609 M                 | 2035-03-20      | 1.5000%  | 0.0000% | $30128.46          | $27193.39          | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M                 | 2037-02-20      | 3.0000%  | 0.0000% | $185442.15         | $173831.19         | Agency Mortgage-Backed Securities |
| GNII SF MA8700 M                 | 2032-02-20      | 7.5000%  | 0.0000% | $56553.04          | $58408.25          | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M                 | 2053-03-20      | 4.0000%  | 0.0000% | $441110.54         | $406259.38         | Agency Mortgage-Backed Securities |
| GNII SF MA8798 M                 | 2053-03-20      | 4.0000%  | 0.0000% | $1866748.03        | $1718961.73        | Agency Mortgage-Backed Securities |
| GNII SF MA8844 M                 | 2033-09-20      | 3.5000%  | 0.0000% | $441845.58         | $421482.88         | Agency Mortgage-Backed Securities |
| GNII SF MA8852 M                 | 2029-12-20      | 7.5000%  | 0.0000% | $228085.82         | $238034.84         | Agency Mortgage-Backed Securities |
| GNII SF MA9772 M                 | 2051-01-20      | 2.0000%  | 0.0000% | $172600.00         | $138552.77         | Agency Mortgage-Backed Securities |
| GNII SF MA9844 M                 | 2052-06-20      | 2.0000%  | 0.0000% | $209954.78         | $168538.91         | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M                 | 2054-08-20      | 6.5000%  | 0.0000% | $221852814.52      | $227680025.21      | Agency Mortgage-Backed Securities |
| GNII SF MA9132 M                 | 2031-05-20      | 2.5000%  | 0.0000% | $35345.94          | $33325.71          | Agency Mortgage-Backed Securities |
| GNII SF MA9298 M                 | 2052-04-20      | 2.0000%  | 0.0000% | $825202.68         | $662422.47         | Agency Mortgage-Backed Securities |
| GNII SF MA9307 M                 | 2053-11-20      | 6.5000%  | 0.0000% | $23634.20          | $24269.32          | Agency Mortgage-Backed Securities |
| GNII SF MA9322 M                 | 2031-11-20      | 2.5000%  | 0.0000% | $8754.66           | $8562.83           | Agency Mortgage-Backed Securities |
| GNII JM MA9353 M                 | 2053-12-20      | 7.5000%  | 0.0000% | $170936.00         | $175511.04         | Agency Mortgage-Backed Securities |
| GNII SF MA9387 M                 | 2039-01-20      | 4.5000%  | 0.0000% | $317526.42         | $313088.99         | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M                 | 2051-09-20      | 3.0000%  | 0.0000% | $235467.27         | $206249.71         | Agency Mortgage-Backed Securities |
| GNII SF MA9640 M                 | 2039-05-20      | 6.5000%  | 0.0000% | $494254.06         | $518079.13         | Agency Mortgage-Backed Securities |
| GNII SF MA9666 M                 | 2054-05-20      | 4.5000%  | 0.0000% | $24309083.32       | $22994545.33       | Agency Mortgage-Backed Securities |
| GNII SF MA9752 M                 | 2032-08-20      | 7.0000%  | 0.0000% | $43570.32          | $45584.57          | Agency Mortgage-Backed Securities |
| GNII SF BB3850 C                 | 2047-12-20      | 4.0000%  | 0.0000% | $310204.26         | $286295.02         | Agency Mortgage-Backed Securities |
| GNMI SF BC3562 X                 | 2047-08-15      | 4.5000%  | 0.0000% | $186550.49         | $178604.93         | Agency Mortgage-Backed Securities |
| GNII SF BC3386 C                 | 2047-09-20      | 4.5000%  | 0.0000% | $1060392.54        | $1007250.97        | Agency Mortgage-Backed Securities |
| GNII RG CN2001 C                 | 2047-12-20      | 3.5000%  | 0.0000% | $110379.62         | $98024.77          | Agency Mortgage-Backed Securities |
| GNII RG CN2091 C                 | 2046-01-20      | 3.5000%  | 0.0000% | $133878.08         | $118663.84         | Agency Mortgage-Backed Securities |
| GNII RG CN5871 C                 | 2051-04-20      | 2.0000%  | 0.0000% | $1063914.10        | $832486.30         | Agency Mortgage-Backed Securities |
| GNII RG CN5913 C                 | 2050-01-20      | 3.5000%  | 0.0000% | $270883.77         | $240081.43         | Agency Mortgage-Backed Securities |
| GNII RG CN6336 C                 | 2045-07-20      | 3.0000%  | 0.0000% | $195282.63         | $171244.64         | Agency Mortgage-Backed Securities |
| GNII SF CN6496 C                 | 2052-08-20      | 4.0000%  | 0.0000% | $1345992.64        | $1239979.86        | Agency Mortgage-Backed Securities |
| GNII SF CN8576 C                 | 2052-07-20      | 3.5000%  | 0.0000% | $3264205.46        | $2867419.89        | Agency Mortgage-Backed Securities |
| GNII SF CN8591 C                 | 2052-08-20      | 2.5000%  | 0.0000% | $446893.38         | $374804.51         | Agency Mortgage-Backed Securities |
| GNII RG CN9813 C                 | 2043-02-20      | 2.5000%  | 0.0000% | $888340.63         | $736684.79         | Agency Mortgage-Backed Securities |
| GNII SF CN9824 C                 | 2041-03-20      | 4.0000%  | 0.0000% | $1504215.29        | $1412441.95        | Agency Mortgage-Backed Securities |
| GNII RG CO0464 C                 | 2047-04-20      | 3.5000%  | 0.0000% | $241901.84         | $214494.23         | Agency Mortgage-Backed Securities |
| GNII RG CO5651 C                 | 2048-04-20      | 3.5000%  | 0.0000% | $110535.21         | $97970.61          | Agency Mortgage-Backed Securities |
| GNII RG CO9031 C                 | 2049-04-20      | 6.0000%  | 0.0000% | $321064.86         | $335273.06         | Agency Mortgage-Backed Securities |
| GNII RG CP0028 C                 | 2044-07-20      | 3.5000%  | 0.0000% | $523272.06         | $463841.14         | Agency Mortgage-Backed Securities |
| GNII RG CP0023 C                 | 2042-07-20      | 3.5000%  | 0.0000% | $264656.99         | $234900.93         | Agency Mortgage-Backed Securities |
| GNPL PN CP1102                   | 2058-02-15      | 5.5000%  | 0.0000% | $30660.42          | $31539.75          | Agency Mortgage-Backed Securities |
| GNPL PN CP1228                   | 2060-01-15      | 5.8500%  | 0.0000% | $1421210.31        | $1485404.24        | Agency Mortgage-Backed Securities |
| GNII SF CP4717 C                 | 2035-07-20      | 5.0000%  | 0.0000% | $526386.81         | $518639.33         | Agency Mortgage-Backed Securities |
| GNII ET CP7178 C                 | 2054-06-20      | 3.0000%  | 0.0000% | $168807.52         | $143727.23         | Agency Mortgage-Backed Securities |
| GNMI SF BE6179 X                 | 2047-12-15      | 4.0000%  | 0.0000% | $6056.58           | $5627.54           | Agency Mortgage-Backed Securities |
| GNII SF BF1065 C                 | 2048-01-20      | 4.0000%  | 0.0000% | $634122.30         | $580502.33         | Agency Mortgage-Backed Securities |
| GNII SF BF1150 C                 | 2048-01-20      | 5.0000%  | 0.0000% | $1193611.72        | $1163416.65        | Agency Mortgage-Backed Securities |
| GNII SF BF4922 C                 | 2048-03-20      | 4.5000%  | 0.0000% | $24620.26          | $23032.57          | Agency Mortgage-Backed Securities |
| GNII SF BF9479 C                 | 2048-03-20      | 4.0000%  | 0.0000% | $1923269.37        | $1771733.48        | Agency Mortgage-Backed Securities |
| GNII SF BF9563 C                 | 2048-04-20      | 4.0000%  | 0.0000% | $2094555.99        | $1931499.46        | Agency Mortgage-Backed Securities |
| GNMI SF BG5655 X                 | 2048-05-15      | 3.0000%  | 0.0000% | $90308.11          | $79230.08          | Agency Mortgage-Backed Securities |
| GNII SF BJ5365 C                 | 2049-02-20      | 4.5000%  | 0.0000% | $190455.90         | $177840.86         | Agency Mortgage-Backed Securities |
| GNMI SF BO5617 X                 | 2049-01-15      | 4.5000%  | 0.0000% | $218488.51         | $206791.73         | Agency Mortgage-Backed Securities |
| GNPL PN BP2036                   | 2062-07-15      | 3.6600%  | 0.0000% | $318650.94         | $283287.49         | Agency Mortgage-Backed Securities |
| GNII ET BQ0896 C                 | 2062-08-20      | 5.0000%  | 0.0000% | $229281.38         | $221284.46         | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C                 | 2050-02-20      | 3.0000%  | 0.0000% | $91147.73          | $78700.74          | Agency Mortgage-Backed Securities |
| GNII SF BS7620 C                 | 2050-06-20      | 3.0000%  | 0.0000% | $866432.53         | $755179.71         | Agency Mortgage-Backed Securities |
| GNMI SF BS8439 X                 | 2050-05-15      | 3.5000%  | 0.0000% | $59001.29          | $52745.71          | Agency Mortgage-Backed Securities |
| GNII SF BT8614 C                 | 2050-07-20      | 2.5000%  | 0.0000% | $864021.54         | $718553.91         | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X                 | 2050-08-15      | 2.5000%  | 0.0000% | $244051.73         | $205447.11         | Agency Mortgage-Backed Securities |
| GNII SF BW8885 C                 | 2039-01-20      | 7.0000%  | 0.0000% | $985409.34         | $1026718.58        | Agency Mortgage-Backed Securities |
| GNII SF BX4962 C                 | 2050-09-20      | 3.0000%  | 0.0000% | $66735.52          | $58159.11          | Agency Mortgage-Backed Securities |
| GNII SF BY0776 C                 | 2050-09-20      | 2.5000%  | 0.0000% | $155230.04         | $127657.13         | Agency Mortgage-Backed Securities |
| GNII SF BY6418 C                 | 2045-10-20      | 2.5000%  | 0.0000% | $113617.60         | $94674.47          | Agency Mortgage-Backed Securities |
| GNII SF BZ8534 C                 | 2051-01-20      | 3.0000%  | 0.0000% | $62014.55          | $54032.20          | Agency Mortgage-Backed Securities |
| GNII SF CB4516 C                 | 2051-02-20      | 3.0000%  | 0.0000% | $49438.85          | $43074.43          | Agency Mortgage-Backed Securities |
| GNII SF CC6421 C                 | 2051-05-20      | 2.5000%  | 0.0000% | $883857.28         | $737767.06         | Agency Mortgage-Backed Securities |
| GNII SF CE0714 C                 | 2051-07-20      | 3.5000%  | 0.0000% | $91359.16          | $80203.15          | Agency Mortgage-Backed Securities |
| GNII SF CE9948 C                 | 2051-09-20      | 3.0000%  | 0.0000% | $69037.95          | $60150.47          | Agency Mortgage-Backed Securities |
| GNII SF CG1117 C                 | 2052-02-20      | 2.0000%  | 0.0000% | $630292.20         | $495048.59         | Agency Mortgage-Backed Securities |
| GNII RG CG8656 C                 | 2049-05-20      | 5.5000%  | 0.0000% | $398485.25         | $398864.82         | Agency Mortgage-Backed Securities |
| GNII RG CH1047 C                 | 2047-08-20      | 3.0000%  | 0.0000% | $58561.66          | $50772.77          | Agency Mortgage-Backed Securities |
| GNII RG CI1077 C                 | 2044-12-20      | 3.0000%  | 0.0000% | $324143.74         | $284255.80         | Agency Mortgage-Backed Securities |
| GNII SF CI1296 C                 | 2052-02-20      | 2.5000%  | 0.0000% | $6203957.64        | $5148037.15        | Agency Mortgage-Backed Securities |
| GNII RG CI2361 C                 | 2047-08-20      | 3.0000%  | 0.0000% | $65666.46          | $56932.60          | Agency Mortgage-Backed Securities |
| GNII RG CI4462 C                 | 2044-07-20      | 4.0000%  | 0.0000% | $882647.24         | $810351.56         | Agency Mortgage-Backed Securities |
| GNII RG CI4538 C                 | 2050-02-20      | 3.0000%  | 0.0000% | $100948.47         | $87515.43          | Agency Mortgage-Backed Securities |
| GNII RG CI4556 C                 | 2050-07-20      | 3.0000%  | 0.0000% | $114415.29         | $99188.18          | Agency Mortgage-Backed Securities |
| GNII RG CI6813 C                 | 2042-08-20      | 3.0000%  | 0.0000% | $82445.63          | $72304.21          | Agency Mortgage-Backed Securities |
| GNII RG CI7786 C                 | 2049-06-20      | 5.5000%  | 0.0000% | $1003837.18        | $1005907.66        | Agency Mortgage-Backed Securities |
| GNII RG CI7920 C                 | 2045-04-20      | 3.0000%  | 0.0000% | $463938.85         | $406840.36         | Agency Mortgage-Backed Securities |
| GNII RG CI8166 C                 | 2047-11-20      | 4.0000%  | 0.0000% | $282387.25         | $260110.35         | Agency Mortgage-Backed Securities |
| GNII RG CJ0655 C                 | 2050-01-20      | 3.0000%  | 0.0000% | $93478.37          | $81040.76          | Agency Mortgage-Backed Securities |
| GNII RG CJ6733 C                 | 2047-09-20      | 3.0000%  | 0.0000% | $50398.09          | $43694.77          | Agency Mortgage-Backed Securities |
| GNII RG CJ8713 C                 | 2047-12-20      | 3.0000%  | 0.0000% | $468391.74         | $406093.61         | Agency Mortgage-Backed Securities |
| GNII RG CK5318 C                 | 2050-08-20      | 3.0000%  | 0.0000% | $674436.19         | $584679.97         | Agency Mortgage-Backed Securities |
| GNII RG CK5781 C                 | 2045-07-20      | 3.0000%  | 0.0000% | $316212.49         | $277668.29         | Agency Mortgage-Backed Securities |
| GNII RG CL4286 C                 | 2050-03-20      | 3.0000%  | 0.0000% | $453843.31         | $393452.50         | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X                 | 2052-03-15      | 4.0000%  | 0.0000% | $379914.04         | $350884.51         | Agency Mortgage-Backed Securities |
| GNII RG CL8289 C                 | 2050-04-20      | 3.0000%  | 0.0000% | $123027.71         | $106654.77         | Agency Mortgage-Backed Securities |
| GNII RG CL8768 C                 | 2050-05-20      | 3.0000%  | 0.0000% | $182701.47         | $158746.87         | Agency Mortgage-Backed Securities |
| GNII RG CL8745 C                 | 2047-12-20      | 3.0000%  | 0.0000% | $326463.62         | $283044.83         | Agency Mortgage-Backed Securities |
| GNII RG CM0722 C                 | 2047-07-20      | 3.5000%  | 0.0000% | $530204.81         | $469934.55         | Agency Mortgage-Backed Securities |
| GNII RG CM0997 C                 | 2047-10-20      | 3.0000%  | 0.0000% | $422188.70         | $366031.97         | Agency Mortgage-Backed Securities |
| GNII RG CM2592 C                 | 2043-08-20      | 3.0000%  | 0.0000% | $593796.38         | $520743.19         | Agency Mortgage-Backed Securities |
| GNII SF CM2070 C                 | 2052-05-20      | 4.0000%  | 0.0000% | $1566035.10        | $1440284.40        | Agency Mortgage-Backed Securities |
| GNII RG CM2413 C                 | 2038-11-20      | 6.5000%  | 0.0000% | $767743.36         | $808682.59         | Agency Mortgage-Backed Securities |
| GNII RG CM3722 C                 | 2046-12-20      | 3.0000%  | 0.0000% | $214790.95         | $186224.33         | Agency Mortgage-Backed Securities |
| GNII RG CM5270 C                 | 2047-01-20      | 3.0000%  | 0.0000% | $441916.38         | $383140.03         | Agency Mortgage-Backed Securities |
| GNCL CL CN0558                   | 2066-08-15      | 5.6500%  | 0.0000% | $691679.73         | $695810.02         | Agency Mortgage-Backed Securities |
| GNII RG CN0963 C                 | 2048-08-20      | 3.0000%  | 0.0000% | $483251.82         | $423751.76         | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M                 | 2054-10-20      | 5.0000%  | 0.0000% | $4152495.82        | $4042898.07        | Agency Mortgage-Backed Securities |
| GNII SF MA9996 M                 | 2039-11-20      | 3.5000%  | 0.0000% | $382103.66         | $363305.10         | Agency Mortgage-Backed Securities |
| GNII SF MA9965 M                 | 2054-10-20      | 5.5000%  | 0.0000% | $26876310.80       | $26787311.40       | Agency Mortgage-Backed Securities |
| GNMI SF AD1732 X                 | 2043-02-15      | 2.5000%  | 0.0000% | $77341.56          | $65869.79          | Agency Mortgage-Backed Securities |
| GNMI SF AD5625 X                 | 2043-05-15      | 3.5000%  | 0.0000% | $107355.86         | $98015.51          | Agency Mortgage-Backed Securities |
| GNMI SF AD9472 X                 | 2043-04-15      | 3.5000%  | 0.0000% | $6278.64           | $5744.01           | Agency Mortgage-Backed Securities |
| GNII SF AF5098 C                 | 2043-08-20      | 4.0000%  | 0.0000% | $49581.61          | $46553.08          | Agency Mortgage-Backed Securities |
| GNII SF AQ0053 C                 | 2045-10-20      | 4.0000%  | 0.0000% | $180848.02         | $167459.70         | Agency Mortgage-Backed Securities |
| GNMI SF AQ0573 X                 | 2047-02-15      | 4.0000%  | 0.0000% | $570752.23         | $531149.00         | Agency Mortgage-Backed Securities |
| GNII ET CQ5810 C                 | 2064-11-20      | 5.0000%  | 0.0000% | $285066.10         | $275120.66         | Agency Mortgage-Backed Securities |
| GNII SF CQ8289 C                 | 2052-10-20      | 4.0000%  | 0.0000% | $667395.88         | $605145.35         | Agency Mortgage-Backed Securities |
| GNPL PN CS3806                   | 2058-07-15      | 5.0000%  | 0.0000% | $58908.06          | $58562.79          | Agency Mortgage-Backed Securities |
| GNII ET CS5031 C                 | 2062-09-20      | 5.0000%  | 0.0000% | $204319.31         | $197193.01         | Agency Mortgage-Backed Securities |
| GNII SF CS7814 C                 | 2053-04-20      | 5.0000%  | 0.0000% | $2438633.13        | $2405832.97        | Agency Mortgage-Backed Securities |
| GNCL CL CS8951                   | 2065-05-15      | 6.1300%  | 0.0000% | $634490.13         | $652308.56         | Agency Mortgage-Backed Securities |
| GNII SF CS8711 C                 | 2053-04-20      | 6.0000%  | 0.0000% | $1341773.94        | $1385716.15        | Agency Mortgage-Backed Securities |
| GNII SF CT5313 C                 | 2051-12-20      | 2.5000%  | 0.0000% | $998909.06         | $821478.73         | Agency Mortgage-Backed Securities |
| GNII SF CU3559 C                 | 2053-04-20      | 5.5000%  | 0.0000% | $1813587.74        | $1813985.92        | Agency Mortgage-Backed Securities |
| GNPL PN CU4625                   | 2058-11-15      | 5.9900%  | 0.0000% | $19667.94          | $20730.97          | Agency Mortgage-Backed Securities |
| GNII SF CV0624 C                 | 2053-09-20      | 7.0000%  | 0.0000% | $920279.16         | $972095.38         | Agency Mortgage-Backed Securities |
| GNII ET CV1311 C                 | 2064-03-20      | 6.5000%  | 0.0000% | $11746.57          | $12032.09          | Agency Mortgage-Backed Securities |
| GNII ET CW6228 C                 | 2063-07-20      | 6.5000%  | 0.0000% | $257413.22         | $263669.93         | Agency Mortgage-Backed Securities |
| GNII ET CW6615 C                 | 2063-07-20      | 5.0000%  | 0.0000% | $54450.66          | $52551.62          | Agency Mortgage-Backed Securities |
| GNII ET CW6609 C                 | 2062-10-20      | 5.0000%  | 0.0000% | $768986.82         | $742168.23         | Agency Mortgage-Backed Securities |
| GNII ET CW9251 C                 | 2065-02-20      | 6.5000%  | 0.0000% | $218941.21         | $224265.23         | Agency Mortgage-Backed Securities |
| GNII SF CX0795 C                 | 2053-08-20      | 7.5000%  | 0.0000% | $1595566.71        | $1665032.37        | Agency Mortgage-Backed Securities |
| GNII SF CX1604 C                 | 2053-09-20      | 6.5000%  | 0.0000% | $1375414.38        | $1438962.80        | Agency Mortgage-Backed Securities |
| GNII SF CX5783 C                 | 2053-10-20      | 7.5000%  | 0.0000% | $809005.07         | $853116.61         | Agency Mortgage-Backed Securities |
| GNII ET CY3145 C                 | 2064-10-20      | 6.5000%  | 0.0000% | $18978.64          | $19439.97          | Agency Mortgage-Backed Securities |
| GNII ET CY7393 C                 | 2063-12-20      | 5.0000%  | 0.0000% | $112611.93         | $108683.66         | Agency Mortgage-Backed Securities |
| GNII ET CY8762 C                 | 2062-09-20      | 5.0000%  | 0.0000% | $92853.01          | $89614.56          | Agency Mortgage-Backed Securities |
| GNII ET CZ0399 C                 | 2064-08-20      | 6.5000%  | 0.0000% | $24749.76          | $25351.38          | Agency Mortgage-Backed Securities |
| GNII ET CZ0958 C                 | 2064-01-20      | 7.5000%  | 0.0000% | $1448751.98        | $1491094.17        | Agency Mortgage-Backed Securities |
| GNII ET CZ0998 C                 | 2063-12-20      | 5.0000%  | 0.0000% | $175344.94         | $169229.22         | Agency Mortgage-Backed Securities |
| GNII ET CZ1064 C                 | 2063-12-20      | 5.0000%  | 0.0000% | $173140.80         | $167100.74         | Agency Mortgage-Backed Securities |
| GNII ET CZ6962 C                 | 2064-02-20      | 5.0000%  | 0.0000% | $278284.86         | $268577.11         | Agency Mortgage-Backed Securities |
| GNCL CL CZ7777                   | 2066-03-15      | 5.6500%  | 0.0000% | $6167366.40        | $6114884.51        | Agency Mortgage-Backed Securities |
| GNII ET CZ8794 C                 | 2062-09-20      | 5.0000%  | 0.0000% | $1104832.05        | $1066294.16        | Agency Mortgage-Backed Securities |
| GNII ET DA1941 C                 | 2062-10-20      | 5.0000%  | 0.0000% | $176730.51         | $170565.75         | Agency Mortgage-Backed Securities |
| GNII ET DA3416 C                 | 2064-09-20      | 6.5000%  | 0.0000% | $28479.41          | $29171.63          | Agency Mortgage-Backed Securities |
| GNII ET DA3928 C                 | 2064-04-20      | 5.0000%  | 0.0000% | $184405.46         | $177972.44         | Agency Mortgage-Backed Securities |
| GNII ET DB3339 C                 | 2064-11-20      | 6.0000%  | 0.0000% | $557954.27         | $563357.12         | Agency Mortgage-Backed Securities |
| GNII ET DB6220 C                 | 2064-04-20      | 5.0000%  | 0.0000% | $1895681.14        | $1829551.78        | Agency Mortgage-Backed Securities |
| GNII ET DB5642 C                 | 2062-09-20      | 5.0000%  | 0.0000% | $380465.43         | $367194.33         | Agency Mortgage-Backed Securities |
| GNII ET DB6345 C                 | 2064-05-20      | 5.0000%  | 0.0000% | $1618612.63        | $1562148.59        | Agency Mortgage-Backed Securities |
| GNII SF DB6366 C                 | 2054-09-20      | 6.0000%  | 0.0000% | $3870154.44        | $3992127.52        | Agency Mortgage-Backed Securities |
| GNII ET DB6839 C                 | 2063-11-20      | 7.5000%  | 0.0000% | $128450.43         | $132392.67         | Agency Mortgage-Backed Securities |
| GNII ET DB7474 C                 | 2057-09-20      | 5.0000%  | 0.0000% | $291303.77         | $281144.78         | Agency Mortgage-Backed Securities |
| GNII ET DB8927 C                 | 2064-04-20      | 5.0000%  | 0.0000% | $359087.96         | $346561.10         | Agency Mortgage-Backed Securities |
| GNII ET DB9218 C                 | 2064-08-20      | 5.0000%  | 0.0000% | $166663.48         | $160849.55         | Agency Mortgage-Backed Securities |
| GNII ET DB9282 C                 | 2064-04-20      | 5.0000%  | 0.0000% | $3163069.66        | $3052725.28        | Agency Mortgage-Backed Securities |
| GNII ET DB9266 C                 | 2064-05-20      | 5.0000%  | 0.0000% | $1240880.81        | $1197593.65        | Agency Mortgage-Backed Securities |
| GNII ET DC2506 C                 | 2063-09-20      | 5.0000%  | 0.0000% | $258442.52         | $249427.21         | Agency Mortgage-Backed Securities |
| GNII ET DC5076 C                 | 2064-08-20      | 6.5000%  | 0.0000% | $23880.05          | $24460.57          | Agency Mortgage-Backed Securities |
| GNII ET DC7148 C                 | 2064-08-20      | 6.5000%  | 0.0000% | $34461.17          | $35298.81          | Agency Mortgage-Backed Securities |
| GNII ET DC6733 C                 | 2064-07-20      | 6.5000%  | 0.0000% | $199890.68         | $204749.64         | Agency Mortgage-Backed Securities |
| GNII ET DC7031 C                 | 2064-06-20      | 6.5000%  | 0.0000% | $17528.40          | $17954.48          | Agency Mortgage-Backed Securities |
| GNII ET DC8420 C                 | 2064-06-20      | 5.0000%  | 0.0000% | $1417583.66        | $1368132.35        | Agency Mortgage-Backed Securities |
| GNII ET DC8548 C                 | 2064-06-20      | 5.0000%  | 0.0000% | $257787.01         | $248794.31         | Agency Mortgage-Backed Securities |
| GNII ET DC8571 C                 | 2064-06-20      | 6.5000%  | 0.0000% | $47217.87          | $48316.55          | Agency Mortgage-Backed Securities |
| GNII ET DC9670 C                 | 2064-06-20      | 6.5000%  | 0.0000% | $12825.65          | $13137.42          | Agency Mortgage-Backed Securities |
| GNII ET DC9948 C                 | 2064-08-20      | 6.5000%  | 0.0000% | $30172.00          | $30905.43          | Agency Mortgage-Backed Securities |
| GNII ET DD0882 C                 | 2064-07-20      | 5.0000%  | 0.0000% | $277601.89         | $267918.24         | Agency Mortgage-Backed Securities |
| GNII ET DD0886 C                 | 2064-04-20      | 7.5000%  | 0.0000% | $81841.74          | $84353.44          | Agency Mortgage-Backed Securities |
| GNII ET DD1133 C                 | 2064-06-20      | 6.5000%  | 0.0000% | $12052.77          | $12345.73          | Agency Mortgage-Backed Securities |
| GNII ET DD1208 C                 | 2064-05-20      | 5.0000%  | 0.0000% | $1879726.50        | $1814153.71        | Agency Mortgage-Backed Securities |
| GNII ET DD1252 C                 | 2064-04-20      | 5.0000%  | 0.0000% | $114602.44         | $110604.50         | Agency Mortgage-Backed Securities |
| GNII ET DD1413 C                 | 2064-06-20      | 5.0000%  | 0.0000% | $181388.42         | $174389.51         | Agency Mortgage-Backed Securities |
| GNII ET DD1626 C                 | 2064-09-20      | 6.5000%  | 0.0000% | $22052.94          | $22588.96          | Agency Mortgage-Backed Securities |
| GNII ET DD2381 C                 | 2062-04-20      | 3.5000%  | 0.0000% | $117131.27         | $101939.16         | Agency Mortgage-Backed Securities |
| GNII ET DD5278 C                 | 2064-07-20      | 5.0000%  | 0.0000% | $515642.83         | $497654.52         | Agency Mortgage-Backed Securities |
| GNII ET DD4816 C                 | 2064-09-20      | 6.5000%  | 0.0000% | $54613.10          | $55940.65          | Agency Mortgage-Backed Securities |
| 5.75 FHOR 26-40 BS               | 2040-04-24      | 5.7500%  | 0.0000% | $3544666.67        | $3554524.38        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI8794             | 2039-05-01      | 5.0000%  | 0.0000% | $30570.49          | $30655.22          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZJ9483             | 2032-11-01      | 3.0000%  | 0.0000% | $37589.21          | $35803.67          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2957             | 2042-04-01      | 3.5000%  | 0.0000% | $827229.96         | $766037.64         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1459             | 2046-07-01      | 3.0000%  | 0.0000% | $230998.25         | $202037.46         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM5698             | 2048-02-01      | 4.0000%  | 0.0000% | $21815.03          | $20386.78          | Agency Mortgage-Backed Securities |
| GNII ET DH3942 C                 | 2065-01-20      | 3.5000%  | 0.0000% | $653111.64         | $568381.15         | Agency Mortgage-Backed Securities |
| GNII ET DH5373 C                 | 2064-12-20      | 4.0000%  | 0.0000% | $537207.16         | $486050.65         | Agency Mortgage-Backed Securities |
| GNII SF DH4505 C                 | 2055-03-20      | 6.5000%  | 0.0000% | $960957.88         | $1003908.96        | Agency Mortgage-Backed Securities |
| GNII ET DH4614 C                 | 2065-01-20      | 3.5000%  | 0.0000% | $288119.81         | $250741.30         | Agency Mortgage-Backed Securities |
| GNII ET DH5059 C                 | 2064-12-20      | 5.0000%  | 0.0000% | $683750.89         | $659895.36         | Agency Mortgage-Backed Securities |
| GNII ET DH5106 C                 | 2065-02-20      | 3.5000%  | 0.0000% | $125576.85         | $109285.83         | Agency Mortgage-Backed Securities |
| GNII ET DH6093 C                 | 2065-02-20      | 4.5000%  | 0.0000% | $176969.65         | $165187.19         | Agency Mortgage-Backed Securities |
| GNII ET DH6094 C                 | 2065-02-20      | 5.0000%  | 0.0000% | $1098288.08        | $1063692.86        | Agency Mortgage-Backed Securities |
| GNII ET DH6114 C                 | 2065-02-20      | 3.5000%  | 0.0000% | $203372.44         | $176989.83         | Agency Mortgage-Backed Securities |
| GNII ET DD5406 C                 | 2064-07-20      | 5.0000%  | 0.0000% | $366896.61         | $354098.07         | Agency Mortgage-Backed Securities |
| GNII ET DD7292 C                 | 2064-06-20      | 7.5000%  | 0.0000% | $336815.28         | $347152.37         | Agency Mortgage-Backed Securities |
| GNII SF DD7474 C                 | 2054-08-20      | 5.0000%  | 0.0000% | $3346108.28        | $3264495.95        | Agency Mortgage-Backed Securities |
| GNII SF DD7535 C                 | 2054-09-20      | 7.5000%  | 0.0000% | $2122443.29        | $2265225.72        | Agency Mortgage-Backed Securities |
| GNII SF DD7554 C                 | 2054-09-20      | 5.0000%  | 0.0000% | $907118.76         | $886670.29         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6514             | 2048-05-01      | 4.0000%  | 0.0000% | $11617.31          | $10856.12          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZM6801             | 2048-05-01      | 5.5000%  | 0.0000% | $293837.03         | $298440.45         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6818             | 2048-06-01      | 4.0000%  | 0.0000% | $160146.91         | $149295.87         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1442             | 2048-11-01      | 4.5000%  | 0.0000% | $6293.85           | $6045.23           | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZN6641             | 2047-12-01      | 4.0000%  | 0.0000% | $1249732.21        | $1154071.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0915             | 2033-09-01      | 5.5000%  | 0.0000% | $26105.46          | $26646.78          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA1293             | 2043-02-01      | 3.0000%  | 0.0000% | $5210046.66        | $4637856.76        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2489             | 2038-01-01      | 3.5000%  | 0.0000% | $140125.01         | $134445.11         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2505             | 2038-05-01      | 3.5000%  | 0.0000% | $79533.31          | $76159.14          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RZA3096             | 2032-04-01      | 3.5000%  | 0.0000% | $383748.06         | $372425.74         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8356             | 2039-12-01      | 3.0000%  | 0.0000% | $2219897.56        | $2094878.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8335             | 2039-10-01      | 5.5000%  | 0.0000% | $189259.88         | $192721.73         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8346             | 2039-12-01      | 4.0000%  | 0.0000% | $863797.55         | $837984.02         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8383             | 2040-05-01      | 4.5000%  | 0.0000% | $226652322.07      | $223848859.52      | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0206             | 2041-11-01      | 2.0000%  | 0.0000% | $735835.12         | $619996.36         | Agency Mortgage-Backed Securities |
| GNII SF MB0181 M                 | 2040-01-20      | 6.0000%  | 0.0000% | $3894632.85        | $3983560.30        | Agency Mortgage-Backed Securities |
| GNII SF MB0254 M                 | 2045-12-20      | 3.0000%  | 0.0000% | $2446354.44        | $2132552.40        | Agency Mortgage-Backed Securities |
| GNII SF MB0236 M                 | 2040-03-20      | 6.5000%  | 0.0000% | $375070.72         | $388331.01         | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M                 | 2055-02-20      | 6.0000%  | 0.0000% | $577936642.83      | $586538266.34      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5059             | 2040-07-01      | 2.5000%  | 0.0000% | $69804.84          | $62592.80          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5135             | 2041-11-01      | 2.0000%  | 0.0000% | $322568.71         | $271404.83         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5154             | 2042-04-01      | 2.5000%  | 0.0000% | $553890.93         | $483245.96         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI2497             | 2054-04-01      | 5.5000%  | 0.0000% | $8166395.42        | $8146277.96        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6019             | 2054-05-01      | 5.5000%  | 0.0000% | $2167333.10        | $2172711.46        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI8493             | 2054-07-01      | 5.0000%  | 0.0000% | $1174130.26        | $1144115.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1919             | 2039-02-01      | 6.0000%  | 0.0000% | $1111775.05        | $1143499.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2331             | 2039-07-01      | 6.0000%  | 0.0000% | $837154.88         | $871577.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2025-12-11      | 0.0000%  | 0.0000% | $10828133.33       | $10584868.49       | Agency Mortgage-Backed Securities |
| 5.250 TVBD 55 A                  | 2055-02-01      | 5.2500%  | 0.0000% | $2289733.33        | $2220861.21        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ0048             | 2053-10-01      | 4.5000%  | 0.0000% | $2877263.67        | $2719900.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0014             | 2055-05-01      | 6.0000%  | 0.0000% | $175464140.80      | $177970879.93      | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X                 | 2042-03-15      | 3.3750%  | 0.0000% | $107383.07         | $97514.43          | Agency Mortgage-Backed Securities |
| GNMI SF 794520 X                 | 2042-07-15      | 3.5000%  | 0.0000% | $485122.46         | $442910.23         | Agency Mortgage-Backed Securities |
| GNII SF 796727 C                 | 2038-12-20      | 6.5000%  | 0.0000% | $55492.66          | $57976.30          | Agency Mortgage-Backed Securities |
| GNMI SF AA6300 X                 | 2043-04-15      | 3.5000%  | 0.0000% | $6921.12           | $6338.26           | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M                 | 2042-04-20      | 3.5000%  | 0.0000% | $448492.23         | $411332.16         | Agency Mortgage-Backed Securities |
| GNII SF MA0154 M                 | 2042-06-20      | 3.5000%  | 0.0000% | $218985.38         | $200772.24         | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M                 | 2042-10-20      | 3.5000%  | 0.0000% | $6329296.58        | $5800227.16        | Agency Mortgage-Backed Securities |
| GNII JM MA0619 M                 | 2042-12-20      | 3.5000%  | 0.0000% | $105905.48         | $93545.93          | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M                 | 2043-05-20      | 3.5000%  | 0.0000% | $5650757.75        | $5175525.89        | Agency Mortgage-Backed Securities |
| GNII SF MA1088 M                 | 2043-06-20      | 2.5000%  | 0.0000% | $103461.48         | $89356.67          | Agency Mortgage-Backed Securities |
| GNII SF MA1094 M                 | 2038-08-20      | 5.5000%  | 0.0000% | $86486.76          | $88310.64          | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M                 | 2043-11-20      | 3.0000%  | 0.0000% | $143025.74         | $127915.88         | Agency Mortgage-Backed Securities |
| GNII SF MA1450 M                 | 2043-11-20      | 4.5000%  | 0.0000% | $155720.47         | $150675.59         | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M                 | 2044-10-20      | 4.0000%  | 0.0000% | $11337.16          | $10630.65          | Agency Mortgage-Backed Securities |
| GNII SF MA2797 M                 | 2030-05-20      | 3.0000%  | 0.0000% | $79077.00          | $77360.61          | Agency Mortgage-Backed Securities |
| GNII JM MA2882 M                 | 2045-06-20      | 3.0000%  | 0.0000% | $583277.34         | $504658.36         | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M                 | 2030-06-20      | 3.0000%  | 0.0000% | $138391.68         | $133381.44         | Agency Mortgage-Backed Securities |

### Security 312: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47F2, C.4 - ISIN: US9612C47F23, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100101670.00
- **C.18.a - Value (excl. sponsor support):** $100101670.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 313: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AXW3, C.4 - ISIN: US96130AXW34, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $80038432.00
- **C.18.a - Value (excl. sponsor support):** $80038432.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 314: Westpac Banking Corp./NY

- **C.1 - Title:** Westpac Banking Corp./NY 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYZ5, C.4 - ISIN: US96130AYZ55, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $149946900.00
- **C.18.a - Value (excl. sponsor support):** $149946900.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 315: Willow Partners LP

- **C.1 - Title:** Willow Partners LP 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 97115AAA3, C.4 - ISIN: US97115AAA34, C.3 - LEI: 9845003FG2F600IF0793
- **C.18 - Value (incl. sponsor support):** $17000000.00
- **C.18.a - Value (excl. sponsor support):** $17000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2063-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 316: ABN AMRO

- **C.1 - Title:** ABN AMRO 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 973SGM007, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 317: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd. 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 976YDK008, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 318: Societe Generale NY

- **C.1 - Title:** Societe Generale NY 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APQ000, C.3 - LEI: N/A, C.5 - Other ID: 988APQ000_4.33_0603
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? 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?:** No

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE F 32 | 2032-11-15      | 4.1250%  | 0.0000% | $307512600.00      | $306000064.20      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2025-06-06

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer